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Item No. 03 Investment Report September 2019
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 19-408 Agenda Date: 12/10/2019 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 3) CC Investment Report for September 2019 Receive and file. Page 1 City of Lake Elsinore Printed on 8/2/2023 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Andrew Zavala, Accountant I Approved by:Jason Simpson, Assistant City Manager Date:December 10, 2019 Subject:Investment Report for September 2019 Recommendation Receive and file the Investment Report for September 2019. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for September 2019 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,065,748$ 62,701$ (325,296)$ 2,803,154$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 3,065,748 62,701 (325,296) 2,804,454 INVESTMENTS Local Agency Investment Fund 3,289,426 - - 3,289,426 CAMP Investments: CAMP Pool Account 77,603 - - 77,603 U.S. Treasury Bond / Note 19,085,722 - - 19,085,722 Supra-National Agency Bond / Note 1,591,950 - - 1,591,950 Federal Agency Collateralized Mortgage Obligation 603,062 - - 603,062 Federal Agency Bond / Note 521,807 - - 521,807 Corporate Notes 10,012,568 - - 10,012,568 Negotiable Certificate of Deposit 4,739,856 - - 4,739,856 Asset-Backed Security / Collaterized Mortgage 3,344,540 - - 3,344,540 Sub-total Investments 43,266,534 - - 43,266,534 Market Value Adjustment: Unrealized Gain/(Loss) at 09/30/2019 687,826 - - 687,826 Total Investments 43,954,360 - - 43,954,360 Total Pooled Cash and Investments 47,020,108$ 62,701$ (325,296)$ 46,758,813$ TOTAL POOLED CASH AND INVESTMENTS 46,758,813$ 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 11, 2019. 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 November 19, 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 SEPTEMBER 30, 2019 FUND NO FUND NAME AMOUNT 100 General 6,989,872$ 106 Affordable Housing In Lieu 1,491,543 107 Developer Agreement Revenue 188 109 Road Maintenance and Rehabilitation (SB1)879,536 110 State Gas Tax 134,316 112 Measure A 1,777,962 114 SB1186 CASP Education Program 18,782 115 Traffic Safety 23,214 118 Lake Side Facility DIF 61,285 119 Animal Shelter DIF 52 121 T.R.I.P.-2014A 145 135 Lighting & Landscape Maintenance - Dist. No. 1 685,341 140 Geothermal 19,304 160 PEG Grant 20,228 203 E.L.S.P. - S.T.I.F.2,189,670 205 Traffic Impact Fee 4,898,628 211 Storm Drain C.I.P. 419,757 220 Street Lighting C.I.P.214 221 Quimby Park C.I.P.213,871 231 Library C.I.P. 1,212,726 232 City Fire Protection 2,452 300 Insurance Service 629,107 305 Information Systems Service 238,102 310 Support Service 13,518 320 Facilities Service 606,549 331 CFD 2006-1CC Summerly Improvement Area CC 14,378 332 CFD 2006-1 Improvement Area B, Summerly 46,817 334 CFD 2015-5 Trieste - Far West Industries 2,918 335 CFD 2003-2E Canyon Hills Improvement Area E 5,951 336 CFD 2006-1FF Summerly Improvement Area FF 6,977 338 CFD 2006-1 IA-JJ Summerly Improvement Area 18,748 340 CFD 2006-1 IA-EE Summerly Improvement Area 14,027 345 CFD 2003-2 Improvement Area D, Canyon Hills 4,306 346 CFD 2014-1 Southshore 66,654 347 CFD 2006-1 Improvement Area A, Summerly 19,456 349 CFD 88-3 (2013B) 17,373 350 CFD 98-1 Summerhill 7,713 357 CFD 2003-2 Canyon Hills Improvement Area 27,658 366 CFD 2005-6 City Center Townhomes 15,788 368 CFD 2006-2 Viscaya 17,170 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 35,836 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 SEPTEMBER 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 SEPTEMBER 30, 2019 371 CFD 2005-1 Serenity 22,867 372 CFD 2005-2 Alberhill Ranch Improvement Area 61,747 374 CFD 2005-4 Lakeview Villas 7,747 375 CFD 2006-4 Clurman 12,251 376 CFD 2006-3 La Strada 5,172 377 CFD 2006-6 Tessara 7,735 378 CFD 2006-8 Running Deer Estates 8,887 384 CFD 2003-2 Area B Canyon Hills Improvement Area 528,634 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 31,568 386 CFD 2007-4 Mekenna Court 16,066 387 CFD 2007-5 Red Kite 5,706 388 CFD 2007-6 Holiday Inn Express 15,962 389 CFD 88-3 (2008A) West Lake Elsinore Series A 67,179 390 CFD 2003-2 Area C Canyon Hills Improvement Area 14,495 392 CFD 95-1 City Center 17,503 393 AD 93-1 Cottonwood Hills 67,086 394 CFD 2005-5 (2012A) Wasson Canyon 11,182 396 CFD 2018-2 Nichols Ranch Improvement Area 32,401 397 CFD 2018-3 Village at Lakeshore 7,268 500 Capital Improvement Plan 8,564,153 510 Successor To RDA Area I, II, & III 3,903,506 540 Successor To RDA Diamond Stadium 2,393,510 603 Endowment Trust - Carl Graves 54,225 604 Endowment Trust - Korn Memorial 32,950 605 Public Improvement Trust 110,987 606 Mobile Source Air Polution Reduction 331,048 608 Trust Deposit & Pre Paid Expense 2,603,936 617 Successor Agency Housing 3,515,327 620 Cost Recovery System 1,064,884 631 Lake Destratification Equipment Replacement 394,701 Total Pooled Cash & Investments 46,758,813$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 44.11%Unlimited Current Balance 19,085,722$ Supra-National Agency Bond / Note 3.68%30% Current Balance 1,591,950$ Municipal Bond / Note 0.00%Unlimited Current Balance -$ Federal Agency Collaterized Mortgage Obligation 1.39%40.00% Current Balance 603,062$ Federal Agency Bond / Note 1.21%*Unlimited Current Balance 521,807$ Negotiable Certificates of Deposit 10.96%30.00% Current Balance 4,739,856$ Corporate Note 23.14%30.00% Current Balance 10,012,568$ Asset-Backed Security / Collaterized Mortgage 20% Current Balance 8%3,344,540$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%10.00% LAIF (Local Agency Investment Fund)7.60%*$65 Million Current Balance 3,289,426$ CAMP - Pooled Sweep Account 0.18%Unlimited Current Balance 77,603$ TOTAL 100.00%43,266,534$ Note: *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Investment in LAIF may not exceed $65 million in each agency. FOR THE MONTH ENDING SEPTEMBER 30, 2019 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 2.280%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:6,289,426$ (3,000,000)$ 3,289,426$ 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 SEPTEMBER 30, 2019 CALIFORNIA STATE TREASURER FIONA MA, CPA 10/16/19 2.19 2.21 197 10/17/19 2.19 2.21 198 10/18/19 2.18 2.20 198 10/19/19 2.18 2.20 198 10/20/19 2.18 2.20 198 10/21/19 2.18 2.20 196 10/22/19 2.18 2.22 195 10/23/19 2.18 2.20 194 10/24/19 2.17 2.20 196 10/25/19 2.17 2.20 198 10/26/19 2.17 2.20 198 10/27/19 2.17 2.20 198 10/28/19 2.17 2.19 196 Oct 2019 2.190 10/29/19 2.16 2.19 198 Sep 2019 2.280 10/30/19 2.16 2.19 199 Aug 2019 2.341 10/31/19 2.14 2.19 203 11/01/19 2.14 2.19 209 11/02/19 2.14 2.19 209 11/03/19 2.14 2.19 209 11/04/19 2.14 2.18 208 11/05/19 2.14 2.18 208 11/06/19 2.14 2.18 208 11/07/19 2.12 2.18 213 11/08/19 2.12 2.18 214 11/09/19 2.12 2.18 214 11/10/19 2.12 2.18 214 11/11/19 2.12 2.18 214 11/12/19 2.12 2.17 212 11/13/19 2.11 2.17 212 11/14/19 2.10 2.17 213 11/15/19 2.10 2.17 216 .00006701807521016 1.001642817 Earnings Ratio: Fair Value Factor: Daily:2.25% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:2.45 Quarter Ending 09/30/19 Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective Yields 2.34% *Daily yield does not reflect capital gains or losses 185 Treasuries 52.02% Agencies 16.88% Certificates of Deposit/Bank Notes 17.65% Time Deposits 5.29% Commercial Paper 7.27% Loans 0.86% Pooled Money Investment Account Portfolio