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Item No. 21 SA Investment Report August 2019
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 19-337 Agenda Date: 9/24/2019 Status: SA Consent CalendarVersion: 1 File Type: Council InvestmentsIn Control: City Council / Successor Agency Agenda Number: 21) Page 1 City of Lake Elsinore Printed on 9/19/2019 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:Nancy Lassey, Finance Administrator Approved by:Jason Simpson, Assistant Executive Director Date:September 24, 2019 Subject:Investment Report for August 2019 Recommendation Receive and file the Investment Report for August 2019. 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 August 2019 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 4,166,186$ 664,944$ (1,973,356)$ 2,857,775$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 4,166,186 664,944 (1,973,356) 2,859,075 INVESTMENTS Local Agency Investment Fund 6,289,426 - - 6,289,426 CAMP Investments: CAMP Pool Account 79,535 - - 79,535 U.S. Treasury Bond / Note 19,085,722 - - 19,085,722 Supra-National Agency Bond / Note 1,591,950 - - 1,591,950 Federal Agency Collateralized Mortgage Obligation 611,050 - - 611,050 Federal Agency Bond / Note 521,807 - - 521,807 Corporate Notes 10,013,871 - - 10,013,871 Negotiable Certificate of Deposit 4,739,856 - - 4,739,856 Asset-Backed Security / Collaterized Mortgage 3,344,540 - - 3,344,540 Sub-total Investments 46,277,757 - - 46,277,757 Market Value Adjustment: Unrealized Gain/(Loss) at 06/30/2019 685,456 - - 685,456 Total Investments 46,963,212 - - 46,963,212 Total Pooled Cash and Investments 51,129,399$ 664,944$ (1,973,356)$ 49,822,287$ TOTAL POOLED CASH AND INVESTMENTS 49,822,287$ 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 September 17, 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 AUGUST 31, 2019 FUND NO FUND NAME AMOUNT 100 General 8,530,644$ 106 Affordable Housing In Lieu 1,479,545 109 Road Maintenance and Rehabilitation (SB1)1,196,181 110 State Gas Tax 62,829 112 Measure A 1,763,182 114 SB1186 CASP Education Program 17,892 115 Traffic Safety 238,211 116 City Hall-Public Works DIF 61,274 117 Community Center DIF 28,919 118 Lake Side Facility DIF 60,793 121 T.R.I.P.-2014A 143 135 Lighting & Landscape Maintenance - Dist. No. 1 703,165 140 Geothermal 19,149 160 PEG Grant 20,092 203 E.L.S.P. - S.T.I.F.2,145,062 205 Traffic Impact Fee 4,976,071 211 Storm Drain C.I.P. 415,277 220 Street Lighting C.I.P.105,445 221 Quimby Park C.I.P.212,157 231 Library C.I.P. 1,806,746 232 City Fire Protection 1,932 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 760,881 305 Information Systems Service 323,454 310 Support Service 21,862 320 Facilities Service 568,019 331 CFD 2006-1CC Summerly Improvement Area CC 14,526 332 CFD 2006-1 Improvement Area B, Summerly 46,649 334 CFD 2015-5 Trieste - Far West Industries 5,155 335 CFD 2003-2E Canyon Hills Improvement Area E 7,314 336 CFD 2006-1FF Summerly Improvement Area FF 7,070 338 CFD 2006-1 IA-JJ Summerly Improvement Area 18,698 340 CFD 2006-1 IA-EE Summerly Improvement Area 13,966 345 CFD 2003-2 Improvement Area D, Canyon Hills 5,643 346 CFD 2014-1 Southshore 66,119 347 CFD 2006-1 Improvement Area A, Summerly 19,867 350 CFD 98-1 Summerhill 14,249 351 CFD 2006-1 IA-II Summerly Improvement 15,034 354 CFD 90-2 Tuscany Hills 908,263 357 CFD 2003-2 Canyon Hills Improvement Area 26,762 366 CFD 2005-6 City Center Townhomes 15,593 368 CFD 2006-2 Viscaya 16,773 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 31,701 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 AUGUST 31, 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 AUGUST 31, 2019 371 CFD 2005-1 Serenity 21,344 372 CFD 2005-2 Alberhill Ranch Improvement Area 57,945 374 CFD 2005-4 Lakeview Villas 7,908 375 CFD 2006-4 Clurman 12,377 376 CFD 2006-3 La Strada 5,578 377 CFD 2006-6 Tessara 7,941 378 CFD 2006-8 Running Deer Estates 9,084 384 CFD 2003-2 Area B Canyon Hills Improvement Area 524,167 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 27,782 386 CFD 2007-4 Mekenna Court 15,954 387 CFD 2007-5 Red Kite 6,030 388 CFD 2007-6 Holiday Inn Express 15,834 389 CFD 88-3 (2008A) West Lake Elsinore Series A 58,243 390 CFD 2003-2 Area C Canyon Hills Improvement Area 15,329 392 CFD 95-1 City Center 17,474 393 AD 93-1 Cottonwood Hills 63,390 394 CFD 2005-5 (2012A) Wasson Canyon 10,854 396 CFD 2018-2 Nichols Ranch Improvement Area 32,123 397 CFD 2018-3 Village at Lakeshore 7,200 500 Capital Improvement Plan 7,428,797 510 Successor To RDA Area I, II, & III 4,157,731 540 Successor To RDA Diamond Stadium 2,546,046 603 Endowment Trust - Carl Graves 53,576 604 Endowment Trust - Korn Memorial 32,686 605 Public Improvement Trust 110,109 606 Mobile Source Air Polution Reduction 328,504 608 Trust Deposit & Pre Paid Expense 2,607,936 617 Successor Agency Housing 3,488,660 620 Cost Recovery System 955,921 631 Lake Destratification Equipment Replacement 317,204 Total Pooled Cash & Investments 49,822,287$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 41.24%Unlimited Current Balance 19,085,722$ Supra-National Agency Bond / Note 3.44%30% Current Balance 1,591,950$ Municipal Bond / Note 0.00%Unlimited Current Balance -$ Federal Agency Collaterized Mortgage Obligation 1.32%40.00% Current Balance 611,050$ Federal Agency Bond / Note 1.13%*Unlimited Current Balance 521,807$ Negotiable Certificates of Deposit 10.24%30.00% Current Balance 4,739,856$ Corporate Note 21.64%30.00% Current Balance 10,013,871$ Asset-Backed Security / Collaterized Mortgage 20% Current Balance 7%3,344,540$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%10.00% LAIF (Local Agency Investment Fund)13.59%*$65 Million Current Balance 6,289,426$ CAMP - Pooled Sweep Account 0.17%Unlimited Current Balance 79,535$ TOTAL 100.00%46,277,757$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. FOR THE MONTH ENDING AUGUST 31, 2019 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 2.341%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:29,089,426$ (22,800,000)$ 6,289,426$ 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 AUGUST 31, 2019 CALIFORNIA STATE TREASURER FIONA MA, CPA Average Quarter to Maturity Date Daily Yield*Date Yield (in days) 08/06/19 2.36 2.38 183 08/07/19 2.36 2.38 182 08/08/19 2.35 2.37 183 08/09/19 2.35 2.37 183 08/10/19 2.35 2.37 183 08/11/19 2.35 2.37 183 08/12/19 2.35 2.37 180 08/13/19 2.35 2.37 180 08/14/19 2.35 2.37 179 08/15/19 2.35 2.37 183 08/16/19 2.35 2.37 183 08/17/19 2.35 2.37 183 08/18/19 2.35 2.37 183 08/19/19 2.35 2.37 181 08/20/19 2.34 2.37 179 08/21/19 2.34 2.37 179 08/22/19 2.33 2.37 179 08/23/19 2.33 2.37 178 08/24/19 2.33 2.37 178 08/25/19 2.33 2.36 178 08/26/19 2.33 2.36 175 08/27/19 2.33 2.36 176 08/28/19 2.33 2.36 175 08/29/19 2.32 