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HomeMy WebLinkAboutSA Item No. 03 RDA InvestmentText File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-745 Agenda Date: 7/24/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 3) Page 1 City of Lake Elsinore Printed on 7/19/2018 REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To:Honorable Agency Chairman and Members of the Successor Agency From:Grant Yates, Executive Director Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant Executive Director Date:July 24, 2018 Subject:Investment Report for June 2018 Recommendation Receive and file the Investment Report for June 2018. Background and Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for June 2018 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 544,733$ 53,021$ (530,899)$ 66,855$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 544,733 53,021 (530,899) 68,155 INVESTMENTS Local Agency Investment Fund 43,230,227 - - 43,230,227 CAMP Investments: CAMP Pool Account 101,737 - - 101,737 U.S. Treasury Bond / Note 14,737,887 - - 14,737,887 Supra-National Agency Bond / Note 2,698,621 - - 2,698,621 Municipal Bond / Note 225,632 - - 225,632 Federal Agency Collateralized Mortgage Obligation 672,697 - - 672,697 Federal Agency Bond / Note 2,574,380 - - 2,574,380 Corporate Notes 11,101,355 - - 11,101,355 Negotiable Certificate of Deposit 7,039,095 - - 7,039,095 Sub-total Investments 82,381,632 - - 82,381,632 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 (257,713) - - (257,713) Total Investments 82,123,919 - - 82,123,919 Total Pooled Cash and Investments 82,668,652$ 53,021$ (530,899)$ 82,192,074$ TOTAL POOLED CASH AND INVESTMENTS 82,192,074$ 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 12, 2018. 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 July 10, 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 JUNE 30, 2018 FUND NO FUND NAME AMOUNT 100 General 7,740,503$ 106 Affordable Housing In Lieu 1,563,795 107 Developer Agreement Revenue 62,903 110 State Gas Tax 645,697 112 Measure A 1,772,967 114 SB1186 CASP Education Program 7,915 115 Traffic Safety 141,709 116 City Hall-Public Works DIF 1,029,621 119 Animal Shelter DIF 74,978 121 T.R.I.P.-2014A 133 135 Lighting & Landscape Maintenance - Dist. No. 1 1,073,139 140 Geothermal 20,263 150 C.D.B.G.25,941 160 PEG Grant 6,932 203 E.L.S.P. - S.T.I.F.1,583,379 205 Traffic Impact Fee 4,449,284 211 Storm Drain C.I.P. 966,707 220 Street Lighting C.I.P.102,209 221 Quimby Park C.I.P.55,716 231 Library C.I.P. 1,817,290 232 City Fire Protection 1,632 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 569,537 305 Information Systems Service 234,457 320 Facilities Service 529,972 331 CFD 2006-1CC Summerly Improvement Area CC 101,981 332 CFD 2006-1 Improvement Area B, Summerly 125,436 334 CFD 2015-5 Trieste - Far West Industries 106,310 335 CFD 2003-2E Canyon Hills Improvement Area E 9,094 336 CFD 2006-1FF Summerly Improvement Area FF 130,005 337 CFD 2016-2 Canyon Hills 8,531 340 CFD 2006-1 IA-EE Summerly Improvement Area 75,626 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,738,013 346 CFD 2014-1 Southshore 64,225 347 CFD 2006-1 Improvement Area A, Summerly 159,415 350 CFD 98-1 Summerhill 1,542,078 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 2,326,983 357 CFD 2003-2 Canyon Hills Improvement Area 720,982 366 CFD 2005-6 City Center Townhomes 233,036 368 CFD 2006-2 Viscaya 415,155 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 JUNE 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 JUNE 30, 2018 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,167,569 371 CFD 2005-1 Serenity 533,156 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,027,645 374 CFD 2005-4 Lakeview Villas 60,398 375 CFD 2006-4 Clurman 17,454 376 CFD 2006-3 La Strada 1,466 377 CFD 2006-6 Tessara 10,930 378 CFD 2006-8 Running Deer Estates 4,586 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,564,029 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,494,205 386 CFD 2007-4 Mekenna Court 18,038 387 CFD 2007-5 Red Kite 75,840 388 CFD 2007-6 Holiday Inn Express 9,423 389 CFD 88-3 (2008A) West Lake Elsinore Series A 2,151,418 390 CFD 2003-2 Area C Canyon Hills Improvement Area 512,777 392 CFD 95-1 City Center 174,365 393 AD 93-1 Cottonwood Hills 1,140,182 394 CFD 2005-5 (2012A) Wasson Canyon 319,158 395 CFD 2018-1 Wasson Canyon II Improvement Area 11,747 396 CFD 2018-2 Nichols Ranch Improvement Area 45,000 500 Capital Improvement Plan 13,338,607 510 Successor To RDA Area I, II, & III 10,307,993 540 Successor To RDA Diamond Stadium 819,103 603 Endowment Trust - Carl Graves 1,029,549 604 Endowment Trust - Korn Memorial 31,750 605 Public Improvement Trust 57,597 606 Mobile Source Air Polution Reduction 219,089 608 Trust Deposit & Pre Paid Expense 1,539,630 617 Successor Agency Housing 9,918,759 620 Cost Recovery System 1,288,036 631 Lake Destratification Equipment Replacement 283,657 Total Pooled Cash & Investments 82,192,074$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 17.89%Unlimited Current Balance 14,737,887$ Supra-National Agency Bond / Note 3.28%30% Current Balance 2,698,621$ Municipal Bond / Note 0.27%Unlimited Current Balance 225,632$ Federal Agency Collaterized Mortgage Obligation 0.82%40.00% Current Balance 672,697$ Federal Agency Bond / Note 3.12%*Unlimited Current Balance 2,574,380$ Banker's Acceptance 0.00%40.00% Negotiable Certificates of Deposit 8.54%25.00% Current Balance 7,039,095$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 13.48%30.00% Current Balance 11,101,355$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)52.48%*$65 Million Current Balance 43,230,227$ CAMP - Pooled Sweep Account 0.12%Unlimited Current Balance 101,737$ TOTAL 100.00%*82,381,632$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING JUNE 30, 2018 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.854%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:33,730,227$ 9,500,000$ 43,230,227$ 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 JUNE 30, 2018 JOHN CHIANG TREASURER STATE OF CALIFORNIA 06/11/18 1.83 1.73 188 06/12/18 1.82 1.73 187 06/13/18 1.83 1.73 184 06/14/18 1.85 1.73 184 06/15/18 1.86 1.73 184 06/16/18 1.86 1.73 184 06/17/18 1.86 1.74 184 06/18/18 1.86 1.74 181 06/19/18 1.87 1.74 179 06/20/18 1.87 1.74 178 06/21/18 1.89 1.74 183 06/22/18 1.89 1.75 186 06/23/18 1.89 1.75 186 June 2018 1.854 06/24/18 1.89 1.75 186 May 2018 1.755 06/25/18 1.89 1.75 184 Apr 2018 1.661 06/26/18 1.89 1.75 183 06/27/18 1.90 1.75 181 06/28/18 1.90 1.76 183 06/29/18 1.92 1.76 194 06/30/18 1.92 1.76 193 07/01/18 1.92 1.92 193 07/02/18 1.93 1.92 196 07/03/18 1.93 1.92 195 07/04/18 1.93 1.92 195 07/05/18 1.93 1.93 194 07/06/18 1.93 1.93 193 07/07/18 1.93 1.93 193 07/08/18 1.93 1.93 193 07/09/18 1.93 1.93 191 07/10/18 1.93 1.93 192 07/11/18 1.93 1.93 191 7/11/2018Based 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 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 0.00004135534904993 0.997538001 Earnings Ratio: Fair Value Factor: Daily:1.59% Treasuries 47.60% Agencies 18.77% Certificates of Deposit/Bank Notes 18.83% Time Deposits 5.50% Commercial Paper 8.44% Loans 0.83% Pooled Money Investment Account Portfolio Composition 06/30/18 $88.8 billion CAMP Investment Portfolio For the Month Ending June 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 48,526.75 880,729.13 (827,519.09) 0.00 $101,736.79 CAMP Pool Unsettled Trades 0.00 70.83 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,996,332.54 9,134,596.53 (795,845.57) (37,243.72) $38,297,839.78 CAMP Managed Account Unsettled Trades 0.00 10,192.57 Cash Dividends and Income June 30, 2018May 31, 2018 Asset Summary CAMP Pool 101,736.79 48,526.75 CAMP Managed Account 38,297,839.78 29,996,332.54 $38,399,576.57 $30,044,859.29 Total Asset Allocation 0.27% CAMP Pool 99.73% CAMP Managed Account Page 1 For the Month Ending June 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 $48,526.75 880,729.13 (827,519.09) $101,736.79 70.83 $29,996,332.54 (6,056.57) (789,789.00) 9,134,596.53 0.00 (37,243.72) $38,297,839.78 $30,044,859.29 $38,399,576.57 20,144.18 0.00 (9,951.61) $10,192.57 0.00 792,875.08 17,058.10 6,056.57 (824,886.00) 8,896.25 0.00 Managed Account Total 38,980,546.09 39,082,282.88 199,968.46 792,875.08 6,056.57 17,058.10 (9,328,708.09) (30,497,553.86) (126,856.82) 0.00 199,968.46 1,620,394.17 6,056.57 17,058.10 (10,209,437.22) (30,546,080.61) (126,856.82) 70.83 Total Accrual Basis Earnings $43,385.53 $43,456.36 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 30, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par ValueMarket ValueDescription U.S. Treasury Bond / Note 14,765,000.00 14,366,329.26 37.42 Supra-National Agency Bond / Note 2,695,000.00 2,653,041.88 6.91 Municipal Bond / Note 225,000.00 223,472.25 0.58 Federal Agency Collateralized Mortgage Obligation 663,631.20 666,965.44 1.74 Federal Agency Bond / Note 2,585,000.00 2,496,567.89 6.50 Corporate Note 11,025,000.00 10,891,785.96 28.36 Certificate of Deposit 7,040,000.00 6,999,677.10 18.23 Managed Account Sub-Total 38,998,631.2038,297,839.78 99.74% Accrued Interest 199,968.46 Total Portfolio 38,998,631.2038,497,808.24 CAMP Pool 101,736.79 101,736.79 0.26 Total Investments 39,100,367.9938,599,545.03 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 18.23% Cert of Deposit 28.36% Corporate Note 1.74% Fed Agency CMO 6.50% Fed Agy Bond / Note 0.26% Mny Mkt Fund 0.58% Muni Bond / Note 6.91% 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 1.76% 9.03% 19.72% 32.81% 36.08% 0.60%0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.36 907 2.03% 2.74% Page 3 For the Month Ending June 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 6.88% A 10.28% A+ 5.99% A- 4.60% A-1 2.07% A-1+ 0.96% AA 46.67% AA+ 10.87% AA- 7.94% AAA 0.26% AAAm 3.48% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 431,197.40 1.12 AMERICAN EXPRESS CO 671,147.78 1.75 AMERICAN HONDA FINANCE 392,645.60 1.02 APPLE INC 393,477.33 1.02 BANK OF AMERICA CO 798,509.60 2.08 BANK OF MONTREAL 774,814.46 2.02 BANK OF NOVA SCOTIA 314,817.44 0.82 BB&T CORPORATION 204,524.40 0.53 BURLINGTON NORTHERN SANTA FE 101,736.79 0.26 CAMP Pool 573,496.95 1.49 CANADIAN IMPERIAL BANK OF COMMERCE 297,012.05 0.77 CATERPILLAR INC 235,939.06 0.61 CHARLES SCHWAB 668,322.99 1.74 CISCO SYSTEMS INC 549,265.74 1.43 CITIGROUP INC 342,461.71 0.89 DEERE & COMPANY 1,288,193.07 3.36 FANNIE MAE 1,131,163.07 2.96 FEDERAL HOME LOAN BANKS 744,177.19 1.94 FREDDIE MAC 259,137.50 0.67 GENERAL ELECTRIC CO 397,233.20 1.03 GOLDMAN SACHS GROUP INC 175,196.35 0.46 HERSHEY COMPANY 196,402.61 0.51 HOME DEPOT INC 297,156.90 0.77 IBM CORP 1,256,983.53 3.28 INTER-AMERICAN DEVELOPMENT BANK 396,529.60 1.03 INTERNATIONAL FINANCE CORPORATION 999,528.75 2.61 INTL BANK OF RECONSTRUCTION AND DEV 668,998.58 1.74 JP MORGAN CHASE & CO 394,888.80 1.03 MICROSOFT CORP 390,675.20 1.02 MORGAN STANLEY 397,024.43 1.03 NATIONAL RURAL UTILITIES CO FINANCE CORP 770,911.88 2.01 NORDEA BANK AB 335,493.39 0.87 PACCAR FINANCIAL CORP Page 4 For the Month Ending June 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 272,988.52 0.71 PEPSICO INC 679,750.65 1.77 ROYAL BANK OF CANADA 793,098.40 2.07 SKANDINAVISKA ENSKILDA BANKEN AB 223,472.25 0.58 STATE OF CONNECTICUT 121,097.64 0.32 STATE STREET CORPORATION 796,525.60 2.07 SVENSKA HANDELSBANKEN AB 783,294.40 2.04 SWEDBANK AB 392,638.80 1.02 THE BANK OF NEW YORK MELLON CORPORATION 391,930.92 1.02 THE WALT DISNEY CORPORATION 542,173.46 1.41 TOYOTA MOTOR CORP 300,986.40 0.78 UBS AG 297,639.90 0.78 UNILEVER PLC 14,366,329.26 37.42 UNITED STATES TREASURY 367,401.00 0.96 WAL-MART STORES INC 492,897.26 1.28 WELLS FARGO & COMPANY 728,288.76 1.90 WESTPAC BANKING CORP $38,399,576.57 Total 100.00% Page 5 For the Month Ending June 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 09/03/2013 2.125% 08/31/2020 14,862.89 15,123.10 106.54 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 9,812.89 10,092.59 29.48 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 24,658.20 25,369.59 42.35 25,713.86 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 98,632.80 101,478.37 169.40 102,855.47 03/04/1603/02/16AaaAA+ 100,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 9,948.05 10,267.95 0.65 10,502.34 03/31/1603/30/16AaaAA+ 10,000.00 912828A83 1.28 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 14,695.91 15,148.65 0.71 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 24,610.35 25,707.81 167.12 26,222.66 07/08/1607/06/16AaaAA+ 25,000.00 912828B90 0.92 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 147,662.10 154,246.84 1,002.72 157,335.94 07/08/1607/06/16AaaAA+ 150,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,027.76 55,408.96 172.81 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 110,876.22 115,855.10 361.34 116,464.45 06/29/1606/27/16AaaAA+ 115,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 67,640.23 69,077.12 162.16 68,610.94 01/05/1701/03/17AaaAA+ 70,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 217,415.03 221,961.72 521.23 220,508.79 02/03/1702/01/17AaaAA+ 