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Item No. 03 SA Investment Report
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 17-789 Agenda Date: 8/28/2018 Status: PassedVersion: 1 File Type: Council InvestmentsIn Control: City Council / Successor Agency Agenda Number: 3) SA Investment Report for July 2018 Receive and file. Page 1 City of Lake Elsinore Printed on 2/16/2023 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:August 28, 2018 Subject:Investment Report for July 2018 Recommendation Receive and file the Investment Report for July 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 July 2018 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 4,475,983$ 85,716$ (237,602)$ 4,324,098$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 4,475,983 85,716 (237,602) 4,325,398 INVESTMENTS Local Agency Investment Fund 36,374,098 - - 36,374,098 CAMP Investments: CAMP Pool Account 31,556 - - 31,556 U.S. Treasury Bond / Note 15,276,370 - - 15,276,370 Supra-National Agency Bond / Note 3,097,685 - - 3,097,685 Municipal Bond / Note 225,632 - - 225,632 Federal Agency Collateralized Mortgage Obligation 649,855 - - 649,855 Federal Agency Bond / Note 1,731,486 - - 1,731,486 Corporate Notes 10,425,029 - - 10,425,029 Negotiable Certificate of Deposit 7,039,095 - - 7,039,095 Sub-total Investments 74,850,806 - - 74,850,806 Market Value Adjustment: Unrealized Gain/(Loss) at 06-30-17 (257,713) - - (257,713) Total Investments 74,593,092 - - 74,593,092 Total Pooled Cash and Investments 79,069,076$ 85,716$ (237,602)$ 78,918,491$ TOTAL POOLED CASH AND INVESTMENTS 78,918,491$ I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 12, 2018. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures. Jason P. Simpson August 17, 2018 Assistant City Manager Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF JULY 31, 2018 FUND NO FUND NAME AMOUNT 100 General 10,489,376$ 106 Affordable Housing In Lieu 1,577,815 107 Developer Agreement Revenue 63,610 110 State Gas Tax 782,492 112 Measure A 1,886,750 114 SB1186 CASP Education Program 8,478 115 Traffic Safety 142,296 116 City Hall-Public Works DIF 1,041,976 119 Animal Shelter DIF 77,826 121 T.R.I.P.-2014A 156 135 Lighting & Landscape Maintenance - Dist. No. 1 1,054,337 140 Geothermal 20,375 150 C.D.B.G.25,941 160 PEG Grant 6,947 201 Street C.I.P. 17,706 203 E.L.S.P. - S.T.I.F.1,625,241 205 Traffic Impact Fee 4,427,775 211 Storm Drain C.I.P. 973,048 220 Street Lighting C.I.P.102,774 221 Quimby Park C.I.P.57,800 231 Library C.I.P. 1,830,825 232 City Fire Protection 8,720 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 589,979 305 Information Systems Service 121,172 320 Facilities Service 494,638 331 CFD 2006-1CC Summerly Improvement Area CC 101,632 332 CFD 2006-1 Improvement Area B, Summerly 125,208 334 CFD 2015-5 Trieste - Far West Industries 106,029 335 CFD 2003-2E Canyon Hills Improvement Area E 8,416 336 CFD 2006-1FF Summerly Improvement Area FF 129,799 337 CFD 2016-2 Canyon Hills 7,996 340 CFD 2006-1 IA-EE Summerly Improvement Area 75,242 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,737,786 346 CFD 2014-1 Southshore 64,580 347 CFD 2006-1 Improvement Area A, Summerly 161,277 350 CFD 98-1 Summerhill 1,559,405 352 AD 86-1 Northwest Sewer 659,115 354 CFD 90-2 Tuscany Hills 2,353,035 357 CFD 2003-2 Canyon Hills Improvement Area 721,704 366 CFD 2005-6 City Center Townhomes 237,601 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF JULY 31, 2018 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF JULY 31, 2018 368 CFD 2006-2 Viscaya 409,298 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,180,535 371 CFD 2005-1 Serenity 552,409 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,030,674 374 CFD 2005-4 Lakeview Villas 60,058 375 CFD 2006-4 Clurman 17,324 376 CFD 2006-3 La Strada 1,042 377 CFD 2006-6 Tessara 10,735 378 CFD 2006-8 Running Deer Estates 4,385 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,291,873 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,506,942 386 CFD 2007-4 Mekenna Court 17,867 387 CFD 2007-5 Red Kite 49,630 388 CFD 2007-6 Holiday Inn Express 9,467 389 CFD 88-3 (2008A) West Lake Elsinore Series A 2,162,828 390 CFD 2003-2 Area C Canyon Hills Improvement Area 514,424 392 CFD 95-1 City Center 174,405 393 AD 93-1 Cottonwood Hills 1,145,558 394 CFD 2005-5 (2012A) Wasson Canyon 320,490 395 CFD 2018-1 Wasson Canyon II Improvement Area 11,426 396 CFD 2018-2 Nichols Ranch Improvement Area 45,016 500 Capital Improvement Plan 12,196,335 510 Successor To RDA Area I, II, & III 10,359,791 540 Successor To RDA Diamond Stadium 740,745 603 Endowment Trust - Carl Graves 1,035,201 604 Endowment Trust - Korn Memorial 31,925 605 Public Improvement Trust 57,915 606 Mobile Source Air Polution Reduction 220,216 608 Trust Deposit & Pre Paid Expense 1,826,349 617 Successor Agency Housing 4,726,212 620 Cost Recovery System 1,284,646 631 Lake Destratification Equipment Replacement 319,641 Total Pooled Cash & Investments 78,918,491$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 20.41%Unlimited Current Balance 15,276,370$ Supra-National Agency Bond / Note 4.14%30% Current Balance 3,097,685$ Municipal Bond / Note 0.30%Unlimited Current Balance 225,632$ Federal Agency Collaterized Mortgage Obligation 0.87%40.00% Current Balance 649,855$ Federal Agency Bond / Note 2.31%*Unlimited Current Balance 1,731,486$ Banker's Acceptance 0.00%40.00% Negotiable Certificates of Deposit 9.40%25.00% Current Balance 7,039,095$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% -$ Corporate Note 13.93%30.00% Current Balance 10,425,029$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)48.60%*$65 Million Current Balance 36,374,098$ CAMP - Pooled Sweep Account 0.04%Unlimited Current Balance 31,556$ TOTAL 100.00%*74,850,806$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING JULY 31, 2018 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 1.944%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:43,230,227$ (6,856,130)$ 36,374,098$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $65 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING JULY 31, 2018 JOHN CHIANG TREASURER STATE OF CALIFORNIA 07/16/18 1.94 1.93 188 07/17/18 1.94 1.93 187 07/18/18 1.94 1.93 187 07/19/18 1.95 1.93 189 07/20/18 1.95 1.94 188 07/21/18 1.95 1.94 188 07/22/18 1.95 1.94 188 07/23/18 1.95 1.94 186 07/24/18 1.95 1.94 190 07/25/18 1.96 1.94 189 07/26/18 1.96 1.94 188 07/27/18 1.96 1.94 190 07/28/18 1.96 1.94 190 July 2018 1.944 07/29/18 1.96 1.94 190 June 2018 1.854 07/30/18 1.96 1.94 190 May 2018 1.755 07/31/18 1.98 1.94 194 08/01/18 1.98 1.95 199 08/02/18 1.98 1.95 198 08/03/18 1.98 1.95 197 08/04/18 1.98 1.95 197 08/05/18 1.98 1.95 197 08/06/18 1.98 1.95 197 08/07/18 1.98 1.95 195 08/08/18 1.98 1.95 195 08/09/18 1.98 1.95 195 08/10/18 1.98 1.95 195 08/11/18 1.98 1.95 195 08/12/18 1.98 1.95 195 08/13/18 1.98 1.96 192 08/14/18 1.98 1.96 190 08/15/18 1.99 1.96 191 8/15/2018Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 1.76% *Daily yield does not reflect capital gains or losses 193 PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:1.90% Quarter Ending 06/30/18 0.00005216919081336 0.998126869 Earnings Ratio: Fair Value Factor: Daily:1.92% Treasuries 49.41% Agencies 17.79% Certificates of Deposit/Bank Notes 18.76% Time Deposits 5.49% Commercial Paper 7.66% Loans 0.86% Pooled Money Investment Account Portfolio Composition 07/31/18 $90.0 billion CAMP Investment Portfolio For the Month Ending July 31, 2018Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 101,736.79 2,540,606.31 (2,610,787.27) 0.00 $31,555.83 CAMP Pool Unsettled Trades 0.00 96.81 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 38,297,839.78 2,601,696.34 (2,495,128.70) (55,566.71) $38,348,840.71 CAMP Managed Account Unsettled Trades 0.00 (21,694.89)Cash Dividends and Income July 31, 2018 June 30, 2018 Asset Summary CAMP Pool 31,555.83 101,736.79 CAMP Managed Account 38,348,840.71 38,297,839.78 $38,380,396.54 $38,399,576.57 Total Asset Allocation 0.08% CAMP Pool 99.92% CAMP Managed Account Page 1 For the Month Ending July 31, 2018Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $101,736.79 2,540,606.31 (2,610,787.27) $31,555.83 96.81 $38,297,839.78 (22,616.07) (2,472,512.63) 2,601,696.34 0.00 (55,566.71) $38,348,840.71 $38,399,576.57 $38,380,396.54 44,968.59 (5,461.96) (61,201.52) ($21,694.89) 0.00 2,482,527.33 34,953.89 22,616.07 (2,607,158.30) 67,061.01 0.00 Managed Account Total 39,036,918.34 39,068,474.17 228,442.82 2,482,527.33 22,616.07 34,953.89 (2,607,158.30) (38,980,546.09) (199,979.26) 0.00 228,442.82 5,093,314.60 22,616.07 34,953.89 (5,147,764.61) (39,082,282.88) (199,979.26) 96.81 Total Accrual Basis Earnings $17,774.80 $17,871.61 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 31, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 15,365,000.00 14,891,960.44 38.80 Supra-National Agency Bond / Note 3,095,000.00 3,045,684.89 7.94 Municipal Bond / Note 225,000.00 223,573.50 0.58 Federal Agency Collateralized Mortgage Obligation 641,015.13 643,113.43 1.68 Federal Agency Bond / Note 1,740,000.00 1,663,038.92 4.33 Corporate Note 10,355,000.00 