Composition 10/31/19 $91.4 billion Percentages may not total 100% due to rounding Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). Based on data available as of 11/18/2019 CAMP Investment Portfolio For the Month Ending September 30, 2019Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 79,535.19 1,599,591.15 (1,601,523.80) 0.00 $77,602.54 CAMP Pool Unsettled Trades 0.00 118.20 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 40,741,085.28 398,368.00 (407,488.57) (150,037.20) $40,581,927.51 CAMP Managed Account Unsettled Trades 0.00 49,829.64 Cash Dividends and Income September 30, 2019August 31, 2019 Asset Summary CAMP Pool 77,602.54 79,535.19 CAMP Managed Account 40,581,927.51 40,741,085.28 $40,659,530.05 $40,820,620.47 Total Asset Allocation 0.19% CAMP Pool 99.81% CAMP Managed Account Page 1 For the Month Ending September 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 $79,535.19 1,599,591.15 (1,601,523.80) $77,602.54 118.20 $40,741,085.28 (7,837.07) (399,651.50) 398,368.00 0.00 (150,037.20) $40,581,927.51 $40,820,620.47 $40,659,530.05 43,233.59 0.00 6,596.05 $49,829.64 0.00 1,551,947.76 39,688.12 7,837.07 (1,598,166.56) (1,306.39) 0.00 Managed Account Total 39,908,244.98 39,985,847.52 223,849.17 400,805.25 7,837.07 39,688.12 (398,368.00) (39,912,237.12) (189,540.23) 0.00 223,849.17 2,002,329.05 7,837.07 39,688.12 (1,997,959.15) (39,991,772.31) (189,540.23) 118.20 Total Accrual Basis Earnings $80,279.24 $80,397.44 Transaction Summary - Managed AccountTransaction Summary - Money Market ___________________________________________________________________________________________________________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending September 30, 2019Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par ValueMarket ValueDescription U.S. Treasury Bond / Note 19,445,000.00 19,633,144.43 48.28 Supra-National Agency Bond / Note 1,595,000.00 1,610,737.35 3.96 Federal Agency Collateralized Mortgage Obligation 597,173.75 608,981.35 1.50 Federal Agency Bond / Note 525,000.00 519,911.18 1.28 Corporate Note 9,925,000.00 10,050,878.08 24.72 Certificate of Deposit 4,740,000.00 4,772,513.20 11.74 Asset-Backed Security 3,345,000.00 3,385,761.92 8.33 Managed Account Sub-Total 40,172,173.7540,581,927.51 99.81% Accrued Interest 223,849.17 Total Portfolio 40,172,173.7540,805,776.68 CAMP Pool 77,602.54 77,602.54 0.19 Total Investments 40,249,776.2940,883,379.22 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 8.33% ABS 11.74% Cert of Deposit 24.72% Corporate Note 1.50% Fed Agency CMO 1.28% Fed Agy Bond / Note 0.19% Mny Mkt Fund 3.96% Supra-National Agency Bond / Note 48.28% 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 7.61%7.27% 18.04% 4.97% 50.31% 11.80% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.46 1005 2.46% 1.81% Page 3 For the Month Ending September 30, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 8.15% A 3.26% A+ 6.84% A- 3.35% A-1 3.74% A-1+ 0.92% AA 51.56% AA+ 5.03% AA- 12.60% AAA 0.19% AAAm 3.69% BBB+ 0.67% NR Issuer Summary Percentof HoldingsIssuer Market Value 440,746.84 1.08 AMERICAN EXPRESS CO 404,312.40 0.99 AMERICAN HONDA FINANCE 200,419.60 0.49 APPLE INC 402,609.07 0.99 BANK OF AMERICA CO 675,687.63 1.66 BANK OF MONTREAL 383,253.94 0.94 BANK OF NOVA SCOTIA 325,079.24 0.80 BB&T CORPORATION 305,256.06 0.75 BMW FINANCIAL SERVICES NA LLC 77,602.54 0.19 CAMP Pool 796,775.76 1.96 CAPITAL ONE FINANCIAL CORP 714,212.17 1.76 CARMAX AUTO OWNER TRUST 304,592.52 0.75 CATERPILLAR INC 239,846.88 0.59 CHARLES SCHWAB 400,270.80 0.98 CITIGROUP INC 355,105.51 0.87 DEERE & COMPANY 201,265.08 0.50 FANNIE MAE 519,911.18 1.28 FEDERAL HOME LOAN BANKS 407,716.27 1.00 FREDDIE MAC 251,940.75 0.62 GENERAL ELECTRIC CO 278,693.58 0.69 GM FINANCIAL AUTO LEASING TRUST 577,839.71 1.42 GM FINANCIAL SECURITIZED TERM 423,432.80 1.04 GOLDMAN SACHS GROUP INC 177,923.39 0.44 HERSHEY COMPANY 199,730.40 0.49 HOME DEPOT INC 382,422.49 0.94 HONDA AUTO RECEIVABLES 302,663.10 0.74 IBM CORP 476,081.80 1.17 INTER-AMERICAN DEVELOPMENT BANK 402,967.20 0.99 INTERNATIONAL FINANCE CORPORATION 731,688.35 1.80 INTL BANK OF RECONSTRUCTION AND DEV 691,448.40 1.70 JP MORGAN CHASE & CO 399,809.20 0.98 MICROSOFT CORP 425,532.00 1.05 MORGAN STANLEY Page 4 For the Month Ending September 30, 2019Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 405,011.20 1.00 NATIONAL RURAL UTILITIES CO FINANCE CORP 777,607.88 1.91 NORDEA BANK AB 342,640.24 0.84 PACCAR FINANCIAL CORP 280,869.12 0.69 PEPSICO INC 422,312.00 1.04 PNC FINANCIAL SERVICES GROUP 691,137.23 1.70 ROYAL BANK OF CANADA 400,554.80 0.99 SKANDINAVISKA ENSKILDA BANKEN AB 125,013.89 0.31 STATE STREET CORPORATION 801,501.60 1.98 SWEDBANK AB 403,064.40 0.99 THE BANK OF NEW YORK MELLON CORPORATION 396,058.40 0.97 THE WALT DISNEY CORPORATION 551,037.50 1.36 TOYOTA MOTOR CORP 301,221.30 0.74 UBS AG 303,443.10 0.75 UNILEVER PLC 19,633,144.43 48.30 UNITED STATES TREASURY 330,562.15 0.81 VOLKSWAGEN OF AMERICA 375,832.88 0.92 WAL-MART STORES INC 500,132.45 1.23 WELLS FARGO & COMPANY 741,548.82 1.82 WESTPAC BANKING CORP $40,659,530.05 Total 100.00% Page 5 For the Month Ending September 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 10,070.70 10,134.86 60.02 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 14,990.04 15,074.84 66.34 15,268.94 05/31/1605/27/16AaaAA+ 15,000.00 912828N48 1.35 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 94,228.13 93,850.80 496.94 92,799.41 10/10/1710/05/17AaaAA+ 95,000.00 912828T67 1.85 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 457,681.50 439,872.11 2,416.61 436,464.84 08/03/1808/01/18AaaAA+ 450,000.00 912828N30 2.86 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 813,656.00 778,382.86 4,296.20 772,718.75 11/06/1811/02/18AaaAA+ 800,000.00 912828N30 3.00 US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1,220,484.00 1,175,917.22 6,444.29 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 3,229,197.25 3,132,913.37 17,050.53 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 4,424,254.50 4,298,309.91 23,360.56 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 1,102,148.30 1,073,449.99 6,007.17 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 1,527,978.33 1,491,885.13 8,328.13 1,488,304.69 05/03/1905/01/19AaaAA+ 1,525,000.00 912828R69 2.25 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 2,003,906.00 1,936,814.64 10,922.13 1,927,421.87 03/06/1903/04/19AaaAA+ 2,000,000.00 912828R69 2.53 US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 3,081,005.48 3,052,720.36 16,792.78 3,050,856.45 06/07/1906/03/19AaaAA+ 3,075,000.00 912828R69 1.83 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,653,544.20 1,639,710.96 11,220.45 1,639,107.42 07/03/1907/01/19AaaAA+ 1,650,000.00 912828T91 1.78 107,462.15 19,633,144.43 19,139,037.05 2.36 19,085,722.05 19,445,000.00 Security Type Sub-Total Page 6 For the Month Ending September 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 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 49,889.90 49,961.22 41.19 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 124,724.75 124,903.04 102.98 124,700.00 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 149,669.70 149,883.65 123.58 149,640.00 09/19/1709/12/17AaaAAA 150,000.00 45905UP32 1.64 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 50,370.90 49,981.45 80.51 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 50,370.90 