225,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 77,203.12 78,541.65 93.17 77,921.87 03/17/1703/15/17AaaAA+ 80,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 98,269.50 102,233.60 169.40 103,593.75 09/02/1609/01/16AaaAA+ 100,000.00 912828WN6 1.22 Page 6 For the Month Ending June 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 06/02/2014 2.000% 05/31/2021 171,971.63 178,908.79 296.45 181,289.06 09/02/1609/01/16AaaAA+ 175,000.00 912828WN6 1.22 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 772,031.20 785,416.50 931.69 779,218.75 03/17/1703/15/17AaaAA+ 800,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,056,397.13 1,099,011.15 1,821.04 1,113,632.81 09/02/1609/01/16AaaAA+ 1,075,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 98,050.80 100,467.90 668.48 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,563.50 128,061.28 835.60 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,563.50 125,252.82 835.60 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 147,076.20 150,701.85 1,002.72 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 220,614.30 226,266.34 1,504.08 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 220,614.30 226,878.47 1,504.08 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 245,127.00 252,087.19 1,671.20 252,724.61 06/29/1706/27/17AaaAA+ 250,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 318,665.10 332,959.32 2,172.55 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 784,406.40 804,502.54 5,347.83 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,005,020.70 1,027,073.13 6,851.90 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 1,127,584.20 1,155,380.83 7,687.50 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 Page 7 For the Month Ending June 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 09/02/2014 2.000% 08/31/2021 1,372,711.20 1,411,688.24 9,358.70 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 57,323.46 59,237.99 126.36 59,053.13 08/31/1708/30/17AaaAA+ 60,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 124,200.83 127,511.54 273.78 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 124,200.83 127,511.54 273.78 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 238,847.75 246,824.96 526.49 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 692,658.48 711,122.06 1,526.83 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,050,930.10 1,086,029.80 2,316.58 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 63,072.88 64,408.99 205.33 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 72,776.40 74,318.06 236.92 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 111,590.48 113,699.86 363.28 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 111,590.48 113,699.86 363.28 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 174,663.36 174,454.39 568.61 174,248.44 05/07/1805/03/18AaaAA+ 180,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 242,588.00 242,297.76 789.74 242,011.72 05/07/1805/03/18AaaAA+ 250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 436,658.40 445,908.37 1,421.54 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 Page 8 For the Month Ending June 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 897,575.60 914,542.37 2,922.04 913,256.84 01/04/1801/03/18AaaAA+ 925,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,212,940.00 1,211,488.79 3,948.71 1,210,058.59 05/07/1805/03/18AaaAA+ 1,250,000.00 912828X47 2.73 61,351.77 14,366,329.26 14,718,225.74 1.86 14,737,887.29 14,765,000.00 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 121,893.75 124,777.37 590.80 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 146,272.50 149,732.84 708.95 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 731,362.50 748,664.22 3,544.77 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,655.00 100,713.74 306.94 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,655.00 100,713.74 306.94 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 591,930.00 604,282.46 1,841.67 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,566.20 49,965.97 384.27 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,566.20 49,965.97 384.27 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 Page 9 For the Month Ending June 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 Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 297,397.20 299,795.80 2,305.63 299,775.00 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 59,711.94 59,876.51 315.00 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,711.94 59,876.51 315.00 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 348,319.65 349,279.63 1,837.50 349,230.00 04/19/1804/12/18AaaAAA 350,000.00 4581X0DB1 2.70 12,841.74 2,653,041.88 2,697,644.76 2.03 2,698,621.28 2,695,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,796.30 30,015.41 174.37 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,796.30 30,015.41 174.37 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 163,879.65 165,084.78 959.04 165,463.65 03/25/1503/16/15A1A 165,000.00 20772JZK1 1.90 1,307.78 223,472.25 225,115.60 1.90 225,632.25 225,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 5,037.37 5,054.94 7.99 5,103.35 11/30/1511/06/15AaaAA+ 5,052.83 3136AQSW1 1.20 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 5,037.37 5,054.94 7.99 5,103.35 11/30/1511/06/15AaaAA+ 5,052.83 3136AQSW1 1.20 Page 10 For the Month Ending June 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 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 25,186.81 25,274.69 39.96 25,516.78 11/30/1511/06/15AaaAA+ 25,264.13 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 14,914.06 15,021.55 20.56 15,141.00 10/30/1510/07/15AaaAA+ 14,990.88 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 14,914.06 15,021.55 20.56 15,141.00 10/30/1510/07/15AaaAA+ 14,990.88 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 87,827.24 88,460.27 121.09 89,163.67 10/30/1510/07/15AaaAA+ 88,279.65 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 40,565.60 40,772.11 118.67 40,795.64 04/30/1804/11/18AaaAA+ 40,000.00 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 40,565.60 40,772.11 118.67 40,795.64 04/30/1804/11/18AaaAA+ 40,000.00 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 202,828.02 203,860.54 593.33 203,978.20 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 35,013.59 35,281.41 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 35,013.59 35,281.41 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 160,062.13 161,286.43 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 1,641.08 666,965.44 671,141.95 2.12 672,697.23 663,631.20 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 78,477.04 79,905.17 148.89 79,785.60 10/25/1610/21/16AaaAA+ 80,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 137,916.52 139,985.07 245.97 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,155.00 49,982.14 256.25 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 Page 11 For the Month Ending June 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 Bond / Note FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 49,155.00 49,982.14 256.25 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 73,441.13 74,844.53 203.39 74,743.50 04/20/1704/19/17AaaAA+ 75,000.00 3137EAEF2 1.49 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 440,646.75 449,067.19 1,220.31 448,461.00 04/20/1704/19/17AaaAA+ 450,000.00 3137EAEF2 1.49 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,167.50 29,928.89 106.56 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 150,698.75 154,632.58 550.57 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 119,614.75 124,532.57 652.34 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 693,765.55 722,288.90 3,783.59 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,919.50 24,945.79 116.32 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 76,542.40 79,794.59 372.22 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 133,949.20 139,696.40 651.39 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 440,118.80 458,818.91 2,140.28 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 10,704.33 2,496,567.89 2,578,404.87 1.35 2,574,379.75 2,585,000.00 Security Type Sub-Total Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 49,874.85 50,073.03 354.17 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 Page 12 For the Month Ending June 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 49,874.85 50,091.92 354.17 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 269,324.19 270,394.36 1,912.50 272,565.00 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 299,249.10 300,551.53 2,125.00 302,817.00 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 49,654.15 49,961.32 183.33 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,654.15 49,991.10 183.33 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,654.15 49,991.10 183.33 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 248,270.75 249,955.50 916.67 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,799.70 24,995.86 34.17 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,799.70 24,995.86 34.17 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,158.74 104,982.61 143.50 104,945.40 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 99,429.30 99,955.92 850.00 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 571,718.48 574,746.53 4,887.50 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,565.55 25,994.50 293.75 27,597.50 06/08/1606/03/16A3A+ 25,000.00 12189TBC7 1.48 Page 13 For the Month Ending June 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 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,565.55 25,994.50 293.75 27,597.50 06/08/1606/03/16A3A+ 25,000.00 12189TBC7 1.48 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 153,393.30 155,966.99 1,762.50 165,585.00 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 259,137.50 262,825.87 6,607.64 289,082.50 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 49,438.45 49,989.65 581.88 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,438.45 49,989.65 581.88 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 296,630.70 299,937.90 3,491.25 299,880.00 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 73,947.83 75,097.45 676.35 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 369,739.13 375,859.12 3,381.77 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,361.10 49,981.94 372.57 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,361.10 49,981.94 372.57 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 296,166.60 299,891.61 2,235.42 299,799.00 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 29,606.40 29,982.36 216.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,606.40 29,982.36 216.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 Page 14 For the Month Ending June 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 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 177,638.40 179,894.15 1,298.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 24,585.78 24,996.31 158.44 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 122,928.88 124,981.56 792.19 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 197,592.00 200,627.43 1,301.94 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 73,709.78 74,979.13 300.63 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 221,129.33 224,937.38 901.88 224,896.50 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 24,550.33 24,990.59 32.