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HomeMy WebLinkAboutItem No. 19 SA Investment Report April 2019City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 19-177 Agenda Date: 5/28/2019 Status: PassedVersion: 1 File Type: ReportIn Control: City Council / Successor Agency Agenda Number: 19) SA Investment Report for April 2019 Receive and file. Page 1 City of Lake Elsinore Printed on 5/9/2023 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:May 28, 2019 Subject:Investment Report for April 2019 Recommendation Receive and file the Investment Report for April 2019. 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 April 2019 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,887,407$ 20,347$ (190,635)$ 1,717,119$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,887,407 20,347 (190,635) 1,718,419 INVESTMENTS Local Agency Investment Fund 18,455,360 - - 18,455,360 CAMP Investments: CAMP Pool Account 523,688 - - 523,688 U.S. Treasury Bond / Note 18,870,685 - - 18,870,685 Supra-National Agency Bond / Note 1,591,950 - - 1,591,950 Federal Agency Collateralized Mortgage Obligation 636,977 - - 636,977 Federal Agency Bond / Note 1,224,056 - - 1,224,056 Corporate Notes 9,705,342 - - 9,705,342 Negotiable Certificate of Deposit 4,339,856 - - 4,339,856 Asset-Backed Security / Collaterized Mortgage 2,544,742 - - 2,544,742 Sub-total Investments 57,892,656 - - 57,892,656 Market Value Adjustment: Unrealized Gain/(Loss) at 03-31-18 230,361 - - 230,361 Total Investments 58,123,017 - - 58,123,017 Total Pooled Cash and Investments 60,010,424$ 20,347$ (190,635)$ 59,841,436$ TOTAL POOLED CASH AND INVESTMENTS 59,841,436$ 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 May 13, 2019 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 APRIL 30, 2019 FUND NO FUND NAME AMOUNT 100 General 6,594,129$ 106 Affordable Housing In Lieu 1,476,543 107 Developer Agreement Revenue 120,480 110 State Gas Tax 1,766,486 112 Measure A 2,127,592 114 SB1186 CASP Education Program 14,183 115 Traffic Safety 139,007 116 City Hall-Public Works DIF 55,473 117 Community Center DIF 23,123 118 Lake Side Facility DIF 52,252 119 Animal Shelter DIF 23,192 121 T.R.I.P.-2014A 142 135 Lighting & Landscape Maintenance - Dist. No. 1 576,430 140 Geothermal 20,586 155 CSA152 -- N.P.D.E.S.135,182 160 PEG Grant 9,687 203 E.L.S.P. - S.T.I.F.1,992,446 205 Traffic Impact Fee 4,824,731 211 Storm Drain C.I.P. 406,135 220 Street Lighting C.I.P.104,057 221 Quimby Park C.I.P.193,021 231 Library C.I.P. 1,793,752 232 City Fire Protection 113,637 254 Railroad Canyon Improvement Area 89-1 126,253 300 Insurance Service 1,458,423 305 Information Systems Service 420,937 310 Support Service 22,900 320 Facilities Service 657,043 331 CFD 2006-1CC Summerly Improvement Area CC 52,144 332 CFD 2006-1 Improvement Area B, Summerly 57,491 334 CFD 2015-5 Trieste - Far West Industries 77,334 335 CFD 2003-2E Canyon Hills Improvement Area E 35,720 336 CFD 2006-1FF Summerly Improvement Area FF 56,192 337 CFD 2016-2 Canyon Hills 71,917 338 CFD 2006-1 IA-JJ Summerly Improvement Area 39,688 340 CFD 2006-1 IA-EE Summerly Improvement Area 45,658 345 CFD 2003-2 Improvement Area D, Canyon Hills 435,447 346 CFD 2014-1 Southshore 65,249 347 CFD 2006-1 Improvement Area A, Summerly 67,171 350 CFD 98-1 Summerhill 303,080 351 CFD 2006-1 IA-II Summerly Improvement 14,911 354 CFD 90-2 Tuscany Hills 701,964 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 APRIL 30, 2019 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 APRIL 30, 2019 357 CFD 2003-2 Canyon Hills Improvement Area 242,291 366 CFD 2005-6 City Center Townhomes 57,761 368 CFD 2006-2 Viscaya 93,384 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 317,897 371 CFD 2005-1 Serenity 155,503 372 CFD 2005-2 Alberhill Ranch Improvement Area 307,497 374 CFD 2005-4 Lakeview Villas 3,483 375 CFD 2006-4 Clurman 7,917 376 CFD 2006-3 La Strada 2,066 377 CFD 2006-6 Tessara 8,897 378 CFD 2006-8 Running Deer Estates 4,819 384 CFD 2003-2 Area B Canyon Hills Improvement Area 438,791 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 345,678 386 CFD 2007-4 Mekenna Court 40,735 387 CFD 2007-5 Red Kite 59,454 388 CFD 2007-6 Holiday Inn Express 12,604 389 CFD 88-3 (2008A) West Lake Elsinore Series A 1,085,942 390 CFD 2003-2 Area C Canyon Hills Improvement Area 86,297 392 CFD 95-1 City Center 64,177 393 AD 93-1 Cottonwood Hills 408,558 394 CFD 2005-5 (2012A) Wasson Canyon 59,787 395 CFD 2018-1 Wasson Canyon II Improvement Area 960 396 CFD 2018-2 Nichols Ranch Improvement Area 36,639 397 CFD 2018-3 Village at Lakeshore 35,767 500 Capital Improvement Plan 13,252,020 510 Successor To RDA Area I, II, & III 5,019,496 540 Successor To RDA Diamond Stadium 2,157,235 603 Endowment Trust - Carl Graves 48,689 604 Endowment Trust - Korn Memorial 32,255 605 Public Improvement Trust 102,217 606 Mobile Source Air Polution Reduction 281,901 608 Trust Deposit & Pre Paid Expense 2,615,743 617 Successor Agency Housing 3,680,465 620 Cost Recovery System 1,169,545 631 Lake Destratification Equipment Replacement 333,177 Total Pooled Cash & Investments 59,841,436$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 32.60%Unlimited Current Balance 18,870,685$ Supra-National Agency Bond / Note 2.75%30% Current Balance 1,591,950$ Municipal Bond / Note 0.00%Unlimited Current Balance -$ Federal Agency Collaterized Mortgage Obligation 1.10%40.00% Current Balance 636,977$ Federal Agency Bond / Note 2.11%*Unlimited Current Balance 1,224,056$ Negotiable Certificates of Deposit 7.50%30.00% Current Balance 4,339,856$ Corporate Note 16.76%30.00% Current Balance 9,705,342$ Asset-Backed Security / Collaterized Mortgage 20% Current Balance 4%2,544,742$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%10.00% LAIF (Local Agency Investment Fund)31.88%*$65 Million Current Balance 18,455,360$ CAMP - Pooled Sweep Account 0.90%Unlimited Current Balance 523,688$ TOTAL 100.00%57,892,656$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. FOR THE MONTH ENDING APRIL 30, 2019 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 2.445%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:20,343,904$ (1,888,544)$ 18,455,360$ 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 APRIL 30, 2019 CALIFORNIA STATE TREASURER FIONA MA, CPA 04/08/192.442.44181 04/09/192.452.43182 04/10/192.452.43181 04/11/192.452.43181 04/12/192.452.43182 04/13/192.452.44182 04/14/192.452.44182 04/15/192.452.44182 04/16/192.452.44182 04/17/192.452.44181 04/18/192.452.44184 04/19/192.452.44183 04/20/192.452.44183 Apr 20192.445 04/21/192.452.44183 Mar 20192.436 04/22/192.452.44182 Feb 20192.392 04/23/192.452.44181 04/24/192.452.44180 04/25/192.452.44180 04/26/192.452.44183 04/27/192.452.44183 04/28/192.452.44183 04/29/192.452.44180 04/30/192.452.45179 05/01/192.452.45181 05/02/192.452.45183 05/03/192.452.45184 05/04/192.452.45184 05/05/192.452.45184 05/06/192.452.45182 05/07/192.452.45180 05/08/192.452.45181 0.00006976322349099 1.000146954 Earnings Ratio: Fair Value Factor: Daily:2.44% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:2.55 Quarter Ending 03/31/19 Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 2.39% *Daily yield does not reflect capital gains or losses 179 Treasuries 49.93% Agencies 20.88% Certificates of Deposit/Bank Notes 17.10% Time Deposits 4.61% Commercial Paper 6.66% Loans 0.80% Pooled Money Investment Account Portfolio Composition 04/30/19 $102.7 billion Percentages may not total100% due to rounding Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) Based on data available as of 05/08/2019 CAMP Investment Portfolio For the Month Ending April 30, 2019Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 116,855.71 1,486,335.42 (1,079,502.99) 0.00 $523,688.14 CAMP Pool Unsettled Trades 0.00 305.32 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 39,467,545.70 1,070,050.78 (1,395,578.68) 2,807.53 $39,144,825.33 CAMP Managed Account Unsettled Trades 0.00 83,225.41 Cash Dividends and Income April 30, 2019March 31, 2019 Asset Summary CAMP Pool 523,688.14 