49,981.45 80.51 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 302,225.40 299,888.72 483.08 299,775.00 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 60,776.40 59,930.49 708.75 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 60,776.40 59,930.49 708.75 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 354,529.00 349,594.51 4,134.38 349,230.00 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 407,404.00 399,424.49 2,077.78 399,064.00 07/25/1807/18/18AaaAAA 400,000.00 459058GH0 2.83 Page 7 For the Month Ending September 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 8,541.51 1,610,737.35 1,593,479.51 2.51 1,591,950.00 1,595,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 28,752.16 28,549.04 83.75 28,790.82 04/30/1804/11/18AaaAA+ 28,229.31 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 28,752.16 28,549.04 83.75 28,790.82 04/30/1804/11/18AaaAA+ 28,229.31 3136B1XP4 2.27 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 143,760.76 142,745.16 418.73 143,954.04 04/30/1804/11/18AaaAA+ 141,146.51 3136B1XP4 2.27 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 35,794.86 35,179.84 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 35,794.86 35,179.84 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 163,633.65 160,822.11 412.00 161,362.50 04/09/1804/04/18AaaAA+ 160,000.00 3137BM6P6 2.61 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 172,492.90 169,568.11 452.61 169,568.10 12/17/1812/07/18AaaAA+ 169,568.62 3137FKK39 3.11 1,631.10 608,981.35 600,593.14 2.64 603,062.38 597,173.75 Security Type Sub-Total Federal Agency Bond / Note FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 123,788.38 124,722.93 300.78 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 396,122.80 399,113.36 962.50 397,567.60 07/15/1607/14/16AaaAA+ 400,000.00 3130A8QS5 1.25 1,263.28 519,911.18 523,836.29 1.25 521,807.48 525,000.00 Security Type Sub-Total Corporate Note GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 251,940.75 252,298.29 3,170.14 289,082.50 03/25/1503/20/15Baa1BBB+ 250,000.00 36962G4J0 2.05 Page 8 For the Month Ending September 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 CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 50,033.85 49,998.11 275.63 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 50,033.85 49,998.11 275.63 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 300,203.10 299,988.66 1,653.75 299,880.00 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 74,977.35 75,020.61 273.23 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 374,886.75 375,181.65 1,366.15 377,621.25 02/05/1502/02/15A2A- 375,000.00 94974BGF1 2.00 MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 49,976.15 49,996.03 141.32 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 49,976.15 49,996.03 141.32 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 299,856.90 299,976.19 847.92 299,799.00 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 30,004.68 29,995.49 51.33 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 30,004.68 29,995.49 51.33 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 180,028.08 179,972.92 308.00 179,812.80 03/03/1702/28/17A2A- 180,000.00 0258M0EE5 2.24 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 200,209.00 200,167.32 226.94 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 75,005.70 74,993.59 666.25 74,965.50 04/17/1704/11/17Aa3AA- 75,000.00 89236TDU6 1.97 Page 9 For the Month Ending September 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 TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 225,017.10 224,980.77 1,998.75 224,896.50 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 24,966.30 24,996.66 145.00 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 24,966.30 24,996.66 145.00 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 149,797.80 149,979.94 870.00 149,913.00 06/05/1705/24/17A2A 150,000.00 437076BQ4 1.82 JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 24,998.78 24,996.24 134.06 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 39,946.56 39,989.40 55.50 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 39,946.56 39,989.40 55.50 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 224,699.40 224,940.40 312.19 224,811.00 09/07/1709/05/17A3A 225,000.00 14913Q2A6 1.88 PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 25,037.15 24,999.15 196.46 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 25,037.15 24,999.15 196.46 24,997.75 11/13/1711/06/17A1A+ 25,000.00 69371RN85 2.05 APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 50,104.90 49,984.08 383.33 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 50,104.90 49,984.08 383.33 49,958.00 11/13/1711/06/17Aa1AA+ 50,000.00 037833DJ6 2.03 APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 100,209.80 99,968.15 766.67 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 150,222.90 149,994.88 1,178.75 149,986.50 11/13/1711/06/17A1A+ 150,000.00 69371RN85 2.05 Page 10 For the Month Ending September 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 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,268.35 50,296.49 403.75 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 75,166.58 74,957.37 419.58 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 300,666.30 299,829.46 1,678.33 299,565.00 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 25,041.13 24,995.06 89.58 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 25,041.13 24,995.06 89.58 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 75,123.38 74,985.17 268.75 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 302,663.10 299,932.58 1,236.67 299,853.00 02/06/1802/01/18A2A 300,000.00 44932HAG8 2.67 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 25,313.20 24,986.34 32.22 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 25,313.20 24,986.34 32.22 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 25,313.20 24,946.09 32.22 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 25,313.20 24,946.09 32.22 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 126,566.00 124,931.71 161.11 124,861.25 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 177,192.40 174,622.61 225.56 174,259.75 04/19/1804/12/18A2A 175,000.00 63743HER9 3.05 Page 11 For the Month Ending September 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 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 303,443.10 299,229.65 206.25 298,467.00 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 50,805.70 49,989.56 688.33 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 40,124.16 39,996.40 368.89 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 40,124.16 39,996.40 368.89 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 50,383.05 50,358.90 576.39 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 50,383.05 50,358.90 576.39 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 200,620.80 199,982.02 1,844.44 199,960.00 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 302,298.30 302,179.37 3,458.33 306,978.00 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 25,223.28 25,088.90 295.31 25,194.00 11/03/1711/01/17A2A- 25,000.00 06051GFW4 2.39 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 200,709.40 199,844.68 1,825.