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Item No. 02 Investment Report for August 2017
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-350 Agenda Date: 9/26/2017 Status: PassedVersion: 1 File Type: Council InvestmentsIn Control: City Council / Successor Agency Agenda Number: 2) Investment Report for August 2017 Receive and file. Page 1 City of Lake Elsinore Printed on 6/28/2022 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 26, 2017 Subject:Investment Report for August 2017 Recommendation Receive and file the Investment Report for August 2017. 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 2017 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,655,347$ 53,908$ (1,393,741)$ 1,315,515$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,655,347 53,908 (1,393,741) 1,316,815 INVESTMENTS City Investments: City Local Agency Investment Fund 18,634,037 - - 18,634,037 City Local Agency Investment Fund for the PFA - - - - City CAMP Investments: CAMP Pool Account 99,014 - - 99,014 U.S. Treasury Bond / Note 12,422,743 - - 12,422,743 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 422,211 - - 422,211 Federal Agency Bond / Note 5,451,132 - - 5,451,132 Corporate Note 6,449,016 - - 6,449,016 Commercial Paper - - - - Certificate of Deposit 5,214,318 - - 5,214,318 Housing CAMP Investments: Housing CAMP Pool Account 36,111 - - 36,111 Housing U.S. Treasury Bond / Notes 2,262,470 - - 2,262,470 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 76,298 - - 76,298 Housing Federal Agency Bond / Notes 798,017 - - 798,017 Housing Corporate Notes 1,145,666 - - 1,145,666 Housing Certificate of Deposit 799,961 - - 799,961 Successor Investments: Successor Local Agency Investment Fund 8,438,499 - - 8,438,499 Successor CAMP Investments: Successor CAMP Pool Account 33,199 - - 33,199 Successor U.S. Treasury Bond / Notes 2,178,267 - - 2,178,267 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 76,298 - - 76,298 Successor Federal Agency Bond / Notes 1,137,254 - - 1,137,254 Successor Corporate Notes 1,095,341 - - 1,095,341 Successor Certificate of Deposit 799,961 - - 799,961 Sub-total Investments 67,920,445 - - 67,920,445 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 City (219,221) - - (219,221) Unrealized Gain/(Loss) at 06-30-17 SARDA (38,492) - - (38,492) Total Unrealized Gain/(Loss) at 06-30-17 per GASB 31 (257,713) - - (257,713) Total Investments 67,662,732 - - 67,662,732 Total Pooled Cash and Investments 70,318,079$ 53,908$ (1,393,741)$ 68,979,547$ TOTAL POOLED CASH AND INVESTMENTS 68,979,547$ 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 13, 2017. 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 15, 2017 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, 2017 FUND NO FUND NAME AMOUNT 100 General 9,930,114$ 106 Affordable Housing In Lieu 1,364,388 107 Developer Agreement Revenue 555,526 110 State Gas Tax 1,581,415 112 Measure A 1,541,126 114 SB1186 CASP Education Program 7,702 115 Traffic Safety 29,812 116 City Hall-Public Works DIF 1,262,288 117 Community Center DIF 473,018 118 Lake Side Facility DIF 725,573 119 Animal Shelter DIF 69,084 121 T.R.I.P.-2014A 131 135 Lighting & Landscape Maintenance - Dist. No. 1 698,592 140 Geothermal 19,971 155 CSA152 -- N.P.D.E.S.68,687 205 Traffic Impact Fee 4,299,498 211 Storm Drain C.I.P. 1,276,782 220 Street Lighting C.I.P.52,999 231 Library C.I.P. 1,756,699 232 City Fire Protection 234,480 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 210,976 320 Facilities Service 410,372 332 CFD 2006-1 Improvement Area B, Summerly 19,913 336 CFD 2006-1FF Summerly Improvement Area FF 25,871 337 CFD 2016-2 Canyon Hills 9,394 345 CFD 2003-2S Improvement Area D, Canyon Hills 534,594 346 CFD 2014-1 Southshore 63,302 347 CFD 2006-1 Improvement Area A, Summerly 24,473 350 CFD 98-1 Summerhill 696,730 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 1,756,433 357 CFD 2003-2 Canyon Hills Improvement Area 111,270 366 CFD 2005-6 City Center Townhomes Debt Service 71,217 368 CFD 2006-2 Viscaya 96,482 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 133,881 371 CFD 2005-1 Serenity 61,879 372 CFD 2005-2 Alberhill Ranch Improvement Area 80,742 374 CFD 2005-4 Lakeview Villas 52,179 375 CFD 2006-4 Clurman Debt Service 16,518 376 CFD 2006-3 La Strada 10,540 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, 2017 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, 2017 377 CFD 2006-6 Tessara 9,883 378 CFD 2006-8 Running Deer Estates 46,702 384 CFD 2003-2 Area B Canyon Hills Improvement Area 215,101 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 352,621 386 CFD 2007-4 Mekenna Court 23,497 387 CFD 2007-5 Red Kite 68,970 388 CFD 2007-6 Holiday Inn Express 3,623 390 CFD 2003-2 Area C Canyon Hills Improvement Area 75,400 392 CFD 95-1 City Center 37,224 393 AD 93-1 Cottonwood Hills 70,950 394 CFD 2005-5 (2012A) Wasson Canyon 140,046 500 Capital Improvement Plan 6,878,457 520 Successor Agency RDA Area II 4,751,476 530 Successor Agency RDA Area III 2,135,317 540 Successor Area RDA Diamond Stadium 2,651,960 604 Endowment Trust - Korn Memorial 31,293 605 Public Improvement Trust 705,717 606 Mobile Source Air Polution Reduction 229,669 608 Trust Deposit & Pre Paid Expense 4,906,776 617 Successor Agency Housing 11,658,866 620 Cost Recovery System 2,555,276 631 Lake Destratification Equipment Replacement 284,125 Total Pooled Cash & Investments 68,979,547$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 24.83%Unlimited Current Balance 16,863,480$ Municipal Bond / Note 0.52%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 0.85%40.00% Current Balance 574,808$ Federal Agency Bond / Note 10.88%*Unlimited Current Balance 7,386,403$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 10.03%25.00% Current Balance 6,814,240$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 12.79%30.00% Current Balance 8,690,022$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)39.86%*$65 Million Current Balance 27,072,536$ CAMP - Pooled Sweep Account 0.25%Unlimited Current Balance 168,324$ TOTAL 100.00%*67,920,445$ Note: Local agencies are only eligible to purchase medium term corporate notes that have a rating of "A" or its equivalent or better by a Nationally Recognized Statistical Rating Organization (NRSRO). If a security falls below "A" by both rating agencies, then PFM Asset Management LLC will evaluate the need to sell the security prior to maturity. The CAMP Portfolio Summary and Statistics shows the credit quality held by the City's investments. *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING AUGUST 31, 2017 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.084%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 36,634,037$ (18,000,000)$ 18,634,037$ Successor Agency 8,438,499$ -$ 8,438,499$ Total Investments Held with Local Agency Investment Fund:45,072,536$ (18,000,000)$ 27,072,536$ 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, 2017 JOHN CHIANG TREASURER STATE OF CALIFORNIA 08/14/17 1.08 1.06 187 08/15/17 1.08 1.06 186 08/16/17 1.08 1.06 188 08/17/17 1.08 1.06 189 08/18/17 1.09 1.06 187 08/19/17 1.09 1.06 187 08/20/17 1.09 1.06 187 08/21/17 1.09 1.06 185 08/22/17 1.09 1.06 183 08/23/17 1.09 1.06 181 08/24/17 1.09 1.06 181 08/25/17 1.09 1.06 180 08/26/17 1.09 1.07 180 Aug 2017 1.084% 08/27/17 1.09 1.07 180 July 2017 1.051 08/28/17 1.09 1.07 178 June 2017 0.978 08/29/17 1.09 1.07 178 08/30/17 1.09 1.07 177 08/31/17 1.10 1.07 179 09/01/17 1.10 1.07 187 09/02/17 1.10 1.07 187 09/03/17 1.10 1.07 187 09/04/17 1.10 1.07 187 09/05/17 1.10 1.07 184 09/06/17 1.10 1.07 182 09/07/17 1.10 1.07 180 09/08/17 1.10 1.07 181 09/09/17 1.10 1.07 181 09/10/17 1.10 1.07 181 09/11/17 1.10 1.07 179 09/12/17 1.10 1.07 177 09/13/17 1.11 1.07 176 9/13/2017Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 0.93% *Daily yield does not reflect capital gains or losses 194 PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:0.92% Quarter Ending 06/30/17 .00002531309414880 0.998940671 Earnings Ratio: Fair Value Factor: Daily:1.03% Treasuries 43.08% Mortgages 0.05%Agencies 18.63% Certificates of Deposit/Bank Notes 20.10% Time Deposits 7.52% Commercial Paper 9.68% Loans 0.94% Pooled Money Investment Account Portfolio Composition 08/31/17 $75.1 billion City Funds CAMP Account For the Month Ending August 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 85,989.30 2,253,796.93 (2,240,772.18) 0.00 $99,014.05 CAMP Pool Unsettled Trades 0.00 551.38 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,073,026.96 2,222,406.63 (2,139,719.13) 58,135.76 $30,213,850.22 CAMP Managed Account Unsettled Trades 0.00 99,374.15 Cash Dividends and Income August 31, 2017 July 31, 2017 Asset Summary CAMP Pool 99,014.05 85,989.30 CAMP Managed Account 30,213,850.22 30,073,026.96 $30,312,864.27 $30,159,016.26 Total Asset Allocation 0.33% CAMP Pool 99.67% CAMP Managed Account Page 1 For the Month Ending August 31, 2017Managed 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 $85,989.30 2,253,796.93 (2,240,772.18) $99,014.05 551.38 $30,073,026.96 (667,873.07) (1,471,846.06) 2,222,406.63 0.00 58,135.76 $30,213,850.22 $30,159,016.26 $30,312,864.27 102,340.42 (4,595.79) 1,629.52 $99,374.15 625,000.00 1,483,251.64 90,934.84 42,873.07 (2,227,002.42) (15,057.13) 0.00 Managed Account Total 30,186,070.48 30,285,084.53 113,220.71 1,483,251.64 667,873.07 90,934.84 (2,227,002.42) (30,105,915.15) (166,200.69) 0.00 113,220.71 3,724,023.82 667,873.07 90,934.84 (4,480,799.35) (30,191,904.45) (166,200.69) 551.38 Total Accrual Basis Earnings $42,232.48 $42,783.86 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,300,000.00 12,402,962.95 40.92 Municipal Bond / Note 290,000.00 291,209.70 0.96 Federal Agency Collateralized Mortgage Obligation 418,027.99 418,044.79 1.38 Federal Agency Bond / Note 5,465,000.00 5,421,206.99 17.88 Corporate Note 6,380,000.00 6,456,808.81 21.30 Certificate of Deposit 5,215,000.00 5,223,616.98 17.23 Managed Account Sub-Total 30,068,027.99 30,213,850.22 99.67% Accrued Interest 113,220.71 Total Portfolio 30,068,027.99 30,327,070.93 CAMP Pool 99,014.05 99,014.05 0.33 Total Investments 30,167,042.04 30,426,084.98 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 17.23% Cert of Deposit 21.30% Corporate Note 1.38% Fed Agency CMO 17.88% Fed Agy Bond / Note 0.33% Mny Mkt Fund 0.96% Muni Bond / Note 40.92% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 2.22% 5.11% 23.23% 21.74% 27.46% 20.24% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.67 1010 1.66% 1.58% Page 3 For the Month Ending August 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.69% A 11.23% A+ 3.69% A- 1.90% A-1+ 0.41% AA 61.19% AA+ 13.22% AA- 1.00% AAA 0.33% AAAm 2.34% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 382,505.10 1.26 AMERICAN EXPRESS CO 580,906.40 1.92 AMERICAN HONDA FINANCE 309,240.50 1.02 APPLE INC 602,451.00 