10,225,611.25 26.64 Certificate of Deposit 7,040,000.00 7,006,455.25 18.26 Asset-Backed Security / Collateralized Mortgage Obligation 650,000.00 649,403.03 1.69 Managed Account Sub-Total 39,111,015.13 38,348,840.71 99.92% Accrued Interest 228,442.82 Total Portfolio 39,111,015.13 38,577,283.53 CAMP Pool 31,555.83 31,555.83 0.08 Total Investments 39,142,570.96 38,608,839.36 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 1.69% ABS / CMO 18.26% Cert of Deposit 26.64% Corporate Note 1.68% Fed Agency CMO 4.33% Fed Agy Bond / Note 0.08% Mny Mkt Fund 0.58% Muni Bond / Note 7.94% Supra-National Agency Bond / Note 38.80% US TSY Bond / Note Page 3 For the Month Ending July 31, 2018Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 3.69%5.13% 17.58% 33.40% 37.91% 2.29% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.37 927 2.12% 2.80% Page 4 For the Month Ending July 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 6.88% A 10.28% A+ 6.00% A- 4.60% A-1 2.08% A-1+ 0.96% AA 45.83% AA+ 9.14% AA- 10.66% AAA 0.08% AAAm 3.49% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 431,838.76 1.13 AMERICAN EXPRESS CO 672,186.60 1.75 AMERICAN HONDA FINANCE 392,794.80 1.02 APPLE INC 393,277.50 1.02 BANK OF AMERICA CO 799,225.60 2.08 BANK OF MONTREAL 775,665.75 2.02 BANK OF NOVA SCOTIA 314,972.60 0.82 BB&T CORPORATION 203,853.01 0.53 BURLINGTON NORTHERN SANTA FE 31,555.83 0.08 CAMP Pool 573,940.28 1.50 CANADIAN IMPERIAL BANK OF COMMERCE 349,952.30 0.91 CARMAX AUTO OWNER TRUST 297,575.08 0.78 CATERPILLAR INC 235,361.90 0.61 CHARLES SCHWAB 550,154.77 1.43 CITIGROUP INC 344,864.58 0.90 DEERE & COMPANY 1,086,716.82 2.83 FANNIE MAE 989,964.84 2.58 FEDERAL HOME LOAN BANKS 229,470.69 0.60 FREDDIE MAC 258,420.75 0.67 GENERAL ELECTRIC CO 299,450.73 0.78 GM FINANCIAL SECURITIZED TERM 398,092.00 1.04 GOLDMAN SACHS GROUP INC 175,328.49 0.46 HERSHEY COMPANY 196,292.00 0.51 HOME DEPOT INC 296,926.80 0.77 IBM CORP 1,253,556.49 3.27 INTER-AMERICAN DEVELOPMENT BANK 395,404.80 1.03 INTERNATIONAL FINANCE CORPORATION 1,396,723.60 3.64 INTL BANK OF RECONSTRUCTION AND DEV 670,142.03 1.75 JP MORGAN CHASE & CO 394,972.40 1.03 MICROSOFT CORP 390,199.20 1.02 MORGAN STANLEY 397,258.03 1.04 NATIONAL RURAL UTILITIES CO FINANCE CORP 771,592.33 2.01 NORDEA BANK AB Page 5 For the Month Ending July 31, 2018Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 334,705.40 0.87 PACCAR FINANCIAL CORP 272,594.84 0.71 PEPSICO INC 680,066.55 1.77 ROYAL BANK OF CANADA 793,812.00 2.07 SKANDINAVISKA ENSKILDA BANKEN AB 223,573.50 0.58 STATE OF CONNECTICUT 121,055.64 0.32 STATE STREET CORPORATION 797,387.20 2.08 SVENSKA HANDELSBANKEN AB 784,419.20 2.04 SWEDBANK AB 392,448.80 1.02 THE BANK OF NEW YORK MELLON CORPORATION 391,938.72 1.02 THE WALT DISNEY CORPORATION 540,838.71 1.41 TOYOTA MOTOR CORP 301,094.10 0.78 UBS AG 297,129.30 0.77 UNILEVER PLC 14,891,960.44 38.81 UNITED STATES TREASURY 367,219.13 0.96 WAL-MART STORES INC 493,169.41 1.28 WELLS FARGO & COMPANY 729,252.24 1.90 WESTPAC BANKING CORP $38,380,396.54 Total 100.00% Page 6 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 14,828.33 15,118.40 133.39 15,259.57 12/30/1512/28/15AaaAA+ 15,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 9,790.62 10,089.29 44.23 10,185.16 02/03/1602/01/16AaaAA+ 10,000.00 912828WC0 1.35 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 24,593.75 25,356.81 84.70 25,713.86 03/04/1603/02/16AaaAA+ 25,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 98,375.00 101,427.26 338.80 102,855.47 03/04/1603/02/16AaaAA+ 100,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 9,917.97 10,259.03 20.65 10,502.34 03/31/1603/30/16AaaAA+ 10,000.00 912828A83 1.28 US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 14,660.16 15,143.70 22.83 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 24,536.13 25,685.73 209.24 26,222.66 07/08/1607/06/16AaaAA+ 25,000.00 912828B90 0.92 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 147,216.75 154,114.37 1,255.43 157,335.94 07/08/1607/06/16AaaAA+ 150,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 52,892.40 55,396.53 231.05 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 110,593.20 115,829.10 483.09 116,464.45 06/29/1606/27/16AaaAA+ 115,000.00 912828Q37 0.98 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 67,457.04 69,103.91 243.24 68,610.94 01/05/1701/03/17AaaAA+ 70,000.00 912828Q78 1.86 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 216,826.20 222,049.91 781.84 220,508.79 02/03/1702/01/17AaaAA+ 225,000.00 912828Q78 1.87 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 76,984.40 78,582.93 186.34 77,921.87 03/17/1703/15/17AaaAA+ 80,000.00 912828R77 2.02 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 97,945.30 102,169.71 338.80 103,593.75 09/02/1609/01/16AaaAA+ 100,000.00 912828WN6 1.22 Page 7 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 171,404.28 178,796.99 592.90 181,289.06 09/02/1609/01/16AaaAA+ 175,000.00 912828WN6 1.22 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 416,267.53 434,221.27 1,439.89 440,273.44 09/02/1609/01/16AaaAA+ 425,000.00 912828WN6 1.22 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 433,037.25 442,028.99 1,048.16 438,310.55 03/17/1703/15/17AaaAA+ 450,000.00 912828R77 2.02 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 97,710.90 100,455.82 836.96 100,605.47 07/11/1707/06/17AaaAA+ 100,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,138.63 127,981.43 1,046.20 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 122,138.63 125,246.30 1,046.20 125,371.09 12/05/1612/01/16AaaAA+ 125,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 146,566.35 150,683.73 1,255.43 150,908.20 07/11/1707/06/17AaaAA+ 150,000.00 912828D72 1.85 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 219,849.53 226,233.64 1,883.15 226,740.23 04/05/1704/03/17AaaAA+ 225,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 219,849.53 226,829.89 1,883.15 227,452.15 06/29/1706/27/17AaaAA+ 225,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 244,277.25 252,033.22 2,092.39 252,724.61 06/29/1706/27/17AaaAA+ 250,000.00 912828D72 1.73 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 317,560.43 332,751.73 2,720.11 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 781,687.20 804,386.28 6,695.65 806,187.50 04/05/1704/03/17AaaAA+ 800,000.00 912828D72 1.82 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,001,536.73 1,027,019.70 8,578.80 1,028,042.97 12/05/1612/01/16AaaAA+ 1,025,000.00 912828D72 1.93 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,123,675.35 1,155,241.96 9,625.00 1,156,962.89 07/11/1707/06/17AaaAA+ 1,150,000.00 912828D72 1.85 Page 8 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1,367,952.60 1,411,386.00 11,717.39 1,415,257.81 06/29/1706/27/17AaaAA+ 1,400,000.00 912828D72 1.73 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 57,147.66 59,256.76 189.54 59,053.13 08/31/1708/30/17AaaAA+ 60,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 123,819.93 127,572.66 410.67 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 123,819.93 127,572.66 410.67 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 238,115.25 246,903.18 789.74 246,054.69 08/31/1708/30/17AaaAA+ 250,000.00 912828T67 1.64 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 690,534.23 711,462.91 2,290.25 708,206.05 10/10/1710/05/17AaaAA+ 725,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1,047,707.10 1,086,374.00 3,474.86 1,082,640.63 08/31/1708/30/17AaaAA+ 1,100,000.00 912828T67 1.64 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 62,846.88 64,421.49 308.00 64,324.61 12/06/1712/04/17AaaAA+ 65,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 72,515.63 74,332.48 355.38 74,220.70 12/06/1712/04/17AaaAA+ 75,000.00 912828X47 2.12 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 111,190.63 113,727.33 544.92 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 111,190.63 113,727.33 544.92 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 174,037.50 174,570.47 852.92 174,248.44 05/07/1805/03/18AaaAA+ 180,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 241,718.75 242,458.98 1,184.61 242,011.72 05/07/1805/03/18AaaAA+ 250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 435,093.75 445,994.90 2,132.30 445,324.22 12/06/1712/04/17AaaAA+ 450,000.00 912828X47 2.12 Page 9 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 894,359.38 914,763.27 4,383.07 913,256.84 01/04/1801/03/18AaaAA+ 925,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,208,593.75 1,212,294.90 5,923.06 1,210,058.59 05/07/1805/03/18AaaAA+ 1,250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,547,000.00 1,553,588.77 7,581.52 1,552,750.00 07/06/1807/03/18AaaAA+ 1,600,000.00 912828X47 2.69 88,211.44 14,891,960.44 15,264,645.72 1.97 15,276,369.72 15,365,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 121,692.00 124,785.66 753.40 124,700.00 09/19/1709/12/17AaaAAA 125,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 146,030.40 149,742.79 904.08 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 730,152.00 748,713.95 4,520.40 748,200.00 09/19/1709/12/17AaaAAA 750,000.00 45905UP32 1.64 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,430.60 