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 20,334.72 19,997.15 242.83 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 20,334.72 19,997.15 242.83 19,994.80 05/10/1805/07/18A1A+ 20,000.00 69371RP26 3.11 Page 12 For the Month Ending September 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 24,984.20 24,994.50 200.73 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 24,984.20 24,994.50 200.73 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 101,673.60 99,985.77 1,214.17 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 149,905.20 149,967.03 1,204.38 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,417.63 24,990.47 292.78 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 25,417.63 24,990.47 292.78 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 127,088.13 124,952.37 1,463.89 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,002.78 24,968.01 178.75 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 25,002.78 24,968.01 178.75 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 75,008.33 74,904.03 536.25 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 35,721.88 34,999.40 410.76 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 204,125.00 199,996.57 2,347.22 199,994.00 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 35,039.24 35,000.00 407.40 35,000.00 09/18/1709/13/17A2A- 35,000.00 06051GGS2 2.33 Page 13 For the Month Ending September 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 35,039.24 35,000.00 407.40 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 200,224.20 200,000.00 2,328.00 200,000.00 09/18/1709/13/17A2A- 200,000.00 06051GGS2 2.33 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 50,785.65 49,893.13 312.85 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 279,321.08 274,412.24 1,720.66 273,787.25 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 15,297.59 15,000.00 195.36 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 15,297.59 15,000.00 195.36 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 76,487.93 75,000.00 976.80 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 691,448.40 675,000.00 11,364.81 675,000.00 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 422,312.00 402,516.27 2,644.44 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 425,532.00 422,067.83 6,544.44 422,916.00 07/23/1907/19/19A3BBB+ 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 404,312.40 398,097.10 2,506.67 398,016.00 07/15/1907/11/19A2A 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 423,432.80 417,854.57 3,550.56 418,632.00 07/11/1907/08/19A3BBB+ 400,000.00 38141EC23 2.84 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 396,058.40 398,389.75 486.11 398,368.00 09/06/1909/03/19A2A 400,000.00 254687FK7 1.84 73,827.66 10,050,878.08 9,966,748.92 2.44 10,012,567.50 9,925,000.00 Security Type Sub-Total Page 14 For the Month Ending September 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 NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 100,336.50 100,000.00 309.78 100,000.00 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 100,336.50 100,000.00 309.78 100,000.00 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 576,934.88 575,000.00 1,781.22 575,000.00 02/22/1802/20/18P-1A-1+ 575,000.00 65590ASN7 2.72 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 301,221.30 300,000.00 676.67 300,000.00 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 30,256.89 29,996.04 297.73 29,988.60 06/07/1806/05/18P-1A-1 30,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 50,428.15 49,993.40 496.22 49,981.00 06/07/1806/05/18P-1A-1 50,000.00 06417GU22 3.10 BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 302,568.90 299,960.39 2,977.33 299,886.00 06/07/1806/05/18P-1A-1 300,000.00 06417GU22 3.10 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,209.30 100,000.00 307.50 100,000.00 08/07/1708/03/17P-1A-1+ 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 100,209.30 100,000.00 307.50 100,000.00 08/07/1708/03/17P-1A-1+ 100,000.00 96121T4A3 2.05 WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 541,130.22 540,000.00 1,660.50 540,000.00 08/07/1708/03/17P-1A-1+ 540,000.00 96121T4A3 2.05 BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 675,687.63 670,000.00 3,384.06 670,000.00 08/03/1808/01/18P-1A-1 670,000.00 06370REU9 3.23 SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 100,187.70 100,000.00 870.17 100,000.00 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 100,187.70 100,000.00 870.17 100,000.00 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 601,126.20 600,000.00 5,221.00 600,000.00 11/17/1711/16/17Aa2AA- 600,000.00 87019U6D6 2.30 Page 15 For the Month Ending September 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 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 51,195.35 50,000.00 513.00 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 102,390.70 100,000.00 1,026.00 100,000.00 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 537,551.18 525,000.00 5,386.50 525,000.00 06/08/1806/07/18Aa2AA- 525,000.00 78012UEE1 3.24 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 400,554.80 400,000.00 578.67 400,000.00 09/03/1908/29/19Aa2A+ 400,000.00 83050PDR7 1.88 26,973.80 4,772,513.20 4,739,949.83 2.67 4,739,855.60 4,740,000.00 Security Type Sub-Total Asset-Backed Security BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 305,256.06 299,998.13 308.00 299,997.33 10/17/1810/10/18AaaAAA 300,000.00 05586CAD6 3.36 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 278,693.58 274,973.95 277.29 274,964.97 09/26/1809/18/18AaaAAA 275,000.00 36256GAE9 3.31 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 382,422.49 374,954.83 526.67 374,943.94 11/28/1811/20/18AaaAAA 375,000.00 43815AAC6 3.17 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 330,562.15 324,988.94 322.74 324,986.35 11/21/1811/15/18AaaAAA 325,000.00 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 303,988.29 299,946.83 377.50 299,930.04 07/18/1807/11/18NRAAA 300,000.00 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 356,115.97 349,963.43 486.89 349,952.30 07/25/1807/18/18NRAAA 350,000.00 14313FAD1 3.36 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 358,096.20 349,997.60 522.67 349,996.78 10/24/1810/17/18NRAAA 350,000.00 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 273,851.42 269,974.33 334.13 269,970.11 01/16/1901/08/19AaaNR 270,000.00 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 796,775.76 799,802.20 993.78 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 Page 16 For the Month Ending September 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 Asset-Backed Security 4,149.67 3,385,761.92 3,344,600.24 2.88 3,344,540.38 3,345,000.00 Security Type Sub-Total 40,172,173.75 39,899,505.39 2.46 223,849.17 39,908,244.98 40,581,927.51 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 77,602.54 77,602.54 0.00 77,602.54 NRAAAm 77,602.54 77,602.54 77,602.54 0.00 77,602.54 77,602.54 Money Market Sub-Total $40,249,776.29 $39,977,107.93 $223,849.17 $39,985,847.52 $40,659,530.05 2.46% $40,883,379.22 $223,849.17 Total Investments Accrued Interest Securities Sub-Total Page 17 For the Month Ending September 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 1.22 (64.16)(431.64) 10,070.70 100.71 MERRILL 10,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.80 1.22 1.23 (84.80)(278.90) 14,990.04 99.93 MORGANST 15,000.00 912828N48US TREASURY NOTES DTD 12/31/2015 1.750% 12/31/2020 1.80 1.23 2.04 377.33 1,428.72 94,228.13 99.19 MERRILL 