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Item No. 03 Investment Report August 2018
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-820 Agenda Date: 9/25/2018 Status: Consent AgendaVersion: 1 File Type: InvestmentsIn Control: City Council / Successor Agency Agenda Number: 3) Page 1 City of Lake Elsinore Printed on 9/20/2018 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:September 25, 2018 Subject:Investment Report for August 2018 Recommendation Receive and file the Investment Report for August 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 August 2018 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,091,015$ 79,893$ (715,821)$ 1,455,087$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,091,015 79,893 (715,821) 1,456,387 INVESTMENTS Local Agency Investment Fund 25,374,098 - - 25,374,098 CAMP Investments: CAMP Pool Account 179,934 - - 179,934 U.S. Treasury Bond / Note 15,712,835 - - 15,712,835 Supra-National Agency Bond / Note 3,097,685 - - 3,097,685 Municipal Bond / Note 225,632 - - 225,632 Federal Agency Collateralized Mortgage Obligation 604,026 - - 604,026 Federal Agency Bond / Note 1,731,486 - - 1,731,486 Corporate Notes 10,125,584 - - 10,125,584 Negotiable Certificate of Deposit 6,909,095 - - 6,909,095 Asset-Backed Security / Collaterized Mortgage 649,882 - - 649,882 Sub-total Investments 64,610,257 - - 64,610,257 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 (832,804) - - (832,804) Total Investments 63,777,453 - - 63,777,453 Total Pooled Cash and Investments 65,868,468$ 79,893$ (715,821)$ 65,233,840$ TOTAL POOLED CASH AND INVESTMENTS 65,233,840$ 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 September 12, 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 AUGUST 31, 2018 FUND NO FUND NAME AMOUNT 100 General 9,189,668$ 106 Affordable Housing In Lieu 1,454,481 107 Developer Agreement Revenue 134,866 110 State Gas Tax 924,252 111 TUMF C.I.P. 2,719 112 Measure A 1,975,415 114 SB1186 CASP Education Program 9,298 115 Traffic Safety 195,900 116 City Hall-Public Works DIF 1,028,013 119 Animal Shelter DIF 3,614 121 T.R.I.P.-2014A 138 135 Lighting & Landscape Maintenance - Dist. No. 1 1,016,291 140 Geothermal 20,063 150 C.D.B.G.113,056 160 PEG Grant 12,550 180 Launch Pointe 18,097 203 E.L.S.P. - S.T.I.F.1,637,513 205 Traffic Impact Fee 4,366,509 211 Storm Drain C.I.P. 954,912 220 Street Lighting C.I.P.101,413 221 Quimby Park C.I.P.57,550 231 Library C.I.P. 1,804,169 232 City Fire Protection 12,876 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 619,779 305 Information Systems Service 445,459 310 Support Service 14,806 320 Facilities Service 593,564 331 CFD 2006-1CC Summerly Improvement Area CC 22,406 332 CFD 2006-1 Improvement Area B, Summerly 31,376 334 CFD 2015-5 Trieste - Far West Industries 36,996 335 CFD 2003-2E Canyon Hills Improvement Area E 8,607 336 CFD 2006-1FF Summerly Improvement Area FF 26,907 340 CFD 2006-1 IA-EE Summerly Improvement Area 9,439 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,072,270 346 CFD 2014-1 Southshore 63,591 347 CFD 2006-1 Improvement Area A, Summerly 43,900 350 CFD 98-1 Summerhill 740,107 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 2,348,914 357 CFD 2003-2 Canyon Hills Improvement Area 146,445 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF AUGUST 31, 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 AUGUST 31, 2018 366 CFD 2005-6 City Center Townhomes 117,501 368 CFD 2006-2 Viscaya 337,752 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 232,468 371 CFD 2005-1 Serenity 117,206 372 CFD 2005-2 Alberhill Ranch Improvement Area 161,654 374 CFD 2005-4 Lakeview Villas 57,890 375 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 110,872 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 606,151 386 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 112,034 392 CFD 95-1 City Center 56,487 393 AD 93-1 Cottonwood Hills 68,307 394 CFD 2005-5 (2012A) Wasson Canyon 179,697 395 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 14,293,102 510 Successor To RDA Area I, II, & III 6,323,980 540 Successor To RDA Diamond Stadium 75,771 603 Endowment Trust - Carl Graves 1,020,339 604 Endowment Trust - Korn Memorial 31,436 605 Public Improvement Trust 49,591 606 Mobile Source Air Polution Reduction 237,093 608 Trust Deposit & Pre Paid Expense 2,666,441 617 Successor Agency Housing 4,570,718 620 Cost Recovery System 1,183,108 631 Lake Destratification Equipment Replacement 309,629 Total Pooled Cash & Investments 65,233,840$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 24.32%Unlimited Current Balance 15,712,835$ Supra-National Agency Bond / Note 4.79%30% Current Balance 3,097,685$ Municipal Bond / Note 0.35%Unlimited Current Balance 225,632$ Federal Agency Collaterized Mortgage Obligation 0.93%40.00% Current Balance 604,026$ Federal Agency Bond / Note 2.68%*Unlimited Current Balance 1,731,486$ Negotiable Certificates of Deposit 10.69%25.00% Current Balance 6,909,095$ Corporate Note 15.67%30.00% Current Balance 10,125,584$ Asset-Backed Security / Collaterized Mortgage 20% Current Balance 1%649,882$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)39.27%*$65 Million Current Balance 25,374,098$ CAMP - Pooled Sweep Account 0.28%Unlimited Current Balance 179,934$ TOTAL 100.00%64,610,257$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. FOR THE MONTH ENDING AUGUST 31, 2018 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.998%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:36,374,098$ (11,000,000)$ 25,374,098$ 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 AUGUST 31, 2018 JOHN CHIANG TREASURER STATE OF CALIFORNIA Average Quarter to Maturity Date Daily Yield*Date Yield (in days) 08/13/18 1.98 1.96 192 08/14/18 1.98 1.96 190 08/15/18 1.99 1.96 191 08/16/18 2.01 1.96 192 08/17/18 2.01 1.96 191 08/18/18 2.01 1.96 191 08/19/18 2.01 1.96 191 08/20/18 2.01 1.96 191 08/21/18 2.01 1.96 189 08/22/18 2.01 1.96 188 08/23/18 2.02 1.96 191 08/24/18 2.02 1.97 191 08/25/18 2.02 1.97 191 08/26/18 2.02 1.97 191 08/27/18 2.02 1.97 188 08/28/18 2.02 1.97 187 08/29/18 2.02 1.97 187 08/30/18 2.02 1.97 186 08/31/18 2.04 1.97 191 09/01/18 2.04 1.97 191 09/02/18 2.04 1.97 191 09/03/18 2.04 1.97 191 09/04/18 2.04 1.97 191 09/05/18 2.04 1.98 189 09/06/18 2.04 1.98 189 09/07/18 2.04 1.98 190 09/08/18 2.04 1.98 190 09/09/18 2.04 1.98 190 09/10/18 2.05 1.98 189 09/11/18 2.05 1.98 189 09/12/18 2.05 1.98 189 Aug 2018 1.998 July 2018 1.944 June 2018 1.854 0.00005216919081336 0.998126869 Earnings Ratio: Fair Value Factor: Daily:1.92% Apportionment Rate:1.90% Quarter to Date: Average Life: 1.76% 193 PMIA Performance Report LAIF Performance Report Quarter Ending 06/30/18 Based on data available as of 9/12/2018 View Prior Month Daily Rates PMIA Average Monthly Effective Yields *Daily yield does not reflect capital gains or losses Percentages may not total 100%, due to rounding. Treasuries 47.91% Agencies 17.82% Certificates of Deposit/Bank Notes 19.98% Time Deposits 5.87% Commercial Paper 7.47% Loans 0.92% Pooled Money Investment Account Portfolio Composition 08/31/18 $86.2 billion CAMP Investment Portfolio For the Month Ending August 31, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,555.83 1,266,241.05 (1,117,862.95) 0.00 $179,933.93 CAMP Pool Unsettled Trades 0.00 125.73 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 38,348,840.71 1,106,464.84 (1,141,528.75) 95,135.01 $38,408,911.81 CAMP Managed Account Unsettled Trades 0.00 112,761.73 Cash Dividends and Income August 31, 2018 July 31, 2018 Asset Summary CAMP Pool 179,933.93 31,555.83 CAMP Managed Account 38,408,911.81 38,348,840.71 $38,588,845.74 $38,380,396.54 Total Asset Allocation 0.47% CAMP Pool 99.53% CAMP Managed Account Page 1 For the Month Ending August 31, 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 $31,555.83 1,266,241.05 (1,117,862.95) $179,933.93 125.73 $38,348,840.71 (45,295.91) (1,096,232.84) 1,106,464.84 0.00 95,135.01 $38,408,911.81 $38,380,396.54 $38,588,845.74 117,389.99 (883.49) (3,744.77) $112,761.73 0.00 1,106,735.73 106,887.10 45,295.91 (1,107,348.33) (151,570.41) 0.00 Managed Account Total 38,998,718.40 39,178,652.33 181,490.19 1,106,735.73 45,295.91 106,887.10 (1,107,348.33) (39,036,918.34) (228,471.15) 0.00 181,490.19 2,224,598.68 45,295.91 106,887.10 (2,373,589.38) (39,068,474.17) (228,471.15) 125.73 Total Accrual Basis Earnings $66,389.51 $66,515.24 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 31, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 15,815,000.00 15,380,910.58 39.86 Supra-National Agency Bond / Note 3,095,000.00 3,053,577.35 7.91 Municipal Bond / Note 225,000.00 223,674.75 0.58 Federal Agency Collateralized Mortgage Obligation 595,719.22 599,343.11 1.55 Federal Agency Bond / Note 1,740,000.00 1,669,591.87 4.33 Corporate Note 10,055,000.00 9,949,790.64 25.78 Certificate of Deposit 6,910,000.00 6,881,251.58 17.83 Asset-Backed Security / Collateralized Mortgage Obligation 650,000.00 650,771.93 1.69 Managed Account Sub-Total 39,085,719.22 38,408,911.81 99.53% Accrued Interest 