100,688.97 484.03 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 98,430.60 100,688.97 484.03 100,926.91 10/10/1710/02/17AaaAAA 100,000.00 4581X0CD8 1.81 INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 590,583.60 604,133.84 2,904.17 605,561.46 10/10/1710/02/17AaaAAA 600,000.00 4581X0CD8 1.81 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,425.60 49,966.96 494.06 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,425.60 49,966.96 494.06 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.66 Page 10 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 296,553.60 299,801.75 2,964.38 299,775.00 03/16/1803/09/18AaaAAA 300,000.00 45950VLQ7 2.66 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,503.62 59,880.05 446.25 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 59,503.62 59,880.05 446.25 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 347,104.45 349,300.30 2,603.13 349,230.00 04/19/1804/12/18AaaAAA 350,000.00 4581X0DB1 2.70 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 398,849.20 399,069.02 183.33 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 17,681.57 3,045,684.89 3,096,619.27 2.14 3,097,685.28 3,095,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,809.80 30,013.61 223.72 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 29,809.80 30,013.61 223.72 30,084.30 03/25/1503/16/15A1A 30,000.00 20772JZK1 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 163,953.90 165,074.83 1,230.46 165,463.65 03/25/1503/16/15A1A 165,000.00 20772JZK1 1.90 1,677.90 223,573.50 225,102.05 1.90 225,632.25 225,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2,041.13 2,050.27 3.24 2,070.42 11/30/1511/06/15AaaAA+ 2,049.92 3136AQSW1 1.20 Page 11 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2,041.13 2,050.27 3.24 2,070.42 11/30/1511/06/15AaaAA+ 2,049.92 3136AQSW1 1.20 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 10,205.62 10,251.36 16.21 10,352.09 11/30/1511/06/15AaaAA+ 10,249.59 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 14,721.80 14,815.28 20.29 14,936.70 10/30/1510/07/15AaaAA+ 14,788.61 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 14,721.80 14,815.28 20.29 14,936.70 10/30/1510/07/15AaaAA+ 14,788.61 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 86,695.06 87,245.56 119.46 87,960.57 10/30/1510/07/15AaaAA+ 87,088.48 3136AQDQ0 1.08 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 40,459.46 40,750.88 118.67 40,795.64 04/30/1804/11/18AaaAA+ 40,000.00 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 40,459.46 40,750.88 118.67 40,795.64 04/30/1804/11/18AaaAA+ 40,000.00 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 202,297.28 203,754.41 593.33 203,978.20 04/30/1804/11/18AaaAA+ 200,000.00 3136B1XP4 2.27 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 34,919.45 35,274.67 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 34,919.45 35,274.67 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 159,631.79 161,255.61 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 1,605.66 643,113.43 648,289.14 2.15 649,854.98 641,015.13 Security Type Sub-Total Federal Agency Bond / Note FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 29,149.05 29,931.49 140.94 29,903.70 09/08/1709/07/17AaaAA+ 30,000.00 3130ACE26 1.48 FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 150,603.43 154,646.02 728.18 154,502.45 09/08/1709/07/17AaaAA+ 155,000.00 3130ACE26 1.48 Page 12 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 119,148.88 124,545.17 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 691,063.48 722,361.98 385.16 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 23,867.88 24,947.20 142.36 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 76,377.20 79,799.94 455.56 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 133,660.10 139,704.31 797.22 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 439,168.90 458,849.68 2,619.44 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 5,335.27 1,663,038.92 1,734,785.79 1.31 1,731,485.85 1,740,000.00 Security Type Sub-Total Corporate Note GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,761.50 49,965.25 266.67 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,761.50 49,992.00 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 49,761.50 49,992.00 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 248,807.50 249,960.01 1,333.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,833.03 24,996.23 76.88 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 Page 13 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,833.03 24,996.23 76.88 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,298.71 104,984.15 322.88 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 99,583.20 99,959.14 1,037.50 99,815.00 09/09/1409/04/14A2A+ 100,000.00 02665WAH4 2.29 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 572,603.40 574,765.07 5,965.63 573,936.25 09/09/1409/04/14A2A+ 575,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,481.63 25,928.78 391.67 27,597.50 06/08/1606/03/16A3A+ 25,000.00 12189TBC7 1.48 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 25,481.63 25,928.78 391.67 27,597.50 06/08/1606/03/16A3A+ 25,000.00 12189TBC7 1.48 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 152,889.75 155,572.69 2,350.00 165,585.00 06/08/1606/03/16A3A+ 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 258,420.75 262,131.08 878.47 289,082.50 03/25/1503/20/15A2A 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,523.75 49,990.21 71.46 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,523.75 49,990.21 71.46 49,980.00 01/10/1701/04/17Baa1BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 297,142.50 299,941.25 428.75 299,880.00 01/10/1701/04/17Baa1BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 73,997.63 75,092.41 4.48 75,288.00 03/27/1503/24/15A2A- 75,000.00 94974BGF1 2.07 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 369,988.13 375,814.66 22.40 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,371.55 49,982.86 449.65 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 Page 14 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,371.55 49,982.86 449.65 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 296,229.30 299,897.17 2,697.92 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,606.22 29,983.22 271.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,606.22 29,983.22 271.33 29,968.80 03/03/1702/28/17A2A- 30,000.00 0258M0EE5 2.24 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 177,637.32 179,899.32 1,628.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 24,602.58 24,996.49 199.06 24,993.50 03/06/1703/01/17A2A+ 25,000.00 25468PDP8 1.96 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 123,012.88 124,982.46 995.31 124,967.50 03/06/1703/01/17A2A+ 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 196,960.80 200,597.15 1,660.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 73,543.58 74,980.08 422.50 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 220,630.73 224,940.24 1,267.50 224,896.50 04/17/1704/11/17Aa3AA- 225,000.00 89236TDU6 1.97 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,536.50 24,990.99 70.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,536.50 24,990.99 70.00 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,432.33 24,981.97 70.00 24,971.00 06/06/1706/01/17A2A+ 25,000.00 25468PDU7 1.84 Page 15 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 48,864.65 49,963.93 140.00 49,942.00 06/06/1706/01/17A2A+ 50,000.00 25468PDU7 1.84 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 147,219.00 149,945.97 420.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 171,026.28 174,873.77 490.00 174,797.00 06/06/1706/01/17A2A+ 175,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,543.28 24,990.28 52.81 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 99,280.30 100,199.58 290.28 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 570,861.73 576,147.57 1,669.10 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,026.24 39,976.30 302.17 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,026.24 39,976.30 302.17 39,966.40 09/07/1709/05/17A3A 40,000.00 14913Q2A6 1.88 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 219,522.60 224,866.66 1,699.69 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,387.35 24,998.28 111.04 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,387.35 24,998.28 111.04 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,099.35 49,967.81 216.67 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 49,099.35 49,967.81 216.67 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 Page 16 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 146,324.10 149,989.65 666.25 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 APPLE INC DTD 11/13/2017 2.000% 11/13/2020 294,596.10 299,806.87 1,300.00 299,748.00 11/13/1711/06/17Aa1AA+ 300,000.00 037833DJ6 2.03 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 49,183.65 50,582.07 191.25 51,108.00 05/10/1605/06/16A2A- 50,000.00 94974BGR5 2.04 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 73,443.83 74,918.61 182.08 74,891.25 10/20/1710/11/17Aa2AA 