95,000.00 912828T67US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 1.65 2.04 3.12 17,809.39 21,216.66 457,681.50 101.71 MERRILL 450,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.58 3.12 3.12 35,273.14 40,937.25 813,656.00 101.71 MERRILL 800,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.58 3.12 3.12 44,566.78 50,202.75 1,220,484.00 101.71 MERRILL 1,200,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.58 3.12 3.12 96,283.88 104,550.77 3,229,197.25 101.71 MORGAN_S 3,175,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.58 3.12 3.12 125,944.59 136,955.67 4,424,254.50 101.71 MERRILL 4,350,000.00 912828N30US TREASURY NOTES DTD 12/31/2015 2.125% 12/31/2022 1.58 3.12 3.53 28,698.31 32,097.52 1,102,148.30 100.20 SOCGEN 1,100,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.57 3.53 3.53 36,093.20 39,673.64 1,527,978.33 100.20 MORGAN_S 1,525,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.57 3.53 3.53 67,091.36 76,484.13 2,003,906.00 100.20 MORGAN_S 2,000,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.57 3.53 3.53 28,285.12 30,149.03 3,081,005.48 100.20 MORGAN_S 3,075,000.00 912828R69US TREASURY N/B NOTES DTD 05/31/2016 1.625% 05/31/2023 1.57 3.53 3.91 13,833.24 14,436.78 1,653,544.20 100.21 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1.57 3.91 547,422.38 1.58 3.34 494,107.38 19,633,144.43 19,445,000.00 Security Type Sub-Total 3.34 Supra-National Agency Bond / Note 0.94 (71.32) 9.90 49,889.90 99.78 HSBC 50,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.80 0.94 Page 18 For the Month Ending September 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 0.94 (178.29) 24.75 124,724.75 99.78 HSBC 125,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.80 0.94 0.94 (213.95) 29.70 149,669.70 99.78 HSBC 150,000.00 45905UP32INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 1.80 0.94 1.41 389.45 408.40 50,370.90 100.74 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.11 1.41 1.41 389.45 408.40 50,370.90 100.74 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.11 1.41 1.41 2,336.68 2,450.40 302,225.40 100.74 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 2.11 1.41 1.50 845.91 908.40 60,776.40 101.29 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.78 1.50 1.50 845.91 908.40 60,776.40 101.29 CITIGRP 60,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.78 1.50 1.50 4,934.49 5,299.00 354,529.00 101.29 CITIGRP 350,000.00 4581X0DB1INTER-AMERICAN DEVELOPMENT BANK NOTE DTD 04/19/2018 2.625% 04/19/2021 1.78 1.50 1.76 7,979.51 8,340.00 407,404.00 101.85 MORGAN_S 400,000.00 459058GH0INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 07/25/2018 2.750% 07/23/2021 1.71 1.76 18,787.35 1.85 1.43 17,257.84 1,610,737.35 1,595,000.00 Security Type Sub-Total 1.43 Federal Agency Collateralized Mortgage Obligation 1.02 203.12 (38.66) 28,752.16 101.85 JPM_CHAS 28,229.31 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.53 1.44 Page 19 For the Month Ending September 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 1.02 203.12 (38.66) 28,752.16 101.85 JPM_CHAS 28,229.31 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.53 1.44 1.02 1,015.60 (193.28) 143,760.76 101.85 JPM_CHAS 141,146.51 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 1.53 1.44 1.47 615.02 496.81 35,794.86 102.27 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 1.42 2.59 1.47 615.02 496.81 35,794.86 102.27 CITIGRP 35,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 1.42 2.59 1.47 2,811.54 2,271.15 163,633.65 102.27 CITIGRP 160,000.00 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 1.42 2.59 1.91 2,924.79 2,924.80 172,492.90 101.72 CSFB 169,568.62 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.20 1.53 5,918.97 1.68 1.45 8,388.21 608,981.35 597,173.75 Security Type Sub-Total 1.91 Federal Agency Bond / Note 1.76 (934.55)(451.50) 123,788.38 99.03 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.68 1.76 1.76 (2,990.56)(1,444.80) 396,122.80 99.03 TD SEC U 400,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.68 1.76 (1,896.30) 1.68 1.76 (3,925.11) 519,911.18 525,000.00 Security Type Sub-Total 1.76 Corporate Note 0.27 (357.54)(37,141.75) 251,940.75 100.78 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.60 0.27 0.19 35.74 53.85 50,033.85 100.07 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.19 0.22 0.19 35.74 53.85 50,033.85 100.07 12/10/19CITIGRP 50,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.19 0.22 0.19 214.44 323.10 300,203.10 100.07 12/10/19CITIGRP 300,000.00 172967LF6CITIGROUP INC (CALLABLE) CORP NOTE DTD 01/10/2017 2.450% 01/10/2020 2.19 0.22 0.33 (43.26)(310.65) 74,977.35 99.97 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.23 0.33 Page 20 For the Month Ending September 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 0.33 (294.90)(2,734.50) 374,886.75 99.97 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO CORP BONDS DTD 02/02/2015 2.150% 01/30/2020 2.23 0.33 0.35 (19.88) 9.65 49,976.15 99.95 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 1.98 0.35 0.35 (19.88) 9.65 49,976.15 99.95 HSBC 50,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 1.98 0.35 0.35 (119.29) 57.90 299,856.90 99.95 HSBC 300,000.00 594918BV5MICROSOFT CORP NOTES DTD 02/06/2017 1.850% 02/06/2020 1.98 0.35 0.33 9.19 35.88 30,004.68 100.02 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.16 0.36 0.33 9.19 35.88 30,004.68 100.02 02/01/20MERRILL 30,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.16 0.36 0.33 55.16 215.28 180,028.08 100.02 02/01/20MERRILL 180,000.00 0258M0EE5AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 2.16 0.36 0.45 41.68 (1,567.00) 200,209.00 100.10 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.91 0.45 0.54 12.11 40.20 75,005.70 100.01 MERRILL 75,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.94 0.54 0.54 36.33 120.60 225,017.10 100.01 MERRILL 225,000.00 89236TDU6TOYOTA MOTOR CREDIT CORP DTD 04/17/2017 1.950% 04/17/2020 1.94 0.54 0.67 (30.36)(19.20) 24,966.30 99.87 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.00 0.67 0.67 (30.36)(19.20) 24,966.30 99.87 JPM_CHAS 25,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.00 0.67 0.67 (182.14)(115.20) 149,797.80 99.87 JPM_CHAS 150,000.00 437076BQ4HOME DEPOT INC CORP NOTES DTD 06/05/2017 1.800% 06/05/2020 2.00 0.67 0.72 2.54 14.03 24,998.78 100.00 DEUTSCHE 25,000.00 24422ETS8JOHN DEERE CAPITAL CORP NOTES DTD 06/22/2017 1.950% 06/22/2020 1.96 0.72 0.91 (42.84)(19.84) 39,946.56 99.87 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.00 0.91 Page 21 For the Month Ending September 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 0.91 (42.84)(19.84) 39,946.56 99.87 BARCLAYS 40,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.00 0.91 0.91 (241.00)(111.60) 224,699.40 99.87 BARCLAYS 225,000.00 14913Q2A6CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 2.00 0.91 1.09 38.00 39.40 25,037.15 100.15 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 1.91 1.09 1.09 38.00 39.40 25,037.15 100.15 CITIGRP 25,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 1.91 1.09 1.09 120.82 146.90 50,104.90 100.21 JPM_CHAS 50,000.00 037833DJ6APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 1.81 1.09 1.09 120.82 146.90 50,104.90 100.21 JPM_CHAS 50,000.00 037833DJ6APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 1.81 1.09 1.09 241.65 293.80 100,209.80 100.21 JPM_CHAS 