1.99 BANK OF MONTREAL 574,080.58 1.89 BANK OF NOVA SCOTIA 150,174.15 0.50 BB&T CORPORATION 158,907.90 0.52 BURLINGTON NORTHERN SANTA FE 99,014.05 0.33 CAMP Pool 576,438.08 1.90 CANADIAN IMPERIAL BANK OF COMMERCE 440,812.68 1.45 CHEVRON CORPORATION 574,650.63 1.90 CISCO SYSTEMS INC 407,831.39 1.35 CITIGROUP INC 280,449.40 0.93 DEERE & COMPANY 2,922,756.44 9.64 FANNIE MAE 2,168,201.59 7.15 FEDERAL HOME LOAN BANKS 748,293.75 2.47 FREDDIE MAC 270,490.75 0.89 GENERAL ELECTRIC CO 300,464.40 0.99 GOLDMAN SACHS GROUP INC 150,698.70 0.50 HOME DEPOT INC 575,304.18 1.90 HSBC HOLDINGS PLC 586,971.50 1.94 JP MORGAN CHASE & CO 301,833.30 1.00 MICROSOFT CORP 576,438.08 1.90 NORDEA BANK AB 575,844.10 1.90 ROYAL BANK OF CANADA 602,056.14 1.99 SKANDINAVISKA ENSKILDA BANKEN AB 165,730.95 0.55 STATE OF CONNECTICUT 74,768.33 0.25 STATE STREET CORPORATION 597,838.80 1.97 SVENSKA HANDELSBANKEN AB 304,618.80 1.00 THE BANK OF NEW YORK MELLON CORPORATION 301,058.25 0.99 THE WALT DISNEY CORPORATION 428,054.23 1.41 TOYOTA MOTOR CORP 12,402,962.95 40.91 UNITED STATES TREASURY Page 4 For the Month Ending August 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 125,478.75 0.41 UNIVERSITY OF CALIFORNIA 452,372.40 1.49 WELLS FARGO & COMPANY 543,166.02 1.79 WESTPAC BANKING CORP $30,312,864.27 Total 100.00% Page 5 For the Month Ending August 31, 2017Managed 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 11/30/2012 1.000% 11/30/2019 258,029.72 257,458.91 660.66 254,982.81 05/29/1505/28/15AaaAA+ 260,000.00 912828UB4 1.44 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 520,100.55 515,752.05 29.94 518,825.39 12/30/1512/28/15AaaAA+ 510,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 846,988.80 850,493.13 4,953.26 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 152,402.40 152,963.25 762.30 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 385,576.13 388,322.04 1,524.71 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 806,249.60 810,508.08 2,396.74 814,343.75 05/31/1605/27/16AaaAA+ 800,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 584,209.20 596,278.11 31.77 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 287,043.45 292,796.88 1,525.27 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 248,369.25 245,665.85 1,158.29 245,009.77 02/03/1702/01/17AaaAA+ 250,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 347,716.95 344,075.42 1,621.60 343,054.69 01/05/1701/03/17AaaAA+ 350,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 893,460.60 879,093.57 3,144.47 876,621.09 03/17/1703/15/17AaaAA+ 900,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,218,750.00 1,234,266.68 6,098.36 1,243,125.00 09/02/1609/01/16AaaAA+ 1,200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 329,900.35 335,000.95 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 812,062.40 805,643.85 44.20 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 Page 6 For the Month Ending August 31, 2017Managed 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 1,040,454.95 1,027,597.42 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 1,167,339.70 1,156,743.95 63.54 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,421,109.20 1,414,656.11 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 1,083,199.70 1,082,651.68 4,633.15 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 28,800.20 12,402,962.95 12,389,967.93 1.59 12,422,742.78 12,300,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 125,478.75 125,000.00 700.78 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 165,730.95 165,183.59 1,501.89 165,463.65 03/25/1503/16/15A1A+ 165,000.00 20772JZK1 1.90 2,202.67 291,209.70 290,183.59 1.90 290,463.65 290,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 97,257.94 97,425.75 125.72 98,303.97 04/30/1504/15/15AaaAA+ 97,331.01 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 101,449.41 101,710.62 160.37 102,387.55 11/30/1511/06/15AaaAA+ 101,373.82 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 219,337.44 220,318.17 300.84 221,519.44 10/30/1510/07/15AaaAA+ 219,323.16 3136AQDQ0 1.08 586.93 418,044.79 419,454.54 1.05 422,210.96 418,027.99 Security Type Sub-Total Federal Agency Bond / Note FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 371,316.75 374,594.93 264.32 374,370.00 08/02/1607/29/16AaaAA+ 375,000.00 3135G0N33 0.93 Page 7 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 717,831.93 724,101.88 458.16 723,608.00 08/04/1608/03/16AaaAA+ 725,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 595,290.00 599,372.92 50.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 396,484.80 399,228.55 1,411.11 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 739,220.78 739,873.84 2,995.97 739,829.80 11/17/1611/16/16AaaAA+ 740,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 550,584.10 549,706.53 68.75 549,648.00 02/28/1702/24/17AaaAA+ 550,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 748,293.75 747,740.37 3,752.60 747,435.00 04/20/1704/19/17AaaAA+ 750,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 711,148.88 721,562.70 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 137,908.40 139,617.57 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 453,127.60 458,512.32 223.61 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 10,357.42 5,421,206.99 5,454,311.61 1.24 5,451,132.14 5,465,000.00 Security Type Sub-Total Corporate Note APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,240.50 309,842.68 1,016.11 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 440,812.68 440,000.00 1,406.85 440,000.00 06/24/1306/17/13Aa2AA- 440,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 272,202.93 270,881.05 2,868.75 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 Page 8 For the Month Ending August 31, 2017Managed 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 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 302,447.70 301,232.45 3,187.50 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,077.40 49,922.50 350.00 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 250,387.00 249,910.79 1,750.00 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 105,220.19 104,967.36 502.25 104,945.40 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 580,906.40 574,562.31 575.00 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 158,907.90 159,886.93 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 270,490.75 269,689.84 2,024.31 289,082.50 03/25/1503/20/15A1AA- 250,000.00 36962G4J0 2.05 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 302,611.20 299,904.95 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 75,395.40 75,147.57 138.85 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 376,977.00 376,301.40 694.27 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 301,833.30 299,836.31 385.42 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 181,552.50 179,842.80 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 125,983.00 124,972.60 1,184.90 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 Page 9 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 202,031.60 200,928.24 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 226,022.63 224,909.03 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 150,698.70 149,919.77 645.00 149,913.00 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 175,075.25 174,812.61 743.75 174,797.00 06/06/1706/01/17A2A+ 175,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 586,971.50 576,704.48 2,986.81 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 304,618.80 305,219.26 2,833.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 200,952.60 199,650.06 1,450.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 150,174.15 149,925.90 948.13 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 74,768.33 74,786.10 414.38 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 280,449.40 273,902.29 1,113.37 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 36,807.47 6,456,808.81 6,417,659.28 2.06 6,449,015.80 6,380,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 575,304.18 575,000.00 16,061.99 575,000.00 11/18/1511/17/15P-1A-1+ 575,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 575,844.10 575,000.00 4,670.28 575,000.00 03/15/1603/11/16Aa3AA- 575,000.00 78009NZZ2 1.69 Page 10 For the Month Ending August 31, 2017Managed 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 576,438.08 574,718.53 2,558.11 574,551.50 12/05/1612/01/16Aa3A+ 575,000.00 13606A5Z7 1.78 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 576,438.08 575,000.00 2,642.44 575,000.00 12/05/1612/01/16Aa3AA- 575,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 597,838.80 600,000.00 1,669.50 600,000.00 01/12/1701/10/17Aa2AA- 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 602,451.00 600,000.00 752.00 600,000.00 02/09/1702/08/17A1A+ 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 574,080.58 575,000.00 4,515.03 575,000.00 04/06/1704/05/17A1A+ 575,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 602,056.14 599,775.00 858.67 599,766.00 08/04/1708/03/17Aa3A+ 600,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 543,166.02 540,000.00 738.00 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 34,466.02 5,223,616.98 5,214,493.53 1.82 5,214,317.50 5,215,000.00 Security Type Sub-Total 30,068,027.99 30,249,882.83 1.66 113,220.71 30,186,070.48 30,213,850.22 Managed Account Sub-Total Money Market Fund CAMP Pool 99,014.05 99,014.05 0.00 99,014.05 NRAAAm 99,014.05 99,014.05 99,014.05 0.00 99,014.05 99,014.05 Money Market Sub-Total $30,167,042.04 $30,348,896.88 $113,220.71 $30,285,084.53 $30,312,864.27 1.66% $30,426,084.98 $113,220.71 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending August 31, 2017Managed 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 2.21 570.81 3,046.91 258,029.72 99.24 CITIGRP 260,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.34 2.21 2.90 4,348.50 1,275.16 520,100.55 101.98 MORGANST 510,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.45 2.90 3.05 (3,504.33)(8,564.33) 846,988.80 100.83 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.48 3.05 3.12 (560.85)(1,880.80) 152,402.40 101.60 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.49 3.12 3.19 (2,745.91)(8,261.76) 385,576.13 102.82 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.50 3.19 3.22 (4,258.48)(8,094.15) 806,249.60 100.78 MORGANST 800,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.51 3.22 3.37 (12,068.91)(18,911.89) 584,209.20 101.60 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.53 3.37 3.47 (5,753.43)(6,649.52) 287,043.45 98.98 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.54 3.47 3.54 2,703.40 3,359.48 248,369.25 99.35 MERRILL 250,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.56 3.54 3.54 3,641.53 4,662.26 347,716.95 99.35 MORGAN_S 350,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.56 