75,000.00 931142EA7 1.95 WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 293,775.30 299,674.43 728.33 299,565.00 10/20/1710/11/17Aa2AA 300,000.00 931142EA7 1.95 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,359.00 24,990.84 268.75 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,359.00 24,990.84 268.75 24,988.50 10/26/1710/23/17A2A- 25,000.00 05531FAZ6 2.17 BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 73,077.00 74,972.53 806.25 74,965.50 10/26/1710/23/17A2A- 75,000.00 05531FAZ6 2.17 IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 296,926.80 299,875.94 3,864.58 299,853.00 02/06/1802/01/18A1A+ 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,828.63 24,976.22 312.15 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,828.63 24,976.22 312.15 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,828.63 24,904.71 312.15 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 24,828.63 24,904.71 312.15 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 Page 17 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 124,143.13 124,881.09 1,560.76 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 173,800.38 174,332.99 2,185.07 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 297,129.30 298,643.52 2,956.25 298,467.00 03/22/1803/19/18A1A+ 300,000.00 904764AZ0 2.93 TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 49,703.60 49,981.93 442.50 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,942.12 39,993.75 235.56 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 38,942.12 39,993.75 235.56 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,056.10 50,638.76 368.06 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 49,056.10 50,638.76 368.06 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 194,710.60 199,968.75 1,177.78 199,960.00 10/10/1710/05/17A1A+ 200,000.00 713448DX3 2.01 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 294,336.60 303,878.94 2,208.33 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 24,560.45 25,153.68 185.94 25,194.00 11/03/1711/01/17A3A- 25,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,774.90 50,128.48 347.22 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 48,774.90 50,128.48 347.22 50,162.00 11/03/1711/01/17A3BBB+ 50,000.00 61746BEA0 2.40 Page 18 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 292,649.40 300,770.90 2,083.33 300,972.00 11/03/1711/01/17A3BBB+ 300,000.00 61746BEA0 2.40 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 194,989.00 199,734.57 1,075.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 19,943.80 19,995.18 139.50 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 19,943.80 19,995.18 139.50 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,147.20 24,990.63 115.31 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,147.20 24,990.63 115.31 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 99,719.00 99,975.88 697.50 99,974.00 05/10/1805/07/18A1A+ 100,000.00 69371RP26 3.11 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 144,883.20 149,943.78 691.88 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,046.93 24,984.02 174.38 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.12 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,046.93 24,984.02 174.38 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.12 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 125,234.63 124,920.10 871.88 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,211.13 24,945.79 97.50 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 Page 19 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,211.13 24,945.79 97.50 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 72,633.38 74,837.38 292.50 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 35,053.90 34,999.01 218.02 34,998.95 05/22/1805/17/18A2A 35,000.00 808513AW5 3.25 CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 200,308.00 199,994.32 1,245.83 199,994.00 05/22/1805/17/18A2A 200,000.00 808513AW5 3.25 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,197.77 35,000.00 271.60 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,197.77 35,000.00 271.60 35,000.00 09/18/1709/13/17A3A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 195,415.80 200,000.00 1,552.00 200,000.00 09/18/1709/13/17A3A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 49,280.20 49,840.55 92.01 49,779.50 03/15/1703/10/17A2A 50,000.00 24422ETL3 2.75 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 271,041.10 274,123.01 506.08 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 14,986.53 15,000.00 107.89 15,000.00 05/17/1805/14/18A3A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 14,986.53 15,000.00 107.89 15,000.00 05/17/1805/14/18A3A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 74,932.65 75,000.00 539.43 75,000.00 05/17/1805/14/18A3A- 75,000.00 06051GHH5 3.50 64,588.61 10,225,611.25 10,377,958.97 2.29 10,425,028.90 10,355,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 573,940.28 574,925.15 1,714.78 574,551.50 12/05/1612/01/16P-1A-1 575,000.00 13606A5Z7 1.78 Page 20 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,673.40 100,000.00 115.50 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 99,673.40 100,000.00 115.50 100,000.00 01/12/1701/10/17P-1A-1+ 100,000.00 86958JHB8 1.91 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 598,040.40 600,000.00 693.00 600,000.00 01/12/1701/10/17P-1A-1+ 600,000.00 86958JHB8 1.91 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 99,903.20 100,000.00 908.67 100,000.00 02/09/1702/08/17P-1A-1 100,000.00 06427KRC3 1.90 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 99,903.20 100,000.00 908.67 100,000.00 02/09/1702/08/17P-1A-1 100,000.00 06427KRC3 1.90 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 599,419.20 600,000.00 5,452.00 600,000.00 02/09/1702/08/17P-1A-1 600,000.00 06427KRC3 1.90 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 49,787.15 50,000.00 313.03 50,000.00 04/06/1704/05/17P-1A-1 50,000.00 06417GUE6 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 69,702.01 70,000.00 438.24 70,000.00 04/06/1704/05/17P-1A-1 70,000.00 06417GUE6 1.91 BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 273,829.33 275,000.00 1,721.65 275,000.00 04/06/1704/05/17P-1A-1 275,000.00 06417GUE6 1.91 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,226.50 99,980.39 920.00 99,961.00 08/04/1708/03/17Aa2A+ 100,000.00 83050FXT3 1.85 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 99,226.50 99,980.39 920.00 99,961.00 08/04/1708/03/17Aa2A+ 100,000.00 83050FXT3 1.85 SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 595,359.00 599,882.36 5,520.00 599,766.00 08/04/1708/03/17Aa2A+ 600,000.00 83050FXT3 1.85 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,560.30 100,000.00 1,201.33 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 99,560.30 100,000.00 1,201.33 100,000.00 02/22/1802/20/18Aa3AA- 100,000.00 65590ASN7 2.72 Page 21 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Certificate of Deposit NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 572,471.73 575,000.00 6,907.67 575,000.00 02/22/1802/20/18Aa3AA- 575,000.00 65590ASN7 2.72 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 301,094.10 300,000.00 3,576.67 300,000.00 03/06/1803/02/18Aa2A+ 300,000.00 90275DHG8 2.93 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 30,185.31 29,989.43 138.60 29,988.60 06/07/1806/05/18Aa2A+ 30,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 50,308.85 49,982.38 231.00 49,981.00 06/07/1806/05/18Aa2A+ 50,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 301,853.10 299,894.29 1,386.00 299,886.00 06/07/1806/05/18Aa2A+ 300,000.00 06417GU22 3.10 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,547.60 100,000.00 990.83 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 98,547.60 100,000.00 990.83 100,000.00 08/07/1708/03/17Aa3AA- 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 532,157.04 540,000.00 5,350.50 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 98,052.40 100,000.00 485.53 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 98,052.40 100,000.00 485.53 100,000.00 11/17/1711/16/17Aa2AA- 100,000.00 87019U6D6 2.30 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 588,314.40 600,000.00 2,913.17 600,000.00 11/17/1711/16/17Aa2AA- 600,000.00 87019U6D6 2.30 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,375.30 50,000.00 238.50 50,000.00 06/08/1806/07/18Aa2AA- 50,000.00 78012UEE1 3.24 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 100,750.60 100,000.00 477.00 100,000.00 06/08/1806/07/18Aa2AA- 100,000.00 78012UEE1 3.24 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 528,940.65 525,000.00 2,504.25 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 Page 22 For the Month Ending July 31, 2018Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 48,819.78 7,006,455.25 7,039,634.39 2.28 7,039,095.10 7,040,000.00 Security Type Sub-Total Asset-Backed Security / Collateralized Mortgage Obligation GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 299,450.73 299,930.54 327.17 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.350% 06/15/2023 349,952.30 