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,550.33 24,990.59 32.50 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 24,441.63 24,981.16 32.50 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 48,883.25 49,962.33 65.00 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 147,301.95 149,943.56 195.00 149,913.00 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 171,091.38 174,868.15 227.50 174,797.00 06/06/1706/01/17A2A+ 175,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,459.28 24,989.86 12.19 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 Page 15 For the Month Ending June 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 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 99,110.90 100,208.52 61.11 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 569,887.68 576,199.01 351.39 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 38,952.40 39,975.37 240.50 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 38,952.40 39,975.37 240.50 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 219,107.25 224,861.47 1,352.81 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,398.23 24,998.21 68.33 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,398.23 24,998.21 68.33 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 49,080.70 49,966.66 133.33 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,080.70 49,966.66 133.33 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 146,389.35 149,989.28 410.00 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 294,484.20 299,799.98 800.00 299,748.00 11/13/1711/06/17Aa1AA+ 300,000.00 037833DJ6 2.03 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 49,210.30 50,602.27 85.00 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 73,480.20 74,915.81 63.33 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 Page 16 For the Month Ending June 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 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 293,920.80 299,663.22 253.33 299,565.00 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 24,312.53 24,990.55 223.96 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,312.53 24,990.55 223.96 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 72,937.58 74,971.64 671.88 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 297,156.90 299,872.01 3,202.08 299,853.00 02/06/1802/01/18A1A+ 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,814.03 24,975.45 251.74 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 24,814.03 24,975.45 251.74 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 24,814.03 24,901.64 251.74 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,814.03 24,901.64 251.74 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 124,070.13 124,877.25 1,258.68 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 173,698.18 174,311.45 1,762.15 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 297,639.90 298,602.47 2,268.75 298,467.00 03/22/1803/19/18A1A+ 300,000.00 904764AZ0 2.93 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 49,742.35 49,981.39 319.58 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 Page 17 For the Month Ending June 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 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,998.36 39,993.56 168.89 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,998.36 39,993.56 168.89 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 49,079.85 50,658.50 263.89 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,079.85 50,658.50 263.89 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 194,991.80 199,967.82 844.44 199,960.00 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 294,479.10 303,998.88 1,583.33 306,978.00 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 24,559.43 25,158.24 131.25 25,194.00 11/03/1711/01/17A3A- 25,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,834.40 50,132.29 243.06 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,834.40 50,132.29 243.06 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 293,006.40 300,793.73 1,458.33 300,972.00 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 194,346.20 199,726.80 700.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,043.94 19,995.04 87.83 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 Page 18 For the Month Ending June 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 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,043.94 19,995.04 87.83 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,156.85 24,990.36 72.60 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,156.85 24,990.36 72.60 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 100,219.70 99,975.18 439.17 99,974.00 05/10/1805/07/18A1A+ 100,000.00 69371RP26 3.11 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 144,941.10 149,942.14 435.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,028.05 24,983.55 109.79 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.12 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,028.05 24,983.55 109.79 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.12 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 125,140.25 124,917.75 548.96 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,219.53 24,944.22 56.88 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,219.53 24,944.22 56.88 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 72,658.58 74,832.67 170.63 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 35,139.86 34,998.98 123.23 34,998.95 05/22/1805/17/18A2A 35,000.00 808513AW5 3.25 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 200,799.20 199,994.18 704.17 199,994.00 05/22/1805/17/18A2A 200,000.00 808513AW5 3.25 Page 19 For the Month Ending June 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 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,216.25 35,000.00 203.70 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,216.25 35,000.00 203.70 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 195,521.40 200,000.00 1,164.00 200,000.00 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 48,923.45 49,836.84 644.10 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 269,078.98 274,102.63 3,542.53 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 14,994.86 15,000.00 64.15 15,000.00 05/17/1805/14/18A3A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 14,994.86 15,000.00 64.15 15,000.00 05/17/1805/14/18A3A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 74,974.28 75,000.00 320.74 75,000.00 05/17/1805/14/18A3A- 75,000.00 06051GHH5 3.50 69,147.48 10,891,785.96 11,050,417.09 2.26 11,101,355.40 11,025,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 573,496.95 574,905.97 871.44 574,551.50 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 99,565.70 100,000.00 903.00 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,565.70 100,000.00 903.00 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 597,394.20 600,000.00 5,418.00 600,000.00 01/12/1701/10/17P-1A-1+ 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 99,813.70 100,000.00 752.00 100,000.00 02/09/1702/08/17P-1A-1 100,000.00 06427KRC3 1.90 Page 20 For the Month Ending June 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 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 99,813.70 100,000.00 752.00 100,000.00 02/09/1702/08/17P-1A-1 100,000.00 06427KRC3 1.90 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 598,882.20 600,000.00 4,512.00 600,000.00 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 49,709.60 50,000.00 230.79 50,000.00 04/06/1704/05/17P-1A-1 50,000.00 06417GUE6 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 69,593.44 70,000.00 323.11 70,000.00 04/06/1704/05/17P-1A-1 70,000.00 06417GUE6 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 273,402.80 275,000.00 1,269.35 275,000.00 04/06/1704/05/17P-1A-1 275,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,137.30 99,978.73 761.56 99,961.00 08/04/1708/03/17Aa2A+ 100,000.00 83050FXT3 1.85 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,137.30 99,978.73 761.56 99,961.00 08/04/1708/03/17Aa2A+ 100,000.00 83050FXT3 1.85 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 594,823.80 599,872.39 4,569.33 599,766.00 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 99,472.50 100,000.00 974.67 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,472.50 100,000.00 974.67 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 571,966.88 575,000.00 5,604.33 575,000.00 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 300,986.40 300,000.00 2,827.50 300,000.00 03/06/1803/02/18Aa2A+ 300,000.00 90275DHG8 2.93 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 30,166.47 29,988.97 61.60 29,988.60 06/07/1806/05/18A1A+ 30,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 50,277.45 49,981.61 102.67 49,981.00 06/07/1806/05/18A1A+ 50,000.00 06417GU22 3.10 Page 21 For the Month Ending June 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 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 301,664.70 299,889.68 616.00 299,886.00 06/07/1806/05/18A1A+ 300,000.00 06417GU22 3.10 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,417.40 100,000.00 820.00 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,417.40 100,000.00 820.00 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 531,453.96 540,000.00 4,428.00 540,000.00 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 97,911.80 100,000.00 290.06 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 97,911.80 100,000.00 290.06 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 587,470.80 600,000.00 1,740.33 600,000.00 11/17/1711/16/17Aa2AA- 600,000.00 87019U6D6 2.30 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,351.90 50,000.00 103.50 50,000.00 06/08/1806/07/18A1AA- 50,000.00 78012UEE1 3.24 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 100,703.80 100,000.00 207.00 100,000.00 06/08/1806/07/18A1AA- 100,000.00 78012UEE1 3.24 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 528,694.95 525,000.00 1,086.75 525,000.00 06/08/1806/07/18A1AA- 525,000.00 78012UEE1 3.24 42,974.28 6,999,677.10 7,039,596.08 2.28 7,039,095.10 7,040,000.00 Security Type Sub-Total 38,998,631.20 39,049,668.30 2.03 199,968.46 38,980,546.09 38,297,839.78 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 101,736.79 101,736.79 0.00 101,736.79 NRAAAm 101,736.79 101,736.79 101,736.79 0.00 101,736.79 101,736.79 Money Market Sub-Total Page 22 For the Month Ending June 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS $39,100,367.99 $39,151,405.09 $199,968.46 $39,082,282.88 $38,399,576.57 2.03% $38,599,545.03 $199,968.46 Total Investments Accrued Interest Securities Sub-Total Page 23 For the Month Ending June 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 2.09 (260.21)(396.68) 14,862.89 99.09 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.56 2.09 2.26 (279.70)(372.27) 9,812.89 98.13 MERRILL 10,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 2.58 2.26 2.34 (711.39)(1,055.66) 24,658.20 98.63 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.59 2.34 2.34 (2,845.57)(4,222.67) 98,632.80 98.63 MERRILL 100,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.59 2.34 2.41 (319.90)(554.29) 9,948.05 99.48 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.59 2.41 2.43 (452.74)(573.03) 14,695.91 97.97 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 2.59 2.43 2.56 (1,097.46)(1,612.31) 24,610.35 98.44 MORGANST 25,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.61 2.56 2.56 (6,584.74)(9,673.84) 147,662.10 98.44 MORGANST 150,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.61 2.56 2.67 (2,381.20)(2,672.63) 53,027.76 96.41 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.61 2.67 2.67 (4,978.88)(5,588.23) 110,876.22 96.41 CITIGRP 115,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.61 2.67 2.75 (1,436.89)(970.71) 67,640.23 96.63 MORGAN_S 70,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.62 2.75 2.75 (4,546.69)(3,093.76) 217,415.03 96.63 MERRILL 225,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.62 2.75 2.83 (1,338.53)(718.75) 77,203.12 96.50 MORGAN_S 80,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.63 2.83 2.81 (3,964.10)(5,324.25) 98,269.50 98.27 HSBC 100,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.62 2.81 2.81 (6,937.16)(9,317.43) 171,971.63 98.27 HSBC 175,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.62 2.81 2.83 (13,385.30)(7,187.55) 772,031.20 96.50 MORGAN_S 800,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.63 2.83 2.81 (42,614.02)(57,235.68) 1,056,397.13 98.27 HSBC 1,075,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.62 2.81 Page 24 For the Month Ending June 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 3.02 (2,417.10)(2,554.67) 98,050.80 98.05 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (5,497.78)(7,128.88) 122,563.50 98.05 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (2,689.32)(2,807.59) 122,563.50 98.05 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (3,625.65)(3,832.00) 147,076.20 98.05 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (5,652.04)(6,125.93) 220,614.30 98.05 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (6,264.17)(6,837.85) 220,614.30 98.05 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (6,960.19)(7,597.61) 245,127.00 98.05 MORGAN_S 250,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (14,294.22)(18,535.10) 318,665.10 98.05 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (20,096.14)(21,781.10) 784,406.40 98.05 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (22,052.43)(23,022.27) 1,005,020.70 98.05 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (27,796.63)(29,378.69) 1,127,584.20 98.05 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.02 (38,977.04)(42,546.61) 1,372,711.20 98.05 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.64 3.02 3.23 (1,914.53)(1,729.67) 57,323.46 95.54 MERRILL 60,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.66 3.23 3.23 (3,310.71)(2,787.84) 124,200.83 95.54 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.66 3.23 3.23 (3,310.71)(2,787.84) 124,200.83 95.54 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.66 3.23 3.23 (7,977.21)(7,206.94) 238,847.75 95.54 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.66 3.23 3.23 (18,463.58)(15,547.57) 692,658.48 95.54 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.66 3.23 Page 25 For the Month Ending June 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 3.23 (35,099.70)(31,710.53) 1,050,930.10 95.54 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.66 3.23 3.65 (1,336.11)(1,251.73) 63,072.88 97.04 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 (1,541.66)(1,444.30) 