181,490.19 Total Portfolio 39,085,719.22 38,590,402.00 CAMP Pool 179,933.93 179,933.93 0.47 Total Investments 39,265,653.15 38,770,335.93 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 1.69% ABS / CMO 17.83% Cert of Deposit 25.78% Corporate Note 1.55% Fed Agency CMO 4.33% Fed Agy Bond / Note 0.47% Mny Mkt Fund 0.58% Muni Bond / Note 7.91% Supra-National Agency Bond / Note 39.86% US TSY Bond / Note Page 3 For the Month Ending August 31, 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 4.06% 6.06% 17.23% 33.17% 36.66% 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 2.36 920 2.15% 2.79% Page 4 For the Month Ending August 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 6.86% A 9.15% A+ 5.98% A- 4.57% A-1 2.07% A-1+ 0.95% AA 46.75% AA+ 9.10% AA- 10.62% AAA 0.47% AAAm 3.48% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 432,360.60 1.12 AMERICAN EXPRESS CO 373,562.25 0.97 AMERICAN HONDA FINANCE 393,161.60 1.02 APPLE INC 394,220.39 1.02 BANK OF AMERICA CO 670,069.68 1.74 BANK OF MONTREAL 776,074.80 2.01 BANK OF NOVA SCOTIA 316,206.86 0.82 BB&T CORPORATION 203,901.01 0.53 BURLINGTON NORTHERN SANTA FE 179,933.93 0.47 CAMP Pool 574,306.55 1.49 CANADIAN IMPERIAL BANK OF COMMERCE 350,738.15 0.91 CARMAX AUTO OWNER TRUST 298,656.00 0.77 CATERPILLAR INC 235,760.93 0.61 CHARLES SCHWAB 551,152.65 1.43 CITIGROUP INC 346,016.98 0.90 DEERE & COMPANY 1,044,824.95 2.71 FANNIE MAE 993,835.27 2.58 FEDERAL HOME LOAN BANKS 230,274.76 0.60 FREDDIE MAC 258,035.50 0.67 GENERAL ELECTRIC CO 300,033.78 0.78 GM FINANCIAL SECURITIZED TERM 398,142.00 1.03 GOLDMAN SACHS GROUP INC 175,662.20 0.46 HERSHEY COMPANY 196,720.21 0.51 HOME DEPOT INC 297,384.90 0.77 IBM CORP 1,256,929.70 3.25 INTER-AMERICAN DEVELOPMENT BANK 397,004.00 1.03 INTERNATIONAL FINANCE CORPORATION 1,399,643.65 3.62 INTL BANK OF RECONSTRUCTION AND DEV 671,512.95 1.74 JP MORGAN CHASE & CO 395,658.00 1.03 MICROSOFT CORP 391,893.20 1.02 MORGAN STANLEY 398,298.40 1.03 NATIONAL RURAL UTILITIES CO FINANCE CORP 771,952.70 2.00 NORDEA BANK AB Page 5 For the Month Ending August 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 335,191.19 0.87 PACCAR FINANCIAL CORP 273,469.56 0.71 PEPSICO INC 680,007.15 1.76 ROYAL BANK OF CANADA 794,692.00 2.06 SKANDINAVISKA ENSKILDA BANKEN AB 223,674.75 0.58 STATE OF CONNECTICUT 121,311.25 0.31 STATE STREET CORPORATION 798,069.60 2.07 SVENSKA HANDELSBANKEN AB 785,076.00 2.03 SWEDBANK AB 393,681.20 1.02 THE BANK OF NEW YORK MELLON CORPORATION 393,068.16 1.02 THE WALT DISNEY CORPORATION 543,299.86 1.41 TOYOTA MOTOR CORP 301,089.30 0.78 UBS AG 298,952.10 0.77 UNILEVER PLC 15,380,910.58 39.85 UNITED STATES TREASURY 367,931.63 0.95 WAL-MART STORES INC 494,579.06 1.28 WELLS FARGO & COMPANY 729,913.80 1.89 WESTPAC BANKING CORP $38,588,845.74 Total 100.00% Page 6 For the Month Ending August 31, 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 09/03/2013 2.125% 08/31/2020 14,853.51 15,113.71 0.88 15,259.57 12/30/1512/28/15AaaAA+ 15,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 9,812.50 10,085.99 58.97 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 24,642.58 25,344.04 127.05 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 98,570.30 101,376.15 508.20 102,855.47 03/04/1603/02/16AaaAA+ 100,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 9,936.72 10,250.10 40.66 10,502.34 03/31/1603/30/16AaaAA+ 10,000.00 912828A83 1.28 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 14,693.55 15,138.75 44.94 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 24,594.73 25,663.63 1.38 26,222.66 07/08/1607/06/16AaaAA+ 25,000.00 912828B90 0.92 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 147,568.35 153,981.80 8.29 157,335.94 07/08/1607/06/16AaaAA+ 150,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 53,064.28 55,384.09 289.28 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 110,952.58 115,803.10 604.85 116,464.45 06/29/1606/27/16AaaAA+ 115,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 67,670.33 69,130.70 324.32 68,610.94 01/05/1701/03/17AaaAA+ 70,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 217,511.78 222,138.09 1,042.46 220,508.79 02/03/1702/01/17AaaAA+ 225,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 77,240.64 78,624.21 279.51 77,921.87 03/17/1703/15/17AaaAA+ 80,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 98,199.20 102,105.83 508.20 103,593.75 09/02/1609/01/16AaaAA+ 100,000.00 912828WN6 1.22 Page 7 For the Month Ending August 31, 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 171,848.60 178,685.20 889.34 181,289.06 09/02/1609/01/16AaaAA+ 175,000.00 912828WN6 1.22 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 417,346.60 433,949.76 2,159.84 440,273.44 09/02/1609/01/16AaaAA+ 425,000.00 912828WN6 1.22 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 434,478.60 442,261.20 1,572.23 438,310.55 03/17/1703/15/17AaaAA+ 450,000.00 912828R77 2.02 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 98,003.90 100,443.74 5.52 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,504.88 127,901.53 6.91 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,504.88 125,239.78 6.91 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 147,005.85 150,665.61 8.29 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 220,508.78 226,200.92 12.43 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 220,508.78 226,781.28 12.43 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 245,009.75 251,979.20 13.81 252,724.61 06/29/1706/27/17AaaAA+ 250,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 318,512.68 332,543.99 17.96 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 784,031.20 804,269.93 44.20 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,004,539.98 1,026,966.24 56.63 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,127,044.85 1,155,102.99 63.54 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 Page 8 For the Month Ending August 31, 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 09/02/2014 2.000% 08/31/2021 1,372,054.60 1,411,083.52 77.35 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 57,372.66 59,275.54 252.72 59,053.13 08/31/1708/30/17AaaAA+ 60,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 124,307.43 127,633.78 547.55 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 124,307.43 127,633.78 547.55 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 239,052.75 246,981.41 1,052.99 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 693,252.98 711,803.75 3,053.67 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,051,832.10 1,086,718.22 4,633.15 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 63,083.02 64,433.98 410.67 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 72,788.10 74,346.90 473.85 74,220.70 12/06/1712/04/17AaaAA+ 75,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 111,608.42 113,754.79 726.56 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 111,608.42 113,754.79 726.56 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 174,691.44 174,686.54 1,137.23 174,248.44 05/07/1805/03/18AaaAA+ 180,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 242,627.00 242,620.20 1,579.48 242,011.72 05/07/1805/03/18AaaAA+ 250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 436,728.60 446,081.43 2,843.07 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 Page 9 For the Month Ending August 31, 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 897,719.90 914,984.18 5,844.09 913,256.84 01/04/1801/03/18AaaAA+ 925,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,213,135.00 1,213,101.00 7,897.42 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 1,552,812.80 1,554,588.83 10,108.70 1,552,750.00 07/06/1807/03/18AaaAA+ 1,600,000.00 912828X47 2.69 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 438,767.55 436,694.25 1,637.06 436,464.84 08/03/1808/01/18AaaAA+ 450,000.00 912828N30 2.86 52,258.70 15,380,910.58 15,703,308.45 2.00 15,712,834.56 15,815,000.00 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 121,992.25 124,793.95 916.00 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 146,390.70 149,752.73 1,099.20 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 731,953.50 748,763.67 5,496.02 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,648.80 100,664.21 661.11 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,648.80 100,664.21 661.11 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 591,892.80 603,985.23 3,966.67 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,625.50 49,967.95 603.85 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 Page 10 For the Month Ending August 31, 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 49,625.50 49,967.95 603.85 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 297,753.00 299,807.69 3,623.13 299,775.00 03/16/1803/09/18AaaAAA 300,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,711.40 59,883.60 577.50 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,711.40 59,883.60 577.50 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 348,316.50 349,320.98 3,368.75 349,230.00 04/19/1804/12/18AaaAAA 