3.54 3.63 14,367.03 16,839.51 893,460.60 99.27 MORGAN_S 900,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.58 3.63 3.59 (15,516.68)(24,375.00) 1,218,750.00 101.56 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.57 3.59 3.83 (5,100.60)(7,299.85) 329,900.35 101.51 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 6,418.55 5,874.90 812,062.40 101.51 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 12,857.53 12,411.98 1,040,454.95 101.51 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 10,595.75 10,376.81 1,167,339.70 101.51 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 6,453.09 5,851.39 1,421,109.20 101.51 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 Page 12 For the Month Ending August 31, 2017Managed 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 4.02 548.02 559.07 1,083,199.70 98.47 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.63 4.02 (19,779.83) 1.56 3.57 12,995.02 12,402,962.95 12,300,000.00 Security Type Sub-Total 3.57 Municipal Bond / Note 0.70 478.75 478.75 125,478.75 100.38 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.36 0.70 1.50 547.36 267.30 165,730.95 100.44 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.68 1.50 746.05 1.54 1.15 1,026.11 291,209.70 290,000.00 Security Type Sub-Total 1.15 Federal Agency Collateralized Mortgage Obligation 0.48 (167.81)(1,046.03) 97,257.94 99.92 GOLDMAN 97,331.01 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.49 0.48 1.15 (261.21)(938.14) 101,449.41 100.07 GOLDMAN 101,373.82 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.72 0.66 1.81 (980.73)(2,182.00) 219,337.44 100.01 MORGANST 219,323.16 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.58 1.01 (4,166.17) 1.60 1.34 (1,409.75) 418,044.79 418,027.99 Security Type Sub-Total 0.80 Federal Agency Bond / Note 1.89 (3,278.18)(3,053.25) 371,316.75 99.02 GOLDMAN 375,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.40 1.89 1.90 (6,269.95)(5,776.07) 717,831.93 99.01 WELLSFAR 725,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.40 1.90 1.97 (4,082.92)(3,774.00) 595,290.00 99.22 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.40 1.97 2.11 (2,743.75)(2,443.20) 396,484.80 99.12 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.42 2.11 2.16 (653.06)(609.02) 739,220.78 99.89 MERRILL 740,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.42 2.16 Page 13 For the Month Ending August 31, 2017Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.44 877.57 936.10 550,584.10 100.11 JPM_CHAS 550,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.46 2.44 2.57 553.38 858.75 748,293.75 99.77 WELLS_FA 750,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.46 2.57 3.76 (10,413.82)(9,442.40) 711,148.88 98.09 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.64 3.76 3.84 (1,709.17)(1,612.66) 137,908.40 98.51 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.64 3.84 3.84 (5,384.72)(5,009.40) 453,127.60 98.51 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.64 3.84 (29,925.15) 1.48 2.56 (33,104.62) 5,421,206.99 5,465,000.00 Security Type Sub-Total 2.56 Corporate Note 0.67 (602.18) 384.40 309,240.50 99.76 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.37 0.67 0.80 812.68 812.68 440,812.68 100.18 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.49 0.80 1.46 1,321.88 (362.07) 272,202.93 100.82 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.57 1.46 1.46 1,215.25 (369.30) 302,447.70 100.82 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.57 1.46 1.53 154.90 216.40 50,077.40 100.15 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.90 1.55 1.53 476.21 547.00 250,387.00 100.15 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.90 1.55 1.72 252.83 274.79 105,220.19 100.21 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.93 1.72 1.91 6,344.09 6,970.15 580,906.40 101.03 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.71 1.91 Page 14 For the Month Ending August 31, 2017Managed 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 1.96 (979.03)(6,677.10) 158,907.90 105.94 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.78 1.96 2.21 800.91 (18,591.75) 270,490.75 108.20 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.92 2.21 2.28 2,706.25 2,731.20 302,611.20 100.87 CITIGRP 300,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.07 2.28 2.34 247.83 107.40 75,395.40 100.53 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 1.93 2.34 2.34 675.60 (644.25) 376,977.00 100.53 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 1.93 2.34 2.37 1,996.99 2,034.30 301,833.30 100.61 HSBC 300,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.59 2.37 2.40 1,709.70 1,739.70 181,552.50 100.86 MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 1.85 2.40 2.42 1,010.40 1,015.50 125,983.00 100.79 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.63 2.42 2.43 1,103.36 255.60 202,031.60 101.02 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.74 2.43 2.53 1,113.60 1,126.13 226,022.63 100.45 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.77 2.53 2.67 778.93 785.70 150,698.70 100.47 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.63 2.67 2.67 262.64 278.25 175,075.25 100.04 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.78 2.67 2.61 10,267.02 9,113.75 586,971.50 102.08 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.98 2.62 3.42 (600.46)(2,359.20) 304,618.80 101.54 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.06 3.42 3.49 1,302.54 1,416.60 200,952.60 100.48 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 2.11 3.49 3.52 248.25 273.15 150,174.15 100.12 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.02 3.52 Page 15 For the Month Ending August 31, 2017Managed 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 3.55 (17.77) 51.83 74,768.33 99.69 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.04 3.55 4.08 6,547.11 6,662.15 280,449.40 101.98 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.17 4.08 7,793.01 1.81 2.23 39,149.53 6,456,808.81 6,380,000.00 Security Type Sub-Total 2.23 Certificate of Deposit 0.21 304.18 304.18 575,304.18 100.05 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.34 0.21 0.52 844.10 844.10 575,844.10 100.15 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 0.52 1.23 1,719.55 1,886.58 576,438.08 100.25 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 1.53 1.23 1.24 1,438.08 1,438.08 576,438.08 100.25 MERRILL 575,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.84 1.24 1.35 (2,161.20)(2,161.20) 597,838.80 99.64 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.44 1.35 1.43 2,451.00 2,451.00 602,451.00 100.41 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.56 1.43 1.58 (919.42)(919.42) 574,080.58 99.84 MERRILL 575,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.52 1.58 1.89 2,281.14 2,290.14 602,056.14 100.34 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.58 1.89 2.90 3,166.02 3,166.02 543,166.02 100.59 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.80 2.90 9,299.48 1.44 1.37 9,123.45 5,223,616.98 5,215,000.00 Security Type Sub-Total 1.37 30,068,027.99 30,213,850.22 (36,032.61) 27,779.74 2.67 1.58 Managed Account Sub-Total 2.66 Money Market Fund 0.00 0.00 0.00 99,014.05 1.00 99,014.05 CAMP Pool 0.00 Page 16 For the Month Ending August 31, 2017Managed 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 99,014.05 99,014.05 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,426,084.98 $113,220.71 $30,312,864.27 Accrued Interest Securities Sub-Total $30,167,042.04 ($36,032.61) $27,779.74 2.67 1.58% 2.66 Page 17 For the Month Ending August 31, 2017Managed 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 08/04/17 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 (599,766.00) 0.00 (599,766.00) 600,000.00 08/03/17 08/07/17 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 (540,000.00) 0.00 (540,000.00) 540,000.00 08/03/17 08/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 (1,082,640.63)(4,595.79)(1,087,236.42) 1,100,000.00 08/30/17 (4,595.79) (2,227,002.42)(2,222,406.63) 2,240,000.00 Transaction Type Sub-Total INTEREST 08/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 143.34 143.34 110,969.56 08/01/17 08/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 327.87 327.87 0.00 08/01/17 08/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 255.08 255.08 125,000.00 08/01/17 08/02/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 0.00 3,171.87 3,171.87 725,000.00 08/02/17 08/05/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 0.00 3,171.87 3,171.87 725,000.00 08/05/17 08/06/17 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 2,775.00 2,775.00 300,000.00 08/06/17 08/07/17 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 0.00 5,577.32 5,577.32 600,000.00 08/07/17 08/15/17 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 0.00 6,468.75 6,468.75 575,000.00 08/15/17 08/17/17 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 2,875.00 2,875.00 460,000.00 08/17/17 08/17/17 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 875.00 875.00 140,000.00 08/17/17 08/28/17 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 0.00 4,125.00 4,125.00 550,000.00 08/28/17 Page 18 For the Month Ending August 31, 2017Managed 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 08/28/17 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 0.00 3,000.00 3,000.00 600,000.00 08/28/17 08/31/17 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 08/31/17 08/31/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 5,418.74 5,418.74 510,000.00 08/31/17 08/31/17 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 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 8,000.00 8,000.00 800,000.00 08/31/17 08/31/17 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 08/31/17 08/31/17 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 5,750.00 5,750.00 575,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 3,250.00 3,250.00 325,000.00 08/31/17 90,934.84 90,934.84 0.00 10,695,969.56 Transaction Type Sub-Total MATURITY 08/08/17 CREDIT AGRICOLE CIB NY COMM PAPER DTD 02/08/2017 0.000% 08/08/2017 22533TV86 625,000.00 0.00 625,000.00 3,968.75 0.00 625,000.00 08/08/17 0.00 0.00 3,968.75 625,000.00 625,000.00 625,000.00 Transaction Type Sub-Total PAYDOWNS 08/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 23,626.18 0.00 23,626.18 (236.26) 0.00 23,626.18 08/01/17 08/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 5,608.34 0.00 5,608.34 (56.16) 0.00 5,608.34 08/01/17 08/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 13,638.55 0.00 13,638.55 (136.34) 0.00 13,638.55 08/01/17 0.00 0.00 (428.76) 42,873.07 42,873.07 42,873.07 Transaction Type Sub-Total Page 19 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 08/04/17 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 