72,776.40 97.04 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 (2,109.38)(1,949.56) 111,590.48 97.04 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 (2,109.38)(1,949.56) 111,590.48 97.04 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 208.97 414.92 174,663.36 97.04 MERRILL 180,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 290.24 576.28 242,588.00 97.04 MERRILL 250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 (9,249.97)(8,665.82) 436,658.40 97.04 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 (16,966.77)(15,681.24) 897,575.60 97.04 CITIGRP 925,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 3.65 1,451.21 2,881.41 1,212,940.00 97.04 MERRILL 1,250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.69 3.65 (371,558.03) 2.65 3.15 (351,896.48) 14,366,329.26 14,765,000.00 Security Type Sub-Total 3.15 Supra-National Agency Bond / Note 2.13 (2,883.62)(2,806.25) 121,893.75 97.52 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.73 2.13 2.13 (3,460.34)(3,367.50) 146,272.50 97.52 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.73 2.13 2.13 (17,301.72)(16,837.50) 731,362.50 97.52 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.73 2.13 Page 26 For the Month Ending June 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 2.28 (2,058.74)(2,271.91) 98,655.00 98.66 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.72 2.28 2.28 (2,058.74)(2,271.91) 98,655.00 98.66 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.72 2.28 2.28 (12,352.46)(13,631.46) 591,930.00 98.66 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.72 2.28 2.56 (399.77)(396.30) 49,566.20 99.13 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.97 2.56 2.56 (399.77)(396.30) 49,566.20 99.13 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.97 2.56 2.56 (2,398.60)(2,377.80) 297,397.20 99.13 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.97 2.56 2.67 (164.57)(156.06) 59,711.94 99.52 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.80 2.67 2.67 (164.57)(156.06) 59,711.94 99.52 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.80 2.67 2.67 (959.98)(910.35) 348,319.65 99.52 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.80 2.67 (45,579.40) 2.78 2.33 (44,602.88) 2,653,041.88 2,695,000.00 Security Type Sub-Total 2.33 Municipal Bond / Note 0.69 (219.11)(288.00) 29,796.30 99.32 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.95 0.69 0.69 (219.11)(288.00) 29,796.30 99.32 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.95 0.69 0.69 (1,205.13)(1,584.00) 163,879.65 99.32 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 2.95 0.69 Page 27 For the Month Ending June 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 (2,160.00) 2.95 0.69 (1,643.35) 223,472.25 225,000.00 Security Type Sub-Total 0.69 Federal Agency Collateralized Mortgage Obligation 0.41 (17.57)(65.98) 5,037.37 99.69 GOLDMAN 5,052.83 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.34 0.28 0.41 (17.57)(65.98) 5,037.37 99.69 GOLDMAN 5,052.83 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.34 0.28 0.41 (87.88)(329.97) 25,186.81 99.69 GOLDMAN 25,264.13 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.34 0.28 1.01 (107.49)(226.94) 14,914.06 99.49 MORGANST 14,990.88 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.05 0.50 1.01 (107.49)(226.94) 14,914.06 99.49 MORGANST 14,990.88 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.05 0.50 1.01 (633.03)(1,336.43) 87,827.24 99.49 MORGANST 88,279.65 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.05 0.50 1.63 (206.51)(230.04) 40,565.60 101.41 JPM_CHAS 40,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.55 2.53 1.63 (206.51)(230.04) 40,565.60 101.41 JPM_CHAS 40,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.55 2.53 1.63 (1,032.52)(1,150.18) 202,828.02 101.41 JPM_CHAS 200,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.55 2.53 2.06 (267.82)(284.46) 35,013.59 100.04 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.97 3.68 2.06 (267.82)(284.46) 35,013.59 100.04 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.97 3.68 2.06 (1,224.30)(1,300.37) 160,062.13 100.04 CITIGRP 160,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.97 3.68 (5,731.79) 2.60 1.60 (4,176.51) 666,965.44 663,631.20 Security Type Sub-Total 2.45 Federal Agency Bond / Note Page 28 For the Month Ending June 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 Federal Agency Bond / Note 1.29 (1,428.13)(1,308.56) 78,477.04 98.10 BARCLAYS 80,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 2.48 1.29 1.35 (2,068.55)(2,051.28) 137,916.52 98.51 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 2.48 1.35 1.62 (827.14)(813.00) 49,155.00 98.31 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.54 1.62 1.62 (827.14)(813.00) 49,155.00 98.31 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 2.54 1.62 1.76 (1,403.40)(1,302.37) 73,441.13 97.92 WELLS_FA 75,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.56 1.76 1.76 (8,420.44)(7,814.25) 440,646.75 97.92 WELLS_FA 450,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 2.56 1.76 2.18 (761.39)(736.20) 29,167.50 97.23 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.66 2.18 2.18 (3,933.83)(3,803.70) 150,698.75 97.23 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.66 2.18 2.94 (4,917.82)(4,625.13) 119,614.75 95.69 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.61 2.94 2.94 (28,523.35)(26,825.73) 693,765.55 95.69 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.61 2.94 3.02 (1,026.29)(994.98) 23,919.50 95.68 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.70 3.02 3.02 (3,252.19)(3,133.60) 76,542.40 95.68 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.70 3.02 3.02 (5,747.20)(5,571.86) 133,949.20 95.68 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.70 3.02 3.02 (18,700.11)(18,018.20) 440,118.80 95.68 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.70 3.02 (77,811.86) 2.61 2.47 (81,836.98) 2,496,567.89 2,585,000.00 Security Type Sub-Total 2.47 Corporate Note 0.66 (198.18)(600.15) 49,874.85 99.75 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.50 0.66 Page 29 For the Month Ending June 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 0.66 (217.07)(594.65) 49,874.85 99.75 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.50 0.66 0.66 (1,070.17)(3,240.81) 269,324.19 99.75 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.50 0.66 0.66 (1,302.43)(3,567.90) 299,249.10 99.75 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 2.50 0.66 0.80 (307.17)(206.85) 49,654.15 99.31 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.86 0.79 0.80 (336.95)(313.85) 49,654.15 99.31 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.86 0.79 0.80 (336.95)(313.85) 49,654.15 99.31 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.86 0.79 0.80 (1,684.75)(1,569.25) 248,270.75 99.31 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.86 0.79 0.92 (196.16)(187.30) 24,799.70 99.20 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.92 0.92 0.92 (196.16)(187.30) 24,799.70 99.20 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.92 0.92 0.92 (823.87)(786.66) 104,158.74 99.20 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.92 0.92 1.09 (526.62)(385.70) 99,429.30 99.43 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.77 1.09 1.09 (3,028.05)(2,217.77) 571,718.48 99.43 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.77 1.09 1.20 (428.95)(2,031.95) 25,565.55 102.26 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.85 1.20 1.20 (428.95)(2,031.95) 25,565.55 102.26 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.85 1.20 Page 30 For the Month Ending June 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 1.20 (2,573.69)(12,191.70) 153,393.30 102.26 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.85 1.20 1.42 (3,688.37)(29,945.00) 259,137.50 103.66 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 3.02 1.42 1.47 (551.20)(541.55) 49,438.45 98.88 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.21 1.46 1.47 (551.20)(541.55) 49,438.45 98.88 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.21 1.46 1.47 (3,307.20)(3,249.30) 296,630.70 98.88 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.21 1.46 1.53 (1,149.62)(1,340.17) 73,947.83 98.60 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 3.06 1.53 1.53 (6,119.99)(7,882.12) 369,739.13 98.60 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 3.06 1.53 1.55 (620.84)(605.40) 49,361.10 98.72 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.67 1.55 1.55 (620.84)(605.40) 49,361.10 98.72 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.67 1.55 1.55 (3,725.01)(3,632.40) 296,166.60 98.72 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.67 1.55 1.62 (375.96)(362.40) 29,606.40 98.69 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.01 1.61 1.62 (375.96)(362.40) 29,606.40 98.69 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.01 1.61 1.62 (2,255.75)(2,174.40) 177,638.40 98.69 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.01 1.61 1.62 (410.53)(407.72) 24,585.78 98.34 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.97 1.62 1.62 (2,052.68)(2,038.62) 122,928.88 98.34 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.97 1.62 Page 31 For the Month Ending June 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 1.64 (3,035.43)(4,184.00) 197,592.00 98.80 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.88 1.64 1.74 (1,269.35)(1,255.72) 73,709.78 98.28 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.94 1.74 1.74 (3,808.05)(3,767.17) 221,129.33 98.28 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.94 1.74 1.88 (440.26)(435.17) 24,550.33 98.20 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.76 1.88 1.88 (440.26)(435.17) 24,550.33 98.20 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.76 1.88 1.88 (539.53)(529.37) 24,441.63 97.77 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 3.00 1.88 1.88 (1,079.08)(1,058.75) 48,883.25 97.77 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 3.00 1.88 1.88 (2,641.61)(2,611.05) 147,301.95 98.20 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.76 1.88 1.88 (3,776.77)(3,705.62) 171,091.38 97.77 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 3.00 1.88 1.92 (530.58)(525.47) 24,459.28 97.84 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 3.09 1.92 1.91 (1,097.62)(1,386.10) 99,110.90 99.11 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.22 1.90 1.91 (6,311.33)(7,970.07) 569,887.68 99.11 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.22 1.90 2.10 (1,022.97)(1,014.00) 38,952.40 97.38 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.10 2.10 2.10 (1,022.97)(1,014.00) 38,952.40 97.38 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.10 2.10 2.10 (5,754.22)(5,703.75) 219,107.25 97.38 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.10 2.10 2.28 (599.98)(599.52) 24,398.23 97.59 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.11 2.28 Page 32 For the Month Ending June 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 2.28 (599.98)(599.52) 24,398.23 97.59 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.11 2.28 2.29 (885.96)(877.30) 49,080.70 98.16 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.81 2.29 2.29 (885.96)(877.30) 49,080.70 98.16 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.81 2.29 2.28 (3,599.93)(3,597.15) 146,389.35 97.59 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.11 2.28 2.29 (5,315.78)(5,263.80) 294,484.20 98.16 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.81 2.29 2.34 (1,391.97)(1,897.70) 49,210.30 98.42 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 3.23 2.34 2.38 (1,435.61)(1,411.05) 73,480.20 97.97 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.76 2.38 2.38 (5,742.42)(5,644.20) 293,920.80 97.97 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.76 2.38 2.47 (678.02)(675.97) 24,312.53 97.25 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.27 2.47 2.47 (678.02)(675.97) 24,312.53 97.25 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.27 2.47 2.47 (2,034.06)(2,027.92) 72,937.58 97.25 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.27 2.47 2.46 (2,715.11)(2,696.10) 297,156.90 99.05 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 3.03 2.46 2.56 (161.42)(158.22) 24,814.03 99.26 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.56 2.56 (161.42)(158.22) 24,814.03 99.26 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.56 2.56 (87.61)(80.22) 24,814.03 99.26 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.56 Page 33 For the Month Ending June 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 2.56 (87.61)(80.22) 24,814.03 99.26 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.56 2.56 (807.12)(791.12) 124,070.13 99.26 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.56 2.56 (613.27)(561.57) 173,698.18 99.26 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.19 2.56 2.59 (962.57)(827.10) 297,639.90 99.21 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 