350,000.00 4581X0DB1 2.70 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 399,307.20 399,094.10 1,100.00 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 23,254.69 3,053,577.35 3,096,549.87 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 29,823.30 30,011.80 273.07 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 29,823.30 30,011.80 273.07 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 164,028.15 165,064.88 1,501.89 165,463.65 03/25/1503/16/15A1A 165,000.00 20772JZK1 1.90 2,048.03 223,674.75 225,088.48 1.90 225,632.25 225,000.00 Security Type Sub-Total Page 11 For the Month Ending August 31, 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 2,038.20 2,045.30 3.24 2,065.75 11/30/1511/06/15AaaAA+ 2,045.30 3136AQSW1 1.20 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2,038.20 2,045.30 3.24 2,065.75 11/30/1511/06/15AaaAA+ 2,045.30 3136AQSW1 1.20 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 10,191.00 10,226.51 16.18 10,328.78 11/30/1511/06/15AaaAA+ 10,226.51 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 10,021.91 10,080.84 13.81 10,165.89 10/30/1510/07/15AaaAA+ 10,065.10 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 10,021.91 10,080.84 13.81 10,165.89 10/30/1510/07/15AaaAA+ 10,065.10 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 59,017.93 59,364.95 81.30 59,865.78 10/30/1510/07/15AaaAA+ 59,272.24 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 39,391.32 39,565.90 115.28 39,630.01 04/30/1804/11/18AaaAA+ 38,857.10 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 39,391.32 39,565.90 115.28 39,630.01 04/30/1804/11/18AaaAA+ 38,857.10 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 196,956.56 197,829.49 576.38 198,150.00 04/30/1804/11/18AaaAA+ 194,285.47 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 35,041.81 35,267.92 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 35,041.81 35,267.92 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 160,191.14 161,224.77 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 1,530.78 599,343.11 602,565.64 2.22 604,026.46 595,719.22 Security Type Sub-Total Federal Agency Bond / Note FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,223.27 29,934.09 175.31 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 Page 12 For the Month Ending August 31, 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 NOTES DTD 09/08/2017 1.375% 09/28/2020 150,986.90 154,659.45 905.78 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 119,650.75 124,557.81 183.59 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 693,974.35 722,435.25 1,064.84 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,963.00 24,948.62 12.15 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 76,681.60 79,805.31 38.89 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 134,192.80 139,712.25 68.06 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 440,919.20 458,880.54 223.61 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 2,672.23 1,669,591.87 1,734,933.32 1.31 1,731,485.85 1,740,000.00 Security Type Sub-Total Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,767.75 49,969.17 350.00 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 49,767.75 49,992.90 350.00 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 49,767.75 49,992.90 350.00 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 248,838.75 249,964.52 1,750.00 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 Page 13 For the Month Ending August 31, 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 24,868.75 24,996.59 119.58 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 24,868.75 24,996.59 119.58 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,448.75 104,985.69 502.25 104,945.40 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 99,616.60 99,962.39 100.00 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 273,945.65 274,896.56 275.00 274,491.25 09/09/1409/04/14A2A+ 275,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,487.63 25,863.07 489.58 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 25,487.63 25,863.07 489.58 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 152,925.75 155,178.39 2,937.50 165,585.00 06/08/1606/03/16A3A+ 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 258,035.50 261,434.65 2,024.31 289,082.50 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 49,620.80 49,990.77 173.54 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 49,620.80 49,990.77 173.54 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 297,724.80 299,944.60 1,041.25 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,198.78 75,087.32 138.85 75,288.00 03/27/1503/24/15A2A- 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 370,993.88 375,769.77 694.27 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 Page 14 For the Month Ending August 31, 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 49,457.25 49,983.80 64.24 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,457.25 49,983.80 64.24 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 296,743.50 299,902.77 385.42 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,635.05 29,984.08 326.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,635.05 29,984.08 326.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 177,810.30 179,904.49 1,958.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 24,679.65 24,996.67 239.69 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 123,398.25 124,983.36 1,198.44 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 197,984.00 200,566.87 2,018.61 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 73,849.13 74,981.03 544.38 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 221,547.38 224,943.10 1,633.13 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,590.03 24,991.40 107.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,590.03 24,991.40 107.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 Page 15 For the Month Ending August 31, 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 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,499.03 24,982.77 107.50 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 48,998.05 49,965.54 215.00 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 147,540.15 149,948.37 645.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 171,493.18 174,879.39 752.50 174,797.00 06/06/1706/01/17A2A+ 175,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,604.00 24,990.70 93.44 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 99,483.40 100,190.63 519.44 100,497.00 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 572,029.55 576,096.12 2,986.81 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,168.00 39,977.22 363.83 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,168.00 39,977.22 363.83 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 220,320.00 224,871.86 2,046.56 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,420.83 24,998.34 153.75 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 24,420.83 24,998.34 153.75 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 49,145.20 49,968.96 300.00 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 Page 16 For the Month Ending August 31, 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 49,145.20 49,968.96 300.00 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 146,524.95 149,990.02 922.50 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 294,871.20 299,813.77 1,800.00 299,748.00 11/13/1711/06/17Aa1AA+ 300,000.00 037833DJ6 2.03 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 49,386.40 50,561.87 297.50 51,108.00 05/10/1605/06/16A2A- 50,000.00 94974BGR5 2.04 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 73,586.33 74,919.88 300.83 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 294,345.30 299,679.50 1,203.33 299,565.00 10/20/1710/11/17Aa2AA 300,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,416.85 24,991.14 44.79 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,416.85 24,991.14 44.79 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 73,250.55 74,973.42 134.38 74,965.50 10/26/1710/23/17A2A- 75,000.00 05531FAZ6 2.17 IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 297,384.90 299,879.94 574.17 299,853.00 02/06/1802/01/18A1A+ 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,893.65 24,976.99 372.57 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 24,893.65 24,976.99 372.57 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 24,893.65 24,907.79 372.57 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 Page 17 For the Month Ending August 31, 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 24,893.65 24,907.79 372.57 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 124,468.25 124,884.93 1,862.85 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 174,255.55 174,354.53 2,607.99 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 298,952.10 298,684.57 3,643.75 298,467.00 03/22/1803/19/18A1A+ 300,000.00 904764AZ0 2.93 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 49,919.35 49,982.46 565.42 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,067.08 39,993.94 302.22 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,067.08 39,993.94 302.22 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,210.15 50,619.01 472.22 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,210.15 50,619.01 472.22 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 195,335.40 199,969.69 1,511.11 199,960.00 10/10/1710/05/17A1A+ 200,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 295,260.90 303,759.01 2,833.33 306,978.00 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 24,609.25 25,149.12 240.63 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 48,986.65 50,124.68 451.39 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 Page 18 For the Month Ending August 31, 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 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,986.65 50,124.68 451.39 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 293,919.90 300,748.07 2,708.33 300,972.00 11/03/1711/01/17A3BBB+ 300,000.00 61746BEA0 2.40 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 195,280.20 199,742.33 1,450.