116,855.71 CAMP Managed Account 39,144,825.33 39,467,545.70 $39,668,513.47 $39,584,401.41 Total Asset Allocation 1.32% CAMP Pool 98.68% CAMP Managed Account Page 1 For the Month Ending April 30, 2019Managed 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 $116,855.71 1,486,335.42 (1,079,502.99) $523,688.14 305.32 $39,467,545.70 (408,195.87) (987,382.81) 1,070,050.78 0.00 2,807.53 $39,144,825.33 $39,584,401.41 $39,668,513.47 90,451.42 (6,187.50) (1,038.51) $83,225.41 400,000.00 995,462.92 82,371.31 8,195.87 (1,076,238.28) (409,791.82) 0.00 Managed Account Total 38,932,620.78 39,456,308.92 221,020.62 995,462.92 408,195.87 82,371.31 (1,076,238.28) (39,254,240.71) (230,515.65) 0.00 221,020.62 2,074,965.91 408,195.87 82,371.31 (2,562,573.70) (39,371,096.42) (230,515.65) 305.32 Total Accrual Basis Earnings $78,676.86 $78,982.18 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2019Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par ValueMarket ValueDescription U.S. Treasury Bond / Note 19,345,000.00 19,132,233.15 48.22 Supra-National Agency Bond / Note 1,595,000.00 1,596,766.22 4.03 Federal Agency Collateralized Mortgage Obligation 630,710.73 638,743.10 1.61 Federal Agency Bond / Note 1,230,000.00 1,200,249.43 3.03 Corporate Note 9,655,000.00 9,653,399.54 24.34 Certificate of Deposit 4,340,000.00 4,349,117.66 10.96 Asset-Backed Security 2,545,000.00 2,574,316.23 6.49 Managed Account Sub-Total 39,340,710.7339,144,825.33 98.68% Accrued Interest 221,020.62 Total Portfolio 39,340,710.7339,365,845.95 CAMP Pool 523,688.14 523,688.14 1.32 Total Investments 39,864,398.8739,889,534.09 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 6.49% ABS 10.96% Cert of Deposit 24.34% Corporate Note 1.61% Fed Agency CMO 3.03% Fed Agy Bond / Note 1.32% Mny Mkt Fund 4.03% Supra-National Agency Bond / Note 48.22% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 1.74% 8.73% 19.34% 13.58% 43.28% 13.33% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.53 1020 2.56% 2.43% Page 3 For the Month Ending April 30, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 8.24% A 4.98% A+ 6.92% A- 0.76% A-1 1.96% A-1+ 0.94% AA 53.36% AA+ 6.97% AA- 10.82% AAA 1.32% AAAm 3.04% BBB+ 0.69% NR Issuer Summary Percentof HoldingsIssuer Market Value 437,456.64 1.10 AMERICAN EXPRESS CO 381,760.88 0.96 AMERICAN HONDA FINANCE 198,528.00 0.50 APPLE INC 398,961.46 1.01 BANK OF AMERICA CO 673,057.21 1.70 BANK OF MONTREAL 382,568.80 0.96 BANK OF NOVA SCOTIA 321,058.06 0.81 BB&T CORPORATION 304,001.79 0.77 BMW FINANCIAL SERVICES NA LLC 523,688.14 1.32 CAMP Pool 709,785.59 1.79 CARMAX AUTO OWNER TRUST 301,956.10 0.76 CATERPILLAR INC 237,820.47 0.60 CHARLES SCHWAB 554,118.56 1.40 CITIGROUP INC 350,430.93 0.88 DEERE & COMPANY 913,923.07 2.29 FANNIE MAE 511,542.68 1.29 FEDERAL HOME LOAN BANKS 413,526.78 1.04 FREDDIE MAC 254,330.75 0.64 GENERAL ELECTRIC CO 277,710.54 0.70 GM FINANCIAL AUTO LEASING TRUST 574,670.53 1.45 GM FINANCIAL SECURITIZED TERM 177,031.40 0.45 HERSHEY COMPANY 198,243.01 0.50 HOME DEPOT INC 379,275.34 0.96 HONDA AUTO RECEIVABLES 299,569.80 0.76 IBM CORP 472,237.67 1.19 INTER-AMERICAN DEVELOPMENT BANK 399,834.00 1.01 INTERNATIONAL FINANCE CORPORATION 724,694.55 1.83 INTL BANK OF RECONSTRUCTION AND DEV 679,394.25 1.71 JP MORGAN CHASE & CO 397,952.80 1.00 MICROSOFT CORP 397,826.40 1.00 MORGAN STANLEY 402,324.80 1.01 NATIONAL RURAL UTILITIES CO FINANCE CORP 776,767.78 1.96 NORDEA BANK AB Page 4 For the Month Ending April 30, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 339,566.80 0.86 PACCAR FINANCIAL CORP 277,439.40 0.70 PEPSICO INC 409,928.00 1.03 PNC FINANCIAL SERVICES GROUP 685,405.13 1.73 ROYAL BANK OF CANADA 123,298.00 0.31 STATE STREET CORPORATION 794,096.80 2.00 SWEDBANK AB 398,944.00 1.01 THE BANK OF NEW YORK MELLON CORPORATION 397,264.20 1.00 THE WALT DISNEY CORPORATION 547,789.80 1.38 TOYOTA MOTOR CORP 300,958.20 0.76 UBS AG 300,929.10 0.76 UNILEVER PLC 19,132,233.15 48.22 UNITED STATES TREASURY 328,872.44 0.83 VOLKSWAGEN OF AMERICA 371,427.38 0.94 WAL-MART STORES INC 498,048.55 1.26 WELLS FARGO & COMPANY 736,263.74 1.86 WESTPAC BANKING CORP $39,668,513.47 Total 100.00% Page 5 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 10,010.16 10,179.64 79.39 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 14,861.72 15,099.68 87.74 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 49,121.10 49,519.99 1.87 49,001.95 02/03/1702/01/17AaaAA+ 50,000.00 912828Q78 1.87 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 126,846.46 128,120.18 4.42 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 126,846.46 128,120.18 4.42 126,988.67 10/10/1710/05/17AaaAA+ 130,000.00 912828T67 1.85 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 229,299.37 231,601.87 7.98 229,556.44 10/10/1710/05/17AaaAA+ 235,000.00 912828T67 1.85 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 113,746.73 113,973.65 5.86 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 113,746.73 113,973.65 5.86 113,540.04 01/04/1801/03/18AaaAA+ 115,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 178,038.36 175,612.82 9.17 174,248.44 05/07/1805/03/18AaaAA+ 180,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 247,275.50 243,906.70 12.74 242,011.72 05/07/1805/03/18AaaAA+ 250,000.00 912828X47 2.73 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 272,003.05 266,850.01 14.01 265,353.52 10/03/1810/02/18AaaAA+ 275,000.00 912828X47 2.91 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 509,387.53 510,403.72 26.24 508,461.92 01/04/1801/03/18AaaAA+ 515,000.00 912828X47 2.18 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 1,236,377.50 1,219,533.50 63.69 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 1,582,563.20 1,562,521.62 81.52 1,552,750.00 07/06/1807/03/18AaaAA+ 1,600,000.00 912828X47 2.69 Page 6 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 980,352.00 964,623.64 3,366.71 958,046.88 09/07/1809/05/18AaaAA+ 1,000,000.00 912828TJ9 2.76 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 447,961.05 438,632.85 3,196.31 436,464.84 08/03/1808/01/18AaaAA+ 450,000.00 912828N30 2.86 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 796,375.20 775,744.90 5,682.32 772,718.75 11/06/1811/02/18AaaAA+ 800,000.00 912828N30 3.00 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1,194,562.80 1,172,966.14 8,523.48 1,170,281.25 12/13/1812/12/18AaaAA+ 1,200,000.00 912828N30 2.78 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 3,160,614.08 3,127,720.92 22,551.71 3,124,646.48 01/31/1901/30/19AaaAA+ 3,175,000.00 912828N30 2.55 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 4,330,290.15 4,291,938.94 30,897.62 4,287,298.83 01/10/1901/07/19AaaAA+ 4,350,000.00 912828N30 2.51 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1,072,328.40 1,070,547.32 7,464.29 1,070,050.78 04/05/1904/01/19AaaAA+ 1,100,000.00 912828R69 2.32 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 2,339,625.60 2,315,931.31 16,285.71 2,312,906.25 03/06/1903/04/19AaaAA+ 2,400,000.00 912828R69 2.53 98,373.06 19,132,233.15 18,927,523.23 2.57 18,870,685.34 19,345,000.00 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 49,390.30 49,944.35 106.23 49,880.00 09/19/1709/12/17AaaAAA 50,000.00 45905UP32 1.64 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 123,475.75 124,860.88 265.59 124,700.00 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 148,170.90 149,833.05 318.70 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 Page 7 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 49,979.25 49,976.22 190.31 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 49,979.25 49,976.22 190.31 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 299,875.50 299,857.29 1,141.83 299,775.00 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 60,285.66 59,912.28 52.50 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 60,285.66 59,912.28 52.50 59,868.00 04/19/1804/12/18AaaAAA 60,000.00 4581X0DB1 2.70 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 351,666.35 349,488.31 306.25 349,230.00 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 