2.36 175 08/30/19 2.32 2.36 180 0 0 0 9 8 8 Treasuries 50.39% Agencies 18.93% Certificates of Deposit/Bank Notes 18.06% Time Deposits 5.14% Commercial Paper 6.64% Loans 0.82%08/31/19 2.32 2.36 18 09/01/19 2.32 2.36 18 09/02/19 2.32 2.36 18 09/03/19 2.31 2.36 17 09/04/19 2.31 2.36 17 09/05/19 2.31 2.36 17 Aug 2019 2.341 July 2019 2.379 June 2019 2.428 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 Pooled Money Investment Account Portfolio Composition 08/31/19 $94.8 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 09/06/2019 CAMP Investment Portfolio For the Month Ending August 31, 2019Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 19,216.57 63,628.31 (3,309.69) 0.00 $79,535.19 CAMP Pool Unsettled Trades 0.00 118.19 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 40,298,480.65 0.00 (1,726.91) 393,283.77 $40,741,085.28 CAMP Managed Account Unsettled Trades 51,047.77 61,754.32 Cash Dividends and Income August 31, 2019 July 31, 2019 Asset Summary CAMP Pool 79,535.19 19,216.57 CAMP Managed Account 40,741,085.28 40,298,480.65 $40,820,620.47 $40,317,697.22 Total Asset Allocation 0.20% CAMP Pool 99.80% CAMP Managed Account Page 1 For the Month Ending August 31, 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 $19,216.57 63,628.31 (3,309.69) $79,535.19 118.19 $40,298,480.65 (1,726.91) 0.00 0.00 51,047.77 393,283.77 $40,741,085.28 $40,317,697.22 $40,820,620.47 61,783.21 0.00 (28.89) $61,754.32 0.00 0.00 61,783.21 1,726.91 0.00 (63,510.12) 0.00 Managed Account Total 39,912,237.12 39,991,772.31 189,518.01 1,151,142.51 1,726.91 61,783.21 (1,199,798.56) (39,856,703.60) (177,590.08) 0.00 189,518.01 1,154,452.20 1,726.91 61,783.21 (1,263,426.87) (39,875,920.17) (177,590.08) 118.19 Total Accrual Basis Earnings $82,315.52 $82,433.71 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 31, 2019Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 19,445,000.00 19,739,721.02 48.36 Supra-National Agency Bond / Note 1,595,000.00 1,614,152.83 3.95 Federal Agency Collateralized Mortgage Obligation 605,010.82 619,349.01 1.52 Federal Agency Bond / Note 525,000.00 521,086.65 1.28 Corporate Note 9,925,000.00 10,074,655.68 24.68 Certificate of Deposit 4,740,000.00 4,775,626.80 11.70 Asset-Backed Security 3,345,000.00 3,396,493.29 8.32 Managed Account Sub-Total 40,180,010.82 40,741,085.28 99.81% Accrued Interest 189,518.01 Total Portfolio 40,180,010.82 40,930,603.29 CAMP Pool 79,535.19 79,535.19 0.19 Total Investments 40,259,546.01 41,010,138.48 100.00% Unsettled Trades 1,200,000.00 1,199,086.89 Sector Allocation 8.32% ABS 11.70% Cert of Deposit 24.68% Corporate Note 1.52% Fed Agency CMO 1.28% Fed Agy Bond / Note 0.19% Mny Mkt Fund 3.95% Supra-National Agency Bond / Note 48.36% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 5.78% 8.50% 19.04% 5.47% 49.49% 11.72% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.50 1020 2.46% 1.70% Page 3 For the Month Ending August 31, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 8.14% A 3.25% A+ 6.83% A- 3.34% A-1 3.72% A-1+ 0.92% AA 51.65% AA+ 5.01% AA- 12.59% AAA 0.19% AAAm 3.69% BBB+ 0.67% NR Issuer Summary Percentof HoldingsIssuer Market Value 441,097.48 1.08 AMERICAN EXPRESS CO 407,025.20 1.00 AMERICAN HONDA FINANCE 200,572.00 0.49 APPLE INC 403,037.41 0.99 BANK OF AMERICA CO 676,668.51 1.66 BANK OF MONTREAL 383,819.76 0.94 BANK OF NOVA SCOTIA 325,385.36 0.80 BB&T CORPORATION 305,776.20 0.75 BMW FINANCIAL SERVICES NA LLC 79,535.19 0.19 CAMP Pool 800,000.00 1.96 CAPITAL ONE FINANCIAL CORP 716,151.84 1.75 CARMAX AUTO OWNER TRUST 304,987.80 0.75 CATERPILLAR INC 240,221.23 0.59 CHARLES SCHWAB 400,290.40 0.98 CITIGROUP INC 356,150.03 0.87 DEERE & COMPANY 209,178.16 0.51 FANNIE MAE 521,086.65 1.28 FEDERAL HOME LOAN BANKS 410,170.85 1.00 FREDDIE MAC 252,194.50 0.62 GENERAL ELECTRIC CO 279,472.22 0.68 GM FINANCIAL AUTO LEASING TRUST 580,272.19 1.42 GM FINANCIAL SECURITIZED TERM 426,457.60 1.04 GOLDMAN SACHS GROUP INC 178,348.99 0.44 HERSHEY COMPANY 199,655.81 0.49 HOME DEPOT INC 383,509.31 0.94 HONDA AUTO RECEIVABLES 302,863.20 0.74 IBM CORP 477,437.75 1.17 INTER-AMERICAN DEVELOPMENT BANK 403,726.00 0.99 INTERNATIONAL FINANCE CORPORATION 732,989.08 1.80 INTL BANK OF RECONSTRUCTION AND DEV 693,957.38 1.70 JP MORGAN CHASE & CO 399,710.80 0.98 MICROSOFT CORP 429,166.00 1.05 MORGAN STANLEY Page 4 For the Month Ending August 31, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 405,564.00 0.99 NATIONAL RURAL UTILITIES CO FINANCE CORP 778,162.00 1.91 NORDEA BANK AB 342,881.73 0.84 PACCAR FINANCIAL CORP 280,827.12 0.69 PEPSICO INC 425,340.00 1.04 PNC FINANCIAL SERVICES GROUP 692,188.20 1.70 ROYAL BANK OF CANADA 399,086.89 0.98 SKANDINAVISKA ENSKILDA BANKEN AB 124,997.00 0.31 STATE STREET CORPORATION 802,117.60 1.96 SWEDBANK AB 403,392.00 0.99 THE BANK OF NEW YORK MELLON CORPORATION 399,673.70 0.98 THE WALT DISNEY CORPORATION 550,826.15 1.35 TOYOTA MOTOR CORP 301,466.70 0.74 UBS AG 303,907.80 0.74 UNILEVER PLC 19,739,721.02 48.35 UNITED STATES TREASURY 331,311.53 0.81 VOLKSWAGEN OF AMERICA 375,720.38 0.92 WAL-MART STORES INC 500,404.61 1.23 WELLS FARGO & COMPANY 742,117.14 1.82 WESTPAC BANKING CORP $40,820,620.47 Total 100.00% Page 5 For the Month Ending August 31, 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 10,089.06 10,143.60 40.66 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 15,010.55 15,079.69 44.94 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 94,469.33 93,806.78 400.14 92,799.41 10/10/1710/05/17AaaAA+ 95,000.00 912828T67 1.85 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 460,177.65 439,629.33 1,637.06 436,464.84 08/03/1808/01/18AaaAA+ 450,000.00 912828N30 2.86 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 818,093.60 777,865.92 2,910.33 772,718.75 11/06/1811/02/18AaaAA+ 800,000.00 912828N30 3.00 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1,227,140.40 1,175,339.18 4,365.49 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 3,246,808.98 3,131,899.53 11,550.36 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 4,448,383.95 4,297,063.85 15,824.90 4,287,298.83 01/10/1901/07/19AaaAA+ 4,350,000.00 912828N30 2.51 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1,107,992.60 1,072,881.77 4,542.01 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 1,536,080.65 1,491,175.44 6,296.88 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 2,014,532.00 1,935,467.96 8,258.20 1,927,421.87 03/06/1903/04/19AaaAA+ 2,000,000.00 912828R69 2.53 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 3,097,342.95 3,052,238.30 12,696.98 3,050,856.45 06/07/1906/03/19AaaAA+ 3,075,000.00 912828R69 1.83 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,663,599.30 1,639,509.78 9,034.65 1,639,107.42 07/03/1907/01/19AaaAA+ 1,650,000.00 912828T91 1.78 77,602.60 19,739,721.02 