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 19,974.94 19,995.31 191.17 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 19,974.94 19,995.31 191.17 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,265.33 24,990.90 158.02 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,265.33 24,990.90 158.02 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 99,874.70 99,976.57 955.83 99,974.00 05/10/1805/07/18A1A+ 100,000.00 69371RP26 3.11 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 145,591.95 149,945.42 948.13 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,094.60 24,984.49 238.96 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.12 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,094.60 24,984.49 238.96 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.12 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 125,473.00 124,922.45 1,194.79 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 Page 19 For the Month Ending August 31, 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 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,262.25 24,947.36 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,262.25 24,947.36 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 72,786.75 74,842.09 414.38 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 35,113.33 34,999.03 312.81 34,998.95 05/22/1805/17/18A2A 35,000.00 808513AW5 3.25 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 200,647.60 199,994.46 1,787.50 199,994.00 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 34,276.73 35,000.00 339.50 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 34,276.73 35,000.00 339.50 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 195,867.00 200,000.00 1,940.00 200,000.00 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 49,448.15 49,844.26 202.43 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 271,964.83 274,143.43 1,113.37 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 15,027.24 15,000.00 151.62 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 15,027.24 15,000.00 151.62 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 75,136.20 75,000.00 758.12 75,000.00 05/17/1805/14/18A3A- 75,000.00 06051GHH5 3.50 68,803.85 9,949,790.64 10,076,715.03 2.29 10,125,583.90 10,055,000.00 Security Type Sub-Total Page 20 For the Month Ending August 31, 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 CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 574,306.55 574,944.32 2,558.11 574,551.50 12/05/1612/01/16P-1A-1 575,000.00 13606A5Z7 1.78 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,758.70 100,000.00 278.25 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,758.70 100,000.00 278.25 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 598,552.20 600,000.00 1,669.50 600,000.00 01/12/1701/10/17P-1A-1+ 600,000.00 86958JHB8 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 49,835.85 50,000.00 395.26 50,000.00 04/06/1704/05/17P-1A-1 50,000.00 06417GUE6 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 69,770.19 70,000.00 553.37 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 274,097.18 275,000.00 2,173.95 275,000.00 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 99,336.50 99,982.05 153.33 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 99,336.50 99,982.05 153.33 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 596,019.00 599,892.32 920.00 599,766.00 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 99,606.80 100,000.00 83.11 100,000.00 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 99,606.80 100,000.00 83.11 100,000.00 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 572,739.10 575,000.00 477.89 575,000.00 02/22/1802/20/18Aa3AA- 575,000.00 65590ASN7 2.72 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 301,089.30 300,000.00 4,325.83 300,000.00 03/06/1803/02/18Aa2A+ 300,000.00 90275DHG8 2.93 Page 21 For the Month Ending August 31, 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 CD DTD 06/07/2018 3.080% 06/05/2020 30,187.23 29,989.89 215.60 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 50,312.05 49,983.15 359.33 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 301,872.30 299,898.89 2,156.00 299,886.00 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 98,637.00 100,000.00 136.67 100,000.00 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 98,637.00 100,000.00 136.67 100,000.00 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 532,639.80 540,000.00 738.00 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 670,069.68 670,000.00 1,721.71 670,000.00 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 98,134.50 100,000.00 681.00 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 98,134.50 100,000.00 681.00 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 588,807.00 600,000.00 4,086.00 600,000.00 11/17/1711/16/17Aa2AA- 600,000.00 87019U6D6 2.30 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,370.90 50,000.00 373.50 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 100,741.80 100,000.00 747.00 100,000.00 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 528,894.45 525,000.00 3,921.75 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 30,057.52 6,881,251.58 6,909,672.67 2.41 6,909,095.10 6,910,000.00 Security Type Sub-Total Page 22 For the Month Ending August 31, 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 Asset-Backed Security / Collateralized Mortgage Obligation GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 300,033.78 299,931.69 377.50 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 350,738.15 349,953.25 486.89 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 864.39 650,771.93 649,884.94 3.21 649,882.34 650,000.00 Security Type Sub-Total 39,085,719.22 39,056,225.74 2.15 181,490.19 38,998,718.40 38,408,911.81 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 179,933.93 179,933.93 0.00 179,933.93 NRAAAm 179,933.93 179,933.93 179,933.93 0.00 179,933.93 179,933.93 Money Market Sub-Total $39,265,653.15 $39,236,159.67 $181,490.19 $39,178,652.33 $38,588,845.74 2.15% $38,770,335.93 $181,490.19 Total Investments Accrued Interest Securities Sub-Total Page 23 For the Month Ending August 31, 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 1.94 (260.20)(406.06) 14,853.51 99.02 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.63 1.94 2.09 (273.49)(372.66) 9,812.50 98.13 MERRILL 10,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 2.65 2.09 2.17 (701.46)(1,071.28) 24,642.58 98.57 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.66 2.17 2.17 (2,805.85)(4,285.17) 98,570.30 98.57 MERRILL 100,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.66 2.17 2.24 (313.38)(565.62) 9,936.72 99.37 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.66 2.24 2.26 (445.20)(575.39) 14,693.55 97.96 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 2.66 2.26 2.42 (1,068.90)(1,627.93) 24,594.73 98.38 MORGANST 25,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.67 2.42 2.42 (6,413.45)(9,767.59) 147,568.35 98.38 MORGANST 150,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.67 2.42 2.50 (2,319.81)(2,636.11) 53,064.28 96.48 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.67 2.50 2.50 (4,850.52)(5,511.87) 110,952.58 96.48 CITIGRP 115,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.67 2.50 2.58 (1,460.37)(940.61) 67,670.33 96.67 MORGAN_S 70,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.68 2.58 2.58 (4,626.31)(2,997.01) 217,511.78 96.67 MERRILL 225,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.68 2.58 2.66 (1,383.57)(681.23) 77,240.64 96.55 MORGAN_S 80,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.68 2.66 2.64 (3,906.63)(5,394.55) 98,199.20 98.20 HSBC 100,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.68 2.64 2.64 (6,836.60)(9,440.46) 171,848.60 98.20 HSBC 175,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.68 