403,657.60 399,296.14 2,994.44 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 5,618.66 1,596,766.22 1,593,057.02 2.51 1,591,950.00 1,595,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1,475.21 1,480.73 2.03 1,495.56 10/30/1510/07/15AaaAA+ 1,480.73 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1,475.21 1,480.73 2.03 1,495.56 10/30/1510/07/15AaaAA+ 1,480.73 3136AQDQ0 1.08 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 8,687.36 8,719.89 11.96 8,807.21 10/30/1510/07/15AaaAA+ 8,719.89 3136AQDQ0 1.08 Page 8 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 30,511.22 30,524.47 89.31 30,702.13 04/30/1804/11/18AaaAA+ 30,103.35 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 30,511.22 30,524.47 89.31 30,702.13 04/30/1804/11/18AaaAA+ 30,103.35 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 152,556.10 152,622.35 446.53 153,510.68 04/30/1804/11/18AaaAA+ 150,516.76 3136B1XP4 2.27 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 35,514.81 35,213.80 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 35,514.81 35,213.80 90.13 35,298.05 04/09/1804/04/18AaaAA+ 35,000.00 3137BM6P6 2.61 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 162,353.41 160,977.37 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 180,143.75 178,305.39 475.93 178,305.38 12/17/1812/07/18AaaAA+ 178,305.92 3137FKK39 3.11 1,709.36 638,743.10 635,063.00 2.61 636,977.25 630,710.73 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 121,795.88 124,659.16 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 389,746.80 398,909.30 1,337.50 397,567.60 07/15/1607/14/16AaaAA+ 400,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,422.23 24,960.02 64.24 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 78,151.12 79,848.50 205.56 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 136,764.46 139,776.09 359.72 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 449,368.94 459,128.87 1,181.94 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 Page 9 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Federal Agency Bond / Note 3,566.93 1,200,249.43 1,227,281.94 1.30 1,224,056.02 1,230,000.00 Security Type Sub-Total Corporate Note CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,984.80 24,999.55 205.00 24,987.00 06/09/1606/02/16A3BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 24,984.80 24,999.55 205.00 24,987.00 06/09/1606/02/16A3BBB+ 25,000.00 172967KS9 2.07 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 104,936.16 104,998.13 861.00 104,945.40 06/09/1606/02/16A3BBB+ 105,000.00 172967KS9 2.07 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 254,330.75 255,836.21 4,315.97 289,082.50 03/25/1503/20/15Baa1BBB+ 250,000.00 36962G4J0 2.05 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,901.60 49,995.26 377.71 49,980.00 01/10/1701/04/17A3BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 49,901.60 49,995.26 377.71 49,980.00 01/10/1701/04/17A3BBB+ 50,000.00 172967LF6 2.46 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 299,409.60 299,971.58 2,266.25 299,880.00 01/10/1701/04/17A3BBB+ 300,000.00 172967LF6 2.46 WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 74,698.95 75,046.43 407.60 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 373,494.75 375,409.28 2,038.02 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,744.10 49,991.30 218.40 49,966.50 02/06/1701/30/17AaaAAA 50,000.00 594918BV5 1.87 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,744.10 49,991.30 218.40 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 298,464.60 299,947.79 1,310.42 299,799.00 02/06/1701/30/17AaaAAA 300,000.00 594918BV5 1.87 Page 10 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 29,873.43 29,991.07 106.33 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 29,873.43 29,991.07 106.33 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 179,240.58 179,946.43 638.00 179,812.80 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 24,854.70 24,998.13 77.19 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 124,273.50 124,990.66 385.94 124,967.50 03/06/1703/01/17A2A 125,000.00 25468PDP8 1.96 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 199,495.00 200,321.89 585.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 74,486.40 74,988.73 56.88 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 223,459.20 224,966.18 170.63 224,896.50 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 24,780.38 24,994.62 182.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 24,780.38 24,994.62 182.50 24,985.50 06/05/1705/24/17A2A 25,000.00 437076BQ4 1.82 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 24,813.60 24,989.23 182.50 24,971.00 06/06/1706/01/17A2A 25,000.00 25468PDU7 1.84 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 49,627.20 49,978.45 365.00 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 148,682.25 149,967.72 1,095.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 Page 11 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 173,695.20 174,924.59 1,277.50 174,797.00 06/06/1706/01/17A2A 175,000.00 25468PDU7 1.84 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,815.38 24,994.09 174.69 24,984.75 06/22/1706/19/17A2A 25,000.00 24422ETS8 1.97 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 39,600.80 39,984.69 117.17 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 39,600.80 39,984.69 117.17 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 222,754.50 224,913.89 659.06 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 24,820.90 24,998.83 239.17 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 24,820.90 24,998.83 239.17 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 49,632.00 49,978.22 466.67 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 49,632.00 49,978.22 466.67 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 99,264.00 99,956.44 933.33 99,916.00 11/13/1711/06/17Aa1AA+ 100,000.00 037833DJ6 2.03 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 148,925.40 149,993.00 1,435.00 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 49,854.85 50,399.30 510.00 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 74,285.48 74,942.85 538.33 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 297,141.90 299,771.39 2,153.33 299,565.00 10/20/1710/11/17Aa2AA 300,000.00 931142EA7 1.95 Page 12 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 24,789.65 24,993.54 134.38 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 24,789.65 24,993.54 134.38 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 74,368.95 74,980.62 403.13 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 299,569.80 299,912.17 1,899.17 299,853.00 02/06/1802/01/18A1A 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,145.30 24,982.54 92.64 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,145.30 24,982.54 92.64 24,972.25 02/26/1802/21/18A2A 25,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,145.30 24,931.10 92.64 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,145.30 24,931.10 92.64 24,894.25 04/19/1804/12/18A2A 25,000.00 63743HER9 3.05 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 125,726.50 124,912.70 463.19 124,861.25 02/26/1802/21/18A2A 125,000.00 63743HER9 2.94 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 176,017.10 174,517.68 648.47 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 300,929.10 299,018.15 893.75 298,467.00 03/22/1803/19/18A1A+ 300,000.00 904764AZ0 2.93 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 50,349.20 49,986.80 73.75 49,980.00 04/13/1804/10/18Aa3AA- 50,000.00 89236TEU5 2.96 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,634.20 39,995.45 35.56 39,992.00 10/10/1710/05/17A1A+ 40,000.00 713448DX3 2.01 Page 13 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 39,634.20 39,995.45 35.56 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 49,868.00 50,459.62 55.56 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 49,868.00 50,459.62 55.56 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 198,171.00 199,977.24 177.78 199,960.00 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 299,208.00 302,791.06 333.33 306,978.00 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 24,946.18 25,112.26 21.88 25,194.00 11/03/1711/01/17A2A- 25,000.00 06051GFW4 2.39 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 49,728.30 50,093.93 34.72 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 49,728.30 50,093.93 34.72 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 298,369.80 300,563.59 208.33 300,972.00 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 198,469.20 199,804.97 2,200.