19,132,101.13 2.36 19,085,722.05 19,445,000.00 Security Type Sub-Total Page 6 For the Month Ending August 31, 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 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 49,882.75 49,957.83 366.40 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 124,706.88 124,894.57 916.00 124,700.00 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 149,648.25 149,873.49 1,099.20 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 50,465.75 49,980.40 629.47 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 50,465.75 49,980.40 629.47 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 302,794.50 299,882.38 3,776.83 299,775.00 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 60,949.50 59,926.85 577.50 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 60,949.50 59,926.85 577.50 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 355,538.75 349,573.27 3,368.75 349,230.00 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 408,751.20 399,398.62 1,161.11 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 Page 7 For the Month Ending August 31, 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 13,102.23 1,614,152.83 1,593,394.66 2.51 1,591,950.00 1,595,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 29,882.60 29,656.97 86.95 29,892.38 04/30/1804/11/18AaaAA+ 29,309.39 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 29,882.60 29,656.97 86.95 29,892.38 04/30/1804/11/18AaaAA+ 29,309.39 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 149,412.96 148,284.82 434.76 149,461.86 04/30/1804/11/18AaaAA+ 146,546.91 3136B1XP4 2.27 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 36,104.99 35,186.64 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 36,104.99 35,186.64 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 165,051.36 160,853.20 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 172,909.51 169,844.62 453.34 169,844.61 12/17/1812/07/18AaaAA+ 169,845.13 3137FKK39 3.11 1,654.26 619,349.01 608,669.86 2.63 611,049.83 605,010.82 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 124,068.25 124,710.13 183.59 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 397,018.40 399,072.42 587.50 397,567.60 07/15/1607/14/16AaaAA+ 400,000.00 3130A8QS5 1.25 771.09 521,086.65 523,782.55 1.25 521,807.48 525,000.00 Security Type Sub-Total Corporate Note GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 252,194.50 253,009.10 2,024.31 289,082.50 03/25/1503/20/15Baa1BBB+ 250,000.00 36962G4J0 2.05 Page 8 For the Month Ending August 31, 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 50,036.30 49,997.54 173.54 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 50,036.30 49,997.54 173.54 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 300,217.80 299,985.23 1,041.25 299,880.00 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 75,020.78 75,025.81 138.85 75,288.00 03/27/1503/24/15A2A- 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 375,103.88 375,227.45 694.27 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,963.85 49,995.08 64.24 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 49,963.85 49,995.08 64.24 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 299,783.10 299,970.48 385.42 299,799.00 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 30,014.16 29,994.60 326.33 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 30,014.16 29,994.60 326.33 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 180,084.96 179,967.57 1,958.00 179,812.80 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 25,001.20 24,998.87 239.69 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 125,006.00 124,994.34 1,198.44 124,967.50 03/06/1703/01/17A2A 125,000.00 25468PDP8 1.96 Page 9 For the Month Ending August 31, 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 CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 200,222.40 200,198.39 2,018.61 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 74,934.30 74,992.62 544.38 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 224,802.90 224,977.85 1,633.13 224,896.50 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 24,956.98 24,996.25 107.50 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 24,956.98 24,996.25 107.50 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 24,966.65 24,992.49 107.50 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 49,933.30 49,984.98 215.00 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 149,741.85 149,977.50 645.00 149,913.00 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 174,766.55 174,947.42 752.50 174,797.00 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 24,979.58 24,995.81 93.44 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 39,998.40 39,988.46 363.83 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 39,998.40 39,988.46 363.83 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 224,991.00 224,935.06 2,046.56 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 25,024.43 24,999.08 153.75 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 Page 10 For the Month Ending August 31, 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 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 25,024.43 24,999.08 153.75 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 50,143.00 49,982.90 300.00 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 50,143.00 49,982.90 300.00 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 100,286.00 99,965.81 600.00 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 150,146.55 149,994.50 922.50 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,279.95 50,317.10 297.50 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 75,144.08 74,954.45 300.83 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 300,576.30 299,817.82 1,203.33 299,565.00 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 25,042.55 24,994.75 44.79 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 25,042.55 24,994.75 44.79 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 75,127.65 74,984.26 134.38 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 302,863.20 299,928.47 574.17 299,853.00 02/06/1802/01/18A2A 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,347.75 24,985.58 334.31 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 Page 11 For the Month Ending August 31, 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 25,347.75 24,985.58 334.31 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 25,347.75 24,943.07 334.31 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 25,347.75 24,943.07 334.31 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 126,738.75 124,927.88 1,671.53 124,861.25 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 177,434.25 174,601.49 2,340.14 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 303,907.80 299,187.20 3,643.75 298,467.00 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 50,866.55 49,989.01 565.42 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 40,118.16 39,996.21 302.22 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 40,118.16 39,996.21 302.22 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 50,424.00 50,379.04 472.22 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 50,424.00 50,379.04 472.22 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 200,590.80 199,981.06 1,511.11 199,960.00 10/10/1710/05/17A1A+ 200,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 302,544.00 302,301.70 2,833.