2.64 2.64 (16,603.16)(22,926.84) 417,346.60 98.20 HSBC 425,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.68 2.64 2.66 (7,782.60)(3,831.95) 434,478.60 96.55 MORGAN_S 450,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.68 2.66 Page 24 For the Month Ending August 31, 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 2.89 (2,439.84)(2,601.57) 98,003.90 98.00 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (5,396.65)(7,187.50) 122,504.88 98.00 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (2,734.90)(2,866.21) 122,504.88 98.00 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (3,659.76)(3,902.35) 147,005.85 98.00 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (5,692.14)(6,231.45) 220,508.78 98.00 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (6,272.50)(6,943.37) 220,508.78 98.00 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (6,969.45)(7,714.86) 245,009.75 98.00 MORGAN_S 250,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (14,031.31)(18,687.52) 318,512.68 98.00 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (20,238.73)(22,156.30) 784,031.20 98.00 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (22,426.26)(23,502.99) 1,004,539.98 98.00 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (28,058.14)(29,918.04) 1,127,044.85 98.00 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 2.89 (39,028.92)(43,203.21) 1,372,054.60 98.00 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.70 2.89 3.06 (1,902.88)(1,680.47) 57,372.66 95.62 MERRILL 60,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.70 3.06 3.06 (3,326.35)(2,681.24) 124,307.43 95.62 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.70 3.06 3.06 (3,326.35)(2,681.24) 124,307.43 95.62 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.70 3.06 3.06 (7,928.66)(7,001.94) 239,052.75 95.62 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.70 3.06 3.06 (18,550.77)(14,953.07) 693,252.98 95.62 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.70 3.06 Page 25 For the Month Ending August 31, 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 3.06 (34,886.12)(30,808.53) 1,051,832.10 95.62 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.70 3.06 3.49 (1,350.96)(1,241.59) 63,083.02 97.05 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 (1,558.80)(1,432.60) 72,788.10 97.05 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 (2,146.37)(1,931.62) 111,608.42 97.05 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 (2,146.37)(1,931.62) 111,608.42 97.05 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 4.90 443.00 174,691.44 97.05 MERRILL 180,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 6.80 615.28 242,627.00 97.05 MERRILL 250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 (9,352.83)(8,595.62) 436,728.60 97.05 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 (17,264.28)(15,536.94) 897,719.90 97.05 CITIGRP 925,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 34.00 3,076.41 1,213,135.00 97.05 MERRILL 1,250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 3.49 (1,776.03) 62.80 1,552,812.80 97.05 MERRILL 1,600,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.73 3.49 4.09 2,073.30 2,302.71 438,767.55 97.50 MERRILL 450,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.74 4.09 (331,923.98) 2.71 3.10 (322,397.87) 15,380,910.58 15,815,000.00 Security Type Sub-Total 3.10 Supra-National Agency Bond / Note 1.96 (2,801.70)(2,707.75) 121,992.25 97.59 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.79 1.96 1.96 (3,362.03)(3,249.30) 146,390.70 97.59 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.79 1.96 Page 26 For the Month Ending August 31, 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 1.96 (16,810.17)(16,246.50) 731,953.50 97.59 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.79 1.96 2.11 (2,015.41)(2,278.11) 98,648.80 98.65 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.76 2.11 2.11 (2,015.41)(2,278.11) 98,648.80 98.65 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.76 2.11 2.11 (12,092.43)(13,668.66) 591,892.80 98.65 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.76 2.11 2.39 (342.45)(337.00) 49,625.50 99.25 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.95 2.39 2.39 (342.45)(337.00) 49,625.50 99.25 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.95 2.39 2.39 (2,054.69)(2,022.00) 297,753.00 99.25 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.95 2.39 2.51 (172.20)(156.60) 59,711.40 99.52 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.81 2.51 2.51 (172.20)(156.60) 59,711.40 99.52 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.81 2.51 2.51 (1,004.48)(913.50) 348,316.50 99.52 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.81 2.51 2.76 213.10 243.20 399,307.20 99.83 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 2.81 2.76 (44,107.93) 2.81 2.24 (42,972.52) 3,053,577.35 3,095,000.00 Security Type Sub-Total 2.24 Municipal Bond / Note Page 27 For the Month Ending August 31, 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 0.53 (188.50)(261.00) 29,823.30 99.41 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.08 0.53 0.53 (188.50)(261.00) 29,823.30 99.41 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.08 0.53 0.53 (1,036.73)(1,435.50) 164,028.15 99.41 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.08 0.53 (1,957.50) 3.08 0.53 (1,413.73) 223,674.75 225,000.00 Security Type Sub-Total 0.53 Federal Agency Collateralized Mortgage Obligation 0.28 (7.10)(27.55) 2,038.20 99.65 GOLDMAN 2,045.30 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.69 0.33 0.28 (7.10)(27.55) 2,038.20 99.65 GOLDMAN 2,045.30 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.69 0.33 0.28 (35.51)(137.78) 10,191.00 99.65 GOLDMAN 10,226.51 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.69 0.33 0.85 (58.93)(143.98) 10,021.91 99.57 MORGANST 10,065.10 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.02 0.41 0.85 (58.93)(143.98) 10,021.91 99.57 MORGANST 10,065.10 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.02 0.41 0.85 (347.02)(847.85) 59,017.93 99.57 MORGANST 59,272.24 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.02 0.41 1.54 (174.58)(238.69) 39,391.32 101.37 JPM_CHAS 38,857.10 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.52 2.36 1.54 (174.58)(238.69) 39,391.32 101.37 JPM_CHAS 38,857.10 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.52 2.36 1.54 (872.93)(1,193.44) 196,956.56 101.37 JPM_CHAS 194,285.47 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.52 2.36 1.98 (226.11)(256.24) 35,041.81 100.12 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.93 3.53 1.98 (226.11)(256.24) 35,041.81 100.12 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.93 3.53 Page 28 For the Month Ending August 31, 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 1.98 (1,033.63)(1,171.36) 160,191.14 100.12 CITIGRP 160,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 2.93 3.53 (4,683.35) 2.61 1.59 (3,222.53) 599,343.11 595,719.22 Security Type Sub-Total 2.50 Federal Agency Bond / Note 2.01 (710.82)(680.43) 29,223.27 97.41 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.67 2.01 2.01 (3,672.55)(3,515.55) 150,986.90 97.41 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.67 2.01 2.79 (4,907.06)(4,589.13) 119,650.75 95.72 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.68 2.79 2.79 (28,460.90)(26,616.93) 693,974.35 95.72 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.68 2.79 2.87 (985.62)(951.48) 23,963.00 95.85 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.72 2.87 2.87 (3,123.71)(2,994.40) 76,681.60 95.85 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.72 2.87 2.87 (5,519.45)(5,328.26) 134,192.80 95.85 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.72 2.87 2.87 (17,961.34)(17,217.80) 440,919.20 95.85 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.72 2.87 (61,893.98) 2.70 2.74 (65,341.45) 1,669,591.87 1,740,000.00 Security Type Sub-Total 2.74 Corporate Note 0.64 (201.42)(93.25) 49,767.75 99.54 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.72 0.62 0.64 (225.15)(200.25) 49,767.75 99.54 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.72 0.62 Page 29 For the Month Ending August 31, 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 0.64 (225.15)(200.25) 49,767.75 99.54 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.72 0.62 0.64 (1,125.77)(1,001.25) 248,838.75 99.54 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.72 0.62 0.75 (127.84)(118.25) 24,868.75 99.48 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.74 0.75 0.75 (127.84)(118.25) 24,868.75 99.48 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.74 0.75 0.75 (536.94)(496.65) 104,448.75 99.48 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.74 0.75 0.94 (345.79)(198.40) 99,616.60 99.62 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.66 0.94 0.94 (950.91)(545.60) 273,945.65 99.62 MERRILL 275,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.66 0.94 1.03 (375.44)(2,109.87) 25,487.63 101.95 