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,142.80 19,996.44 294.50 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 20,142.80 19,996.44 294.50 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 Page 14 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 24,638.73 24,993.11 243.44 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 24,638.73 24,993.11 243.44 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 100,714.00 99,982.19 1,472.50 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 147,832.35 149,958.65 1,460.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,290.20 24,988.10 357.36 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 25,290.20 24,988.10 357.36 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 126,451.00 124,940.51 1,786.81 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,659.60 24,960.01 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,659.60 24,960.01 219.38 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 73,978.80 74,880.03 658.13 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 35,420.07 34,999.25 505.56 34,998.95 05/22/1805/17/18A2A 35,000.00 808513AW5 3.25 CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 202,400.40 199,995.72 2,888.89 199,994.00 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 34,719.51 35,000.00 67.90 35,000.00 09/18/1709/13/17A2A- 35,000.00 06051GGS2 2.33 Page 15 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Corporate Note BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 34,719.51 35,000.00 67.90 35,000.00 09/18/1709/13/17A2A- 35,000.00 06051GGS2 2.33 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 198,397.20 200,000.00 388.00 200,000.00 09/18/1709/13/17A2A- 200,000.00 06051GGS2 2.33 AMERICAN HONDA FINANCE CORP NOTES DTD 10/10/2018 3.375% 12/10/2021 381,760.88 374,840.64 4,957.03 374,820.00 10/10/1810/03/18A2A 375,000.00 02665WCP4 3.39 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,094.70 49,874.16 423.26 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 275,520.85 274,307.90 2,327.95 273,787.25 03/15/1703/10/17A2A 275,000.00 24422ETL3 2.75 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 15,168.44 15,000.00 239.10 15,000.00 05/17/1805/14/18A2A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 15,168.44 15,000.00 239.10 15,000.00 05/17/1805/14/18A2A- 15,000.00 06051GHH5 3.50 BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 75,842.18 75,000.00 1,195.49 75,000.00 05/17/1805/14/18A2A- 75,000.00 06051GHH5 3.50 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 679,394.25 675,000.00 2,345.12 675,000.00 03/22/1903/15/19A2A- 675,000.00 46647PBB1 3.21 PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 409,928.00 402,737.88 3,811.11 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 61,540.44 9,653,399.54 9,665,001.32 2.45 9,705,341.90 9,655,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 100,228.10 100,000.00 536.44 100,000.00 02/22/1802/20/18P-1A-1+ 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 100,228.10 100,000.00 536.44 100,000.00 02/22/1802/20/18P-1A-1+ 100,000.00 65590ASN7 2.72 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 576,311.58 575,000.00 3,084.56 575,000.00 02/22/1802/20/18P-1A-1+ 575,000.00 65590ASN7 2.72 Page 16 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par Certificate of Deposit UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 300,958.20 300,000.00 1,401.67 300,000.00 03/06/1803/02/18P-1A-1 300,000.00 90275DHG8 2.93 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 30,202.80 29,993.64 374.73 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 50,338.00 49,989.40 624.56 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 302,028.00 299,936.40 3,747.33 299,886.00 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 99,495.10 100,000.00 478.33 100,000.00 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 99,495.10 100,000.00 478.33 100,000.00 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 537,273.54 540,000.00 2,583.00 540,000.00 08/07/1708/03/17Aa3AA- 540,000.00 96121T4A3 2.05 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 673,057.21 670,000.00 16,089.12 670,000.00 08/03/1808/01/18Aa2A+ 670,000.00 06370REU9 3.23 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 99,262.10 100,000.00 1,046.72 100,000.00 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 99,262.10 100,000.00 1,046.72 100,000.00 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 595,572.60 600,000.00 6,280.33 600,000.00 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 50,770.75 50,000.00 648.00 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 101,541.50 100,000.00 1,296.00 100,000.00 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 533,092.88 525,000.00 6,804.00 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 Page 17 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/MaturityCUSIP RatingRatingDateDate Costat CostInterest Cost Value Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle Par 47,056.28 4,349,117.66 4,339,919.44 2.74 4,339,855.60 4,340,000.00 Security Type Sub-Total Asset-Backed Security BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 304,001.79 299,997.83 308.00 299,997.33 10/17/1810/10/18AaaAAA 300,000.00 05586CAD6 3.36 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 277,710.54 274,970.26 277.29 274,964.97 09/26/1809/18/18AaaAAA 275,000.00 36256GAE9 3.31 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 379,275.34 374,949.36 526.67 374,943.94 11/28/1811/20/18AaaAAA 375,000.00 43815AAC6 3.17 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 328,872.44 324,987.70 322.74 324,986.35 11/21/1811/15/18AaaAAA 325,000.00 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 302,396.70 299,940.99 377.50 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 353,768.21 349,959.50 486.89 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 356,017.38 349,997.35 522.67 349,996.78 10/24/1810/17/18NRAAA 350,000.00 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 272,273.83 269,971.84 334.13 269,970.11 01/16/1901/08/19AaaNR 270,000.00 36256XAD4 2.97 3,155.89 2,574,316.23 2,544,774.83 3.23 2,544,741.82 2,545,000.00 Security Type Sub-Total 39,340,710.73 38,913,607.93 2.56 221,020.62 38,932,620.78 39,144,825.33 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 523,688.14 523,688.14 0.00 523,688.14 NRAAAm 523,688.14 523,688.14 523,688.14 0.00 523,688.14 523,688.14 Money Market Sub-Total Page 18 For the Month Ending April 30, 2019Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS $39,864,398.87 $39,437,296.07 $221,020.62 $39,456,308.92 $39,668,513.47 2.56% $39,889,534.09 $221,020.62 Total Investments Accrued Interest Securities Sub-Total Page 19 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.61 (169.48)(492.18) 10,010.16 100.10 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 2.31 1.61 1.62 (237.96)(407.22) 14,861.72 99.08 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 2.32 1.62 1.96 (398.89) 119.15 49,121.10 98.24 MERRILL 50,000.00 912828Q78US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 2.28 1.96 2.44 (1,273.72)(142.21) 126,846.46 97.57 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.25 2.44 2.44 (1,273.72)(142.21) 126,846.46 97.57 MERRILL 130,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.25 2.44 2.44 (2,302.50)(257.07) 229,299.37 97.57 MERRILL 235,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 2.25 