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 Page 12 For the Month Ending August 31, 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 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 25,234.00 25,093.57 240.63 25,194.00 11/03/1711/01/17A2A- 25,000.00 06051GFW4 2.39 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 200,984.20 199,836.74 1,450.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,383.76 19,997.01 191.17 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 20,383.76 19,997.01 191.17 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 25,021.58 24,994.23 158.02 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 25,021.58 24,994.23 158.02 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 101,918.80 99,985.05 955.83 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 150,129.45 149,965.35 948.13 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,478.43 24,990.00 228.19 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 25,478.43 24,990.00 228.19 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 127,392.13 124,950.00 1,140.97 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,999.40 24,966.41 138.13 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 24,999.40 24,966.41 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 Page 13 For the Month Ending August 31, 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 74,998.20 74,899.23 414.38 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 35,777.63 34,999.37 315.97 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 204,443.60 199,996.40 1,805.56 199,994.00 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 35,057.82 35,000.00 339.50 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 35,057.82 35,000.00 339.50 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 200,330.40 200,000.00 1,940.00 200,000.00 09/18/1709/13/17A2A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,949.30 49,889.32 202.43 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 280,221.15 274,391.25 1,113.37 273,787.25 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 15,336.77 15,000.00 151.62 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 15,336.77 15,000.00 151.62 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 76,683.83 75,000.00 758.12 75,000.00 05/17/1805/14/18A2A- 75,000.00 06051GHH5 3.50 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 693,957.38 675,000.00 9,560.87 675,000.00 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 425,340.00 402,561.62 1,477.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 429,166.00 422,442.02 5,252.78 422,916.00 07/23/1907/19/19A3BBB+ 400,000.00 61746BDQ6 2.59 Page 14 For the Month Ending August 31, 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 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 407,025.20 398,065.09 1,706.67 398,016.00 07/15/1907/11/19A2A 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 426,457.60 418,146.10 2,267.22 418,632.00 07/11/1907/08/19A3BBB+ 400,000.00 38141EC23 2.84 72,252.39 10,074,655.68 9,969,753.25 2.45 10,013,870.50 9,925,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 100,408.00 100,000.00 83.11 100,000.00 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 100,408.00 100,000.00 83.11 100,000.00 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 577,346.00 575,000.00 477.89 575,000.00 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 301,466.70 300,000.00 4,374.17 300,000.00 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 30,301.56 29,995.56 220.73 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 50,502.60 49,992.60 367.89 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 303,015.60 299,955.57 2,207.33 299,886.00 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 100,286.10 100,000.00 136.67 100,000.00 08/07/1708/03/17P-1A-1+ 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,286.10 100,000.00 136.67 100,000.00 08/07/1708/03/17P-1A-1+ 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 541,544.94 540,000.00 738.00 540,000.00 08/07/1708/03/17P-1A-1+ 540,000.00 96121T4A3 2.05 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 676,668.51 670,000.00 1,602.98 670,000.00 08/03/1808/01/18P-1A-1 670,000.00 06370REU9 3.23 Page 15 For the Month Ending August 31, 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 100,264.70 100,000.00 681.00 100,000.00 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 100,264.70 100,000.00 681.00 100,000.00 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 601,588.20 600,000.00 4,086.00 600,000.00 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 51,273.20 50,000.00 378.00 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 102,546.40 100,000.00 756.00 100,000.00 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 538,368.60 525,000.00 3,969.00 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 SKANDINAVISKA ENSKILDA BANKEN AB CERT DE DTD 09/03/2019 1.860% 08/26/2022 399,086.89 400,000.00 0.00 400,000.00 09/03/1908/29/19Aa2A+ 400,000.00 83050PDR7 1.83 20,979.55 4,775,626.80 4,739,943.73 2.66 4,739,855.60 4,740,000.00 Security Type Sub-Total Asset-Backed Security BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 305,776.20 299,998.07 308.00 299,997.33 10/17/1810/10/18AaaAAA 300,000.00 05586CAD6 3.36 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 279,472.22 274,973.21 277.29 274,964.97 09/26/1809/18/18AaaAAA 275,000.00 36256GAE9 3.31 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 383,509.31 374,953.73 526.67 374,943.94 11/28/1811/20/18AaaAAA 375,000.00 43815AAC6 3.17 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 331,311.53 324,988.69 322.74 324,986.35 11/21/1811/15/18AaaAAA 325,000.00 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 305,413.59 299,945.66 377.50 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 Page 16 For the Month Ending August 31, 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 07/25/2018 3.130% 06/15/2023 356,935.85 349,962.64 486.89 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 359,215.99 349,997.55 522.67 