3.05 2.59 2.64 (239.04)(237.65) 49,742.35 99.48 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 3.14 2.64 2.68 (995.20)(993.64) 38,998.36 97.50 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.94 2.67 2.68 (995.20)(993.64) 38,998.36 97.50 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.94 2.67 2.66 (1,578.65)(2,069.15) 49,079.85 98.16 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.19 2.65 2.66 (1,578.65)(2,069.15) 49,079.85 98.16 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.19 2.65 2.68 (4,976.02)(4,968.20) 194,991.80 97.50 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.94 2.67 2.66 (9,519.78)(12,498.90) 294,479.10 98.16 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.19 2.65 2.66 (598.81)(634.57) 24,559.43 98.24 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.29 2.66 2.67 (1,297.89)(1,327.60) 48,834.40 97.67 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.38 2.67 2.67 (1,297.89)(1,327.60) 48,834.40 97.67 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.38 2.67 2.67 (7,787.33)(7,965.60) 293,006.40 97.67 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.38 2.67 Page 34 For the Month Ending June 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 2.72 (5,380.60)(5,189.80) 194,346.20 97.17 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 3.30 2.71 2.71 48.90 49.14 20,043.94 100.22 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.02 2.71 2.71 48.90 49.14 20,043.94 100.22 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.02 2.71 2.74 (833.51)(826.65) 24,156.85 96.63 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.29 2.73 2.74 (833.51)(826.65) 24,156.85 96.63 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.29 2.73 2.71 244.52 245.70 100,219.70 100.22 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.02 2.71 2.74 (5,001.04)(4,959.90) 144,941.10 96.63 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.29 2.73 2.72 44.50 45.30 25,028.05 100.11 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.06 2.72 2.72 44.50 45.30 25,028.05 100.11 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.06 2.72 2.72 222.50 226.50 125,140.25 100.11 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.06 2.72 2.77 (724.69)(685.97) 24,219.53 96.88 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.09 2.77 2.77 (724.69)(685.97) 24,219.53 96.88 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.09 2.77 2.77 (2,174.09)(2,057.92) 72,658.58 96.88 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.09 2.77 2.73 140.88 140.91 35,139.86 100.40 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.10 2.73 2.73 805.02 805.20 200,799.20 100.40 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.10 2.73 Page 35 For the Month Ending June 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 3.09 (783.75)(783.75) 34,216.25 97.76 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.06 2.42 3.09 (783.75)(783.75) 34,216.25 97.76 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.06 2.42 3.09 (4,478.60)(4,478.60) 195,521.40 97.76 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.06 2.42 3.28 (913.39)(856.05) 48,923.45 97.85 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.30 3.28 3.28 (5,023.65)(4,708.27) 269,078.98 97.85 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.30 3.28 3.59 (5.14)(5.14) 14,994.86 99.97 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 3.51 3.59 3.59 (5.14)(5.14) 14,994.86 99.97 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 3.51 3.59 3.59 (25.72)(25.72) 74,974.28 99.97 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 3.51 3.59 (209,569.44) 3.00 1.99 (158,631.13) 10,891,785.96 11,025,000.00 Security Type Sub-Total 1.97 Certificate of Deposit 0.41 (1,409.02)(1,054.55) 573,496.95 99.74 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 2.33 0.41 0.52 (434.30)(434.30) 99,565.70 99.57 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.66 0.52 0.52 (434.30)(434.30) 99,565.70 99.57 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.66 0.52 0.52 (2,605.80)(2,605.80) 597,394.20 99.57 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.66 0.52 0.60 (186.30)(186.30) 99,813.70 99.81 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 2.13 0.60 0.60 (186.30)(186.30) 99,813.70 99.81 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 2.13 0.60 Page 36 For the Month Ending June 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 Certificate of Deposit 0.60 (1,117.80)(1,117.80) 598,882.20 99.81 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 2.13 0.60 0.75 (290.40)(290.40) 49,709.60 99.42 MERRILL 50,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.61 0.75 0.75 (406.56)(406.56) 69,593.44 99.42 MERRILL 70,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.61 0.75 0.75 (1,597.20)(1,597.20) 273,402.80 99.42 MERRILL 275,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.61 0.75 1.08 (841.43)(823.70) 99,137.30 99.14 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 0.93 1.08 1.08 (841.43)(823.70) 99,137.30 99.14 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 0.93 1.08 1.08 (5,048.59)(4,942.20) 594,823.80 99.14 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 0.93 1.08 1.58 (527.50)(527.50) 99,472.50 99.47 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.05 1.58 1.58 (527.50)(527.50) 99,472.50 99.47 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.05 1.58 1.58 (3,033.12)(3,033.12) 571,966.88 99.47 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.05 1.58 1.61 986.40 986.40 300,986.40 100.33 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.73 1.61 1.86 177.50 177.87 30,166.47 100.55 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.78 1.86 1.86 295.84 296.45 50,277.45 100.55 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.78 1.86 1.86 1,775.02 1,778.70 301,664.70 100.55 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.78 1.86 2.07 (1,582.60)(1,582.60) 98,417.40 98.42 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.74 2.07 2.07 (1,582.60)(1,582.60) 98,417.40 98.42 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.74 2.07 Page 37 For the Month Ending June 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 Certificate of Deposit 2.07 (8,546.04)(8,546.04) 531,453.96 98.42 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.74 2.07 2.29 (2,088.20)(2,088.20) 97,911.80 97.91 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.21 2.29 2.29 (2,088.20)(2,088.20) 97,911.80 97.91 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.21 2.29 2.29 (12,529.20)(12,529.20) 587,470.80 97.91 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.21 2.29 2.78 351.90 351.90 50,351.90 100.70 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.99 2.78 2.78 703.80 703.80 100,703.80 100.70 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.99 2.78 2.78 3,694.95 3,694.95 528,694.95 100.70 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.99 2.78 (39,418.00) 2.53 1.41 (39,918.98) 6,999,677.10 7,040,000.00 Security Type Sub-Total 1.41 38,998,631.20 38,297,839.78 (751,828.52)(682,706.31) 2.36 2.74 Managed Account Sub-Total 2.37 Money Market Mutual Fund 0.00 0.00 0.00 101,736.79 1.00 101,736.79 CAMP Pool 0.00 101,736.79 101,736.79 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $38,599,545.03 $199,968.46 $38,399,576.57 Accrued Interest Securities Sub-Total $39,100,367.99 ($751,828.52)($682,706.31) 2.36 2.74% 2.37 Page 38 For the Month Ending June 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 06/07/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 (299,886.00) 0.00 (299,886.00) 300,000.00 06/05/18 06/08/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 (525,000.00) 0.00 (525,000.00) 525,000.00 06/07/18 0.00 (824,886.00)(824,886.00) 825,000.00 Transaction Type Sub-Total INTEREST 06/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 06/01/18 06/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 130.06 130.06 91,541.95 06/01/18 06/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 593.33 593.33 200,000.00 06/01/18 06/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 44.38 44.38 28,058.39 06/01/18 06/05/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 1,350.00 1,350.00 150,000.00 06/05/18 06/05/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 1,575.00 1,575.00 175,000.00 06/05/18 06/07/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 1,076.25 1,076.25 105,000.00 06/07/18 06/15/18 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 0.00 3,720.83 3,720.83 300,000.00 06/15/18 06/23/18 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 0.00 7,906.25 7,906.25 575,000.00 06/23/18 06/30/18 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 912828N48 0.00 131.25 131.25 15,000.00 06/30/18 06/30/18 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 0.00 118.75 118.75 10,000.00 06/30/18 17,058.10 17,058.10 0.00 1,809,600.34 Transaction Type Sub-Total Page 39 For the Month Ending June 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 06/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 2,794.27 0.00 2,794.27 (27.94) 0.00 2,794.27 06/01/18 06/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 3,262.30 0.00 3,262.30 (32.67) 0.00 3,262.30 06/01/18 0.00 0.00 (60.61) 6,056.57 6,056.57 6,056.57 Transaction Type Sub-Total SELL 06/07/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 298,239.00 1,002.75 299,241.75 (1,761.00)(1,761.00)FIFO 300,000.00 06/05/18 06/08/18 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 491,550.00 2,083.33 493,633.33 (8,130.00)(8,264.57)FIFO 500,000.00 06/07/18 3,086.08 (10,025.57)(9,891.00) 792,875.08 789,789.00 800,000.00 Transaction Type Sub-Total TRANSFER IN 06/26/18 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 73,350.98 43.54 73,394.52 0.00 0.00 75,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 171,800.83 248.63 172,049.46 0.00 0.00 175,000.00 06/26/18 06/26/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 49,341.30 359.72 49,701.02 0.00 0.00 50,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 122,407.25 801.63 123,208.88 0.00 0.00 125,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 122,407.25 801.63 123,208.88 0.00 0.00 125,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 220,333.05 1,442.93 221,775.98 0.00 0.00 225,000.00 06/26/18 06/26/18 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 49,133.15 245.83 49,378.98 0.00 0.00 50,000.00 06/26/18 06/26/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 98,399.80 791.53 99,191.33 0.00 0.00 100,000.00 06/26/18 06/26/18 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 24,417.28 61.22 24,478.50 0.00 0.00 25,000.00 06/26/18 Page 40 For the Month Ending June 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 TRANSFER IN 06/26/18 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 94974BGR5 49,123.30 67.29 49,190.59 0.00 0.00 50,000.00 06/26/18 06/26/18 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 25,010.40 99.03 25,109.43 0.00 0.00 25,000.00 06/26/18 06/26/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 99,485.40 936.89 100,422.29 0.00 0.00 100,000.00 06/26/18 06/26/18 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 73,623.90 280.31 73,904.21 0.00 0.00 75,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 123,997.64 251.70 124,249.34 0.00 0.00 130,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 238,457.00 484.04 238,941.04 0.00 0.00 250,000.00 06/26/18 06/26/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 23,898.83 111.98 24,010.81 0.00 0.00 25,000.00 06/26/18 06/26/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 76,476.24 358.33 76,834.57 0.00 0.00 80,000.00 06/26/18 06/26/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 35,012.61 75.10 35,087.71 0.00 0.00 35,000.00 06/26/18 06/26/18 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 3130AA3R7 137,826.92 219.24 138,046.16 0.00 0.00 140,000.00 06/26/18 06/26/18 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 49,133.35 625.69 49,759.04 0.00 0.00 50,000.00 06/26/18 06/26/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 50,276.20 81.28 50,357.48 0.00 0.00 50,000.00 06/26/18 06/26/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 40,570.07 98.89 40,668.96 0.00 0.00 40,000.00 06/26/18 06/26/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 49,527.30 365.97 49,893.27 0.00 0.00 50,000.00 06/26/18 06/26/18 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 69371RP26 20,019.88 79.22 20,099.10 0.00 0.00 20,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 72,659.18 217.82 72,877.00 0.00 0.00 75,000.00 06/26/18 Page 41 For the Month Ending June 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 TRANSFER IN 06/26/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 119,441.38 632.81 120,074.19 0.00 0.00 125,000.00 06/26/18 06/26/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 14,912.38 17.14 14,929.52 0.00 0.00 14,990.88 06/26/18 06/26/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 111,410.74 333.98 111,744.72 0.00 0.00 115,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 