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Item No. 03 Investment Report September 2018
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-871 Agenda Date: 11/13/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 3) Page 1 City of Lake Elsinore Printed on 11/8/2018 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant City Manager Date:November 13, 2018 Subject:Investment Report for September 2018 Recommendation Receive and file the Investment Report for September 2018. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for September 2018 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,136,658$ 165,536$ (724,245)$ 2,577,950$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 3,136,658 165,536 (724,245) 2,579,250 INVESTMENTS Local Agency Investment Fund 19,574,098 - - 19,574,098 CAMP Investments: CAMP Pool Account 5,449 - - 5,449 U.S. Treasury Bond / Note 16,655,622 - - 16,655,622 Supra-National Agency Bond / Note 3,097,685 - - 3,097,685 Municipal Bond / Note 225,632 - - 225,632 Federal Agency Collateralized Mortgage Obligation 580,537 - - 580,537 Federal Agency Bond / Note 1,547,080 - - 1,547,080 Corporate Notes 10,125,584 - - 10,125,584 Negotiable Certificate of Deposit 6,109,095 - - 6,109,095 Asset-Backed Security / Collaterized Mortgage 924,847 - - 924,847 Sub-total Investments 58,845,628 - - 58,845,628 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 (832,804) - - (832,804) Total Investments 58,012,824 - - 58,012,824 Total Pooled Cash and Investments 61,149,482$ 165,536$ (724,245)$ 60,592,074$ TOTAL POOLED CASH AND INVESTMENTS 60,592,074$ I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 12, 2018. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures. Jason P. Simpson October 30, 2018 Assistant City Manager Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF SEPTEMBER 30, 2018 FUND NO FUND NAME AMOUNT 100 General 10,049,307$ 106 Affordable Housing In Lieu 1,454,481 107 Developer Agreement Revenue 122,569 110 State Gas Tax 965,590 112 Measure A 1,740,993 114 SB1186 CASP Education Program 9,986 115 Traffic Safety 22,296 116 City Hall-Public Works DIF 571,884 117 Community Center DIF 6,540 118 Lake Side Facility DIF 9,348 119 Animal Shelter DIF 4,013 121 T.R.I.P.-2014A 138 135 Lighting & Landscape Maintenance - Dist. No. 1 985,724 140 Geothermal 20,063 203 E.L.S.P. - S.T.I.F.1,667,004 205 Traffic Impact Fee 4,229,835 211 Storm Drain C.I.P. 326,560 220 Street Lighting C.I.P.101,413 221 Quimby Park C.I.P.57,550 231 Library C.I.P. 1,805,669 232 City Fire Protection 12,876 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 607,627 305 Information Systems Service 338,009 310 Support Service 5,913 320 Facilities Service 558,302 331 CFD 2006-1CC Summerly Improvement Area CC 20,406 332 CFD 2006-1 Improvement Area B, Summerly 28,576 334 CFD 2015-5 Trieste - Far West Industries 34,996 335 CFD 2003-2E Canyon Hills Improvement Area E 8,607 336 CFD 2006-1FF Summerly Improvement Area FF 25,528 340 CFD 2006-1 IA-EE Summerly Improvement Area 9,439 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,064,309 346 CFD 2014-1 Southshore 63,591 347 CFD 2006-1 Improvement Area A, Summerly 41,100 350 CFD 98-1 Summerhill 737,307 351 CFD 2006-1 IA-II Summerly Improvement 35,000 354 CFD 90-2 Tuscany Hills 1,384,914 357 CFD 2003-2 Canyon Hills Improvement Area 144,345 366 CFD 2005-6 City Center Townhomes 115,926 368 CFD 2006-2 Viscaya 336,177 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 SEPTEMBER 30, 2018 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF SEPTEMBER 30, 2018 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 230,893 371 CFD 2005-1 Serenity 115,631 372 CFD 2005-2 Alberhill Ranch Improvement Area 160,079 374 CFD 2005-4 Lakeview Villas 59,212 375 CFD 2006-4 Clurman 16,616 376 CFD 2006-3 La Strada 35 377 CFD 2006-6 Tessara 10,017 378 CFD 2006-8 Running Deer Estates 8,530 384 CFD 2003-2 Area B Canyon Hills Improvement Area 109,297 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 604,576 386 CFD 2007-4 Mekenna Court 17,017 387 CFD 2007-5 Red Kite 47,360 388 CFD 2007-6 Holiday Inn Express 9,385 390 CFD 2003-2 Area C Canyon Hills Improvement Area 107,134 392 CFD 95-1 City Center 54,912 393 AD 93-1 Cottonwood Hills 97,476 394 CFD 2005-5 (2012A) Wasson Canyon 175,575 395 CFD 2018-1 Wasson Canyon II Improvement Area 10,354 396 CFD 2018-2 Nichols Ranch Improvement Area 76,005 397 CFD 2018-3 Village at Lakeshore 76,000 500 Capital Improvement Plan 13,125,905 510 Successor To RDA Area I, II, & III 4,340,936 540 Successor To RDA Diamond Stadium 5,635 603 Endowment Trust - Carl Graves 1,020,556 604 Endowment Trust - Korn Memorial 31,436 605 Public Improvement Trust 49,089 606 Mobile Source Air Polution Reduction 236,089 608 Trust Deposit & Pre Paid Expense 2,645,009 617 Successor Agency Housing 5,791,999 620 Cost Recovery System 1,176,336 631 Lake Destratification Equipment Replacement 332,818 Total Pooled Cash & Investments 60,592,074$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 28.30%Unlimited Current Balance 16,655,622$ Supra-National Agency Bond / Note 5.26%30% Current Balance 3,097,685$ Municipal Bond / Note 0.38%Unlimited Current Balance 225,632$ Federal Agency Collaterized Mortgage Obligation 0.99%40.00% Current Balance 580,537$ Federal Agency Bond / Note 2.63%*Unlimited Current Balance 1,547,080$ Negotiable Certificates of Deposit 10.38%25.00% Current Balance 6,109,095$ Corporate Note 17.21%30.00% Current Balance 10,125,584$ Asset-Backed Security / Collaterized Mortgage 20% Current Balance 2%924,847$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)33.26%*$65 Million Current Balance 19,574,098$ CAMP - Pooled Sweep Account 0.01%Unlimited Current Balance 5,449$ TOTAL 100.00%58,845,628$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. FOR THE MONTH ENDING SEPTEMBER 30, 2018 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 2.063%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:25,374,098$ (5,800,000)$ 19,574,098$ 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 SEPTEMBER 30, 2018 JOHN CHIANG TREASURER STATE OF CALIFORNIA 09/24/18 2.08 2.00 189 09/25/18 2.08 2.00 188 09/26/18 2.09 2.00 190 09/27/18 2.09 2.00 192 09/28/18 2.09 2.00 193 09/29/18 2.09 2.00 193 09/30/18 2.09 2.00 193 10/01/18 2.11 2.11 205 10/02/18 2.11 2.11 205 10/03/18 2.12 2.11 206 10/04/18 2.12 2.12 206 10/05/18 2.12 2.12 205 10/06/18 2.12 2.12 205 Sept 2018 2.063 10/07/18 2.12 2.12 205 Aug 2018 1.998 10/08/18 2.12 2.12 202 July 2018 1.944 10/09/18 2.12 2.12 202 10/10/18 2.13 2.12 202 10/11/18 2.14 2.12 203 10/12/18 2.14 2.12 202 10/13/18 2.14 2.12 202 10/14/18 2.14 2.13 202 10/15/18 2.14 2.13 200 10/16/18 2.15 2.13 198 10/17/18 2.15 2.13 198 10/18/18 2.16 2.13 197 10/19/18 2.16 2.13 197 10/20/18 2.16 2.13 197 10/21/18 2.16 2.13 197 10/22/18 2.16 2.14 199 10/23/18 2.16 2.14 200 10/24/18 2.16 2.14 202 10/24/2018 0.00005909460836489 0.997832404 Earnings Ratio: Fair Value Factor: Daily:2.09% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:2.16% Quarter Ending 09/30/18 Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 2.00% *Daily yield does not reflect capital gains or losses 193 Percentages may not total 100%, due to rounding. Treasuries 49.98% Agencies 17.11% Certificates of Deposit/Bank Notes 19.05% Time Deposits 5.69% Commercial Paper 7.24% Loans 0.90% Pooled Money Investment Account Portfolio Composition 09/30/18 $88.3 billion CAMP Investment Portfolio For the Month Ending September 30, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 179,933.93 1,068,011.29 (1,242,496.51) 0.00 $5,448.71 CAMP Pool Unsettled Trades 0.00 170.80 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 38,408,911.81 1,233,011.85 (1,016,455.22) (123,799.62) $38,501,668.82 CAMP Managed Account Unsettled Trades 0.00 39,574.91 Cash Dividends and Income September 30, 2018 August 31, 2018 Asset Summary CAMP Pool 5,448.71 179,933.93 CAMP Managed Account 38,501,668.82 38,408,911.81 $38,507,117.53 $38,588,845.74 Total Asset Allocation 0.01% CAMP Pool 99.99% CAMP Managed Account Page 1 For the Month Ending September 30, 2018Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $179,933.93 1,068,011.29 (1,242,496.51) $5,448.71 170.80 $38,408,911.81 (23,182.13) (993,273.09) 1,233,011.85 0.00 (123,799.62) $38,501,668.82 $38,588,845.74 $38,507,117.53 47,290.83 (1,015.63) (6,700.29) $39,574.91 0.00 996,988.84 43,575.08 23,182.13 (1,234,027.48) 170,281.43 0.00 Managed Account Total 39,209,994.25 39,215,442.96 204,015.22 996,988.84 23,182.13 43,575.08 (1,234,027.48) (38,998,718.40) (181,504.77) 0.00 204,015.22 2,239,485.35 23,182.13 43,575.08 (2,302,038.77) (39,178,652.33) (181,504.77) 170.80 Total Accrual Basis Earnings $63,504.87 $63,675.67 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending September 30, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 16,800,000.00 16,242,006.20 42.18 Supra-National Agency Bond / Note 3,095,000.00 3,044,620.78 7.91 Municipal Bond / Note 225,000.00 223,812.00 0.58 Federal Agency Collateralized Mortgage Obligation 572,537.09 573,973.64 1.49 Federal Agency Bond / Note 1,555,000.00 1,483,956.48 3.85 Corporate Note 10,055,000.00 9,930,432.83 25.79 Certificate of Deposit 6,110,000.00 6,078,621.35 15.79 Asset-Backed Security / Collateralized Mortgage Obligation 925,000.00 924,245.54 2.40 Managed Account Sub-Total 39,337,537.09 38,501,668.82 99.99% Accrued Interest 204,015.22 Total Portfolio 39,337,537.09 38,705,684.04 CAMP Pool 5,448.71 5,448.71 0.01 Total Investments 39,342,985.80 38,711,132.75 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 2.40% ABS / CMO 15.79% Cert of Deposit 25.79% Corporate Note 1.49% Fed Agency CMO 3.85% Fed Agy Bond / Note 0.01% Mny Mkt Fund 0.58% Muni Bond / Note 7.91% Supra-National Agency Bond / Note 42.18% US TSY Bond / Note Page 3 For the Month Ending September 30, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 2.11% 5.67% 20.41% 44.91% 24.08% 2.82% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.35 924 2.18% 2.95% Page 4 For the Month Ending September 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 6.85% A 9.15% A+ 5.99% A- 4.58% A-1 0.95% AA 48.55% AA+ 9.11% AA- 11.33% AAA 0.01% AAAm 3.48% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 432,261.80 1.12 AMERICAN EXPRESS CO 373,262.63 0.97 AMERICAN HONDA FINANCE 392,881.20 1.02 APPLE INC 393,696.37 1.02 BANK OF AMERICA CO 669,140.39 1.74 BANK OF MONTREAL 775,441.46 2.01 BANK OF NOVA SCOTIA 315,745.55 0.82 BB&T CORPORATION 203,584.40 0.53 BURLINGTON NORTHERN SANTA FE 5,448.71 0.01 CAMP Pool 574,439.38 1.49 CANADIAN IMPERIAL BANK OF COMMERCE 349,995.59 0.91 CARMAX AUTO OWNER TRUST 297,604.97 0.77 CATERPILLAR INC 235,029.14 0.61 CHARLES SCHWAB 550,744.47 1.43 CITIGROUP INC 343,002.33 0.89 DEERE & COMPANY 1,018,175.18 2.65 FANNIE MAE 810,515.80 2.11 FEDERAL HOME LOAN BANKS 229,239.14 0.60 FREDDIE MAC 257,222.75 0.67 GENERAL ELECTRIC CO 274,823.73 0.71 GM FINANCIAL AUTO LEASING TRUST 299,426.22 0.78 GM FINANCIAL SECURITIZED TERM 398,487.60 1.03 GOLDMAN SACHS GROUP INC 174,933.34 0.45 HERSHEY COMPANY 196,803.01 0.51 HOME DEPOT INC 296,619.90 0.77 IBM CORP 1,252,630.05 3.26 INTER-AMERICAN DEVELOPMENT BANK 396,384.00 1.03 INTERNATIONAL FINANCE CORPORATION 1,395,606.73 3.63 INTL BANK OF RECONSTRUCTION AND DEV 669,934.13 1.74 JP MORGAN CHASE & CO 395,148.00 1.03 MICROSOFT CORP 390,822.40 1.01 MORGAN STANLEY 397,216.00 1.03 NATIONAL RURAL UTILITIES CO FINANCE CORP Page 5 For the Month Ending September 30, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 771,798.48 2.00 NORDEA BANK AB 334,652.54 0.87 PACCAR FINANCIAL CORP 272,523.44 0.71 PEPSICO INC 678,634.20 1.76 ROYAL BANK OF CANADA 794,816.00 2.07 SKANDINAVISKA ENSKILDA BANKEN AB 223,812.00 0.58 STATE OF CONNECTICUT 120,939.25 0.31 STATE STREET CORPORATION 784,255.20 2.04 SWEDBANK AB 392,752.40 1.02 THE BANK OF NEW YORK MELLON CORPORATION 393,232.12 1.02 THE WALT DISNEY CORPORATION 543,319.45 1.41 TOYOTA MOTOR CORP 300,718.20 0.78 UBS AG 297,109.20 0.77 UNILEVER PLC 16,242,006.20 42.19 UNITED STATES TREASURY 367,018.13 0.95 WAL-MART STORES INC 493,886.31 1.28 WELLS FARGO & COMPANY 729,378.04 1.89 WESTPAC BANKING CORP $38,507,117.53 Total 100.00% Page 6 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 9,780.86 10,082.80 73.23 10,185.16 02/03/1602/01/16AaaAA+ 10,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 24,557.63 25,331.67 168.03 25,713.86 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 98,230.50 101,326.68 672.13 102,855.47 03/04/1603/02/16AaaAA+ 100,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 9,897.27 10,241.47 60.02 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 14,643.75 15,133.96 66.34 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 24,499.03 25,641.81 42.82 26,222.66 07/08/1607/06/16AaaAA+ 25,000.00 912828B90 0.92 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 146,994.15 153,850.88 256.91 157,335.94 07/08/1607/06/16AaaAA+ 150,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 52,879.48 55,372.05 1.89 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 110,566.18 115,777.93 3.95 116,464.45 06/29/1606/27/16AaaAA+ 115,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 67,418.75 69,156.62 402.79 68,610.94 01/05/1701/03/17AaaAA+ 70,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 216,703.13 222,223.43 1,294.67 220,508.79 02/03/1702/01/17AaaAA+ 225,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 76,937.52 78,664.16 369.67 77,921.87 03/17/1703/15/17AaaAA+ 80,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 97,765.60 102,044.00 672.13 103,593.75 09/02/1609/01/16AaaAA+ 100,000.00 912828WN6 1.22 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 171,089.80 178,577.00 1,176.23 181,289.06 09/02/1609/01/16AaaAA+ 175,000.00 912828WN6 1.22 Page 7 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 415,503.80 433,687.01 2,856.56 440,273.44 09/02/1609/01/16AaaAA+ 425,000.00 912828WN6 1.22 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 432,773.55 442,485.92 2,079.41 438,310.55 03/17/1703/15/17AaaAA+ 450,000.00 912828R77 2.02 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 97,554.70 100,431.75 171.27 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 121,943.38 127,822.51 214.09 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 121,943.38 125,233.31 214.09 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 146,332.05 150,647.62 256.91 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 219,498.08 226,168.46 385.36 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 219,498.08 226,733.08 385.36 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 243,886.75 251,925.65 428.18 252,724.61 06/29/1706/27/17AaaAA+ 250,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 317,052.78 332,338.54 556.63 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 780,437.60 804,154.52 1,370.17 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 999,935.68 1,026,913.17 1,755.52 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,121,879.05 1,154,965.11 1,969.61 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,365,765.80 1,410,783.63 2,397.79 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 Page 8 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 57,110.16 59,293.71 313.86 59,053.13 08/31/1708/30/17AaaAA+ 60,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 123,738.68 127,692.92 680.03 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 123,738.68 127,692.92 680.03 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 237,959.00 247,057.12 1,307.74 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 690,081.10 712,133.61 3,792.46 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,047,019.60 1,087,051.32 5,754.08 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 62,717.40 64,446.08 510.02 64,324.61 12/06/1712/04/17AaaAA+ 65,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 72,366.23 74,360.86 588.49 74,220.70 12/06/1712/04/17AaaAA+ 75,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 110,961.55 113,781.37 902.34 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 110,961.55 113,781.37 902.34 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 173,678.94 174,798.88 1,412.36 174,248.44 05/07/1805/03/18AaaAA+ 180,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 241,220.75 242,776.22 1,961.62 242,011.72 05/07/1805/03/18AaaAA+ 250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 434,197.35 446,165.16 3,530.91 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 892,516.78 915,197.96 7,257.98 913,256.84 01/04/1801/03/18AaaAA+ 925,000.00 912828X47 2.18 Page 9 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,206,103.75 1,213,881.11 9,808.08 1,210,058.59 05/07/1805/03/18AaaAA+ 1,250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,543,812.80 1,555,556.64 12,554.35 1,552,750.00 07/06/1807/03/18AaaAA+ 1,600,000.00 912828X47 2.69 US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 952,461.00 958,709.74 2,075.41 958,046.88 09/07/1809/05/18AaaAA+ 1,000,000.00 912828TJ9 2.76 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 435,392.55 436,931.57 2,416.61 436,464.84 08/03/1808/01/18AaaAA+ 450,000.00 912828N30 2.86 76,750.47 16,242,006.20 16,649,023.30 2.04 16,655,621.87 16,800,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 121,716.63 124,802.28 102.98 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 146,059.95 149,762.73 123.58 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 730,299.75 748,813.65 617.90 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,362.50 