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.86 1.03 1.03 (375.44)(2,109.87) 25,487.63 101.95 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.86 1.03 1.03 (2,252.64)(12,659.25) 152,925.75 101.95 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 2.86 1.03 1.29 (3,399.15)(31,047.00) 258,035.50 103.21 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 3.05 1.29 1.32 (369.97)(359.20) 49,620.80 99.24 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.02 1.30 1.32 (369.97)(359.20) 49,620.80 99.24 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.02 1.30 1.32 (2,219.80)(2,155.20) 297,724.80 99.24 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.02 1.30 1.38 (888.54)(1,089.22) 74,198.78 98.93 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.92 1.38 Page 30 For the Month Ending August 31, 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 1.38 (4,775.89)(6,627.37) 370,993.88 98.93 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.92 1.38 1.40 (526.55)(509.25) 49,457.25 98.91 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.63 1.40 1.40 (526.55)(509.25) 49,457.25 98.91 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.63 1.40 1.40 (3,159.27)(3,055.50) 296,743.50 98.91 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.63 1.40 1.45 (349.03)(333.75) 29,635.05 98.78 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.03 1.45 1.45 (349.03)(333.75) 29,635.05 98.78 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.03 1.45 1.45 (2,094.19)(2,002.50) 177,810.30 98.78 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.03 1.45 1.46 (317.02)(313.85) 24,679.65 98.72 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.82 1.46 1.46 (1,585.11)(1,569.25) 123,398.25 98.72 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.82 1.46 1.48 (2,582.87)(3,792.00) 197,984.00 98.99 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.83 1.48 1.58 (1,131.90)(1,116.37) 73,849.13 98.47 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.92 1.58 1.58 (3,395.72)(3,349.12) 221,547.38 98.47 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.92 1.58 1.71 (401.37)(395.47) 24,590.03 98.36 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.76 1.71 1.71 (401.37)(395.47) 24,590.03 98.36 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.76 1.71 1.71 (483.74)(471.97) 24,499.03 98.00 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.98 1.71 Page 31 For the Month Ending August 31, 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 1.71 (967.49)(943.95) 48,998.05 98.00 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.98 1.71 1.71 (2,408.22)(2,372.85) 147,540.15 98.36 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.76 1.71 1.71 (3,386.21)(3,303.82) 171,493.18 98.00 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.98 1.71 1.75 (386.70)(380.75) 24,604.00 98.42 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.85 1.75 1.74 (707.23)(1,013.60) 99,483.40 99.48 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.04 1.72 1.74 (4,066.57)(5,828.20) 572,029.55 99.48 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.04 1.72 1.93 (809.22)(798.40) 39,168.00 97.92 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.92 1.93 1.93 (809.22)(798.40) 39,168.00 97.92 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.92 1.93 1.93 (4,551.86)(4,491.00) 220,320.00 97.92 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.92 1.93 2.12 (577.51)(576.92) 24,420.83 97.68 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.15 2.12 2.12 (577.51)(576.92) 24,420.83 97.68 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.15 2.12 2.12 (823.76)(812.80) 49,145.20 98.29 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.81 2.12 2.12 (823.76)(812.80) 49,145.20 98.29 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.81 2.12 2.12 (3,465.07)(3,461.55) 146,524.95 97.68 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.15 2.12 2.12 (4,942.57)(4,876.80) 294,871.20 98.29 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.81 2.12 2.17 (1,175.47)(1,721.60) 49,386.40 98.77 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 3.11 2.17 Page 32 For the Month Ending August 31, 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 2.21 (1,333.55)(1,304.92) 73,586.33 98.12 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.75 2.21 2.21 (5,334.20)(5,219.70) 294,345.30 98.12 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.75 2.21 2.33 (574.29)(571.65) 24,416.85 97.67 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.16 2.32 2.33 (574.29)(571.65) 24,416.85 97.67 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.16 2.32 2.33 (1,722.87)(1,714.95) 73,250.55 97.67 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.16 2.32 2.33 (2,495.04)(2,468.10) 297,384.90 99.13 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 3.02 2.33 2.39 (83.34)(78.60) 24,893.65 99.57 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.08 2.39 2.39 (83.34)(78.60) 24,893.65 99.57 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.08 2.39 2.39 (14.14)(0.60) 24,893.65 99.57 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.08 2.39 2.39 (14.14)(0.60) 24,893.65 99.57 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.08 2.39 2.39 (416.68)(393.00) 124,468.25 99.57 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.08 2.39 2.39 (98.98)(4.20) 174,255.55 99.57 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.08 2.39 2.42 267.53 485.10 298,952.10 99.65 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 2.89 2.42 2.47 (63.11)(60.65) 49,919.35 99.84 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 3.01 2.47 2.51 (926.86)(924.92) 39,067.08 97.67 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.93 2.50 Page 33 For the Month Ending August 31, 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 2.51 (926.86)(924.92) 39,067.08 97.67 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.93 2.50 2.49 (1,408.86)(1,938.85) 49,210.15 98.42 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.13 2.47 2.49 (1,408.86)(1,938.85) 49,210.15 98.42 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.13 2.47 2.51 (4,634.29)(4,624.60) 195,335.40 97.67 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.93 2.50 2.49 (8,498.11)(11,717.10) 295,260.90 98.42 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.13 2.47 2.50 (539.87)(584.75) 24,609.25 98.44 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.25 2.50 2.51 (1,138.03)(1,175.35) 48,986.65 97.97 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.31 2.51 2.51 (1,138.03)(1,175.35) 48,986.65 97.97 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.31 2.51 2.51 (6,828.17)(7,052.10) 293,919.90 97.97 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.31 2.51 2.55 (4,462.13)(4,255.80) 195,280.20 97.64 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 3.18 2.54 2.54 (20.37)(19.86) 19,974.94 99.87 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.15 2.54 2.54 (20.37)(19.86) 19,974.94 99.87 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.15 2.54 2.57 (725.57)(718.17) 24,265.33 97.06 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.20 2.56 2.57 (725.57)(718.17) 24,265.33 97.06 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.20 2.56 Page 34 For the Month Ending August 31, 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 2.54 (101.87)(99.30) 99,874.70 99.87 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.15 2.54 2.57 (4,353.47)(4,309.05) 145,591.95 97.06 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.20 2.56 2.56 110.11 111.85 25,094.60 100.38 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.95 2.56 2.56 110.11 111.85 25,094.60 100.38 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.95 2.56 2.56 550.55 559.25 125,473.00 100.38 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.95 2.56 2.60 (685.11)(643.25) 24,262.25 97.05 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.09 2.60 2.60 (685.11)(643.25) 24,262.25 97.05 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.09 2.60 2.60 (2,055.34)(1,929.75) 72,786.75 97.05 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.09 2.60 2.57 114.30 114.38 35,113.33 100.32 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.12 2.57 2.57 653.14 653.60 200,647.60 100.32 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.12 2.57 2.92 (723.27)(723.27) 34,276.73 97.93 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.03 2.24 2.92 (723.27)(723.27) 34,276.73 97.93 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.03 2.24 2.92 (4,133.00)(4,133.00) 195,867.00 97.93 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.03 2.24 3.16 (396.11)(331.35) 49,448.15 98.90 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.00 3.16 3.16 (2,178.60)(1,822.42) 271,964.83 98.90 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.00 3.16 3.42 27.24 27.24 15,027.24 100.18 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.45 3.42 Page 35 For the Month Ending August 31, 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 