2.44 2.90 (226.92) 206.69 113,746.73 98.91 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 (226.92) 206.69 113,746.73 98.91 CITIGRP 115,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 2,425.54 3,789.92 178,038.36 98.91 MERRILL 180,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 3,368.80 5,263.78 247,275.50 98.91 MERRILL 250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 5,153.04 6,649.53 272,003.05 98.91 MORGAN_S 275,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 (1,016.19) 925.61 509,387.53 98.91 CITIGRP 515,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 16,844.00 26,318.91 1,236,377.50 98.91 MERRILL 1,250,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 2.90 20,041.58 29,813.20 1,582,563.20 98.91 MERRILL 1,600,000.00 912828X47US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 2.25 2.90 3.18 15,728.36 22,305.12 980,352.00 98.04 BMO 1,000,000.00 912828TJ9US TREASURY NOTES DTD 08/15/2012 1.625% 08/15/2022 2.25 3.18 3.48 9,328.20 11,496.21 447,961.05 99.55 MERRILL 450,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.25 3.48 3.48 20,630.30 23,656.45 796,375.20 99.55 MERRILL 800,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.25 3.48 Page 20 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 3.48 21,596.66 24,281.55 1,194,562.80 99.55 MERRILL 1,200,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.25 3.48 3.48 32,893.16 35,967.60 3,160,614.08 99.55 MORGAN_S 3,175,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.25 3.48 3.48 38,351.21 42,991.32 4,330,290.15 99.55 MERRILL 4,350,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 2.25 3.48 3.90 1,781.08 2,277.62 1,072,328.40 97.48 SOCGEN 1,100,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 2.27 3.90 3.90 23,694.29 26,719.35 2,339,625.60 97.48 MORGAN_S 2,400,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 2.27 3.90 261,547.81 2.26 3.38 204,709.92 19,132,233.15 19,345,000.00 Security Type Sub-Total 3.38 Supra-National Agency Bond / Note 1.34 (554.05)(489.70) 49,390.30 98.78 HSBC 50,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.47 1.34 1.34 (1,385.13)(1,224.25) 123,475.75 98.78 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.47 1.34 1.34 (1,662.15)(1,469.10) 148,170.90 98.78 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 2.47 1.34 1.80 3.03 16.75 49,979.25 99.96 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.66 1.80 1.80 3.03 16.75 49,979.25 99.96 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.66 1.80 1.80 18.21 100.50 299,875.50 99.96 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.66 1.80 Page 21 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Supra-National Agency Bond / Note 1.91 373.38 417.66 60,285.66 100.48 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.38 1.91 1.91 373.38 417.66 60,285.66 100.48 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.38 1.91 1.91 2,178.04 2,436.35 351,666.35 100.48 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 2.38 1.91 2.14 4,361.46 4,593.60 403,657.60 100.91 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 2.33 2.14 4,816.22 2.45 1.82 3,709.20 1,596,766.22 1,595,000.00 Security Type Sub-Total 1.82 Federal Agency Collateralized Mortgage Obligation 0.28 (5.52)(20.35) 1,475.21 99.63 MORGANST 1,480.73 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.57 0.24 0.28 (5.52)(20.35) 1,475.21 99.63 MORGANST 1,480.73 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.57 0.24 0.28 (32.53)(119.85) 8,687.36 99.63 MORGANST 8,719.89 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 2.57 0.24 1.22 (13.25)(190.91) 30,511.22 101.35 JPM_CHAS 30,103.35 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.26 1.80 1.22 (13.25)(190.91) 30,511.22 101.35 JPM_CHAS 30,103.35 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.26 1.80 1.22 (66.25)(954.58) 152,556.10 101.35 JPM_CHAS 150,516.76 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 2.26 1.80 1.67 301.01 216.76 35,514.81 101.47 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 2.09 2.95 1.67 301.01 216.76 35,514.81 101.47 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 2.09 2.95 1.67 1,376.04 990.91 162,353.41 101.47 CITIGRP 160,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 2.09 2.95 Page 22 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Collateralized Mortgage Obligation 2.11 1,838.36 1,838.37 180,143.75 101.03 CSFB 178,305.92 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.62 1.85 1,765.85 2.31 1.62 3,680.10 638,743.10 630,710.73 Security Type Sub-Total 2.21 Federal Agency Bond / Note 2.15 (2,863.28)(2,444.00) 121,795.88 97.44 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.32 2.15 2.15 (9,162.50)(7,820.80) 389,746.80 97.44 TD SEC U 400,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 2.32 2.15 2.24 (537.79)(492.25) 24,422.23 97.69 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.29 2.24 2.24 (1,697.38)(1,524.88) 78,151.12 97.69 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.29 2.24 2.24 (3,011.63)(2,756.60) 136,764.46 97.69 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.29 2.24 2.24 (9,759.93)(8,768.06) 449,368.94 97.69 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 2.29 2.24 (23,806.59) 2.30 2.20 (27,032.51) 1,200,249.43 1,230,000.00 Security Type Sub-Total 2.20 Corporate Note 0.10 (14.75)(2.20) 24,984.80 99.94 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.62 0.10 0.10 (14.75)(2.20) 24,984.80 99.94 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.62 0.10 0.10 (61.97)(9.24) 104,936.16 99.94 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 2.62 0.10 0.67 (1,505.46)(34,751.75) 254,330.75 101.73 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.93 0.67 0.68 (93.66)(78.40) 49,901.60 99.80 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.74 0.65 0.68 (93.66)(78.40) 49,901.60 99.80 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.74 0.65 Page 23 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 0.68 (561.98)(470.40) 299,409.60 99.80 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.74 0.65 0.73 (347.48)(589.05) 74,698.95 99.60 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.69 0.73 0.73 (1,914.53)(4,126.50) 373,494.75 99.60 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.69 0.73 0.75 (247.20)(222.40) 49,744.10 99.49 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.53 0.75 0.75 (247.20)(222.40) 49,744.10 99.49 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.53 0.75 0.75 (1,483.19)(1,334.40) 298,464.60 99.49 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 2.53 0.75 0.83 (117.64)(95.37) 29,873.43 99.58 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.71 0.80 0.83 (117.64)(95.37) 29,873.43 99.58 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.71 0.80 0.83 (705.85)(572.22) 179,240.58 99.58 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.71 0.80 0.83 (143.43)(138.80) 24,854.70 99.42 CITIGRP 25,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.65 0.83 0.83 (717.16)(694.00) 124,273.50 99.42 CITIGRP 125,000.00 25468PDP8WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 2.65 0.83 0.85 (826.89)(2,281.00) 199,495.00 99.75 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.44 0.85 0.95 (502.33)(479.10) 74,486.40 99.32 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.67 0.95 0.95 (1,506.98)(1,437.30) 223,459.20 99.32 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 2.67 0.95 1.07 (214.24)(205.12) 24,780.38 99.12 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.62 1.07 Page 24 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.07 (214.24)(205.12) 24,780.38 99.12 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.62 1.07 1.07 (175.63)(157.40) 24,813.60 99.25 DEUTSCHE 25,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.49 1.07 1.07 (351.25)(314.80) 49,627.20 99.25 DEUTSCHE 50,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.49 1.07 1.07 (1,285.47)(1,230.75) 148,682.25 99.12 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.62 1.07 1.07 (1,229.39)(1,101.80) 173,695.20 99.25 DEUTSCHE 175,000.00 25468PDU7WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 2.49 1.07 1.12 (178.71)(169.37) 24,815.38 99.26 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 2.61 1.12 1.31 (383.89)(365.60) 39,600.80 99.00 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.61 1.31 1.31 (383.89)(365.60) 39,600.80 99.00 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.61 1.31 1.31 (2,159.39)(2,056.50) 222,754.50 99.00 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.61 1.31 1.49 (177.93)(176.85) 24,820.90 99.28 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.53 1.49 1.49 (177.93)(176.85) 24,820.90 99.28 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.53 1.49 1.49 (346.22)(326.00) 49,632.00 99.26 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.49 1.49 1.49 (346.22)(326.00) 49,632.00 99.26 JPM_CHAS 50,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.49 1.49 1.49 (692.44)(652.00) 99,264.00 99.26 JPM_CHAS 100,000.00 037833DJ6APPLE INC DTD 11/13/2017 2.000% 11/13/2020 2.49 1.49 1.49 (1,067.60)(1,061.10) 148,925.40 99.28 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 2.53 1.49 1.54 (544.45)(1,253.15) 49,854.85 99.71 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.74 1.54 1.58 (657.37)(605.77) 74,285.48 99.05 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.50 1.58 Page 25 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.58 (2,629.49)(2,423.10) 297,141.90 99.05 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 2.50 1.58 1.70 (203.89)(198.85) 24,789.65 99.16 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.64 1.68 1.70 (203.89)(198.85) 24,789.65 99.16 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.64 1.68 1.70 (611.67)(596.55) 74,368.95 99.16 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.64 1.68 1.70 (342.37)(283.20) 299,569.80 99.86 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 2.73 1.70 1.81 162.76 173.05 25,145.30 100.58 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.58 1.81 1.81 162.76 173.05 25,145.30 100.58 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.58 1.81 1.81 214.20 251.05 25,145.30 100.58 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.58 1.81 1.81 214.20 251.05 25,145.30 100.58 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.58 1.81 1.81 813.80 865.25 125,726.50 100.58 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.58 1.81 1.81 1,499.42 1,757.35 176,017.10 100.58 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.58 1.81 1.83 1,910.95 2,462.10 300,929.10 100.31 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 2.58 1.83 1.89 362.40 369.20 50,349.20 100.70 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 2.58 1.89 1.91 (361.25)(357.80) 39,634.20 99.09 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.48 1.88 1.91 (361.25)(357.80) 39,634.20 99.09 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.48 1.88 Page 26 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.90 (591.62)(1,281.00) 49,868.00 99.74 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.64 1.86 1.90 (591.62)(1,281.00) 49,868.00 99.74 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.64 1.86 1.91 (1,806.24)(1,789.00) 198,171.00 99.09 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 2.48 1.88 1.90 (3,583.06)(7,770.00) 299,208.00 99.74 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 2.64 1.86 1.90 (166.08)(247.82) 24,946.18 99.78 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.74 1.90 1.91 (365.63)(433.70) 49,728.30 99.46 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.78 1.91 1.91 (365.63)(433.70) 49,728.30 99.46 MORGAN_S 50,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.78 1.91 1.91 (2,193.79)(2,602.20) 298,369.80 99.46 MORGAN_S 300,000.00 61746BEA0MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 2.78 1.91 1.93 (1,335.77)(1,066.80) 198,469.20 99.23 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.64 1.90 1.93 146.36 148.00 20,142.80 100.71 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.74 1.93 1.93 146.36 148.00 20,142.80 100.71 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.74 1.93 1.95 (354.38)(344.77) 24,638.73 98.55 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.79 1.93 1.95 (354.38)(344.77) 24,638.73 98.55 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.79 1.93 1.93 731.81 740.00 100,714.00 100.71 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.74 1.93 Page 27 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.95 (2,126.30)(2,068.65) 147,832.35 98.55 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.79 1.93 1.94 302.10 307.45 25,290.20 101.16 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.51 1.94 1.94 302.10 307.45 25,290.20 101.16 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.51 1.94 1.94 1,510.49 1,537.25 126,451.00 101.16 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.51 1.94 1.98 (300.41)(245.90) 24,659.60 98.64 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.64 1.98 1.98 (300.41)(245.90) 24,659.60 98.64 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.64 1.98 1.98 (901.23)(737.70) 73,978.80 98.64 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 2.64 1.98 1.95 420.82 421.12 35,420.07 101.20 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 2.65 1.95 1.95 2,404.68 2,406.40 202,400.40 101.20 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 2.65 1.95 2.33 (280.49)(280.49) 34,719.51 99.20 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.67 1.41 2.33 (280.49)(280.49) 34,719.51 99.20 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.67 1.41 2.33 (1,602.80)(1,602.80) 198,397.20 99.20 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.67 1.41 2.46 6,920.24 6,940.88 381,760.88 101.80 JPM_CHAS 375,000.00 02665WCP4AMERICAN HONDA FINANCE CORP NOTES DTD 10/10/2018 3.375% 12/10/2021 2.65 2.46 2.55 220.54 315.20 50,094.70 100.19 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.58 2.55 2.55 1,212.95 1,733.60 275,520.85 100.19 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 2.58 2.55 2.83 168.44 168.44 15,168.44 101.12 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.11 2.83 Page 28 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.83 168.44 168.44 15,168.44 101.12 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.11 2.83 2.83 842.18 842.18 75,842.18 101.12 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 3.11 2.83 3.65 4,394.25 4,394.25 679,394.25 100.65 JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 3.03 3.65 4.30 7,190.12 7,080.00 409,928.00 102.48 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 2.93 4.30 (51,942.36) 2.68 1.78 (11,601.78) 9,653,399.54 9,655,000.00 Security Type Sub-Total 1.75 Certificate of Deposit 0.79 228.10 228.10 100,228.10 100.23 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.43 0.79 0.79 228.10 228.10 100,228.10 100.23 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.43 0.79 0.79 1,311.58 1,311.58 576,311.58 100.23 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 2.43 0.79 0.83 958.20 958.20 300,958.20 100.32 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 2.53 0.83 1.06 209.16 214.20 30,202.80 100.68 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.45 1.06 1.06 348.60 357.00 50,338.00 100.68 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.45 1.06 1.06 2,091.60 2,142.00 302,028.00 100.68 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 2.45 1.06 1.25 (504.90)(504.90) 99,495.10 99.50 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.36 1.25 1.25 (504.90)(504.90) 99,495.10 99.50 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.36 1.25 1.25 (2,726.46)(2,726.46) 537,273.54 99.50 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 2.36 1.25 Page 29 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.21 3,057.21 3,057.21 673,057.21 100.46 BMO 670,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 2.84 1.21 1.49 (737.90)(737.90) 99,262.10 99.26 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.80 