83050FBG5 575,291.53 6,169.75 581,461.28 291.53 291.53 FIFO 575,000.00 08/03/17 08/07/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 550,019.53 4,989.13 555,008.66 675.00 3,795.07 FIFO 540,000.00 08/03/17 08/31/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 346,535.00 246.70 346,781.70 (2,877.00)(3,086.93)FIFO 350,000.00 08/30/17 11,405.58 999.67 (1,910.47) 1,483,251.64 1,471,846.06 1,465,000.00 Transaction Type Sub-Total (82,687.50) 97,744.63 15,057.13 1,629.52 999.67 Managed Account Sub-Total Total Security Transactions $1,629.52 $15,057.13 $97,744.63 ($82,687.50)$999.67 Page 20 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 85,989.30 Opening Balance 08/02/17 08/02/17 Purchase - Interest 3135G0N33 1.00 3,171.87 89,161.17 08/04/17 08/04/17 Purchase - Principal 83050FBG5 1.00 575,291.53 664,452.70 08/04/17 08/04/17 Purchase - Interest 83050FBG5 1.00 6,169.75 670,622.45 08/04/17 08/04/17 Redemption - Principal 83050FXT3 1.00 (599,766.00) 70,856.45 08/07/17 08/07/17 Purchase - Interest 06427KRC3 1.00 5,608.67 76,465.12 08/07/17 08/07/17 Purchase - Interest 594918BV5 1.00 2,775.00 79,240.12 08/07/17 08/07/17 Purchase - Interest 3130A8Y72 1.00 3,171.87 82,411.99 08/07/17 08/07/17 Purchase - Interest 06427KRC3 1.00 5,577.33 87,989.32 08/07/17 08/07/17 Purchase - Interest 912828VV9 1.00 4,989.13 92,978.45 08/07/17 08/07/17 Purchase - Principal 912828VV9 1.00 550,019.53 642,997.98 08/07/17 08/07/17 Redemption - Principal 96121T4A3 1.00 (540,000.00) 102,997.98 08/07/17 08/07/17 Redemption - Reversal of Interest 06427KRC3 1.00 (5,608.67) 97,389.31 08/08/17 08/08/17 Purchase - Interest 06427KRC3 1.00 5,577.32 102,966.63 08/08/17 08/08/17 Purchase - Principal 22533TV86 1.00 625,000.00 727,966.63 08/08/17 08/08/17 Redemption - Reversal of Interest 06427KRC3 1.00 (5,577.33) 722,389.30 08/15/17 08/15/17 Purchase - Interest 02665WAH4 1.00 6,468.75 728,858.05 08/17/17 08/17/17 Purchase - Interest 3135G0N82 1.00 875.00 729,733.05 08/17/17 08/17/17 Purchase - Interest 3135G0N82 1.00 2,875.00 732,608.05 08/25/17 08/25/17 Purchase - Interest 3136ANJY4 1.00 143.34 732,751.39 08/25/17 08/25/17 Purchase - Interest 3136AQDQ0 1.00 327.87 733,079.26 08/25/17 08/25/17 Purchase - Interest 3136AQSW1 1.00 255.08 733,334.34 Page 21 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 08/25/17 08/25/17 Purchase - Principal 3136ANJY4 1.00 13,638.55 746,972.89 08/25/17 08/25/17 Purchase - Principal 3136AQDQ0 1.00 5,608.34 752,581.23 08/25/17 08/25/17 Purchase - Principal 3136AQSW1 1.00 23,626.18 776,207.41 08/25/17 08/25/17 IP Fees July 2017 1.00 (2,372.84) 773,834.57 08/25/17 08/25/17 U.S. Bank Fees June 2017 1.00 (210.92) 773,623.65 08/28/17 08/28/17 Purchase - Interest 3135G0P49 1.00 3,000.00 776,623.65 08/28/17 08/28/17 Purchase - Interest 3135G0T29 1.00 4,125.00 780,748.65 08/31/17 08/31/17 Purchase - Interest 912828B90 1.00 5,750.00 786,498.65 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 10,250.00 796,748.65 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 14,000.00 810,748.65 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 3,250.00 813,998.65 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 8,000.00 821,998.65 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 11,500.00 833,498.65 08/31/17 08/31/17 Purchase - Interest 912828VV9 1.00 5,418.74 838,917.39 08/31/17 08/31/17 Purchase - Principal 3135G0N33 1.00 346,535.00 1,185,452.39 08/31/17 08/31/17 Purchase - Interest 3135G0N33 1.00 246.70 1,185,699.09 08/31/17 08/31/17 Redemption - Principal 912828T67 1.00 (1,082,640.63) 103,058.46 08/31/17 08/31/17 Redemption - Interest 912828T67 1.00 (4,595.79) 98,462.67 08/31/17 09/01/17 Accrual Income Div Reinvestment - Distributions 1.00 551.38 99,014.05 Page 22 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 99,014.05 99,014.05 99,014.05 571,345.38 910.22 0.00 (13,018,863.11) 13,089,822.25 28,054.91 551.38 99,014.05 0.00 (2,240,772.18) 2,253,796.93 85,989.30 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 1.14% Page 23 Housing Funds CAMP Account For the Month Ending August 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 34,350.41 450,191.96 (448,431.45) 0.00 $36,110.92 CAMP Pool Unsettled Trades 0.00 20.73 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,080,018.93 446,015.69 (431,908.14) 10,220.29 $5,104,346.77 CAMP Managed Account Unsettled Trades 0.00 13,941.61 Cash Dividends and Income August 31, 2017 July 31, 2017 Asset Summary CAMP Pool 36,110.92 34,350.41 CAMP Managed Account 5,104,346.77 5,080,018.93 $5,140,457.69 $5,114,369.34 Total Asset Allocation 0.70% CAMP Pool 99.30% CAMP Managed Account Page 1 For the Month Ending August 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 $34,350.41 450,191.96 (448,431.45) $36,110.92 20.73 $5,080,018.93 (8,203.26) (423,704.88) 446,015.69 0.00 10,220.29 $5,104,346.77 $5,114,369.34 $5,140,457.69 17,328.31 (1,044.50) (2,342.20) $13,941.61 0.00 424,973.51 16,059.68 8,203.26 (447,060.19) (2,176.26) 0.00 Managed Account Total 5,102,245.52 5,138,356.44 18,997.13 424,973.51 8,203.26 16,059.68 (447,060.19) (5,090,723.58) (27,732.89) 0.00 18,997.13 873,404.96 8,203.26 16,059.68 (897,252.15) (5,125,073.99) (27,732.89) 20.73 Total Accrual Basis Earnings $4,962.44 $4,983.17 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,235,000.00 2,255,291.48 43.87 Municipal Bond / Note 30,000.00 30,132.90 0.59 Federal Agency Collateralized Mortgage Obligation 75,542.58 75,546.59 1.47 Federal Agency Bond / Note 800,000.00 793,699.33 15.44 Corporate Note 1,140,000.00 1,148,409.28 22.34 Certificate of Deposit 800,000.00 801,267.19 15.59 Managed Account Sub-Total 5,080,542.58 5,104,346.77 99.30% Accrued Interest 18,997.13 Total Portfolio 5,080,542.58 5,123,343.90 CAMP Pool 36,110.92 36,110.92 0.70 Total Investments 5,116,653.50 5,159,454.82 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.59% Cert of Deposit 22.34% Corporate Note 1.47% Fed Agency CMO 15.44% Fed Agy Bond / Note 0.70% Mny Mkt Fund 0.59% Muni Bond / Note 43.87% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 2.65% 6.87% 18.52% 21.73% 30.63% 19.60% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.68 1015 1.65% 1.58% Page 3 For the Month Ending August 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 8.33% A 9.37% A+ 3.06% A- 1.95% A-1+ 61.86% AA+ 11.31% AA- 0.98% AAA 0.70% AAAm 2.44% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,258.75 0.59 AMERICAN EXPRESS CO 101,027.20 1.97 AMERICAN HONDA FINANCE 54,865.25 1.07 APPLE INC 100,408.50 1.95 BANK OF MONTREAL 99,840.10 1.94 BANK OF NOVA SCOTIA 25,029.03 0.49 BB&T CORPORATION 26,484.65 0.52 BURLINGTON NORTHERN SANTA FE 36,110.92 0.70 CAMP Pool 80,147.76 1.56 CHEVRON CORPORATION 100,815.90 1.96 CISCO SYSTEMS INC 75,487.63 1.47 CITIGROUP INC 25,122.43 0.49 DEERE & COMPANY 393,092.22 7.64 FANNIE MAE 351,438.07 6.84 FEDERAL HOME LOAN BANKS 124,715.63 2.43 FREDDIE MAC 50,077.40 0.97 GOLDMAN SACHS GROUP INC 25,116.45 0.49 HOME DEPOT INC 100,052.90 1.95 HSBC HOLDINGS PLC 102,082.00 1.99 JP MORGAN CHASE & CO 50,305.55 0.98 MICROSOFT CORP 100,250.10 1.95 NORDEA BANK AB 100,146.80 1.95 ROYAL BANK OF CANADA 100,342.69 1.95 SKANDINAVISKA ENSKILDA BANKEN AB 30,132.90 0.59 STATE OF CONNECTICUT 24,922.78 0.48 STATE STREET CORPORATION 99,639.80 1.94 SVENSKA HANDELSBANKEN AB 150,722.40 2.93 THE BANK OF NEW YORK MELLON CORPORATION 50,021.50 0.97 THE WALT DISNEY CORPORATION 2,255,291.48 43.86 UNITED STATES TREASURY 175,922.60 3.42 WELLS FARGO & COMPANY 100,586.30 1.96 WESTPAC BANKING CORP Page 4 For the Month Ending August 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS $5,140,457.69 Total 100.00% Page 5 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 178,465.88 176,973.74 10.27 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,832.00 101,249.18 589.67 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 76,201.20 76,481.62 381.15 77,141.60 03/04/1603/02/16AaaAA+ 75,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 128,525.38 129,440.68 508.24 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 125,976.50 126,641.89 374.49 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 101,601.60 103,700.55 5.52 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,439.28 55,530.44 289.28 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 129,152.01 127,799.44 602.31 127,420.31 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 124,091.75 122,096.33 436.73 121,752.93 03/17/1703/15/17AaaAA+ 125,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 228,515.63 231,425.01 1,143.44 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 76,130.85 77,307.91 4.14 77,815.43 10/05/1610/03/16AaaAA+ 75,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 101,507.80 100,586.43 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 152,261.70 150,380.11 8.29 150,445.31 12/05/1612/01/16AaaAA+ 150,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 152,261.70 151,058.22 8.29 151,160.16 04/05/1704/03/17AaaAA+ 150,000.00 912828D72 1.82 Page 6 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 279,146.45 277,878.88 15.19 277,997.07 06/29/1706/27/17AaaAA+ 275,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 246,181.75 246,057.20 1,052.99 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 5,435.52 2,255,291.48 2,254,607.63 1.57 2,262,470.32 2,235,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,132.90 30,033.38 273.07 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 273.07 30,132.90 30,033.38 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 18,010.73 18,041.80 23.28 18,204.44 04/30/1504/15/15AaaAA+ 18,024.26 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 20,289.88 20,342.12 32.07 20,477.51 11/30/1511/06/15AaaAA+ 20,274.76 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 37,245.98 37,412.53 51.09 37,616.52 10/30/1510/07/15AaaAA+ 37,243.56 3136AQDQ0 1.08 106.44 75,546.59 75,796.45 1.05 76,298.47 75,542.58 Security Type Sub-Total Federal Agency Bond / Note FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 124,018.75 124,869.36 10.42 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,936.75 124,925.69 538.19 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 104,889.44 104,982.10 425.10 104,975.85 11/17/1611/16/16AaaAA+ 105,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 90,095.58 89,951.98 11.25 89,942.40 02/28/1702/24/17AaaAA+ 90,000.00 3135G0T29 1.52 Page 7 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 124,715.63 124,623.40 625.43 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 122,611.88 124,407.36 183.59 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,626.50 24,931.71 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 78,804.80 79,741.27 38.89 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 1,845.02 793,699.33 798,432.87 1.28 798,017.36 800,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 99,952.60 99,996.93 656.25 99,971.00 03/06/1303/04/13A1A 100,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,865.25 54,972.09 180.28 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,147.76 80,000.00 255.79 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,407.95 50,163.16 531.25 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,407.95 50,205.41 531.25 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,077.40 49,982.16 350.00 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,052.43 24,992.23 119.58 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 101,027.20 99,923.88 100.00 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 Page 8 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,484.65 26,647.82 489.58 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 50,435.20 49,984.16 173.54 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 175,922.60 175,607.32 323.99 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,305.55 49,972.72 64.24 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 30,258.75 29,973.80 326.