349,952.47 195.42 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 522.59 649,403.03 649,883.01 3.21 649,882.34 650,000.00 Security Type Sub-Total 39,111,015.13 39,095,034.42 2.12 228,442.82 39,036,918.34 38,348,840.71 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 31,555.83 31,555.83 0.00 31,555.83 NRAAAm 31,555.83 31,555.83 31,555.83 0.00 31,555.83 31,555.83 Money Market Sub-Total $39,142,570.96 $39,126,590.25 $228,442.82 $39,068,474.17 $38,380,396.54 2.12% $38,608,839.36 $228,442.82 Total Investments Accrued Interest Securities Sub-Total Page 23 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.00 (290.07)(431.24) 14,828.33 98.86 MORGANST 15,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 2.69 2.00 2.18 (298.67)(394.54) 9,790.62 97.91 MERRILL 10,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 2.71 2.18 2.25 (763.06)(1,120.11) 24,593.75 98.38 MERRILL 25,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.72 2.25 2.25 (3,052.26)(4,480.47) 98,375.00 98.38 MERRILL 100,000.00 912828A42US TREASURY NOTES DTD 12/02/2013 2.000% 11/30/2020 2.72 2.25 2.33 (341.06)(584.37) 9,917.97 99.18 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.73 2.33 2.34 (483.54)(608.78) 14,660.16 97.73 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 2.73 2.34 2.48 (1,149.60)(1,686.53) 24,536.13 98.14 MORGANST 25,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.75 2.48 2.48 (6,897.62)(10,119.19) 147,216.75 98.14 MORGANST 150,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 2.75 2.48 2.58 (2,504.13)(2,807.99) 52,892.40 96.17 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.75 2.58 2.58 (5,235.90)(5,871.25) 110,593.20 96.17 CITIGRP 115,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 2.75 2.58 2.66 (1,646.87)(1,153.90) 67,457.04 96.37 MORGAN_S 70,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.76 2.66 2.66 (5,223.71)(3,682.59) 216,826.20 96.37 MERRILL 225,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.76 2.66 2.74 (1,598.53)(937.47) 76,984.40 96.23 MORGAN_S 80,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.77 2.74 2.72 (4,224.41)(5,648.45) 97,945.30 97.95 HSBC 100,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.76 2.72 2.72 (7,392.71)(9,884.78) 171,404.28 97.95 HSBC 175,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.76 2.72 2.72 (17,953.74)(24,005.91) 416,267.53 97.95 HSBC 425,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 2.76 2.72 2.74 (8,991.74)(5,273.30) 433,037.25 96.23 MORGAN_S 450,000.00 912828R77US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 2.77 2.74 Page 24 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 2.94 (2,744.92)(2,894.57) 97,710.90 97.71 MORGAN_S 100,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (5,842.80)(7,553.75) 122,138.63 97.71 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (3,107.67)(3,232.46) 122,138.63 97.71 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (4,117.38)(4,341.85) 146,566.35 97.71 MORGAN_S 150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (6,384.11)(6,890.70) 219,849.53 97.71 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (6,980.36)(7,602.62) 219,849.53 97.71 MORGAN_S 225,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (7,755.97)(8,447.36) 244,277.25 97.71 MORGAN_S 250,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (15,191.30)(19,639.77) 317,560.43 97.71 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (22,699.08)(24,500.30) 781,687.20 97.71 MORGAN_S 800,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (25,482.97)(26,506.24) 1,001,536.73 97.71 HSBC 1,025,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (31,566.61)(33,287.54) 1,123,675.35 97.71 MORGAN_S 1,150,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 2.94 (43,433.40)(47,305.21) 1,367,952.60 97.71 MORGAN_S 1,400,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 2.78 2.94 3.14 (2,109.10)(1,905.47) 57,147.66 95.25 MERRILL 60,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.79 3.14 3.14 (3,752.73)(3,168.74) 123,819.93 95.25 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.79 3.14 3.14 (3,752.73)(3,168.74) 123,819.93 95.25 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.79 3.14 3.14 (8,787.93)(7,939.44) 238,115.25 95.25 MERRILL 250,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.79 3.14 3.14 (20,928.68)(17,671.82) 690,534.23 95.25 MERRILL 725,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.79 3.14 Page 25 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.14 (38,666.90)(34,933.53) 1,047,707.10 95.25 MERRILL 1,100,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.79 3.14 3.57 (1,574.61)(1,477.73) 62,846.88 96.69 MERRILL 65,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (1,816.85)(1,705.07) 72,515.63 96.69 MERRILL 75,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (2,536.70)(2,349.41) 111,190.63 96.69 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (2,536.70)(2,349.41) 111,190.63 96.69 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (532.97)(210.94) 174,037.50 96.69 MERRILL 180,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (740.23)(292.97) 241,718.75 96.69 MERRILL 250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (10,901.15)(10,230.47) 435,093.75 96.69 MERRILL 450,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (20,403.89)(18,897.46) 894,359.38 96.69 CITIGRP 925,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (3,701.15)(1,464.84) 1,208,593.75 96.69 MERRILL 1,250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 3.57 (6,588.77)(5,750.00) 1,547,000.00 96.69 MERRILL 1,600,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.81 3.57 (384,409.28) 2.79 3.14 (372,685.28) 14,891,960.44 15,365,000.00 Security Type Sub-Total 3.14 Supra-National Agency Bond / Note 2.05 (3,093.66)(3,008.00) 121,692.00 97.35 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.86 2.05 2.05 (3,712.39)(3,609.60) 146,030.40 97.35 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.86 2.05 Page 26 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBroker Next Call Date Dated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description YTMEffective Duration Supra-National Agency Bond / Note 2.05 (18,561.95)(18,048.00) 730,152.00 97.35 HSBC 750,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.86 2.05 2.19 (2,258.37)(2,496.31) 98,430.60 98.43 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.84 2.19 2.19 (2,258.37)(2,496.31) 98,430.60 98.43 HSBC 100,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.84 2.19 2.19 (13,550.24)(14,977.86) 590,583.60 98.43 HSBC 600,000.00 4581X0CD8INTER-AMERICAN DEVELOPMENT BANK DTD 11/08/2013 2.125% 11/09/2020 2.84 2.19 2.47 (541.36)(536.90) 49,425.60 98.85 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 3.10 2.47 2.47 (541.36)(536.90) 49,425.60 98.85 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 3.10 2.47 2.47 (3,248.15)(3,221.40) 296,553.60 98.85 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 3.10 2.47 2.59 (376.43)(364.38) 59,503.62 99.17 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.94 2.59 2.59 (376.43)(364.38) 59,503.62 99.17 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.94 2.59 2.59 (2,195.85)(2,125.55) 347,104.45 99.17 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.94 2.59 2.84 (219.82)(214.80) 398,849.20 99.71 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 2.85 2.84 (52,000.39) 2.90 2.32 (50,934.38) 3,045,684.89 3,095,000.00 Security Type Sub-Total 2.32 Municipal Bond / Note Page 27 Market Price For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 0.61 (203.81)(274.50) 29,809.80 99.37 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.01 0.61 0.61 (203.81)(274.50) 29,809.80 99.37 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.01 0.61 0.61 (1,120.93)(1,509.75) 163,953.90 99.37 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 3.01 0.61 (2,058.75) 3.01 0.61 (1,528.55) 223,573.50 225,000.00 Security Type Sub-Total 0.61 Federal Agency Collateralized Mortgage Obligation 0.34 (9.14)(29.29) 2,041.13 99.57 GOLDMAN 2,049.92 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.78 0.41 0.34 (9.14)(29.29) 2,041.13 99.57 GOLDMAN 2,049.92 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.78 0.41 0.34 (45.74)(146.47) 10,205.62 99.57 GOLDMAN 10,249.59 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 2.78 0.41 0.93 (93.48)(214.90) 14,721.80 99.55 MORGANST 14,788.61 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.01 0.41 0.93 (93.48)(214.90) 14,721.80 99.55 MORGANST 14,788.61 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.01 0.41 0.93 (550.50)(1,265.51) 86,695.06 99.55 MORGANST 87,088.48 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.01 0.41 1.58 (291.42)(336.18) 40,459.46 101.15 JPM_CHAS 40,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.69 2.44 1.58 (291.42)(336.18) 40,459.46 101.15 JPM_CHAS 40,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.69 2.44 1.58 (1,457.13)(1,680.92) 202,297.28 101.15 JPM_CHAS 200,000.00 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.69 2.44 2.02 (355.22)(378.60) 34,919.45 99.77 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3.10 3.60 2.02 (355.22)(378.60) 34,919.45 99.77 CITIGRP 35,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3.10 3.60 Page 28 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Collateralized Mortgage Obligation 2.02 (1,623.82)(1,730.71) 159,631.79 99.77 CITIGRP 160,000.00 3137BM6P6FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3.10 3.60 (6,741.55) 2.72 1.59 (5,175.71) 643,113.43 641,015.13 Security Type Sub-Total 2.44 Federal Agency Bond / Note 2.10 (782.44)(754.65) 29,149.05 97.16 BARCLAYS 30,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.74 2.10 2.10 (4,042.59)(3,899.02) 150,603.43 97.16 BARCLAYS 155,000.00 3130ACE26FHLB NOTES DTD 09/08/2017 1.375% 09/28/2020 2.74 2.10 2.87 (5,396.29)(5,091.00) 119,148.88 95.32 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.79 2.87 2.87 (31,298.50)(29,527.80) 691,063.48 95.32 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.79 2.87 2.94 (1,079.32)(1,046.60) 23,867.88 95.47 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.81 2.94 2.94 (3,422.74)(3,298.80) 76,377.20 95.47 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.81 2.94 2.94 (6,044.21)(5,860.96) 133,660.10 95.47 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.81 2.94 2.94 (19,680.78)(18,968.10) 439,168.90 95.47 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.81 2.94 (68,446.93) 2.79 2.81 (71,746.87) 1,663,038.92 1,740,000.00 Security Type Sub-Total 2.81 Corporate Note 0.72 (203.75)(99.50) 49,761.50 99.52 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.66 0.71 0.72 (230.50)(206.50) 49,761.50 99.52 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.66 0.71 Page 29 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.72 (230.50)(206.50) 49,761.50 99.52 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.66 0.71 0.72 (1,152.51)(1,032.50) 248,807.50 99.52 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 2.66 0.71 0.83 (163.20)(153.97) 24,833.03 99.33 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.85 0.83 0.83 (163.20)(153.97) 24,833.03 99.33 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.85 0.83 0.83 (685.44)(646.69) 104,298.71 99.33 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.85 0.83 1.01 (375.94)(231.80) 99,583.20 99.58 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.66 1.01 1.01 (2,161.67)(1,332.85) 572,603.40 99.58 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.66 1.01 1.12 (447.15)(2,115.87) 25,481.63 101.93 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 3.00 1.12 1.12 (447.15)(2,115.87) 25,481.63 101.93 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 3.00 1.12 1.12 (2,682.94)(12,695.25) 152,889.75 101.93 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 3.00 1.12 1.38 (3,710.33)(30,661.75) 258,420.75 103.37 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 3.08 1.38 1.40 (466.46)(456.25) 49,523.75 99.05 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.13 1.40 1.40 (466.46)(456.25) 49,523.75 99.05 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.13 1.40 1.40 (2,798.75)(2,737.50) 297,142.50 99.05 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 3.13 1.40 1.46 (1,094.78)(1,290.37) 73,997.63 98.66 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 3.07 1.46 Page 30 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.46 (5,826.53)(7,633.12) 369,988.13 98.66 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 3.07 1.46 1.47 (611.31)(594.95) 49,371.55 98.74 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.70 1.47 1.47 (611.31)(594.95) 49,371.55 98.74 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.70 1.47 1.47 (3,667.87)(3,569.70) 296,229.30 98.74 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.70 1.47 1.53 (377.00)(362.58) 29,606.22 98.69 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.05 1.53 1.53 (377.00)(362.58) 29,606.22 98.69 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.05 1.53 1.53 (2,262.00)(2,175.48) 177,637.32 98.69 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 3.05 1.53 1.54 (393.91)(390.92) 24,602.58 98.41 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.98 1.54 1.54 (1,969.58)(1,954.62) 123,012.88 98.41 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.98 1.54 1.56 (3,636.35)(4,815.20) 196,960.80 98.48 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 3.12 1.56 1.66 (1,436.50)(1,421.92) 73,543.58 98.06 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 3.12 1.66 1.66 (4,309.51)(4,265.77) 220,630.73 98.06 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 3.12 1.66 1.79 (454.49)(449.00) 24,536.50 98.15 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.84 1.79 1.79 (454.49)(449.00) 24,536.50 98.15 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.84 1.79 1.79 (549.64)(538.67) 24,432.33 97.73 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 3.07 1.79 Page 31 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.79 (1,099.28)(1,077.35) 48,864.65 97.73 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 3.07 1.79 1.79 (2,726.97)(2,694.00) 147,219.00 98.15 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.84 1.79 1.79 (3,847.49)(3,770.72) 171,026.28 97.73 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 3.07 1.79 1.84 (447.00)(441.47) 24,543.28 98.17 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.95 1.84 1.83 (919.28)(1,216.70) 99,280.30 99.28 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.14 1.82 1.83 (5,285.84)(6,996.02) 570,861.73 99.28 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 3.14 1.82 2.01 (950.06)(940.16) 39,026.24 97.57 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.06 2.01 2.01 (950.06)(940.16) 39,026.24 97.57 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.06 2.01 2.01 (5,344.06)(5,288.40) 219,522.60 97.57 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 3.06 2.01 2.20 (610.93)(610.40) 24,387.35 97.55 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.17 2.20 2.20 (610.93)(610.40) 24,387.35 97.55 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.17 2.20 2.20 (868.46)(858.65) 49,099.35 98.20 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.82 2.20 2.20 (868.46)(858.65) 49,099.35 98.20 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.82 2.20 2.20 (3,665.55)(3,662.40) 146,324.10 97.55 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 3.17 2.20 2.20 (5,210.77)(5,151.90) 294,596.10 98.20 JPM_CHAS 300,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.82 2.20 2.25 (1,398.42)(1,924.35) 49,183.65 98.37 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 3.28 2.25 Page 32 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.29 (1,474.78)(1,447.42) 73,443.83 97.93 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.81 2.29 2.29 (5,899.13)(5,789.70) 293,775.30 97.93 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.81 2.29 2.38 (631.84)(629.50) 24,359.00 97.44 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.23 2.41 2.38 (631.84)(629.50) 24,359.00 97.44 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.23 2.41 2.38 (1,895.53)(1,888.50) 73,077.00 97.44 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 3.23 2.41 2.38 (2,949.14)(2,926.20) 296,926.80 98.98 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 3.08 2.38 2.47 (147.59)(143.62) 24,828.63 99.31 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.17 2.47 2.47 (147.59)(143.62) 24,828.63 99.31 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.17 2.47 2.47 (76.08)(65.62) 24,828.63 99.31 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.17 2.47 2.47 (76.08)(65.62) 24,828.63 99.31 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.17 2.47 2.47 (737.96)(718.12) 124,143.13 99.31 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.17 2.47 2.47 (532.61)(459.37) 173,800.38 99.31 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP DTD 02/26/2018 2.900% 03/15/2021 3.17 2.47 2.50 (1,514.22)(1,337.70) 297,129.30 99.04 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 3.13 2.50 2.55 (278.33)(276.40) 49,703.60 99.41 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 3.18 2.55 2.59 (1,051.63)(1,049.88) 38,942.12 97.36 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 3.02 2.59 Page 33 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.59 (1,051.63)(1,049.88) 38,942.12 97.36 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 3.02 2.59 2.57 (1,582.66)(2,092.90) 49,056.10 98.11 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.23 2.57 2.57 (1,582.66)(2,092.90) 49,056.10 98.11 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.23 2.57 2.59 (5,258.15)(5,249.40) 194,710.60 97.36 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 3.02 2.59 2.57 (9,542.34)(12,641.40) 294,336.60 98.11 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 3.23 2.57 2.58 (593.23)(633.55) 24,560.45 98.24 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 3.31 2.58 2.59 (1,353.58)(1,387.10) 48,774.90 97.55 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.45 2.59 2.59 (1,353.58)(1,387.10) 48,774.90 97.55 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.45 2.59 2.59 (8,121.50)(8,322.60) 292,649.40 97.55 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 