100,639.44 838.19 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,362.50 100,639.44 838.19 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 590,175.00 603,836.62 5,029.17 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,548.00 49,968.97 80.51 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 Page 10 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,548.00 49,968.97 80.51 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 297,288.00 299,813.81 483.08 299,775.00 03/16/1803/09/18AaaAAA 300,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,454.90 59,887.14 708.75 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,454.90 59,887.14 708.75 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 346,820.25 349,341.66 4,134.38 349,230.00 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 397,530.40 399,119.18 2,016.67 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 15,762.66 3,044,620.78 3,096,481.03 2.14 3,097,685.28 3,095,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,841.60 30,009.98 26.32 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,841.60 30,009.98 26.32 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 164,128.80 165,054.89 144.76 165,463.65 03/25/1503/16/15A1A 165,000.00 20772JZK1 1.90 197.40 223,812.00 225,074.85 1.90 225,632.25 225,000.00 Security Type Sub-Total Page 11 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1,404.49 1,409.68 2.23 1,423.77 11/30/1511/06/15AaaAA+ 1,409.68 3136AQSW1 1.20 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1,404.49 1,409.68 2.23 1,423.77 11/30/1511/06/15AaaAA+ 1,409.68 3136AQSW1 1.20 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 7,022.48 7,048.41 11.15 7,118.90 11/30/1511/06/15AaaAA+ 7,048.41 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 8,627.47 8,671.91 11.88 8,747.13 10/30/1510/07/15AaaAA+ 8,660.41 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 8,627.47 8,671.91 11.88 8,747.13 10/30/1510/07/15AaaAA+ 8,660.41 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 50,806.18 51,067.93 69.96 51,510.89 10/30/1510/07/15AaaAA+ 51,000.18 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 38,120.28 38,432.86 112.03 38,515.22 04/30/1804/11/18AaaAA+ 37,764.05 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 38,120.28 38,432.86 112.03 38,515.22 04/30/1804/11/18AaaAA+ 37,764.05 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 190,601.36 192,164.29 560.17 192,576.04 04/30/1804/11/18AaaAA+ 188,820.22 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 34,884.22 35,261.17 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 34,884.22 35,261.17 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 159,470.70 161,193.92 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 1,485.82 573,973.64 579,025.79 2.25 580,536.67 572,537.09 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 119,193.50 124,570.44 300.78 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 Page 12 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 691,322.30 722,508.53 1,744.53 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,880.88 24,950.04 38.19 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 76,418.80 79,810.70 122.22 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 133,732.90 139,720.21 213.89 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 439,408.10 458,911.52 702.78 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 3,122.39 1,483,956.48 1,550,471.44 1.29 1,547,079.70 1,555,000.00 Security Type Sub-Total Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,810.95 49,973.09 433.33 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,810.95 49,993.81 433.33 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,810.95 49,993.81 433.33 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 249,054.75 249,969.04 2,166.67 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,876.85 24,996.96 162.29 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,876.85 24,996.96 162.29 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 Page 13 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,482.77 104,987.24 681.63 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 99,536.70 99,965.65 287.50 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 273,725.93 274,905.53 790.63 274,491.25 09/09/1409/04/14A2A+ 275,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,448.05 25,797.35 587.50 27,597.50 06/08/1606/03/16A3A+ 25,000.00 12189TBC7 1.48 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,448.05 25,797.35 587.50 27,597.50 06/08/1606/03/16A3A+ 25,000.00 12189TBC7 1.48 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 152,688.30 154,784.09 3,525.00 165,585.00 06/08/1606/03/16A3A+ 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 257,222.75 260,738.21 3,170.14 289,082.50 03/25/1503/20/15A2A 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,563.50 49,991.33 275.63 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,563.50 49,991.33 275.63 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 297,381.00 299,947.95 1,653.75 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,112.23 75,082.23 273.23 75,288.00 03/27/1503/24/15A2A- 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 370,561.13 375,724.88 1,366.15 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,393.50 49,984.73 141.32 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 49,393.50 49,984.73 141.32 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 Page 14 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 296,361.00 299,908.38 847.92 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,664.00 29,984.95 51.33 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 29,664.00 29,984.95 51.33 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 177,984.00 179,909.72 308.00 179,812.80 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 24,659.98 24,996.85 36.56 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 123,299.88 124,984.27 182.81 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 198,079.20 200,536.41 226.94 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 73,867.35 74,981.99 666.25 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 221,602.05 224,945.97 1,998.75 224,896.50 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 24,600.38 24,991.80 145.00 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 24,600.38 24,991.80 145.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,527.23 24,983.57 145.00 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 49,054.45 49,967.15 290.00 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 Page 15 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 147,602.25 149,950.78 870.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 171,690.58 174,885.01 1,015.00 174,797.00 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 24,556.28 24,991.12 134.06 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 99,249.50 100,181.68 748.61 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 570,684.63 576,044.68 4,304.51 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,030.16 39,978.15 55.50 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 39,030.16 39,978.15 55.50 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 219,544.65 224,877.09 312.19 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,411.00 24,998.40 196.46 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 24,411.00 24,998.40 196.46 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,110.15 49,970.11 383.33 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 49,110.15 49,970.11 383.33 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 146,466.00 149,990.39 1,178.75 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 Page 16 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note APPLE INC DTD 11/13/2017 2.000% 11/13/2020 294,660.90 299,820.66 2,300.00 299,748.00 11/13/1711/06/17Aa1AA+ 300,000.00 037833DJ6 2.03 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 49,212.95 50,541.67 403.75 51,108.00 05/10/1605/06/16A2A- 50,000.00 94974BGR5 2.04 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 73,403.63 74,922.73 419.58 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 293,614.50 299,690.93 1,678.33 299,565.00 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 24,400.43 24,991.44 89.58 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 24,400.43 24,991.44 89.58 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 73,201.28 74,974.32 268.75 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 296,619.90 299,883.95 1,236.67 299,853.00 02/06/1802/01/18A1A+ 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,826.00 24,977.74 32.22 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,826.00 24,977.74 32.22 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,826.00 24,910.79 32.22 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,826.00 24,910.79 32.22 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 124,130.00 124,888.68 161.11 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 Page 17 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 173,782.00 174,375.54 225.56 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 297,109.20 298,725.80 206.25 298,467.00 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 49,770.85 49,983.00 688.33 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,931.92 39,994.12 368.89 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,931.92 39,994.12 368.89 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,094.05 50,599.26 576.39 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,094.05 50,599.26 576.39 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 194,659.60 199,970.62 1,844.44 199,960.00 10/10/1710/05/17A1A+ 200,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 294,564.30 303,639.07 3,458.