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 25,116.45 24,986.63 107.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 50,021.50 49,946.46 212.50 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 25,122.43 24,985.70 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 102,082.00 100,296.43 519.44 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,769.80 50,859.44 472.22 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 25,029.03 24,987.65 158.02 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,922.78 24,928.70 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 5,803.33 1,148,409.28 1,143,412.69 1.95 1,145,665.85 1,140,000.00 Security Type Sub-Total Certificate of Deposit Page 9 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,052.90 100,000.00 2,793.39 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,146.80 100,000.00 812.22 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,250.10 100,000.00 459.56 100,000.00 12/05/1612/01/16Aa3AA- 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,639.80 100,000.00 278.25 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,408.50 100,000.00 125.33 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,840.10 100,000.00 785.22 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 100,342.69 99,962.50 143.11 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,586.30 100,000.00 136.67 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 5,533.75 801,267.19 799,962.50 1.82 799,961.00 800,000.00 Security Type Sub-Total 5,080,542.58 5,112,497.30 1.65 18,997.13 5,102,245.52 5,104,346.77 Managed Account Sub-Total Money Market Fund CAMP Pool 36,110.92 36,110.92 0.00 36,110.92 NRAAAm 36,110.92 36,110.92 36,110.92 0.00 36,110.92 36,110.92 Money Market Sub-Total $5,116,653.50 $5,148,608.22 $18,997.13 $5,138,356.44 $5,140,457.69 1.65% $5,159,454.82 $18,997.13 Total Investments Accrued Interest Securities Sub-Total Page 10 For the Month Ending August 31, 2017Managed 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 - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.90 1,492.14 437.56 178,465.88 101.98 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.45 2.90 3.05 (417.18)(1,019.56) 100,832.00 100.83 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.48 3.05 3.12 (280.42)(940.40) 76,201.20 101.60 MERRILL 75,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.49 3.12 3.19 (915.30)(2,753.92) 128,525.38 102.82 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.50 3.19 3.22 (665.39)(1,264.71) 125,976.50 100.78 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.51 3.22 3.37 (2,098.95)(3,289.03) 101,601.60 101.60 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.53 3.37 3.47 (1,091.16)(1,261.11) 54,439.28 98.98 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.54 3.47 3.54 1,352.57 1,731.70 129,152.01 99.35 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.56 3.54 3.63 1,995.42 2,338.82 124,091.75 99.27 MORGAN_S 125,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.58 3.63 3.59 (2,909.38)(4,570.31) 228,515.63 101.56 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.57 3.59 3.83 (1,177.06)(1,684.58) 76,130.85 101.51 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 921.37 902.33 101,507.80 101.51 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,881.59 1,816.39 152,261.70 101.51 HSBC 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,203.48 1,101.54 152,261.70 101.51 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,267.57 1,149.38 279,146.45 101.51 MORGAN_S 275,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 4.02 124.55 127.06 246,181.75 98.47 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.63 4.02 (7,178.84) 1.56 3.57 683.85 2,255,291.48 2,235,000.00 Security Type Sub-Total 3.57 Page 11 For the Month Ending August 31, 2017Managed 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 - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 1.50 99.52 48.60 30,132.90 100.44 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.68 1.50 48.60 1.68 1.50 99.52 30,132.90 30,000.00 Security Type Sub-Total 1.50 Federal Agency Collateralized Mortgage Obligation 0.48 (31.07)(193.71) 18,010.73 99.92 GOLDMAN 18,024.26 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.49 0.48 1.15 (52.24)(187.63) 20,289.88 100.07 GOLDMAN 20,274.76 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.72 0.66 1.81 (166.55)(370.54) 37,245.98 100.01 MORGANST 37,243.56 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.58 1.01 (751.88) 1.60 1.32 (249.86) 75,546.59 75,542.58 Security Type Sub-Total 0.79 Federal Agency Bond / Note 1.97 (850.61)(786.25) 124,018.75 99.22 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.40 1.97 2.03 (988.94)(954.50) 123,936.75 99.15 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.42 2.03 2.16 (92.66)(86.41) 104,889.44 99.89 MERRILL 105,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.42 2.16 2.44 143.60 153.18 90,095.58 100.11 JPM_CHAS 90,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.46 2.44 2.57 92.23 143.13 124,715.63 99.77 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.46 2.57 3.76 (1,795.48)(1,628.00) 122,611.88 98.09 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.64 3.76 3.84 (305.21)(287.98) 24,626.50 98.51 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.64 3.84 3.84 (936.47)(871.20) 78,804.80 98.51 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.64 3.84 (4,318.03) 1.49 2.67 (4,733.54) 793,699.33 800,000.00 Security Type Sub-Total 2.67 Page 12 For the Month Ending August 31, 2017Managed 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 - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.51 (44.33)(18.40) 99,952.60 99.95 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.44 0.46 0.67 (106.84) 68.20 54,865.25 99.76 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.37 0.67 0.80 147.76 147.76 80,147.76 100.18 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.49 0.80 1.46 244.79 (67.05) 50,407.95 100.82 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.57 1.46 1.46 202.54 (61.55) 50,407.95 100.82 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.57 1.46 1.53 95.24 109.40 50,077.40 100.15 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.90 1.55 1.72 60.20 65.43 25,052.43 100.21 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.93 1.72 1.91 1,103.32 1,212.20 101,027.20 101.03 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.71 1.91 1.96 (163.17)(1,112.85) 26,484.65 105.94 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.78 1.96 2.28 451.04 455.20 50,435.20 100.87 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.07 2.28 2.34 315.28 (300.65) 175,922.60 100.53 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 1.93 2.34 2.37 332.83 339.05 50,305.55 100.61 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.59 2.37 2.40 284.95 289.95 30,258.75 100.86 MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 1.85 2.40 2.67 129.82 130.95 25,116.45 100.47 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.63 2.67 2.67 75.04 79.50 50,021.50 100.04 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.78 2.67 2.71 136.73 137.68 25,122.43 100.49 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 1.77 2.71 Page 13 For the Month Ending August 31, 2017Managed 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 - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.61 1,785.57 1,585.00 102,082.00 102.08 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.98 2.62 3.42 (89.64)(379.20) 50,769.80 101.54 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.06 3.42 3.52 41.38 45.53 25,029.03 100.12 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.02 3.52 3.55 (5.92) 17.28 24,922.78 99.69 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.04 3.55 2,743.43 1.76 1.97 4,996.59 1,148,409.28 1,140,000.00 Security Type Sub-Total 1.97 Certificate of Deposit 0.21 52.90 52.90 100,052.90 100.05 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.34 0.21 0.52 146.80 146.80 100,146.80 100.15 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 0.52 1.24 250.10 250.10 100,250.10 100.25 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.84 1.24 1.35 (360.20)(360.20) 99,639.80 99.64 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.44 1.35 1.43 408.50 408.50 100,408.50 100.41 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.56 1.43 1.58 (159.90)(159.90) 99,840.10 99.84 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.52 1.58 1.89 380.19 381.69 100,342.69 100.34 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.58 1.89 2.90 586.30 586.30 100,586.30 100.59 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.80 2.90 1,306.19 1.43 1.39 1,304.69 801,267.19 800,000.00 Security Type Sub-Total 1.39 5,080,542.58 5,104,346.77 (8,150.53) 2,101.25 2.68 1.58 Managed Account Sub-Total 2.67 Page 14 For the Month Ending August 31, 2017Managed 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 - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Money Market Fund 0.00 0.00 0.00 36,110.92 1.00 36,110.92 CAMP Pool 0.00 36,110.92 36,110.92 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,159,454.82 $18,997.13 $5,140,457.69 Accrued Interest Securities Sub-Total $5,116,653.50 ($8,150.53) $2,101.25 2.68 1.58% 2.67 Page 15 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 08/04/17 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 (99,961.00) 0.00 (99,961.00) 100,000.00 08/03/17 08/07/17 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 (100,000.00) 0.00 (100,000.00) 100,000.00 08/03/17 08/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 (246,054.69)(1,044.50)(247,099.19) 250,000.00 08/30/17 (1,044.50) (447,060.19)(446,015.69) 450,000.00 Transaction Type Sub-Total INTEREST 