349,996.78 10/24/1810/17/18NRAAA 350,000.00 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 274,858.60 269,973.83 334.13 269,970.11 01/16/1901/08/19AaaNR 270,000.00 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 800,000.00 799,798.56 0.00 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 3,155.89 3,396,493.29 3,344,591.94 2.88 3,344,540.38 3,345,000.00 Security Type Sub-Total 40,180,010.82 39,908,795.84 2.46 189,518.01 39,912,237.12 40,741,085.28 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 79,535.19 79,535.19 0.00 79,535.19 NRAAAm 79,535.19 79,535.19 79,535.19 0.00 79,535.19 79,535.19 Money Market Sub-Total $40,259,546.01 $39,988,331.03 $189,518.01 $39,991,772.31 $40,820,620.47 2.46% $41,010,138.48 $189,518.01 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 17 For the Month Ending August 31, 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 1.30 (54.54)(413.28) 10,089.06 100.89 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.69 1.30 1.31 (69.14)(258.39) 15,010.55 100.07 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 1.70 1.31 2.12 662.55 1,669.92 94,469.33 99.44 MERRILL 95,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.51 2.12 3.20 20,548.32 23,712.81 460,177.65 102.26 MERRILL 450,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.43 3.20 3.20 40,227.68 45,374.85 818,093.60 102.26 MERRILL 800,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.43 3.20 3.20 51,801.22 56,859.15 1,227,140.40 102.26 MERRILL 1,200,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.43 3.20 3.20 114,909.45 122,162.50 3,246,808.98 102.26 MORGAN_S 3,175,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.43 3.20 3.20 151,320.10 161,085.12 4,448,383.95 102.26 MERRILL 4,350,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.43 3.20 3.61 35,110.83 37,941.82 1,107,992.60 100.73 SOCGEN 1,100,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.43 3.61 3.61 44,905.21 47,775.96 1,536,080.65 100.73 MORGAN_S 1,525,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.43 3.61 3.61 79,064.04 87,110.13 2,014,532.00 100.73 MORGAN_S 2,000,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.43 3.61 3.61 45,104.65 46,486.50 3,097,342.95 100.73 MORGAN_S 3,075,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.43 3.61 4.00 24,089.52 24,491.88 1,663,599.30 100.82 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1.42 4.00 653,998.97 1.43 3.42 607,619.89 19,739,721.02 19,445,000.00 Security Type Sub-Total 3.42 Supra-National Agency Bond / Note 1.01 (75.08) 2.75 49,882.75 99.77 HSBC 50,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.79 1.01 Page 18 For the Month Ending August 31, 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 1.01 (187.69) 6.88 124,706.88 99.77 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.79 1.01 1.01 (225.24) 8.25 149,648.25 99.77 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.79 1.01 1.47 485.35 503.25 50,465.75 100.93 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.01 1.47 1.47 485.35 503.25 50,465.75 100.93 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.01 1.47 1.47 2,912.12 3,019.50 302,794.50 100.93 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.01 1.47 1.59 1,022.65 1,081.50 60,949.50 101.58 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.64 1.59 1.59 1,022.65 1,081.50 60,949.50 101.58 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.64 1.59 1.59 5,965.48 6,308.75 355,538.75 101.58 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.64 1.59 1.84 9,352.58 9,687.20 408,751.20 102.19 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 1.57 1.84 22,202.83 1.75 1.51 20,758.17 1,614,152.83 1,595,000.00 Security Type Sub-Total 1.51 Federal Agency Collateralized Mortgage Obligation 1.06 225.63 (9.78) 29,882.60 101.96 JPM_CHAS 29,309.39 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.51 1.51 Page 19 For the Month Ending August 31, 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 Collateralized Mortgage Obligation 1.06 225.63 (9.78) 29,882.60 101.96 JPM_CHAS 29,309.39 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.51 1.51 1.06 1,128.14 (48.90) 149,412.96 101.96 JPM_CHAS 146,546.91 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.51 1.51 1.52 918.35 806.94 36,104.99 103.16 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 0.90 2.66 1.52 918.35 806.94 36,104.99 103.16 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 0.90 2.66 1.52 4,198.16 3,688.86 165,051.36 103.16 CITIGRP 160,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 0.90 2.66 1.95 3,064.89 3,064.90 172,909.51 101.80 CSFB 169,845.13 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.18 1.60 8,299.18 1.46 1.48 10,679.15 619,349.01 605,010.82 Security Type Sub-Total 1.98 Federal Agency Bond / Note 1.84 (641.88)(171.63) 124,068.25 99.25 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.53 1.84 1.84 (2,054.02)(549.20) 397,018.40 99.25 TD SEC U 400,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.53 1.84 (720.83) 1.53 1.84 (2,695.90) 521,086.65 525,000.00 Security Type Sub-Total 1.84 Corporate Note 0.35 (814.60)(36,888.00) 252,194.50 100.88 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.94 0.35 0.28 38.76 56.30 50,036.30 100.07 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.22 0.29 0.28 38.76 56.30 50,036.30 100.07 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.22 0.29 0.28 232.57 337.80 300,217.80 100.07 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.22 0.29 0.41 (5.03)(267.22) 75,020.78 100.03 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.08 0.41 Page 20 For the Month Ending August 31, 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 0.41 (123.57)(2,517.37) 375,103.88 100.03 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.08 0.41 0.43 (31.23)(2.65) 49,963.85 99.93 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.00 0.43 0.43 (31.23)(2.65) 49,963.85 99.93 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.00 0.43 0.43 (187.38)(15.90) 299,783.10 99.93 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.00 0.43 0.41 19.56 45.36 30,014.16 100.05 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.11 0.43 0.41 19.56 45.36 30,014.16 100.05 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.11 0.43 0.41 117.39 272.16 180,084.96 100.05 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.11 0.43 0.50 2.33 7.70 25,001.20 100.00 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.94 0.50 0.50 11.66 38.50 125,006.00 100.00 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.94 0.50 0.52 24.01 (1,553.60) 200,222.40 100.11 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.94 0.52 0.62 (58.32)(31.20) 74,934.30 99.91 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.09 0.62 0.62 (174.95)(93.60) 