1.49 1.49 (737.90)(737.90) 99,262.10 99.26 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.80 1.49 1.49 (4,427.40)(4,427.40) 595,572.60 99.26 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.80 1.49 2.00 770.75 770.75 50,770.75 101.54 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.48 2.00 2.00 1,541.50 1,541.50 101,541.50 101.54 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.48 2.00 2.00 8,092.88 8,092.88 533,092.88 101.54 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 2.48 2.00 9,262.06 2.57 1.28 9,198.22 4,349,117.66 4,340,000.00 Security Type Sub-Total 1.28 Asset-Backed Security 1.45 4,003.96 4,004.46 304,001.79 101.33 SOCGEN 300,000.00 05586CAD6BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 2.45 1.74 1.61 2,740.28 2,745.57 277,710.54 100.99 RBC 275,000.00 36256GAE9GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 2.69 1.41 1.84 4,325.98 4,331.40 379,275.34 101.14 JPM_CHAS 375,000.00 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.54 1.93 1.97 3,884.74 3,886.09 328,872.44 101.19 CITIGRP 325,000.00 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.65 1.81 2.00 2,455.71 2,466.66 302,396.70 100.80 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.62 1.70 2.04 3,808.71 3,815.91 353,768.21 101.08 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.60 1.67 2.16 6,020.03 6,020.60 356,017.38 101.72 MERRILL 350,000.00 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.57 1.89 Page 30 For the Month Ending April 30, 2019Managed Account Fair Market Value & Analytics ValueOn CostAmort Cost to WorstCUSIPBrokerDatePriceDated Date/Coupon/Maturity Par at Mkt MarketUnreal G/LUnreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Asset-Backed Security 2.24 2,301.99 2,303.72 272,273.83 100.84 RBC 270,000.00 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.60 2.33 29,574.41 2.59 1.92 29,541.40 2,574,316.23 2,545,000.00 Security Type Sub-Total 1.81 39,340,710.73 39,144,825.33 231,217.40 212,204.55 2.53 2.43 Managed Account Sub-Total 2.52 Money Market Mutual Fund 0.00 0.00 0.00 523,688.14 1.00 523,688.14 CAMP Pool 0.00 523,688.14 523,688.14 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $39,889,534.09 $221,020.62 $39,668,513.47 Accrued Interest Securities Sub-Total $39,864,398.87 $231,217.40 $212,204.55 2.53 2.43% 2.52 Page 31 For the Month Ending April 30, 2019Managed 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/LRealized G/L Sale Amort Cost Method BUY 04/05/19 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 912828R69 (1,070,050.78)(6,187.50)(1,076,238.28) 1,100,000.00 04/01/19 (6,187.50)(1,076,238.28)(1,070,050.78) 1,100,000.00 Transaction Type Sub-Total INTEREST 04/01/19 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 0.00 2,328.00 2,328.00 200,000.00 04/01/19 04/01/19 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 0.00 407.40 407.40 35,000.00 04/01/19 04/01/19 BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 06051GGS2 0.00 407.40 407.40 35,000.00 04/01/19 04/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 04/01/19 04/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 15.85 15.85 11,557.19 04/01/19 04/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 92.69 92.69 30,690.93 04/01/19 04/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 92.69 92.69 30,690.93 04/01/19 04/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 2.69 2.69 1,962.54 04/01/19 04/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 476.68 476.68 178,587.74 04/01/19 04/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 463.45 463.45 153,454.72 04/01/19 04/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 2.69 2.69 1,962.54 04/01/19 04/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 04/01/19 04/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 04/01/19 04/13/19 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 89236TEU5 0.00 737.50 737.50 50,000.00 04/13/19 Page 32 For the Month Ending April 30, 2019Managed 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/LRealized G/L Sale Amort Cost Method INTEREST 04/15/19 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 3,750.00 3,750.00 300,000.00 04/15/19 04/15/19 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 0.00 2,000.00 2,000.00 200,000.00 04/15/19 04/15/19 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 04/15/19 04/15/19 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 0.00 400.00 400.00 40,000.00 04/15/19 04/15/19 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 980.00 980.00 350,000.00 04/15/19 04/15/19 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 912.92 912.92 350,000.00 04/15/19 04/15/19 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 987.50 987.50 375,000.00 04/15/19 04/15/19 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 0.00 400.00 400.00 40,000.00 04/15/19 04/15/19 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 625.00 625.00 50,000.00 04/15/19 04/16/19 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 755.00 755.00 300,000.00 04/16/19 04/16/19 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 668.25 668.25 270,000.00 04/16/19 04/17/19 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 0.00 731.25 731.25 75,000.00 04/17/19 04/17/19 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 89236TDU6 0.00 2,193.75 2,193.75 225,000.00 04/17/19 04/19/19 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 0.00 787.50 787.50 60,000.00 04/19/19 Page 33 For the Month Ending April 30, 2019Managed 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/LRealized G/L Sale Amort Cost Method INTEREST 04/19/19 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 0.00 4,593.75 4,593.75 350,000.00 04/19/19 04/19/19 INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 4581X0DB1 0.00 787.50 787.50 60,000.00 04/19/19 04/19/19 BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 06051GFW4 0.00 328.13 328.13 25,000.00 04/19/19 04/20/19 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 880.21 880.21 325,000.00 04/20/19 04/20/19 BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 05586CAD6 0.00 840.00 840.00 300,000.00 04/20/19 04/20/19 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 36256GAE9 0.00 756.25 756.25 275,000.00 04/20/19 04/21/19 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 0.00 625.00 625.00 50,000.00 04/21/19 04/21/19 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 0.00 3,750.00 3,750.00 300,000.00 04/21/19 04/21/19 MORGAN STANLEY CORP NOTES DTD 04/21/2016 2.500% 04/21/2021 61746BEA0 0.00 625.00 625.00 50,000.00 04/21/19 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/19 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/19 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 2,500.00 2,500.00 250,000.00 04/25/19 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 04/25/19 04/30/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 812.50 812.50 130,000.00 04/30/19 Page 34 For the Month Ending April 30, 2019Managed 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/LRealized G/L Sale Amort Cost Method INTEREST 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 2,578.13 2,578.13 275,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 1,078.13 1,078.13 115,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 0.00 343.75 343.75 50,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 1,468.75 1,468.75 235,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 14,999.98 14,999.98 1,600,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 4,828.13 4,828.13 515,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 0.00 812.50 812.50 130,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 1,687.50 1,687.50 180,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 11,718.75 11,718.75 1,250,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 2,343.75 2,343.75 250,000.00 04/30/19 04/30/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 0.00 1,078.13 1,078.13 115,000.00 04/30/19 82,371.31 82,371.31 0.00 10,623,906.59 Transaction Type Sub-Total MATURITY 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 50,000.00 0.00 50,000.00 139.00 0.00 50,000.00 04/25/19 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 250,000.00 0.00 250,000.00 160.00 0.00 250,000.00 04/25/19 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 50,000.00 0.00 50,000.00 32.00 0.00 50,000.00 04/25/19 Page 35 For the Month Ending April 30, 2019Managed 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/LRealized G/L Sale Amort Cost Method MATURITY 04/25/19 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 50,000.00 0.00 50,000.00 32.00 0.00 50,000.00 04/25/19 0.00 0.00 363.00 400,000.00 400,000.00 400,000.00 Transaction Type Sub-Total PAYDOWNS 04/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 2,837.31 0.00 2,837.31 (28.41) 0.00 2,837.31 04/01/19 04/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 481.81 0.00 481.81 (4.82) 0.00 481.81 04/01/19 04/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 587.58 0.00 587.58 (11.69) 0.00 587.58 04/01/19 04/25/19 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 481.81 0.00 481.81 (4.82) 0.00 481.81 04/01/19 04/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 587.58 0.00 587.58 (11.69) 0.00 587.58 04/01/19 04/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 281.82 0.00 281.82 0.00 0.00 281.82 04/01/19 04/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 2,937.96 0.00 2,937.96 (58.44) 0.00 2,937.96 04/01/19 0.00 0.00 (119.87) 8,195.87 8,195.87 8,195.87 Transaction Type Sub-Total SELL 04/05/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 64,179.88 525.21 64,705.09 (144.73)(342.91)FIFO 65,000.00 04/01/19 04/05/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 404,826.96 3,312.84 408,139.80 32.04 (1,429.49)FIFO 410,000.00 04/01/19 04/05/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 74,053.71 606.01 74,659.72 (166.99)(395.67)FIFO 75,000.00 04/01/19 04/05/19 US TREASURY NOTES DTD 05/01/2017 1.875% 04/30/2022 912828X47 444,322.26 3,636.05 447,958.31 (1,001.96)(2,373.99)FIFO 450,000.00 04/01/19 8,080.11 (4,542.06)(1,281.64) 995,462.92 987,382.81 1,000,000.00 Transaction Type Sub-Total Page 36 For the Month Ending April 30, 2019Managed 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/LRealized G/L Sale Amort Cost Method 325,527.90 84,263.92 409,791.82 (1,038.51)(4,542.06)Managed Account Sub-Total Total Security Transactions ($1,038.51)$409,791.82 $84,263.92 $325,527.90 ($4,542.06) Page 37 For the Month Ending April 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 116,855.71 Opening Balance 04/01/1904/01/19Purchase - Interest 06051GGS2 1.00 407.40 117,263.11 04/01/1904/01/19Purchase - Interest 06051GGS2 1.00 407.40 117,670.51 04/01/1904/01/19Purchase - Interest 06051GGS2 1.00 2,328.00 119,998.51 04/05/1904/05/19Purchase - Principal 912828X47 1.00 987,382.81 1,107,381.32 04/05/1904/05/19Purchase - Interest 912828X47 1.00 8,080.11 1,115,461.43 04/05/1904/05/19Redemption - Interest 912828R69 1.00 (6,187.50) 1,109,273.93 04/05/1904/05/19Redemption - Principal 912828R69 1.00 (1,070,050.78) 39,223.15 04/15/1904/15/19Purchase - Interest 06406FAA1 1.00 3,750.00 42,973.15 04/15/1904/15/19Purchase - Interest 06406FAA1 1.00 625.00 43,598.15 04/15/1904/15/19Purchase - Interest 06406FAA1 1.00 625.00 44,223.15 04/15/1904/15/19Purchase - Interest 713448DX3 1.00 400.00 44,623.15 04/15/1904/15/19Purchase - Interest 713448DX3 1.00 400.00 45,023.15 04/15/1904/15/19Purchase - Interest 713448DX3 1.00 2,000.00 47,023.15 04/15/1904/15/19Purchase - Interest 89236TEU5 1.00 737.50 47,760.65 04/15/1904/15/19Purchase - Interest 14313FAD1 1.00 912.92 48,673.57 04/15/1904/15/19Purchase - Interest 14315EAC4 1.00 980.00 49,653.57 04/15/1904/15/19Purchase - Interest 43815AAC6 1.00 987.50 50,641.07 04/16/1904/16/19Purchase - Interest 36255JAD6 1.00 755.00 51,396.07 04/16/1904/16/19Purchase - Interest 36256XAD4 1.00 668.25 52,064.32 04/17/1904/17/19Purchase - Interest 89236TDU6 1.00 731.25 52,795.57 04/17/1904/17/19Purchase - Interest 89236TDU6 1.00 2,193.75 54,989.32 Page 38 For the Month Ending April 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/22/1904/22/19Purchase - Interest 06051GFW4 1.00 328.13 55,317.45 04/22/1904/22/19Purchase - Interest 4581X0DB1 1.00 787.50 56,104.95 04/22/1904/22/19Purchase - Interest 4581X0DB1 1.00 4,593.75 60,698.70 04/22/1904/22/19Purchase - Interest 4581X0DB1 1.00 787.50 61,486.20 04/22/1904/22/19Purchase - Interest 61746BEA0 1.00 625.00 62,111.20 04/22/1904/22/19Purchase - Interest 61746BEA0 1.00 625.00 62,736.20 04/22/1904/22/19Purchase - Interest 61746BEA0 1.00 3,750.00 66,486.20 04/22/1904/22/19Purchase - Interest 05586CAD6 1.00 840.00 67,326.20 04/22/1904/22/19Purchase - Interest 36256GAE9 1.00 756.25 68,082.45 04/22/1904/22/19Purchase - Interest 92869BAD4 1.00 880.21 68,962.66 04/25/1904/25/19Purchase - Interest 38141GVT8 1.00 500.00 69,462.66 04/25/1904/25/19Purchase - Interest 38141GVT8 1.00 500.00 69,962.66 04/25/1904/25/19Purchase - Interest 38141GVT8 1.00 2,500.00 72,462.66 04/25/1904/25/19Purchase - Interest 38141GVT8 1.00 500.00 72,962.66 04/25/1904/25/19Purchase - Interest 3136AQDQ0 1.00 15.85 72,978.51 04/25/1904/25/19Purchase - Interest 3136AQDQ0 1.00 2.69 72,981.20 04/25/1904/25/19Purchase - Interest 3136AQDQ0 1.00 2.69 72,983.89 04/25/1904/25/19Purchase - Interest 3136B1XP4 1.00 463.45 73,447.34 04/25/1904/25/19Purchase - Interest 3136B1XP4 1.00 92.69 73,540.03 04/25/1904/25/19Purchase - Interest 3136B1XP4 1.00 92.69 73,632.72 04/25/1904/25/19Purchase - Interest 3137BM6P6 1.00 412.00 74,044.72 04/25/1904/25/19Purchase - Interest 3137BM6P6 1.00 90.13 74,134.85 Page 39 For the Month Ending April 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/25/1904/25/19Purchase - Interest 3137BM6P6 1.00 90.13 74,224.98 04/25/1904/25/19Purchase - Interest 3137FKK39 1.00 476.68 74,701.66 04/25/1904/25/19Purchase - Principal 38141GVT8 1.00 50,000.00 124,701.66 04/25/1904/25/19Purchase - Principal 38141GVT8 1.00 50,000.00 174,701.66 04/25/1904/25/19Purchase - Principal 38141GVT8 1.00 250,000.00 424,701.66 04/25/1904/25/19Purchase - Principal 38141GVT8 1.00 50,000.00 474,701.66 04/25/1904/25/19Purchase - Principal 3136AQDQ0 1.00 2,837.31 477,538.97 04/25/1904/25/19Purchase - Principal 3136AQDQ0 1.00 481.81 478,020.78 04/25/1904/25/19Purchase - Principal 3136AQDQ0 1.00 481.81 478,502.59 04/25/1904/25/19Purchase - Principal 3136B1XP4 1.00 2,937.96 481,440.55 04/25/1904/25/19Purchase - Principal 3136B1XP4 1.00 587.58 482,028.13 04/25/1904/25/19Purchase - Principal 3136B1XP4 1.00 587.58 482,615.71 04/25/1904/25/19Purchase - Principal 3137FKK39 1.00 281.82 482,897.53 04/25/1904/25/19IP Fees March 2019 1.00 (3,103.48) 479,794.05 04/25/1904/25/19U.S. Bank Fees February 2019 1.00 (161.23) 479,632.82 04/30/1904/30/19Purchase - Interest 912828Q78 1.00 343.75 479,976.57 04/30/1904/30/19Purchase - Interest 912828T67 1.00 812.50 480,789.07 04/30/1904/30/19Purchase - Interest 912828T67 1.00 1,468.75 482,257.82 04/30/1904/30/19Purchase - Interest 912828T67 1.00 812.50 483,070.32 04/30/1904/30/19Purchase - Interest 912828X47 1.00 2,343.75 485,414.07 04/30/1904/30/19Purchase - Interest 912828X47 1.00 11,718.75 497,132.82 04/30/1904/30/19Purchase - Interest 912828X47 1.00 4,828.13 501,960.95 Page 40 For the Month Ending April 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate CAMP Pool 04/30/1904/30/19Purchase - Interest 912828X47 1.00 1,687.50 503,648.45 04/30/1904/30/19Purchase - Interest 912828X47 1.00 1,078.13 504,726.58 04/30/1904/30/19Purchase - Interest 912828X47 1.00 2,578.13 507,304.71 04/30/1904/30/19Purchase - Interest 912828X47 1.00 1,078.13 508,382.84 04/30/1904/30/19Purchase - Interest 912828X47 1.00 14,999.98 523,382.82 04/30/1905/01/19Accrual Income Div Reinvestment - Distributions 1.00 305.32 523,688.14 523,688.14 523,688.14 523,688.14 145,953.93 1,590.55 0.00 (12,189,246.24) 12,662,131.65 50,802.73 305.32 523,688.14 0.00 (1,079,502.99) 1,486,335.42 116,855.71 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 April January-April 2.55% Page 41