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 24,598.68 25,144.56 295.31 25,194.00 11/03/1711/01/17A3A- 25,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,852.80 50,120.87 555.56 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,852.80 50,120.87 555.56 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 293,116.80 300,725.24 3,333.33 300,972.00 11/03/1711/01/17A3BBB+ 300,000.00 61746BEA0 2.40 Page 18 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 194,949.80 199,750.10 1,825.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 19,909.22 19,995.45 242.83 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 19,909.22 19,995.45 242.83 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 24,217.93 24,991.18 200.73 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 24,217.93 24,991.18 200.73 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 99,546.10 99,977.27 1,214.17 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 145,307.55 149,947.07 1,204.38 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 24,990.48 24,984.96 303.54 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 24,990.48 24,984.96 303.54 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 124,952.38 124,924.80 1,517.71 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,187.85 24,948.93 178.75 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 24,187.85 24,948.93 178.75 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 72,563.55 74,846.80 536.25 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 Page 19 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 35,004.34 34,999.06 407.60 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 200,024.80 199,994.60 2,329.17 199,994.00 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 34,242.36 35,000.00 407.40 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,242.36 35,000.00 407.40 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 195,670.60 200,000.00 2,328.00 200,000.00 09/18/1709/13/17A3A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 48,991.70 49,847.97 312.85 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 269,454.35 274,163.86 1,720.66 273,787.25 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 14,991.77 15,000.00 195.36 15,000.00 05/17/1805/14/18A3A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 14,991.77 15,000.00 195.36 15,000.00 05/17/1805/14/18A3A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 74,958.83 75,000.00 976.80 75,000.00 05/17/1805/14/18A3A- 75,000.00 06051GHH5 3.50 69,736.03 9,930,432.83 10,075,355.93 2.29 10,125,583.90 10,055,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 574,439.38 574,962.88 3,401.44 574,551.50 12/05/1612/01/16P-1A-1 575,000.00 13606A5Z7 1.78 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 49,823.60 50,000.00 474.85 50,000.00 04/06/1704/05/17P-1A-1 50,000.00 06417GUE6 1.91 Page 20 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 69,753.04 70,000.00 664.79 70,000.00 04/06/1704/05/17P-1A-1 70,000.00 06417GUE6 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 274,029.80 275,000.00 2,611.66 275,000.00 04/06/1704/05/17P-1A-1 275,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,352.00 99,983.66 306.67 99,961.00 08/04/1708/03/17P-1A-1 100,000.00 83050FXT3 1.85 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,352.00 99,983.66 306.67 99,961.00 08/04/1708/03/17P-1A-1 100,000.00 83050FXT3 1.85 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 596,112.00 599,901.97 1,840.00 599,766.00 08/04/1708/03/17P-1A-1 600,000.00 83050FXT3 1.85 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,586.90 100,000.00 309.78 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,586.90 100,000.00 309.78 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 572,624.68 575,000.00 1,781.22 575,000.00 02/22/1802/20/18Aa3AA- 575,000.00 65590ASN7 2.72 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 300,718.20 300,000.00 652.50 300,000.00 03/06/1803/02/18Aa2A+ 300,000.00 90275DHG8 2.93 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 30,144.87 29,990.35 292.60 29,988.60 06/07/1806/05/18Aa2A+ 30,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 50,241.45 49,983.92 487.67 49,981.00 06/07/1806/05/18Aa2A+ 50,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 301,448.70 299,903.50 2,926.00 299,886.00 06/07/1806/05/18Aa2A+ 300,000.00 06417GU22 3.10 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,564.60 100,000.00 307.50 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,564.60 100,000.00 307.50 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 Page 21 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 532,248.84 540,000.00 1,660.50 540,000.00 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 669,140.39 670,000.00 3,502.80 670,000.00 08/03/1808/01/18Aa2A+ 670,000.00 06370REU9 3.23 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 98,031.90 100,000.00 870.17 100,000.00 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 98,031.90 100,000.00 870.17 100,000.00 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 588,191.40 600,000.00 5,221.00 600,000.00 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 50,269.20 50,000.00 508.50 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 100,538.40 100,000.00 1,017.00 100,000.00 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 527,826.60 525,000.00 5,339.25 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 35,970.02 6,078,621.35 6,109,709.94 2.48 6,109,095.10 6,110,000.00 Security Type Sub-Total Asset-Backed Security / Collateralized Mortgage Obligation GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 274,823.73 274,965.09 126.04 274,964.97 09/26/1809/18/18AaaAAA 275,000.00 36256GAE9 3.31 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 299,426.22 299,932.85 377.50 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 349,995.59 349,954.03 486.89 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 990.43 924,245.54 924,851.97 3.24 924,847.31 925,000.00 Security Type Sub-Total 39,337,537.09 39,266,082.08 2.18 204,015.22 39,209,994.25 38,501,668.82 Managed Account Sub-Total Page 22 For the Month Ending September 30, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Money Market Mutual Fund CAMP Pool 5,448.71 5,448.71 0.00 5,448.71 NRAAAm 5,448.71 5,448.71 5,448.71 0.00 5,448.71 5,448.71 Money Market Sub-Total $39,342,985.80 $39,271,530.79 $204,015.22 $39,215,442.96 $38,507,117.53 2.18% $38,711,132.75 $204,015.22 Total Investments Accrued Interest Securities Sub-Total Page 23 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.01 (301.94)(404.30) 9,780.86 97.81 MERRILL 10,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 2.84 2.01 2.09 (774.04)(1,156.23) 24,557.63 98.23 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.85 2.09 2.09 (3,096.18)(4,624.97) 98,230.50 98.23 MERRILL 100,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.85 2.09 2.16 (344.20)(605.07) 9,897.27 98.97 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.85 2.16 2.18 (490.21)(625.19) 14,643.75 97.63 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 2.85 2.18 2.33 (1,142.78)(1,723.63) 24,499.03 98.00 MORGANST 25,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.86 2.33 2.33 (6,856.73)(10,341.79) 146,994.15 98.00 MORGANST 150,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.86 2.33 2.43 (2,492.57)(2,820.91) 52,879.48 96.14 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.86 2.43 2.43 (5,211.75)(5,898.27) 110,566.18 96.14 CITIGRP 115,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.86 2.43 2.50 (1,737.87)(1,192.19) 67,418.75 96.31 MORGAN_S 70,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.87 2.50 2.50 (5,520.30)(3,805.66) 216,703.13 96.31 MERRILL 225,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.87 2.50 2.58 (1,726.64)(984.35) 76,937.52 96.17 MORGAN_S 80,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.88 2.58 2.56 (4,278.40)(5,828.15) 97,765.60 97.77 HSBC 100,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.88 2.56 2.56 (7,487.20)(10,199.26) 171,089.80 97.77 HSBC 175,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.88 2.56 2.56 (18,183.21)(24,769.64) 415,503.80 97.77 HSBC 425,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.88 2.56 2.58 (9,712.37)(5,537.00) 432,773.55 96.17 MORGAN_S 450,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.88 2.58 2.80 (2,877.05)(3,050.77) 97,554.70 97.55 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 Page 24 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.80 (5,879.13)(7,749.00) 121,943.38 97.55 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (3,289.93)(3,427.71) 121,943.38 97.55 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (4,315.57)(4,576.15) 146,332.05 97.55 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (6,670.38)(7,242.15) 219,498.08 97.55 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (7,235.00)(7,954.07) 219,498.08 97.55 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (8,038.90)(8,837.86) 243,886.75 97.55 MORGAN_S 250,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (15,285.76)(20,147.42) 317,052.78 97.55 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (23,716.92)(25,749.90) 780,437.60 97.55 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (26,977.49)(28,107.29) 999,935.68 97.55 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (33,086.06)(35,083.84) 1,121,879.05 97.55 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.80 (45,017.83)(49,492.01) 1,365,765.80 97.55 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.88 2.80 2.97 (2,183.55)(1,942.97) 57,110.16 95.18 MERRILL 60,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.89 2.97 2.97 (3,954.24)(3,249.99) 123,738.68 95.18 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.89 2.97 2.97 (3,954.24)(3,249.99) 123,738.68 95.18 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.89 2.97 2.97 (9,098.12)(8,095.69) 237,959.00 95.18 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.89 2.97 2.97 (22,052.51)(18,124.95) 690,081.10 95.18 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.89 2.97 2.97 (40,031.72)(35,621.03) 1,047,019.60 95.18 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.89 2.97 Page 25 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.40 (1,728.68)(1,607.21) 62,717.40 96.49 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (1,994.63)(1,854.47) 72,366.23 96.49 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (2,819.82)(2,578.49) 110,961.55 96.49 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (2,819.82)(2,578.49) 110,961.55 96.49 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (1,119.94)(569.50) 173,678.94 96.49 MERRILL 180,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (1,555.47)(790.97) 241,220.75 96.49 MERRILL 250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (11,967.81)(11,126.87) 434,197.35 96.49 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (22,681.18)(20,740.06) 892,516.78 96.49 CITIGRP 925,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (7,777.36)(3,954.84) 1,206,103.75 96.49 MERRILL 1,250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.40 (11,743.84)(8,937.20) 1,543,812.80 96.49 MERRILL 1,600,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.91 3.40 3.71 (6,248.74)(5,585.88) 952,461.00 95.25 BMO 1,000,000.00 912828TJ9US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 2.93 3.71 4.00 (1,539.02)(1,072.29) 435,392.55 96.75 MERRILL 450,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.94 4.00 (413,615.67) 2.90 3.05 (407,017.10) 16,242,006.20 16,800,000.00 Security Type Sub-Total 3.05 Supra-National Agency Bond / Note 1.90 (3,085.65)(2,983.37) 121,716.63 97.37 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.96 1.90 1.90 (3,702.78)(3,580.05) 146,059.95 97.37 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.96 1.90 Page 26 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 1.90 (18,513.90)(17,900.25) 730,299.75 97.37 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.96 1.90 2.03 (2,276.94)(2,564.41) 98,362.50 98.36 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.93 2.03 2.03 (2,276.94)(2,564.41) 98,362.50 98.36 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.93 2.03 2.03 (13,661.62)(15,386.46) 590,175.00 98.36 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.93 2.03 2.34 (420.97)(414.50) 49,548.00 99.10 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 3.02 2.34 2.34 (420.97)(414.50) 49,548.00 99.10 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 3.02 2.34 2.34 (2,525.81)(2,487.00) 297,288.00 99.10 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 3.02 2.34 2.42 (432.24)(413.10) 59,454.90 99.09 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 3.00 2.42 2.42 (432.24)(413.10) 59,454.90 99.09 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 3.00 2.42 2.42 (2,521.41)(2,409.75) 346,820.25 99.09 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 3.00 2.42 2.67 (1,588.78)(1,533.60) 397,530.40 99.38 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 2.98 2.67 (53,064.50) 2.97 2.17 (51,860.25) 3,044,620.78 3,095,000.00 Security Type Sub-Total 2.17 Municipal Bond / Note Page 27 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 0.45 (168.38)(242.70) 29,841.60 99.47 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.14 0.45 0.45 (168.38)(242.70) 29,841.60 99.47 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.14 0.45 0.45 (926.09)(1,334.85) 164,128.80 99.47 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.14 0.45 (1,820.25) 3.14 0.45 (1,262.85) 223,812.00 225,000.00 Security Type Sub-Total 0.45 Federal Agency Collateralized Mortgage Obligation 0.22 (5.19)(19.28) 1,404.49 99.63 GOLDMAN 1,409.68 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.98 0.30 0.22 (5.19)(19.28) 1,404.49 99.63 GOLDMAN 1,409.68 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.98 0.30 0.22 (25.93)(96.42) 7,022.48 99.63 GOLDMAN 7,048.41 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.98 0.30 0.78 (44.44)(119.66) 8,627.47 99.62 MORGANST 8,660.41 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.99 0.33 0.78 (44.44)(119.66) 8,627.47 99.62 MORGANST 8,660.41 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.99 0.33 0.78 (261.75)(704.71) 50,806.18 99.62 MORGANST 51,000.18 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.99 0.33 1.50 (312.58)(394.94) 38,120.28 100.94 JPM_CHAS 37,764.05 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.78 2.30 1.50 (312.58)(394.94) 38,120.28 100.94 JPM_CHAS 37,764.05 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.78 2.30 1.50 (1,562.93)(1,974.68) 190,601.36 100.94 JPM_CHAS 188,820.22 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.78 2.30 1.94 (376.95)(413.83) 34,884.22 99.67 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3.15 3.46 1.94 (376.95)(413.83) 34,884.22 99.67 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3.15 3.46 Page 28 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Collateralized Mortgage Obligation 1.94 (1,723.22)(1,891.80) 159,470.70 99.67 CITIGRP 160,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3.15 3.46 (6,563.03) 2.84 1.57 (5,052.15) 573,973.64 572,537.09 Security Type Sub-Total 2.50 Federal Agency Bond / Note 2.71 (5,376.94)(5,046.38) 119,193.50 95.35 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.87 2.71 2.71 (31,186.23)(29,268.98) 691,322.30 95.35 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.87 2.71 2.79 (1,069.16)(1,033.60) 23,880.88 95.52 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.88 2.79 2.79 (3,391.90)(3,257.20) 76,418.80 95.52 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.88 2.79 2.79 (5,987.31)(5,788.16) 133,732.90 95.52 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.88 2.79 2.79 (19,503.42)(18,728.90) 439,408.10 95.52 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.88 2.79 (63,123.22) 2.87 2.75 (66,514.96) 1,483,956.48 1,555,000.00 Security Type Sub-Total 2.75 Corporate Note 0.56 (162.14)(50.05) 49,810.95 99.62 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.67 0.55 0.56 (182.86)(157.05) 49,810.95 99.62 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.67 0.55 0.56 (182.86)(157.05) 49,810.95 99.62 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.67 0.55 Page 29 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.56 (914.29)(785.25) 249,054.75 99.62 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.67 0.55 