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Item No. 13 SA RDA Invest Report May 2018
City of Lake Elsinore 130 South Main Street Lake Elsinore,CA 92530 Cn1r L - LSITICRU www.lake-elsinore.org Di.,.. pInt.-I Text File File Number: ID# 17-678 Agenda Date: 6/26/2018 Version: 1 Status: Consent Agenda In Control: City Council/Successor Agency/Public Financing Authority File Type: Investments Agenda Number: 13) City of Lake Elsinore Page 1 Printed on 612112018 CITY OF _ � LADE OLSINORT wDREAM EXTREME- REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To: Honorable Agency Chairman and Members of the Successor Agency From: Grant Yates, Executive Director Prepared by: Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant Executive Director Date: June 26, 2018 Subject: Investment Report for May 2018 Recommendation Receive and file the Investment Report for May 2018. Background and Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for May 2018 CITY OF 4 LAKE ' LS I fi0P,E DREAM EXTREME- CITY OF LAKE ELSINORE INVESTMENT REPORT CITY OF LAKE ELSINORE INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF MAY 31, 2018 BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account $ 6,568,358 $ 29,315 $ (1,068,026) $ 5,529,648 Cash On Hand: Cashier Drawers#1  - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 6,568,358 29,315 (1,068,026) 5,530,948 INVESTMENTS Local Agency Investment Fund 33,730,227 - - 33,730,227 CAMP Investments: CAMP Pool Account 75,343 - - 75,343 U.S. Treasury Bond/Note 14,793,588 - - 14,793,588 Supra-National Agency Bond/Note 2,698,621 - - 2,698,621 Municipal Bond/Note 225,632 - - 225,632 Federal Agency Collateralized Mortgage Obligation 681,062 - - 681,062 Federal Agency Bond/Note 3,173,792 - - 3,173,792 Corporate Notes 11,131,355 - - 11,131,355 Negotiable Certificate of Deposit 6,364,240 - - 6,364,240 Sub-total Investments 72,873,861 - - 72,873,861 Market Value Adjustment: Unrealized Gain/(Loss)at 06-30-17 (257,713) - - (257,713) Total Investments 72,616,147 - - 72,616,147 Total Pooled Cash and Investments $ 79,184,506 $ 29,315 $ (1,068,026) $ 78,147,095 TOTAL POOLED CASH AND INVESTMENTS $ 78,147,095 1 certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 12, 2018. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures. Jason P. Simpson June 19, 2018 Assistant City Manager Date CITY OF LAKE ELSINORE POOLED CASH AND INVESTMENTS BY FUND AS OF MAY 31, 2018 FUND NO FUND NAME AMOUNT 100 General $ 10,166,059 106 Affordable Housing In Lieu 1,560,737 107 Developer Agreement Revenue 62,903 110 State Gas Tax 523,068 112 Measure A 1,638,119 114 SB1186 CASP Education Program 11,105 115 Traffic Safety 112,954 116 City Hall-Public Works DIF 1,028,812 119 Animal Shelter DIF 74,630 121 T.R.I.P.-2014A 133 135 Lighting & Landscape Maintenance- Dist. No. 1 1,118,430 140 Geothermal 20,263 160 PEG Grant 1,202 203 E.L.S.P. - S.T.I.F. 50,297 205 Traffic Impact Fee 4,432,856 211 Storm Drain C.I.P. 966,707 220 Street Lighting C.I.P. 102,209 221 Quimby Park C.I.P. 54,116 231 Library C.I.P. 1,832,427 232 City Fire Protection 881 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 1,261,018 305 Information Systems Service 353,266 310 Support Service 2,914 320 Facilities Service 576,294 331 CFD 2006-1CC Summerly Improvement Area CC 102,580 332 CFD 2006-1 Improvement Area B, Summerly 126,035 334 CFD 2015-5 Trieste - Far West Industries 106,894 335 CFD 2003-2E Canyon Hills Improvement Area E 9,677 336 CFD 2006-1 FF Summerly Improvement Area FF 130,588 337 CFD 2016-2 Canyon Hills 8,531 340 CFD 2006-1 IA-EE Summerly Improvement Area 76,210 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,739,195 346 CFD 2014-1 Southshore 64,225 347 CFD 2006-1 Improvement Area A, Summerly 160,442 350 CFD 98-1 Summerhill 1,542,677 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 2,328,609 357 CFD 2003-2 Canyon Hills Improvement Area 721,753 366 CFD 2005-6 City Center Townhomes 233,464 368 CFD 2006-2 Viscaya 415,583 CITY OF LAKE ELSINORE POOLED CASH AND INVESTMENTS BY FUND AS OF MAY 31, 2018 FUND NO FUND NAME AMOUNT 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,168,168 371 CFD 2005-1 Serenity 533,755 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,028,244 374 CFD 2005-4 Lakeview Villas 60,612 375 CFD 2006-4 Clurman 17,668 376 CFD 2006-3 La Strada 1,894 377 CFD 2006-6 Tessara 11,187 378 CFD 2006-8 Running Deer Estates 4,843 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,566,083 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,494,804 386 CFD 2007-4 Mekenna Court 18,295 387 CFD 2007-5 Red Kite 76,267 388 CFD 2007-6 Holiday Inn Express 9,423 389 CFD 88-3 (2008A)West Lake Elsinore Series A 2,153,044 390 CFD 2003-2 Area C Canyon Hills Improvement Area 514,317 392 CFD 95-1 City Center 174,964 393 AD 93-1 Cottonwood Hills 1,141,808 394 CFD 2005-5 (2012A)Wasson Canyon 319,586 395 CFD 2018-1 Wasson Canyon II Improvement Area 11,747 500 Capital Improvement Plan 11,077,315 510 Successor To RDA Area I, II, & III 6,915,878 540 Successor To RDA Diamond Stadium 1,474,380 603 Endowment Trust- Carl Graves 978,858 604 Endowment Trust- Korn Memorial 31,750 605 Public Improvement Trust 57,597 606 Mobile Source Air Polution Reduction 198,567 608 Trust Deposit& Pre Paid Expense 4,839,751 617 Successor Agency Housing 6,210,712 620 Cost Recovery System 1,258,541 631 Lake Destratifi cation Equipment Replacement 293,806 Total Pooled Cash & Investments $ 78,147,095 CITY OF LAKE ELSINORE SUMMARY OF POLICY LIMITATIONS FOR THE MONTH ENDING MAY 31,2018 DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00% Unlimited U.S. Treasury Bond / Note 20.30% Unlimited Current Balance $ 14,793,588 Supra-National Agency Bond/Note 3.70% 30% Current Balance $ 2,698,621 Municipal Bond/ Note 0.31% Unlimited Current Balance $ 225,632 Federal Agency Collaterized Mortgage Obligation 0.93% 40.00% Current Balance $ 681,062 Federal Agency Bond /Note 4.36% Unlimited Current Balance $ 3,173,792 Banker's Acceptance 0.00% 40.00% Negotiable Certificates of Deposit 8.73% 25.00% Current Balance $ 6,364,240 Negotiable Certificates of Deposit 0.00% 30.00% Commercial Paper 0.00% 25.00% Corporate Note 15.27% 30.00% Current Balance $ 11,131,355 Repurchase Agreements 0.00% Unlimited Reverse Repurchase Agreements 0.00% 20.00% LAW (Local Agency Investment Fund) 46.29% $65 Million Current Balance $ 33,730,227 CAMP - Pooled Sweep Account 0.10% Unlimited Current Balance $ 75,343 TOTAL 100.00% $ 72,873,861 Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. CITY OF LATE (3:,2LS1HOR,E DREAM EXTREME- Local Agency Investment Fund CITY OF LAKE ELSINORE LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING MAY 31,2018 Yield Purchase Date Maturity Rate 1.755% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease) Ending Balance Total Investments Held with Local Agency Investment Fund: $ 25,200,553 $ 8,529,675 $ 33,730,227 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. 4�ky, l N W INVEsr,�r�� �`�G� Fsr- v Yn JOHN CHIANG TREASURER o ry v STATE OF CALIFORNIA PMIA Performance Report LAIF Performance Report Average Quarter Ending 03/31/18 Quarter to Maturity Date Daily Yield* Date Yield (in days) Apportionment Rate: 1.51% 05/14/18 1.75 1.69 188 Earnings Ratio: 0.00004135534904993 05/15/18 1.75 1.69 188 Fair Value Factor: 0.997538001 05/16/18 1.76 1.691 191 Daily: 1.59% 05/17/18 1.76 1.69 190 Quarter to Date: 1.43% 05/18/18 1.76 1.69 188 Average Life: 183 05/19/18 1.76 1.69 188 05/20/18 1.76 1.70 188 05/21/18 1 1.77 1.70 189 05/22/18 1.77 1.70 187 05/23/18 1.77 1.70 188 PMIA Average Monthly 05/24/18 1.78 1.70 190 Effective Yields 05/25/18 1.79 1.70 190 05/26/18 1.79 1.71 190 May 2018 1.755 05/27/18 1.79 1.71 190 Apr 2018 1.661 05/28/18 1.79 1.71 190 Mar 2018 1.524 05/29/18 1.79 1.71 190 05/30/18 1.80 1.71 191 05/31/18 1.80 1.71 190 06/01/18 1.81 1.71 196 06/02/18 1.81 1.71 196 Pooled Money Investment Account 06/03/18 1.81 1.71 196 Portfolio Composition 06/04/18 1.81 1.72 193 06/05/18 1.81 1.72 193 05/31/18 06/06/18 1.81 1.72 192 $82.8 billion 06/07/18 1.82 1.72 190 Commercial 06/08/18 1.82 1.72 190 Paper Loans 06/09/18 1.82 1.72 190 8.10% 0.81% 06/10/18 1.82 1.72 190 Time Deposits 06/11/18 1.83 1.73 188 5.81% 06/12/18 1.82' -1.73 187 i 06/13/18 1.83 1.73 184 *Daily yield does not reflect capital gains or losses Certificates of Deposit/Bank Treasuries View Prior Month Daily Rates, Notes 47.83% 18.00% Agencies 19.41% Mortgages 0.04% Based on data available as of 6/13/2018 CITY OF LATE (3:,2LSlHOR,E DREAM EXTREME- City Funds CAMP Account CA — Account Statement - Transaction Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS .. Asset Summary Opening Market Value 9,803.54 May 31, 2018 April 30, 2018 Purchases 1,751,600.47 CAMP Pool 48,526.75 9,803.54 Redemptions (1,712,877.26) Unsettled Trades 0.00 CAMP Managed Account 29,996,332.54 29,907,187.46 Change in Value 0.00 Total $30,044,859.29 $29,916,991.00 Closing Market Value $48,526.75 Asset Cash Dividends and Income 90.94 Allocation CAMP Managed Account Opening Market Value 29,907,187.46 CAMP Pool Purchases 1,709,940.34 0.16% Redemptions (1,697,031.77) Unsettled Trades 0.00 Change in Value 76,236.51 Closing Market Value $29,996,332.54 Cash Dividends and Income 21,222.05 CAMP Managed Account 99.84% PFM Asset Management LLC Page 1 CA — Managed Account Summary Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS TotalTransaction Summary-Money Market Transaction Summary-Managed Account Account Opening Market Value $9,803.54 Opening Market Value $29,907,187.46 Opening Market Value $29,916,991.00 Purchases 1,751,600.47 Maturities/Calls (137,213.37) Redemptions (1,712,877.26) Principal Dispositions (1,559,818.40) Principal Acquisitions 1,709,940.34 Unsettled Trades 0.00 Change in Current Value 76,236.51 Closing Market Value $48,526.75 Closing Market Value $29,996,332.54 Closing Market Value $30,044,859.29 Dividend 90.94 Earnings Reconciliation(Cash Basis)- Managed Account Cash Balance Interest/Dividends/Coupons Received 54,477.78 Closing Cash Balance $0.00 Less Purchased Interest Related to Interest/Coupons (445.82) Plus Net Realized Gains/Losses (32,809.91) Total Cash Basis Earninas $21,222.05 Earnings Reconciliation(Accrual Basis) Managed Account Total Cash Transactions Summary- Managed Account Ending Amortized Value of Securities 30,497,553.86 30,546,080.61 Maturities/Calls 125,000.00 Ending Accrued Interest 126,852.33 126,852.33 Sale Proceeds 1,567,358.24 Plus Proceeds from Sales 1,567,358.24 3,280,235.50 Coupon/Interest/Dividend Income 46,937.94 Plus Proceeds of Maturities/Calls/Principal Payments 137,213.37 137,213.37 Principal Payments 12,213.37 Plus Coupons/Dividends Received 46,937.94 46,937.94 Security Purchases (1,710,386.16) Less Cost of New Purchases (1,710,386.16) (3,461,986.63) Net Cash Contribution (41,123.39) Less Beginning Amortized Value of Securities (30,517,288.83) (30f527,092.37) Reconciling Transactions 0.00 Less Beginning Accrued Interest (129,433.07) (129,433.07) Dividends 0.00 90.94 Total Accrual Basis Earnings $18,807.68 $18,898.62 PFM Asset Management LLC Page 2 CA\ IF- ) j—_F__, Portfolio Summary and Statistics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Sector Allocation Description Par Value Market Value Percent U.S.Treasury Bond/ Note 11 615 000.00 11 320 836.37 37.67 Cert of Deposit US TSY Bond/Note �16.40% Supra-National Agency Bond/ Note 2,000,000.00 1,973,181.10 6.57 37.67°i° Municipal Bond/ Note 165,000.00 163,760.85 0.55 Federal Agency Collateralized Mortgage 479,600.35 483,350.64 1.61 Obligation Federal Agency Bond/ Note 2,480,000.00 2,402,569.12 8.00 Corporate Note 8,805,000.00 8,723,867.07 29.04 Supra-National Certificate of Deposit 4,965,000.00 4,928,767.39 16.40 Agency Bond/Not Managed Account Sub-Total 30,509,600.35 29,996,332.54 99.84% 6.570% d/Note Bon Accrued Interest 126,852.33 Muni0.55% Total Portfolio 30,509,600.35 30,123,184.87 Mny Mkt Fund Corporate Note CAMP Pool 48,526.75 48,526.75 0.16 0.16% 29.04% Total Investments 30,558,127.10 30,171,711.62 100.00% Fed Agy Bond/ Fed Agency CMO Note 1.61% 8.00% Unsettled Trades 0.00 0.00 Maturity Distribution Characteristics 42.47% Yield to Maturity at Cost 2.00% Yield to Maturity at Market 2.64% 27.58% Duration to Worst 2.41 Weighted Average Days to Maturity 924 17.94% 11.32% 0.15% 0.54% 0.00% 0-6 Months 6-12 Months 1-2 Years 2-3 Years 3-4 Years 4-5 Years Over 5 Years PFM Asset Management LLC Page 3 CA � i ) J ,_r- Managed Account Issuer Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Issuer Summary Credit Quality(S&P Ratings) Market Value Issuer of Holdings Percent A AMERICAN EXPRESS CO 373,020.94 1.24 BBB+ 6.85% AMERICAN HONDA FINANCE 571,890.98 1.90 3.31% A+ APPLE INC 295,103.10 0.98 AAAm 9.84% BANK OF AMERICA CO 295,791.83 0.98 0.16% A- AAA AAA 6.33/o BANK OF MONTREAL 599,088.60 1.99 7.55% BANK OF NOVA SCOTIA 571,761.60 1.90 AA- \\. BB&T CORPORATION 218,653.73 0.73 8.92% BURLINGTON NORTHERN SANTA FE 153,844.65 0.51 CAMP Pool 48,526.75 0.16 A-1 CANADIAN IMPERIAL BANK OF COMMERCE 573,405.53 1.91 5.81% CATERPILLAR INC 219,871.80 0.73 A-1+ CHARLES SCHWAB 201,142.80 0.67 1.99% CISCO SYSTEMS INC 568,499.76 1.89 AA CITIGROUP INC 401,439.80 1.34 AA+ 0.98% 48.26% DEERE&COMPANY 271,251.48 0.90 FANNIE MAE 1,438,501.59 4.80 FEDERAL HOME LOAN BANKS 845,305.52 2.81 FREDDIE MAC 602,112.65 2.00 GENERAL ELECTRIC CO 259,928.50 0.87 GOLDMAN SACHS GROUP INC 298,069.20 0.99 HERSHEY COMPANY 125,652.75 0.42 HOME DEPOT INC 147,725.55 0.49 IBM CORP 297,799.20 0.99 INTER-AMERICAN DEVELOPMENT BANK 942,473.80 3.15 INTERNATIONAL FINANCE CORPORATION 298,087.80 0.99 INTL BANK OF RECONSTRUCTION AND DEV 732,619.50 2.44 JP MORGAN CHASE&CO 570,899.68 1.90 MICROSOFT CORP 296,630.40 0.99 MORGAN STANLEY 293,819.70 0.98 NATIONAL RURAL UTILITIES CO FINANCE CORP 298,871.11 0.99 NORDEA BANK AB 572,146.28 1.90 PACCAR FINANCIAL CORP 247,412.60 0.82 PFM Asset Management LLC Page 4 CA � i ) 1 ,_r- Managed Account Issuer Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Market Value Issuer of Holdings Percent PEPSICO INC 195,424.80 0.65 SKANDINAVISKA ENSKILDA BANKEN AB 594,837.00 1.98 STATE OF CONNECTICUT 163,760.85 0.55 STATE STREET CORPORATION 72,893.70 0.24 SVENSKA HANDELSBANKEN AB 597,264.60 1.99 SWEDBANK AB 587,478.00 1.96 THE BANK OF NEW YORK MELLON CORPORATION 295,727.40 0.98 THE WALT DISNEY CORPORATION 295,140.23 0.98 TOYOTA MOTOR CORP 419,386.58 1.40 UBS AG 301,233.00 1.00 UNILEVER PLC 298,874.70 0.99 UNITED STATES TREASURY 11,320,836.37 37.69 WAL-MART STORES INC 294,831.30 0.98 WELLS FARGO&COMPANY 444,268.80 1.48 WESTPAC BANKING CORP 531,552.78 1.77 Total $30,044,859.29 100.000/0 PFM Asset Management LLC Page 5 CA\ IF- ) j--F--, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value U.S.Treasury Bond / Note US TREASURY NOTES 912828A42 100,000.00 AA+ Aaa 03/02/16 03/04/16 102,855.47 1.38 5.46 101,527.83 98,816.40 DTD 12/02/2013 2.000%11/30/2020 US TREASURY NOTES 912828B90 150,000.00 AA+ Aaa 07/06/16 07/08/16 157,335.94 0.92 758.15 154,375.04 147,960.90 DTD 02/28/2014 2.000%02/28/2021 US TREASURY NOTES 912828037 115,000.00 AA+ Aaa 06/27/16 06/29/16 116,464.45 0.98 243.51 115,880.26 111,015.48 DTD 03/31/2016 1.250%03/31/2021 US TREASURY NOTES 912828078 225.000.00 AA+ Aaa 02/01/17 02/03/17 220.508.79 1.87 269.02 221,876.39 217,713.83 DTD 05/02/2016 1.375%04/30/2021 US TREASURY NOTES 912828R77 800,000.00 AA+ Aaa 03/15/17 03/17/17 779,218.75 2.02 30.05 785,017.00 773,093.60 DTD 05/31/2016 1.375%05/31/2021 US TREASURY NOTES 912828WN6 1,075,000.00 AA+ Aaa 09/01/16 09/02/16 1,113,632.81 1.22 58.74 1,099,675.75 1,058,203.13 DTD 06/02/2014 2.000%05/31/2021 US TREASURY NOTES 912828D72 325.000.00 AA+ Aaa 10/03/16 10/05/16 337.200.20 1.21 1.642.66 333,160.21 319,172.75 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 