224,802.90 99.91 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.09 0.62 0.75 (39.27)(28.52) 24,956.98 99.83 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.03 0.75 0.75 (39.27)(28.52) 24,956.98 99.83 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.03 0.75 0.75 (25.84)(4.35) 24,966.65 99.87 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.98 0.75 Page 21 For the Month Ending August 31, 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 0.75 (51.68)(8.70) 49,933.30 99.87 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.98 0.75 0.75 (235.65)(171.15) 149,741.85 99.83 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.03 0.75 0.75 (180.87)(30.45) 174,766.55 99.87 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.98 0.75 0.80 (16.23)(5.17) 24,979.58 99.92 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.05 0.80 0.99 9.94 32.00 39,998.40 100.00 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 1.85 0.99 0.99 9.94 32.00 39,998.40 100.00 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 1.85 0.99 0.99 55.94 180.00 224,991.00 100.00 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 1.85 0.99 1.17 25.35 26.68 25,024.43 100.10 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 1.97 1.17 1.17 25.35 26.68 25,024.43 100.10 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 1.97 1.17 1.17 160.10 185.00 50,143.00 100.29 JPM_CHAS 50,000.00 037833DJ6APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 1.76 1.17 1.17 160.10 185.00 50,143.00 100.29 JPM_CHAS 50,000.00 037833DJ6APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 1.76 1.17 1.17 320.19 370.00 100,286.00 100.29 JPM_CHAS 100,000.00 037833DJ6APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 1.76 1.17 1.17 152.05 160.05 150,146.55 100.10 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 1.97 1.17 1.24 (37.15)(828.05) 50,279.95 100.56 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.10 1.24 1.26 189.63 252.83 75,144.08 100.19 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.75 1.26 1.26 758.48 1,011.30 300,576.30 100.19 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.75 1.26 Page 22 For the Month Ending August 31, 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 1.31 47.80 54.05 25,042.55 100.17 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.03 1.34 1.31 47.80 54.05 25,042.55 100.17 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.03 1.34 1.31 143.39 162.15 75,127.65 100.17 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.03 1.34 1.39 2,934.73 3,010.20 302,863.20 100.95 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 1.97 1.39 1.48 362.17 375.50 25,347.75 101.39 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 1.98 1.48 1.48 362.17 375.50 25,347.75 101.39 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 1.98 1.48 1.48 404.68 453.50 25,347.75 101.39 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 1.98 1.48 1.48 404.68 453.50 25,347.75 101.39 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 1.98 1.48 1.48 1,810.87 1,877.50 126,738.75 101.39 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 1.98 1.48 1.48 2,832.76 3,174.50 177,434.25 101.39 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 1.98 1.48 1.50 4,720.60 5,440.80 303,907.80 101.30 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 1.90 1.50 1.56 877.54 886.55 50,866.55 101.73 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 1.86 1.56 1.50 121.95 126.16 40,118.16 100.30 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 1.81 1.52 1.50 121.95 126.16 40,118.16 100.30 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 1.81 1.52 1.49 44.96 (725.00) 50,424.00 100.85 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 1.97 1.51 Page 23 For the Month Ending August 31, 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 1.49 44.96 (725.00) 50,424.00 100.85 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 1.97 1.51 1.50 609.74 630.80 200,590.80 100.30 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 1.81 1.52 1.49 242.30 (4,434.00) 302,544.00 100.85 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 1.97 1.51 1.58 140.43 40.00 25,234.00 100.94 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.04 1.58 1.55 1,147.46 1,448.20 200,984.20 100.49 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 1.95 1.57 1.63 386.75 388.96 20,383.76 101.92 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 1.94 1.63 1.63 386.75 388.96 20,383.76 101.92 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 1.94 1.63 1.56 27.35 38.08 25,021.58 100.09 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.00 1.59 1.56 27.35 38.08 25,021.58 100.09 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.00 1.59 1.63 1,933.75 1,944.80 101,918.80 101.92 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 1.94 1.63 1.56 164.10 228.45 150,129.45 100.09 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.00 1.59 1.64 488.43 495.68 25,478.43 101.91 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 1.95 1.64 1.64 488.43 495.68 25,478.43 101.91 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 1.95 1.64 1.64 2,442.13 2,478.38 127,392.13 101.91 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 1.95 1.64 Page 24 For the Month Ending August 31, 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 1.67 32.99 93.90 24,999.40 100.00 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.95 1.67 1.67 32.99 93.90 24,999.40 100.00 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.95 1.67 1.67 98.97 281.70 74,998.20 100.00 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.95 1.67 1.66 778.26 778.68 35,777.63 102.22 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 1.93 1.66 1.66 4,447.20 4,449.60 204,443.60 102.22 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 1.93 1.66 1.05 57.82 57.82 35,057.82 100.17 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.25 1.07 1.05 57.82 57.82 35,057.82 100.17 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.25 1.07 1.05 330.40 330.40 200,330.40 100.17 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.25 1.07 2.26 1,059.98 1,169.80 50,949.30 101.90 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 1.82 2.26 2.26 5,829.90 6,433.90 280,221.15 101.90 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 1.82 2.26 2.55 336.77 336.77 15,336.77 102.25 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.63 2.55 2.55 336.77 336.77 15,336.77 102.25 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.63 2.55 2.55 1,683.83 1,683.83 76,683.83 102.25 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.63 2.55 3.33 18,957.38 18,957.38 693,957.38 102.81 JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 2.38 3.33 4.07 22,778.38 22,492.00 