242,197.25 726.05 242,923.30 0.00 0.00 250,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 9,805.47 27.11 9,832.58 0.00 0.00 10,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 67,571.84 149.08 67,720.92 0.00 0.00 70,000.00 06/26/18 06/26/18 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 97,900.50 258.53 98,159.03 0.00 0.00 100,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 220,333.05 1,442.93 221,775.98 0.00 0.00 225,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 146,888.70 961.96 147,850.66 0.00 0.00 150,000.00 06/26/18 06/26/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 38,961.64 157.78 39,119.42 0.00 0.00 40,000.00 06/26/18 06/26/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 59,664.72 293.13 59,957.85 0.00 0.00 60,000.00 06/26/18 06/26/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 49,719.65 217.53 49,937.18 0.00 0.00 50,000.00 06/26/18 06/26/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 29,538.51 207.17 29,745.68 0.00 0.00 30,000.00 06/26/18 06/26/18 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 24,155.55 65.49 24,221.04 0.00 0.00 25,000.00 06/26/18 06/26/18 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 06051GHH5 14,989.88 56.86 15,046.74 0.00 0.00 15,000.00 06/26/18 Page 42 For the Month Ending June 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 TRANSFER IN 06/26/18 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 24,593.30 151.67 24,744.97 0.00 0.00 25,000.00 06/26/18 06/26/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 34,211.66 192.38 34,404.04 0.00 0.00 35,000.00 06/26/18 06/26/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 24,345.83 216.49 24,562.32 0.00 0.00 25,000.00 06/26/18 06/26/18 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 49,040.40 119.44 49,159.84 0.00 0.00 50,000.00 06/26/18 06/26/18 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 99,403.50 818.75 100,222.25 0.00 0.00 100,000.00 06/26/18 06/26/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 5,036.81 6.66 5,043.47 0.00 0.00 5,052.83 06/26/18 06/26/18 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 78,446.48 137.78 78,584.26 0.00 0.00 80,000.00 06/26/18 06/26/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 100,738.80 162.00 100,900.80 0.00 0.00 100,000.00 06/26/18 06/26/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 99,169.70 736.00 99,905.70 0.00 0.00 100,000.00 06/26/18 06/26/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 24,797.30 27.05 24,824.35 0.00 0.00 25,000.00 06/26/18 06/26/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 25,586.05 277.43 25,863.48 0.00 0.00 25,000.00 06/26/18 06/26/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 24,418.58 26.25 24,444.83 0.00 0.00 25,000.00 06/26/18 06/26/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 49,091.05 246.53 49,337.58 0.00 0.00 50,000.00 06/26/18 06/26/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 99,826.40 725.89 100,552.29 0.00 0.00 100,000.00 06/26/18 06/26/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 38,932.76 230.22 39,162.98 0.00 0.00 40,000.00 06/26/18 Page 43 For the Month Ending June 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 TRANSFER IN 06/26/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 49,460.15 564.86 50,025.01 0.00 0.00 50,000.00 06/26/18 06/26/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 73,430.93 189.06 73,619.99 0.00 0.00 75,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 912828R77 77,118.72 78.14 77,196.86 0.00 0.00 80,000.00 06/26/18 06/26/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 29,788.80 166.15 29,954.95 0.00 0.00 30,000.00 06/26/18 06/26/18 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 99,108.80 22.92 99,131.72 0.00 0.00 100,000.00 06/26/18 06/26/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 24,534.08 26.25 24,560.33 0.00 0.00 25,000.00 06/26/18 06/26/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 99,560.80 876.75 100,437.55 0.00 0.00 100,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 52,963.30 163.42 53,126.72 0.00 0.00 55,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 14,853.51 102.21 14,955.72 0.00 0.00 15,000.00 06/26/18 06/26/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 49,869.90 339.41 50,209.31 0.00 0.00 50,000.00 06/26/18 06/26/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 49,869.90 339.41 50,209.31 0.00 0.00 50,000.00 06/26/18 06/26/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 49,664.00 169.44 49,833.44 0.00 0.00 50,000.00 06/26/18 06/26/18 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 24,199.88 50.10 24,249.98 0.00 0.00 25,000.00 06/26/18 06/26/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 241.67 25,049.70 0.00 0.00 25,000.00 06/26/18 06/26/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 48,756.55 225.69 48,982.24 0.00 0.00 50,000.00 06/26/18 Page 44 For the Month Ending June 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 TRANSFER IN 06/26/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 241.67 25,049.70 0.00 0.00 25,000.00 06/26/18 06/26/18 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 98,618.20 277.43 98,895.63 0.00 0.00 100,000.00 06/26/18 06/26/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 146,199.00 676.43 146,875.43 0.00 0.00 150,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 912828N48 14,683.59 128.35 14,811.94 0.00 0.00 15,000.00 06/26/18 06/26/18 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 808513AW5 35,065.38 107.43 35,172.81 0.00 0.00 35,000.00 06/26/18 06/26/18 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 29,168.52 100.83 29,269.35 0.00 0.00 30,000.00 06/26/18 06/27/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 99,169.70 741.00 99,910.70 0.00 0.00 100,000.00 06/27/18 06/27/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 50,369.40 85.50 50,454.90 0.00 0.00 50,000.00 06/27/18 06/27/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 243.68 25,051.71 0.00 0.00 25,000.00 06/27/18 06/27/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 243.68 25,051.71 0.00 0.00 25,000.00 06/27/18 06/27/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 48,756.55 229.17 48,985.72 0.00 0.00 50,000.00 06/27/18 06/27/18 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 24,199.88 51.46 24,251.34 0.00 0.00 25,000.00 06/27/18 06/27/18 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 98,618.20 283.33 98,901.53 0.00 0.00 100,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 24,640.63 36.89 24,677.52 0.00 0.00 25,000.00 06/27/18 06/27/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 40,564.83 102.84 40,667.67 0.00 0.00 40,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 24,591.80 161.68 24,753.48 0.00 0.00 25,000.00 06/27/18 Page 45 For the Month Ending June 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 TRANSFER IN 06/27/18 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 9,941.02 116.78 10,057.80 0.00 0.00 10,000.00 06/27/18 06/27/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 24,534.08 27.50 24,561.58 0.00 0.00 25,000.00 06/27/18 06/27/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 49,664.00 172.22 49,836.22 0.00 0.00 50,000.00 06/27/18 06/27/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 99,560.80 882.00 100,442.80 0.00 0.00 100,000.00 06/27/18 06/27/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 29,788.80 167.79 29,956.59 0.00 0.00 30,000.00 06/27/18 06/27/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 49,460.15 568.26 50,028.41 0.00 0.00 50,000.00 06/27/18 06/27/18 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 24,155.55 66.91 24,222.46 0.00 0.00 25,000.00 06/27/18 06/27/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 38,932.76 232.28 39,165.04 0.00 0.00 40,000.00 06/27/18 06/27/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 69,607.51 308.25 69,915.76 0.00 0.00 70,000.00 06/27/18 06/27/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 99,826.40 731.11 100,557.51 0.00 0.00 100,000.00 06/27/18 06/27/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 48,837.15 55.00 48,892.15 0.00 0.00 50,000.00 06/27/18 06/27/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 25,586.05 280.69 25,866.74 0.00 0.00 25,000.00 06/27/18 06/27/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 49,091.05 250.00 49,341.05 0.00 0.00 50,000.00 06/27/18 06/27/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 24,797.30 28.47 24,825.77 0.00 0.00 25,000.00 06/27/18 Page 46 For the Month Ending June 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 TRANSFER IN 06/27/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 121,832.50 569.11 122,401.61 0.00 0.00 125,000.00 06/27/18 06/27/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 5,036.93 6.93 5,043.86 0.00 0.00 5,052.83 06/27/18 06/27/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 24,345.83 217.99 24,563.82 0.00 0.00 25,000.00 06/27/18 06/27/18 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 49,040.40 122.22 49,162.62 0.00 0.00 50,000.00 06/27/18 06/27/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 34,211.66 194.65 34,406.31 0.00 0.00 35,000.00 06/27/18 06/27/18 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 06051GHH5 14,989.88 58.32 15,048.20 0.00 0.00 15,000.00 06/27/18 06/27/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 29,538.51 209.00 29,747.51 0.00 0.00 30,000.00 06/27/18 06/27/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 49,341.30 362.29 49,703.59 0.00 0.00 50,000.00 06/27/18 06/27/18 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 97,900.50 264.83 98,165.33 0.00 0.00 100,000.00 06/27/18 06/27/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 59,664.72 297.50 59,962.22 0.00 0.00 60,000.00 06/27/18 06/27/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 38,961.64 160.00 39,121.64 0.00 0.00 40,000.00 06/27/18 06/27/18 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 89236TEU5 49,855.40 303.19 50,158.59 0.00 0.00 50,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 111,410.74 339.84 111,750.58 0.00 0.00 115,000.00 06/27/18 06/27/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 14,912.75 17.82 14,930.57 0.00 0.00 14,990.88 06/27/18 Page 47 For the Month Ending June 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 TRANSFER IN 06/27/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 62,971.29 192.09 63,163.38 0.00 0.00 65,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 174,382.02 531.93 174,913.95 0.00 0.00 180,000.00 06/27/18 06/27/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 49,527.30 369.63 49,896.93 0.00 0.00 50,000.00 06/27/18 06/27/18 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 69371RP26 20,019.88 80.94 20,100.82 0.00 0.00 20,000.00 06/27/18 06/27/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 30,165.72 51.33 30,217.05 0.00 0.00 30,000.00 06/27/18 06/27/18 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24422ETS8 24,485.45 6.77 24,492.22 0.00 0.00 25,000.00 06/27/18 06/27/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 35,004.98 78.11 35,083.09 0.00 0.00 35,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 123,997.64 256.11 124,253.75 0.00 0.00 130,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 57,229.68 118.21 57,347.89 0.00 0.00 60,000.00 06/27/18 06/27/18 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 25,010.40 101.18 25,111.58 0.00 0.00 25,000.00 06/27/18 06/27/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 99,485.40 944.44 100,429.84 0.00 0.00 100,000.00 06/27/18 06/27/18 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 24,417.28 62.64 24,479.92 0.00 0.00 25,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 97,925.80 646.74 98,572.54 0.00 0.00 100,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 244,814.50 1,616.85 246,431.35 0.00 0.00 250,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 98,171.90 147.54 98,319.44 0.00 0.00 100,000.00 06/27/18 06/27/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 98,399.80 797.22 99,197.02 0.00 0.00 100,000.00 06/27/18 Page 48 For the Month Ending June 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 39,051.06 0.00 0.00 8,348,761.59 8,309,710.53 8,470,087.42 Transaction Type Sub-Total 8,280,670.10 59,195.24 8,339,865.34 (9,951.61)(10,025.57)Managed Account Sub-Total Total Security Transactions ($9,951.61)$8,339,865.34 $59,195.24 $8,280,670.10 ($10,025.57) Page 49 For the Month Ending June 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 48,526.75 Opening Balance 06/05/1806/05/18Purchase - Interest 25468PDU7 1.00 1,575.00 50,101.75 06/05/1806/05/18Purchase - Interest 437076BQ4 1.00 1,350.00 51,451.75 06/07/1806/07/18Purchase - Interest 172967KS9 1.00 1,076.25 52,528.00 06/07/1806/07/18Purchase - Interest 06417GUE6 1.00 1,002.75 53,530.75 06/07/1806/07/18Purchase - Principal 06417GUE6 1.00 298,239.00 351,769.75 06/07/1806/07/18Redemption - Principal 06417GU22 1.00 (299,886.00) 51,883.75 06/08/1806/08/18Purchase - Interest 3135G0T29 1.00 2,083.33 53,967.08 06/08/1806/08/18Purchase - Principal 3135G0T29 1.00 491,550.00 545,517.08 06/08/1806/08/18Redemption - Principal 78012UEE1 1.00 (525,000.00) 20,517.08 06/15/1806/15/18Purchase - Interest 931142EA7 1.00 3,720.83 24,237.91 06/22/1806/22/18IP Fees May 2018 1.00 (2,402.85) 21,835.06 06/22/1806/22/18U.S. Bank Fees April 2018 1.00 (230.24) 21,604.82 06/25/1806/25/18Purchase - Interest 46625HLW8 1.00 7,906.25 29,511.07 06/25/1806/25/18Purchase - Interest 3136AQDQ0 1.00 130.06 29,641.13 06/25/1806/25/18Purchase - Interest 3136AQSW1 1.00 44.38 29,685.51 06/25/1806/25/18Purchase - Interest 3136B1XP4 1.00 593.33 30,278.84 06/25/1806/25/18Purchase - Interest 3137BM6P6 1.00 412.00 30,690.84 06/25/1806/25/18Purchase - Principal 3136AQDQ0 1.00 3,262.30 33,953.14 06/25/1806/25/18Purchase - Principal 3136AQSW1 1.00 2,794.27 36,747.41 06/26/1806/26/18Closeout Transfer from 6025-001 1.00 51,034.62 87,782.03 06/27/1806/27/18Closeout Transfer from 6025-003 1.00 13,883.93 101,665.96 Page 50 For the Month Ending June 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 06/29/1807/02/18Accrual Income Div Reinvestment - Distributions 1.00 70.83 101,736.79 101,736.79 101,736.79 101,736.79 41,944.29 532.69 0.00 (6,260,844.34) 6,301,365.22 61,215.91 70.83 101,736.79 0.00 (827,519.09) 880,729.13 48,526.75 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 June January-June 2.05% Page 51 For the Month Ending June 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 8,663.04 85,583.21 (94,246.25) 0.00 $0.00 CAMP Pool Unsettled Trades 0.00 17.06 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 3,081,820.17 79,988.60 (3,155,282.97) (6,525.80) $0.00 CAMP Managed Account Unsettled Trades 0.00 (1,258.21)Cash Dividends and Income June 30, 2018May 31, 2018 Asset Summary CAMP Pool 0.00 8,663.04 CAMP Managed Account 0.00 3,081,820.17 $0.00 $3,090,483.21 Total Asset Allocation Page 1 For the Month Ending June 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 $8,663.04 85,583.21 (94,246.25) $0.00 17.06 $3,081,820.17 (1,112.83) (3,154,170.14) 79,988.60 0.00 (6,525.80) $0.00 $3,090,483.21 $0.00 1,644.65 0.00 (2,902.86) ($1,258.21) 0.00 83,038.56 1,414.76 1,112.83 (79,988.60) (5,577.55) 0.00 Managed Account Total 0.00 0.00 0.00 83,038.56 3,139,571.14 1,414.76 (79,988.60) (3,129,863.80) (12,095.43) 0.00 0.00 177,284.81 3,139,571.14 1,414.76 (165,571.81) (3,138,526.84) (12,095.43) 17.06 Total Accrual Basis Earnings $2,076.63 $2,093.69 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method BUY 06/07/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 (29,988.60) 0.00 (29,988.60) 30,000.00 06/05/18 06/08/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 (50,000.00) 0.00 (50,000.00) 50,000.00 06/07/18 0.00 (79,988.60)(79,988.60) 80,000.00 Transaction Type Sub-Total INTEREST 06/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 22.08 22.08 15,544.86 06/01/18 06/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 06/01/18 06/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 8.88 8.88 5,611.68 06/01/18 06/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 118.67 118.67 40,000.00 06/01/18 06/05/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 225.00 225.00 25,000.00 06/05/18 06/05/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 450.00 450.00 50,000.00 06/05/18 06/07/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 256.25 256.25 25,000.00 06/07/18 06/22/18 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24422ETS8 0.00 243.75 243.75 25,000.00 06/22/18 1,414.76 1,414.76 0.00 221,156.54 Transaction Type Sub-Total PAYDOWNS 06/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 553.98 0.00 553.98 (5.55) 0.00 553.98 06/01/18 06/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 558.85 0.00 558.85 (5.59) 0.00 558.85 06/01/18 0.00 0.00 (11.14) 1,112.83 1,112.83 1,112.83 Transaction Type Sub-Total Page 3 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method SELL 06/07/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 29,823.90 100.28 29,924.18 (176.10)(176.10)FIFO 30,000.00 06/05/18 06/08/18 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 52,984.77 129.61 53,114.38 (2,715.62)(2,433.42)FIFO 55,000.00 06/07/18 229.89 (2,609.52)(2,891.72) 83,038.56 82,808.67 85,000.00 Transaction Type Sub-Total TRANSFER OUT 06/27/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 99,560.80 882.00 100,442.80 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 49,664.00 172.22 49,836.22 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 24,199.88 51.46 24,251.34 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 24,534.08 27.50 24,561.58 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 29,788.80 167.79 29,956.59 0.00 0.00 FIFO 30,000.00 06/27/18 06/27/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 99,169.70 741.00 99,910.70 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 98,618.20 283.33 98,901.53 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 50,369.40 85.50 50,454.90 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 243.68 25,051.71 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 48,756.55 229.17 48,985.72 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 243.68 25,051.71 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 121,832.50 569.11 122,401.61 0.00 0.00 FIFO 125,000.00 06/27/18 Page 4 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/27/18 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 912828A42 24,640.63 36.89 24,677.52 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 29,538.51 209.00 29,747.51 0.00 0.00 FIFO 30,000.00 06/27/18 06/27/18 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 49,040.40 122.22 49,162.62 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 24,345.83 217.99 24,563.82 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 69,607.51 308.25 69,915.76 0.00 0.00 FIFO 70,000.00 06/27/18 06/27/18 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24422ETS8 24,485.45 6.77 24,492.22 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 89236TEU5 49,855.40 303.19 50,158.59 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 69371RP26 20,019.88 80.94 20,100.82 0.00 0.00 FIFO 20,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 62,971.29 192.09 63,163.38 0.00 0.00 FIFO 65,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 174,382.02 531.93 174,913.95 0.00 0.00 FIFO 180,000.00 06/27/18 06/27/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 49,527.30 369.63 49,896.93 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 111,410.74 339.84 111,750.58 0.00 0.00 FIFO 115,000.00 06/27/18 06/27/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 59,664.72 297.50 59,962.22 0.00 0.00 FIFO 60,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 97,925.80 646.74 98,572.54 0.00 0.00 FIFO 100,000.00 06/27/18 Page 5 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/27/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 244,814.50 1,616.85 246,431.35 0.00 0.00 FIFO 250,000.00 06/27/18 06/27/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 49,341.30 362.29 49,703.59 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 38,961.64 160.00 39,121.64 0.00 0.00 FIFO 40,000.00 06/27/18 06/27/18 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 97,900.50 264.83 98,165.33 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 57,229.68 118.21 57,347.89 0.00 0.00 FIFO 60,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 123,997.64 256.11 124,253.75 0.00 0.00 FIFO 130,000.00 06/27/18 06/27/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 99,485.40 944.44 100,429.84 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 25,010.40 101.18 25,111.58 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 24,417.28 62.64 24,479.92 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 98,171.90 147.54 98,319.44 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 98,399.80 797.22 99,197.02 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 25,586.05 280.69 25,866.74 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 99,826.40 731.11 100,557.51 0.00 0.00 FIFO 100,000.00 06/27/18 06/27/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 38,932.76 232.28 39,165.04 0.00 0.00 FIFO 40,000.00 06/27/18 06/27/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 49,460.15 568.26 50,028.41 0.00 0.00 FIFO 50,000.00 06/27/18 Page 6 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/27/18 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 24,155.55 66.91 24,222.46 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 06051GHH5 14,989.88 58.32 15,048.20 0.00 0.00 FIFO 15,000.00 06/27/18 06/27/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 34,211.66 194.65 34,406.31 0.00 0.00 FIFO 35,000.00 06/27/18 06/27/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 49,091.05 250.00 49,341.05 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 30,165.72 51.33 30,217.05 0.00 0.00 FIFO 30,000.00 06/27/18 06/27/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 24,797.30 28.47 24,825.77 0.00 0.00 FIFO 25,000.00 06/27/18 06/27/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 48,837.15 55.00 48,892.15 0.00 0.00 FIFO 50,000.00 06/27/18 06/27/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 40,564.83 102.84 40,667.67 0.00 0.00 FIFO 40,000.00 06/27/18 06/27/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 14,912.75 17.82 14,930.57 0.00 0.00 FIFO 14,990.88 06/27/18 06/27/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 5,036.93 6.93 5,043.86 0.00 0.00 FIFO 5,052.83 06/27/18 06/27/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 35,004.98 78.11 35,083.09 0.00 0.00 FIFO 35,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 9,941.02 116.78 10,057.80 0.00 0.00 FIFO 10,000.00 06/27/18 06/27/18 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 24,591.80 161.68 24,753.48 0.00 0.00 FIFO 25,000.00 06/27/18 15,191.91 0.00 0.00 3,086,553.38 3,071,361.47 3,125,043.71 Transaction Type Sub-Total 3,075,294.37 16,836.56 3,092,130.93 (2,902.86)(2,609.52)Managed Account Sub-Total Total Security Transactions ($2,902.86)$3,092,130.93 $16,836.56 $3,075,294.37 ($2,609.52) Page 7 For the Month Ending June 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 8,663.04 Opening Balance 06/05/1806/05/18Purchase - Interest 25468PDU7 1.00 450.00 9,113.04 06/05/1806/05/18Purchase - Interest 437076BQ4 1.00 225.00 9,338.04 06/07/1806/07/18Purchase - Interest 172967KS9 1.00 256.25 9,594.29 06/07/1806/07/18Purchase - Interest 06417GUE6 1.00 100.28 9,694.57 06/07/1806/07/18Purchase - Principal 06417GUE6 1.00 29,823.90 39,518.47 06/07/1806/07/18Redemption - Principal 06417GU22 1.00 (29,988.60) 9,529.87 06/08/1806/08/18Purchase - Principal 912828Q37 1.00 52,984.77 62,514.64 06/08/1806/08/18Purchase - Interest 912828Q37 1.00 129.61 62,644.25 06/08/1806/08/18Redemption - Principal 78012UEE1 1.00 (50,000.00) 12,644.25 06/22/1806/22/18Purchase - Interest 24422ETS8 1.00 243.75 12,888.00 06/22/1806/22/18IP Fees May 2018 1.00 (334.65) 12,553.35 06/22/1806/22/18U.S. Bank Fees April 2018 1.00 (39.07) 12,514.28 06/25/1806/25/18Purchase - Interest 3136AQDQ0 1.00 22.08 12,536.36 06/25/1806/25/18Purchase - Interest 3136AQSW1 1.00 8.88 12,545.24 06/25/1806/25/18Purchase - Interest 3136B1XP4 1.00 118.67 12,663.91 06/25/1806/25/18Purchase - Interest 3137BM6P6 1.00 90.13 12,754.04 06/25/1806/25/18Purchase - Principal 3136AQDQ0 1.00 553.98 13,308.02 06/25/1806/25/18Purchase - Principal 3136AQSW1 1.00 558.85 13,866.87 06/27/1806/27/18Closeout Transfer to 6025-004 1.00 (13,883.93)(17.06) 06/27/1806/27/18Accrual Income Div Reinvestment - Closeout Transfer 1.00 17.06 0.00 Page 8 For the Month Ending June 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate 0.00 0.00 0.00 10,171.81 202.67 0.00 (2,831,571.85) 2,814,068.59 17,503.26 17.06 0.00 0.00 (94,246.25) 85,583.21 8,663.04 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 June January-June 2.05% Page 9 For the Month Ending June 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 18,153.13 183,326.28 (201,479.41) 0.00 $0.00 CAMP Pool Unsettled Trades 0.00 27.18 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,278,252.98 149,981.00 (5,417,212.39) (11,021.59) $0.00 CAMP Managed Account Unsettled Trades 0.00 2,443.13 Cash Dividends and Income June 30, 2018May 31, 2018 Asset Summary CAMP Pool 0.00 18,153.13 CAMP Managed Account 0.00 5,278,252.98 $0.00 $5,296,406.11 Total Asset Allocation Page 1 For the Month Ending June 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 $18,153.13 183,326.28 (201,479.41) $0.00 27.18 $5,278,252.98 (31,112.83) (5,386,099.56) 149,981.00 0.00 (11,021.59) $0.00 $5,296,406.11 $0.00 4,435.77 0.00 (1,992.64) $2,443.13 30,000.00 148,039.85 4,146.42 1,112.83 (149,981.00) (33,318.10) 0.00 Managed Account Total 0.00 0.00 0.00 148,039.85 5,396,476.61 4,146.42 (149,981.00) (5,372,541.61) (21,026.03) 0.00 0.00 349,519.26 5,396,476.61 4,146.42 (333,307.28) (5,390,694.74) (21,026.03) 27.18 Total Accrual Basis Earnings $5,114.24 $5,141.42 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method BUY 06/07/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 (49,981.00) 0.00 (49,981.00) 50,000.00 06/05/18 06/08/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 (100,000.00) 0.00 (100,000.00) 100,000.00 06/07/18 0.00 (149,981.00)(149,981.00) 150,000.00 Transaction Type Sub-Total INTEREST 06/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 22.08 22.08 15,544.86 06/01/18 06/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 8.88 8.88 5,611.68 06/01/18 06/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 06/01/18 06/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 118.67 118.67 40,000.00 06/01/18 06/05/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 225.00 225.00 25,000.00 06/05/18 06/05/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 225.00 225.00 25,000.00 06/05/18 06/07/18 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 94974BGR5 0.00 637.50 637.50 50,000.00 06/07/18 06/07/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 256.25 256.25 25,000.00 06/07/18 06/15/18 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 0.00 930.21 930.21 75,000.00 06/15/18 06/23/18 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 0.00 1,375.00 1,375.00 100,000.00 06/23/18 06/24/18 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 0.00 257.70 257.70 30,000.00 06/24/18 4,146.42 4,146.42 0.00 426,156.54 Transaction Type Sub-Total Page 3 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method MATURITY 06/24/18 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 166764AE0 30,000.00 0.00 30,000.00 0.00 0.00 30,000.00 06/24/18 0.00 0.00 0.00 30,000.00 30,000.00 30,000.00 Transaction Type Sub-Total PAYDOWNS 06/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 558.85 0.00 558.85 (5.59) 0.00 558.85 06/01/18 06/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 553.98 0.00 553.98 (5.55) 0.00 553.98 06/01/18 0.00 0.00 (11.14) 1,112.83 1,112.83 1,112.83 Transaction Type Sub-Total SELL 06/07/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 49,706.50 167.13 49,873.63 (293.50)(293.50)FIFO 50,000.00 06/05/18 06/08/18 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 98,044.00 122.22 98,166.22 (1,688.00)(1,831.74)FIFO 100,000.00 06/07/18 289.35 (2,125.24)(1,981.50) 148,039.85 147,750.50 150,000.00 Transaction Type Sub-Total TRANSFER OUT 06/26/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 5,036.81 6.66 5,043.47 0.00 0.00 FIFO 5,052.83 06/26/18 06/26/18 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 78,446.48 137.78 78,584.26 0.00 0.00 FIFO 80,000.00 06/26/18 06/26/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 76,476.24 358.33 76,834.57 0.00 0.00 FIFO 80,000.00 06/26/18 06/26/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 23,898.83 111.98 24,010.81 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 037833DJ6 49,040.40 119.44 49,159.84 0.00 0.00 FIFO 50,000.00 06/26/18 Page 4 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/26/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 24,345.83 216.49 24,562.32 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 34,211.66 192.38 34,404.04 0.00 0.00 FIFO 35,000.00 06/26/18 06/26/18 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 06417GUE6 49,719.65 217.53 49,937.18 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 3130AA3R7 137,826.92 219.24 138,046.16 0.00 0.00 FIFO 140,000.00 06/26/18 06/26/18 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 50,276.20 81.28 50,357.48 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 49,133.35 625.69 49,759.04 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 38,932.76 230.22 39,162.98 0.00 0.00 FIFO 40,000.00 06/26/18 06/26/18 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 49,091.05 246.53 49,337.58 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 99,826.40 725.89 100,552.29 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 25,586.05 277.43 25,863.48 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 05531FAV5 24,155.55 65.49 24,221.04 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 49,460.15 564.86 50,025.01 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 BANK OF AMERICA CORP DTD 05/17/2018 3.499% 05/17/2022 06051GHH5 14,989.88 56.86 15,046.74 0.00 0.00 FIFO 15,000.00 06/26/18 06/26/18 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 24,418.58 26.25 24,444.83 0.00 0.00 FIFO 25,000.00 06/26/18 Page 5 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/26/18 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 24,797.30 27.05 24,824.35 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 29,538.51 207.17 29,745.68 0.00 0.00 FIFO 30,000.00 06/26/18 06/26/18 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 99,403.50 818.75 100,222.25 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 100,738.80 162.00 100,900.80 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 912828N48 14,683.59 128.35 14,811.94 0.00 0.00 FIFO 15,000.00 06/26/18 06/26/18 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 808513AW5 35,065.38 107.43 35,172.81 0.00 0.00 FIFO 35,000.00 06/26/18 06/26/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 99,169.70 736.00 99,905.70 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 29,168.52 100.83 29,269.35 0.00 0.00 FIFO 30,000.00 06/26/18 06/26/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 241.67 25,049.70 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 24,808.03 241.67 25,049.70 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 48,756.55 225.69 48,982.24 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 99,560.80 876.75 100,437.55 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 52,963.30 163.42 53,126.72 0.00 0.00 FIFO 55,000.00 06/26/18 06/26/18 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 24,593.30 151.67 24,744.97 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 912828R77 77,118.72 78.14 77,196.86 0.00 0.00 FIFO 80,000.00 06/26/18 06/26/18 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 49,133.15 245.83 49,378.98 0.00 0.00 FIFO 50,000.00 06/26/18 Page 6 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/26/18 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 59,664.72 293.13 59,957.85 0.00 0.00 FIFO 60,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 14,853.51 102.21 14,955.72 0.00 0.00 FIFO 15,000.00 06/26/18 06/26/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 49,869.90 339.41 50,209.31 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 49,869.90 339.41 50,209.31 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 73,430.93 189.06 73,619.99 0.00 0.00 FIFO 75,000.00 06/26/18 06/26/18 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 24,534.08 26.25 24,560.33 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 46625HLW8 99,108.80 22.92 99,131.72 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 29,788.80 166.15 29,954.95 0.00 0.00 FIFO 30,000.00 06/26/18 06/26/18 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 24,199.88 50.10 24,249.98 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 49,664.00 169.44 49,833.44 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 4581X0CD8 98,618.20 277.43 98,895.63 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 146,199.00 676.43 146,875.43 0.00 0.00 FIFO 150,000.00 06/26/18 06/26/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 35,012.61 75.10 35,087.71 0.00 0.00 FIFO 35,000.00 06/26/18 06/26/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 119,441.38 632.81 120,074.19 0.00 0.00 FIFO 125,000.00 06/26/18 Page 7 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/26/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 40,570.07 98.89 40,668.96 0.00 0.00 FIFO 40,000.00 06/26/18 06/26/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 14,912.38 17.14 14,929.52 0.00 0.00 FIFO 14,990.88 06/26/18 06/26/18 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 69371RP26 20,019.88 79.22 20,099.10 0.00 0.00 FIFO 20,000.00 06/26/18 06/26/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 49,527.30 365.97 49,893.27 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 9,805.47 27.11 9,832.58 0.00 0.00 FIFO 10,000.00 06/26/18 06/26/18 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 94974BGR5 49,123.30 67.29 49,190.59 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 25,010.40 99.03 25,109.43 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 67,571.84 149.08 67,720.92 0.00 0.00 FIFO 70,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 220,333.05 1,442.93 221,775.98 0.00 0.00 FIFO 225,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 122,407.25 801.63 123,208.88 0.00 0.00 FIFO 125,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 122,407.25 801.63 123,208.88 0.00 0.00 FIFO 125,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 220,333.05 1,442.93 221,775.98 0.00 0.00 FIFO 225,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 146,888.70 961.96 147,850.66 0.00 0.00 FIFO 150,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 111,410.74 333.98 111,744.72 0.00 0.00 FIFO 115,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 72,659.18 217.82 72,877.00 0.00 0.00 FIFO 75,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 242,197.25 726.05 242,923.30 0.00 0.00 FIFO 250,000.00 06/26/18 Page 8 For the Month Ending June 30, 2018Managed Account Security Transactions & Interest CUSIP CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade Settle Security Description Par Proceeds Principal Accrued Interest Total Cost Realized G/LRealized G/L Sale Amort Cost Method TRANSFER OUT 06/26/18 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 87019U6D6 97,900.50 258.53 98,159.03 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 38,961.64 157.78 39,119.42 0.00 0.00 FIFO 40,000.00 06/26/18 06/26/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 49,341.30 359.72 49,701.02 0.00 0.00 FIFO 50,000.00 06/26/18 06/26/18 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 73,350.98 43.54 73,394.52 0.00 0.00 FIFO 75,000.00 06/26/18 06/26/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 98,399.80 791.53 99,191.33 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 73,623.90 280.31 73,904.21 0.00 0.00 FIFO 75,000.00 06/26/18 06/26/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 99,485.40 936.89 100,422.29 0.00 0.00 FIFO 100,000.00 06/26/18 06/26/18 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 69371RN85 24,417.28 61.22 24,478.50 0.00 0.00 FIFO 25,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 123,997.64 251.70 124,249.34 0.00 0.00 FIFO 130,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 238,457.00 484.04 238,941.04 0.00 0.00 FIFO 250,000.00 06/26/18 06/26/18 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 171,800.83 248.63 172,049.46 0.00 0.00 FIFO 175,000.00 06/26/18 23,859.15 0.00 0.00 5,262,208.21 5,238,349.06 5,345,043.71 Transaction Type Sub-Total 5,267,231.39 28,294.92 5,295,526.31 (1,992.64)(2,125.24)Managed Account Sub-Total Total Security Transactions ($1,992.64)$5,295,526.31 $28,294.92 $5,267,231.39 ($2,125.24) Page 9 For the Month Ending June 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 18,153.13 Opening Balance 06/05/1806/05/18Purchase - Interest 25468PDU7 1.00 225.00 18,378.13 06/05/1806/05/18Purchase - Interest 437076BQ4 1.00 225.00 18,603.13 06/07/1806/07/18Purchase - Interest 172967KS9 1.00 256.25 18,859.38 06/07/1806/07/18Purchase - Interest 94974BGR5 1.00 637.50 19,496.88 06/07/1806/07/18Purchase - Principal 06417GUE6 1.00 49,706.50 69,203.38 06/07/1806/07/18Purchase - Interest 06417GUE6 1.00 167.13 69,370.51 06/07/1806/07/18Redemption - Principal 06417GU22 1.00 (49,981.00) 19,389.51 06/08/1806/08/18Purchase - Principal 3135G0R39 1.00 98,044.00 117,433.51 06/08/1806/08/18Purchase - Interest 3135G0R39 1.00 122.22 117,555.73 06/08/1806/08/18Redemption - Principal 78012UEE1 1.00 (100,000.00) 17,555.73 06/15/1806/15/18Purchase - Interest 931142EA7 1.00 930.21 18,485.94 06/22/1806/22/18IP Fees May 2018 1.00 (423.27) 18,062.67 06/22/1806/22/18U.S. Bank Fees April 2018 1.00 (40.52) 18,022.15 06/25/1806/25/18Purchase - Interest 166764AE0 1.00 257.70 18,279.85 06/25/1806/25/18Purchase - Interest 46625HLW8 1.00 1,375.00 19,654.85 06/25/1806/25/18Purchase - Interest 3137BM6P6 1.00 90.13 19,744.98 06/25/1806/25/18Purchase - Interest 3136AQDQ0 1.00 22.08 19,767.06 06/25/1806/25/18Purchase - Interest 3136AQSW1 1.00 8.88 19,775.94 06/25/1806/25/18Purchase - Interest 3136B1XP4 1.00 118.67 19,894.61 06/25/1806/25/18Purchase - Principal 166764AE0 1.00 30,000.00 49,894.61 06/25/1806/25/18Purchase - Principal 3136AQDQ0 1.00 553.98 50,448.59 Page 10 For the Month Ending June 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 06/25/1806/25/18Purchase - Principal 3136AQSW1 1.00 558.85 51,007.44 06/26/1806/26/18Closeout Transfer to 6025-004 1.00 (51,034.62)(27.18) 06/26/1806/26/18Accrual Income Div Reinvestment - Closeout Transfer 1.00 27.18 0.00 0.00 0.00 0.00 16,219.13 171.66 0.00 (991,887.43) 972,932.72 18,954.71 27.18 0.00 0.00 (201,479.41) 183,326.28 18,153.13 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance June January-June 2.05% Page 11