08/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 55.68 55.68 0.00 08/01/17 08/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 51.01 51.01 25,000.00 08/01/17 08/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 26.54 26.54 20,549.92 08/01/17 08/02/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 0.00 546.88 546.88 125,000.00 08/02/17 08/05/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 0.00 546.88 546.88 125,000.00 08/05/17 08/06/17 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 462.50 462.50 50,000.00 08/06/17 08/07/17 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 0.00 929.56 929.56 100,000.00 08/07/17 08/15/17 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 08/15/17 08/17/17 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 500.00 500.00 80,000.00 08/17/17 08/17/17 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 156.25 156.25 25,000.00 08/17/17 08/28/17 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 0.00 625.00 625.00 125,000.00 08/28/17 Page 16 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/28/17 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 0.00 675.00 675.00 90,000.00 08/28/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 750.00 750.00 75,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,500.00 1,500.00 150,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,000.00 1,000.00 100,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 1,000.00 1,000.00 100,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 2,750.00 2,750.00 275,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 1,859.38 1,859.38 175,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,500.00 1,500.00 150,000.00 08/31/17 16,059.68 16,059.68 0.00 1,890,549.92 Transaction Type Sub-Total PAYDOWNS 08/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 952.36 0.00 952.36 (9.54) 0.00 952.36 08/01/17 08/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 4,725.24 0.00 4,725.24 (47.25) 0.00 4,725.24 08/01/17 08/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,525.66 0.00 2,525.66 (25.25) 0.00 2,525.66 08/01/17 0.00 0.00 (82.04) 8,203.26 8,203.26 8,203.26 Transaction Type Sub-Total SELL 08/04/17 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 83050FBG5 100,050.70 1,073.00 101,123.70 50.70 50.70 FIFO 100,000.00 08/03/17 08/07/17 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 76,127.93 28.53 76,156.46 (287.11) 209.99 FIFO 75,000.00 08/03/17 Page 17 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 08/31/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 123,763.75 78.99 123,842.74 (996.25)(1,081.40)FIFO 125,000.00 08/30/17 08/31/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 123,762.50 88.11 123,850.61 (1,027.50)(1,102.48)FIFO 125,000.00 08/30/17 1,268.63 (1,923.19)(2,260.16) 424,973.51 423,704.88 425,000.00 Transaction Type Sub-Total (14,107.55) 16,283.81 2,176.26 (2,342.20) (1,923.19)Managed Account Sub-Total Total Security Transactions ($2,342.20)$2,176.26 $16,283.81 ($14,107.55)($1,923.19) Page 18 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 34,350.41 Opening Balance 08/02/17 08/02/17 Purchase - Interest 3135G0N33 1.00 546.88 34,897.29 08/04/17 08/04/17 Purchase - Principal 83050FBG5 1.00 100,050.70 134,947.99 08/04/17 08/04/17 Purchase - Interest 83050FBG5 1.00 1,073.00 136,020.99 08/04/17 08/04/17 Redemption - Principal 83050FXT3 1.00 (99,961.00) 36,059.99 08/07/17 08/07/17 Purchase - Interest 06427KRC3 1.00 934.78 36,994.77 08/07/17 08/07/17 Purchase - Interest 3130A8Y72 1.00 546.88 37,541.65 08/07/17 08/07/17 Purchase - Interest 594918BV5 1.00 462.50 38,004.15 08/07/17 08/07/17 Purchase - Interest 06427KRC3 1.00 929.56 38,933.71 08/07/17 08/07/17 Purchase - Principal 912828VP2 1.00 76,127.93 115,061.64 08/07/17 08/07/17 Purchase - Interest 912828VP2 1.00 28.53 115,090.17 08/07/17 08/07/17 Redemption - Principal 96121T4A3 1.00 (100,000.00) 15,090.17 08/07/17 08/07/17 Redemption - Reversal of Interest 06427KRC3 1.00 (934.78) 14,155.39 08/15/17 08/15/17 Purchase - Interest 02665WAH4 1.00 1,125.00 15,280.39 08/17/17 08/17/17 Purchase - Interest 3135G0N82 1.00 156.25 15,436.64 08/17/17 08/17/17 Purchase - Interest 3135G0N82 1.00 500.00 15,936.64 08/25/17 08/25/17 Purchase - Interest 3136ANJY4 1.00 26.54 15,963.18 08/25/17 08/25/17 Purchase - Interest 3136AQDQ0 1.00 55.68 16,018.86 08/25/17 08/25/17 Purchase - Interest 3136AQSW1 1.00 51.01 16,069.87 08/25/17 08/25/17 Purchase - Principal 3136ANJY4 1.00 2,525.66 18,595.53 08/25/17 08/25/17 Purchase - Principal 3136AQDQ0 1.00 952.36 19,547.89 08/25/17 08/25/17 Purchase - Principal 3136AQSW1 1.00 4,725.24 24,273.13 Page 19 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 08/25/17 08/25/17 IP Fees July 2017 1.00 (400.92) 23,872.21 08/25/17 08/25/17 U.S. Bank Fees June 2017 1.00 (35.56) 23,836.65 08/28/17 08/28/17 Purchase - Interest 3135G0P49 1.00 625.00 24,461.65 08/28/17 08/28/17 Purchase - Interest 3135G0T29 1.00 675.00 25,136.65 08/31/17 08/31/17 Purchase - Interest 912828VV9 1.00 1,859.38 26,996.03 08/31/17 08/31/17 Purchase - Interest 912828B90 1.00 1,000.00 27,996.03 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 1,500.00 29,496.03 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 1,500.00 30,996.03 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 750.00 31,746.03 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 1,000.00 32,746.03 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 2,750.00 35,496.03 08/31/17 08/31/17 Purchase - Principal 3130A8Y72 1.00 123,763.75 159,259.78 08/31/17 08/31/17 Purchase - Interest 3130A8Y72 1.00 78.99 159,338.77 08/31/17 08/31/17 Purchase - Principal 3135G0N33 1.00 123,762.50 283,101.27 08/31/17 08/31/17 Purchase - Interest 3135G0N33 1.00 88.11 283,189.38 08/31/17 08/31/17 Redemption - Interest 912828T67 1.00 (1,044.50) 282,144.88 08/31/17 08/31/17 Redemption - Principal 912828T67 1.00 (246,054.69) 36,090.19 08/31/17 09/01/17 Accrual Income Div Reinvestment - Distributions 1.00 20.73 36,110.92 Page 20 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 36,110.92 36,110.92 36,110.92 21,504.93 326.40 0.00 (1,978,444.19) 2,003,949.34 10,605.77 20.73 36,110.92 0.00 (448,431.45) 450,191.96 34,350.41 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 1.14% Page 21 Successor Agency CAMP Account For the Month Ending August 31, 2017Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 23,894.54 457,754.56 (448,450.20) 0.00 $33,198.90 CAMP Pool Unsettled Trades 0.00 30.74 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,291,992.01 446,015.69 (438,708.68) 10,528.82 $5,309,827.84 CAMP Managed Account Unsettled Trades 0.00 15,702.17 Cash Dividends and Income August 31, 2017 July 31, 2017 Asset Summary CAMP Pool 33,198.90 23,894.54 CAMP Managed Account 5,309,827.84 5,291,992.01 $5,343,026.74 $5,315,886.55 Total Asset Allocation 0.62% CAMP Pool 99.38% CAMP Managed Account Page 1 For the Month Ending August 31, 2017Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 $23,894.54 457,754.56 (448,450.20) $33,198.90 30.74 $5,291,992.01 (8,203.26) (430,505.42) 446,015.69 0.00 10,528.82 $5,309,827.84 $5,315,886.55 $5,343,026.74 18,080.36 (1,044.50) (1,333.69) $15,702.17 0.00 433,032.35 15,553.43 8,203.26 (447,060.19) (9,728.85) 0.00 Managed Account Total 5,309,015.23 5,342,214.13 20,328.10 433,032.35 8,203.26 15,553.43 (447,060.19) (5,302,920.24) (29,727.56) 0.00 20,328.10 881,482.55 8,203.26 15,553.43 (904,814.75) (5,326,814.78) (29,727.56) 30.74 Total Accrual Basis Earnings $6,424.38 $6,455.12 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 31, 2017Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,155,000.00 2,172,514.14 40.67 Municipal Bond / Note 30,000.00 30,132.90 0.56 Federal Agency Collateralized Mortgage Obligation 75,542.58 75,546.59 1.41 Federal Agency Bond / Note 1,140,000.00 1,130,774.64 21.16 Corporate Note 1,090,000.00 1,099,592.38 20.58 Certificate of Deposit 800,000.00 801,267.19 15.00 Managed Account Sub-Total 5,290,542.58 5,309,827.84 99.38% Accrued Interest 20,328.10 Total Portfolio 5,290,542.58 5,330,155.94 CAMP Pool 33,198.90 33,198.90 0.62 Total Investments 5,323,741.48 5,363,354.84 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.00% Cert of Deposit 20.58% Corporate Note 1.41% Fed Agency CMO 21.16% Fed Agy Bond / Note 0.62% Mny Mkt Fund 0.56% Muni Bond / Note 40.67% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 2.50% 6.14% 21.07%21.80% 26.78% 21.71% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.67 1011 1.62% 1.57% Page 3 For the Month Ending August 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 5.69% A 9.02% A+ 2.95% A- 1.87% A-1+ 64.26% AA+ 12.30% AA- 0.94% AAA 0.62% AAAm 2.35% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 30,258.75 0.57 AMERICAN EXPRESS CO 101,027.20 1.89 AMERICAN HONDA FINANCE 54,865.25 1.03 APPLE INC 100,408.50 1.88 BANK OF MONTREAL 99,840.10 1.87 BANK OF NOVA SCOTIA 25,029.03 0.47 BB&T CORPORATION 26,484.65 0.50 BURLINGTON NORTHERN SANTA FE 33,198.90 0.62 CAMP Pool 80,147.76 1.50 CHEVRON CORPORATION 100,815.90 1.89 CISCO SYSTEMS INC 75,487.63 1.41 CITIGROUP INC 50,990.80 0.95 DEERE & COMPANY 531,467.90 9.95 FANNIE MAE 510,165.34 9.55 FEDERAL HOME LOAN BANKS 164,687.99 3.08 FREDDIE MAC 50,077.40 0.94 GOLDMAN SACHS GROUP INC 25,116.45 0.47 HOME DEPOT INC 100,052.90 1.87 HSBC HOLDINGS PLC 102,082.00 1.91 JP MORGAN CHASE & CO 50,305.55 0.94 MICROSOFT CORP 100,250.10 1.88 NORDEA BANK AB 100,146.80 1.87 ROYAL BANK OF CANADA 100,342.69 1.88 SKANDINAVISKA ENSKILDA BANKEN AB 30,132.90 0.56 STATE OF CONNECTICUT 24,922.78 0.47 STATE STREET CORPORATION 99,639.80 1.86 SVENSKA HANDELSBANKEN AB 125,734.25 2.35 THE BANK OF NEW YORK MELLON CORPORATION 50,207.35 0.94 THE WALT DISNEY CORPORATION 75,340.88 1.41 TOYOTA MOTOR CORP 2,172,514.14 40.66 UNITED STATES TREASURY 50,698.75 0.95 WELLS FARGO & COMPANY 100,586.30 1.88 WESTPAC BANKING CORP Page 4 For the Month Ending August 31, 2017Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY $5,343,026.74 Total 100.00% Page 5 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 1.500% 05/31/2019 10,030.47 10,075.38 38.11 10,109.38 11/14/1611/10/16AaaAA+ 10,000.00 912828WL0 1.06 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 86,683.43 85,958.68 4.99 86,470.90 12/30/1512/28/15AaaAA+ 85,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 100,832.00 101,249.18 589.67 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 177,802.80 178,457.12 889.34 179,997.07 03/04/1603/02/16AaaAA+ 175,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 125,976.50 126,641.89 374.49 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 76,201.20 77,775.41 4.14 78,667.97 07/08/1607/06/16AaaAA+ 75,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,439.28 55,530.44 289.28 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 129,152.01 127,799.44 602.31 127,420.32 01/05/1701/03/17AaaAA+ 130,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 99,273.40 97,677.06 349.39 97,402.34 03/17/1703/15/17AaaAA+ 100,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 203,125.00 205,711.11 1,016.39 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 126,884.75 128,846.51 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 126,884.75 125,316.76 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 152,261.70 150,879.65 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 228,392.55 226,587.33 12.43 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 Page 6 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 228,392.55 227,355.45 12.43 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 246,181.75 246,057.20 1,052.99 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 5,258.07 2,172,514.14 2,171,918.61 1.57 2,178,267.38 2,155,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,132.90 30,033.38 273.07 30,084.30 03/25/1503/16/15A1A+ 30,000.00 20772JZK1 1.90 273.07 30,132.90 30,033.38 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 18,010.73 18,041.80 23.28 18,204.44 04/30/1504/15/15AaaAA+ 18,024.26 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 20,289.88 20,342.12 32.07 20,477.51 11/30/1511/06/15AaaAA+ 20,274.76 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 37,245.98 37,412.53 51.09 37,616.52 10/30/1510/07/15AaaAA+ 37,243.56 3136AQDQ0 1.08 106.44 75,546.59 75,796.45 1.05 76,298.47 75,542.58 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 123,764.13 124,845.15 78.99 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 39,972.36 39,944.50 64.17 39,941.20 07/19/1707/18/17AaaAA+ 40,000.00 3137EAEH8 1.45 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 124,018.75 124,869.36 10.42 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 123,936.75 124,925.69 538.19 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 Page 7 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 178,418.16 179,652.85 635.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 139,852.58 139,976.13 566.81 139,967.80 11/17/1611/16/16AaaAA+ 140,000.00 3130AA3R7 1.38 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 50,053.10 49,973.32 6.25 49,968.00 02/28/1702/24/17AaaAA+ 50,000.00 3135G0T29 1.52 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 124,715.63 124,623.40 625.43 124,572.50 04/20/1704/19/17AaaAA+ 125,000.00 3137EAEF2 1.49 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 122,611.88 124,407.36 183.59 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,626.50 24,931.71 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 78,804.80 79,741.27 38.89 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,759.89 1,130,774.64 1,137,890.74 1.21 1,137,253.71 1,140,000.00 Security Type Sub-Total Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 74,964.45 74,997.70 492.19 74,978.25 03/06/1303/04/13A1A 75,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,865.25 54,972.09 180.28 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,147.76 80,000.00 255.79 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,407.95 50,163.16 531.25 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,407.95 50,205.41 531.25 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 Page 8 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,077.40 49,982.16 350.00 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,052.43 24,992.23 119.58 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 101,027.20 99,923.88 100.00 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 26,484.65 26,647.82 489.58 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 50,435.20 49,984.16 173.54 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 50,305.55 49,972.72 64.24 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 30,258.75 29,973.80 326.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25,196.60 24,994.52 236.98 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 75,340.88 74,969.68 544.38 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 25,116.45 24,986.63 107.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25,010.75 24,973.23 106.25 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 102,082.00 100,296.43 519.44 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,698.75 50,801.72 297.50 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 Page 9 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,769.80 50,859.44 472.22 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 25,029.03 24,987.65 158.02 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,922.78 24,928.70 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,990.80 49,800.42 202.43 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 6,396.88 1,099,592.38 1,093,413.55 2.00 1,095,340.60 1,090,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,052.90 100,000.00 2,793.39 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,146.80 100,000.00 812.22 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 100,250.10 100,000.00 459.56 100,000.00 12/05/1612/01/16Aa3AA- 100,000.00 65558LWA6 1.74 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,639.80 100,000.00 278.25 100,000.00 01/12/1701/10/17Aa2AA- 100,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 100,408.50 100,000.00 125.33 100,000.00 02/09/1702/08/17A1A+ 100,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 99,840.10 100,000.00 785.22 100,000.00 04/06/1704/05/17A1A+ 100,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 100,342.69 99,962.50 143.11 99,961.00 08/04/1708/03/17Aa3A+ 100,000.00 83050FXT3 1.85 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,586.30 100,000.00 136.67 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 5,533.75 801,267.19 799,962.50 1.82 799,961.00 800,000.00 Security Type Sub-Total Page 10 For the Month Ending August 31, 2017Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 5,290,542.58 5,317,205.46 1.62 20,328.10 5,309,015.23 5,309,827.84 Managed Account Sub-Total Money Market Fund CAMP Pool 33,198.90 33,198.90 0.00 33,198.90 NRAAAm 33,198.90 33,198.90 33,198.90 0.00 33,198.90 33,198.90 Money Market Sub-Total $5,323,741.48 $5,350,404.36 $20,328.10 $5,342,214.13 $5,343,026.74 1.62% $5,363,354.84 $20,328.10 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending August 31, 2017Managed 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-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.72 (44.91)(78.91) 10,030.47 100.30 MORGANST 10,000.00 912828WL0US TREASURY NOTES DTD 06/02/2014 1.500% 05/31/2019 1.32 1.72 2.90 724.75 212.53 86,683.43 101.98 MORGANST 85,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.45 2.90 3.05 (417.18)(1,019.56) 100,832.00 100.83 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.48 3.05 3.12 (654.32)(2,194.27) 177,802.80 101.60 MERRILL 175,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.49 3.12 3.22 (665.39)(1,264.71) 125,976.50 100.78 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.51 3.22 3.37 (1,574.21)(2,466.77) 76,201.20 101.60 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.53 3.37 3.47 (1,091.16)(1,261.11) 54,439.28 98.98 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.54 3.47 3.54 1,352.57 1,731.69 129,152.01 99.35 MORGAN_S 130,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 1.56 3.54 3.63 1,596.34 1,871.06 99,273.40 99.27 MORGAN_S 100,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 1.58 3.63 3.59 (2,586.11)(4,062.50) 203,125.00 101.56 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.57 3.59 3.83 (1,961.76)(2,807.63) 126,884.75 101.51 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,567.99 1,513.66 126,884.75 101.51 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,382.05 1,353.50 152,261.70 101.51 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,805.22 1,652.32 228,392.55 101.51 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 3.83 1,037.10 940.40 228,392.55 101.51 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.61 3.83 4.02 124.55 127.06 246,181.75 98.47 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.63 4.02 (5,753.24) 1.57 3.60 595.53 2,172,514.14 2,155,000.00 Security Type Sub-Total 3.60 Page 12 For the Month Ending August 31, 2017Managed 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-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 1.50 99.52 48.60 30,132.90 100.44 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.68 1.50 48.60 1.68 1.50 99.52 30,132.90 30,000.00 Security Type Sub-Total 1.50 Federal Agency Collateralized Mortgage Obligation 0.48 (31.07)(193.71) 18,010.73 99.92 GOLDMAN 18,024.26 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.49 0.48 1.15 (52.24)(187.63) 20,289.88 100.07 GOLDMAN 20,274.76 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.72 0.66 1.81 (166.55)(370.54) 37,245.98 100.01 MORGANST 37,243.56 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.58 1.01 (751.88) 1.60 1.32 (249.86) 75,546.59 75,542.58 Security Type Sub-Total 0.79 Federal Agency Bond / Note 1.90 (1,081.02)(995.87) 123,764.13 99.01 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.40 1.90 1.92 27.86 31.16 39,972.36 99.93 NOMURA 40,000.00 3137EAEH8FREDDIE MAC NOTES DTD 07/19/2017 1.375% 08/15/2019 1.41 1.92 1.97 (850.61)(786.25) 124,018.75 99.22 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.40 1.97 2.03 (988.94)(954.50) 123,936.75 99.15 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.42 2.03 2.11 (1,234.69)(1,099.44) 178,418.16 99.12 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.42 2.11 2.16 (123.55)(115.22) 139,852.58 99.89 MERRILL 140,000.00 3130AA3R7FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 1.42 2.16 2.44 79.78 85.10 50,053.10 100.11 JPM_CHAS 50,000.00 3135G0T29FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 1.46 2.44 2.57 92.23 143.13 124,715.63 99.77 WELLS_FA 125,000.00 3137EAEF2FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 1.46 2.57 3.76 (1,795.48)(1,628.00) 122,611.88 98.09 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.64 3.76 Page 13 For the Month Ending August 31, 2017Managed 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-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 3.84 (305.21)(287.98) 24,626.50 98.51 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.64 3.84 3.84 (936.47)(871.20) 78,804.80 98.51 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.64 3.84 (6,479.07) 1.46 2.46 (7,116.10) 1,130,774.64 1,140,000.00 Security Type Sub-Total 2.46 Corporate Note 0.51 (33.25)(13.80) 74,964.45 99.95 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.44 0.46 0.67 (106.84) 68.20 54,865.25 99.76 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.37 0.67 0.80 147.76 147.76 80,147.76 100.18 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.49 0.80 1.46 244.79 (67.05) 50,407.95 100.82 