425,340.00 106.34 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 1.99 4.07 4.23 6,723.98 6,250.00 429,166.00 107.29 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 2.22 4.23 4.52 8,960.11 9,009.20 407,025.20 101.76 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 2.02 4.52 Page 25 For the Month Ending August 31, 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 4.41 8,311.50 7,825.60 426,457.60 106.61 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 2.40 4.41 60,785.18 2.06 1.80 104,902.43 10,074,655.68 9,925,000.00 Security Type Sub-Total 1.80 Certificate of Deposit 0.47 408.00 408.00 100,408.00 100.41 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 1.83 0.47 0.47 408.00 408.00 100,408.00 100.41 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 1.83 0.47 0.47 2,346.00 2,346.00 577,346.00 100.41 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 1.83 0.47 0.50 1,466.70 1,466.70 301,466.70 100.49 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 1.94 0.50 0.75 306.00 312.96 30,301.56 101.01 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 1.74 0.75 0.75 510.00 521.60 50,502.60 101.01 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 1.74 0.75 0.75 3,060.03 3,129.60 303,015.60 101.01 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 1.74 0.75 0.92 286.10 286.10 100,286.10 100.29 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.66 0.92 0.92 286.10 286.10 100,286.10 100.29 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.66 0.92 0.92 1,544.94 1,544.94 541,544.94 100.29 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.66 0.92 0.92 6,668.51 6,668.51 676,668.51 101.00 BMO 670,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 2.10 0.92 1.18 264.70 264.70 100,264.70 100.26 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.08 1.18 1.18 264.70 264.70 100,264.70 100.26 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.08 1.18 Page 26 For the Month Ending August 31, 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 1.18 1,588.20 1,588.20 601,588.20 100.26 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.08 1.18 1.71 1,273.20 1,273.20 51,273.20 102.55 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 1.77 1.71 1.71 2,546.40 2,546.40 102,546.40 102.55 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 1.77 1.71 1.71 13,368.60 13,368.60 538,368.60 102.55 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 1.77 1.71 2.96 (913.11)(913.11) 399,086.89 99.77 BARCLAYS 400,000.00 83050PDR7SKANDINAVISKA ENSKILDA BANKEN AB CERT DE DTD 09/03/2019 1.860% 08/26/2022 1.90 2.96 35,771.20 1.88 1.13 35,683.07 4,775,626.80 4,740,000.00 Security Type Sub-Total 1.13 Asset-Backed Security 1.29 5,778.13 5,778.87 305,776.20 101.93 SOCGEN 300,000.00 05586CAD6BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 1.88 1.42 1.45 4,499.01 4,507.25 279,472.22 101.63 RBC 275,000.00 36256GAE9GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 2.19 1.22 1.69 8,555.58 8,565.37 383,509.31 102.27 JPM_CHAS 375,000.00 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 1.82 1.61 1.82 6,322.84 6,325.18 331,311.53 101.94 CITIGRP 325,000.00 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.19 1.48 1.85 5,467.93 5,483.55 305,413.59 101.80 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.05 1.42 1.89 6,973.21 6,983.55 356,935.85 101.98 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.09 1.44 2.01 9,218.44 9,219.21 359,215.99 102.63 MERRILL 350,000.00 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.06 1.67 2.09 4,884.77 4,888.49 274,858.60 101.80 RBC 270,000.00 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.11 1.53 Page 27 For the Month Ending August 31, 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 Asset-Backed Security 2.50 201.44 201.44 800,000.00 100.00 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.72 2.85 51,952.91 1.97 1.94 51,901.35 3,396,493.29 3,345,000.00 Security Type Sub-Total 1.81 40,180,010.82 40,741,085.28 832,289.44 828,848.16 2.50 1.70 Managed Account Sub-Total 2.50 Money Market Mutual Fund 0.00 0.00 0.00 79,535.19 1.00 79,535.19 CAMP Pool 0.00 79,535.19 79,535.19 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $41,010,138.48 $189,518.01 $40,820,620.47 Accrued Interest Securities Sub-Total $40,259,546.01 $832,289.44 $828,848.16 2.50 1.70% 2.50 Bolded items are forward settling trades. Page 28 For the Month Ending August 31, 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 09/05/19 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 14041NFU0 (799,798.56) 0.00 (799,798.56) 800,000.00 08/28/19 09/03/19 SKANDINAVISKA ENSKILDA BANKEN AB CERT DE DTD 09/03/2019 1.860% 08/26/2022 83050PDR7 (400,000.00) 0.00 (400,000.00) 400,000.00 08/29/19 0.00 (1,199,798.56)(1,199,798.56) 1,200,000.00 Transaction Type Sub-Total INTEREST 08/01/19 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 0.00 268.75 268.75 25,000.00 08/01/19 08/01/19 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 0.00 268.75 268.75 25,000.00 08/01/19 08/01/19 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 0.00 806.25 806.25 75,000.00 08/01/19 08/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 411.99 411.99 160,000.00 08/01/19 08/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 08/01/19 08/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 441.54 441.54 147,583.91 08/01/19 08/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 08/01/19 08/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 88.31 88.31 29,516.78 08/01/19 08/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 454.08 454.08 170,120.26 08/01/19 08/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 88.31 88.31 29,516.78 08/01/19 Page 29 For the Month Ending August 31, 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 08/05/19 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 06370REU9 0.00 21,788.59 21,788.59 670,000.00 08/05/19 08/05/19 IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 44932HAG8 0.00 3,975.00 3,975.00 300,000.00 08/05/19 08/06/19 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 2,775.00 2,775.00 300,000.00 08/06/19 08/06/19 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 462.50 462.50 50,000.00 08/06/19 08/06/19 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 462.50 462.50 50,000.00 08/06/19 08/07/19 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 0.00 5,535.00 5,535.00 540,000.00 08/07/19 08/07/19 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 0.00 1,025.00 1,025.00 100,000.00 08/07/19 08/07/19 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 0.00 1,025.00 1,025.00 100,000.00 08/07/19 08/15/19 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 912.92 912.92 350,000.00 08/15/19 08/15/19 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 987.50 987.50 375,000.00 08/15/19 08/15/19 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 980.00 980.00 350,000.00 08/15/19 08/16/19 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 668.25 668.25 270,000.00 08/16/19 08/16/19 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 755.00 755.00 300,000.00 08/16/19 08/17/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 875.00 875.00 140,000.00 08/17/19 08/17/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 2,875.00 2,875.00 460,000.00 08/17/19 08/17/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 500.00 500.00 80,000.00 08/17/19 Page 30 For the Month Ending August 31, 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 08/17/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 156.25 156.25 25,000.00 08/17/19 08/20/19 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 0.00 7,820.00 7,820.00 575,000.00 08/20/19 08/20/19 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 36256GAE9 0.00 756.25 756.25 275,000.00 08/20/19 08/20/19 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 0.00 1,360.00 1,360.00 100,000.00 08/20/19 08/20/19 BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 05586CAD6 0.00 840.00 840.00 300,000.00 08/20/19 08/20/19 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 0.00 1,360.00 1,360.00 100,000.00 08/20/19 08/20/19 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 880.21 880.21 325,000.00 08/20/19 61,783.21 61,783.21 0.00 6,866,737.73 Transaction Type Sub-Total PAYDOWNS 08/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 207.39 0.00 207.39 (4.13) 0.00 207.39 08/01/19 08/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 275.13 0.00 275.13 0.00 0.00 275.13 08/01/19 08/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 207.39 0.00 207.39 (4.13) 0.00 207.39 08/01/19 08/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,037.00 0.00 1,037.00 (20.63) 0.00 1,037.00 08/01/19 0.00 0.00 (28.89) 1,726.91 1,726.91 1,726.91 Transaction Type Sub-Total SELL 09/05/19 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 49,837.89 239.13 50,077.02 835.94 236.11 FIFO 50,000.00 08/28/19 Page 31 For the Month Ending August 31, 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 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 79,550.40 50.00 79,600.40 (125.60)(320.54)FIFO 80,000.00 08/28/19 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 457,414.80 287.50 457,702.30 (722.20)(1,843.08)FIFO 460,000.00 08/28/19 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 139,213.20 87.50 139,300.70 (307.86)(596.05)FIFO 140,000.00 08/28/19 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 24,859.50 15.63 24,875.13 (54.98)(106.44)FIFO 25,000.00 08/28/19 09/03/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 233,751.56 1,005.78 234,757.34 4,195.12 1,695.95 FIFO 235,000.00 08/29/19 09/03/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 129,309.38 556.39 129,865.77 2,320.71 938.19 FIFO 130,000.00 08/29/19 09/03/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 34,814.06 149.79 34,963.85 624.80 252.59 FIFO 35,000.00 08/29/19 2,391.72 256.73 6,765.93 1,151,142.51 1,148,750.79 1,155,000.00 Transaction Type Sub-Total (49,320.86) 64,174.93 14,854.07 6,737.04 256.73 Managed Account Sub-Total Total Security Transactions $6,737.04 $14,854.07 $64,174.93 ($49,320.86)$256.73 Bolded items are forward settling trades. Page 32 For the Month Ending August 31, 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 19,216.57 Opening Balance 08/01/19 08/01/19 Purchase - Interest 05531FAZ6 1.00 268.75 19,485.32 08/01/19 08/01/19 Purchase - Interest 05531FAZ6 1.00 268.75 19,754.07 08/01/19 08/01/19 Purchase - Interest 05531FAZ6 1.00 806.25 20,560.32 08/05/19 08/05/19 Purchase - Interest 06370REU9 1.00 21,788.59 42,348.91 08/05/19 08/05/19 Purchase - Interest 44932HAG8 1.00 3,975.00 46,323.91 08/06/19 08/06/19 Purchase - Interest 594918BV5 1.00 462.50 46,786.41 08/06/19 08/06/19 Purchase - Interest 594918BV5 1.00 462.50 47,248.91 08/06/19 08/06/19 Purchase - Interest 594918BV5 1.00 2,775.00 50,023.91 08/07/19 08/07/19 Purchase - Interest 96121T4A3 1.00 5,535.00 55,558.91 08/07/19 08/07/19 Purchase - Interest 96121T4A3 1.00 1,025.00 56,583.91 08/07/19 08/07/19 Purchase - Interest 96121T4A3 1.00 1,025.00 57,608.91 08/15/19 08/15/19 Purchase - Interest 14313FAD1 1.00 912.92 58,521.83 08/15/19 08/15/19 Purchase - Interest 14315EAC4 1.00 980.00 59,501.83 08/15/19 08/15/19 Purchase - Interest 43815AAC6 1.00 987.50 60,489.33 08/16/19 08/16/19 Purchase - Interest 36255JAD6 1.00 755.00 61,244.33 08/16/19 08/16/19 Purchase - Interest 36256XAD4 1.00 668.25 61,912.58 08/19/19 08/19/19 Purchase - Interest 3135G0N82 1.00 500.00 62,412.58 08/19/19 08/19/19 Purchase - Interest 3135G0N82 1.00 875.00 63,287.58 08/19/19 08/19/19 Purchase - Interest 3135G0N82 1.00 156.25 63,443.83 08/19/19 08/19/19 Purchase - Interest 3135G0N82 1.00 2,875.00 66,318.83 08/20/19 08/20/19 Purchase - Interest 65590ASN7 1.00 7,820.00 74,138.83 Page 33 For the Month Ending August 31, 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 08/20/19 08/20/19 Purchase - Interest 65590ASN7 1.00 1,360.00 75,498.83 08/20/19 08/20/19 Purchase - Interest 65590ASN7 1.00 1,360.00 76,858.83 08/20/19 08/20/19 Purchase - Interest 05586CAD6 1.00 840.00 77,698.83 08/20/19 08/20/19 Purchase - Interest 36256GAE9 1.00 756.25 78,455.08 08/20/19 08/20/19 Purchase - Interest 92869BAD4 1.00 880.21 79,335.29 08/23/19 08/23/19 IP Fees July 2019 1.00 (3,139.42) 76,195.87 08/23/19 08/23/19 U.S. Bank Fees June 2019 1.00 (170.27) 76,025.60 08/26/19 08/26/19 Purchase - Interest 3136B1XP4 1.00 441.54 76,467.14 08/26/19 08/26/19 Purchase - Interest 3136B1XP4 1.00 88.31 76,555.45 08/26/19 08/26/19 Purchase - Interest 3136B1XP4 1.00 88.31 76,643.76 08/26/19 08/26/19 Purchase - Interest 3137BM6P6 1.00 411.99 77,055.75 08/26/19 08/26/19 Purchase - Interest 3137BM6P6 1.00 90.13 77,145.88 08/26/19 08/26/19 Purchase - Interest 3137BM6P6 1.00 90.13 77,236.01 08/26/19 08/26/19 Purchase - Interest 3137FKK39 1.00 454.08 77,690.09 08/26/19 08/26/19 Purchase - Principal 3137FKK39 1.00 275.13 77,965.22 08/26/19 08/26/19 Purchase - Principal 3136B1XP4 1.00 1,037.00 79,002.22 08/26/19 08/26/19 Purchase - Principal 3136B1XP4 1.00 207.39 79,209.61 08/26/19 08/26/19 Purchase - Principal 3136B1XP4 1.00 207.39 79,417.00 08/30/19 09/03/19 Accrual Income Div Reinvestment - Distributions 1.00 118.19 79,535.19 Page 34 For the Month Ending August 31, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 79,535.19 79,535.19 79,535.19 61,123.46 2,034.07 0.00 (19,646,448.39) 19,675,180.85 50,802.73 118.19 79,535.19 0.00 (3,309.69) 63,628.31 19,216.57 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 August January-August 2.28% Page 35