0.67 (120.11)(110.15) 24,876.85 99.51 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.78 0.67 0.67 (120.11)(110.15) 24,876.85 99.51 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.78 0.67 0.67 (504.47)(462.63) 104,482.77 99.51 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.78 0.67 0.86 (428.95)(278.30) 99,536.70 99.54 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.79 0.86 0.86 (1,179.60)(765.32) 273,725.93 99.54 MERRILL 275,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.79 0.86 0.96 (349.30)(2,149.45) 25,448.05 101.79 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.87 0.96 0.96 (349.30)(2,149.45) 25,448.05 101.79 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.87 0.96 0.96 (2,095.79)(12,896.70) 152,688.30 101.79 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.87 0.96 1.21 (3,515.46)(31,859.75) 257,222.75 102.89 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 3.16 1.21 1.24 (427.83)(416.50) 49,563.50 99.13 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.15 1.23 1.24 (427.83)(416.50) 49,563.50 99.13 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.15 1.23 1.24 (2,566.95)(2,499.00) 297,381.00 99.13 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.15 1.23 1.30 (970.00)(1,175.77) 74,112.23 98.82 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 3.06 1.30 1.30 (5,163.75)(7,060.12) 370,561.13 98.82 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 3.06 1.30 Page 30 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.32 (591.23)(573.00) 49,393.50 98.79 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.77 1.32 1.32 (591.23)(573.00) 49,393.50 98.79 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.77 1.32 1.32 (3,547.38)(3,438.00) 296,361.00 98.79 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.77 1.32 1.39 (320.95)(304.80) 29,664.00 98.88 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.01 1.38 1.39 (320.95)(304.80) 29,664.00 98.88 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.01 1.38 1.39 (1,925.72)(1,828.80) 177,984.00 98.88 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.01 1.38 1.39 (336.87)(333.52) 24,659.98 98.64 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.93 1.39 1.39 (1,684.39)(1,667.62) 123,299.88 98.64 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.93 1.39 1.41 (2,457.21)(3,696.80) 198,079.20 99.04 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.83 1.41 1.50 (1,114.64)(1,098.15) 73,867.35 98.49 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.96 1.50 1.50 (3,343.92)(3,294.45) 221,602.05 98.49 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.96 1.50 1.63 (391.42)(385.12) 24,600.38 98.40 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.78 1.63 1.63 (391.42)(385.12) 24,600.38 98.40 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.78 1.63 1.63 (456.34)(443.77) 24,527.23 98.11 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.96 1.63 1.63 (912.70)(887.55) 49,054.45 98.11 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.96 1.63 Page 31 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS - 6025-004 - (12515125) Value On Cost Amort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L DurationNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note 1.63 (2,348.53)(2,310.75) 147,602.25 98.40 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.78 1.63 1.63 (3,194.43)(3,106.42) 171,690.58 98.11 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.96 1.63 1.67 (434.84)(428.47) 24,556.28 98.23 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 3.01 1.67 1.66 (932.18)(1,247.50) 99,249.50 99.25 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.20 1.65 1.66 (5,360.05)(7,173.12) 570,684.63 99.25 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.20 1.65 1.87 (947.99)(936.24) 39,030.16 97.58 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.16 1.87 1.87 (947.99)(936.24) 39,030.16 97.58 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.16 1.87 1.87 (5,332.44)(5,266.35) 219,544.65 97.58 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.16 1.87 2.04 (587.40)(586.75) 24,411.00 97.64 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.21 2.04 2.04 (587.40)(586.75) 24,411.00 97.64 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.21 2.04 2.04 (859.96)(847.85) 49,110.15 98.22 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.87 2.04 2.04 (859.96)(847.85) 49,110.15 98.22 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.87 2.04 2.04 (3,524.39)(3,520.50) 146,466.00 97.64 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.21 2.04 2.04 (5,159.76)(5,087.10) 294,660.90 98.22 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.87 2.04 2.09 (1,328.72)(1,895.05) 49,212.95 98.43 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 3.30 2.09 2.13 (1,519.10)(1,487.62) 73,403.63 97.87 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.90 2.13 Account 6025-004 Page 32 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.13 (6,076.43)(5,950.50) 293,614.50 97.87 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.90 2.13 2.25 (591.01)(588.07) 24,400.43 97.60 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.22 2.25 2.25 (591.01)(588.07) 24,400.43 97.60 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.22 2.25 2.25 (1,773.04)(1,764.22) 73,201.28 97.60 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.22 2.25 2.25 (3,264.05)(3,233.10) 296,619.90 98.87 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 3.15 2.25 2.35 (151.74)(146.25) 24,826.00 99.30 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.20 2.35 2.35 (151.74)(146.25) 24,826.00 99.30 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.20 2.35 2.35 (84.79)(68.25) 24,826.00 99.30 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.20 2.35 2.35 (84.79)(68.25) 24,826.00 99.30 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.20 2.35 2.35 (758.68)(731.25) 124,130.00 99.30 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.20 2.35 2.35 (593.54)(477.75) 173,782.00 99.30 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.20 2.35 2.37 (1,616.60)(1,357.80) 297,109.20 99.04 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 3.16 2.37 2.39 (212.15)(209.15) 49,770.85 99.54 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 3.14 2.39 2.43 (1,062.20)(1,060.08) 38,931.92 97.33 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 3.10 2.42 2.43 (1,062.20)(1,060.08) 38,931.92 97.33 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 3.10 2.42 Page 33 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.41 (1,505.21)(2,054.95) 49,094.05 98.19 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.25 2.40 2.41 (1,505.21)(2,054.95) 49,094.05 98.19 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.25 2.40 2.43 (5,311.02)(5,300.40) 194,659.60 97.33 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 3.10 2.42 2.41 (9,074.77)(12,413.70) 294,564.30 98.19 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.25 2.40 2.42 (545.88)(595.32) 24,598.68 98.39 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.29 2.42 2.42 (1,268.07)(1,309.20) 48,852.80 97.71 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.44 2.42 2.42 (1,268.07)(1,309.20) 48,852.80 97.71 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.44 2.42 2.42 (7,608.44)(7,855.20) 293,116.80 97.71 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.44 2.42 2.47 (4,800.30)(4,586.20) 194,949.80 97.47 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 3.27 2.46 2.46 (86.23)(85.58) 19,909.22 99.55 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.28 2.46 2.46 (86.23)(85.58) 19,909.22 99.55 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.28 2.46 2.49 (773.25)(765.57) 24,217.93 96.87 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.31 2.49 2.49 (773.25)(765.57) 24,217.93 96.87 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.31 2.49 2.46 (431.17)(427.90) 99,546.10 99.55 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.28 2.46 Page 34 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.49 (4,639.52)(4,593.45) 145,307.55 96.87 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.31 2.49 2.47 5.52 7.73 24,990.48 99.96 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.11 2.47 2.47 5.52 7.73 24,990.48 99.96 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.11 2.47 2.47 27.58 38.63 124,952.38 99.96 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.11 2.47 2.52 (761.08)(717.65) 24,187.85 96.75 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.25 2.52 2.52 (761.08)(717.65) 24,187.85 96.75 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.25 2.52 2.52 (2,283.25)(2,152.95) 72,563.55 96.75 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.25 2.52 