800,000.00 AA+ Aaa 04/03/17 04/05/17 806,187.50 1.82 4,043.48 804,615.04 785,656.00 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 1,025,000.00 AA+ Aaa 12/01/16 12/05/16 1,028,042.97 1.93 5,180.71 1,027,124.83 1,006,621.75 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 1,150,000.00 AA+ Aaa 07/06/17 07/11/17 1,156,962.89 1.85 5,812.50 1,155,515.20 1,129,380.50 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 1.400,000.00 AA+ Aaa 06/27/17 06/29/17 1.415.257.81 1.73 7.076.09 1,411,980.71 1,374.898.00 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828T67 725,000.00 AA+ Aaa 10/05/17 10/10/17 708,206.05 1.85 788.04 710,792.21 693,536.45 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828T67 1,100,000.00 AA+ Aaa 08/30/17 08/31/17 1,082,640.63 1.64 1,195.65 1,085,696.70 1,052,262.20 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828X47 450.000.00 AA+ Aaa 12/04/17 12/06/17 445,324.22 2.12 733.70 445,824.63 437.572.35 DTD 05/01/2017 1.875%04/30/2022 PFM Asset Management LLC Page 6 CA\ IF- ) 1 —_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value U.S.Treasury Bond / Note US TREASURY NOTES 912828X47 925,000.00 AA+ Aaa 01/03/18 01/04/18 913,256.84 2.18 1,508.15 914,328.58 899,454.28 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 1,250,000.00 AA+ Aaa 05/03/18 05/07/18 1.210.058.59 2.73 2.038.04 1,210,708.69 1.215.478.75 DTD 05/01/2017 1.875%04/30/2022 Security Type Sub-Total 11,615,000.00 11,593,153.91 1.86 31,383.95 11,578,099.07 11,320,836.37 Supra-NationalBond / Note INTL BANK OF RECONSTRUCTION AND DEV 45905UP32 750,000.00 AAA Aaa 09/12/17 09/19/17 748,200.00 1.64 2,569.15 748,614.50 732,619.50 NOTE DTD 09/19/2017 1.561%09/12/2020 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 600,000.00 AAA Aaa 10/02/17 10/10/17 605,561.46 1.81 779.17 604,431.07 593,329.20 DTD 11/08/2013 2.125%11/09/2020 INTERNATIONAL FINANCE CORPORATION 45950VLO7 300,000.00 AAA Aaa 03/09/18 03/16/18 299,775.00 2.66 1,646.88 299,789.86 298,087.80 NOTE DTD 03/16/2018 2.635%03/09/2021 INTER-AMERICAN DEVELOPMENT BANK 4581XODB1 350,000.00 AAA Aaa 04/12/18 04/19/18 349,230.00 2.70 1,071.88 349,258.95 349,144.60 NOTE DTD 04/19/2018 2,625%04/19/2021 Security Type Sub-Total 2,000,000.00 2,002,766.46 2.04 6,067.08 2,002,094.38 1,973,181.10 Municipal Bond/ Note CT ST TXBL GO BONDS 20772]ZKl 165.000.00 A Al 03/16/15 03/25/15 165.463.65 1.90 687.61 165,094.72 163.760.85 DTD 03/25/2015 1.974%03/15/2019 Security Type Sub-Total 165,000.00 165,463.65 1.90 687.61 165,094.72 163,760.85 CollateralizedFederal Agency • Obligation FNMA SERIES 2015-M15 ASQ2 3136AOSW1 28,058.40 AA+ Aaa 11/06/15 11/30/15 28,338.99 1.20 44.38 28,077.35 27,962.14 DTD 11/01/2015 1.898%01/01/2019 PFM Asset Management LLC Page 7 CA\ IF- ) 1 —_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value ObligationFederal Agency Collateralized Mortgage FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 91,541.95 AA+ Aaa 10/07/15 10/30/15 92,458.64 1.08 125.57 91,751.63 91,019.20 DTD 10/01/2015 1.646%09/01/2019 FNA 2018-M5 A2 3136B1XP4 200,000.00 AA+ Aaa 04/11/18 04/30/18 203.978.20 2.27 593.33 203,966.63 203,532.50 DTD 04/01/2018 3.560%09/25/2021 FHLMC MULTIFAMILY STRUCTURED P POOL 3137BM6P6 160,000.00 AA+ Aaa 04/04/18 04/09/18 161,362.50 2.61 412.00 161,317.23 160,836.80 DTD 12/01/2015 3.090%08/25/2022 Security Type Sub-Total 479,600.35 486,138.33 2.10 1,175.28 485,112.84 483,350.64 Federal Agency Bond / Note FNMA NOTES 3135GOT29 550,000.00 AA+ Aaa 02/24/17 02/28/17 549,648.00 1.52 2,131.25 549,793.76 541,440.35 DTD 02/28/2017 1.500%02/28/2020 FHLMC AGENCY NOTES 3137EAEF2 450,000.00 AA+ Aaa 04/19/17 04/20/17 448,461.00 1.49 704.69 449,024.60 441,275.85 DTD 04/20/2017 1.375%04/20/2020 FHLB NOTES 3130ACE26 155,000.00 AA+ Aaa 09/07/17 09/08/17 154,502.45 1.48 372.97 154,619.14 151,079.59 DTD 09/08/2017 1.375%09/28/2020 FHLB GLOBAL NOTE 313OA8OS5 725,000.00 AA+ Aaa 07/14/16 07/15/16 720,591.28 1.25 3,103.91 722,216.07 694,225.93 DTD 07/14/2016 1.125%07/14/2021 FNMA NOTES 3135GON82 140.000.00 AA+ Aaa 08/17/16 08/19/16 139.521.06 1.32 505.56 139,688.49 134,061.06 DTD 08/19/2016 1.250%08/17/2021 FNMA NOTES 3135GON82 460,000.00 AA+ Aaa 08/17/16 08/19/16 458,137.00 1.33 1,661.11 458,788.13 440,486.34 DTD 08/19/2016 1.250%08/17/2021 Security Type Sub-Total 2,480,000.00 2,470,860.79 1.39 8,479.49 2,474,130.19 2,402,569.12 Corporate CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 270.000.00 AA- Al 08/29/14 09/04/14 272.565.00 1.90 1.434.38 270,443.30 269,289.36 DTD 03/03/2014 2.125%03/01/2019 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 300,000.00 AA- Al 09/01/15 09/04/15 302,817.00 1.85 1,593.75 300,620.00 299,210.40 DTD 03/03/2014 2.125%03/01/2019 PFM Asset Management LLC Page 8 CA\ IF- ) 1 --F--, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate GOLDMAN SACHS GRP INC CORP NT 38141GVT8 50,000.00 BBB+ A3 04/20/16 04/25/16 49,861.00 2.10 100.00 49,957.40 49,678.20 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 GOLDMAN SACHS GRP INC CORP NT 38141GVT8 250.000.00 BBB+ A3 04/21/16 04/26/16 249.840.00 2.02 500.00 249,950.98 248.391.00 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 CITIGROUP INC CORP NOTES 172967KS9 105,000.00 BBB+ Baal 06/02/16 06/09/16 104,945.40 2.07 1,040.38 104,981.06 104,159.90 DTD 06/09/2016 2.050%06/07/2019 AMERICAN HONDA FINANCE GLOBAL NOTES 02665WAH4 575,000.00 A+ A2 09/04/14 09/09/14 573,936.25 2.29 3,809.38 574,728.00 571,890.98 DTD 09/09/2014 2.250%08/15/2019 BURLINGTON NRTH CORP 12189TBC7 150,000.00 A+ A3 06/03/16 06/08/16 165,585.00 1.48 1,175.00 156,361.30 153,844.65 DTD 09/24/2009 4.700%10/01/2019 GENERAL ELECTRIC CAP CORP NOTES 36962G430 250.000.00 A A2 03/20/15 03/25/15 289,082.50 2.05 5.461.81 263,515.23 259,928.50 DTD 01/08/2010 5.500%01/08/2020 CITIGROUP INC(CALLABLE)CORP NOTE 172967LF6 300,000.00 BBB+ Baal 01/04/17 01/10/17 299,880.00 2.46 2,878.75 299,934.59 297,279.90 DTD 01/10/2017 2.450%01/10/2020 WELLS FARGO&CO CORP BONDS 94974BGF1 75,000.00 A- A2 03/24/15 03/27/15 75,288.00 2.07 541.98 75,102.48 74,044.80 DTD 02/02/2015 2.150%01/30/2020 WELLS FARGO&CO CORP BONDS 94974BGF1 375.000.00 A- A2 02/02/15 02/05/15 377.621.25 2.00 2.709.90 375,903.57 370,224.00 DTD 02/02/2015 2.150%01/30/2020 MICROSOFT CORP NOTES 594918BV5 300,000.00 AAA Aaa 01/30/17 02/06/17 299,799.00 1.87 1,772.92 299,886.05 296,630.40 DTD 02/06/2017 1.850%02/06/2020 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEE5 180,000.00 A- A2 02/28/17 03/03/17 179,812.80 2.24 968.00 179,888.98 177,781.14 NOTE DTD 03/03/2017 2.200%03/03/2020 WALT DISNEY COMPANY CORP NOTES 25468PDP8 125,000.00 A+ A2 03/01/17 03/06/17 124,967.50 1.96 589.06 124,980.66 123,494.63 DTD 03/06/2017 1.950%03/04/2020 TOYOTA MOTOR CORP NOTES 89236TCFO 200.000.00 AA- Aa3 03/23/15 03/27/15 201,776.00 1.96 943.61 200,657.71 197,635.80 DTD 03/12/2015 2.150%03/12/2020 PFM Asset Management LLC Page 9 CA\ IF- ) 1 --F--, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate TOYOTA MOTOR CREDIT CORP 89236TDU6 225,000.00 AA- Aa3 04/11/17 04/17/17 224,896.50 1.97 536.25 224,934.52 221,750.78 DTD 04/17/2017 1.950%04/17/2020 HOME DEPOT INC CORP NOTES 437076BO4 150,000.00 A A2 05/24/17 06/05/17 149.913.00 1.82 1,320.00 149,941.16 147,725.55 DTD 06/05/2017 1.800%06/05/2020 WALT DISNEY COMPANY CORP NOTES 25468PDU7 175,000.00 A+ A2 06/01/17 06/06/17 174,797.00 1.84 1,540.00 174,862.54 171,645.60 DTD 06/06/2017 1.800%06/05/2020 JP MORGAN CHASE&CO CORP NT 46625HLW8 575,000.00 A- A3 09/01/15 09/04/15 577,857.75 2.64 6,939.93 576,249.96 570,899.68 (CALLABLE) DTD 06/23/2015 2.750%06/23/2020 CATERPILLAR FINL SERVICE NOTE 1491302A6 225,000.00 A A3 09/05/17 09/07/17 224,811.00 1.88 1,005.94 224,856.27 219,871.80 DTD 09/07/2017 1.850%09/04/2020 PACCAR FINANCIAL CORP NOTES 69371RN85 150,000.00 A+ Al 11/06/17 11/13/17 149.986.50 2.05 153.75 149,988.92 147,121.80 DTD 11/13/2017 2.050%11/13/2020 APPLE INC 037833DJ6 300,000.00 AA+ Aal 11/06/17 11/13/17 299,748.00 2.03 300.00 299,793.08 295,103.10 DTD 11/13/2017 2.000%11/13/2020 WAL-MART STORES INC CORP NOTE 931142EA7 300,000.00 AA Aa2 10/11/17 10/20/17 299,565.00 1.95 3,499.17 299,651.75 294,831.30 DTD 10/20/2017 1.900%12/15/2020 BRANCH BANKING&TRUST(CALLABLE) 05531FAZ6 75,000.00 A- A2 10/23/17 10/26/17 74,965.50 2.17 537.50 74,970.75 73.349.33 NOTES DTD 10/26/2017 2.150%02/01/2021 IBM CORP CORP NOTES 44932HAG8 300,000.00 A+ Al 02/01/18 02/06/18 299,853.00 2.67 2,539.58 299,868.08 297,799.20 DTD 02/06/2018 2.650%02/05/2021 NATIONAL RURAL UTIL COOP 63743HER9 125,000.00 A A2 02/21/18 02/26/18 124,861.25 2.94 956.60 124,873.41 124,529.63 DTD 02/26/2018 2.900%03/15/2021 NATIONAL RURAL UTIL COOP 63743HER9 175,000.00 A A2 04/12/18 04/19/18 174,259.75 3.05 1,339.24 174,289.91 174,341.48 DTD 02/26/2018 2.900%03/15/2021 UNILEVER CAPITAL CORP NOTES 904764AZO 300,000.00 A+ Al 03/19/18 03/22/18 298.467.00 2.93 1,581.25 298,561.42 298.874.70 DTD 03/22/2018 2.750%03/22/2021 PFM1 I Asset Management LLC Page 10 CA\ IF- ) j--F--, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate PEPSICO INC CORP(CALLABLE)NOTE 713448DX3 200,000.00 A+ Al 10/05/17 10/10/17 199,960.00 2.01 511.11 199,967.33 195,424.80 DTD 10/10/2017 2.000%04/15/2021 BANK OF NEW YORK MELLON CORP 06406FAA1 300.000.00 A Al 05/16/16 05/19/16 306.978.00 2.00 958.33 304,118.82 295,727.40 (CALLABLE) DTD 02/19/2016 2.500%04/15/2021 BANK OF AMERICA CORP NOTE 06051GFW4 25,000.00 A- A3 11/01/17 11/03/17 25,194.00 2.39 76.56 25,162.80 24,615.70 DTD 04/19/2016 2.625%04/19/2021 MORGAN STANLEY CORP NOTES 61746BEA0 300,000.00 BBB+ A3 11/01/17 11/03/17 300,972.00 2.40 833.33 300,816.56 293,819.70 DTD 04/21/2016 2.500%04/21/2021 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEB1 200,000.00 A- A2 05/25/16 05/31/16 199,536.00 2.30 325.00 199,719.04 195,239.80 NOTES DTD 05/05/2016 2.250%05/05/2021 PACCAR FINANCIAL CORP 69371RP26 100.000.00 A+ Al 05/07/18 05/10/18 99.974.00 3.11 180.83 99,974.49 100,290.80 DTD 05/10/2018 3.100%05/10/2021 BRANCH BANKING&TRUST(CALLABLE) 05531FAV5 150,000.00 A- A2 05/10/16 05/16/16 149,901.00 2.06 179.38 149,940.50 145,304.40 NOTE DTD 05/10/2016 2.050%05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 125,000.00 A Al 05/03/18 05/10/18 124,913.75 3.12 226.04 124,915.40 125,652.75 DTD 05/10/2018 3.100%05/15/2021 STATE STREET CORP NOTES 857477AV5 75.000.00 A Al 05/19/16 05/24/16 74.716.50 2.03 48.75 74,827.96 72.893.70 DTD 05/19/2016 1.950%05/19/2021 CHARLES SCHWAB CORP CORP NOTES 808513AW5 200,000.00 A A2 05/17/18 05/22/18 199,994.00 3.25 162.50 199,994.04 201,142.80 DTD 05/22/2018 3.250%05/21/2021 BANK OF AMERICA CORP(CALLABLE) 06051GGS2 200,000.00 A- A3 09/13/17 09/18/17 200,000.00 2.33 776.00 200,000.00 195,987.20 DTD 09/18/2017 2.328%10/01/2021 JOHN DEERE CAPITAL CORP NOTES 24422ETL3 275,000.00 A A2 03/10/17 03/15/17 273,787.25 2.75 2,935.24 274,082.48 271,251.48 DTD O1/06/2017 2.650%01/06/2022 BANK OF AMERICA CORP 06051GHH5 75.000.00 A- A3 05/14/18 05/17/18 75,000.00 3.50 102.05 75,000.00 75,188.93 DTD 05/17/2018 3.499%05/17/2022 PFM Asset Management LLC Page 11 CA\ IF- ) 1 —_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Security Type Sub-Total 8,805,000.00 8,872,684.45 2.27 55,083.25 8,828,272.50 8,723,867.07 DepositCertificate of CANADIAN IMPERIAL BANK NY CD 13606A5Z7 575,000.00 A-1 P-1 12/01/16 12/05/16 574.551.50 1.78 28.11 574,887.41 573.405.53 DTD 12/05/2016 1.760%11/30/2018 SVENSKA HANDELSBANKEN NY LT CD 869583HB8 600,000.00 A-1+ P-1 01/10/17 01/12/17 600,000.00 1.91 4,473.00 600,000.00 597,264.60 DTD 01/12/2017 1.890%01/10/2019 BANK OF MONTREAL CHICAGO CERT DEPOS 06427KRC3 600,000.00 A-1 P-1 02/08/17 02/09/17 600,000.00 1.90 3,572.00 600,000.00 599,088.60 DTD 02/09/2017 1.880%02/07/2019 BANK OF NOVA SCOTIA HOUSTON LT CD 06417GUE6 575,000.00 A-1 P-1 04/05/17 04/06/17 575,000.00 1.91 1,738.90 575,000.00 571,761.60 DTD 04/06/2017 1.910%04/05/2019 SKANDINAV ENSKILDA BANKEN NY CD 83050FXT3 600,000.00 A+ Aa2 08/03/17 08/04/17 599,766.00 1.85 3,649.33 599,862.75 594,837.00 DTD 08/04/2017 1.840%08/02/2019 NORDEA BANK AB NY CD 65590ASN7 575,000.00 AA- Aa3 02/20/18 02/22/18 575,000.00 2.72 4,301.00 575,000.00 572,146.28 DTD 02/22/2018 2.720%02/20/2020 UBS AG STAMFORD CT LT CD 90275DHG8 300,000.00 A+ Aa3 03/02/18 03/06/18 300,000.00 2.93 2,102.50 300,000.00 301,233.00 DTD 03/06/2018 2.900%03/02/2020 WESTPAC BANKING CORP NY CD 96121T4A3 540,000.00 AA- Aa3 08/03/17 08/07/17 540,000.00 2.05 3.505.50 540,000.00 531,552.78 DTD 08/07/2017 2.050%08/03/2020 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 600,000.00 AA- Aa2 11/16/17 11/17/17 600,000.00 2.30 605.33 600,000.00 587,478.00 DTD 11/17/2017 2.270%11/16/2020 Security Type Sub-Total 4,965,000.00 4,964,317.50 2.11 23,975.67 4,964,750.16 4,928,767.39 Managed Account Sub-Total 30,509,600.35 30,555,385.09 2.00 126,852.33 30,497,553.86 29,996,332.54 Money Market Mutual Fund CAMP Pool 48.526.75 AAAm NR 48.526.75 0.00 48,526.75 48.526.75 Money Market Sub-Total 48,526.75 48,526.75 0.00 48,526.75 48,526.75 PFM Asset Management LLC Page 12 CA � i ) 1 ,_j- Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Securities Sub-Total $30,558,127.10 $30,603,911.84 2.00% $126,852.33 $30,546,080.61 $30,044,859.29 Accrued Interest $126,852.33 Total Investments $30,171,711.62 PFM Asset Management LLC Page 13 CAIJ--F-, IF- ) Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 Mr CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt U.S.Treasury Bond / Note US TREASURY NOTES 912828A42 100,000.00 MERRILL 98.82 98,816.40 (4,039.07) (2,711.43) 2.42 2.42 2.49 DTD 12/02/2013 2.000%11/30/2020 US TREASURY NOTES 912828B90 150,000.00 MORGANST 98.64 147,960.90 (9,375.04) (6,414.14) 2.64 2.64 2.51 DTD 02/28/2014 2.000%02/28/2021 US TREASURY NOTES 912828037 115,000.00 CITIGRP 96.54 111,015.48 (5,448.97) (4,864.78) 2.75 2.75 2.52 DTD 03/31/2016 1.250%03/31/2021 US TREASURY NOTES 912828078 225,000.00 MERRILL 96.76 217,713.83 (2,794.96) (4,162.56) 2.83 2.83 2.53 DTD 05/02/2016 1.375%04/30/2021 US TREASURY NOTES 912828R77 800,000.00 MORGANSS 96.64 773,093.60 (6,125.15) (11,923.40) 2.91 2.91 2.55 DTD 05/31/2016 1.375%05/31/2021 US TREASURY NOTES 912828WN6 1,075,000.00 HSBC 98.44 1,058,203.13 (55,429.68) (41,472.62) 2.89 2.89 2.54 DTD 06/02/2014 2.000%05/31/2021 US TREASURY NOTES 912828D72 325,000.00 HSBC 98.21 319,172.75 (18,027.45) (13,987.46) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 800,000.00 MORGANSS 98.21 785,656.00 (20,531.50) (18,959.04) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 1,025,000.00 HSBC 98.21 1,006,621.75 (21,421.22) (20,503.08) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 1,150,000.00 MORGANSS 98.21 1,129,380.50 (27.582.39) (26,134.70) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 1,400,000.00 MORGANSS 98.21 1,374,898.00 (40,359.81) (37,082.71) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828T67 725,000.00 MERRILL 95.66 693,536.45 (14,669.60) (17,255.76) 3.31 3.31 2.59 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828T67 1,100,000.00 MERRILL 95.66 1,052,262.20 (30,378.43) (33,434.50) 3.31 3.31 2.59 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828X47 450,000.00 MERRILL 97.24 437,572.35 (7,751.87) (8,252.28) 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 925,000.00 CITIGRP 97.24 899,454.28 (13,802.56) (14,874.30) 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 1,250,000.00 MERRILL 97.24 1,215,478.75 5,420.16 4,770.06 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 Security Type Sub-Total 11,615,000.00 11,320,836.37 (272,317.54) (257,262.70) 3.22 3.22 2.58 PFM Asset Management LLC Page 14 CAIJ--F-, IF- ) Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 Mr CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND 45905UP32 750,000.00 HSBC 97.68 732,619.50 (15,580.50) (15,995.00) 2.21 2.21 2.61 DEV NOTE DTD 09/19/2017 