3.42 27.24 27.24 15,027.24 100.18 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.45 3.42 3.42 136.20 136.20 75,136.20 100.18 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.45 3.42 (175,793.26) 2.96 1.94 (126,924.39) 9,949,790.64 10,055,000.00 Security Type Sub-Total 1.92 Certificate of Deposit 0.24 (637.77)(244.95) 574,306.55 99.88 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 2.16 0.24 0.36 (241.30)(241.30) 99,758.70 99.76 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.09 0.36 0.36 (241.30)(241.30) 99,758.70 99.76 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.09 0.36 0.36 (1,447.80)(1,447.80) 598,552.20 99.76 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.09 0.36 0.59 (164.15)(164.15) 49,835.85 99.67 MERRILL 50,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.40 0.59 0.59 (229.81)(229.81) 69,770.19 99.67 MERRILL 70,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.40 0.59 0.59 (902.82)(902.82) 274,097.18 99.67 MERRILL 275,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.40 0.59 0.90 (645.55)(624.50) 99,336.50 99.34 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.52 0.90 0.90 (645.55)(624.50) 99,336.50 99.34 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.52 0.90 0.90 (3,873.32)(3,747.00) 596,019.00 99.34 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 2.52 0.90 1.43 (393.20)(393.20) 99,606.80 99.61 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.00 1.43 1.43 (393.20)(393.20) 99,606.80 99.61 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.00 1.43 1.43 (2,260.90)(2,260.90) 572,739.10 99.61 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.00 1.43 Page 36 For the Month Ending August 31, 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 1.44 1,089.30 1,089.30 301,089.30 100.36 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.69 1.44 1.69 197.34 198.63 30,187.23 100.62 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.71 1.69 1.69 328.90 331.05 50,312.05 100.62 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.71 1.69 1.69 1,973.41 1,986.30 301,872.30 100.62 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.71 1.69 1.90 (1,363.00)(1,363.00) 98,637.00 98.64 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.68 1.90 1.90 (1,363.00)(1,363.00) 98,637.00 98.64 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.68 1.90 1.90 (7,360.20)(7,360.20) 532,639.80 98.64 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.68 1.90 1.86 69.68 69.68 670,069.68 100.01 BMO 670,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 3.20 1.86 2.12 (1,865.50)(1,865.50) 98,134.50 98.13 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.18 2.12 2.12 (1,865.50)(1,865.50) 98,134.50 98.13 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.18 2.12 2.12 (11,193.00)(11,193.00) 588,807.00 98.13 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.18 2.12 2.61 370.90 370.90 50,370.90 100.74 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.96 2.61 2.61 741.80 741.80 100,741.80 100.74 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.96 2.61 2.61 3,894.45 3,894.45 528,894.45 100.74 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.96 2.61 (27,843.52) 2.71 1.40 (28,421.09) 6,881,251.58 6,910,000.00 Security Type Sub-Total 1.40 Asset-Backed Security / Collateralized Mortgage Obligation Page 37 For the Month Ending August 31, 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 Asset-Backed Security / Collateralized Mortgage Obligation 2.31 102.09 103.74 300,033.78 100.01 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 3.02 2.07 2.35 784.90 785.85 350,738.15 100.21 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 3.04 2.31 889.59 3.03 2.33 886.99 650,771.93 650,000.00 Security Type Sub-Total 2.20 39,085,719.22 38,408,911.81 (647,313.93) (589,806.59) 2.36 2.79 Managed Account Sub-Total 2.36 Money Market Mutual Fund 0.00 0.00 0.00 179,933.93 1.00 179,933.93 CAMP Pool 0.00 179,933.93 179,933.93 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $38,770,335.93 $181,490.19 $38,588,845.74 Accrued Interest Securities Sub-Total $39,265,653.15 ($647,313.93) ($589,806.59) 2.36 2.79% 2.37 Page 38 For the Month Ending August 31, 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 08/03/18 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 912828N30 (436,464.84)(883.49)(437,348.33) 450,000.00 08/01/18 08/03/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 06370REU9 (670,000.00) 0.00 (670,000.00) 670,000.00 08/01/18 (883.49) (1,107,348.33)(1,106,464.84) 1,120,000.00 Transaction Type Sub-Total INTEREST 08/01/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 0.00 268.75 268.75 25,000.00 08/01/18 08/01/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 0.00 806.25 806.25 75,000.00 08/01/18 08/01/18 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 05531FAZ6 0.00 268.75 268.75 25,000.00 08/01/18 08/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 20.29 20.29 14,788.61 08/01/18 08/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 3.24 3.24 2,049.92 08/01/18 08/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 16.21 16.21 10,249.58 08/01/18 08/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 3.24 3.24 2,049.92 08/01/18 08/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 08/01/18 08/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 119.46 119.46 87,088.48 08/01/18 08/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 122.71 122.71 40,000.00 08/01/18 08/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 20.29 20.29 14,788.61 08/01/18 Page 39 For the Month Ending August 31, 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 08/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 08/01/18 08/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 613.57 613.57 200,000.00 08/01/18 08/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 122.72 122.72 40,000.00 08/01/18 08/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 08/01/18 08/02/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 0.00 925.11 925.11 100,000.00 08/02/18 08/02/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 0.00 925.11 925.11 100,000.00 08/02/18 08/02/18 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 0.00 5,550.67 5,550.67 600,000.00 08/02/18 08/05/18 IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 44932HAG8 0.00 3,952.92 3,952.92 300,000.00 08/05/18 08/06/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 462.50 462.50 50,000.00 08/06/18 08/06/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 462.50 462.50 50,000.00 08/06/18 08/06/18 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 2,775.00 2,775.00 300,000.00 08/06/18 08/07/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 0.00 1,025.00 1,025.00 100,000.00 08/07/18 08/07/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 0.00 5,535.00 5,535.00 540,000.00 08/07/18 08/07/18 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 0.00 1,025.00 1,025.00 100,000.00 08/07/18 08/15/18 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 0.00 1,125.00 1,125.00 100,000.00 08/15/18 Page 40 For the Month Ending August 31, 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 08/15/18 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 0.00 3,093.75 3,093.75 275,000.00 08/15/18 08/15/18 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 608.61 608.61 350,000.00 08/15/18 08/16/18 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 704.67 704.67 300,000.00 08/16/18 08/17/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 500.00 500.00 80,000.00 08/17/18 08/17/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 156.25 156.25 25,000.00 08/17/18 08/17/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 875.00 875.00 140,000.00 08/17/18 08/17/18 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 2,875.00 2,875.00 460,000.00 08/17/18 08/20/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 0.00 1,344.89 1,344.89 100,000.00 08/20/18 08/20/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 0.00 1,344.89 1,344.89 100,000.00 08/20/18 08/20/18 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 65590ASN7 0.00 7,733.11 7,733.11 575,000.00 08/20/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 8,000.00 8,000.00 800,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,000.00 1,000.00 100,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 10,250.00 10,250.00 1,025,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 14,000.00 14,000.00 1,400,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,250.00 1,250.00 125,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 2,250.00 2,250.00 225,000.00 08/31/18 Page 41 For the Month Ending August 31, 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 08/31/18 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 159.38 159.38 15,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 2,250.00 2,250.00 225,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 2,500.00 2,500.00 250,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 1,500.00 1,500.00 