2.48 5.28 5.39 35,004.34 100.01 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.24 2.48 2.48 30.20 30.80 200,024.80 100.01 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.24 2.48 2.84 (757.64)(757.64) 34,242.36 97.84 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.09 2.19 2.84 (757.64)(757.64) 34,242.36 97.84 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.09 2.19 2.84 (4,329.40)(4,329.40) 195,670.60 97.84 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.09 2.19 3.08 (856.27)(787.80) 48,991.70 97.98 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.31 3.08 3.08 (4,709.51)(4,332.90) 269,454.35 97.98 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.31 3.08 3.34 (8.23)(8.23) 14,991.77 99.95 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.51 3.34 3.34 (8.23)(8.23) 14,991.77 99.95 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.51 3.34 Page 35 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.34 (41.17)(41.17) 74,958.83 99.95 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.51 3.34 (195,151.07) 3.08 1.87 (144,923.10) 9,930,432.83 10,055,000.00 Security Type Sub-Total 1.85 Certificate of Deposit 0.16 (523.50)(112.12) 574,439.38 99.90 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 2.27 0.16 0.51 (176.40)(176.40) 49,823.60 99.65 MERRILL 50,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.53 0.51 0.51 (246.96)(246.96) 69,753.04 99.65 MERRILL 70,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.53 0.51 0.51 (970.20)(970.20) 274,029.80 99.65 MERRILL 275,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.53 0.51 0.82 (631.66)(609.00) 99,352.00 99.35 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.56 0.82 0.82 (631.66)(609.00) 99,352.00 99.35 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.56 0.82 0.82 (3,789.97)(3,654.00) 596,112.00 99.35 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.56 0.82 1.35 (413.10)(413.10) 99,586.90 99.59 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.02 1.35 1.35 (413.10)(413.10) 99,586.90 99.59 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.02 1.35 1.35 (2,375.32)(2,375.32) 572,624.68 99.59 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.02 1.35 1.39 718.20 718.20 300,718.20 100.24 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.75 1.39 1.61 154.52 156.27 30,144.87 100.48 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.78 1.61 1.61 257.53 260.45 50,241.45 100.48 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.78 1.61 1.61 1,545.20 1,562.70 301,448.70 100.48 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.78 1.61 Page 36 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.82 (1,435.40)(1,435.40) 98,564.60 98.56 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.75 1.82 1.82 (1,435.40)(1,435.40) 98,564.60 98.56 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.75 1.82 1.82 (7,751.16)(7,751.16) 532,248.84 98.56 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.75 1.82 1.78 (859.61)(859.61) 669,140.39 99.87 BMO 670,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 3.28 1.78 2.04 (1,968.10)(1,968.10) 98,031.90 98.03 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.27 2.04 2.04 (1,968.10)(1,968.10) 98,031.90 98.03 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.27 2.04 2.04 (11,808.60)(11,808.60) 588,191.40 98.03 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.27 2.04 2.53 269.20 269.20 50,269.20 100.54 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 3.03 2.53 2.53 538.40 538.40 100,538.40 100.54 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 3.03 2.53 2.53 2,826.60 2,826.60 527,826.60 100.54 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 3.03 2.53 (30,473.75) 2.86 1.46 (31,088.59) 6,078,621.35 6,110,000.00 Security Type Sub-Total 1.46 Asset-Backed Security / Collateralized Mortgage Obligation 1.88 (141.36)(141.24) 274,823.73 99.94 RBC 275,000.00 36256GAE9GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 3.33 2.06 2.27 (506.63)(503.82) 299,426.22 99.81 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 3.10 2.06 2.31 41.56 43.29 349,995.59 100.00 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 3.13 2.24 (601.77) 3.18 2.17 (606.43) 924,245.54 925,000.00 Security Type Sub-Total 2.13 Page 37 For the Month Ending September 30, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration 39,337,537.09 38,501,668.82 (764,413.26) (708,325.43) 2.35 2.95 Managed Account Sub-Total 2.36 Money Market Mutual Fund 0.00 0.00 0.00 5,448.71 1.00 5,448.71 CAMP Pool 0.00 5,448.71 5,448.71 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $38,711,132.75 $204,015.22 $38,507,117.53 Accrued Interest Securities Sub-Total $39,342,985.80 ($764,413.26) ($708,325.43) 2.35 2.95% 2.36 Page 38 For the Month Ending September 30, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 09/07/18 US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 912828TJ9 (958,046.88)(1,015.63)(959,062.51) 1,000,000.00 09/05/18 09/26/18 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 36256GAE9 (274,964.97) 0.00 (274,964.97) 275,000.00 09/18/18 (1,015.63) (1,234,027.48)(1,233,011.85) 1,275,000.00 Transaction Type Sub-Total INTEREST 09/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 09/01/18 09/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 117.36 117.36 38,857.10 09/01/18 09/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 13.81 13.81 10,065.10 09/01/18 09/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 3.24 3.24 2,045.30 09/01/18 09/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 81.30 81.30 59,272.24 09/01/18 09/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 13.81 13.81 10,065.10 09/01/18 09/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 16.18 16.18 10,226.51 09/01/18 09/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 3.24 3.24 2,045.30 09/01/18 09/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 586.80 586.80 194,285.47 09/01/18 09/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 117.36 117.36 38,857.09 09/01/18 09/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 09/01/18 09/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 09/01/18 Page 39 For the Month Ending September 30, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 09/03/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 330.00 330.00 30,000.00 09/03/18 09/03/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 330.00 330.00 30,000.00 09/03/18 09/03/18 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 1,980.00 1,980.00 180,000.00 09/03/18 09/04/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 0.00 2,081.25 2,081.25 225,000.00 09/04/18 09/04/18 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 0.00 243.75 243.75 25,000.00 09/04/18 09/04/18 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 90275DHG8 0.00 4,398.33 4,398.33 300,000.00 09/04/18 09/04/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 0.00 370.00 370.00 40,000.00 09/04/18 09/04/18 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 0.00 370.00 370.00 40,000.00 09/04/18 09/04/18 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 0.00 1,218.75 1,218.75 125,000.00 09/04/18 09/09/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 3,798.00 3,798.00 300,000.00 09/09/18 09/09/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 633.00 633.00 50,000.00 09/09/18 09/09/18 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 633.00 633.00 50,000.00 09/09/18 09/12/18 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 89236TCF0 0.00 2,150.00 2,150.00 200,000.00 09/12/18 Page 40 For the Month Ending September 30, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 09/12/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 0.00 1,171.50 1,171.50 150,000.00 09/12/18 09/12/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 0.00 976.25 976.25 125,000.00 09/12/18 09/12/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 0.00 5,857.50 5,857.50 750,000.00 09/12/18 09/15/18 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 912.92 912.92 350,000.00 09/15/18 09/15/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 400.76 400.76 25,000.00 09/15/18 09/15/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 296.10 296.10 30,000.00 09/15/18 09/15/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 2,003.82 2,003.82 125,000.00 09/15/18 09/15/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 400.76 400.76 25,000.00 09/15/18 09/15/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 296.10 296.10 30,000.00 09/15/18 09/15/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 400.76 400.76 25,000.00 09/15/18 09/15/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 400.76 400.76 25,000.00 09/15/18 09/15/18 