100,000.00 037833DJ6APPLE INC CORP NOTES DTD 11/13/2017 2.000% 11/13/2020 1.81 1.09 1.09 228.02 236.40 150,222.90 100.15 CITIGRP 150,000.00 69371RN85PACCAR FINANCIAL CORP NOTES DTD 11/13/2017 2.050% 11/13/2020 1.91 1.09 1.16 (28.14)(839.65) 50,268.35 100.54 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.09 1.16 1.18 209.21 275.33 75,166.58 100.22 MORGAN_S 75,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.71 1.18 1.18 836.84 1,101.30 300,666.30 100.22 MORGAN_S 300,000.00 931142EA7WAL-MART STORES INC CORP NOTE DTD 10/20/2017 1.900% 12/15/2020 1.71 1.18 1.23 46.07 52.63 25,041.13 100.16 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.02 1.27 1.23 46.07 52.63 25,041.13 100.16 01/01/21MORGAN_S 25,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.02 1.27 1.23 138.21 157.88 75,123.38 100.16 01/01/21MORGAN_S 75,000.00 05531FAZ6BRANCH BANKING & TRUST (CALLABLE) NOTES DTD 10/26/2017 2.150% 02/01/2021 2.02 1.27 1.31 2,730.52 2,810.10 302,663.10 100.89 BNP_PARI 300,000.00 44932HAG8IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 1.98 1.31 Page 22 For the Month Ending September 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 1.42 326.86 340.95 25,313.20 101.25 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.02 1.42 1.42 326.86 340.95 25,313.20 101.25 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.02 1.42 1.42 367.11 418.95 25,313.20 101.25 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.02 1.42 1.42 367.11 418.95 25,313.20 101.25 RBC 25,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.02 1.42 1.42 1,634.29 1,704.75 126,566.00 101.25 RBC 125,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.02 1.42 1.42 2,569.79 2,932.65 177,192.40 101.25 RBC 175,000.00 63743HER9NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 2.02 1.42 1.44 4,213.45 4,976.10 303,443.10 101.15 CITIGRP 300,000.00 904764AZ0UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 1.96 1.44 1.48 816.14 825.70 50,805.70 101.61 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 1.88 1.48 1.42 127.76 132.16 40,124.16 100.31 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 1.79 1.45 1.42 127.76 132.16 40,124.16 100.31 03/15/21MERRILL 40,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 1.79 1.45 1.41 24.15 (765.95) 50,383.05 100.77 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 1.99 1.43 1.41 24.15 (765.95) 50,383.05 100.77 03/15/21KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 1.99 1.43 1.42 638.78 660.80 200,620.80 100.31 03/15/21MERRILL 200,000.00 713448DX3PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 1.79 1.45 1.41 118.93 (4,679.70) 302,298.30 100.77 03/15/21KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 1.99 1.43 1.50 134.38 29.28 25,223.28 100.89 MERRILL 25,000.00 06051GFW4BANK OF AMERICA CORP NOTE DTD 04/19/2016 2.625% 04/19/2021 2.04 1.50 Page 23 For the Month Ending September 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 1.47 864.72 1,173.40 200,709.40 100.35 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 2.02 1.50 1.55 337.57 339.92 20,334.72 101.67 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.04 1.55 1.55 337.57 339.92 20,334.72 101.67 MERRILL 20,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.04 1.55 1.56 (10.30) 0.70 24,984.20 99.94 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.09 1.52 1.56 (10.30) 0.70 24,984.20 99.94 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.09 1.52 1.55 1,687.83 1,699.60 101,673.60 101.67 MERRILL 100,000.00 69371RP26PACCAR FINANCIAL CORP DTD 05/10/2018 3.100% 05/10/2021 2.04 1.55 1.56 (61.83) 4.20 149,905.20 99.94 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 2.09 1.52 1.56 427.16 434.88 25,417.63 101.67 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.05 1.56 1.56 427.16 434.88 25,417.63 101.67 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.05 1.56 1.56 2,135.76 2,174.38 127,088.13 101.67 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 2.05 1.56 1.59 34.77 97.28 25,002.78 100.01 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.94 1.59 1.59 34.77 97.28 25,002.78 100.01 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.94 1.59 1.59 104.30 291.83 75,008.33 100.01 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.94 1.59 1.58 722.48 722.93 35,721.88 102.06 CSFB 35,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 1.97 1.58 1.58 4,128.43 4,131.00 204,125.00 102.06 CSFB 200,000.00 808513AW5CHARLES SCHWAB CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 1.97 1.58 Page 24 For the Month Ending September 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 0.97 39.24 39.24 35,039.24 100.11 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.27 1.00 0.97 39.24 39.24 35,039.24 100.11 10/01/20MERRILL 35,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.27 1.00 0.97 224.20 224.20 200,224.20 100.11 10/01/20MERRILL 200,000.00 06051GGS2BANK OF AMERICA CORP (CALLABLE) DTD 09/18/2017 2.328% 10/01/2021 2.27 1.00 2.18 892.52 1,006.15 50,785.65 101.57 MITSU 50,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 1.94 2.18 2.18 4,908.84 5,533.83 279,321.08 101.57 MITSU 275,000.00 24422ETL3JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 1.94 2.18 2.47 297.59 297.59 15,297.59 101.98 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.71 2.47 2.47 297.59 297.59 15,297.59 101.98 MERRILL 15,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.71 2.47 2.47 1,487.93 1,487.93 76,487.93 101.98 MERRILL 75,000.00 06051GHH5BANK OF AMERICA CORP NOTES DTD 05/17/2018 3.499% 05/17/2022 2.71 2.47 3.25 16,448.40 16,448.40 691,448.40 102.44 JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 2.48 3.25 3.98 19,795.73 19,464.00 422,312.00 105.58 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 2.14 3.98 4.14 3,464.17 2,616.00 425,532.00 106.38 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 2.39 4.14 4.44 6,215.30 6,296.40 404,312.40 101.08 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 2.16 4.44 4.33 5,578.23 4,800.80 423,432.80 105.86 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 2.54 4.33 4.68 (2,331.35)(2,309.60) 396,058.40 99.01 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 1.96 4.68 38,310.58 2.11 1.88 84,129.16 10,050,878.08 9,925,000.00 Security Type Sub-Total 1.88 Certificate of Deposit 0.39 336.50 336.50 100,336.50 100.34 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 1.84 0.39 Page 25 For the Month Ending September 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 0.39 336.50 336.50 100,336.50 100.34 GOLDMAN 100,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 1.84 0.39 0.39 1,934.88 1,934.88 576,934.88 100.34 GOLDMAN 575,000.00 65590ASN7NORDEA BANK AB NY CD DTD 02/22/2018 2.720% 02/20/2020 1.84 0.39 0.42 1,221.30 1,221.30 301,221.30 100.41 UBS 300,000.00 90275DHG8UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 1.92 0.42 0.67 260.85 268.29 30,256.89 100.86 GOLDMAN 30,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 1.81 0.67 0.67 434.75 447.15 50,428.15 100.86 GOLDMAN 50,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 1.81 0.67 0.67 2,608.51 2,682.90 302,568.90 100.86 GOLDMAN 300,000.00 06417GU22BANK OF NOVA SCOTIA HOUSTON CD DTD 06/07/2018 3.080% 06/05/2020 1.81 0.67 0.84 209.30 209.30 100,209.30 100.21 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.72 0.84 0.84 209.30 209.30 100,209.30 100.21 JPM_CHAS 100,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.72 0.84 0.84 1,130.22 1,130.22 541,130.22 100.21 JPM_CHAS 540,000.00 96121T4A3WESTPAC BANKING CORP NY CD DTD 08/07/2017 2.050% 08/03/2020 1.72 0.84 0.84 5,687.63 5,687.63 675,687.63 100.85 BMO 670,000.00 06370REU9BANK OF MONTREAL CHICAGO CERT DEPOS DTD 08/03/2018 3.190% 08/03/2020 2.17 0.84 1.10 187.70 187.70 100,187.70 100.19 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.13 1.10 1.10 187.70 187.70 100,187.70 100.19 MERRILL 100,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.13 1.10 1.10 1,126.20 1,126.20 601,126.20 100.19 MERRILL 600,000.00 87019U6D6SWEDBANK (NEW YORK) CERT DEPOS DTD 11/17/2017 2.270% 11/16/2020 2.13 1.10 1.63 1,195.35 1,195.35 51,195.35 102.39 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 1.79 1.63 1.63 2,390.70 2,390.70 102,390.70 102.39 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 1.79 1.63 1.63 12,551.18 12,551.18 537,551.18 102.39 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 1.79 1.63 Page 26 For the Month Ending September 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 2.82 554.80 554.80 400,554.80 100.14 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 1.83 2.82 32,657.60 1.91 1.05 32,563.37 4,772,513.20 4,740,000.00 Security Type Sub-Total 1.05 Asset-Backed Security 1.25 5,257.93 5,258.73 305,256.06 101.75 SOCGEN 300,000.00 05586CAD6BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 1.97 1.35 1.41 3,719.63 3,728.61 278,693.58 101.34 RBC 275,000.00 36256GAE9GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 2.35 1.19 1.65 7,467.66 7,478.55 382,422.49 101.98 JPM_CHAS 375,000.00 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 1.97 1.52 1.78 5,573.21 5,575.80 330,562.15 101.71 CITIGRP 325,000.00 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.29 1.46 1.81 4,041.46 4,058.25 303,988.29 101.33 JPM_CHAS 300,000.00 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.29 1.28 1.85 6,152.54 6,163.67 356,115.97 101.75 BARCLAYS 350,000.00 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.19 1.41 1.97 8,098.60 8,099.42 358,096.20 102.31 MERRILL 350,000.00 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.19 1.63 2.05 3,877.09 3,881.31 273,851.42 101.43 RBC 270,000.00 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.28 1.39 2.42 (3,026.44)(3,022.80) 796,775.76 99.60 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.89 2.79 41,221.54 2.11 1.89 41,161.68 3,385,761.92 3,345,000.00 Security Type Sub-Total 1.74 40,172,173.75 40,581,927.51 682,422.12 673,682.53 2.46 1.81 Managed Account Sub-Total 2.46 Money Market Mutual Fund 0.00 0.00 0.00 77,602.54 1.00 77,602.54 CAMP Pool 0.00 77,602.54 77,602.54 0.00 0.00 0.00 Money Market Sub-Total 0.00 Page 27 For the Month Ending September 30, 2019Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $40,883,379.22 $223,849.17 $40,659,530.05 Accrued Interest Securities Sub-Total $40,249,776.29 $682,422.12 $673,682.53 2.46 1.81% 2.46 Page 28 For the Month Ending September 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 09/05/19 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 14041NFU0 (799,798.56) 0.00 (799,798.56) 800,000.00 08/28/19 09/03/19 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 83050PDR7 (400,000.00) 0.00 (400,000.00) 400,000.00 08/29/19 09/06/19 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 254687FK7 (398,368.00) 0.00 (398,368.00) 400,000.00 09/03/19 0.00 (1,598,166.56)(1,598,166.56) 1,600,000.00 Transaction Type Sub-Total INTEREST 09/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 90.13 90.13 29,309.39 09/01/19 09/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 450.63 450.63 146,546.91 09/01/19 09/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 09/01/19 09/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 90.13 90.13 35,000.00 09/01/19 09/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 0.00 90.12 90.12 29,309.39 09/01/19 09/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 453.35 453.35 169,845.13 09/01/19 09/25/19 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/25/2022 3137BM6P6 0.00 412.00 412.00 160,000.00 09/01/19 09/03/19 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 330.00 330.00 30,000.00 09/03/19 09/03/19 UBS AG STAMFORD CT LT CD DTD 03/06/2018 2.900% 03/02/2020 90275DHG8 0.00 4,422.50 4,422.50 300,000.00 09/03/19 09/03/19 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 330.00 330.00 30,000.00 09/03/19 09/03/19 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE DTD 03/03/2017 2.200% 03/03/2020 0258M0EE5 0.00 1,980.00 1,980.00 180,000.00 09/03/19 Page 29 For the Month Ending September 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 09/04/19 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 0.00 2,081.25 2,081.25 225,000.00 09/04/19 09/04/19 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 0.00 370.00 370.00 40,000.00 09/04/19 09/04/19 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 0.00 1,218.75 1,218.75 125,000.00 09/04/19 09/04/19 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 0.00 243.75 243.75 25,000.00 09/04/19 09/04/19 CATERPILLAR FINL SERVICE NOTE DTD 09/07/2017 1.850% 09/04/2020 14913Q2A6 0.00 370.00 370.00 40,000.00 09/04/19 09/09/19 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 3,954.00 3,954.00 300,000.00 09/09/19 09/09/19 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 659.00 659.00 50,000.00 09/09/19 09/09/19 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 659.00 659.00 50,000.00 09/09/19 09/12/19 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 0.00 1,171.50 1,171.50 150,000.00 09/12/19 09/12/19 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 0.00 390.50 390.50 50,000.00 09/12/19 09/12/19 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 89236TCF0 0.00 2,150.00 2,150.00 200,000.00 09/12/19 09/12/19 INTL BANK OF RECONSTRUCTION AND DEV NOTE DTD 09/19/2017 1.561% 09/12/2020 45905UP32 0.00 976.25 976.25 125,000.00 09/12/19 09/15/19 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 987.50 987.50 375,000.00 09/15/19 09/15/19 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 1,812.50 1,812.50 125,000.00 09/15/19 Page 30 For the Month Ending September 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 09/15/19 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 362.50 362.50 25,000.00 09/15/19 09/15/19 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 362.50 362.50 25,000.00 09/15/19 09/15/19 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 912.92 912.92 350,000.00 09/15/19 09/15/19 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 980.00 980.00 350,000.00 09/15/19 09/15/19 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 362.50 362.50 25,000.00 09/15/19 09/15/19 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 362.50 362.50 25,000.00 09/15/19 09/15/19 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 0.00 2,537.50 2,537.50 175,000.00 09/15/19 09/16/19 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 755.00 755.00 300,000.00 09/16/19 09/16/19 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 668.25 668.25 270,000.00 09/16/19 09/20/19 GMALT 2018-3 A4 DTD 09/26/2018 3.300% 07/20/2022 36256GAE9 0.00 756.25 756.25 275,000.00 09/20/19 09/20/19 BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 05586CAD6 0.00 840.00 840.00 300,000.00 09/20/19 09/20/19 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 880.21 880.21 325,000.00 09/20/19 09/22/19 UNILEVER CAPITAL CORP NOTES DTD 03/22/2018 2.750% 03/22/2021 904764AZ0 0.00 4,125.00 4,125.00 300,000.00 09/22/19 39,688.12 39,688.12 0.00 5,770,010.82 Transaction Type Sub-Total PAYDOWNS 09/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,080.08 0.00 1,080.08 (21.48) 0.00 1,080.08 09/01/19 09/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 1,080.08 0.00 1,080.08 (21.48) 0.00 1,080.08 09/01/19 Page 31 For the Month Ending September 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 PAYDOWNS 09/25/19 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 276.51 0.00 276.51 0.00 0.00 276.51 09/01/19 09/25/19 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/25/2021 3136B1XP4 5,400.40 0.00 5,400.40 (107.42) 0.00 5,400.40 09/01/19 0.00 0.00 (150.38) 7,837.07 7,837.07 7,837.07 Transaction Type Sub-Total SELL 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 139,213.20 87.50 139,300.70 (307.86)(596.05)FIFO 140,000.00 08/28/19 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 457,414.80 287.50 457,702.30 (722.20)(1,843.08)FIFO 460,000.00 08/28/19 09/05/19 US TREASURY NOTES DTD 05/02/2016 1.375% 04/30/2021 912828Q78 49,837.89 239.13 50,077.02 835.94 236.11 FIFO 50,000.00 08/28/19 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 79,550.40 50.00 79,600.40 (125.60)(320.54)FIFO 80,000.00 08/28/19 09/05/19 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 24,859.50 15.63 24,875.13 (54.98)(106.44)FIFO 25,000.00 08/28/19 09/03/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 129,309.38 556.39 129,865.77 2,320.71 938.19 FIFO 130,000.00 08/29/19 09/03/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 34,814.06 149.79 34,963.85 624.80 252.59 FIFO 35,000.00 08/29/19 09/03/19 US TREASURY NOTES DTD 10/31/2016 1.250% 10/31/2021 912828T67 233,751.56 1,005.78 234,757.34 4,195.12 1,695.95 FIFO 235,000.00 08/29/19 09/06/19 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 124,963.75 13.54 124,977.29 (3.75)(30.74)FIFO 125,000.00 09/03/19 09/06/19 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 174,786.50 796.25 175,582.75 (10.50)(161.87)FIFO 175,000.00 09/03/19 09/06/19 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 24,969.50 113.75 25,083.25 (1.50)(23.12)FIFO 25,000.00 09/03/19 09/06/19 WALT DISNEY COMPANY CORP NOTES DTD 06/06/2017 1.800% 06/05/2020 25468PDU7 49,939.00 227.50 50,166.50 (3.00)(46.25)FIFO 50,000.00 09/03/19 09/06/19 WALT DISNEY COMPANY CORP NOTES DTD 03/06/2017 1.950% 03/04/2020 25468PDP8 24,992.75 2.71 24,995.46 (0.75)(6.15)FIFO 25,000.00 09/03/19 Page 32 For the Month Ending September 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 3,545.47 (11.40) 6,746.43 1,551,947.76 1,548,402.29 1,555,000.00 Transaction Type Sub-Total (41,927.20) 43,233.59 1,306.39 6,596.05 (11.40)Managed Account Sub-Total Total Security Transactions $6,596.05 $1,306.39 $43,233.59 ($41,927.20)($11.40) Page 33 For the Month Ending September 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 79,535.19 Opening Balance 09/03/1909/03/19Purchase - Interest 0258M0EE5 1.00 330.00 79,865.19 09/03/1909/03/19Purchase - Interest 0258M0EE5 1.00 330.00 80,195.19 09/03/1909/03/19Purchase - Interest 0258M0EE5 1.00 1,980.00 82,175.19 09/03/1909/03/19Purchase - Interest 90275DHG8 1.00 4,422.50 86,597.69 09/03/1909/03/19Purchase - Principal 912828T67 1.00 397,875.00 484,472.69 09/03/1909/03/19Purchase - Interest 912828T67 1.00 1,711.96 486,184.65 09/03/1909/03/19Redemption - Principal 83050PDR7 1.00 (400,000.00) 86,184.65 09/04/1909/04/19Purchase - Interest 14913Q2A6 1.00 370.00 86,554.65 09/04/1909/04/19Purchase - Interest 14913Q2A6 1.00 2,081.25 88,635.90 09/04/1909/04/19Purchase - Interest 14913Q2A6 1.00 370.00 89,005.90 09/04/1909/04/19Purchase - Interest 25468PDP8 1.00 243.75 89,249.65 09/04/1909/04/19Purchase - Interest 25468PDP8 1.00 1,218.75 90,468.40 09/05/1909/05/19Purchase - Principal 3135G0N82 1.00 701,037.90 791,506.30 09/05/1909/05/19Purchase - Interest 3135G0N82 1.00 440.63 791,946.93 09/05/1909/05/19Purchase - Principal 912828Q78 1.00 49,837.89 841,784.82 09/05/1909/05/19Purchase - Interest 912828Q78 1.00 239.13 842,023.95 09/05/1909/05/19Redemption - Principal 14041NFU0 1.00 (799,798.56) 42,225.39 09/06/1909/06/19Purchase - Interest 25468PDP8 1.00 16.25 42,241.64 09/06/1909/06/19Purchase - Principal 25468PDP8 1.00 149,956.50 192,198.14 09/06/1909/06/19Purchase - Principal 25468PDU7 1.00 249,695.00 441,893.14 09/06/1909/06/19Purchase - Interest 25468PDU7 1.00 1,137.50 443,030.64 Page 34 For the Month Ending September 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 09/06/1909/06/19Redemption - Principal 254687FK7 1.00 (398,368.00) 44,662.64 09/09/1909/09/19Purchase - Interest 45950VLQ7 1.00 659.00 45,321.64 09/09/1909/09/19Purchase - Interest 45950VLQ7 1.00 3,954.00 49,275.64 09/09/1909/09/19Purchase - Interest 45950VLQ7 1.00 659.00 49,934.64 09/12/1909/12/19Purchase - Interest 45905UP32 1.00 976.25 50,910.89 09/12/1909/12/19Purchase - Interest 45905UP32 1.00 1,171.50 52,082.39 09/12/1909/12/19Purchase - Interest 45905UP32 1.00 390.50 52,472.89 09/12/1909/12/19Purchase - Interest 89236TCF0 1.00 2,150.00 54,622.89 09/16/1909/16/19Purchase - Interest 63743HER9 1.00 362.50 54,985.39 09/16/1909/16/19Purchase - Interest 63743HER9 1.00 362.50 55,347.89 09/16/1909/16/19Purchase - Interest 63743HER9 1.00 362.50 55,710.39 09/16/1909/16/19Purchase - Interest 63743HER9 1.00 362.50 56,072.89 09/16/1909/16/19Purchase - Interest 63743HER9 1.00 1,812.50 57,885.39 09/16/1909/16/19Purchase - Interest 63743HER9 1.00 2,537.50 60,422.89 09/16/1909/16/19Purchase - Interest 14313FAD1 1.00 912.92 61,335.81 09/16/1909/16/19Purchase - Interest 14315EAC4 1.00 980.00 62,315.81 09/16/1909/16/19Purchase - Interest 43815AAC6 1.00 987.50 63,303.31 09/16/1909/16/19Purchase - Interest 36255JAD6 1.00 755.00 64,058.31 09/16/1909/16/19Purchase - Interest 36256XAD4 1.00 668.25 64,726.56 09/20/1909/20/19Purchase - Interest 05586CAD6 1.00 840.00 65,566.56 09/20/1909/20/19Purchase - Interest 36256GAE9 1.00 756.25 66,322.81 09/20/1909/20/19Purchase - Interest 92869BAD4 1.00 880.21 67,203.02 Page 35 For the Month Ending September 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 09/23/1909/23/19Purchase - Interest 904764AZ0 1.00 4,125.00 71,328.02 09/25/1909/25/19Purchase - Interest 3137FKK39 1.00 453.35 71,781.37 09/25/1909/25/19Purchase - Interest 3137BM6P6 1.00 90.13 71,871.50 09/25/1909/25/19Purchase - Interest 3137BM6P6 1.00 90.13 71,961.63 09/25/1909/25/19Purchase - Interest 3137BM6P6 1.00 412.00 72,373.63 09/25/1909/25/19Purchase - Interest 3136B1XP4 1.00 90.13 72,463.76 09/25/1909/25/19Purchase - Interest 3136B1XP4 1.00 90.13 72,553.89 09/25/1909/25/19Purchase - Interest 3136B1XP4 1.00 450.62 73,004.51 09/25/1909/25/19Purchase - Principal 3136B1XP4 1.00 5,400.40 78,404.91 09/25/1909/25/19Purchase - Principal 3136B1XP4 1.00 1,080.08 79,484.99 09/25/1909/25/19Purchase - Principal 3136B1XP4 1.00 1,080.08 80,565.07 09/25/1909/25/19Purchase - Principal 3137FKK39 1.00 276.51 80,841.58 09/25/1909/25/19IP Fees August 2019 1.00 (3,144.74) 77,696.84 09/25/1909/25/19U.S. Bank Fees July 2019 1.00 (212.50) 77,484.34 09/30/1910/01/19Accrual Income Div Reinvestment - Distributions 1.00 118.20 77,602.54 Page 36 For the Month Ending September 30, 2019Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDateTransaction