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Item No. 03 Investment Report June 2019
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 19-258 Agenda Date: 7/23/2019 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 3) Page 1 City of Lake Elsinore Printed on 7/18/2019 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant City Manager Date:July 23, 2019 Subject:Investment Report for June 2019 Recommendation Receive and file the Investment Report for June 2019. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for June 2019 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,811,729$ 376,321$ (591,336)$ 1,596,715$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,811,729 376,321 (591,336) 1,598,015 INVESTMENTS Local Agency Investment Fund 31,455,360 - - 31,455,360 CAMP Investments: CAMP Pool Account 59,744 - - 59,744 U.S. Treasury Bond / Note 19,713,591 - - 19,713,591 Supra-National Agency Bond / Note 1,591,950 - - 1,591,950 Federal Agency Collateralized Mortgage Obligation 620,729 - - 620,729 Federal Agency Bond / Note 1,224,056 - - 1,224,056 Corporate Notes 9,550,423 - - 9,550,423 Negotiable Certificate of Deposit 4,339,856 - - 4,339,856 Asset-Backed Security / Collaterized Mortgage 2,544,742 - - 2,544,742 Sub-total Investments 71,100,450 - - 71,100,450 Market Value Adjustment: Unrealized Gain/(Loss) at 03-31-18 230,361 - - 230,361 Total Investments 71,330,811 - - 71,330,811 Total Pooled Cash and Investments 73,142,540$ 376,321$ (591,336)$ 72,928,825$ TOTAL POOLED CASH AND INVESTMENTS 72,928,825$ 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 11, 2019. 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 16, 2019 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, 2019 FUND NO FUND NAME AMOUNT 100 General 9,932,490$ 106 Affordable Housing In Lieu 1,495,184 107 Developer Agreement Revenue 120,480 109 Road Maintenance and Rehabilitation (SB1)984,454 110 State Gas Tax 1,053,084 112 Measure A 2,106,700 114 SB1186 CASP Education Program 16,246 115 Traffic Safety 195,098 116 City Hall-Public Works DIF 60,019 117 Community Center DIF 28,573 118 Lake Side Facility DIF 60,042 119 Animal Shelter DIF 26,324 121 T.R.I.P.-2014A 142 130 Lighting & Landscape Maintenance Fund - City-wide 107,553 135 Lighting & Landscape Maintenance - Dist. No. 1 832,275 140 Geothermal 18,886 155 CSA152 -- N.P.D.E.S.132,572 160 PEG Grant 14,948 203 E.L.S.P. - S.T.I.F.2,022,809 205 Traffic Impact Fee 4,861,403 211 Storm Drain C.I.P. 408,661 220 Street Lighting C.I.P.104,057 221 Quimby Park C.I.P.209,021 231 Library C.I.P. 1,778,135 232 City Fire Protection 123,136 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 910,852 305 Information Systems Service 215,151 310 Support Service 7,952 320 Facilities Service 579,962 331 CFD 2006-1CC Summerly Improvement Area CC 131,050 332 CFD 2006-1 Improvement Area B, Summerly 141,538 334 CFD 2015-5 Trieste - Far West Industries 149,835 335 CFD 2003-2E Canyon Hills Improvement Area E 119,481 336 CFD 2006-1FF Summerly Improvement Area FF 160,782 337 CFD 2016-2 Canyon Hills 611,349 338 CFD 2006-1 IA-JJ Summerly Improvement Area 130,665 340 CFD 2006-1 IA-EE Summerly Improvement Area 175,617 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,315,598 346 CFD 2014-1 Southshore 65,249 347 CFD 2006-1 Improvement Area A, Summerly 173,725 350 CFD 98-1 Summerhill 841,875 351 CFD 2006-1 IA-II Summerly Improvement 14,911 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, 2019 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, 2019 354 CFD 90-2 Tuscany Hills 1,476,343 357 CFD 2003-2 Canyon Hills Improvement Area 657,238 366 CFD 2005-6 City Center Townhomes 165,357 368 CFD 2006-2 Viscaya 311,093 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,083,607 371 CFD 2005-1 Serenity 477,765 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,005,114 374 CFD 2005-4 Lakeview Villas 8,292 375 CFD 2006-4 Clurman 12,701 376 CFD 2006-3 La Strada 6,434 377 CFD 2006-6 Tessara 8,368 378 CFD 2006-8 Running Deer Estates 9,541 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,304,410 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,193,523 386 CFD 2007-4 Mekenna Court 110,078 387 CFD 2007-5 Red Kite 124,319 388 CFD 2007-6 Holiday Inn Express 15,651 389 CFD 88-3 (2008A) West Lake Elsinore Series A 2,272,129 390 CFD 2003-2 Area C Canyon Hills Improvement Area 465,726 392 CFD 95-1 City Center 145,659 393 AD 93-1 Cottonwood Hills 1,127,959 394 CFD 2005-5 (2012A) Wasson Canyon 192,036 395 CFD 2018-1 Wasson Canyon II Improvement Area 127 396 CFD 2018-2 Nichols Ranch Improvement Area 36,639 397 CFD 2018-3 Village at Lakeshore 12,606 500 Capital Improvement Plan 9,157,972 510 Successor To RDA Area I, II, & III 7,729,768 540 Successor To RDA Diamond Stadium 3,217,652 603 Endowment Trust - Carl Graves 49,122 604 Endowment Trust - Korn Memorial 32,255 605 Public Improvement Trust 102,217 606 Mobile Source Air Polution Reduction 303,335 608 Trust Deposit & Pre Paid Expense 2,691,364 617 Successor Agency Housing 3,460,283 620 Cost Recovery System 1,067,896 631 Lake Destratification Equipment Replacement 330,110 Total Pooled Cash & Investments 72,928,825$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 27.73%Unlimited Current Balance 19,713,591$ Supra-National Agency Bond / Note 2.24%30% Current Balance 1,591,950$ Municipal Bond / Note 0.00%Unlimited Current Balance -$ Federal Agency Collaterized Mortgage Obligation 0.87%40.00% Current Balance 620,729$ Federal Agency Bond / Note 1.72%*Unlimited Current Balance 1,224,056$ Negotiable Certificates of Deposit 6.10%30.00% Current Balance 4,339,856$ Corporate Note 13.43%30.00% Current Balance 9,550,423$ Asset-Backed Security / Collaterized Mortgage 20% Current Balance 4%2,544,742$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%10.00% LAIF (Local Agency Investment Fund)44.24%*$65 Million Current Balance 31,455,360$ CAMP - Pooled Sweep Account 0.08%Unlimited Current Balance 59,744$ TOTAL 100.00%71,100,450$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. FOR THE MONTH ENDING JUNE 30, 2019 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 2.428%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:27,455,360$ 4,000,000$ 31,455,360$ 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, 2019 CALIFORNIA STATE TREASURER FIONA MA, CPA 06/17/19 2.42 2.45 170 06/18/19 2.42 2.45 168 06/19/19 2.42 2.45 169 06/20/19 2.42 2.45 169 06/21/19 2.41 2.45 168 06/22/19 2.41 2.44 168 06/23/19 2.41 2.44 168 06/24/19 2.41 2.44 166 06/25/19 2.40 2.44 167 06/26/19 2.41 2.44 168 06/27/19 2.41 2.44 169 06/28/19 2.40 2.44 174 06/29/19 2.40 2.44 174 06/30/19 2.39 2.44 173 07/01/19 2.40 2.40 180 07/02/19 2.40 2.40 180 07/03/19 2.39 2.40 182 07/04/19 2.39 2.40 182 07/05/19 2.39 2.40 182 07/06/19 2.39 2.40 182 07/07/19 2.39 2.39 182 07/08/19 2.39 2.39 179 07/09/19 2.39 2.39 179 07/10/19 2.39 2.39 178 07/11/19 2.38 2.39 179 07/12/19 2.38 2.39 179 07/13/19 2.38 2.39 179 07/14/19 2.38 2.39 179 07/15/19 2.38 2.39 176 07/16/19 2.38 2.39 178 07/17/19 2.38 2.39 179 Date Daily Yield* Quarter to Date Yield Average Maturity (in days) June 2019 2.428 May 2019 2.449 Apr 2019 2.445 PMIA Performance Report LAIF Performance Report Apportionment Rate: 2.57 Earnings Ratio: .00007028813234525 Fair Value Factor: 1.001711790 Daily: 2.39% Quarter to Date: 2.44% Average Life:173 Quarter Ending 06/30/19 View Prior Month Daily Rates PMIA Average Monthly Effective Yields *Daily yield does not reflect capital gains or losses Treasuries 49.13% Agencies 21.59% Certificates of Deposit/Bank Notes 17.56% Time Deposits 4.59% Commercial Paper 6.37% Loans 0.74% Pooled Money Investment Account Portfolio Composition 06/30/19 $105.7 billion Percentages may not total 100% due to rounding Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) Based on data available as of 07/17/2019 CAMP Investment Portfolio For the Month Ending June 30, 2019Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 94,427.26 3,020,420.43 (3,055,103.30) 0.00 $59,744.39 CAMP Pool Unsettled Trades 0.00 115.56 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 39,941,995.03 3,050,856.45 (2,973,206.57) 197,311.33 $40,216,956.24 CAMP Managed Account Unsettled Trades 0.00 244,824.11 Cash Dividends and Income June 30, 2019 May 31, 2019 Asset Summary CAMP Pool 59,744.39 94,427.26 CAMP Managed Account 40,216,956.24 39,941,995.03 $40,276,700.63 $40,036,422.29 Total Asset Allocation 0.15% CAMP Pool 99.85% CAMP Managed Account Page 1 For the Month Ending June 30, 2019Managed 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 $94,427.26 3,020,420.43 (3,055,103.30) $59,744.39 115.56 $39,941,995.03 (166,862.82) (2,806,343.75) 3,050,856.45 0.00 197,311.33 $40,216,956.24 $40,036,422.29 $40,276,700.63 153,332.68 (955.69) 92,447.12 $244,824.11 155,000.00 2,811,764.95 147,911.48 11,862.82 (3,051,812.14) (74,727.11) 0.00 Managed Account Total 39,595,376.01 39,655,120.40 150,365.03 2,811,764.95 166,862.82 147,911.48 (3,051,812.14) (39,438,744.09) (228,552.83) 0.00 150,365.03 5,866,868.25 166,862.82 147,911.48 (6,072,232.57) (39,533,171.35) (228,552.83) 115.56 Total Accrual Basis Earnings $153,171.23 $153,286.79 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 30, 2019Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 20,145,000.00 20,242,178.21 50.25 Supra-National Agency Bond / Note 1,595,000.00 1,609,702.41 4.00 Federal Agency Collateralized Mortgage Obligation 614,646.16 627,712.86 1.56 Federal Agency Bond / Note 1,230,000.00 1,215,454.29 3.02 Corporate Note 9,500,000.00 9,568,932.79 23.76 Certificate of Deposit 4,340,000.00 4,361,906.55 10.83 Asset-Backed Security 2,545,000.00 2,591,069.13 6.43 Managed Account Sub-Total 39,969,646.16 40,216,956.24 99.85% Accrued Interest 150,365.03 Total Portfolio 39,969,646.16 40,367,321.27 CAMP Pool 59,744.39 59,744.39 0.15 Total Investments 40,029,390.55 40,427,065.66 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 6.43% ABS 10.83% Cert of Deposit 23.76% Corporate Note 1.56% Fed Agency CMO 3.02% Fed Agy Bond / Note 0.15% Mny Mkt Fund 4.00% Supra-National Agency Bond / Note 50.25% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 0.16% 10.74% 21.55% 10.48% 54.01% 3.06% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.53 1012 2.49% 1.96% Page 3 For the Month Ending June 30, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 8.17% A 3.97% A+ 6.89% A- 1.70% A-1 1.93% A-1+ 0.93% AA 55.33% AA+ 6.89% AA- 10.74% AAA 0.15% AAAm 2.62% BBB+ 0.68% NR Issuer Summary Percentof HoldingsIssuer Market Value 439,807.68 1.09 AMERICAN EXPRESS CO 384,667.13 0.96 AMERICAN HONDA FINANCE 199,893.20 0.50 APPLE INC 401,852.69 1.00 BANK OF AMERICA CO 674,659.18 1.68 BANK OF MONTREAL 383,187.44 0.95 BANK OF NOVA SCOTIA 323,717.71 0.80 BB&T CORPORATION 305,682.06 0.76 BMW FINANCIAL SERVICES NA LLC 59,744.39 0.15 CAMP Pool 714,018.21 1.77 CARMAX AUTO OWNER TRUST 303,925.79 0.75 CATERPILLAR INC 239,550.54 0.59 CHARLES SCHWAB 400,069.60 0.99 CITIGROUP INC 353,426.03 0.88 DEERE & COMPANY 908,730.64 2.26 FANNIE MAE 518,457.45 1.29 FEDERAL HOME LOAN BANKS 415,979.06 1.03 FREDDIE MAC 253,551.75 0.63 GENERAL ELECTRIC CO 279,396.18 0.69 GM FINANCIAL AUTO LEASING TRUST 578,789.50 1.44 GM FINANCIAL SECURITIZED TERM 177,997.05 0.44 HERSHEY COMPANY 199,305.60 0.49 HOME DEPOT INC 382,126.84 0.95 HONDA AUTO RECEIVABLES 301,657.80 0.75 IBM CORP 476,116.58 1.18 INTER-AMERICAN DEVELOPMENT BANK 402,826.80 1.00 INTERNATIONAL FINANCE CORPORATION 730,759.03 1.81 INTL BANK OF RECONSTRUCTION AND DEV 688,896.90 1.71 JP MORGAN CHASE & CO 399,142.80 0.99 MICROSOFT CORP 400,749.60 0.99 MORGAN STANLEY 404,736.00 1.00 NATIONAL RURAL UTILITIES CO FINANCE CORP 777,784.58 1.93 NORDEA BANK AB Page 4 For the Month Ending June 30, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 342,188.07 0.85 PACCAR FINANCIAL CORP 279,923.28 0.70 PEPSICO INC 421,248.00 1.05 PNC FINANCIAL SERVICES GROUP 688,340.03 1.71 ROYAL BANK OF CANADA 124,674.25 0.31 STATE STREET CORPORATION 797,641.60 1.98 SWEDBANK AB 402,198.40 1.00 THE BANK OF NEW YORK MELLON CORPORATION 398,650.06 0.99 THE WALT DISNEY CORPORATION 550,013.75 1.37 TOYOTA MOTOR CORP 301,327.50 0.75 UBS AG 303,045.00 0.75 UNILEVER PLC 20,242,178.21 50.27 UNITED STATES TREASURY 331,056.34 0.82 VOLKSWAGEN OF AMERICA 374,326.50 0.93 WAL-MART STORES INC 499,717.61 1.24 WELLS FARGO & COMPANY 738,966.22 1.83 WESTPAC BANKING CORP $40,276,700.63 Total 100.00% Page 5 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 10,078.91 10,161.68 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 14,980.08 15,089.72 0.71 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 49,630.85 49,559.27 115.83 49,001.95 02/03/1702/01/17AaaAA+ 50,000.00 912828Q78 1.87 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 128,552.71 128,242.67 273.78 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 128,552.71 128,242.67 273.78 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 232,383.75 231,823.30 494.90 229,556.44 10/10/1710/05/17AaaAA+ 235,000.00 912828T67 1.85 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 225,905.18 220,011.41 710.77 218,355.47 07/06/1807/03/18AaaAA+ 225,000.00 912828X47 2.69 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 276,106.33 267,284.58 868.72 265,353.52 10/03/1810/02/18AaaAA+ 275,000.00 912828X47 2.91 US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 996,953.00 966,356.10 6,104.97 958,046.88 09/07/1809/05/18AaaAA+ 1,000,000.00 912828TJ9 2.76 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 456,134.85 439,127.59 25.99 436,464.84 08/03/1808/01/18AaaAA+ 450,000.00 912828N30 2.86 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 810,906.40 776,797.58 46.20 772,718.75 11/06/1811/02/18AaaAA+ 800,000.00 912828N30 3.00 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1,216,359.60 1,174,144.56 69.29 1,170,281.25 12/13/1812/12/18AaaAA+ 1,200,000.00 912828N30 2.78 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 3,218,284.78 3,129,804.32 183.34 3,124,646.48 01/31/1901/30/19AaaAA+ 3,175,000.00 912828N30 2.55 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 4,409,303.55 4,294,488.65 251.19 4,287,298.83 01/10/1901/07/19AaaAA+ 4,350,000.00 912828N30 2.51 Page 6 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1,095,660.50 1,071,707.43 1,514.00 1,070,050.78 04/05/1904/01/19AaaAA+ 1,100,000.00 912828R69 2.32 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1,518,983.88 1,489,708.77 2,098.96 1,488,304.69 05/03/1905/01/19AaaAA+ 1,525,000.00 912828R69 2.25 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 2,390,532.00 2,319,221.76 3,303.28 2,312,906.25 03/06/1903/04/19AaaAA+ 2,400,000.00 912828R69 2.53 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 3,062,869.13 3,051,242.09 4,232.33 3,050,856.45 06/07/1906/03/19AaaAA+ 3,075,000.00 912828R69 1.83 20,568.69 20,242,178.21 19,763,014.15 2.43 19,713,591.20 20,145,000.00 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 49,748.65 49,951.09 236.32 49,880.00 09/19/1709/12/17AaaAAA 50,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 124,371.63 124,877.72 590.80 124,700.00 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 149,245.95 149,853.27 708.95 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 50,353.35 49,978.31 409.89 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 50,353.35 49,978.31 409.89 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 302,120.10 299,869.84 2,459.33 299,775.00 03/16/1803/09/18AaaAAA 300,000.00 45950VLQ7 2.66 Page 7 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Supra-National Agency Bond / Note INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 60,780.84 59,919.56 315.00 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 60,780.84 59,919.56 315.00 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 354,554.90 349,530.79 1,837.50 349,230.00 04/19/1804/12/18AaaAAA 350,000.00 4581X0DB1 2.70 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 407,392.80 399,347.15 4,827.78 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 12,110.46 1,609,702.41 1,593,225.60 2.51 1,591,950.00 1,595,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 81.42 81.57 0.11 82.39 10/30/1510/07/15AaaAA+ 81.57 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 81.42 81.57 0.11 82.39 10/30/1510/07/15AaaAA+ 81.57 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 479.48 480.37 0.66 485.18 10/30/1510/07/15AaaAA+ 480.37 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 30,155.92 29,957.04 87.74 30,163.07 04/30/1804/11/18AaaAA+ 29,574.80 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 30,155.92 29,957.04 87.74 30,163.07 04/30/1804/11/18AaaAA+ 29,574.80 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 150,779.64 149,785.20 438.69 150,815.37 04/30/1804/11/18AaaAA+ 147,874.02 3136B1XP4 2.27 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 35,916.08 35,200.23 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 Page 8 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Collateralized Mortgage Obligation FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 35,916.08 35,200.23 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 164,187.79 160,915.33 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 179,959.11 176,978.50 472.39 176,978.49 12/17/1812/07/18AaaAA+ 176,979.03 3137FKK39 3.11 1,679.70 627,712.86 618,637.08 2.64 620,728.56 614,646.16 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 123,442.25 124,684.58 652.34 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 395,015.20 398,990.66 2,087.50 397,567.60 07/15/1607/14/16AaaAA+ 400,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,716.20 24,962.88 116.32 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 79,091.84 79,859.34 372.22 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 138,410.72 139,792.12 651.39 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 454,778.08 459,191.23 2,140.28 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 6,020.05 1,215,454.29 1,227,480.81 1.30 1,224,056.02 1,230,000.00 Security Type Sub-Total Corporate Note GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 253,551.75 254,429.03 6,607.64 289,082.50 03/25/1503/20/15Baa1BBB+ 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,008.70 49,996.39 581.88 49,980.00 01/10/1701/04/17A3BBB+ 50,000.00 172967LF6 2.46 Page 9 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,008.70 49,996.39 581.88 49,980.00 01/10/1701/04/17A3BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 300,052.20 299,978.36 3,491.25 299,880.00 01/10/1701/04/17A3BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,929.58 75,036.15 676.35 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 374,647.88 375,318.60 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 49,892.85 49,993.19 372.57 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 49,892.85 49,993.19 372.57 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 299,357.10 299,959.11 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 29,968.56 29,992.83 216.33 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 29,968.56 29,992.83 216.33 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 179,811.36 179,957.00 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 24,934.18 24,998.50 158.44 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 124,670.88 124,992.50 792.19 124,967.50 03/06/1703/01/17A2A 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 199,901.60 200,260.14 1,301.94 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 Page 10 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 74,856.00 74,990.67 300.63 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 224,568.00 224,972.02 901.88 224,896.50 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 24,913.20 24,995.43 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 24,913.20 24,995.43 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 24,904.50 24,990.85 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 49,809.00 49,981.71 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 149,479.20 149,972.60 195.00 149,913.00 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 174,331.50 174,935.97 227.50 174,797.00 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 24,935.85 24,994.95 12.19 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,859.12 39,986.57 240.50 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 39,859.12 39,986.57 240.50 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 224,207.55 224,924.48 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 24,980.93 24,998.96 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 24,980.93 24,998.96 68.33 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 Page 11 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,973.30 49,980.56 133.33 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 49,973.30 49,980.56 133.33 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 99,946.60 99,961.12 266.67 99,916.00 11/13/1711/06/17Aa1AA+ 100,000.00 037833DJ6 2.03 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 149,885.55 149,993.75 410.00 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,140.15 50,358.32 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 74,865.30 74,948.63 63.33 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 299,461.20 299,794.52 253.33 299,565.00 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 24,955.90 24,994.14 223.96 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 24,955.90 24,994.14 223.96 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 74,867.70 74,982.43 671.88 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 301,657.80 299,920.30 3,224.17 299,853.00 02/06/1802/01/18A1A 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,296.00 24,984.06 213.47 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,296.00 24,984.06 213.47 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 Page 12 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,296.00 24,937.08 213.47 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,296.00 24,937.08 213.47 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 126,480.00 124,920.29 1,067.36 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 177,072.00 174,559.58 1,494.31 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 303,045.00 299,102.68 2,268.75 298,467.00 03/22/1803/19/18A1A+ 300,000.00 904764AZ0 2.93 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 50,688.15 49,987.91 319.58 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,989.04 39,995.83 168.89 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 39,989.04 39,995.83 168.89 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 50,274.80 50,419.33 263.89 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 50,274.80 50,419.33 263.89 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 199,945.20 199,979.15 844.44 199,960.00 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 301,648.80 302,546.38 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 25,155.83 25,102.92 131.25 25,194.00 11/03/1711/01/17A2A- 25,000.00 06051GFW4 2.39 Page 13 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 50,093.70 50,086.14 243.06 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 50,093.70 50,086.14 243.06 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 300,562.20 300,516.82 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 200,059.20 199,820.85 700.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,334.38 19,996.72 87.83 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,334.38 19,996.72 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 24,867.28 24,993.67 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 24,867.28 24,993.67 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 101,671.90 99,983.62 439.17 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 149,203.65 149,962.00 435.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,428.15 24,989.05 99.03 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 25,428.15 24,989.05 99.03 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 127,140.75 124,945.24 495.14 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 Page 14 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,934.85 24,963.20 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 24,934.85 24,963.20 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 74,804.55 74,889.61 170.63 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 35,677.74 34,999.31 126.39 34,998.95 05/22/1805/17/18A2A 35,000.00 808513AW5 3.25 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 203,872.80 199,996.06 722.22 199,994.00 05/22/1805/17/18A2A 200,000.00 808513AW5 3.25 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,957.65 35,000.00 203.70 35,000.00 09/18/1709/13/17A2A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,957.65 35,000.00 203.70 35,000.00 09/18/1709/13/17A2A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 199,758.00 200,000.00 1,164.00 200,000.00 09/18/1709/13/17A2A- 200,000.00 06051GGS2 2.33 AMERICAN HONDA FINANCE CORP NOTES DTD 10/10/2018 3.375% 12/10/2021 384,667.13 374,850.39 738.28 374,820.00 10/10/1810/03/18A2A 375,000.00 02665WCP4 3.39 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,536.95 49,881.69 644.10 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 277,953.23 274,349.31 3,542.53 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 15,289.08 15,000.00 64.15 15,000.00 05/17/1805/14/18A2A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 15,289.08 15,000.00 64.15 15,000.00 05/17/1805/14/18A2A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 76,445.40 75,000.00 320.74 75,000.00 05/17/1805/14/18A2A- 75,000.00 06051GHH5 3.50 Page 15 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 688,896.90 675,000.00 5,952.99 675,000.00 03/22/1903/15/19A2A- 675,000.00 46647PBB1 3.21 PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 421,248.00 402,650.94 6,144.44 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 65,881.24 9,568,932.79 9,508,302.76 2.46 9,550,422.50 9,500,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 100,359.30 100,000.00 989.78 100,000.00 02/22/1802/20/18P-1A-1+ 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 100,359.30 100,000.00 989.78 100,000.00 02/22/1802/20/18P-1A-1+ 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 577,065.98 575,000.00 5,691.22 575,000.00 02/22/1802/20/18P-1A-1+ 575,000.00 65590ASN7 2.72 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 301,327.50 300,000.00 2,875.83 300,000.00 03/06/1803/02/18P-1A-1 300,000.00 90275DHG8 2.93 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 30,251.64 29,994.59 66.73 29,988.60 06/07/1806/05/18P-1A-1 30,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 50,419.40 49,990.99 111.22 49,981.00 06/07/1806/05/18P-1A-1 50,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 302,516.40 299,945.94 667.33 299,886.00 06/07/1806/05/18P-1A-1 300,000.00 06417GU22 3.10 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 99,860.30 100,000.00 820.00 100,000.00 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 99,860.30 100,000.00 820.00 100,000.00 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 539,245.62 540,000.00 4,428.00 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 674,659.18 670,000.00 19,710.66 670,000.00 08/03/1808/01/18Aa2A+ 670,000.00 06370REU9 3.23 Page 16 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 99,705.20 100,000.00 290.06 100,000.00 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 99,705.20 100,000.00 290.06 100,000.00 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 598,231.20 600,000.00 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 50,988.15 50,000.00 108.00 50,000.00 06/08/1806/07/18Aa2AA- 50,000.00 78012UEE1 3.24 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 101,976.30 100,000.00 216.00 100,000.00 06/08/1806/07/18Aa2AA- 100,000.00 78012UEE1 3.24 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 535,375.58 525,000.00 1,134.00 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 40,949.00 4,361,906.55 4,339,931.52 2.74 4,339,855.60 4,340,000.00 Security Type Sub-Total Asset-Backed Security BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 305,682.06 299,997.95 308.00 299,997.33 10/17/1810/10/18AaaAAA 300,000.00 05586CAD6 3.36 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 279,396.18 274,971.73 277.29 274,964.97 09/26/1809/18/18AaaAAA 275,000.00 36256GAE9 3.31 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 382,126.84 374,951.54 526.67 374,943.94 11/28/1811/20/18AaaAAA 375,000.00 43815AAC6 3.17 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 331,056.34 324,988.19 322.74 324,986.35 11/21/1811/15/18AaaAAA 325,000.00 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 304,614.57 299,943.32 377.50 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 355,941.92 349,961.07 486.89 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 Page 17 For the Month Ending June 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Asset-Backed Security CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 358,076.29 349,997.45 522.67 349,996.78 10/24/1810/17/18NRAAA 350,000.00 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 274,174.93 269,972.84 334.13 269,970.11 01/16/1901/08/19AaaNR 270,000.00 36256XAD4 2.97 3,155.89 2,591,069.13 2,544,784.09 3.23 2,544,741.82 2,545,000.00 Security Type Sub-Total 39,969,646.16 39,585,345.70 2.49 150,365.03 39,595,376.01 40,216,956.24 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 59,744.39 59,744.39 0.00 59,744.39 NRAAAm 59,744.39 59,744.39 59,744.39 0.00 59,744.39 59,744.39 Money Market Sub-Total $40,029,390.55 $39,645,090.09 $150,365.03 $39,655,120.40 $40,276,700.63 2.49% $40,427,065.66 $150,365.03 Total Investments Accrued Interest Securities Sub-Total Page 18 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.47 (82.77)(423.43) 10,078.91 100.79 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.84 1.47 1.47 (109.64)(288.86) 14,980.08 99.87 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 1.84 1.47 1.80 71.58 628.90 49,630.85 99.26 MERRILL 50,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.79 1.80 2.28 310.04 1,564.04 128,552.71 98.89 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.74 2.28 2.28 310.04 1,564.04 128,552.71 98.89 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.74 2.28 2.28 560.45 2,827.31 232,383.75 98.89 MERRILL 235,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.74 2.28 2.74 5,893.77 7,549.71 225,905.18 100.40 MERRILL 225,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1.73 2.74 2.74 8,821.75 10,752.81 276,106.33 100.40 MORGAN_S 275,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1.73 2.74 3.02 30,596.90 38,906.12 996,953.00 99.70 BMO 1,000,000.00 912828TJ9US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 1.73 3.02 3.36 17,007.26 19,670.01 456,134.85 101.36 MERRILL 450,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.72 3.36 3.36 34,108.82 38,187.65 810,906.40 101.36 MERRILL 800,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.72 3.36 3.36 42,215.04 46,078.35 1,216,359.60 101.36 MERRILL 1,200,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.72 3.36 3.36 88,480.46 93,638.30 3,218,284.78 101.36 MORGAN_S 3,175,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.72 3.36 3.36 114,814.90 122,004.72 4,409,303.55 101.36 MERRILL 4,350,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.72 3.36 3.77 23,953.07 25,609.72 1,095,660.50 99.61 SOCGEN 1,100,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.73 3.77 3.77 29,275.11 30,679.19 1,518,983.88 99.61 MORGAN_S 1,525,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.73 3.77 3.77 71,310.24 77,625.75 2,390,532.00 99.61 MORGAN_S 2,400,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.73 3.77 Account 6025-004 Page 19 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.77 11,627.04 12,012.68 3,062,869.13 99.61 MORGAN_S 3,075,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.73 3.77 528,587.01 1.73 3.46 479,164.06 20,242,178.21 20,145,000.00 Security Type Sub-Total 3.46 Supra-National Agency Bond / Note 1.18 (202.44)(131.35) 49,748.65 99.50 HSBC 50,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.99 1.18 1.18 (506.09)(328.37) 124,371.63 99.50 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.99 1.18 1.18 (607.32)(394.05) 149,245.95 99.50 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.99 1.18 1.64 375.04 390.85 50,353.35 100.71 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.21 1.64 1.64 375.04 390.85 50,353.35 100.71 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.21 1.64 1.64 2,250.26 2,345.10 302,120.10 100.71 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.21 1.64 1.75 861.28 912.84 60,780.84 101.30 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.89 1.75 1.75 861.28 912.84 60,780.84 101.30 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.89 1.75 1.75 5,024.11 5,324.90 354,554.90 101.30 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.89 1.75 Page 20 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 1.98 8,045.65 8,328.80 407,392.80 101.85 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 1.83 1.98 17,752.41 1.97 1.66 16,476.81 1,609,702.41 1,595,000.00 Security Type Sub-Total 1.66 Federal Agency Collateralized Mortgage Obligation 0.17 (0.15)(0.97) 81.42 99.82 MORGANST 81.57 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.09 0.08 0.17 (0.15)(0.97) 81.42 99.82 MORGANST 81.57 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.09 0.08 0.17 (0.89)(5.70) 479.48 99.82 MORGANST 480.37 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.09 0.08 1.14 198.88 (7.15) 30,155.92 101.96 JPM_CHAS 29,574.80 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.65 1.66 1.14 198.88 (7.15) 30,155.92 101.96 JPM_CHAS 29,574.80 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.65 1.66 1.14 994.44 (35.73) 150,779.64 101.96 JPM_CHAS 147,874.02 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.65 1.66 1.60 715.85 618.03 35,916.08 102.62 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 1.34 2.81 1.60 715.85 618.03 35,916.08 102.62 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 1.34 2.81 1.60 3,272.46 2,825.29 164,187.79 102.62 CITIGRP 160,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 1.34 2.81 2.03 2,980.61 2,980.62 179,959.11 101.68 CSFB 176,979.03 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.28 1.71 6,984.30 1.71 1.57 9,075.78 627,712.86 614,646.16 Security Type Sub-Total 2.11 Federal Agency Bond / Note 1.99 (1,242.33)(797.63) 123,442.25 98.75 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.75 1.99 Page 21 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 1.99 (3,975.46)(2,552.40) 395,015.20 98.75 TD SEC U 400,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.75 1.99 2.08 (246.68)(198.28) 24,716.20 98.86 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.80 2.08 2.08 (767.50)(584.16) 79,091.84 98.86 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.80 2.08 2.08 (1,381.40)(1,110.34) 138,410.72 98.86 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.80 2.08 2.08 (4,413.15)(3,358.92) 454,778.08 98.86 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.80 2.08 (8,601.73) 1.78 2.04 (12,026.52) 1,215,454.29 1,230,000.00 Security Type Sub-Total 2.04 Corporate Note 0.50 (877.28)(35,530.75) 253,551.75 101.42 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.74 0.50 0.43 12.31 28.70 50,008.70 100.02 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.42 0.47 0.43 12.31 28.70 50,008.70 100.02 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.42 0.47 0.43 73.84 172.20 300,052.20 100.02 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.42 0.47 0.57 (106.57)(358.42) 74,929.58 99.91 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.31 0.57 0.57 (670.72)(2,973.37) 374,647.88 99.91 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.31 0.57 0.59 (100.34)(73.65) 49,892.85 99.79 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.21 0.59 0.59 (100.34)(73.65) 49,892.85 99.79 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.21 0.59 0.59 (602.01)(441.90) 299,357.10 99.79 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.21 0.59 Page 22 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.66 (24.27)(0.24) 29,968.56 99.90 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.36 0.61 0.66 (24.27)(0.24) 29,968.56 99.90 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.36 0.61 0.66 (145.64)(1.44) 179,811.36 99.90 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.36 0.61 0.67 (64.32)(59.32) 24,934.18 99.74 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.34 0.67 0.67 (321.62)(296.62) 124,670.88 99.74 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.34 0.67 0.69 (358.54)(1,874.40) 199,901.60 99.95 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.22 0.69 0.78 (134.67)(109.50) 74,856.00 99.81 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.19 0.78 0.78 (404.02)(328.50) 224,568.00 99.81 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.19 0.78 0.92 (82.23)(72.30) 24,913.20 99.65 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.18 0.92 0.92 (82.23)(72.30) 24,913.20 99.65 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.18 0.92 0.92 (86.35)(66.50) 24,904.50 99.62 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.22 0.92 0.92 (172.71)(133.00) 49,809.00 99.62 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.22 0.92 0.92 (493.40)(433.80) 149,479.20 99.65 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.18 0.92 0.92 (604.47)(465.50) 174,331.50 99.62 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.22 0.92 0.96 (59.10)(48.90) 24,935.85 99.74 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.22 0.96 Page 23 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.15 (127.45)(107.28) 39,859.12 99.65 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.15 1.15 1.15 (127.45)(107.28) 39,859.12 99.65 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.15 1.15 1.15 (716.93)(603.45) 224,207.55 99.65 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.15 1.15 1.34 (18.03)(16.82) 24,980.93 99.92 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.11 1.34 1.34 (18.03)(16.82) 24,980.93 99.92 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.11 1.34 1.34 (7.26) 15.30 49,973.30 99.95 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.04 1.34 1.34 (7.26) 15.30 49,973.30 99.95 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.04 1.34 1.34 (14.52) 30.60 99,946.60 99.95 JPM_CHAS 100,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.04 1.34 1.34 (108.20)(100.95) 149,885.55 99.92 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.11 1.34 1.40 (218.17)(967.85) 50,140.15 100.28 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.35 1.40 1.43 (83.33)(25.95) 74,865.30 99.82 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.03 1.43 1.43 (333.32)(103.80) 299,461.20 99.82 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.03 1.43 1.54 (38.24)(32.60) 24,955.90 99.82 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.26 1.50 1.54 (38.24)(32.60) 24,955.90 99.82 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.26 1.50 1.54 (114.73)(97.80) 74,867.70 99.82 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.26 1.50 Page 24 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.54 1,737.50 1,804.80 301,657.80 100.55 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 2.29 1.54 1.65 311.94 323.75 25,296.00 101.18 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.19 1.65 1.65 311.94 323.75 25,296.00 101.18 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.19 1.65 1.65 358.92 401.75 25,296.00 101.18 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.19 1.65 1.65 358.92 401.75 25,296.00 101.18 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.19 1.65 1.65 1,559.71 1,618.75 126,480.00 101.18 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.19 1.65 1.65 2,512.42 2,812.25 177,072.00 101.18 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.19 1.65 1.67 3,942.32 4,578.00 303,045.00 101.02 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 2.15 1.67 1.72 700.24 708.15 50,688.15 101.38 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 2.16 1.72 1.74 (6.79)(2.96) 39,989.04 99.97 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.01 1.70 1.74 (6.79)(2.96) 39,989.04 99.97 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.01 1.70 1.66 (144.53)(874.20) 50,274.80 100.55 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.18 1.68 1.66 (144.53)(874.20) 50,274.80 100.55 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.18 1.68 1.74 (33.95)(14.80) 199,945.20 99.97 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.01 1.70 1.66 (897.58)(5,329.20) 301,648.80 100.55 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.18 1.68 Page 25 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.74 52.91 (38.17) 25,155.83 100.62 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.27 1.74 1.75 7.56 (68.30) 50,093.70 100.19 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.39 1.75 1.75 7.56 (68.30) 50,093.70 100.19 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.39 1.75 1.75 45.38 (409.80) 300,562.20 100.19 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.39 1.75 1.71 238.35 523.20 200,059.20 100.03 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.23 1.75 1.80 337.66 339.58 20,334.38 101.67 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.18 1.80 1.80 337.66 339.58 20,334.38 101.67 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.18 1.80 1.81 (126.39)(116.22) 24,867.28 99.47 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.34 1.77 1.81 (126.39)(116.22) 24,867.28 99.47 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.34 1.77 1.80 1,688.28 1,697.90 101,671.90 101.67 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.18 1.80 1.81 (758.35)(697.35) 149,203.65 99.47 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.34 1.77 1.81 439.10 445.40 25,428.15 101.71 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.16 1.81 1.81 439.10 445.40 25,428.15 101.71 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.16 1.81 1.81 2,195.51 2,227.00 127,140.75 101.71 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.16 1.81 1.84 (28.35) 29.35 24,934.85 99.74 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.09 1.84 Page 26 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to Worst Security Type/Description Dated Date/Coupon/Maturity CUSIP Par Broker Date Price at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Next Call Market YTMEffective Duration Corporate Note 1.84 (28.35) 29.35 24,934.85 99.74 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.09 1.84 1.84 (85.06) 88.05 74,804.55 99.74 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.09 1.84 1.82 678.43 678.79 35,677.74 101.94 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 2.20 1.82 1.82 3,876.74 3,878.80 203,872.80 101.94 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 2.20 1.82 2.17 (42.35)(42.35) 34,957.65 99.88 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.38 1.24 2.17 (42.35)(42.35) 34,957.65 99.88 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.38 1.24 2.17 (242.00)(242.00) 199,758.00 99.88 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.38 1.24 2.34 9,816.74 9,847.13 384,667.13 102.58 JPM_CHAS 375,000.00 02665WCP4AMERICAN HONDA FINANCE CORP NOTES DTD 10/10/2018 3.375% 12/10/2021 2.28 2.34 2.39 655.26 757.45 50,536.95 101.07 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.21 2.39 2.39 3,603.92 4,165.98 277,953.23 101.07 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.21 2.39 2.72 289.08 289.08 15,289.08 101.93 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.80 2.72 2.72 289.08 289.08 15,289.08 101.93 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.80 2.72 2.72 1,445.40 1,445.40 76,445.40 101.93 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.80 2.72 3.49 13,896.90 13,896.90 688,896.90 102.06 JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 2.63 3.49 4.16 18,597.06 18,400.00 421,248.00 105.31 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 2.27 4.16 18,510.29 2.28 1.65 60,630.03 9,568,932.79 9,500,000.00 Security Type Sub-Total 1.63 Certificate of Deposit Page 27 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.63 359.30 359.30 100,359.30 100.36 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.15 0.63 0.63 359.30 359.30 100,359.30 100.36 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.15 0.63 0.63 2,065.98 2,065.98 577,065.98 100.36 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.15 0.63 0.66 1,327.50 1,327.50 301,327.50 100.44 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.26 0.66 0.91 257.05 263.04 30,251.64 100.84 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.16 0.91 0.91 428.41 438.40 50,419.40 100.84 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.16 0.91 0.91 2,570.46 2,630.40 302,516.40 100.84 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.16 0.91 1.08 (139.70)(139.70) 99,860.30 99.86 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.09 1.08 1.08 (139.70)(139.70) 99,860.30 99.86 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.09 1.08 1.08 (754.38)(754.38) 539,245.62 99.86 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.09 1.08 1.05 4,659.18 4,659.18 674,659.18 100.70 BMO 670,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 2.58 1.05 1.35 (294.80)(294.80) 99,705.20 99.71 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.51 1.35 1.35 (294.80)(294.80) 99,705.20 99.71 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.51 1.35 1.35 (1,768.80)(1,768.80) 598,231.20 99.71 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.51 1.35 1.87 988.15 988.15 50,988.15 101.98 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.19 1.87 1.87 1,976.30 1,976.30 101,976.30 101.98 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.19 1.87 Page 28 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.87 10,375.58 10,375.58 535,375.58 101.98 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.19 1.87 22,050.95 2.29 1.13 21,975.03 4,361,906.55 4,340,000.00 Security Type Sub-Total 1.13 Asset-Backed Security 1.37 5,684.11 5,684.73 305,682.06 101.89 SOCGEN 300,000.00 05586CAD6BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 1.99 1.57 1.53 4,424.45 4,431.21 279,396.18 101.60 RBC 275,000.00 36256GAE9GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 2.26 1.48 1.77 7,175.30 7,182.90 382,126.84 101.90 JPM_CHAS 375,000.00 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.09 1.80 1.90 6,068.15 6,069.99 331,056.34 101.86 CITIGRP 325,000.00 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.28 1.65 1.93 4,671.25 4,684.53 304,614.57 101.54 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.23 1.62 1.97 5,980.85 5,989.62 355,941.92 101.70 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.27 1.58 2.09 8,078.84 8,079.51 358,076.29 102.31 MERRILL 350,000.00 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.26 1.80 2.17 4,202.09 4,204.82 274,174.93 101.55 RBC 270,000.00 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.26 1.61 46,327.31 2.20 1.85 46,285.04 2,591,069.13 2,545,000.00 Security Type Sub-Total 1.65 39,969,646.16 40,216,956.24 631,610.54 621,580.23 2.53 1.96 Managed Account Sub-Total 2.52 Money Market Mutual Fund 0.00 0.00 0.00 59,744.39 1.00 59,744.39 CAMP Pool 0.00 59,744.39 59,744.39 0.00 0.00 0.00 Money Market Sub-Total 0.00 Page 29 For the Month Ending June 30, 2019Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $40,427,065.66 $150,365.03 $40,276,700.63 Accrued Interest Securities Sub-Total $40,029,390.55 $631,610.54 $621,580.23 2.53 1.96% 2.52 Page 30 For the Month Ending June 30, 2019Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 06/07/19 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 912828R69 (3,050,856.45)(955.69)(3,051,812.14) 3,075,000.00 06/03/19 (955.69) (3,051,812.14)(3,050,856.45) 3,075,000.00 Transaction Type Sub-Total INTEREST 06/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 1.87 1.87 1,360.54 06/01/19 06/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 88.17 88.17 29,681.58 06/01/19 06/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 440.89 440.89 148,407.91 06/01/19 06/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 1.87 1.87 1,360.54 06/01/19 06/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 06/01/19 06/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 10.98 10.98 8,012.09 06/01/19 06/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 06/01/19 06/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 06/01/19 06/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 475.12 475.12 178,004.72 06/01/19 06/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 88.18 88.18 29,681.58 06/01/19 06/05/19 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 225.00 225.00 25,000.00 06/05/19 06/05/19 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 225.00 225.00 25,000.00 06/05/19 06/05/19 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 0.00 462.00 462.00 30,000.00 06/05/19 06/05/19 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 437076BQ4 0.00 225.00 225.00 25,000.00 06/05/19 Page 31 For the Month Ending June 30, 2019Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 06/05/19 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 0.00 4,620.00 4,620.00 300,000.00 06/05/19 06/05/19 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 06417GU22 0.00 770.00 770.00 50,000.00 06/05/19 06/05/19 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 0.00 450.00 450.00 50,000.00 06/05/19 06/05/19 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 06/05/19 06/05/19 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 06/05/19 06/07/19 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 0.00 8,505.00 8,505.00 525,000.00 06/07/19 06/07/19 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 256.25 256.25 25,000.00 06/07/19 06/07/19 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 0.00 1,620.00 1,620.00 100,000.00 06/07/19 06/07/19 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 06/07/19 06/07/19 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 0.00 810.00 810.00 50,000.00 06/07/19 06/07/19 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 0.00 256.25 256.25 25,000.00 06/07/19 06/07/19 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 94974BGR5 0.00 637.50 637.50 50,000.00 06/07/19 06/10/19 AMERICAN HONDA FINANCE CORP NOTES DTD 10/10/2018 3.375% 12/10/2021 02665WCP4 0.00 6,328.13 6,328.13 375,000.00 06/10/19 06/15/19 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 980.00 980.00 350,000.00 06/15/19 06/15/19 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 987.50 987.50 375,000.00 06/15/19 06/15/19 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 912.92 912.92 350,000.00 06/15/19 Page 32 For the Month Ending June 30, 2019Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 06/15/19 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 0.00 712.50 712.50 75,000.00 06/15/19 06/15/19 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 931142EA7 0.00 2,850.00 2,850.00 300,000.00 06/15/19 06/16/19 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 668.25 668.25 270,000.00 06/16/19 06/16/19 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 755.00 755.00 300,000.00 06/16/19 06/20/19 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 36256GAE9 0.00 756.25 756.25 275,000.00 06/20/19 06/20/19 BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 05586CAD6 0.00 840.00 840.00 300,000.00 06/20/19 06/20/19 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 880.21 880.21 325,000.00 06/20/19 06/22/19 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24422ETS8 0.00 243.75 243.75 25,000.00 06/22/19 06/30/19 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 912828N48 0.00 131.25 131.25 15,000.00 06/30/19 06/30/19 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 0.00 118.75 118.75 10,000.00 06/30/19 06/30/19 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 912828N30 0.00 12,750.00 12,750.00 1,200,000.00 06/30/19 06/30/19 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 912828N30 0.00 8,500.00 8,500.00 800,000.00 06/30/19 06/30/19 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 912828N30 0.00 33,734.38 33,734.38 3,175,000.00 06/30/19 06/30/19 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 912828N30 0.00 4,781.25 4,781.25 450,000.00 06/30/19 06/30/19 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 912828N30 0.00 46,218.75 46,218.75 4,350,000.00 06/30/19 147,911.48 147,911.48 0.00 15,656,508.96 Transaction Type Sub-Total MATURITY Page 33 For the Month Ending June 30, 2019Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method MATURITY 06/07/19 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 25,000.00 0.00 25,000.00 13.00 0.00 25,000.00 06/07/19 06/07/19 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 25,000.00 0.00 25,000.00 13.00 0.00 25,000.00 06/07/19 06/07/19 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 172967KS9 105,000.00 0.00 105,000.00 54.60 0.00 105,000.00 06/07/19 0.00 0.00 80.60 155,000.00 155,000.00 155,000.00 Transaction Type Sub-Total PAYDOWNS 06/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 533.89 0.00 533.89 (10.62) 0.00 533.89 06/01/19 06/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 7,531.74 0.00 7,531.74 (75.42) 0.00 7,531.74 06/01/19 06/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 106.78 0.00 106.78 (2.12) 0.00 106.78 06/01/19 06/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 1,025.69 0.00 1,025.69 0.00 0.00 1,025.69 06/01/19 06/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 106.78 0.00 106.78 (2.12) 0.00 106.78 06/01/19 06/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 1,278.97 0.00 1,278.97 (12.81) 0.00 1,278.97 06/01/19 06/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 1,278.97 0.00 1,278.97 (12.81) 0.00 1,278.97 06/01/19 0.00 0.00 (115.90) 11,862.82 11,862.82 11,862.82 Transaction Type Sub-Total SELL 06/07/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 250,566.41 484.04 251,050.45 8,554.69 6,462.17 FIFO 250,000.00 06/03/19 06/07/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 1,378,115.23 2,662.19 1,380,777.42 43,720.70 34,278.64 FIFO 1,375,000.00 06/03/19 06/07/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 180,407.81 348.51 180,756.32 6,159.37 4,652.76 FIFO 180,000.00 06/03/19 Page 34 For the Month Ending June 30, 2019Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 06/07/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 997,254.30 1,926.46 999,180.76 34,047.66 25,719.44 FIFO 995,000.00 06/03/19 5,421.20 71,113.01 92,482.42 2,811,764.95 2,806,343.75 2,800,000.00 Transaction Type Sub-Total (77,649.88) 152,376.99 74,727.11 92,447.12 71,113.01 Managed Account Sub-Total Total Security Transactions $92,447.12 $74,727.11 $152,376.99 ($77,649.88)$71,113.01 Page 35 For the Month Ending June 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 94,427.26 Opening Balance 06/05/19 06/05/19 Purchase - Interest 06417GU22 1.00 4,620.00 99,047.26 06/05/19 06/05/19 Purchase - Interest 06417GU22 1.00 462.00 99,509.26 06/05/19 06/05/19 Purchase - Interest 06417GU22 1.00 770.00 100,279.26 06/05/19 06/05/19 Purchase - Interest 25468PDU7 1.00 225.00 100,504.26 06/05/19 06/05/19 Purchase - Interest 25468PDU7 1.00 450.00 100,954.26 06/05/19 06/05/19 Purchase - Interest 25468PDU7 1.00 1,575.00 102,529.26 06/05/19 06/05/19 Purchase - Interest 437076BQ4 1.00 225.00 102,754.26 06/05/19 06/05/19 Purchase - Interest 437076BQ4 1.00 1,350.00 104,104.26 06/05/19 06/05/19 Purchase - Interest 437076BQ4 1.00 225.00 104,329.26 06/07/19 06/07/19 Purchase - Interest 172967KS9 1.00 1,076.25 105,405.51 06/07/19 06/07/19 Purchase - Interest 172967KS9 1.00 256.25 105,661.76 06/07/19 06/07/19 Purchase - Interest 172967KS9 1.00 256.25 105,918.01 06/07/19 06/07/19 Purchase - Interest 78012UEE1 1.00 1,620.00 107,538.01 06/07/19 06/07/19 Purchase - Interest 78012UEE1 1.00 8,505.00 116,043.01 06/07/19 06/07/19 Purchase - Interest 78012UEE1 1.00 810.00 116,853.01 06/07/19 06/07/19 Purchase - Interest 94974BGR5 1.00 637.50 117,490.51 06/07/19 06/07/19 Purchase - Principal 912828X47 1.00 2,806,343.75 2,923,834.26 06/07/19 06/07/19 Purchase - Interest 912828X47 1.00 5,421.20 2,929,255.46 06/07/19 06/07/19 Purchase - Principal 172967KS9 1.00 105,000.00 3,034,255.46 06/07/19 06/07/19 Purchase - Principal 172967KS9 1.00 25,000.00 3,059,255.46 06/07/19 06/07/19 Purchase - Principal 172967KS9 1.00 25,000.00 3,084,255.46 Page 36 For the Month Ending June 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 06/07/19 06/07/19 Redemption - Interest 912828R69 1.00 (955.69) 3,083,299.77 06/07/19 06/07/19 Redemption - Principal 912828R69 1.00 (3,050,856.45) 32,443.32 06/10/19 06/10/19 Purchase - Interest 02665WCP4 1.00 6,328.13 38,771.45 06/17/19 06/17/19 Purchase - Interest 931142EA7 1.00 712.50 39,483.95 06/17/19 06/17/19 Purchase - Interest 931142EA7 1.00 2,850.00 42,333.95 06/17/19 06/17/19 Purchase - Interest 14313FAD1 1.00 912.92 43,246.87 06/17/19 06/17/19 Purchase - Interest 14315EAC4 1.00 980.00 44,226.87 06/17/19 06/17/19 Purchase - Interest 43815AAC6 1.00 987.50 45,214.37 06/17/19 06/17/19 Purchase - Interest 36255JAD6 1.00 755.00 45,969.37 06/17/19 06/17/19 Purchase - Interest 36256XAD4 1.00 668.25 46,637.62 06/20/19 06/20/19 Purchase - Interest 92869BAD4 1.00 880.21 47,517.83 06/20/19 06/20/19 Purchase - Interest 36256GAE9 1.00 756.25 48,274.08 06/20/19 06/20/19 Purchase - Interest 05586CAD6 1.00 840.00 49,114.08 06/24/19 06/24/19 Purchase - Interest 24422ETS8 1.00 243.75 49,357.83 06/25/19 06/25/19 Purchase - Interest 3136AQDQ0 1.00 10.98 49,368.81 06/25/19 06/25/19 Purchase - Interest 3136AQDQ0 1.00 1.87 49,370.68 06/25/19 06/25/19 Purchase - Interest 3136AQDQ0 1.00 1.87 49,372.55 06/25/19 06/25/19 Purchase - Interest 3136B1XP4 1.00 440.88 49,813.43 06/25/19 06/25/19 Purchase - Interest 3136B1XP4 1.00 88.18 49,901.61 06/25/19 06/25/19 Purchase - Interest 3136B1XP4 1.00 88.18 49,989.79 06/25/19 06/25/19 Purchase - Interest 3137BM6P6 1.00 412.00 50,401.79 06/25/19 06/25/19 Purchase - Interest 3137BM6P6 1.00 90.13 50,491.92 Page 37 For the Month Ending June 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 06/25/19 06/25/19 Purchase - Interest 3137BM6P6 1.00 90.13 50,582.05 06/25/19 06/25/19 Purchase - Interest 3137FKK39 1.00 475.12 51,057.17 06/25/19 06/25/19 Purchase - Principal 3136AQDQ0 1.00 7,531.74 58,588.91 06/25/19 06/25/19 Purchase - Principal 3136AQDQ0 1.00 1,278.97 59,867.88 06/25/19 06/25/19 Purchase - Principal 3136AQDQ0 1.00 1,278.97 61,146.85 06/25/19 06/25/19 Purchase - Principal 3136B1XP4 1.00 533.91 61,680.76 06/25/19 06/25/19 Purchase - Principal 3136B1XP4 1.00 106.77 61,787.53 06/25/19 06/25/19 Purchase - Principal 3136B1XP4 1.00 106.77 61,894.30 06/25/19 06/25/19 Purchase - Principal 3137FKK39 1.00 1,025.69 62,919.99 06/25/19 06/25/19 IP Fees May 2019 1.00 (3,118.86) 59,801.13 06/25/19 06/25/19 U.S. Bank Fees April 2019 1.00 (172.30) 59,628.83 06/28/19 07/01/19 Accrual Income Div Reinvestment - Distributions 1.00 115.56 59,744.39 Page 38 For the Month Ending June 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 59,744.39 59,744.39 59,744.39 56,631.48 1,853.62 0.00 (16,752,383.13) 16,761,324.79 50,802.73 115.56 59,744.39 0.00 (3,055,103.30) 3,020,420.43 94,427.26 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance June January-June 2.48% Page 39