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.57 1.46 1.46 202.54 (61.55) 50,407.95 100.82 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.57 1.46 1.53 95.24 109.40 50,077.40 100.15 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.90 1.55 1.72 60.20 65.43 25,052.43 100.21 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.93 1.72 1.91 1,103.32 1,212.20 101,027.20 101.03 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.71 1.91 1.96 (163.17)(1,112.85) 26,484.65 105.94 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.78 1.96 2.28 451.04 455.20 50,435.20 100.87 CITIGRP 50,000.00 172967LF6CITIGROUP INC DTD 01/10/2017 2.450% 01/10/2020 2.07 2.28 2.37 332.83 339.05 50,305.55 100.61 HSBC 50,000.00 594918BV5MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 1.59 2.37 2.40 284.95 289.95 30,258.75 100.86 MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT CORP NOTES DTD 03/03/2017 2.200% 03/03/2020 1.85 2.40 Page 14 For the Month Ending August 31, 2017Managed 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-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.42 202.08 203.10 25,196.60 100.79 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 1.63 2.42 2.53 371.20 375.38 75,340.88 100.45 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.77 2.53 2.67 129.82 130.95 25,116.45 100.47 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 1.63 2.67 2.67 37.52 39.75 25,010.75 100.04 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 1.78 2.67 2.61 1,785.57 1,585.00 102,082.00 102.08 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.98 2.62 3.11 (102.97)(409.25) 50,698.75 101.40 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.10 3.11 3.42 (89.64)(379.20) 50,769.80 101.54 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.06 3.42 3.52 41.38 45.53 25,029.03 100.12 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 2.02 3.52 3.55 (5.92) 17.28 24,922.78 99.69 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.04 3.55 4.08 1,190.38 1,211.30 50,990.80 101.98 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.17 4.08 4,251.78 1.77 2.11 6,178.83 1,099,592.38 1,090,000.00 Security Type Sub-Total 2.11 Certificate of Deposit 0.21 52.90 52.90 100,052.90 100.05 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.34 0.21 0.52 146.80 146.80 100,146.80 100.15 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 0.52 1.24 250.10 250.10 100,250.10 100.25 MERRILL 100,000.00 65558LWA6NORDEA BANK FINLAND NY CD DTD 12/05/2016 1.760% 11/30/2018 0.84 1.24 1.35 (360.20)(360.20) 99,639.80 99.64 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 1.44 1.35 Page 15 For the Month Ending August 31, 2017Managed 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-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.43 408.50 408.50 100,408.50 100.41 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 1.56 1.43 1.58 (159.90)(159.90) 99,840.10 99.84 MERRILL 100,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 1.52 1.58 1.89 380.19 381.69 100,342.69 100.34 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 1.58 1.89 2.90 586.30 586.30 100,586.30 100.59 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.80 2.90 1,306.19 1.43 1.39 1,304.69 801,267.19 800,000.00 Security Type Sub-Total 1.39 5,290,542.58 5,309,827.84 (7,377.62) 812.61 2.67 1.57 Managed Account Sub-Total 2.67 Money Market Fund 0.00 0.00 0.00 33,198.90 1.00 33,198.90 CAMP Pool 0.00 33,198.90 33,198.90 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,363,354.84 $20,328.10 $5,343,026.74 Accrued Interest Securities Sub-Total $5,323,741.48 ($7,377.62)$812.61 2.67 1.57% 2.67 Page 16 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 08/04/17 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 83050FXT3 (99,961.00) 0.00 (99,961.00) 100,000.00 08/03/17 08/07/17 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 96121T4A3 (100,000.00) 0.00 (100,000.00) 100,000.00 08/03/17 08/31/17 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 (246,054.69)(1,044.50)(247,099.19) 250,000.00 08/30/17 (1,044.50) (447,060.19)(446,015.69) 450,000.00 Transaction Type Sub-Total INTEREST 08/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 26.54 26.54 20,549.92 08/01/17 08/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 51.01 51.01 25,000.00 08/01/17 08/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 55.68 55.68 0.00 08/01/17 08/02/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 0.00 546.88 546.88 125,000.00 08/02/17 08/05/17 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 0.00 546.88 546.88 125,000.00 08/05/17 08/06/17 MICROSOFT CORP DTD 02/06/2017 1.850% 02/06/2020 594918BV5 0.00 462.50 462.50 50,000.00 08/06/17 08/07/17 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 06427KRC3 0.00 929.56 929.56 100,000.00 08/07/17 08/15/17 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 08/15/17 08/17/17 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 156.25 156.25 25,000.00 08/17/17 08/17/17 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 0.00 500.00 500.00 80,000.00 08/17/17 08/28/17 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 0.00 625.00 625.00 125,000.00 08/28/17 Page 17 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/28/17 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 0.00 375.00 375.00 50,000.00 08/28/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,250.00 1,250.00 125,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 2,250.00 2,250.00 225,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,250.00 1,250.00 125,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 2,250.00 2,250.00 225,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 0.00 1,500.00 1,500.00 150,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 750.00 750.00 75,000.00 08/31/17 08/31/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 903.13 903.13 85,000.00 08/31/17 15,553.43 15,553.43 0.00 1,835,549.92 Transaction Type Sub-Total PAYDOWNS 08/25/17 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 952.36 0.00 952.36 (9.54) 0.00 952.36 08/01/17 08/25/17 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 2,525.66 0.00 2,525.66 (25.25) 0.00 2,525.66 08/01/17 08/25/17 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 4,725.24 0.00 4,725.24 (47.25) 0.00 4,725.24 08/01/17 0.00 0.00 (82.04) 8,203.26 8,203.26 8,203.26 Transaction Type Sub-Total SELL 08/04/17 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 83050FBG5 100,050.70 1,073.00 101,123.70 50.70 50.70 FIFO 100,000.00 08/03/17 08/07/17 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 101,855.47 923.91 102,779.38 125.00 702.79 FIFO 100,000.00 08/03/17 Page 18 For the Month Ending August 31, 2017Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 08/31/17 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 123,762.50 88.11 123,850.61 (1,027.50)(1,102.48)FIFO 125,000.00 08/30/17 08/31/17 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 54,810.25 233.75 55,044.00 (520.85)(392.18)FIFO 55,000.00 08/30/17 08/31/17 FEDERAL HOME LOAN BANK AGENCY NOTES DTD 05/12/2017 1.375% 05/28/2019 3130ABF92 50,026.50 208.16 50,234.66 121.00 107.11 FIFO 50,000.00 08/30/17 2,526.93 (634.06)(1,251.65) 433,032.35 430,505.42 430,000.00 Transaction Type Sub-Total (7,307.01) 17,035.86 9,728.85 (1,333.69) (634.06)Managed Account Sub-Total Total Security Transactions ($1,333.69)$9,728.85 $17,035.86 ($7,307.01)($634.06) Page 19 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 23,894.54 Opening Balance 08/02/17 08/02/17 Purchase - Interest 3135G0N33 1.00 546.88 24,441.42 08/04/17 08/04/17 Purchase - Interest 83050FBG5 1.00 1,073.00 25,514.42 08/04/17 08/04/17 Purchase - Principal 83050FBG5 1.00 100,050.70 125,565.12 08/04/17 08/04/17 Redemption - Principal 83050FXT3 1.00 (99,961.00) 25,604.12 08/07/17 08/07/17 Purchase - Interest 06427KRC3 1.00 934.78 26,538.90 08/07/17 08/07/17 Purchase - Interest 3130A8Y72 1.00 546.88 27,085.78 08/07/17 08/07/17 Purchase - Interest 594918BV5 1.00 462.50 27,548.28 08/07/17 08/07/17 Purchase - Interest 06427KRC3 1.00 929.56 28,477.84 08/07/17 08/07/17 Purchase - Interest 912828VV9 1.00 923.91 29,401.75 08/07/17 08/07/17 Purchase - Principal 912828VV9 1.00 101,855.47 131,257.22 08/07/17 08/07/17 Redemption - Principal 96121T4A3 1.00 (100,000.00) 31,257.22 08/07/17 08/07/17 Redemption - Reversal of Interest 06427KRC3 1.00 (934.78) 30,322.44 08/15/17 08/15/17 Purchase - Interest 02665WAH4 1.00 1,125.00 31,447.44 08/17/17 08/17/17 Purchase - Interest 3135G0N82 1.00 156.25 31,603.69 08/17/17 08/17/17 Purchase - Interest 3135G0N82 1.00 500.00 32,103.69 08/25/17 08/25/17 Purchase - Interest 3136ANJY4 1.00 26.54 32,130.23 08/25/17 08/25/17 Purchase - Interest 3136AQDQ0 1.00 55.68 32,185.91 08/25/17 08/25/17 Purchase - Interest 3136AQSW1 1.00 51.01 32,236.92 08/25/17 08/25/17 Purchase - Principal 3136ANJY4 1.00 2,525.66 34,762.58 08/25/17 08/25/17 Purchase - Principal 3136AQDQ0 1.00 952.36 35,714.94 08/25/17 08/25/17 Purchase - Principal 3136AQSW1 1.00 4,725.24 40,440.18 Page 20 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 08/25/17 08/25/17 IP Fees July 2017 1.00 (418.05) 40,022.13 08/25/17 08/25/17 U.S. Bank Fees June 2017 1.00 (37.18) 39,984.95 08/28/17 08/28/17 Purchase - Interest 3135G0P49 1.00 625.00 40,609.95 08/28/17 08/28/17 Purchase - Interest 3135G0T29 1.00 375.00 40,984.95 08/31/17 08/31/17 Purchase - Interest 912828VV9 1.00 903.13 41,888.08 08/31/17 08/31/17 Purchase - Interest 912828B90 1.00 750.00 42,638.08 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 1,500.00 44,138.08 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 2,250.00 46,388.08 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 2,250.00 48,638.08 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 1,250.00 49,888.08 08/31/17 08/31/17 Purchase - Interest 912828D72 1.00 1,250.00 51,138.08 08/31/17 08/31/17 Purchase - Principal 3130ABF92 1.00 50,026.50 101,164.58 08/31/17 08/31/17 Purchase - Interest 3130ABF92 1.00 208.16 101,372.74 08/31/17 08/31/17 Purchase - Principal 3135G0N33 1.00 123,762.50 225,135.24 08/31/17 08/31/17 Purchase - Interest 3135G0N33 1.00 88.11 225,223.35 08/31/17 08/31/17 Purchase - Principal 3137EADZ9 1.00 54,810.25 280,033.60 08/31/17 08/31/17 Purchase - Interest 3137EADZ9 1.00 233.75 280,267.35 08/31/17 08/31/17 Redemption - Principal 912828T67 1.00 (246,054.69) 34,212.66 08/31/17 08/31/17 Redemption - Interest 912828T67 1.00 (1,044.50) 33,168.16 08/31/17 09/01/17 Accrual Income Div Reinvestment - Distributions 1.00 30.74 33,198.90 Page 21 For the Month Ending August 31, 2017Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 33,198.90 33,198.90 33,198.90 31,871.04 461.33 0.00 (2,228,673.66) 2,242,278.45 19,594.11 30.74 33,198.90 0.00 (448,450.20) 457,754.56 23,894.54 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 1.14% Page 22