3.45 2.59 2.64 (4,745.57)(4,547.00) 194,989.00 97.49 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 3.20 2.63 2.62 (51.38)(51.00) 19,943.80 99.72 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.21 2.62 2.62 (51.38)(51.00) 19,943.80 99.72 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.21 2.62 2.65 (843.43)(836.30) 24,147.20 96.59 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.35 2.65 2.65 (843.43)(836.30) 24,147.20 96.59 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.35 2.65 Page 34 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.62 (256.88)(255.00) 99,719.00 99.72 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 3.21 2.62 2.65 (5,060.58)(5,017.80) 144,883.20 96.59 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 3.35 2.65 2.64 62.91 64.18 25,046.93 100.19 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.03 2.64 2.64 62.91 64.18 25,046.93 100.19 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.03 2.64 2.64 314.53 320.88 125,234.63 100.19 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 3.03 2.64 2.68 (734.66)(694.37) 24,211.13 96.84 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.14 2.68 2.68 (734.66)(694.37) 24,211.13 96.84 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.14 2.68 2.68 (2,204.00)(2,083.12) 72,633.38 96.84 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 3.14 2.68 2.65 54.89 54.95 35,053.90 100.15 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.19 2.65 2.65 313.68 314.00 200,308.00 100.15 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 3.19 2.65 3.00 (802.23)(802.23) 34,197.77 97.71 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.09 2.33 3.00 (802.23)(802.23) 34,197.77 97.71 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.09 2.33 3.00 (4,584.20)(4,584.20) 195,415.80 97.71 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 3.09 2.33 3.24 (560.35)(499.30) 49,280.20 98.56 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.10 3.24 3.24 (3,081.91)(2,746.15) 271,041.10 98.56 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 3.10 3.24 3.50 (13.47)(13.47) 14,986.53 99.91 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.52 3.50 Page 35 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 3.50 (13.47)(13.47) 14,986.53 99.91 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.52 3.50 3.50 (67.35)(67.35) 74,932.65 99.91 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.52 3.50 (199,417.65) 3.04 1.99 (152,347.72) 10,225,611.25 10,355,000.00 Security Type Sub-Total 1.98 Certificate of Deposit 0.33 (984.87)(611.22) 573,940.28 99.82 GOLDMAN 575,000.00 13606A5Z7CANADIAN IMPERIAL BANK NY CD DTD 12/05/2016 1.760% 11/30/2018 2.24 0.33 0.44 (326.60)(326.60) 99,673.40 99.67 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.13 0.44 0.44 (326.60)(326.60) 99,673.40 99.67 MERRILL 100,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.13 0.44 0.44 (1,959.60)(1,959.60) 598,040.40 99.67 MERRILL 600,000.00 86958JHB8SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 2.13 0.44 0.52 (96.80)(96.80) 99,903.20 99.90 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 2.01 0.52 0.52 (96.80)(96.80) 99,903.20 99.90 GOLDMAN 100,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 2.01 0.52 0.52 (580.80)(580.80) 599,419.20 99.90 GOLDMAN 600,000.00 06427KRC3BANK OF MONTREAL CHICAGO CERT DEPOS DTD 02/09/2017 1.880% 02/07/2019 2.01 0.52 0.67 (212.85)(212.85) 49,787.15 99.57 MERRILL 50,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.47 0.67 0.67 (297.99)(297.99) 69,702.01 99.57 MERRILL 70,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.47 0.67 0.67 (1,170.67)(1,170.67) 273,829.33 99.57 MERRILL 275,000.00 06417GUE6BANK OF NOVA SCOTIA HOUSTON LT CD DTD 04/06/2017 1.910% 04/05/2019 2.47 0.67 1.00 (753.89)(734.50) 99,226.50 99.23 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 0.76 1.00 Page 36 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.00 (753.89)(734.50) 99,226.50 99.23 BARCLAYS 100,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 0.76 1.00 1.00 (4,523.36)(4,407.00) 595,359.00 99.23 BARCLAYS 600,000.00 83050FXT3SKANDINAV ENSKILDA BANKEN NY CD DTD 08/04/2017 1.840% 08/02/2019 0.76 1.00 1.49 (439.70)(439.70) 99,560.30 99.56 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.01 1.49 1.49 (439.70)(439.70) 99,560.30 99.56 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.01 1.49 1.49 (2,528.27)(2,528.27) 572,471.73 99.56 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 3.01 1.49 1.53 1,094.10 1,094.10 301,094.10 100.36 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.70 1.53 1.78 195.88 196.71 30,185.31 100.62 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.73 1.78 1.78 326.47 327.85 50,308.85 100.62 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.73 1.78 1.78 1,958.81 1,967.10 301,853.10 100.62 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.73 1.78 1.98 (1,452.40)(1,452.40) 98,547.60 98.55 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.70 1.98 1.98 (1,452.40)(1,452.40) 98,547.60 98.55 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.70 1.98 1.98 (7,842.96)(7,842.96) 532,157.04 98.55 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.70 1.98 2.21 (1,947.60)(1,947.60) 98,052.40 98.05 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.18 2.21 2.21 (1,947.60)(1,947.60) 98,052.40 98.05 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.18 2.21 2.21 (11,685.60)(11,685.60) 588,314.40 98.05 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 3.18 2.21 2.69 375.30 375.30 50,375.30 100.75 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.96 2.69 2.69 750.60 750.60 100,750.60 100.75 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.96 2.69 Page 37 For the Month Ending July 31, 2018Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 2.69 3,940.65 3,940.65 528,940.65 100.75 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.96 2.69 (32,639.85) 2.40 1.33 (33,179.14) 7,006,455.25 7,040,000.00 Security Type Sub-Total 1.33 Asset-Backed Security / Collateralized Mortgage Obligation 2.35 (479.81)(479.31) 299,450.73 99.82 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 3.10 2.32 2.38 (0.17) 0.00 349,952.30 99.99 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.350% 06/15/2023 3.36 2.48 (479.31) 3.24 2.37 (479.98) 649,403.03 650,000.00 Security Type Sub-Total 2.41 39,111,015.13 38,348,840.71 (746,193.71) (688,077.63) 2.37 2.80 Managed Account Sub-Total 2.38 Money Market Mutual Fund 0.00 0.00 0.00 31,555.83 1.00 31,555.83 CAMP Pool 0.00 31,555.83 31,555.83 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $38,608,839.36 $228,442.82 $38,380,396.54 Accrued Interest Securities Sub-Total $39,142,570.96 ($746,193.71) ($688,077.63) 2.37 2.80% 2.38 Page 38 For the Month Ending July 31, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 07/06/18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 (1,552,750.00)(5,461.96)(1,558,211.96) 1,600,000.00 07/03/18 07/18/18 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 (299,930.04) 0.00 (299,930.04) 300,000.00 07/11/18 07/25/18 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 459058GH0 (399,064.00) 0.00 (399,064.00) 400,000.00 07/18/18 07/25/18 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.350% 06/15/2023 14313FAD1 (349,952.30) 0.00 (349,952.30) 350,000.00 07/18/18 (5,461.96) (2,607,158.30)(2,601,696.34) 2,650,000.00 Transaction Type Sub-Total INTEREST 07/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 118.67 118.67 40,000.00 07/01/18 07/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 7.99 7.99 5,052.83 07/01/18 07/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 21.93 21.93 14,990.88 07/01/18 07/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 7.99 7.99 5,052.83 07/01/18 07/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 593.33 593.33 200,000.00 07/01/18 07/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 07/01/18 07/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 07/01/18 07/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.97 39.97 25,264.13 07/01/18 07/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 21.93 21.93 14,990.88 07/01/18 07/25/18 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 118.67 118.67 40,000.00 07/01/18 Page 39 For the Month Ending July 31, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 07/25/18 FHLMC MULTIFAMILY STRUCTURED P POOL DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 07/01/18 07/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 129.15 129.15 88,279.65 07/01/18 07/06/18 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 0.00 3,643.75 3,643.75 275,000.00 07/06/18 07/06/18 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 0.00 662.50 662.50 50,000.00 07/06/18 07/08/18 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 36962G4J0 0.00 6,875.00 6,875.00 250,000.00 07/08/18 07/10/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 612.50 612.50 50,000.00 07/10/18 07/10/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 950.25 950.25 100,000.00 07/10/18 07/10/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 