150,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 3,250.00 3,250.00 325,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 11,500.00 11,500.00 1,150,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,500.00 1,500.00 150,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 250.00 250.00 25,000.00 08/31/18 08/31/18 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,250.00 1,250.00 125,000.00 08/31/18 106,887.10 106,887.10 0.00 11,601,015.12 Transaction Type Sub-Total PAYDOWNS 08/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 4.62 0.00 4.62 (0.05) 0.00 4.62 08/01/18 08/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 4.62 0.00 4.62 (0.05) 0.00 4.62 08/01/18 08/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 23.08 0.00 23.08 (0.23) 0.00 23.08 08/01/18 08/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 4,723.51 0.00 4,723.51 (47.30) 0.00 4,723.51 08/01/18 08/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 4,723.51 0.00 4,723.51 (47.30) 0.00 4,723.51 08/01/18 08/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 27,816.24 0.00 27,816.24 (278.55) 0.00 27,816.24 08/01/18 Page 42 For the Month Ending August 31, 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 PAYDOWNS 08/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,142.90 0.00 1,142.90 (22.73) 0.00 1,142.90 08/01/18 08/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,142.90 0.00 1,142.90 (22.73) 0.00 1,142.90 08/01/18 08/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 5,714.53 0.00 5,714.53 (113.67) 0.00 5,714.53 08/01/18 0.00 0.00 (532.61) 45,295.91 45,295.91 45,295.91 Transaction Type Sub-Total SELL 08/03/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 99,685.48 919.11 100,604.59 (314.52)(314.52)FIFO 100,000.00 08/01/18 08/03/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 598,112.88 5,514.67 603,627.55 (1,887.12)(1,887.12)FIFO 600,000.00 08/01/18 08/03/18 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 99,685.48 919.11 100,604.59 (314.52)(314.52)FIFO 100,000.00 08/01/18 08/03/18 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 298,749.00 3,150.00 301,899.00 (696.00)(1,129.07)FIFO 300,000.00 08/01/18 10,502.89 (3,645.23)(3,212.16) 1,106,735.73 1,096,232.84 1,100,000.00 Transaction Type Sub-Total 35,063.91 116,506.50 151,570.41 (3,744.77) (3,645.23)Managed Account Sub-Total Total Security Transactions ($3,744.77)$151,570.41 $116,506.50 $35,063.91 ($3,645.23) Page 43 For the Month Ending August 31, 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 31,555.83 Opening Balance 08/01/18 08/01/18 Purchase - Interest 05531FAZ6 1.00 268.75 31,824.58 08/01/18 08/01/18 Purchase - Interest 05531FAZ6 1.00 268.75 32,093.33 08/01/18 08/01/18 Purchase - Interest 05531FAZ6 1.00 806.25 32,899.58 08/02/18 08/02/18 Purchase - Interest 83050FXT3 1.00 5,550.67 38,450.25 08/02/18 08/02/18 Purchase - Interest 83050FXT3 1.00 925.11 39,375.36 08/02/18 08/02/18 Purchase - Interest 83050FXT3 1.00 925.11 40,300.47 08/03/18 08/03/18 Purchase - Interest 02665WAH4 1.00 3,150.00 43,450.47 08/03/18 08/03/18 Purchase - Principal 02665WAH4 1.00 298,749.00 342,199.47 08/03/18 08/03/18 Purchase - Principal 06427KRC3 1.00 797,483.84 1,139,683.31 08/03/18 08/03/18 Purchase - Interest 06427KRC3 1.00 7,352.89 1,147,036.20 08/03/18 08/03/18 Redemption - Interest 912828N30 1.00 (883.49) 1,146,152.71 08/03/18 08/03/18 Redemption - Principal 912828N30 1.00 (436,464.84) 709,687.87 08/03/18 08/03/18 Redemption - Principal 06370REU9 1.00 (670,000.00) 39,687.87 08/06/18 08/06/18 Purchase - Interest 44932HAG8 1.00 3,952.92 43,640.79 08/06/18 08/06/18 Purchase - Interest 594918BV5 1.00 462.50 44,103.29 08/06/18 08/06/18 Purchase - Interest 594918BV5 1.00 2,775.00 46,878.29 08/06/18 08/06/18 Purchase - Interest 594918BV5 1.00 462.50 47,340.79 08/07/18 08/07/18 Purchase - Interest 96121T4A3 1.00 5,535.00 52,875.79 08/07/18 08/07/18 Purchase - Interest 96121T4A3 1.00 1,025.00 53,900.79 08/07/18 08/07/18 Purchase - Interest 96121T4A3 1.00 1,025.00 54,925.79 08/15/18 08/15/18 Purchase - Interest 02665WAH4 1.00 1,125.00 56,050.79 Page 44 For the Month Ending August 31, 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 08/15/18 08/15/18 Purchase - Interest 02665WAH4 1.00 3,093.75 59,144.54 08/15/18 08/15/18 Purchase - Interest 14313FAD1 1.00 651.39 59,795.93 08/16/18 08/16/18 Purchase - Interest 36255JAD6 1.00 704.67 60,500.60 08/16/18 08/16/18 Purchase -Correction to Interest 14313FAD1 from 8/15/18 1.00 608.61 61,109.21 08/16/18 08/16/18 Redemption - Reversal of Interest 14313FAD1 from 8/15/18 1.00 (651.39) 60,457.82 08/17/18 08/17/18 Purchase - Interest 3135G0N82 1.00 875.00 61,332.82 08/17/18 08/17/18 Purchase - Interest 3135G0N82 1.00 2,875.00 64,207.82 08/17/18 08/17/18 Purchase - Interest 3135G0N82 1.00 156.25 64,364.07 08/17/18 08/17/18 Purchase - Interest 3135G0N82 1.00 500.00 64,864.07 08/20/18 08/20/18 Purchase - Interest 65590ASN7 1.00 7,733.11 72,597.18 08/20/18 08/20/18 Purchase - Interest 65590ASN7 1.00 1,344.89 73,942.07 08/20/18 08/20/18 Purchase - Interest 65590ASN7 1.00 1,344.89 75,286.96 08/24/18 08/24/18 IP Fees July 2018 1.00 (3,090.59) 72,196.37 08/24/18 08/24/18 U.S. Bank Fees June 2018 1.00 (227.45) 71,968.92 08/27/18 08/27/18 Purchase - Interest 3136AQDQ0 1.00 119.46 72,088.38 08/27/18 08/27/18 Purchase - Interest 3136AQDQ0 1.00 20.29 72,108.67 08/27/18 08/27/18 Purchase - Interest 3136AQDQ0 1.00 20.29 72,128.96 08/27/18 08/27/18 Purchase - Interest 3136AQSW1 1.00 16.21 72,145.17 08/27/18 08/27/18 Purchase - Interest 3136AQSW1 1.00 3.24 72,148.41 08/27/18 08/27/18 Purchase - Interest 3136AQSW1 1.00 3.24 72,151.65 08/27/18 08/27/18 Purchase - Interest 3136B1XP4 1.00 593.33 72,744.98 08/27/18 08/27/18 Purchase - Interest 3136B1XP4 1.00 118.67 72,863.65 Page 45 For the Month Ending August 31, 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 08/27/18 08/27/18 Purchase - Interest 3136B1XP4 1.00 118.67 72,982.32 08/27/18 08/27/18 Purchase - Interest 3137BM6P6 1.00 412.00 73,394.32 08/27/18 08/27/18 Purchase - Interest 3137BM6P6 1.00 90.13 73,484.45 08/27/18 08/27/18 Purchase - Interest 3137BM6P6 1.00 90.13 73,574.58 08/27/18 08/27/18 Purchase - Correction to Interest 3136B1XP4 1.00 613.58 74,188.16 08/27/18 08/27/18 Purchase - Correction to Interest 3136B1XP4 1.00 122.71 74,310.87 08/27/18 08/27/18 Purchase - Correction to Interest 3136B1XP4 1.00 122.71 74,433.58 08/27/18 08/27/18 Purchase - Correction to Principal 3136B1XP4 1.00 5,714.53 80,148.11 08/27/18 08/27/18 Purchase - Principal 3136AQDQ0 1.00 27,816.24 107,964.35 08/27/18 08/27/18 Purchase - Principal 3136AQDQ0 1.00 4,723.51 112,687.86 08/27/18 08/27/18 Purchase - Principal 3136AQDQ0 1.00 4,723.51 117,411.37 08/27/18 08/27/18 Purchase - Principal 3136AQSW1 1.00 23.08 117,434.45 08/27/18 08/27/18 Purchase - Principal 3136AQSW1 1.00 4.62 117,439.07 08/27/18 08/27/18 Purchase - Principal 3136AQSW1 1.00 4.62 117,443.69 08/27/18 08/27/18 Purchase - Principal 3136B1XP4 1.00 5,714.52 123,158.21 08/27/18 08/27/18 Purchase - Principal 3136B1XP4 1.00 1,142.90 124,301.11 08/27/18 08/27/18 Purchase - Principal 3136B1XP4 1.00 1,142.90 125,444.01 08/27/18 08/27/18 Redemption - Reversal of Interest 3136B1XP4 1.00 (593.33) 124,850.68 08/27/18 08/27/18 Redemption - Reversal of Interest 3136B1XP4 1.00 (118.67) 124,732.01 08/27/18 08/27/18 Redemption - Reversal of Interest 3136B1XP4 1.00 (118.67) 124,613.34 08/27/18 08/27/18 Redemption - Reversal of Principal 3136B1XP4 1.00 (5,714.52) 118,898.82 08/31/18 08/31/18 Purchase - Interest 912828B90 1.00 1,500.00 120,398.82 Page 46 For the Month Ending August 31, 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 08/31/18 08/31/18 Purchase - Interest 912828B90 1.00 250.00 120,648.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 2,250.00 122,898.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 1,250.00 124,148.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 14,000.00 138,148.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 2,250.00 140,398.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 11,500.00 151,898.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 1,250.00 153,148.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 1,500.00 154,648.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 8,000.00 162,648.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 10,250.00 172,898.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 3,250.00 176,148.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 1,000.00 177,148.82 08/31/18 08/31/18 Purchase - Interest 912828D72 1.00 2,500.00 179,648.82 08/31/18 08/31/18 Purchase - Interest 912828VV9 1.00 159.38 179,808.20 08/31/18 09/04/18 Accrual Income Div Reinvestment - Distributions 1.00 125.73 179,933.93 Page 47 For the Month Ending August 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 179,933.93 179,933.93 179,933.93 69,885.18 755.23 0.00 (9,989,494.56) 10,108,212.58 61,215.91 125.73 179,933.93 0.00 (1,117,862.95) 1,266,241.05 31,555.83 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance August January-August 2.12% Page 48