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 2,805.36 2,805.36 175,000.00 09/15/18 09/15/18 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 1,628.55 1,628.55 165,000.00 09/15/18 09/16/18 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 755.00 755.00 300,000.00 09/16/18 09/22/18 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 904764AZ0 0.00 4,125.00 4,125.00 300,000.00 09/22/18 Page 41 For the Month Ending September 30, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 09/30/18 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 0.00 718.75 718.75 115,000.00 09/30/18 09/30/18 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 0.00 343.75 343.75 55,000.00 09/30/18 43,575.08 43,575.08 0.00 4,960,719.21 Transaction Type Sub-Total PAYDOWNS 09/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 1,404.69 0.00 1,404.69 (14.07) 0.00 1,404.69 09/01/18 09/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 1,404.69 0.00 1,404.69 (14.07) 0.00 1,404.69 09/01/18 09/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 8,272.06 0.00 8,272.06 (82.83) 0.00 8,272.06 09/01/18 09/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 635.62 0.00 635.62 (6.36) 0.00 635.62 09/01/18 09/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 635.62 0.00 635.62 (6.36) 0.00 635.62 09/01/18 09/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 3,178.10 0.00 3,178.10 (31.78) 0.00 3,178.10 09/01/18 09/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,093.05 0.00 1,093.05 (21.74) 0.00 1,093.05 09/01/18 09/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 5,465.25 0.00 5,465.25 (108.71) 0.00 5,465.25 09/01/18 09/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,093.05 0.00 1,093.05 (21.74) 0.00 1,093.05 09/01/18 0.00 0.00 (307.66) 23,182.13 23,182.13 23,182.13 Transaction Type Sub-Total SELL 09/06/18 SVENSKA HANDELSBANKEN NY CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 99,837.83 304.50 100,142.33 (162.17)(162.17)FIFO 100,000.00 09/05/18 09/06/18 SVENSKA HANDELSBANKEN NY CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 599,026.97 1,827.00 600,853.97 (973.03)(973.03)FIFO 600,000.00 09/05/18 Page 42 For the Month Ending September 30, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 09/06/18 SVENSKA HANDELSBANKEN NY CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 99,837.83 304.50 100,142.33 (162.17)(162.17)FIFO 100,000.00 09/05/18 09/25/18 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 14,807.81 22.01 14,829.82 (451.76)(302.17)FIFO 15,000.00 09/18/18 09/26/18 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 150,611.95 1,053.78 151,665.73 (3,890.50)(4,058.70)FIFO 155,000.00 09/18/18 09/26/18 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 3130ACE26 29,150.70 203.96 29,354.66 (753.00)(785.55)FIFO 30,000.00 09/18/18 3,715.75 (6,443.79)(6,392.63) 996,988.84 993,273.09 1,000,000.00 Transaction Type Sub-Total (216,556.63) 46,275.20 (170,281.43) (6,700.29) (6,443.79)Managed Account Sub-Total Total Security Transactions ($6,700.29)($170,281.43)$46,275.20 ($216,556.63)($6,443.79) Page 43 For the Month Ending September 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 179,933.93 Opening Balance 09/04/18 09/04/18 Purchase - Interest 0258M0EE5 1.00 1,980.00 181,913.93 09/04/18 09/04/18 Purchase - Interest 0258M0EE5 1.00 330.00 182,243.93 09/04/18 09/04/18 Purchase - Interest 0258M0EE5 1.00 330.00 182,573.93 09/04/18 09/04/18 Purchase - Interest 14913Q2A6 1.00 370.00 182,943.93 09/04/18 09/04/18 Purchase - Interest 14913Q2A6 1.00 370.00 183,313.93 09/04/18 09/04/18 Purchase - Interest 14913Q2A6 1.00 2,081.25 185,395.18 09/04/18 09/04/18 Purchase - Interest 25468PDP8 1.00 243.75 185,638.93 09/04/18 09/04/18 Purchase - Interest 25468PDP8 1.00 1,218.75 186,857.68 09/04/18 09/04/18 Purchase - Interest 90275DHG8 1.00 4,350.00 191,207.68 09/06/18 09/06/18 Purchase - Interest 86958JHB8 1.00 2,436.00 193,643.68 09/06/18 09/06/18 Purchase - Principal 86958JHB8 1.00 798,702.63 992,346.31 09/07/18 09/07/18 Redemption - Interest 912828TJ9 1.00 (1,015.63) 991,330.68 09/07/18 09/07/18 Redemption - Principal 912828TJ9 1.00 (958,046.88) 33,283.80 09/10/18 09/10/18 Purchase - Interest 45950VLQ7 1.00 3,798.00 37,081.80 09/10/18 09/10/18 Purchase - Interest 45950VLQ7 1.00 633.00 37,714.80 09/10/18 09/10/18 Purchase - Interest 45950VLQ7 1.00 633.00 38,347.80 09/12/18 09/12/18 Purchase - Interest 89236TCF0 1.00 2,150.00 40,497.80 09/12/18 09/12/18 Purchase - Interest 45905UP32 1.00 1,171.50 41,669.30 09/12/18 09/12/18 Purchase - Interest 45905UP32 1.00 5,857.50 47,526.80 09/12/18 09/12/18 Purchase - Interest 45905UP32 1.00 976.25 48,503.05 09/17/18 09/17/18 Purchase - Interest 20772JZK1 1.00 296.10 48,799.15 Page 44 For the Month Ending September 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 09/17/18 09/17/18 Purchase - Interest 20772JZK1 1.00 296.10 49,095.25 09/17/18 09/17/18 Purchase - Interest 20772JZK1 1.00 1,628.55 50,723.80 09/17/18 09/17/18 Purchase - Interest 63743HER9 1.00 400.76 51,124.56 09/17/18 09/17/18 Purchase - Interest 63743HER9 1.00 400.76 51,525.32 09/17/18 09/17/18 Purchase - Interest 63743HER9 1.00 400.76 51,926.08 09/17/18 09/17/18 Purchase - Interest 63743HER9 1.00 400.76 52,326.84 09/17/18 09/17/18 Purchase - Interest 63743HER9 1.00 2,003.82 54,330.66 09/17/18 09/17/18 Purchase - Interest 63743HER9 1.00 2,805.36 57,136.02 09/17/18 09/17/18 Purchase - Interest 14313FAD1 1.00 912.92 58,048.94 09/17/18 09/17/18 Purchase - Interest 36255JAD6 1.00 755.00 58,803.94 09/19/18 09/19/18 Purchase - Correction to Interest 90275DHG8 from 9/4/18 1.00 4,398.33 63,202.27 09/19/18 09/19/18 Redemption - Reversal of Interest 90275DHG8 from 9/4/18 1.00 (4,350.00) 58,852.27 09/24/18 09/24/18 Purchase - Interest 904764AZ0 1.00 4,125.00 62,977.27 09/25/18 09/25/18 Purchase - Interest 3136AQDQ0 1.00 81.30 63,058.57 09/25/18 09/25/18 Purchase - Interest 3136AQDQ0 1.00 13.81 63,072.38 09/25/18 09/25/18 Purchase - Interest 3136AQDQ0 1.00 13.81 63,086.19 09/25/18 09/25/18 Purchase - Interest 3136AQSW1 1.00 16.18 63,102.37 09/25/18 09/25/18 Purchase - Interest 3136AQSW1 1.00 3.24 63,105.61 09/25/18 09/25/18 Purchase - Interest 3136AQSW1 1.00 3.24 63,108.85 09/25/18 09/25/18 Purchase - Interest 3136B1XP4 1.00 576.38 63,685.23 09/25/18 09/25/18 Purchase - Interest 3136B1XP4 1.00 115.28 63,800.51 09/25/18 09/25/18 Purchase - Interest 3136B1XP4 1.00 115.28 63,915.79 Page 45 For the Month Ending September 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 09/25/18 09/25/18 Purchase - Interest 3137BM6P6 1.00 412.00 64,327.79 09/25/18 09/25/18 Purchase - Interest 3137BM6P6 1.00 90.13 64,417.92 09/25/18 09/25/18 Purchase - Interest 3137BM6P6 1.00 90.13 64,508.05 09/25/18 09/25/18 Purchase - Correction to Interest 3136B1XP4 1.00 586.80 65,094.85 09/25/18 09/25/18 Purchase - Correction to Interest 3136B1XP4 1.00 117.36 65,212.21 09/25/18 09/25/18 Purchase - Correction to Interest 3136B1XP4 1.00 117.36 65,329.57 09/25/18 09/25/18 Purchase - Principal 912828VV9 1.00 14,807.81 80,137.38 09/25/18 09/25/18 Purchase - Interest 912828VV9 1.00 22.01 80,159.39 09/25/18 09/25/18 Purchase - Principal 3136AQDQ0 1.00 8,272.06 88,431.45 09/25/18 09/25/18 Purchase - Principal 3136AQDQ0 1.00 1,404.69 89,836.14 09/25/18 09/25/18 Purchase - Principal 3136AQDQ0 1.00 1,404.69 91,240.83 09/25/18 09/25/18 Purchase - Principal 3136AQSW1 1.00 3,178.10 94,418.93 09/25/18 09/25/18 Purchase - Principal 3136AQSW1 1.00 635.62 95,054.55 09/25/18 09/25/18 Purchase - Principal 3136AQSW1 1.00 635.62 95,690.17 09/25/18 09/25/18 Purchase - Principal 3136B1XP4 1.00 5,465.25 101,155.42 09/25/18 09/25/18 Purchase - Principal 3136B1XP4 1.00 1,093.05 102,248.47 09/25/18 09/25/18 Purchase - Principal 3136B1XP4 1.00 1,093.05 103,341.52 09/25/18 09/25/18 Redemption - Reversal of 3136B1XP4 1.00 (576.38) 102,765.14 09/25/18 09/25/18 Redemption - Reversal of 3136B1XP4 1.00 (115.28) 102,649.86 09/25/18 09/25/18 Redemption - Reversal of 3136B1XP4 1.00 (115.28) 102,534.58 09/26/18 09/26/18 Purchase - Interest 3130ACE26 1.00 1,257.74 103,792.32 09/26/18 09/26/18 Purchase - Principal 3130ACE26 1.00 179,762.65 283,554.97 Page 46 For the Month Ending September 30, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 09/26/18 09/26/18 Redemption - Principal 36256GAE9 1.00 (274,964.97) 8,590.00 09/26/18 09/26/18 IP Fees August 2018 1.00 (3,092.00) 5,498.00 09/26/18 09/26/18 U.S. Bank Fees July 2018 1.00 (220.09) 5,277.91 09/28/18 10/01/18 Accrual Income Div Reinvestment - Distributions 1.00 170.80 5,448.71 5,448.71 5,448.71 5,448.71 97,930.29 926.03 0.00 (11,231,991.07) 11,176,223.87 61,215.91 170.80 5,448.71 0.00 (1,242,496.51) 1,068,011.29 179,933.93 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 September January-September 2.14% Page 47