950.25 950.25 100,000.00 07/10/18 07/10/18 SVENSKA HANDELSBANKEN NY LT CD DTD 01/12/2017 1.890% 01/10/2019 86958JHB8 0.00 5,701.50 5,701.50 600,000.00 07/10/18 07/10/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 3,675.00 3,675.00 300,000.00 07/10/18 07/10/18 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 172967LF6 0.00 612.50 612.50 50,000.00 07/10/18 07/14/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 703.12 703.12 125,000.00 07/14/18 07/14/18 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 0.00 4,078.13 4,078.13 725,000.00 07/14/18 07/30/18 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 806.25 806.25 75,000.00 07/30/18 07/30/18 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 4,031.25 4,031.25 375,000.00 07/30/18 Page 40 For the Month Ending July 31, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method 34,953.89 34,953.89 0.00 3,738,631.20 Transaction Type Sub-Total PAYDOWNS 07/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 15,014.54 0.00 15,014.54 (150.15) 0.00 15,014.54 07/01/18 07/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 202.27 0.00 202.27 (2.03) 0.00 202.27 07/01/18 07/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 3,002.91 0.00 3,002.91 (30.02) 0.00 3,002.91 07/01/18 07/25/18 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 3,002.91 0.00 3,002.91 (30.02) 0.00 3,002.91 07/01/18 07/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 202.27 0.00 202.27 (2.03) 0.00 202.27 07/01/18 07/25/18 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 1,191.17 0.00 1,191.17 (11.93) 0.00 1,191.17 07/01/18 0.00 0.00 (226.18) 22,616.07 22,616.07 22,616.07 Transaction Type Sub-Total SELL 07/06/18 FHLB NOTES DTD 11/17/2016 1.375% 11/15/2019 3130AA3R7 137,925.20 272.71 138,197.91 (2,042.60)(2,060.02)FIFO 140,000.00 07/03/18 07/06/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 440,640.00 1,306.25 441,946.25 (7,821.00)(8,434.28)FIFO 450,000.00 07/03/18 07/06/18 FHLMC AGENCY NOTES DTD 04/20/2017 1.375% 04/20/2020 3137EAEF2 73,440.00 217.71 73,657.71 (1,303.50)(1,405.71)FIFO 75,000.00 07/03/18 07/06/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 299,208.00 2,213.54 301,421.54 (3,609.00)(1,332.12)FIFO 300,000.00 07/03/18 07/06/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 49,868.00 368.92 50,236.92 (607.00)(203.52)FIFO 50,000.00 07/03/18 07/06/18 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 49,164.00 266.67 49,430.67 (804.00)(818.28)FIFO 50,000.00 07/03/18 07/06/18 FNMA NOTES DTD 02/28/2017 1.500% 02/28/2020 3135G0T29 49,164.00 266.66 49,430.66 (804.00)(818.28)FIFO 50,000.00 07/03/18 07/06/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 49,868.00 368.93 50,236.93 (601.50)(222.02)FIFO 50,000.00 07/03/18 Page 41 For the Month Ending July 31, 2018Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 07/06/18 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 269,287.20 1,992.19 271,279.39 (3,277.80)(1,099.00)FIFO 270,000.00 07/03/18 07/06/18 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 78,491.20 160.00 78,651.20 (1,294.40)(1,414.97)FIFO 80,000.00 07/03/18 07/18/18 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 245,449.22 655.74 246,104.96 (13,535.15)(10,047.18)FIFO 250,000.00 07/11/18 07/25/18 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 912828WN6 392,531.25 1,202.19 393,733.44 (21,843.75)(16,205.29)FIFO 400,000.00 07/18/18 07/25/18 US TREASURY NOTES DTD 05/31/2016 1.375% 05/31/2021 912828R77 337,476.56 723.19 338,199.75 (3,431.64)(6,282.99)FIFO 350,000.00 07/18/18 10,014.70 (50,343.66)(60,975.34) 2,482,527.33 2,472,512.63 2,515,000.00 Transaction Type Sub-Total (106,567.64) 39,506.63 (67,061.01) (61,201.52) (50,343.66)Managed Account Sub-Total Total Security Transactions ($61,201.52)($67,061.01)$39,506.63 ($106,567.64)($50,343.66) Page 42 For the Month Ending July 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 101,736.79 Opening Balance 07/02/18 07/02/18 Purchase - Interest 912828A83 1.00 118.75 101,855.54 07/02/18 07/02/18 Purchase - Interest 912828N48 1.00 131.25 101,986.79 07/06/18 07/06/18 Purchase - Interest 24422ETL3 1.00 662.50 102,649.29 07/06/18 07/06/18 Purchase - Interest 24422ETL3 1.00 3,643.75 106,293.04 07/06/18 07/06/18 Purchase - Interest 17275RAR3 1.00 4,943.58 111,236.62 07/06/18 07/06/18 Purchase - Principal 17275RAR3 1.00 668,231.20 779,467.82 07/06/18 07/06/18 Purchase - Principal 3130AA3R7 1.00 137,925.20 917,393.02 07/06/18 07/06/18 Purchase - Interest 3130AA3R7 1.00 272.71 917,665.73 07/06/18 07/06/18 Purchase - Interest 3135G0R39 1.00 160.00 917,825.73 07/06/18 07/06/18 Purchase - Principal 3135G0R39 1.00 78,491.20 996,316.93 07/06/18 07/06/18 Purchase - Principal 3135G0T29 1.00 98,328.00 1,094,644.93 07/06/18 07/06/18 Purchase - Interest 3135G0T29 1.00 533.33 1,095,178.26 07/06/18 07/06/18 Purchase - Interest 3137EAEF2 1.00 1,523.96 1,096,702.22 07/06/18 07/06/18 Purchase - Principal 3137EAEF2 1.00 514,080.00 1,610,782.22 07/06/18 07/06/18 Redemption - Interest 912828X47 1.00 (5,461.96) 1,605,320.26 07/06/18 07/06/18 Redemption - Principal 912828X47 1.00 (1,552,750.00) 52,570.26 07/09/18 07/09/18 Purchase - Interest 36962G4J0 1.00 6,875.00 59,445.26 07/10/18 07/10/18 Purchase - Interest 172967LF6 1.00 612.50 60,057.76 07/10/18 07/10/18 Purchase - Interest 172967LF6 1.00 612.50 60,670.26 07/10/18 07/10/18 Purchase - Interest 172967LF6 1.00 3,675.00 64,345.26 07/10/18 07/10/18 Purchase - Interest 86958JHB8 1.00 950.25 65,295.51 Page 43 For the Month Ending July 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 07/10/18 07/10/18 Purchase - Interest 86958JHB8 1.00 950.25 66,245.76 07/10/18 07/10/18 Purchase - Interest 86958JHB8 1.00 5,701.50 71,947.26 07/16/18 07/16/18 Purchase - Interest 3130A8QS5 1.00 4,078.13 76,025.39 07/16/18 07/16/18 Purchase - Interest 3130A8QS5 1.00 703.12 76,728.51 07/18/18 07/18/18 Purchase - Principal 912828WN6 1.00 245,449.22 322,177.73 07/18/18 07/18/18 Purchase - Interest 912828WN6 1.00 655.74 322,833.47 07/18/18 07/18/18 Redemption - Principal 36255JAD6 1.00 (299,930.04) 22,903.43 07/25/18 07/25/18 Purchase - Interest 3136AQDQ0 1.00 121.09 23,024.52 07/25/18 07/25/18 Purchase - Interest 3136AQDQ0 1.00 20.56 23,045.08 07/25/18 07/25/18 Purchase - Interest 3136AQDQ0 1.00 20.56 23,065.64 07/25/18 07/25/18 Purchase - Interest 3136AQSW1 1.00 39.97 23,105.61 07/25/18 07/25/18 Purchase - Interest 3136AQSW1 1.00 7.99 23,113.60 07/25/18 07/25/18 Purchase - Interest 3136AQSW1 1.00 7.99 23,121.59 07/25/18 07/25/18 Purchase - Interest 3136B1XP4 1.00 593.33 23,714.92 07/25/18 07/25/18 Purchase - Interest 3136B1XP4 1.00 118.67 23,833.59 07/25/18 07/25/18 Purchase - Interest 3136B1XP4 1.00 118.67 23,952.26 07/25/18 07/25/18 Purchase - Interest 3137BM6P6 1.00 412.00 24,364.26 07/25/18 07/25/18 Purchase - Interest 3137BM6P6 1.00 90.13 24,454.39 07/25/18 07/25/18 Purchase - Interest 3137BM6P6 1.00 90.13 24,544.52 07/25/18 07/25/18 Purchase - Interest 3136AQDQ0 1.00 129.15 24,673.67 07/25/18 07/25/18 Purchase - Interest 3136AQDQ0 1.00 21.93 24,695.60 07/25/18 07/25/18 Purchase - Interest 3136AQDQ0 1.00 21.93 24,717.53 Page 44 For the Month Ending July 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 07/25/18 07/25/18 Purchase - Interest 912828R77 1.00 723.19 25,440.72 07/25/18 07/25/18 Purchase - Principal 912828R77 1.00 337,476.56 362,917.28 07/25/18 07/25/18 Purchase - Interest 912828WN6 1.00 1,202.19 364,119.47 07/25/18 07/25/18 Purchase - Principal 912828WN6 1.00 392,531.25 756,650.72 07/25/18 07/25/18 Purchase - Principal 3136AQDQ0 1.00 1,191.17 757,841.89 07/25/18 07/25/18 Purchase - Principal 3136AQDQ0 1.00 202.27 758,044.16 07/25/18 07/25/18 Purchase - Principal 3136AQDQ0 1.00 202.27 758,246.43 07/25/18 07/25/18 Purchase - Principal 3136AQSW1 1.00 15,014.54 773,260.97 07/25/18 07/25/18 Purchase - Principal 3136AQSW1 1.00 3,002.91 776,263.88 07/25/18 07/25/18 Purchase - Principal 3136AQSW1 1.00 3,002.91 779,266.79 07/25/18 07/25/18 Redemption - Principal 14313FAD1 1.00 (349,952.30) 429,314.49 07/25/18 07/25/18 Redemption - Principal 459058GH0 1.00 (399,064.00) 30,250.49 07/25/18 07/25/18 Redemption - Reversal of Interest 3136AQDQ0 1.00 (121.09) 30,129.40 07/25/18 07/25/18 Redemption - Reversal of Interest 3136AQDQ0 1.00 (20.56) 30,108.84 07/25/18 07/25/18 Redemption - Reversal of Interest 3136AQDQ0 1.00 (20.56) 30,088.28 07/27/18 07/27/18 IP Fees June 2018 1.00 (2,442.08) 27,646.20 07/27/18 07/27/18 IP Fees June 2018 1.00 (339.71) 27,306.49 07/27/18 07/27/18 IP Fees June 2018 1.00 (205.86) 27,100.63 07/27/18 07/27/18 U.S. Bank Fees May 2018 1.00 (479.11) 26,621.52 07/30/18 07/30/18 Purchase - Interest 94974BGF1 1.00 806.25 27,427.77 07/30/18 07/30/18 Purchase - Interest 94974BGF1 1.00 4,031.25 31,459.02 07/31/18 08/01/18 Accrual Income Div Reinvestment - Distributions 1.00 96.81 31,555.83 Page 45 For the Month Ending July 31, 2018Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 31,555.83 31,555.83 31,555.83 54,043.89 629.50 0.00 (8,871,631.61) 8,841,971.53 61,215.91 96.81 31,555.83 0.00 (2,610,787.27) 2,540,606.31 101,736.79 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance July January-July 2.11% Page 46