1.561%09/12/2020 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 600,000.00 HSBC 98.89 593,329.20 (12,232.26) (11,101.87) 2.36 2.36 2.60 DTD 11/08/2013 2.125%11/09/2020 INTERNATIONAL FINANCE CORPORATION 45950VLO7 300,000.00 HSBC 99.36 298,087.80 (1,687.20) (1,702.06) 2.64 2.64 2.88 NOTE DTD 03/16/2018 2.635%03/09/2021 INTER-AMERICAN DEVELOPMENT BANK 4581XODB1 350,000.00 CITIGRP 99.76 349,144.60 (85.40) (114.35) 2.75 2.75 2.71 NOTE DTD 04/19/2018 2.625%04/19/2021 Security Type Sub-Total 2,000,000.00 1,973,181.10 (29,585.36) (28,913.28) 2.42 2.42 2.67 Municipal Bond / Note CT ST TXBL GO BONDS 20772JZK1 165,000.00 VINING 99.25 163,760.85 (1,702.80) (1,333.87) 0.77 0.77 2.94 DTD 03/25/2015 1.974%03/15/2019 Security Type Sub-Total 165,000.00 163,760.85 (1,702.80) (1,333.87) 0.77 0.77 2.94 ObligationFederal Agency Collateralized Mortgage FNMA SERIES 2015-M15 ASQ2 3136AOSW1 28,058.40 GOLDMAN 99.66 27,962.14 (376.85) (115.21) 0.34 0.47 2.36 DTD 11/01/2015 1.898%01/01/2019 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 91,541.95 MORGANST 99.43 91,019.20 (1.439.44) (732.43) 0.58 1.09 2.07 DTD 10/01/2015 1.646%09/01/2019 FNA 2018-M5 A2 3136B1XP4 200,000.00 JPM_CHAS 101.77 203,532.50 (445.70) (434.13) 2.69 1.67 2.37 DTD 04/01/2018 3.560%09/25/2021 FHLMC MULTIFAMILY STRUCTURED P 3137BM6P6 160,000.00 CITIGRP 100.52 160,836.80 (525.70) (480.43) 3.76 2.10 2.74 POOL DTD 12/01/2015 3.090%08/25/2022 Security Type Sub-Total 479,600.35 483,350.64 (2,787.69) (1,762.20) 2.51 1.63 2.44 Federal Agency Bond / Note PFM Asset Management LLC Page 15 CAIJ--F-, IF- ) Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 Mr CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Federal Agency Bond / Note FNMA NOTES 3135GOT29 550,000.00 3PM_CHAS 98.44 541,440.35 (8,207.65) (8,353.41) 1.70 1.70 2.42 DTD 02/28/2017 1.500%02/28/2020 FHLMC AGENCY NOTES 3137EAEF2 450,000.00 WELLS FA 98.06 441,275.85 (7,185.15) (7,748.75) 1.84 1.84 2.43 DTD 04/20/2017 1.375%04/20/2020 FHLB NOTES 3130ACE26 155,000.00 BARCLAYS 97.47 151,079.59 (3,422.86) (3,539.55) 2.26 2.26 2.50 DTD 09/08/2017 1.375%09/28/2020 FHLB GLOBAL NOTE 313OA8OS5 725,000.00 TD SEC U 95.76 694,225.93 (26,365.35) (27,990.14) 3.02 3.02 2.55 DTD 07/14/2016 1.125%07/14/2021 FNMA NOTES 3135GON82 140,000.00 TD SEC U 95.76 134,061.06 (5,460.00) (5,627.43) 3.10 3.10 2.64 DTD 08/19/2016 1.250%08/17/2021 FNMA NOTES 3135GON82 460,000.00 CITIGRP 95.76 440,486.34 (17,650.66) (18,301.79) 3.10 3.10 2.64 DTD 08/19/2016 1.250%08/17/2021 Security Type Sub-Total 2,480,000.00 2,402,569.12 (68,291.67) (71,561.07) 2.48 2.48 2.52 Corporate CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 270,000.00 BONY 99.74 269,289.36 (3,275.64) (1,153.94) 0.74 0.74 2.48 DTD 03/03/2014 2.125%03/01/2019 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 300,000.00 BNP PARI 99.74 299,210.40 (3,606.60) (1,409.60) 0.74 0.74 2.48 DTD 03/03/2014 2.125%03/01/2019 GOLDMAN SACHS GRP INC CORP NT 38141GVT8 50,000.00 GOLDMAN 03/25/19 99.36 49,678.20 (182.80) (279.20) 0.87 0.88 2.73 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 GOLDMAN SACHS GRP INC CORP NT 38141GVT8 250,000.00 MIZUHO 03/25/19 99.36 248,391.00 (1,449.00) (1,559.98) 0.87 0.88 2.73 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 CITIGROUP INC CORP NOTES 172967KS9 105,000.00 CITIGRP 99.20 104,159.90 (785.50) (821.16) 0.99 0.99 2.85 DTD 06/09/2016 2.050%06/07/2019 AMERICAN HONDA FINANCE GLOBAL 02665WAH4 575,000.00 MERRILL 99.46 571,890.98 (2,045.27) (2,837.02) 1.17 1.17 2.71 NOTES DTD 09/09/2014 2.250%08/15/2019 BURLINGTON NRTH CORP 12189TBC7 150,000.00 GOLDMAN 102.56 153,844.65 (11,740.35) (2,516.65) 1.28 1.28 2.73 DTD 09/24/2009 4.700%10/01/2019 PFM Asset Management LLC Page 16 \ IF- ) - Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate GENERAL ELECTRIC CAP CORP NOTES 36962G430 250,000.00 GOLDMAN 103.97 259,928.50 (29,154.00) (3,586.73) 1.50 1.50 2.94 DTD O1/08/2010 5.500%O1/08/2020 CITIGROUP INC(CALLABLE)CORP NOTE 172967LF6 300,000.00 CITIGRP 12/10/19 99.09 297,279.90 (2,600.10) (2,654.69) 1.54 1.55 3.03 DTD O1/10/2017 2.450%O1/10/2020 WELLS FARGO&CO CORP BONDS 94974BGF1 75,000.00 1ST TENN 98.73 74,044.80 (1,243.20) (1,057.68) 1.61 1.61 2.94 DTD 02/02/2015 2.150%O1/30/2020 WELLS FARGO&CO CORP BONDS 94974BGF1 375,000.00 JEFFERIE 98.73 370,224.00 (7,397.25) (5,679.57) 1.61 1.61 2.94 DTD 02/02/2015 2.150%O1/30/2020 MICROSOFT CORP NOTES 594918BV5 300,000.00 HSBC 98.88 296,630.40 (3,168.60) (3,255.65) 1.63 1.63 2.54 DTD 02/06/2017 1.850%02/06/2020 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEE5 180,000.00 MERRILL 02/O1/20 98.77 177,781.14 (2,031.66) (2,107.84) 1.69 1.70 2.92 NOTE DTD 03/03/2017 2.200%03/03/2020 WALT DISNEY COMPANY CORP NOTES 25468PDP8 125,000.00 CITIGRP 98.80 123,494.63 (1,472.87) (1,486.03) 1.71 1.71 2.65 DTD 03/06/2017 1.950%03/04/2020 TOYOTA MOTOR CORP NOTES 89236TCF0 200,000.00 HSBC 98.82 197,635.80 (4,140.20) (3,021.91) 1.72 1.72 2.83 DTD 03/12/2015 2.150%03/12/2020 TOYOTA MOTOR CREDIT CORP 89236TDU6 225,000.00 MERRILL 98.56 221,750.78 (3,145.72) (3,183.74) 1.82 1.82 2.74 DTD 04/17/2017 1.950%04/17/2020 HOME DEPOT INC CORP NOTES 437076BO4 150,000.00 JPM_CHAS 98.48 147,725.55 (2,187.45) (2,215.61) 1.94 1.94 2.58 DTD 06/05/2017 1.800%06/05/2020 WALT DISNEY COMPANY CORP NOTES 25468PDU7 175,000.00 DEUTSCHE 98.08 171,645.60 (3,151.40) (3,216.94) 1.94 1.94 2.79 DTD 06/06/2017 1.800%06/05/2020 ]P MORGAN CHASE&CO CORP NT 46625HLW8 575,000.00 JPMCHASE 05/23/20 99.29 570,899.68 (6,958.07) (5,350.28) 1.95 1.96 3.11 (CALLABLE) DTD 06/23/2015 2.750%06/23/2020 CATERPILLAR FINL SERVICE NOTE 14913O2A6 225,000.00 BARCLAYS 97.72 219,871.80 (4,939.20) (4,984.47) 2.18 2.18 2.90 DTD 09/07/2017 1.850%09/04/2020 PACCAR FINANCIAL CORP NOTES 69371RN85 150,000.00 CITIGRP 98.08 147,121.80 (2,864.70) (2,867.12) 2.37 2.37 2.87 DTD 11/13/2017 2.050%11/13/2020 APPLE INC 037833D36 300,000.00 3PM_CHAS 98.37 295,103.10 (4,644.90) (4,689.98) 2.37 2.37 2.69 DTD 11/13/2017 2.000%11/13/2020 WAL-MART STORES INC CORP NOTE 931142EA7 300,000.00 MORGAN_S 98.28 294,831.30 (4,733.70) (4,820.45) 2.43 2.43 2.61 DTD 10/20/2017 1.900%12/15/2020 PFM Asset Management LLC Page 17 \ IF- ) - Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate BRANCH BANKING&TRUST(CALLABLE) 05531FAZ6 75,000.00 MORGAN_S 01/01/21 97.80 73,349.33 (1,616.17) (1,621.42) 2.55 2.55 3.01 NOTES DTD 10/26/2017 2.150%02/01/2021 IBM CORP CORP NOTES 44932HAGS 300,000.00 BNP_PARI 99.27 297,799.20 (2,053.80) (2,068.88) 2.54 2.54 2.94 DTD 02/06/2018 2.650%02/05/2021 NATIONAL RURAL UTIL COOP 63743HER9 125,000.00 RBC 99.62 124,529.63 (331.62) (343.78) 2.64 2.64 3.04 DTD 02/26/2018 2.900%03/15/2021 NATIONAL RURAL UTIL COOP 63743HER9 175,000.00 RBC 99.62 174,341.48 81.73 51.57 2.64 2.64 3.04 DTD 02/26/2018 2.900%03/15/2021 UNILEVER CAPITAL CORP NOTES 904764AZO 300,000.00 CITIGRP 99.62 298,874.70 407.70 313.28 2.67 2.67 2.89 DTD 03/22/2018 2.750%03/22/2021 PEPSICO INC CORP(CALLABLE)NOTE 713448DX3 200,000.00 MERRILL 03/15/21 97.71 195,424.80 (4,535.20) (4,542.53) 2.75 2.76 2.83 DTD 10/10/2017 2.000%04/15/2021 BANK OF NEW YORK MELLON CORP 06406FAAl 300,000.00 KEYBAN 03/15/21 98.58 295,727.40 (11,250.60) (8,391.42) 2.73 2.74 3.02 (CALLABLE) DTD 02/19/2016 2.500%04/15/2021 BANK OF AMERICA CORP NOTE 06051GFW4 25,000.00 MERRILL 98.46 24,615.70 (578.30) (547.10) 2.74 2.74 3.19 DTD 04/19/2016 2.625%04/19/2021 MORGAN STANLEY CORP NOTES 61746BEAO 300,000.00 MORGAN_S 97.94 293,819.70 (7,152.30) (6,996.86) 2.75 2.75 3.25 DTD 04/21/2016 2.500%04/21/2021 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEB1 200,000.00 KEYBAN 04/04/21 97.62 195,239.80 (4,296.20) (4,479.24) 2.79 2.80 3.11 NOTES DTD 05/05/2016 2.250%05/05/2021 PACCAR FINANCIAL CORP 69371RP26 100,000.00 MERRILL 100.29 100,290.80 316.80 316.31 2.79 2.79 3.00 DTD 05/10/2018 3.100%05/10/2021 BRANCH BANKING&TRUST(CALLABLE) 05531FAV5 150,000.00 SCOTIA 04/09/21 96.87 145,304.40 (4,596.60) (4,636.10) 2.81 2.82 3.17 NOTE DTD 05/10/2016 2.050%05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 125,000.00 MERRILL 100.52 125,652.75 739.00 737.35 2.80 2.80 2.91 DTD 05/10/2018 3.100%05/15/2021 STATE STREET CORP NOTES 857477AV5 75,000.00 GOLDMAN 97.19 72,893.70 (1,822.80) (1,934.26) 2.85 2.85 2.95 DTD 05/19/2016 1.950%05/19/2021 CHARLES SCHWAB CORP CORP NOTES 808513AW5 200,000.00 CSFB 100.57 201,142.80 1,148.80 1,148.76 2.81 2.81 3.05 DTD 05/22/2018 3.250%05/21/2021 PFM Asset Management LLC Page 18 \ IF- ) - Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate BANK OF AMERICA CORP(CALLABLE) 06051GGS2 200,000.00 MERRILL 10/01/20 97.99 195,987.20 (4,012.80) (4,012.80) 2.50 3.17 2.96 DTD 09/18/2017 2.328%10/01/2021 JOHN DEERE CAPITAL CORP NOTES 24422ETL3 275,000.00 MITSU 98.64 271,251.48 (2,535.77) (2,831.00) 3.37 3.37 3.05 DTD 01/06/2017 2.650%01/06/2022 BANK OF AMERICA CORP 06051GHH5 75,000.00 MERRILL 100.25 75,188.93 188.93 188.93 3.67 3.67 3.43 DTD 05/17/2018 3.499%05/17/2022 Security Type Sub-Total 8,805,000.00 8,723,867.07 (148,817.38) (104,405.43) 2.03 2.05 2.87 Certificate of Deposit CANADIAN IMPERIAL BANK NY CD 13606A5Z7 575,000.00 GOLDMAN 99.72 573,405.53 (1,145.97) (1,481.88) 0.49 0.49 2.25 DTD 12/05/2016 1.760%11/30/2018 SVENSKA HANDELSBANKEN NY LT CD 869583HB8 600,000.00 MERRILL 99.54 597,264.60 (2,735.40) (2,735.40) 0.61 0.61 2.59 DTD 01/12/2017 1.890%01/10/2019 BANK OF MONTREAL CHICAGO CERT 06427KRC3 600,000.00 GOLDMAN 99.85 599,088.60 (911.40) (911.40) 0.68 0.68 2.05 DEPOS DTD 02/09/2017 1.880%02/07/2019 BANK OF NOVA SCOTIA HOUSTON LT CD 06417GUE6 575,000.00 MERRILL 99.44 571,761.60 (3,238.40) (3,238.40) 0.84 0.84 2.52 DTD 04/06/2017 1.910%04/05/2019 SKANDINAV ENSKILDA BANKEN NY CD 83050FXT3 600,000.00 BARCLAYS 99.14 594,837.00 (4,929.00) (5,025.75) 1.16 1.16 0.99 DTD 08/04/2017 1.840%08/02/2019 NORDEA BANK AB NY CD 65590ASN7 575,000.00 GOLDMAN 99.50 572,146.28 (2,853.72) (2,853.72) 1.65 1.65 3.02 DTD 02/22/2018 2.720%02/20/2020 UBS AG STAMFORD CT LT CD 90275DHG8 300,000.00 UBS 100.41 301,233.00 1,233.00 1,233.00 1.70 1.70 2.69 DTD 03/06/2018 2.900%03/02/2020 WESTPAC BANKING CORP NY CD 96121T4A3 540,000.00 JPM_CHAS 98.44 531,552.78 (8,447.22) (8,447.22) 2.15 2.15 2.71 DTD 08/07/2017 2.050%08/03/2020 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 600,000.00 MERRILL 97.91 587,478.00 (12,522.00) (12,522.00) 2.37 2.37 3.18 DTD 11/17/2017 2.270%11/16/2020 Security Type Sub-Total 4,965,000.00 4,928,767.39 (35,550.11) (35,982.77) 1.26 1.26 2.42 Managed Account Sub-Total 30,509,600.35 29,996,332.54 (559,052.55) (501,221.32) 2.42 2.41 2.64 PFM1 I Asset Management LLC Page 19 CA � i ) 1 —_j- Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Money Market Mutual Fund CAMP Pool 48,526.75 1.00 48,526.75 0.00 0.00 0.00 0.00 Money Market Sub-Total 48,526.75 48,526.75 0.00 0.00 0.00 0.00 Securities Sub-Total $30,558,127.10 $30,044,859.29 ($559,052.55) ($501,221.32) 2.42 2.41 2.64% Accrued Interest $126,852.33 Total Investments $30,171,711.62 PFM Asset Management LLC Page 20 CA\ IF- ) -_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/03/18 05/07/18 US TREASURY NOTES 912828X47 1,250,000.00 (1,210,058.59) (445.82) (1,210,504.41) DTD 05/01/2017 1.875%04/30/2022 05/03/18 05/10/18 HERSHEY COMPANY CORP NOTES 427866BA5 125,000.00 (124,913.75) 0.00 (124,913.75) DTD 05/10/2018 3.100%05/15/2021 05/07/18 05/10/18 PACCAR FINANCIAL CORP 69371RP26 100,000.00 (99,974.00) 0.00 (99,974.00) DTD 05/10/2018 3.100%05/10/2021 05/14/18 05/17/18 BANK OF AMERICA CORP 06051GHH5 75,000.00 (75,000.00) 0.00 (75,000.00) DTD 05/17/2018 3.499%05/17/2022 05/17/18 05/22/18 CHARLES SCHWAB CORP CORP NOTES 808513AW5 200,000.00 (199,994.00) 0.00 (199,994.00) DTD 05/22/2018 3.250%05/21/2021 Transaction Type Sub-Total 1,750,000.00 (1,709,940.34) (445.82) (1,710,386.16) 05/01/18 05/25/18 FNMA SERIES 2015-M15 ASQ2 3136AOSW1 31,591.45 0.00 53.89 53.89 DTD 11/01/2015 1.898%01/01/2019 05/01/18 05/25/18 FNA 2018-M5 A2 3136B1XP4 200,000.00 0.00 593.33 593.33 DTD 04/01/2018 3.560%09/25/2021 05/01/18 05/25/18 FHLMC MULTIFAMILY STRUCTURED P 3137BM6P6 160,000.00 0.00 412.00 412.00 POOL DTD 12/01/2015 3.090%08/25/2022 05/01/18 05/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 100,222.27 0.00 137.47 137.47 DTD 10/01/2015 1.646%09/01/2019 05/05/18 05/05/18 AMERICAN EXPRESS CREDIT 0258MOEB1 200,000.00 0.00 2,250.00 2,250.00 (CALLABLE)NOTES DTD 05/05/2016 2.250%05/05/2021 05/09/18 05/09/18 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 600,000.00 0.00 6,375.00 6,375.00 DTD 11/08/2013 2.125%11/09/2020 05/10/18 05/10/18 BRANCH BANKING&TRUST 05531FAV5 150,000.00 0.00 1,537.50 1,537.50 (CALLABLE)NOTE DTD 05/10/2016 2.050%05/10/2021 05/13/18 05/13/18 PACCAR FINANCIAL CORP NOTES 69371RN85 150,000.00 0.00 1,537.50 1,537.50 DTD 11/13/2017 2.050%11/13/2020 05/13/18 05/13/18 APPLE INC 037833D36 300,000.00 0.00 3,000.00 3,000.00 DTD 11/13/2017 2.000%11/13/2020 PFM Asset Management LLC Page 21 CA\ IF- ) -_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/15/18 05/15/18 UNIV OF CAL TXBL REV BONDS 91412GUV5 125,000.00 0.00 1,190.00 1,190.00 DTD 04/10/2014 1.904%05/15/2018 05/16/18 05/16/18 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 600,000.00 0.00 6,810.00 6,810.00 DTD 11/17/2017 2.270%11/16/2020 05/19/18 05/19/18 STATE STREET CORP NOTES 857477AV5 75,000.00 0.00 731.25 731.25 DTD 05/19/2016 1.950%05/19/2021 05/30/18 05/30/18 CANADIAN IMPERIAL BANK NY CD 13606A5Z7 575,000.00 0.00 5,060.00 5,060.00 DTD 12/05/2016 1.760%11/30/2018 05/31/18 05/31/18 US TREASURY NOTES 912828A42 100,000.00 0.00 1,000.00 1,000.00 DTD 12/02/2013 2.000%11/30/2020 05/31/18 05/31/18 US TREASURY NOTES 912828R77 800,000.00 0.00 5,500.00 5,500.00 DTD 05/31/2016 1.375%05/31/2021 05/31/18 05/31/18 US TREASURY NOTES 912828WN6 1,075,000.00 0.00 10,750.00 10,750.00 DTD 06/02/2014 2.000%05/31/2021 Transaction Type Sub-Total 5,241,813.72 0.00 46,937.94 46,937.94 05/15/18 05/15/18 UNIV OF CAL TXBL REV BONDS 91412GUV5 125,000.00 125,000.00 0.00 125,000.00 0.00 0.00 DTD 04/10/2014 1.904%05/15/2018 Transaction Type Sub-Total 125,000.00 125,000.00 0.00 125,000.00 0.00 0.00 05/01/18 05/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 8,680.32 8,680.32 0.00 8,680.32 (86,92) 0.00 DTD 10/01/2015 1.646%09/01/2019 05/01/18 05/25/18 FNMA SERIES 2015-M15 ASQ2 3136AOSW1 3,533.05 3,533.05 0.00 3,533.05 (35.33) 0.00 DTD 11/01/2015 1.898%01/01/2019 Transaction Type Sub-Total 12,213.37 12,213.37 0.00 12,213.37 (122.25) 0.00 05/03/18 05/07/18 FHLB NOTES 3130AA3R7 740,000.00 728,352.40 4,861.39 733,213.79 (11,477.40) (11,560.11) FIFO DTD 11/17/2016 1.375%11/15/2019 PFM Asset Management LLC Page 22 CA\ IF- ) —_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/03/18 05/07/18 FANNIE MAE GLOBAL NOTES 3135GOR39 400,000.00 391,728.00 144.44 391,872.44 (7,200.00) (7,744.07) FIFO DTD 10/25/2016 1.000%10/24/2019 05/03/18 05/07/18 FNMA NOTES 3135GOP49 100,000.00 98,192.00 191.67 98,383.67 (1,652.00) (1,739.11) FIFO DTD 09/02/2016 1.000%08/28/2019 05/03/18 05/10/18 US TREASURY NOTES 912828WN6 125,000.00 122,587.89 1,105.77 123,693.66 (6,904.30) (5,338.02) FIFO DTD 06/02/2014 2.000%05/31/2021 05/07/18 05/10/18 US TREASURY NOTES 912828R77 100,000.00 96,234.38 608.17 96,842.55 (1,167.96) (1,856.28) FIFO DTD 05/31/2016 1.375%05/31/2021 05/14/18 05/17/18 BANK OF AMERICA CORP NOTE 06051GFW4 75,000.00 73,577.25 153.13 73,730.38 (2,004.75) (1,917.54) FIFO DTD 04/19/2016 2.625%04/19/2021 05/17/18 05/22/18 US TREASURY NOTES 912828A42 50,000.00 49,146.48 475.27 49,621.75 (2,281.25) (1,625.67) FIFO DTD 12/02/2013 2.000%11/30/2020 Transaction Type Sub-Total 1,590,000.00 1,559,818.40 7,539.84 1,567,358.24 (32,687.66) (31,780.80) Managed Account Sub-Total (12,908.57) 54,031.96 41,123.39 (32,809.91) (31,780.80) Total Security Transactions ($12,908.57) $54,031.96 $41,123.39 ($32,809.91 ( 31,780.80) PFM Asset Management LLC Page 23 CA\ IF- ) --F--, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. Opening Balance 9,803.54 05/07/18 05/07/18 Purchase-Interest 0258MOEB1 1.00 2,250.00 12,053.54 05/07/18 05/07/18 Purchase- Principal 3130AA3R7 1.00 728,352.40 740,405.94 05/07/18 05/07/18 Purchase-Interest 3130AA3R7 1.00 4,861.39 745,267.33 05/07/18 05/07/18 Purchase-Interest 3135GOP49 1.00 191.67 745,459.00 05/07/18 05/07/18 Purchase- Principal 3135GOP49 1.00 98,192.00 843,651.00 05/07/18 05/07/18 Purchase-Interest 3135GOR39 1.00 144.44 843,795.44 05/07/18 05/07/18 Purchase- Principal 3135GOR39 1.00 391,728.00 1,235,523.44 05/07/18 05/07/18 Redemption - Principal 912828X47 1.00 (1,210,058.59) 25,464.85 05/07/18 05/07/18 Redemption -Interest 912828X47 1.00 (445.82) 25,019.03 05/09/18 05/09/18 Purchase-Interest 4581XOCD8 1.00 6,375.00 31,394.03 05/10/18 05/10/18 Purchase-Interest 05531FAV5 1.00 1,537.50 32,931.53 05/10/18 05/10/18 Purchase-Interest 912828R77 1.00 608.17 33,539.70 05/10/18 05/10/18 Purchase- Principal 912828R77 1.00 96,234.38 129,774.08 05/10/18 05/10/18 Purchase- Principal 912828WN6 1.00 122,587.89 252,361.97 05/10/18 05/10/18 Purchase-Interest 912828WN6 1.00 1,105.77 253,467.74 05/10/18 05/10/18 Redemption - Principal 427866BA5 1.00 (124,913.75) 128,553.99 05/10/18 05/10/18 Redemption - Principal 69371RP26 1.00 (99,974.00) 28,579.99 05/14/18 05/14/18 Purchase-Interest 037833DJ6 1.00 3,000.00 31,579.99 05/14/18 05/14/18 Purchase-Interest 69371RN85 1.00 1,537.50 33,117.49 05/15/18 05/15/18 Purchase-Interest 91412GUV5 1.00 1,190.00 34,307.49 05/15/18 05/15/18 Purchase- Principal 91412GUV5 1.00 125,000.00 159,307.49 PFM Asset Management LLC Page 24 CA\ IF- ) --F--, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. 05/16/18 05/16/18 Purchase-Interest 87019U6D6 1.00 6,810.00 166,117.49 05/17/18 05/17/18 Purchase- Principal 06051GFW4 1.00 73,577.25 239,694.74 05/17/18 05/17/18 Purchase-Interest 06051GFW4 1.00 153.13 239,847.87 05/17/18 05/17/18 Redemption - Principal 06051GHH5 1.00 (75,000.00) 164,847.87 05/21/18 05/21/18 Purchase-Interest 857477AV5 1.00 731.25 165,579.12 05/22/18 05/22/18 Purchase-Interest 912828A42 1.00 475.27 166,054.39 05/22/18 05/22/18 Purchase- Principal 912828A42 1.00 49,146.48 215,200.87 05/22/18 05/22/18 Redemption - Principal 808513AW5 1.00 (199,994.00) 15,206.87 05/25/18 05/25/18 Purchase-Interest 3136AQDQO 1.00 137.47 15,344.34 05/25/18 05/25/18 Purchase-Interest 3136AQSW1 1.00 53.87 15,398.21 05/25/18 05/25/18 Purchase-Interest 3136B1XP4 1.00 593.33 15,991.54 05/25/18 05/25/18 Purchase-Interest 3137BM6P6 1.00 412.00 16,403.54 05/25/18 05/25/18 Purchase- Principal 3136AQDQQ 1.00 8,680.32 25,083.86 05/25/18 05/25/18 Purchase- Principal 3136AQSW1 1.00 3,533.05 28,616.91 05/25/18 05/25/18 IP Fees April 2018 1.00 (2,317.71) 26,299.20 05/25/18 05/25/18 U.S. Bank Fees March 2018 1.00 (173.39) 26,125.81 05/30/18 05/30/18 Purchase-Interest 13606A5Z7 1.00 5,060.00 31,185.81 05/31/18 05/31/18 Purchase-Interest 912828A42 1.00 1,000.00 32,185.81 05/31/18 05/31/18 Purchase-Interest 912828R77 1.00 5,500.00 37,685.81 05/31/18 05/31/18 Purchase-Interest 912828WN6 1.00 10,750.00 48,435.81 05/31/18 06/01/18 Accrual Income Div Reinvestment-Distributions 1.00 90.94 48,526.75 PFM Asset Management LLC Page 25 CA � i ) J ,_j- Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned Closing Balance 48,526.75 Month of Fiscal YTD May January-May Opening Balance 9,803.54 61,215.91 Closing Balance 48,526.75 Purchases 1,751,600.47 5,420,636.09 Average Monthly Balance 54,646.73 Redemptions(Excl. Checks) (1,712,877.26) (5,433,325.25) Monthly Distribution Yield 1.95% Check Disbursements 0.00 0.00 Closing Balance 48,526.75 48,526.75 Cash Dividends and Income 90.94 461.86 PFM Asset Management LLC Page 26 CITY OF LATE (3:,2LSlHOR,E DREAM EXTREME- Housing Funds CAMP Account CA � i ) J ,_j- Account Statement - Transaction Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS .. Asset Summary Opening Market Value 4,662.03 May 31, 2018 April 30, 2018 Purchases 2,238,711.17 CAMP Pool 8,663.04 4,662.03 Redemptions (2,234,710.16) Unsettled Trades 0.00 CAMP Managed Account 3,081,820.17 5,067,821.79 Change in Value 0.00 Total $3,090,483.21 $5,072,483.82 Closing Market Value $8,663.04 Asset Cash Dividends and Income 11.58 Allocation CAMP Managed Account Opening Market Value 5,067,821.79 CAMP Pool Purchases 234,225.99 0.28% Redemptions (2,222,688.82) Unsettled Trades 0.00 Change in Value 2,461.21 Closing Market Value $3,081,820.17 Cash Dividends and Income (47,751.33) CAMP Managed Account 99.72% PFM Asset Management LLC Page 1 CA — Managed Account Summary Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS TotalTransaction Summary-Money Market Transaction Summary-Managed Account Account Opening Market Value $4,662.03 Opening Market Value $5,067,821.79 Opening Market Value $5,072,483.82 Purchases 2,238,711.17 Maturities/Calls (2,180.63) Redemptions (2,234,710.16) Principal Dispositions (2,220,508.19) Principal Acquisitions 234,225.99 Unsettled Trades 0.00 Change in Current Value 2,461.21 Closing Market Value $8,663.04 Closing Market Value $3,081,820.17 Closing Market Value $3,090,483.21 Dividend 11.58 Earnings Reconciliation(Cash Basis)- Managed Account Cash Balance Interest/Dividends/Coupons Received 16,010.76 Closing Cash Balance $0.00 Less Purchased Interest Related to Interest/Coupons (64.20) Plus Net Realized Gains/Losses (63,697.89) Total Cash Basis Earninas ($47,751.33) Earnings Reconciliation(Accrual Basis) Managed Account Total Cash Transactions Summary- Managed Account Ending Amortized Value of Securities 3,129,863.80 3,138,526.84 Maturities/Calls 0.00 Ending Accrued Interest 12,094.67 12,094.67 Sale Proceeds 2,231,572.29 Plus Proceeds from Sales 2,231,572.29 4,466,282.45 Coupon/Interest/Dividend Income 4,946.66 Plus Proceeds of Maturities/Calls/Principal Payments 2,180.63 2,180.63 Principal Payments 2,180.63 Plus Coupons/Dividends Received 4,946.66 4,946.66 Security Purchases (234,290.19) Less Cost of New Purchases (234,290.19) (2,473,001.36) Net Cash Contribution (2,004,409.39) Less Beginning Amortized Value of Securities (5,179,047.75) (5,183,709.78) Reconciling Transactions 0.00 Less Beginning Accrued Interest (20,925.62) (20,925.62) Dividends 0.00 11.58 Total Accrual Basis Earnings ($53,605.51) ($53,593.93) PFM Asset Management LLC Page 2 CA\ IF- ) —_F__, Portfolio Summary and Statistics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS - Account Summary Sector Allocation Description Par Value Market Value Percent U.S.Treasury Bond/ Note 1,115,000.00 1,086,401.63 35.16 Cert of Deposit US TSY Bond/Note 22.45% Supra-National Agency Bond/ Note 335,000.00 330,526.11 10.69 35.16% Municipal Bond/ Note 30,000.00 29,774.70 0.96 Federal Agency Collateralized Mortgage 96,156.54 96,938.07 3.14 Obligation Corporate Note 855,000.00 844,358.76 27.32 Certificate of Deposit 700,000.00 693,820.90 22.45 Managed Account Sub-Total 3,131,156.54 3,081,820.17 99.72% Supra-National Accrued Interest 12,094.67 Agency Bond/10.69%Not Total Portfolio 3,131,156.54 3,093,914.84 Muni Bond/Note CAMP Pool 8,663.04 8,663.04 0.28 0.96% Total Investments 3,139,819.58 3,102,577.88 100.00% Mny Mkt Fund 0.28% Corporate Note Fed Agency CMO 27•32% 3.14% Unsettled Trades 0.00 0.00 Maturity Distribution Characteristics 39.01% Yield to Maturity at Cost 2.05% 34.43% Yield to Maturity at Market 2.65% Duration to Worst 2.39 Weighted Average Days to Maturity 926 12.42% 12.72% 0.28% 1.14% 0.00% 0-6 Months 6-12 Months 1-2 Years 2-3 Years 3-4 Years 4-5 Years Over 5 Years PFM Asset Management LLG Page 3 CA - Managed Account Issuer Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Issuer Summary Credit Quality(S&P Ratings) Market Value Issuer of Holdings Percent A AMERICAN EXPRESS CO 29,630.19 0.96 BBB+ 8.63% APPLE INC 49,183.85 1.59 5.60% A+ BANK OF AMERICA CO 49,335.55 1.60 AAAm 8.33% BANK OF MONTREAL 99,848.10 3.23 0.28% A o AAA 4.13/o BANK OF NOVA SCOTIA 99,436.80 3.22 12.29% A-1 BB&T CORPORATION 48,667.18 1.57 AA- 6.45% BURLINGTON NORTHERN SANTA FE 25,640.78 0.83 11.19% CAMP Pool 8,663.04 0.28 CATERPILLAR INC 39,088.32 1.26 CITIGROUP INC 74,346.63 2.41 DEERE&COMPANY 24,577.50 0.80 FANNIE MAE 61,755.02 2.00 FREDDIE MAC 35,183.05 1.14 A-1+ GOLDMAN SACHS GROUP INC 49 678.20 1.61 AAA" 3.22% 39.88% HERSHEY COMPANY 25,130.55 0.81 HOME DEPOT INC 24,620.93 0.80 INTER-AMERICAN DEVELOPMENT BANK 158,741.56 5.14 INTERNATIONAL FINANCE CORPORATION 49,681.30 1.61 INTL BANK OF RECONSTRUCTION AND DEV 122,103.25 3.95 MICROSOFT CORP 49,438.40 1.60 MORGAN STANLEY 48,969.95 1.58 NATIONAL RURAL UTILITIES CO FINANCE CORP 49,811.86 1.61 NORDEA BANK AB 99,503.70 3.22 PACCAR FINANCIAL CORP 44,578.46 1.44 PEPSICO INC 39,084.96 1.26 SKANDINAVISKA ENSKILDA BANKEN AB 99,139.50 3.21 STATE OF CONNECTICUT 29,774.70 0.96 STATE STREET CORPORATION 24,297.90 0.79 SVENSKA HANDELSBANKEN AB 99,544.10 3.22 SWEDBANK AB 97,913.00 3.17 THE BANK OF NEW YORK MELLON CORPORATION 49,287.90 1.59 THE WALT DISNEY CORPORATION 49,041.60 1.59 PFM Asset Management LLC Page 4 CA � i ) 1 ,_r- Managed Account Issuer Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Market Value Issuer of Holdings Percent TOYOTA MOTOR CORP 49,948.05 1.62 UNITED STATES TREASURY 1,086,401.63 35.14 WESTPAC BANKING CORP 98,435.70 3.19 Total $3,090,483.21 100.000/0 PFM Asset Management LLC Page 5 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value U.S.Treasury Bond / Note US TREASURY NOTES 912828A42 25,000.00 AA+ Aaa 03/02/16 03/04/16 25,713.86 1.38 1.37 25,381.96 24,704.10 DTD 12/02/2013 2.000%11/30/2020 US TREASURY NOTES 912828A83 10,000.00 AA+ Aaa 03/30/16 03/31/16 10,502.34 1.28 99.72 10,276.67 9,968.75 DTD 12/31/2013 2.375%12/31/2020 US TREASURY NOTES 912828B90 25,000.00 AA+ Aaa 07/06/16 07/08/16 26,222.66 0.92 126.36 25,729.17 24,660.15 DTD 02/28/2014 2.000%02/28/2021 US TREASURY NOTES 912828037 55.000.00 AA+ Aaa 06/27/16 06/29/16 55.700.39 0.98 116.46 55,421.00 53.094.36 DTD 03/31/2016 1.250%03/31/2021 US TREASURY NOTES 912828WN6 100,000.00 AA+ Aaa 09/01/16 09/02/16 103,593.75 1.22 5.46 102,295.42 98,437.50 DTD 06/02/2014 2.000%05/31/2021 US TREASURY NOTES 912828D72 100,000.00 AA+ Aaa 07/06/17 07/11/17 100,605.47 1.85 505.43 100,479.58 98,207.00 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 250.000.00 AA+ Aaa 06/27/17 06/29/17 252.724.61 1.73 1.263.59 252,139.41 245,517.50 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828T67 60,000.00 AA+ Aaa 08/30/17 08/31/17 59,053.13 1.64 65.22 59,219.82 57,396.12 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828T67 130,000.00 AA+ Aaa 10/05/17 10/10/17 126,988.67 1.85 141.30 127,452.40 124,358.26 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828X47 65,000.00 AA+ Aaa 12/04/17 12/06/17 64,324.61 2.12 105.98 64,396.89 63,204.90 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 115,000.00 AA+ Aaa 01/03/18 01/04/18 113,540.04 2.18 187.50 113,673.28 111,824.05 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 180,000.00 AA+ Aaa 05/03/18 05/07/18 174,248.44 2.73 293.48 174,342.05 175,028.94 DTD 05/01/2017 1.875%04/30/2022 Security Type Sub-Total 1,115,000.00 1,113,217.97 1.87 2,911.87 1,110,807.65 1,086,401.63 Supra-National Agency Bond Note PFM Asset Management LLC Page 6 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV 45905UP32 125,000.00 AAA Aaa 09/12/17 09/19/17 124,700.00 1.64 428.19 124,769.08 122,103.25 NOTE DTD 09/19/2017 1.561%09/12/2020 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 100.000.00 AAA Aaa 10/02/17 10/10/17 100.926.91 1.81 129.86 100,738.51 98.888.20 DTD 11/08/2013 2.125%11/09/2020 INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 AAA Aaa 03/09/18 03/16/18 49,962.50 2.66 274.48 49,964.98 49,681.30 NOTE DTD 03/16/2018 2.635%03/09/2021 INTER-AMERICAN DEVELOPMENT BANK 4581XODB1 60,000.00 AAA Aaa 04/12/18 04/19/18 59,868.00 2.70 183.75 59,872.96 59,853.36 NOTE DTD 04/19/2018 2.625%04/19/2021 Security Type Sub-Total 335,000.00 335,457.41 2.04 1,016.28 335,345.53 330,526.11 Municipal Bond / Note CT ST TXBL GO BONDS 20772JZK1 30,000.00 A Al 03/16/15 03/25/15 30,084.30 1.90 125.02 30,017.22 29,774.70 DTD 03/25/2015 1.974%03/15/2019 Security Type Sub-Total 30,000.00 30,084.30 1.90 125.02 30,017.22 29,774.70 CollateralizedFederal Agency Obligation FNMA SERIES 2015-M15 ASQ2 3136AOSWI 5,611.68 AA+ Aaa 11/06/15 11/30/15 5,667.79 1.20 8.88 5,615.47 5,592.43 DTD 11/01/2015 1.898%01/01/2019 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 15,544.86 AA+ Aaa 10/07/15 10/30/15 15.700.53 1.08 21.32 15,580.47 15.456.09 DTD 10/01/2015 1.646%09/01/2019 FNA 2018-M5 A2 3136B1XP4 40,000.00 AA+ Aaa 04/11/18 04/30/18 40,795.64 2.27 118.67 40,793.33 40,706.50 DTD 04/01/2018 3.560%09/25/2021 FHLMC MULTIFAMILY STRUCTURED P POOL 3137BM6P6 35,000.00 AA+ Aaa 04/04/18 04/09/18 35,298.05 2.61 90.13 35,288.14 35,183.05 DTD 12/01/2015 3.090%08/25/2022 Security Type Sub-Total 96,156.54 97,462.01 2.14 239.00 97,277.41 96,938.07 PFM Asset Management LLC Page 7 CA\ IF- ) 1 --F--, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate GOLDMAN SACHS GRP INC CORP NT 38141GVT8 50,000.00 BBB+ A3 04/21/16 04/26/16 49,968.00 2.02 100.00 49,990.20 49,678.20 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 CITIGROUP INC CORP NOTES 172967KS9 25.000.00 BBB+ Baal 06/02/16 06/09/16 24.987.00 2.07 247.71 24,995.49 24.799.98 DTD 06/09/2016 2.050%06/07/2019 BURLINGTON NRTH CORP 12189TBC7 25,000.00 A+ A3 06/03/16 06/08/16 27,597.50 1.48 195.83 26,060.22 25,640.78 DTD 09/24/2009 4.700%10/01/2019 CITIGROUP INC(CALLABLE)CORP NOTE 172967LF6 50,000.00 BBB+ Baal 01/04/17 01/10/17 49,980.00 2.46 479.79 49,989.10 49,546.65 DTD 01/10/2017 2.450%01/10/2020 MICROSOFT CORP NOTES 594918BV5 50,000.00 AAA Aaa 01/30/17 02/06/17 49,966.50 1.87 295.49 49,981.01 49,438.40 DTD 02/06/2017 1.850%02/06/2020 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEE5 30.000.00 A- A2 02/28/17 03/03/17 29,968.80 2.24 161.33 29,981.50 29.630.19 NOTE DTD 03/03/2017 2.200%03/03/2020 HOME DEPOT INC CORP NOTES 437076BO4 25,000.00 A A2 05/24/17 06/05/17 24,985.50 1.82 220.00 24,990.19 24,620.93 DTD 06/05/2017 1.800%06/05/2020 WALT DISNEY COMPANY CORP NOTES 25468PDU7 50,000.00 A+ A2 06/01/17 06/06/17 49,942.00 1.84 440.00 49,960.73 49,041.60 DTD 06/06/2017 1.800%06/05/2020 JOHN DEERE CAPITAL CORP NOTES 24422ETS8 25,000.00 A A2 06/19/17 06/22/17 24.984.75 1.97 215.31 24,989.44 24,577.50 DTD 06/22/2017 1.950%06/22/2020 CATERPILLAR FINL SERVICE NOTE 1491302A6 40,000.00 A A3 09/05/17 09/07/17 39,966.40 1.88 178.83 39,974.45 39,088.32 DTD 09/07/2017 1.850%09/04/2020 PACCAR FINANCIAL CORP NOTES 69371RN85 25,000.00 A+ Al 11/06/17 11/13/17 24,997.75 2.05 25.63 24,998.15 24,520.30 DTD 11/13/2017 2.050%11/13/2020 APPLE INC 037833DJ6 50,000.00 AA+ Aal 11/06/17 11/13/17 49,958.00 2.03 50.00 49,965.51 49,183.85 DTD 11/13/2017 2.000%11/13/2020 BRANCH BANKING&TRUST(CALLABLE) 05531FAZ6 25,000.00 A- A2 10/23/17 10/26/17 24,988.50 2.17 179.17 24,990.25 24,449.78 NOTES DTD 10/26/2017 2.150%02/01/2021 PFM Asset Management LLC Page 8 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 A A2 02/21/18 02/26/18 24,972.25 2.94 191.32 24,974.68 24,905.93 DTD 02/26/2018 2.900%03/15/2021 NATIONAL RURAL UTIL COOP 63743HER9 25.000.00 A A2 04/12/18 04/19/18 24.894.25 3.05 191.32 24,898.56 24,905.93 DTD 02/26/2018 2.900%03/15/2021 TOYOTA MOTOR CREDIT CORP CORP 89236TEU5 50,000.00 AA- Aa3 04/10/18 04/13/18 49,980.00 2.96 196.67 49,980.86 49,948.05 NOTES DTD 04/13/2018 2.950%04/13/2021 PEPSICO INC CORP(CALLABLE)NOTE 713448DX3 40,000.00 A+ Al 10/05/17 10/10/17 39,992.00 2.01 102.22 39,993.47 39,084.96 DTD 10/10/2017 2.000%04/15/2021 BANK OF NEW YORK MELLON CORP 06406FAAl 50,000.00 A Al 05/16/16 05/19/16 51,149.00 2.00 159.72 50,678.25 49,287.90 (CALLABLE) DTD 02/19/2016 2.500%04/15/2021 MORGAN STANLEY CORP NOTES 61746BEAO 50.000.00 BBB+ A3 11/01/17 11/03/17 50.162.00 2.40 138.89 50,136.09 48.969.95 DTD 04/21/2016 2.500%04/21/2021 PACCAR FINANCIAL CORP 69371RP26 20,000.00 A+ Al 05/07/18 05/10/18 19,994.80 3.11 36.17 19,994.90 20,058.16 DTD 05/10/2018 3.100%05/10/2021 BRANCH BANKING&TRUST(CALLABLE) 05531FAV5 25,000.00 A- A2 05/10/16 05/16/16 24,983.50 2.06 29.90 24,990.08 24,217.40 NOTE DTD 05/10/2016 2.050%05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 25.000.00 A Al 05/03/18 05/10/18 24.982.75 3.12 45.21 24,983.08 25.130.55 DTD 05/10/2018 3.100%05/15/2021 STATE STREET CORP NOTES 857477AV5 25,000.00 A Al 05/19/16 05/24/16 24,905.50 2.03 16.25 24,942.65 24,297.90 DTD 05/19/2016 1.950%05/19/2021 BANK OF AMERICA CORP(CALLABLE) 06051GGS2 35,000.00 A- A3 09/13/17 09/18/17 35,000.00 2.33 135.80 35,000.00 34,297.76 DTD 09/18/2017 2.328%10/01/2021 BANK OF AMERICA CORP 06051GHH5 15,000.00 A- A3 05/14/18 05/17/18 15,000.00 3.50 20.41 15,000.00 15,037.79 DTD 05/17/2018 3.499%05/17/2022 Security Type Sub-Total 855,000.00 858,306.75 2.24 4,052.97 856,438.86 844,358.76 PFM Asset Management LLC Page 9 CA\ IF- ) 1 —_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Certificate of Deposit SVENSKA HANDELSBANKEN NY LT CD 86958JHB8 100,000.00 A-1+ P-1 01/10/17 01/12/17 100,000.00 1.91 745.50 100,000.00 99,544.10 DTD 01/12/2017 1.890%01/10/2019 BANK OF MONTREAL CHICAGO CERT DEPOS 06427KRC3 100,000.00 A-1 P-1 02/08/17 02/09/17 100.000.00 1.90 595.33 100,000.00 99,848.10 DTD 02/09/2017 1.880%02/07/2019 BANK OF NOVA SCOTIA HOUSTON LT CD 06417GUE6 100,000.00 A-1 P-1 04/05/17 04/06/17 100,000.00 1.91 302.42 100,000.00 99,436.80 DTD 04/06/2017 1.910%04/05/2019 SKANDINAV ENSKILDA BANKEN NY CD 83050FXT3 100,000.00 A+ Aa2 08/03/17 08/04/17 99,961.00 1.85 608.22 99,977.13 99,139.50 DTD 08/04/2017 1.840%08/02/2019 NORDEA BANK AB NY CD 65590ASN7 100,000.00 AA- Aa3 02/20/18 02/22/18 100,000.00 2.72 748.00 100,000.00 99,503.70 DTD 02/22/2018 2.720%02/20/2020 WESTPAC BANKING CORP NY CD 96121T4A3 100,000.00 AA- Aa3 08/03/17 08/07/17 100,000.00 2.05 649.17 100,000.00 98.435.70 DTD 08/07/2017 2.050%08/03/2020 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 100,000.00 AA- Aa2 11/16/17 11/17/17 100,000.00 2.30 100.89 100,000.00 97,913.00 DTD 11/17/2017 2.270%11/16/2020 Security Type Sub-Total 700,000.00 699,961.00 2.09 3,749.53 699,977.13 693,820.90 Managed Account Sub-Total 3,131,156.54 3,134,489.44 2.05 12,094.67 3,129,863.80 3,081,820.17 Money Market Mutual Fund CAMP Pool 8,663.04 AAAm NR 8,663.04 0.00 8,663.04 8,663.04 Money Market Sub-Total 8,663.04 8,663.04 0.00 8,663.04 8,663.04 Securities Sub-Total $3,139,819.58 $3,143,152.48 2.05% $12,094.67 $3,138,526.84 $3,090,483.21 Accrued Interest $12,094.67 Total Investments $3,102,577.88 PFM Asset Management LLC Page 10 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt U.S.Treasury Bond / Note US TREASURY NOTES 912828A42 25,000.00 MERRILL 98.82 24,704.10 (1,009.76) (677.86) 2.42 2.42 2.49 DTD 12/02/2013 2.000%11/30/2020 US TREASURY NOTES 912828A83 10,000.00 MERRILL 99.69 9,968.75 (533.59) (307.92) 2.47 2.47 2.50 DTD 12/31/2013 2.375%12/31/2020 US TREASURY NOTES 912828B90 25,000.00 MORGANST 98.64 24,660.15 (1,562.51) (1,069.02) 2.64 2.64 2.51 DTD 02/28/2014 2.000%02/28/2021 US TREASURY NOTES 912828037 55,000.00 CITIGRP 96.54 53,094.36 (2,606.03) (2,326.64) 2.75 2.75 2.52 DTD 03/31/2016 1.250%03/31/2021 US TREASURY NOTES 912828WN6 100,000.00 HSBC 98.44 98,437.50 (5,156.25) (3,857.92) 2.89 2.89 2.54 DTD 06/02/2014 2.000%05/31/2021 US TREASURY NOTES 912828D72 100,000.00 MORGANSS 98.21 98,207.00 (2,398.47) (2,272.58) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 250,000.00 MORGANSS 98.21 245,517.50 (7,207.11) (6,621.91) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828T67 60,000.00 MERRILL 95.66 57,396.12 (1,657.01) (1,823.70) 3.31 3.31 2.59 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828T67 130,000.00 MERRILL 95.66 124,358.26 (2,630.41) (3,094.14) 3.31 3.31 2.59 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828X47 65,000.00 MERRILL 97.24 63,204.90 (1,119.71) (1,191.99) 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 115,000.00 CITIGRP 97.24 111,824.05 (1,715.99) (1,849.23) 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 180,000.00 MERRILL 97.24 175,028.94 780.50 686.89 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 Security Type Sub-Total 1,115,000.00 1,086,401.63 (26,816.34) (24,406.02) 3.27 3.27 2.58 Supra-National Agency Bond Note INTL BANK OF RECONSTRUCTION AND 45905UP32 125,000.00 HSBC 97.68 122,103.25 (2,596.75) (2,665.83) 2.21 2.21 2.61 DEV NOTE DTD 09/19/2017 1.561%09/12/2020 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 100,000.00 HSBC 98.89 98,888.20 (2,038.71) (1,850.31) 2.36 2.36 2.60 DTD 11/08/2013 2.125%11/09/2020 PFM Asset Management LLC Page 11 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 HSBC 99.36 49,681.30 (281.20) (283.68) 2.64 2.64 2.88 NOTE DTD 03/16/2018 2.635%03/09/2021 INTER-AMERICAN DEVELOPMENT BANK 4581XODB1 60,000.00 CITIGRP 99.76 59,853.36 (14.64) (19.60) 2.75 2.75 2.71 NOTE DTD 04/19/2018 2.625%04/19/2021 Security Type Sub-Total 335,000.00 330,526.11 (4,931.30) (4,819.42) 2.42 2.42 2.67 Municipal Bond / Note CT ST TXBL GO BONDS 20772JZK1 30,000.00 VINING 99.25 29,774.70 (309.60) (242.52) 0.77 0.77 2.94 DTD 03/25/2015 1.974%03/15/2019 Security Type Sub-Total 30,000.00 29,774.70 (309.60) (242.52) 0.77 0.77 2.94 ObligationFederal Agency Collateralized Mortgage FNMA SERIES 2015-M15 ASQ2 3136AOSW1 5,611.68 GOLDMAN 99.66 5,592.43 (75.36) (23.04) 0.34 0.47 2.36 DTD 11/01/2015 1.898%01/01/2019 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 15.544.86 MORGANST 99.43 15,456.09 (244.44) (124.38) 0.58 1.09 2.07 DTD 10/01/2015 1.646%09/01/2019 FNA 2018-M5 A2 3136B1XP4 40,000.00 JPM_CHAS 101.77 40,706.50 (89.14) (86.83) 2.69 1.67 2.37 DTD 04/01/2018 3.560%09/25/2021 FHLMC MULTIFAMILY STRUCTURED P 3137BM6P6 35,000.00 CITIGRP 100.52 35,183.05 (115.00) (105.09) 3.76 2.10 2.74 POOL DTD 12/01/2015 3.090%08/25/2022 Security Type Sub-Total 96,156.54 96,938.07 (523.94) (339.34) 2.61 1.66 2.46 Corporate GOLDMAN SACHS GRP INC CORP NT 38141GVT8 50,000.00 MIZUHO 03/25/19 99.36 49,678.20 (289.80) (312.00) 0.87 0.88 2.73 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 CITIGROUP INC CORP NOTES 172967KS9 25,000.00 CITIGRP 99.20 24.799.98 (187.02) (195.51) 0.99 0.99 2.85 DTD 06/09/2016 2.050%06/07/2019 PFM Asset Management LLC Page 12 CA\ IF- ) 1 --F--, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate BURLINGTON NRTH CORP 12189TBC7 25,000.00 GOLDMAN 102.56 25,640.78 (1,956.72) (419.44) 1.28 1.28 2.73 DTD 09/24/2009 4.700%10/01/2019 CITIGROUP INC(CALLABLE)CORP NOTE 172967LF6 50,000.00 CITIGRP 12/10/19 99.09 49,546.65 (433.35) (442.45) 1.54 1.55 3.03 DTD O1/10/2017 2.450%O1/10/2020 MICROSOFT CORP NOTES 594918BV5 50,000.00 HSBC 98.88 49,438.40 (528.10) (542.61) 1.63 1.63 2.54 DTD 02/06/2017 1.850%02/06/2020 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEE5 30,000.00 MERRILL 02/O1/20 98.77 29,630.19 (338.61) (351.31) 1.69 1.70 2.92 NOTE DTD 03/03/2017 2.200%03/03/2020 HOME DEPOT INC CORP NOTES 437076BO4 25.000.00 JPM_CHAS 98.48 24,620.93 (364.57) (369.26) 1.94 1.94 2.58 DTD 06/05/2017 1.800%06/05/2020 WALT DISNEY COMPANY CORP NOTES 25468PDU7 50,000.00 DEUTSCHE 98.08 49,041.60 (900.40) (919.13) 1.94 1.94 2.79 DTD 06/06/2017 1.800%06/05/2020 JOHN DEERE CAPITAL CORP NOTES 24422ETS8 25,000.00 DEUTSCHE 98.31 24,577.50 (407.25) (411.94) 1.98 1.98 2.80 DTD 06/22/2017 1.950%06/22/2020 CATERPILLAR FINL SERVICE NOTE 14913O2A6 40,000.00 BARCLAYS 97.72 39,088.32 (878.08) (886.13) 2.18 2.18 2.90 DTD 09/07/2017 1.850%09/04/2020 PACCAR FINANCIAL CORP NOTES 69371RN85 25.000.00 CITIGRP 98.08 24,520.30 (477.45) (477.85) 2.37 2.37 2.87 DTD 11/13/2017 2.050%11/13/2020 APPLE INC 037833DJ6 50,000.00 3PM_CHAS 98.37 49,183.85 (774.15) (781.66) 2.37 2.37 2.69 DTD 11/13/2017 2.000%11/13/2020 BRANCH BANKING&TRUST(CALLABLE) 05531FAZ6 25,000.00 MORGAN_S O1/O1/21 97.80 24,449.78 (538.72) (540.47) 2.55 2.55 3.01 NOTES DTD 10/26/2017 2.150%02/01/2021 NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 RBC 99.62 24,905.93 (66.32) (68.75) 2.64 2.64 3.04 DTD 02/26/2018 2.900%03/15/2021 NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 RBC 99.62 24,905.93 11.68 7.37 2.64 2.64 3.04 DTD 02/26/2018 2.900%03/15/2021 TOYOTA MOTOR CREDIT CORP CORP 89236TEU5 50,000.00 JPM_CHAS 99.90 49,948.05 (31.95) (32.81) 2.72 2.72 2.99 NOTES DTD 04/13/2018 2.950%04/13/2021 PEPSICO INC CORP(CALLABLE)NOTE 713448DX3 40.000.00 MERRILL 03/15/21 97.71 39,084.96 (907.04) (908.51) 2.75 2.76 2.83 DTD 10/10/2017 2.000%04/15/2021 PFM Asset Management LLG Page 13 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate BANK OF NEW YORK MELLON CORP 06406FAA1 50,000.00 KEYBAN 03/15/21 98.58 49,287.90 (1,861.10) (1,390.35) 2.73 2.74 3.02 (CALLABLE) DTD 02/19/2016 2.500%04/15/2021 MORGAN STANLEY CORP NOTES 61746BEAO 50,000.00 MORGAN_S 97.94 48,969.95 (1,192.05) (1,166.14) 2.75 2.75 3.25 DTD 04/21/2016 2.500%04/21/2021 PACCAR FINANCIAL CORP 69371RP26 20,000.00 MERRILL 100.29 20,058.16 63.36 63.26 2.79 2.79 3.00 DTD 05/10/2018 3.100%05/10/2021 BRANCH BANKING&TRUST(CALLABLE) 05531FAV5 25.000.00 SCOTIA 04/09/21 96.87 24,217.40 (766.10) (772.68) 2.81 2.82 3.17 NOTE DTD 05/10/2016 2.050%05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 MERRILL 100.52 25,130.55 147.80 147.47 2.80 2.80 2.91 DTD 05/10/2018 3.100%05/15/2021 STATE STREET CORP NOTES 857477AV5 25,000.00 GOLDMAN 97.19 24,297.90 (607.60) (644.75) 2.85 2.85 2.95 DTD 05/19/2016 1.950%05/19/2021 BANK OF AMERICA CORP(CALLABLE) 06051GGS2 35,000.00 MERRILL 10/01/20 97.99 34,297.76 (702.24) (702.24) 2.50 3.17 2.96 DTD 09/18/2017 2.328%10/01/2021 BANK OF AMERICA CORP 06051GHH5 15,000.00 MERRILL 100.25 15,037.79 37.79 37.79 3.67 3.67 3.43 DTD 05/17/2018 3.499%05/17/2022 Security Type Sub-Total 855,000.00 844,358.76 (13,947.99) (12,080.10) 2.21 2.24 2.90 DepositCertificate of SVENSKA HANDELSBANKEN NY LT CD 869581HB8 100,000.00 MERRILL 99.54 99,544.10 (455.90) (455.90) 0.61 0.61 2.59 DTD 01/12/2017 1.890%01/10/2019 BANK OF MONTREAL CHICAGO CERT 06427KRC3 100,000.00 GOLDMAN 99.85 99,848.10 (151.90) (151.90) 0.68 0.68 2.05 DEPOS DTD 02/09/2017 1.880%02/07/2019 BANK OF NOVA SCOTIA HOUSTON LT CD 06417GUE6 100,000.00 MERRILL 99.44 99,436.80 (563.20) (563.20) 0.84 0.84 2.52 DTD 04/06/2017 1.910%04/05/2019 SKANDINAV ENSKILDA BANKEN NY CD 83050FXT3 100,000.00 BARCLAYS 99.14 99,139.50 (821.50) (837.63) 1.16 1.16 0.99 DTD 08/04/2017 1.840%08/02/2019 NORDEA BANK AB NY CD 65590ASN7 100,000.00 GOLDMAN 99.50 99,503.70 (496.30) (496.30) 1.65 1.65 3.02 DTD 02/22/2018 2.720%02/20/2020 PFM Asset Management LLC Page 14 CA � i ) 1 ,_j- Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Certificate of Deposit WESTPAC BANKING CORP NY CD 96121T4A3 100,000.00 JPM_CHAS 98.44 98,435.70 (1,564.30) (1,564.30) 2.15 2.15 2.71 DTD 08/07/2017 2.050%08/03/2020 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 100,000.00 MERRILL 97.91 97,913.00 (2,087.00) (2,087.00) 2.37 2.37 3.18 DTD 11/17/2017 2.270% 11/16/2020 Security Type Sub-Total 700,000.00 693,820.90 (6,140.10) (6,156.23) 1.35 1.35 2.44 Managed Account Sub-Total 3,131,156.54 3,081,820.17 (52,669.27) (48,043.63) 2.41 2.39 2.65 Money Market Mutual Fund CAMP Pool 8,663.04 1.00 8,663.04 0.00 0.00 0.00 0.00 Money Market Sub-Total 8,663.04 8,663.04 0.00 0.00 0.00 0.00 Securities Sub-Total $3,139,819.58 $3,090,483.21 ($52,669.27) ($48,043.63) 2.41 2.39 2.65% Accrued Interest $12,094.67 Total Investments $3,102,577.88 PFM Asset Management LLC Page 15 CA\ IF- ) -_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/03/18 05/07/18 US TREASURY NOTES 912828X47 180,000.00 (174,248.44) (64.20) (174,312.64) DTD 05/01/2017 1.875%04/30/2022 05/03/18 05/10/18 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 (24,982.75) 0.00 (24,982.75) DTD 05/10/2018 3.100%05/15/2021 05/07/18 05/10/18 PACCAR FINANCIAL CORP 69371RP26 20,000.00 (19,994.80) 0.00 (19,994.80) DTD 05/10/2018 3.100%05/10/2021 05/14/18 05/17/18 BANK OF AMERICA CORP 06051GHH5 15,000.00 (15,000.00) 0.00 (15,000.00) DTD 05/17/2018 3.499%05/17/2022 Transaction Type Sub-Total 240,000.00 (234,225.99) (64.20) (234,290.19) 05/01/18 05/25/18 FNMA SERIES 2015-M15 ASQ2 3136AOSW1 6,318.29 0.00 10.77 10.77 DTD 11/01/2015 1.898%01/01/2019 05/01/18 05/25/18 FNA 2018-M5 A2 3136B1XP4 40,000.00 0.00 118.67 118.67 DTD 04/01/2018 3.560%09/25/2021 05/01/18 05/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 17,018.88 0.00 23.34 23.34 DTD 10/01/2015 1.646%09/01/2019 05/01/18 05/25/18 FHLMC MULTIFAMILY STRUCTURED P 3137BM6P6 35,000.00 0.00 90.13 90.13 POOL DTD 12/01/2015 3.090%08/25/2022 05/09/18 05/09/18 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 100,000.00 0.00 1,062.50 1,062.50 DTD 11/08/2013 2.125%11/09/2020 05/10/18 05/10/18 BRANCH BANKING&TRUST 05531FAV5 25,000.00 0.00 256.25 256.25 (CALLABLE)NOTE DTD 05/10/2016 2.050%05/10/2021 05/13/18 05/13/18 APPLE INC 037833D36 50,000.00 0.00 500.00 500.00 DTD 11/13/2017 2.000%11/13/2020 05/13/18 05/13/18 PACCAR FINANCIAL CORP NOTES 69371RN85 25,000.00 0.00 256.25 256.25 DTD 11/13/2017 2.050%11/13/2020 05/16/18 05/16/18 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 100,000.00 0.00 1,135.00 1,135.00 DTD 11/17/2017 2.270%11/16/2020 05/19/18 05/19/18 STATE STREET CORP NOTES 857477AV5 25,000.00 0.00 243.75 243.75 DTD 05/19/2016 1.950%05/19/2021 PFM Asset Management LLC Page 16 CA\ IF- ) -_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/31/18 05/31/18 US TREASURY NOTES 912828A42 25,000.00 0.00 250.00 250.00 DTD 12/02/2013 2.000%11/30/2020 05/31/18 05/31/18 US TREASURY NOTES 912828WN6 100,000.00 0.00 1,000.00 1,000.00 DTD 06/02/2014 2.000%05/31/2021 Transaction Type Sub-Total 548,337.17 0.00 4,946.66 4,946.66 05/01/18 05/25/18 FNMA SERIES 2015-M15 ASQ2 3136AOSW1 706.61 706.61 0.00 706.61 (7.07) 0.00 DTD 11/01/2015 1.898%01/01/2019 05/01/18 05/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 1,474.02 1,474.02 0.00 1,474.02 (14.76) 0.00 DTD 10/01/2015 1.646%09/01/2019 Transaction Type Sub-Total 2,180.63 2,180.63 0.00 2,180.63 (21.83) 0.00 05/03/18 05/07/18 FHLB GLOBAL NOTES 3130A9EP2 75,000.00 73,538.25 85.42 73,623.67 (1,396.50) (1,431.78) FIFO DTD 09/09/2016 1.000%09/26/2019 05/03/18 05/07/18 FHLB NOTES 3130AA3R7 105,000.00 103,347.30 689.79 104,037.09 (1,628.55) (1,640.29) FIFO DTD 11/17/2016 1.375%11/15/2019 05/03/18 05/10/18 US TREASURY NOTES 912828WN6 25,000.00 24,517.58 221.15 24,738.73 (1,380.86) (1,067.60) FIFO DTD 06/02/2014 2.000%05/31/2021 05/07/18 05/10/18 US TREASURY NOTES 912828R77 20,000.00 19,246.88 121.63 19,368.51 (233.59) (371.25) FIFO DTD 05/31/2016 1.375%05/31/2021 05/14/18 05/17/18 BANK OF AMERICA CORP NOTE 06051GFW4 15,000.00 14,715.45 30.63 14,746.08 (400.95) (383.51) FIFO DTD 04/19/2016 2.625%04/19/2021 05/16/18 05/18/18 AMERICAN HONDA FINANCE GLOBAL 02665WAH4 100,000.00 99,334.00 581.25 99,915.25 (481.00) (617.30) FIFO NOTES DTD 09/09/2014 2.250%08/15/2019 05/16/18 05/18/18 US TREASURY NOTES 912828T67 190,000.00 180,143.75 116.17 180,259.92 (6,857.81) (7,358.83) FIFO DTD 10/31/2016 1.250%10/31/2021 05/16/18 05/18/18 JP MORGAN CHASE&CO CORP NT 46625HLW8 100,000.00 99,375.00 1,107.64 100,482.64 (1,122.00) (846.21) FIFO (CALLABLE) DTD 06/23/2015 2.750%06/23/2020 PFM Asset Management LLC Page 17 CA\ IF- ) --F--, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/16/18 05/18/18 FHLB NOTES 3130ACE26 75,000.00 72,753.75 143.23 72,896.98 (2,005.50) (2,059.15) FIFO DTD 09/08/2017 1.375%09/28/2020 05/16/18 05/18/18 US TREASURY NOTES 912828078 70,000.00 67,254.69 47.08 67,301.77 (1,356.25) (1,784.40) FIFO DTD 05/02/2016 1.375%04/30/2021 05/16/18 05/18/18 US TREASURY NOTES 912828D72 150,000.00 146,167.97 644.02 146,811.99 (4,277.34) (4,146.51) FIFO DTD 09/02/2014 2.000%08/31/2021 05/16/18 05/18/18 US TREASURY NOTES 912828D72 25,000.00 24,361.33 107.34 24,468.67 (911.13) (855.05) FIFO DTD 09/02/2014 2.000%08/31/2021 05/16/18 05/18/18 US TREASURY NOTES 912828D72 75,000.00 73,083.98 322.01 73,405.99 (4,731.45) (3,820.78) FIFO DTD 09/02/2014 2.000%08/31/2021 05/16/18 05/18/18 US TREASURY NOTES 912828D72 150,000.00 146,167.97 644.02 146,811.99 (4,992.19) (4,707.19) FIFO DTD 09/02/2014 2.000%08/31/2021 05/16/18 05/18/18 FNMA NOTES 3135GOT29 90,000.00 88,293.60 300.00 88,593.60 (1,648.80) (1,671.96) FIFO DTD 02/28/2017 1.500%02/28/2020 05/16/18 05/18/18 US TREASURY N/B 912828N48 90,000.00 87,788.67 600.41 88,389.08 (3,825.00) (3,145.74) FIFO DTD 12/31/2015 1.750%12/31/2020 05/16/18 05/18/18 US TREASURY NOTES 912828R77 105,000.00 100,713.87 670.31 101,384.18 (1,558.59) (2,295.25) FIFO DTD 05/31/2016 1.375%05/31/2021 05/16/18 05/18/18 US TREASURY NOTES 912828W9 20,000.00 19,755.47 91.24 19,846.71 (590.62) (417.54) FIFO DTD 09/03/2013 2.125%08/31/2020 05/16/18 05/18/18 WELLS FARGO&CO CORP BONDS 94974BGF1 175,000.00 172,341.75 1,128.75 173,470.50 (3,881.50) (3,088.90) FIFO DTD 02/02/2015 2.150%01/30/2020 05/16/18 05/18/18 US TREASURY NOTES 912828WN6 100,000.00 97,734.38 928.57 98,662.95 (5,859.37) (4,589.88) FIFO DTD 06/02/2014 2.000%05/31/2021 05/16/18 05/18/18 WAL-MART STORES INC CORP NOTE 931142EA7 75,000.00 73,350.00 823.33 74,173.33 (1,541.25) (1,561.66) FIFO DTD 10/20/2017 1.900%12/15/2020 05/16/18 05/18/18 FHLMC AGENCY NOTES 3137EAEF2 75,000.00 73,255.50 80.21 73,335.71 (1,488.00) (1,578.86) FIFO DTD 04/20/2017 1.375%04/20/2020 05/16/18 05/18/18 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 50,000.00 49,863.50 227.26 50,090.76 (611.50) (222.52) FIFO DTD 03/03/2014 2.125%03/01/2019 05/16/18 05/18/18 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 50,000.00 49,863.50 227.25 50,090.75 (606.00) (244.78) FIFO DTD 03/03/2014 2.125%03/01/2019 05/16/18 05/18/18 FHLB GLOBAL NOTE 313OA8OS5 125,000.00 118,712.50 484.38 119,196.88 (5,527.38) (5,802.08) FIFO DTD 07/14/2016 1.125%07/14/2021 PFM Asset Management LLC Page 18 CA\ IF- ) —_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/16/18 05/18/18 CHEVRON CORP(CALLABLE)GLOBAL 166764AEO 45,000.00 44,959.95 309.24 45,269.19 (40.05) (40.05) FIFO NOTES DTD 06/24/2013 1.718%06/24/2018 05/16/18 05/18/18 FNMA NOTES 3135GON82 80,000.00 76,089.60 252.78 76,342.38 (3,586.40) (3,697.32) FIFO DTD 08/19/2016 1.250%08/17/2021 05/16/18 05/18/18 FNMA NOTES 3135GON82 25,000.00 23,778.00 78.99 23,856.99 (1,136.48) (1,165.76) FIFO DTD 08/19/2016 1.250%08/17/2021 Transaction Type Sub-Total 2,280,000.00 2,220,508.19 11,064.10 2,231,572.29 (63,676.06) (60,612.15) Managed Account Sub-Total 1,988,462.83 15,946.56 2,004,409.39 (63,697.89) (60,612.15) Total Security Transactions $1,988,462.83 $15,946.56 $2,004,409.39 ($63,697.89) ($60,612.15) PFM Asset Management LLC Page 19 CA\ IF- ) --F--, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. Opening Balance 4,662.03 05/07/18 05/07/18 Purchase-Interest 3130A9EP2 1.00 85.42 4,747.45 05/07/18 05/07/18 Purchase- Principal3130A9EP2 1.00 73,538.25 78,285.70 05/07/18 05/07/18 Purchase-Interest 3130AA3R7 1.00 689.79 78,975.49 05/07/18 05/07/18 Purchase- Principal 3130AA3R7 1.00 103,347.30 182,322.79 05/07/18 05/07/18 Redemption -Interest 912828X47 1.00 (64.20) 182,258.59 05/07/18 05/07/18 Redemption - Principal 912828X47 1.00 (174,248.44) 8,010.15 05/09/18 05/09/18 Purchase-Interest 4581XOCD8 1.00 1,062.50 9,072.65 05/10/18 05/10/18 Purchase-Interest 05531FAV5 1.00 256.25 9,328.90 05/10/18 05/10/18 Purchase- Principal 912828R77 1.00 19,246.88 28,575.78 05/10/18 05/10/18 Purchase-Interest 912828R77 1.00 121.63 28,697.41 05/10/18 05/10/18 Purchase- Principal 912828WN6 1.00 24,517.58 53,214.99 05/10/18 05/10/18 Purchase-Interest 912828WN6 1.00 221.15 53,436.14 05/10/18 05/10/18 Redemption - Principal 427866BA5 1.00 (24,982.75) 28,453.39 05/10/18 05/10/18 Redemption - Principal 69371RP26 1.00 (19,994.80) 8,458.59 05/14/18 05/14/18 Purchase-Interest 037833D36 1.00 500.00 8,958.59 05/14/18 05/14/18 Purchase-Interest 69371RN85 1.00 256.25 9,214.84 05/16/18 05/16/18 Purchase-Interest 870191.16D6 1.00 1,135.00 10,349.84 05/17/18 05/17/18 Purchase- Principal 06051GFW4 1.00 14,715.45 25,065.29 05/17/18 05/17/18 Purchase-Interest 06051GFW4 1.00 30.63 25,095.92 05/17/18 05/17/18 Redemption - Principal 06051GHH5 1.00 (15,000.00) 10,095.92 05/18/18 05/18/18 Purchase- Principal 02665WAH4 1.00 99,334.00 109,429.92 PFM Asset Management LLC Page 20 CA\ IF- ) --F--, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. 05/18/18 05/18/18 Purchase-Interest 02665WAH4 1.00 581.25 110,011.17 05/18/18 05/18/18 Purchase-Interest 166764AE0 1.00 309.24 110,320.41 05/18/18 05/18/18 Purchase- Principal 166764AE0 1.00 44,959.95 155,280.36 05/18/18 05/18/18 Purchase- Principal 17275RAR3 1.00 99,727.00 255,007.36 05/18/18 05/18/18 Purchase-Interest 17275RAR3 1.00 454.51 255,461.87 05/18/18 05/18/18 Purchase-Interest 3130A8QS5 1.00 484.38 255,946.25 05/18/18 05/18/18 Purchase- Principal 3130A8QS5 1.00 118,712.50 374,658.75 05/18/18 05/18/18 Purchase-Interest 3130ACE26 1.00 143.23 374,801.98 05/18/18 05/18/18 Purchase- Principal 3130ACE26 1.00 72,753.75 447,555.73 05/18/18 05/18/18 Purchase-Interest 3135GON82 1.00 331.77 447,887.50 05/18/18 05/18/18 Purchase- Principal 3135GON82 1.00 99,867.60 547,755.10 05/18/18 05/18/18 Purchase-Interest 3135GOT29 1.00 300.00 548,055.10 05/18/18 05/18/18 Purchase- Principal 3135GOT29 1.00 88,293.60 636,348.70 05/18/18 05/18/18 Purchase- Principal 3137EAEF2 1.00 73,255.50 709,604.20 05/18/18 05/18/18 Purchase-Interest 3137EAEF2 1.00 80.21 709,684.41 05/18/18 05/18/18 Purchase-Interest 46625HLW8 1.00 1,107.64 710,792.05 05/18/18 05/18/18 Purchase- Principal 46625HLW8 1.00 99,375.00 810,167.05 05/18/18 05/18/18 Purchase- Principal 912828D72 1.00 389,781.25 1,199,948.30 05/18/18 05/18/18 Purchase-Interest 912828D72 1.00 1,717.39 1,201,665.69 05/18/18 05/18/18 Purchase- Principal 912828N48 1.00 87,788.67 1,289,454.36 05/18/18 05/18/18 Purchase-Interest 9128281\148 1.00 600.41 1,290,054.77 05/18/18 05/18/18 Purchase- Principal 912828Q78 1.00 67,254.69 1,357,309.46 PFM Asset Management LLC Page 21 CA\ IF- ) --F--, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. 05/18/18 05/18/18 Purchase-Interest 912828Q78 1.00 47.08 1,357,356.54 05/18/18 05/18/18 Purchase-Interest 912828R77 1.00 670.31 1,358,026.85 05/18/18 05/18/18 Purchase- Principal 912828R77 1.00 100,713.87 1,458,740.72 05/18/18 05/18/18 Purchase- Principal 912828T67 1.00 180,143.75 1,638,884.47 05/18/18 05/18/18 Purchase-Interest 912828T67 1.00 116.17 1,639,000.64 05/18/18 05/18/18 Purchase- Principal 912828VV9 1.00 19,755.47 1,658,756.11 05/18/18 05/18/18 Purchase-Interest 912828VV9 1.00 91.24 1,658,847.35 05/18/18 05/18/18 Purchase- Principal 912828WN6 1.00 97,734.38 1,756,581.73 05/18/18 05/18/18 Purchase-Interest 912828WN6 1.00 928.57 1,757,510.30 05/18/18 05/18/18 Purchase-Interest 931142EA7 1.00 823.33 1,758,333.63 05/18/18 05/18/18 Purchase- Principal 931142EA7 1.00 73,350.00 1,831,683.63 05/18/18 05/18/18 Purchase-Interest 94974BGF1 1.00 1,128.75 1,832,812.38 05/18/18 05/18/18 Purchase- Principal 94974BGF1 1.00 172,341.75 2,005,154.13 05/18/18 05/18/18 Redemption -Outgoing Wires 1.00 (2,000,000.00) 5,154.13 05/21/18 05/21/18 Purchase-Interest 857477AV5 1.00 243.75 5,397.88 05/25/18 05/25/18 Purchase-Interest 3136AQDQO 1.00 23.34 5,421.22 05/25/18 05/25/18 Purchase-Interest 3136AQSW1 1.00 10.78 5,432.00 05/25/18 05/25/18 Purchase-Interest 3136B1XP4 1.00 118.67 5,550.67 05/25/18 05/25/18 Purchase-Interest 3137BM6P6 1.00 90.13 5,640.80 05/25/18 05/25/18 Purchase- Principal 3136AQDQO 1.00 1,474.02 7,114.82 05/25/18 05/25/18 Purchase- Principal 3136AQSW1 1.00 706.61 7,821.43 05/25/18 05/25/18 IP Fees April 2018 1.00 (390.82) 7,430.61 PFM Asset Management LLC Page 22 CA\ IF- ) —_F, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. 05/25/18 05/25/18 U.S. Bank Fees March 2018 1.00 (29.15) 7,401.46 05/31/18 05/31/18 Purchase-Interest 912828A42 1.00 250.00 7,651.46 05/31/18 05/31/18 Purchase-Interest 912828WN6 1.00 1,000.00 8,651.46 05/31/18 06/01/18 Accrual Income Div Reinvestment-Distributions 1.00 11.58 8,663.04 Closing Balance 8,663.04 Month of Fiscal YTD May January-May Opening Balance 4,662.03 17,503.26 Closing Balance 8,663.04 Purchases 2,238,711.17 2,728,485.38 Average Monthly Balance 6,964.54 Redemptions(Excl.Checks) (2,234,710.16) (2,737,325.60) Monthly Distribution Yield 1.95% Check Disbursements 0.00 0.00 Closing Balance 8,663.04 8,663.04 Cash Dividends and Income 11.58 185.61 PFM Asset Management LLC Page 23 CITY OF LATE (3:,2LSlHOR,E DREAM EXTREME- Successor Agency CAMP Account CA � i ) J ,_j- Account Statement - Transaction Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY .. Asset Summary Opening Market Value 16,892.66 May 31, 2018 April 30, 2018 Purchases 338,776.42 CAMP Pool 18,153.13 16,892.66 Redemptions (337,515.95) Unsettled Trades 0.00 CAMP Managed Account 5,278,252.98 5,257,742.54 Change in Value 0.00 Total $5,296,406.11 $5,274,635.20 Closing Market Value $18,153.13 Asset Cash Dividends and Income 31.71 Allocation CAMP Managed Account Opening Market Value 5,257,742.54 CAMP Pool Purchases 336,988.22 0.34% Redemptions (330,743.93) Unsettled Trades 0.00 Change in Value 14,266.15 Closing Market Value $5,278,252.98 Cash Dividends and Income 544.05 CAMP Managed Account 99.66% PFM Asset Management LLC Page 1 CA — Managed Account Summary Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY TotalTransaction Summary-Money Market Transaction Summary-Managed Account Account Opening Market Value $16,892.66 Opening Market Value $5,257,742.54 Opening Market Value $5,274,635.20 Purchases 338,776.42 Maturities/Calls (2,180.63) Redemptions (337,515.95) Principal Dispositions (328,563.30) Principal Acquisitions 336,988.22 Unsettled Trades 0.00 Change in Current Value 14,266.15 Closing Market Value $18,153.13 Closing Market Value $5,278,252.98 Closing Market Value $5,296,406.11 Dividend 31.71 Earnings Reconciliation(Cash Basis)- Managed Account Cash Balance Interest/Dividends/Coupons Received 8,000.77 Closing Cash Balance $0.00 Less Purchased Interest Related to Interest/Coupons (89.16) Plus Net Realized Gains/Losses (7,367.56) Total Cash Basis Earninas $544.05 Earnings Reconciliation(Accrual Basis) Managed Account Total Cash Transactions Summary- Managed Account Ending Amortized Value of Securities 5,372,541.61 5,390,694.74 Maturities/Calls 0.00 Ending Accrued Interest 21,025.27 21,025.27 Sale Proceeds 329,604.91 Plus Proceeds from Sales 329,604.91 667,120.86 Coupon/Interest/Dividend Income 6,959.16 Plus Proceeds of Maturities/Calls/Principal Payments 2,180.63 2,180.63 Principal Payments 2,180.63 Plus Coupons/Dividends Received 6,959.16 6,959.16 Security Purchases (337,077.38) Less Cost of New Purchases (337,077.38) (675,853.80) Net Cash Contribution (1,667.32) Less Beginning Amortized Value of Securities (5,373,330.21) (5,390,222.87) Reconciling Transactions 0.00 Less Beginning Accrued Interest (20,347.17) (20,347.17) Dividends 0.00 31.71 Total Accrual Basis Earnings $1,556.82 $1,588.53 PFM Asset Management LLC Page 2 CA\ IF- ) j—_F__, Portfolio Summary and Statistics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Sector Allocation Description Par Value Market Value Percent U.S.Treasury Bond/ Note 2,090,000.00 2,035,957.80 38.45 Cert of Deposit US TSY Bond/Note 13.10% Supra-National Agency Bond/ Note 360,000.00 354,946.76 6.70 38.45% Municipal Bond/ Note 30,000.00 29,774.70 0.56 Federal Agency Collateralized Mortgage 96,156.54 96,938.07 1.83 Obligation Federal Agency Bond/ Note 705,000.00 686,873.71 12.97 Corporate Note 1,395,000.00 1,379,941.04 26.05 Certificate of Deposit 700,000.00 693,820.90 13.10 Managed Account Sub-Total 5,376,156.54 5,278,252.98 99.66% Corporate Note Accrued Interest 21,025.27 Supra-National 26.05% Agency Bond/Not Fed Agency CMO Total Portfolio 5,376,156.54 5,299,278.25 6.700/( F1.83% CAMP Pool 18,153.13 18,153.13 0.34 Muni Bond/Note Fed Agy Bond/ Total Investments 5,394,309.67 5,317,431.38 100.00% 0.56% Note Mny Mkt Fund 12.97% 0.34% Unsettled Trades 0.00 0.00 Maturity Distribution Characteristics 42.20% Yield to Maturity at Cost 1.92% Yield to Maturity at Market 2.62% 27 67% Duration to Worst 2.41 Weighted Average Days to Maturity 924 19.42% 9.13% F1 0.92% 0.66% 0.00% 0-6 Months 6-12 Months 1-2 Years 2-3 Years 3-4 Years 4-5 Years Over 5 Years PFM Asset Management LLC Page 3 CA - Managed Account Issuer Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Issuer Summary Credit Quality(S&P Ratings) Market Value Issuer of Holdings Percent A AMERICAN EXPRESS CO 29,630.19 0.56 BBB+ 6.17% AMERICAN HONDA FINANCE 99,459.30 1.88 3.27% A+ APPLE INC 49,183.85 0.93 AAAm 6.74% BANK OF AMERICA CO 49,335.55 0.93 0.34% A- AAA AAA 5.22/o BANK OF MONTREAL 99,848.10 1.89 7.64% A-1 BANK OF NOVA SCOTIA 99,436.80 1.88 AA- 3.76% BB&T CORPORATION 48,667.18 0.92 9.43% A-1+ BURLINGTON NORTHERN SANTA FE 25,640.78 0.48 1.88% AA CAMP Pool 18,153.13 0.34 1.39% CATERPILLAR INC 39,088.32 0.74 CHARLES SCHWAB 35,199.99 0.66 CHEVRON CORPORATION 29,993.10 0.57 CISCO SYSTEMS INC 99,736.80 1.88 CITIGROUP INC 74,346.63 1.40 54.16%6% DEERE&COMPANY 49,318.45 0.93 FANNIE MAE 388,146.05 7.33 FEDERAL HOME LOAN BANKS 286,936.70 5.42 FREDDIE MAC 108,729.03 2.05 GOLDMAN SACHS GROUP INC 49,678.20 0.94 HERSHEY COMPANY 25,130.55 0.47 HOME DEPOT INC 24,620.93 0.46 INTER-AMERICAN DEVELOPMENT BANK 158,741.56 3.00 INTERNATIONAL FINANCE CORPORATION 49,681.30 0.94 INTL BANK OF RECONSTRUCTION AND DEV 146,523.90 2.77 JP MORGAN CHASE&CO 99,286.90 1.87 MICROSOFT CORP 49,438.40 0.93 MORGAN STANLEY 48,969.95 0.92 NATIONAL RURAL UTILITIES CO FINANCE CORP 49,811.86 0.94 NORDEA BANK AB 99,503.70 1.88 PACCAR FINANCIAL CORP 44,578.46 0.84 PEPSICO INC 39,084.96 0.74 SKANDINAVISKA ENSKILDA BANKEN AB 99,139.50 1.87 PFM Asset Management LLC Page 4 CA � i ) 1 ,_r- Managed Account Issuer Summary For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Market Value Issuer of Holdings Percent STATE OF CONNECTICUT 29,774.70 0.56 STATE STREET CORPORATION 24,297.90 0.46 SVENSKA HANDELSBANKEN AB 99,544.10 1.88 SWEDBANK AB 97,913.00 1.85 THE BANK OF NEW YORK MELLON CORPORATION 49,287.90 0.93 THE WALT DISNEY CORPORATION 49,219.73 0.93 TOYOTA MOTOR CORP 73,916.93 1.40 UNITED STATES TREASURY 2,035,957.80 38.45 WAL-MART STORES INC 73,707.83 1.39 WELLS FARGO&COMPANY 49,310.40 0.93 WESTPAC BANKING CORP 98,435.70 1.86 Total $5,296,406.11 100.000/0 PFM Asset Management LLC Page 5 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value U.S.Treasury Bond / Note US TREASURY NOTES 912828W9 15,000.00 AA+ Aaa 12/28/15 12/30/15 15,259.57 1.74 80.55 15,127.64 14,889.84 DTD 09/03/2013 2.125%08/31/2020 US TREASURY NOTES 912828WCO 10,000.00 AA+ Aaa 02/01/16 02/03/16 10,185.16 1.35 15.22 10,095.78 9,828.12 DTD 10/31/2013 1.750%10/31/2020 US TREASURY N/B 912828N48 15,000.00 AA+ Aaa 05/27/16 05/31/16 15,268.94 1.35 110.22 15,153.48 14,720.51 DTD 12/31/2015 1.750%12/31/2020 US TREASURY NOTES 912828037 55.000.00 AA+ Aaa 06/27/16 06/29/16 55.700.39 0.98 116.46 55,421.00 53.094.36 DTD 03/31/2016 1.250%03/31/2021 US TREASURY NOTES 912828078 70,000.00 AA+ Aaa 01/03/17 01/05/17 68,610.94 1.86 83.70 69,051.19 67,733.19 DTD 05/02/2016 1.375%04/30/2021 US TREASURY NOTES 912828R77 80,000.00 AA+ Aaa 03/15/17 03/17/17 77,921.87 2.02 3.01 78,501.70 77,309.36 DTD 05/31/2016 1.375%05/31/2021 US TREASURY NOTES 912828WN6 175.000.00 AA+ Aaa 09/01/16 09/02/16 181.289.06 1.22 9.56 179,016.98 172.265.63 DTD 06/02/2014 2.000%05/31/2021 US TREASURY NOTES 912828D72 125,000.00 AA+ Aaa 10/03/16 10/05/16 129,692.38 1.21 631.79 128,138.54 122,758.75 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 125,000.00 AA+ Aaa 12/01/16 12/05/16 125,371.09 1.93 631.79 125,259.12 122,758.75 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 150,000.00 AA+ Aaa 07/06/17 07/11/17 150,908.20 1.85 758.15 150,719.37 147,310.50 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 225.000.00 AA+ Aaa 04/03/17 04/05/17 226,740.23 1.82 1.137.23 226,297.98 220,965.75 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 225,000.00 AA+ Aaa 06/27/17 06/29/17 227,452.15 1.73 1,137.23 226,925.47 220,965.75 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828T67 130,000.00 AA+ Aaa 10/05/17 10/10/17 126,988.67 1.85 141.30 127,452.40 124,358.26 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828T67 250.000.00 AA+ Aaa 08/30/17 08/31/17 246,054.69 1.64 271.74 246,749.25 239.150.50 DTD 10/31/2016 1.250%10/31/2021 PFM Asset Management LLC Page 6 CA\ IF- ) 1 —_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value U.S.Treasury Bond / Note US TREASURY NOTES 912828X47 75,000.00 AA+ Aaa 12/04/17 12/06/17 74,220.70 2.12 122.28 74,304.11 72,928.73 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 115,000.00 AA+ Aaa 01/03/18 01/04/18 113.540.04 2.18 187.50 113,673.28 111,824.05 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 250,000.00 AA+ Aaa 05/03/18 05/07/18 242,011.72 2.73 407.61 242,141.74 243,095.75 DTD 05/01/2017 1.875%04/30/2022 Security Type Sub-Total 2,090,000.00 2,087,215.80 1.83 5,845.34 2,084,029.03 2,035,957.80 Supra-NationalBond / Note INTL BANK OF RECONSTRUCTION AND DEV 45905UP32 150,000.00 AAA Aaa 09/12/17 09/19/17 149,640.00 1.64 513.83 149,722.90 146,523.90 NOTE DTD 09/19/2017 1.561%09/12/2020 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 100,000.00 AAA Aaa 10/02/17 10/10/17 100,926.91 1.81 129.86 100,738.51 98,888.20 DTD 11/08/2013 2.125%11/09/2020 INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 AAA Aaa 03/09/18 03/16/18 49,962.50 2.66 274.48 49,964.98 49,681.30 NOTE DTD 03/16/2018 2.635%03/09/2021 INTER-AMERICAN DEVELOPMENT BANK 4581XODB1 60,000.00 AAA Aaa 04/12/18 04/19/18 59,868.00 2.70 183.75 59,872.96 59,853.36 NOTE DTD 04/19/2018 2.625%04/19/2021 Security Type Sub-Total 360,000.00 360,397.41 2.01 1,101.92 360,299.35 354,946.76 Municipal Bond / Note CT ST TXBL GO BONDS 20772JZK1 30,000.00 A Al 03/16/15 03/25/15 30,084.30 1.90 125.02 30,017.22 29,774.70 DTD 03/25/2015 1.974%03/15/2019 Security Type Sub-Total 30,000.00 30,084.30 1.90 125.02 30,017.22 29,774.70 ObligationFederal Agency Collateralized Mortgage PFM Asset Management LLC Page 7 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value ObligationFederal Agency Collateralized Mortgage FNMA SERIES 2015-M15 ASQ2 3136AOSW1 5,611.68 AA+ Aaa 11/06/15 11/30/15 5,667.79 1.20 8.88 5,615.47 5,592.43 DTD 11/01/2015 1.898%01/01/2019 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 15.544.86 AA+ Aaa 10/07/15 10/30/15 15,700.53 1.08 21.32 15,580.47 15,456.09 DTD 10/01/2015 1.646%09/01/2019 FNA 2018-M5 A2 3136B1XP4 40,000.00 AA+ Aaa 04/11/18 04/30/18 40,795.64 2.27 118.67 40,793.33 40,706.50 DTD 04/01/2018 3.560%09/25/2021 FHLMC MULTIFAMILY STRUCTURED P POOL 3137BM6P6 35,000.00 AA+ Aaa 04/04/18 04/09/18 35,298.05 2.61 90.13 35,288.14 35,183.05 DTD 12/01/2015 3.090%08/25/2022 Security Type Sub-Total 96,156.54 97,462.01 2.14 239.00 97,277.41 96,938.07 Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES 3135GOR39 180,000.00 AA+ Aaa 10/21/16 10/25/16 179,517.60 1.09 185.00 179,773.19 176,623.38 DTD 10/25/2016 1.000%10/24/2019 FHLB NOTES 3130AA3R7 140,000.00 AA+ Aaa 11/16/16 11/17/16 139,967.80 1.38 85.56 139,984.17 138,001.36 DTD 11/17/2016 1.375%11/15/2019 FNMA NOTES 3135GOT29 50,000.00 AA+ Aaa 02/24/17 02/28/17 49,968.00 1.52 193.75 49,981.25 49,221.85 DTD 02/28/2017 1.500%02/28/2020 FHLMC AGENCY NOTES 3137EAEF2 75.000.00 AA+ Aaa 04/19/17 04/20/17 74.743.50 1.49 117.45 74,837.43 73.545.98 DTD 04/20/2017 1.375%04/20/2020 FHLB NOTES 3130ACE26 30,000.00 AA+ Aaa 09/07/17 09/08/17 29,903.70 1.48 72.19 29,926.29 29,241.21 DTD 09/08/2017 1.375%09/28/2020 FHLB GLOBAL NOTE 313OA8OS5 125,000.00 AA+ Aaa 07/14/16 07/15/16 124,239.88 1.25 535.16 124,520.02 119,694.13 DTD 07/14/2016 1.125%07/14/2021 FNMA NOTES 3135GON82 25.000.00 AA+ Aaa 08/17/16 08/19/16 24,914.48 1.32 90.28 24,944.38 23.939.48 DTD 08/19/2016 1.250%08/17/2021 FNMA NOTES 3135GON82 80,000.00 AA+ Aaa 08/17/16 08/19/16 79,676.00 1.33 288.89 79,789.24 76,606.32 DTD 08/19/2016 1.250%08/17/2021 Security Type Sub-Total 705,000.00 702,930.96 1.30 1,568.28 703,755.97 686,873.71 PFM Asset Management LLC Page 8 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate CHEVRON CORP(CALLABLE)GLOBAL NOTES 166764AE0 30,000.00 AA- Aa2 06/17/13 06/24/13 30,000.00 1.72 224.77 30,000.00 29,993.10 DTD 06/24/2013 1.718%06/24/2018 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 50.000.00 AA- Al 08/29/14 09/04/14 50,475.00 1.90 265.63 50,082.09 49,868.40 DTD 03/03/2014 2.125%03/01/2019 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 50,000.00 AA- Al 09/01/15 09/04/15 50,469.50 1.85 265.63 50,103.33 49,868.40 DTD 03/03/2014 2.125%03/01/2019 GOLDMAN SACHS GRP INC CORP NT 38141GVT8 50,000.00 BBB+ A3 04/21/16 04/26/16 49,968.00 2.02 100.00 49,990.20 49,678.20 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 CITIGROUP INC CORP NOTES 172967KS9 25,000.00 BBB+ Baal 06/02/16 06/09/16 24,987.00 2.07 247.71 24,995.49 24,799.98 DTD 06/09/2016 2.050%06/07/2019 AMERICAN HONDA FINANCE GLOBAL NOTES 02665WAH4 100,000.00 A+ A2 09/04/14 09/09/14 99.815.00 2.29 662.50 99,952.70 99.459.30 DTD 09/09/2014 2.250%08/15/2019 BURLINGTON NRTH CORP 12189TBC7 25,000.00 A+ A3 06/03/16 06/08/16 27,597.50 1.48 195.83 26,060.22 25,640.78 DTD 09/24/2009 4.700%10/01/2019 CITIGROUP INC(CALLABLE)CORP NOTE 172967LF6 50,000.00 BBB+ Baal 01/04/17 01/10/17 49,980.00 2.46 479.79 49,989.10 49,546.65 DTD O1/10/2017 2.450%O1/10/2020 MICROSOFT CORP NOTES 594918BV5 50.000.00 AAA Aaa 01/30/17 02/06/17 49,966.50 1.87 295.49 49,981.01 49.438.40 DTD 02/06/2017 1.850%02/06/2020 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEE5 30,000.00 A- A2 02/28/17 03/03/17 29,968.80 2.24 161.33 29,981.50 29,630.19 NOTE DTD 03/03/2017 2.200%03/03/2020 WALT DISNEY COMPANY CORP NOTES 25468PDP8 25,000.00 A+ A2 03/01/17 03/06/17 24,993.50 1.96 117.81 24,996.13 24,698.93 DTD 03/06/2017 1.950%03/04/2020 TOYOTA MOTOR CREDIT CORP 89236TDU6 75,000.00 AA- Aa3 04/11/17 04/17/17 74,965.50 1.97 178.75 74,978.17 73,916.93 DTD 04/17/2017 1.950%04/17/2020 HOME DEPOT INC CORP NOTES 437076BO4 25.000.00 A A2 05/24/17 06/05/17 24.985.50 1.82 220.00 24,990.19 24.620.93 DTD 06/05/2017 1.800%06/05/2020 PFM Asset Management LLC Page 9 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate WALT DISNEY COMPANY CORP NOTES 25468PDU7 25,000.00 A+ A2 06/01/17 06/06/17 24,971.00 1.84 220.00 24,980.36 24,520.80 DTD 06/06/2017 1.800%06/05/2020 JP MORGAN CHASE&CO CORP NT 46625HLW8 100.000.00 A- A3 09/01/15 09/04/15 100.497.00 2.64 1.206.94 100,217.39 99.286.90 (CALLABLE) DTD 06/23/2015 2.750%06/23/2020 CATERPILLAR FINL SERVICE NOTE 1491302A6 40,000.00 A A3 09/05/17 09/07/17 39,966.40 1.88 178.83 39,974.45 39,088.32 DTD 09/07/2017 1.850%09/04/2020 PACCAR FINANCIAL CORP NOTES 69371RN85 25,000.00 A+ Al 11/06/17 11/13/17 24,997.75 2.05 25.63 24,998.15 24,520.30 DTD 11/13/2017 2.050%11/13/2020 APPLE INC 037833DJ6 50,000.00 AA+ Aal 11/06/17 11/13/17 49,958.00 2.03 50.00 49,965.51 49,183.85 DTD 11/13/2017 2.000%11/13/2020 WELLS FARGO&COMPANY NOTES 94974BGR5 50.000.00 A- A2 05/06/16 05/10/16 51,108.00 2.04 616.25 50,622.42 49.310.40 DTD 12/07/2015 2.550%12/07/2020 WAL-MART STORES INC CORP NOTE 931142EA7 75,000.00 AA Aa2 10/11/17 10/20/17 74,891.25 1.95 874.79 74,912.94 73,707.83 DTD 10/20/2017 1.900%12/15/2020 BRANCH BANKING&TRUST(CALLABLE) 05531FAZ6 25,000.00 A- A2 10/23/17 10/26/17 24,988.50 2.17 179.17 24,990.25 24,449.78 NOTES DTD 10/26/2017 2.150%02/01/2021 NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 A A2 02/21/18 02/26/18 24.972.25 2.94 191.32 24,974.68 24,905.93 DTD 02/26/2018 2.900%03/15/2021 NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 A A2 04/12/18 04/19/18 24,894.25 3.05 191.32 24,898.56 24,905.93 DTD 02/26/2018 2.900%03/15/2021 PEPSICO INC CORP(CALLABLE)NOTE 713448DX3 40,000.00 A+ Al 10/05/17 10/10/17 39,992.00 2.01 102.22 39,993.47 39,084.96 DTD 10/10/2017 2.000%04/15/2021 BANK OF NEW YORK MELLON CORP 06406FAAl 50,000.00 A Al 05/16/16 05/19/16 51,149.00 2.00 159.72 50,678.25 49,287.90 (CALLABLE) DTD 02/19/2016 2.500%04/15/2021 MORGAN STANLEY CORP NOTES 61746BEAO 50,000.00 BBB+ A3 11/01/17 11/03/17 50.162.00 2.40 138.89 50,136.09 48,969.95 DTD 04/21/2016 2.500%04/21/2021 PFM Asset Management LLC Page 10 CA\ IF- ) 1 -_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value Corporate PACCAR FINANCIAL CORP 69371RP26 20,000.00 A+ Al 05/07/18 05/10/18 19,994.80 3.11 36.17 19,994.90 20,058.16 DTD 05/10/2018 3.100%05/10/2021 BRANCH BANKING&TRUST(CALLABLE) 05531FAV5 25.000.00 A- A2 05/10/16 05/16/16 24,983.50 2.06 29.90 24,990.08 24,217.40 NOTE DTD 05/10/2016 2.050%05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 A Al 05/03/18 05/10/18 24,982.75 3.12 45.21 24,983.08 25,130.55 DTD 05/10/2018 3.100%05/15/2021 STATE STREET CORP NOTES 857477AV5 25,000.00 A Al 05/19/16 05/24/16 24,905.50 2.03 16.25 24,942.65 24,297.90 DTD 05/19/2016 1.950%05/19/2021 CHARLES SCHWAB CORP CORP NOTES 808513AW5 35,000.00 A A2 05/17/18 05/22/18 34,998.95 3.25 28.44 34,998.96 35,199.99 DTD 05/22/2018 3.250%05/21/2021 BANK OF AMERICA CORP(CALLABLE) 06051GGS2 35.000.00 A- A3 09/13/17 09/18/17 35.000.00 2.33 135.80 35,000.00 34.297.76 DTD 09/18/2017 2.328%10/01/2021 JOHN DEERE CAPITAL CORP NOTES 24422ETL3 50,000.00 A A2 03/10/17 03/15/17 49,779.50 2.75 533.68 49,833.18 49,318.45 DTD 01/06/2017 2.650%01/06/2022 BANK OF AMERICA CORP 06051GHH5 15,000.00 A- A3 05/14/18 05/17/18 15,000.00 3.50 20.41 15,000.00 15,037.79 DTD 05/17/2018 3.499%05/17/2022 Security Type Sub-Total 1,395,000.00 1,400,364.20 2.22 8,396.18 1,397,185.50 1,379,941.04 DepositCertificate of SVENSKA HANDELSBANKEN NY LT CD 86958JHBS 100,000.00 A-1+ P-1 01/10/17 01/12/17 100,000.00 1.91 745.50 100,000.00 99,544.10 DTD 01/12/2017 1.890%01/10/2019 BANK OF MONTREAL CHICAGO CERT DEPOS 06427KRC3 100,000.00 A-1 P-1 02/08/17 02/09/17 100,000.00 1.90 595.33 100,000.00 99,848.10 DTD 02/09/2017 1.880%02/07/2019 BANK OF NOVA SCOTIA HOUSTON LT CD 06417GUE6 100.000.00 A-1 P-1 04/05/17 04/06/17 100.000.00 1.91 302.42 100,000.00 99,436.80 DTD 04/06/2017 1.910%04/05/2019 SKANDINAV ENSKILDA BANKEN NY CD 83050FXT3 100,000.00 A+ Aa2 08/03/17 08/04/17 99,961.00 1.85 608.22 99,977.13 99,139.50 DTD 08/04/2017 1.840%08/02/2019 PFM Asset Management LLC Page 11 CA\ IF- ) 1 —_F, Managed Account Detail of Securities Held For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value DepositCertificate of NORDEA BANK AB NY CD 65590ASN7 100,000.00 AA- Aa3 02/20/18 02/22/18 100,000.00 2.72 748.00 100,000.00 99,503.70 DTD 02/22/2018 2.720%02/20/2020 WESTPAC BANKING CORP NY CD 96121T4A3 100,000.00 AA- Aa3 08/03/17 08/07/17 100.000.00 2.05 649.17 100,000.00 98,435.70 DTD 08/07/2017 2.050%08/03/2020 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 100,000.00 AA- Aa2 11/16/17 11/17/17 100,000.00 2.30 100.89 100,000.00 97,913.00 DTD 11/17/2017 2.270%11/16/2020 Security Type Sub-Total 700,000.00 699,961.00 2.09 3,749.53 699,977.13 693,820.90 Managed Account Sub-Total 5,376,156.54 5,378,415.68 1.92 21,025.27 5,372,541.61 5,278,252.98 Money Market Mutual Fund CAMP Pool 18.153.13 AAAm NR 18.153.13 0.00 18,153.13 18.153.13 Money Market Sub-Total 18,153.13 18,153.13 0.00 18,153.13 18,153.13 Securities Sub-Total $5,394,309.67 $5,396,568.81 1.92% $21,025.27 $5,390,694.74 $5,296,406.11 Accrued Interest $21,025.27 Total Investments $5,317,431.38 PFM Asset Management LLC Page 12 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt U.S.Treasury Bond / Note US TREASURY NOTES 912828W9 15,000.00 MORGANST 99.27 14,889.84 (369.73) (237.80) 2.17 2.17 2.46 DTD 09/03/2013 2.125%08/31/2020 US TREASURY NOTES 912828WCO 10,000.00 MERRILL 98.28 9,828.12 (357.04) (267.66) 2.34 2.34 2.49 DTD 10/31/2013 1.750%10/31/2020 US TREASURY N/B 912828N48 15,000.00 MORGANST 98.14 14,720.51 (548.43) (432.97) 2.49 2.49 2.50 DTD 12/31/2015 1.750%12/31/2020 US TREASURY NOTES 912828037 55,000.00 CITIGRP 96.54 53,094.36 (2,606.03) (2,326.64) 2.75 2.75 2.52 DTD 03/31/2016 1.250%03/31/2021 US TREASURY NOTES 912828078 70,000.00 MORGANSS 96.76 67,733.19 (877.75) (1,318.00) 2.83 2.83 2.53 DTD 05/02/2016 1.375%04/30/2021 US TREASURY NOTES 912828R77 80,000.00 MORGANSS 96.64 77,309.36 (612.51) (1,192.34) 2.91 2.91 2.55 DTD 05/31/2016 1.375%05/31/2021 US TREASURY NOTES 912828WN6 175,000.00 HSBC 98.44 172,265.63 (9,023.43) (6,751.35) 2.89 2.89 2.54 DTD 06/02/2014 2.000%05/31/2021 US TREASURY NOTES 912828D72 125,000.00 HSBC 98.21 122,758.75 (6,933.63) (5,379.79) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 125,000.00 HSBC 98.21 122,758.75 (2,612.34) (2,500.37) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 150,000.00 MORGANSS 98.21 147,310.50 (3,597.70) (3,408.87) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 225,000.00 MORGANSS 98.21 220,965.75 (5,774.48) (5,332.23) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828D72 225,000.00 MORGANSS 98.21 220,965.75 (6,486.40) (5,959.72) 3.11 3.11 2.58 DTD 09/02/2014 2.000%08/31/2021 US TREASURY NOTES 912828T67 130,000.00 MERRILL 95.66 124,358.26 (2,630.41) (3,094.14) 3.31 3.31 2.59 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828T67 250,000.00 MERRILL 95.66 239,150.50 (6,904.19) (7,598.75) 3.31 3.31 2.59 DTD 10/31/2016 1.250%10/31/2021 US TREASURY NOTES 912828X47 75,000.00 MERRILL 97.24 72,928.73 (1,291.97) (1,375.38) 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 115,000.00 CITIGRP 97.24 111,824.05 (1,715.99) (1,849.23) 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 US TREASURY NOTES 912828X47 250,000.00 MERRILL 97.24 243,095.75 1,084.03 954.01 3.74 3.74 2.62 DTD 05/01/2017 1.875%04/30/2022 PFM Asset Management LLC Page 13 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Security Type Sub-Total 2,090,000.00 2,035,957.80 (51,258.00) (48,071.23) 3.22 3.22 2.58 Supra-NationalBond / Note INTL BANK OF RECONSTRUCTION AND 45905UP32 150,000.00 HSBC 97.68 146,523.90 (3,116.10) (3,199.00) 2.21 2.21 2.61 DEV NOTE DTD 09/19/2017 1.561%09/12/2020 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 100,000.00 HSBC 98.89 98,888.20 (2,038.71) (1,850.31) 2.36 2.36 2.60 DTD 11/08/2013 2.125%11/09/2020 INTERNATIONAL FINANCE CORPORATION 45950VLO7 50,000.00 HSBC 99.36 49,681.30 (281.20) (283.68) 2.64 2.64 2.88 NOTE DTD 03/16/2018 2.635%03/09/2021 INTER-AMERICAN DEVELOPMENT BANK 4581XODB1 60,000.00 CITIGRP 99.76 59,853.36 (14.64) (19.60) 2.75 2.75 2.71 NOTE DTD 04/19/2018 2.625%04/19/2021 Security Type Sub-Total 360,000.00 354,946.76 (5,450.65) (5,352.59) 2.40 2.40 2.66 Municipal Bond/ Note CT ST TXBL GO BONDS 20772JZK1 30,000.00 VINING 99.25 29,774.70 (309.60) (242.52) 0.77 0.77 2.94 DTD 03/25/2015 1.974%03/15/2019 Security Type Sub-Total 30,000.00 29,774.70 (309.60) (242.52) 0.77 0.77 2.94 ObligationFederal Agency Collateralized Mortgage FNMA SERIES 2015-M15 ASQ2 3136AOSW1 5.611.68 GOLDMAN 99.66 5,592.43 (75.36) (23.04) 0.34 0.47 2.36 DTD 11/01/2015 1.898%01/01/2019 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 15,544.86 MORGANST 99.43 15,456.09 (244.44) (124.38) 0.58 1.09 2.07 DTD 10/01/2015 1.646%09/01/2019 FNA 2018-M5 A2 3136B1XP4 40,000.00 3PM_CHAS 101.77 40,706.50 (89.14) (86.83) 2.69 1.67 2.37 DTD 04/01/2018 3.560%09/25/2021 FHLMC MULTIFAMILY STRUCTURED P 3137BM6P6 35,000.00 CITIGRP 100.52 35,183.05 (115.00) (105.09) 3.76 2.10 2.74 POOL DTD 12/01/2015 3.090%08/25/2022 Security Type Sub-Total 96,156.54 96,938.07 (523.94) (339.34) 2.61 1.66 2.46 PFM Asset Management LLC Page 14 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES 3135GOR39 180,000.00 BARCLAYS 98.12 176,623.38 (2,894.22) (3,149.81) 1.37 1.37 2.37 DTD 10/25/2016 1.000%10/24/2019 FHLB NOTES 3130AA3R7 140,000.00 MERRILL 98.57 138,001.36 (1,966.44) (1,982.81) 1.43 1.43 2.38 DTD 11/17/2016 1.375%11/15/2019 FNMA NOTES 3135GOT29 50,000.00 JPM_CHAS 98.44 49,221.85 (746.15) (759.40) 1.70 1.70 2.42 DTD 02/28/2017 1.500%02/28/2020 FHLMC AGENCY NOTES 3137EAEF2 75,000.00 WELLS FA 98.06 73,545.98 (1,197.52) (1,291.45) 1.84 1.84 2.43 DTD 04/20/2017 1.375%04/20/2020 FHLB NOTES 3130ACE26 30,000.00 BARCLAYS 97.47 29,241.21 (662.49) (685.08) 2.26 2.26 2.50 DTD 09/08/2017 1.375%09/28/2020 FHLB GLOBAL NOTE 313OA8OS5 125,000.00 TD SEC U 95.76 119,694.13 (4,545.75) (4,825.89) 3.02 3.02 2.55 DTD 07/14/2016 1.125%07/14/2021 FNMA NOTES 3135GON82 25,000.00 TD SEC U 95.76 23,939.48 (975.00) (1,004.90) 3.10 3.10 2.64 DTD 08/19/2016 1.250%08/17/2021 FNMA NOTES 3135GON82 80,000.00 CITIGRP 95.76 76,606.32 (3,069.68) (3,182.92) 3.10 3.10 2.64 DTD 08/19/2016 1.250%08/17/2021 Security Type Sub-Total 705,000.00 686,873.71 (16,057.25) (16,882.26) 2.04 2.04 2.46 Corporate CHEVRON CORP(CALLABLE)GLOBAL 166764AEO 30,000.00 BARCLAYS 99.98 29,993.10 (6.90) (6.90) 0.05 0.07 1.98 NOTES DTD 06/24/2013 1.718%06/24/2018 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 50,000.00 BONY 99.74 49,868.40 (606.60) (213.69) 0.74 0.74 2.48 DTD 03/03/2014 2.125%03/01/2019 CISCO SYSTEMS INC GLOBAL NOTES 17275RAR3 50,000.00 BNP PARI 99.74 49,868.40 (601.10) (234.93) 0.74 0.74 2.48 DTD 03/03/2014 2.125%03/01/2019 GOLDMAN SACHS GRP INC CORP NT 38141GVT8 50,000.00 MIZUHO 03/25/19 99.36 49,678.20 (289.80) (312.00) 0.87 0.88 2.73 (CALLABLE) DTD 04/25/2016 2.000%04/25/2019 CITIGROUP INC CORP NOTES 172967KS9 25,000.00 CITIGRP 99.20 24,799.98 (187.02) (195.51) 0.99 0.99 2.85 DTD 06/09/2016 2.050%06/07/2019 PFM Asset Management LLC Page 15 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate AMERICAN HONDA FINANCE GLOBAL 02665WAH4 100,000.00 MERRILL 99.46 99,459.30 (355.70) (493.40) 1.17 1.17 2.71 NOTES DTD 09/09/2014 2.250%08/15/2019 BURLINGTON NRTH CORP 12189TBC7 25,000.00 GOLDMAN 102.56 25,640.78 (1,956.72) (419.44) 1.28 1.28 2.73 DTD 09/24/2009 4.700%10/01/2019 CITIGROUP INC(CALLABLE)CORP NOTE 172967LF6 50,000.00 CITIGRP 12/10/19 99.09 49,546.65 (433.35) (442.45) 1.54 1.55 3.03 DTD O1/10/2017 2.450%O1/10/2020 MICROSOFT CORP NOTES 594918BV5 50,000.00 HSBC 98.88 49,438.40 (528.10) (542.61) 1.63 1.63 2.54 DTD 02/06/2017 1.850%02/06/2020 AMERICAN EXPRESS CREDIT(CALLABLE) 0258MOEE5 30.000.00 MERRILL 02/O1/20 98.77 29,630.19 (338.61) (351.31) 1.69 1.70 2.92 NOTE DTD 03/03/2017 2.200%03/03/2020 WALT DISNEY COMPANY CORP NOTES 25468PDP8 25,000.00 CITIGRP 98.80 24,698.93 (294.57) (297.20) 1.71 1.71 2.65 DTD 03/06/2017 1.950%03/04/2020 TOYOTA MOTOR CREDIT CORP 89236TDU6 75,000.00 MERRILL 98.56 73,916.93 (1,048.57) (1,061.24) 1.82 1.82 2.74 DTD 04/17/2017 1.950%04/17/2020 HOME DEPOT INC CORP NOTES 437076BO4 25,000.00 JPM_CHAS 98.48 24,620.93 (364.57) (369.26) 1.94 1.94 2.58 DTD 06/05/2017 1.800%06/05/2020 WALT DISNEY COMPANY CORP NOTES 25468PDU7 25,000.00 DEUTSCHE 98.08 24,520.80 (450.20) (459.56) 1.94 1.94 2.79 DTD 06/06/2017 1.800%06/05/2020 JP MORGAN CHASE&CO CORP NT 46625HLW8 100,000.00 JPMCHASE 05/23/20 99.29 99,286.90 (1,210.10) (930.49) 1.95 1.96 3.11 (CALLABLE) DTD 06/23/2015 2.750%06/23/2020 CATERPILLAR FINL SERVICE NOTE 14913O2A6 40,000.00 BARCLAYS 97.72 39,088.32 (878.08) (886.13) 2.18 2.18 2.90 DTD 09/07/2017 1.850%09/04/2020 PACCAR FINANCIAL CORP NOTES 69371RN85 25,000.00 CITIGRP 98.08 24,520.30 (477.45) (477.85) 2.37 2.37 2.87 DTD 11/13/2017 2.050%11/13/2020 APPLE INC 037833DJ6 50,000.00 3PM_CHAS 98.37 49,183.85 (774.15) (781.66) 2.37 2.37 2.69 DTD 11/13/2017 2.000%11/13/2020 WELLS FARGO&COMPANY NOTES 94974BGR5 50,000.00 UBS AG 98.62 49,310.40 (1,797.60) (1,312.02) 2.39 2.39 3.12 DTD 12/07/2015 2.550%12/07/2020 WAL-MART STORES INC CORP NOTE 931142EA7 75.000.00 MORGAN_S 98.28 73,707.83 (1,183.42) (1,205.11) 2.43 2.43 2.61 DTD 10/20/2017 1.900%12/15/2020 PFM Asset Management LLC Page 16 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Corporate BRANCH BANKING&TRUST(CALLABLE) 05531FAZ6 25,000.00 MORGAN_S 01/01/21 97.80 24,449.78 (538.72) (540.47) 2.55 2.55 3.01 NOTES DTD 10/26/2017 2.150%02/01/2021 NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 RBC 99.62 24,905.93 (66.32) (68.75) 2.64 2.64 3.04 DTD 02/26/2018 2.900%03/15/2021 NATIONAL RURAL UTIL COOP 63743HER9 25,000.00 RBC 99.62 24,905.93 11.68 7.37 2.64 2.64 3.04 DTD 02/26/2018 2.900%03/15/2021 PEPSICO INC CORP(CALLABLE)NOTE 713448DX3 40.000.00 MERRILL 03/15/21 97.71 39,084.96 (907.04) (908.51) 2.75 2.76 2.83 DTD 10/10/2017 2.000%04/15/2021 BANK OF NEW YORK MELLON CORP 06406FAA1 50,000.00 KEYBAN 03/15/21 98.58 49,287.90 (1,861.10) (1,390.35) 2.73 2.74 3.02 (CALLABLE) DTD 02/19/2016 2.500%04/15/2021 MORGAN STANLEY CORP NOTES 61746BEAO 50,000.00 MORGAN_S 97.94 48,969.95 (1,192.05) (1,166.14) 2.75 2.75 3.25 DTD 04/21/2016 2.500%04/21/2021 PACCAR FINANCIAL CORP 69371RP26 20,000.00 MERRILL 100.29 20,058.16 63.36 63.26 2.79 2.79 3.00 DTD 05/10/2018 3.100%05/10/2021 BRANCH BANKING&TRUST(CALLABLE) 05531FAV5 25,000.00 SCOTIA 04/09/21 96.87 24,217.40 (766.10) (772.68) 2.81 2.82 3.17 NOTE DTD 05/10/2016 2.050%05/10/2021 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 MERRILL 100.52 25,130.55 147.80 147.47 2.80 2.80 2.91 DTD 05/10/2018 3.100%05/15/2021 STATE STREET CORP NOTES 857477AV5 25,000.00 GOLDMAN 97.19 24,297.90 (607.60) (644.75) 2.85 2.85 2.95 DTD 05/19/2016 1.950%05/19/2021 CHARLES SCHWAB CORP CORP NOTES 808513AW5 35,000.00 CSFB 100.57 35,199.99 201.04 201.03 2.81 2.81 3.05 DTD 05/22/2018 3.250%05/21/2021 BANK OF AMERICA CORP(CALLABLE) 06051GGS2 35,000.00 MERRILL 10/01/20 97.99 34,297.76 (702.24) (702.24) 2.50 3.17 2.96 DTD 09/18/2017 2.328%10/01/2021 JOHN DEERE CAPITAL CORP NOTES 24422ETL3 50,000.00 MITSU 98.64 49,318.45 (461.05) (514.73) 3.37 3.37 3.05 DTD 01/06/2017 2.650%01/06/2022 BANK OF AMERICA CORP 06051GHH5 15,000.00 MERRILL 100.25 15,037.79 37.79 37.79 3.67 3.67 3.43 DTD 05/17/2018 3.499%05/17/2022 Security Type Sub-Total 1,395,000.00 1,379,941.04 (20,423.16) (17,244.46) 2.00 2.02 2.84 PFM Asset Management LLC Page 17 CA\ IF- ) 1 -_F, Managed Account Fair Market Value &Analytics For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market Market Unreal G/L Unreal G/L Effective Duration YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration to Worst at Mkt Certificate of Deposit SVENSKA HANDELSBANKEN NY LT CD 869581HB8 100,000.00 MERRILL 99.54 99,544.10 (455.90) (455.90) 0.61 0.61 2.59 DTD 01/12/2017 1.890%01/10/2019 BANK OF MONTREAL CHICAGO CERT 06427KRC3 100,000.00 GOLDMAN 99.85 99,848.10 (151.90) (151.90) 0.68 0.68 2.05 DEPOS DTD 02/09/2017 1.880%02/07/2019 BANK OF NOVA SCOTIA HOUSTON LT CD 06417GUE6 100,000.00 MERRILL 99.44 99,436.80 (563.20) (563.20) 0.84 0.84 2.52 DTD 04/06/2017 1.910%04/05/2019 SKANDINAV ENSKILDA BANKEN NY CD 83050FXT3 100,000.00 BARCLAYS 99.14 99,139.50 (821.50) (837.63) 1.16 1.16 0.99 DTD 08/04/2017 1.840%08/02/2019 NORDEA BANK AB NY CD 65590ASN7 100,000.00 GOLDMAN 99.50 99,503.70 (496.30) (496.30) 1.65 1.65 3.02 DTD 02/22/2018 2.720%02/20/2020 WESTPAC BANKING CORP NY CD 96121T4A3 100,000.00 JPM_CHAS 98.44 98,435.70 (1,564.30) (1,564.30) 2.15 2.15 2.71 DTD 08/07/2017 2.050%08/03/2020 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 100,000.00 MERRILL 97.91 97,913.00 (2,087.00) (2,087.00) 2.37 2.37 3.18 DTD 11/17/2017 2.270%11/16/2020 Security Type Sub-Total 700,000.00 693,820.90 (6,140.10) (6,156.23) 1.35 1.35 2.44 Managed Account Sub-Total 5,376,156.54 5,278,252.98 (100,162.70) (94,288.63) 2.42 2.41 2.62 Money Market Mutual Fund CAMP Pool 18,153.13 1.00 18,153.13 0.00 0.00 0.00 0.00 Money Market Sub-Total 18,153.13 18,153.13 0.00 0.00 0.00 0.00 Securities Sub-Total $5,394,309.67 $5,296,406.11 ($100,162.70) ($94,288.63) 2.42 2.41 2.62% Accrued Interest $21,025.27 Total Investments $5,317,431.38 PFMI Asset Management LLC Page 18 CA\ IF- ) -_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/03/18 05/07/18 US TREASURY NOTES 912828X47 250,000.00 (242,011.72) (89.16) (242,100.88) DTD 05/01/2017 1.875%04/30/2022 05/03/18 05/10/18 HERSHEY COMPANY CORP NOTES 427866BA5 25,000.00 (24,982.75) 0.00 (24,982.75) DTD 05/10/2018 3.100%05/15/2021 05/07/18 05/10/18 PACCAR FINANCIAL CORP 69371RP26 20,000.00 (19,994.80) 0.00 (19,994.80) DTD 05/10/2018 3.100%05/10/2021 05/14/18 05/17/18 BANK OF AMERICA CORP 06051GHH5 15,000.00 (15,000.00) 0.00 (15,000.00) DTD 05/17/2018 3.499%05/17/2022 05/17/18 05/22/18 CHARLES SCHWAB CORP CORP NOTES 808513AW5 35,000.00 (34,998.95) 0.00 (34,998.95) DTD 05/22/2018 3.250%05/21/2021 Transaction Type Sub-Total 345,000.00 (336,988.22) (89.16) (337,077.38) 05/01/18 05/25/18 FNA 2018-M5 A2 3136B1XP4 40,000.00 0.00 118.67 118.67 DTD 04/01/2018 3.560%09/25/2021 05/01/18 05/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 17,018.88 0.00 23.34 23.34 DTD 10/01/2015 1.646%09/01/2019 05/01/18 05/25/18 FNMA SERIES 2015-M15 ASQ2 3136AOSW1 6,318.29 0.00 10.77 10.77 DTD 11/01/2015 1.898%01/01/2019 05/01/18 05/25/18 FHLMC MULTIFAMILY STRUCTURED P 3137BM6P6 35,000.00 0.00 90.13 90.13 POOL DTD 12/01/2015 3.090%08/25/2022 05/09/18 05/09/18 INTER-AMERICAN DEVELOPMENT BANK 4581XOCD8 100,000.00 0.00 1,062.50 1,062.50 DTD 11/08/2013 2.125%11/09/2020 05/10/18 05/10/18 BRANCH BANKING&TRUST 05531FAV5 25,000.00 0.00 256.25 256.25 (CALLABLE)NOTE DTD 05/10/2016 2.050%05/10/2021 05/13/18 05/13/18 PACCAR FINANCIAL CORP NOTES 69371RN85 25,000.00 0.00 256.25 256.25 DTD 11/13/2017 2.050%11/13/2020 05/13/18 05/13/18 APPLE INC 037833D36 50,000.00 0.00 500.00 500.00 DTD 11/13/2017 2.000%11/13/2020 05/15/18 05/15/18 FHLB NOTES 3130AA3R7 140,000.00 0.00 962.50 962.50 DTD 11/17/2016 1.375%11/15/2019 PFM Asset Management LLC Page 19 CA\ IF- ) -_F, Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 05/16/18 05/16/18 SWEDBANK(NEW YORK)CERT DEPOS 87019U6D6 100,000.00 0.00 1,135.00 1,135.00 DTD 11/17/2017 2.270%11/16/2020 05/19/18 05/19/18 STATE STREET CORP NOTES 857477AV5 25,000.00 0.00 243.75 243.75 DTD 05/19/2016 1.950%05/19/2021 05/31/18 05/31/18 US TREASURY NOTES 912828R77 80,000.00 0.00 550.00 550.00 DTD 05/31/2016 1.375%05/31/2021 05/31/18 05/31/18 US TREASURY NOTES 912828WN6 175,000.00 0.00 1,750.00 1,750.00 DTD 06/02/2014 2.000%05/31/2021 Transaction Type Sub-Total 818,337.17 0.00 6,959.16 6,959.16 05/01/18 05/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 3136AODOO 1,474.02 1,474.02 0.00 1,474.02 (14.76) 0.00 DTD 10/01/2015 1.646%09/01/2019 05/01/18 05/25/18 FNMA SERIES 2015-M15 ASQ2 3136AOSW1 706.61 706.61 0.00 706.61 (7.07) 0.00 DTD 11/01/2015 1.898%01/01/2019 Transaction Type Sub-Total 2,180.63 2,180.63 0.00 2,180.63 (21.83) 0.00 05/03/18 05/07/18 FREDDIE MAC NOTES 3137EAEH8 40,000.00 39,483.20 125.28 39,608.48 (458.00) (480,43) FIFO DTD 07/19/2017 1.375%08/15/2019 05/03/18 05/07/18 FHLB GLOBAL NOTES 313OA9EP2 125,000.00 122,563.75 142.36 122,706.11 (2,327.50) (2,386.31) FIFO DTD 09/09/2016 1.000%09/26/2019 05/03/18 05/07/18 FNMA NOTES 3135GOP49 85,000.00 83,463.20 162.92 83,626.12 (1,404.20) (1,478.25) FIFO DTD 09/02/2016 1.000%08/28/2019 05/03/18 05/10/18 US TREASURY NOTES 912828WN6 25,000.00 24,517.58 221.15 24,738.73 (1,380.86) (1,067.60) FIFO DTD 06/02/2014 2.000%05/31/2021 05/07/18 05/10/18 US TREASURY NOTES 912828R77 20,000.00 19,246.88 121.63 19,368.51 (233.59) (371.25) FIFO DTD 05/31/2016 1.375%05/31/2021 05/14/18 05/17/18 BANK OF AMERICA CORP NOTE 06051GFW4 15,000.00 14,715.45 30.63 14,746.08 (400.95) (383.51) FIFO DTD 04/19/2016 2.625%04/19/2021 05/17/18 05/22/18 US TREASURY NOTES 912828A42 25,000.00 24,573.24 237.64 24,810.88 (1,140.63) (812.83) FIFO DTD 12/02/2013 2.000%11/30/2020 PFM Asset Management LLC Page 20 CA � i ) 1 ,_j- Managed Account Security Transactions & Interest For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method Transaction Type Sub-Total 335,000.00 328,563.30 1,041.61 329,604.91 (7,345.73) (6,980.18) Managed Account Sub-Total (6,244.29) 7,911.61 1,667.32 (7,367.56) (6,980.18) Total Security Transactions ($6,244.29) $7,911.61 $1,667.32 ($7,367.56) ($6,980.18) PFM Asset Management LLC Page 21 CA\ IF- ) —_F, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. Opening Balance 16,892.66 05/07/18 05/07/18 Purchase- Principal 3130A9EP2 1.00 122,563.75 139,456.41 05/07/18 05/07/18 Purchase-Interest 3130A9EP2 1.00 142.36 139,598.77 05/07/18 05/07/18 Purchase-Interest 3135GOP49 1.00 162.92 139,761.69 05/07/18 05/07/18 Purchase- Principal 3135GOP49 1.00 83,463.20 223,224.89 05/07/18 05/07/18 Purchase- Principal 3137EAEH8 1.00 39,483.20 262,708.09 05/07/18 05/07/18 Purchase-Interest 3137EAEH8 1.00 125.28 262,833.37 05/07/18 05/07/18 Redemption -Interest 912828X47 1.00 (89.16) 262,744.21 05/07/18 05/07/18 Redemption - Principal 912828X47 1.00 (242,011.72) 20,732.49 05/09/18 05/09/18 Purchase-Interest 4581XOCD8 1.00 1,062.50 21,794.99 05/10/18 05/10/18 Purchase-Interest 05531FAV5 1.00 256.25 22,051.24 05/10/18 05/10/18 Purchase-Interest 912828R77 1.00 121.63 22,172.87 05/10/18 05/10/18 Purchase- Principal912828R77 1.00 19,246.88 41,419.75 05/10/18 05/10/18 Purchase-Interest 912828WN6 1.00 221.15 41,640.90 05/10/18 05/10/18 Purchase- Principal 912828WN6 1.00 24,517.58 66,158.48 05/10/18 05/10/18 Redemption - Principal 427866BA5 1.00 (24,982.75) 41,175.73 05/10/18 05/10/18 Redemption - Principal 69371RP26 1.00 (19,994.80) 21,180.93 05/14/18 05/14/18 Purchase-Interest 037833DJ6 1.00 500.00 21,680.93 05/14/18 05/14/18 Purchase-Interest 69371RN85 1.00 256.25 21,937.18 05/15/18 05/15/18 Purchase-Interest 3130AA3R7 1.00 962.50 22,899.68 05/16/18 05/16/18 Purchase-Interest 87019U6D6 1.00 1,135.00 24,034.68 05/17/18 05/17/18 Purchase- Principal 06051GFW4 1.00 14,715.45 38,750.13 PFM Asset Management LLC Page 22 CA\ IF- ) j—_F, Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned .. 05/17/18 05/17/18 Purchase-Interest 06051GFW4 1.00 30.63 38,780.76 05/17/18 05/17/18 Redemption- Principal 06051GHH5 1.00 (15,000.00) 23,780.76 05/21/18 05/21/18 Purchase-Interest 857477AV5 1.00 243.75 24,024.51 05/22/18 05/22/18 Purchase-Interest 912828A42 1.00 237.64 24,262.15 05/22/18 05/22/18 Purchase- Principal 912828A42 1.00 24,573.24 48,835.39 05/22/18 05/22/18 Redemption - Principal 808513AW5 1.00 (34,998.95) 13,836.44 05/25/18 05/25/18 Purchase-Interest 3136AQDQO 1.00 23.34 13,859.78 05/25/18 05/25/18 Purchase-Interest 3136AQSWI 1.00 10.78 13,870.56 05/25/18 05/25/18 Purchase-Interest 3136B1XP4 1.00 118.67 13,989.23 05/25/18 05/25/18 Purchase-Interest 3137BM6P6 1.00 90.13 14,079.36 05/25/18 05/25/18 Purchase- Principal 3136AQDQO 1.00 1,474.02 15,553.38 05/25/18 05/25/18 Purchase- Principal 3136AQSW1 1.00 706.61 16,259.99 05/25/18 05/25/18 IP Fees April 2018 1.00 (408.11) 15,851.88 05/25/18 05/25/18 U.S. Bank Fees March 2018 1.00 (30.46) 15,821.42 05/31/18 05/31/18 Purchase-Interest 912828R77 1.00 550.00 16,371.42 05/31/18 05/31/18 Purchase-Interest 912828WN6 1.00 1,750.00 18,121.42 05/31/18 06/01/18 Accrual Income Div Reinvestment-Distributions 1.00 31.71 18,153.13 PFM Asset Management LLC Page 23 CA � i ) 1 ,_j- Account Statement For the Month Ending May 31, 2018 CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Trade Settlement Share or Dollar Amount Total Date Date Transaction Description Unit Price of Transaction Shares Owned Closing Balance 18,153.13 Month of Fiscal YTD May January-May Opening Balance 16,892.66 18,954.71 Closing Balance 18,153.13 Purchases 338,776.42 789,606.44 Average Monthly Balance 19,095.15 Redemptions(Excl. Checks) (337,515.95) (790,408.02) Monthly Distribution Yield 1.95% Check Disbursements 0.00 0.00 Closing Balance 18,153.13 18,153.13 Cash Dividends and Income 31.71 144.48 PFM Asset Management LLC Page 24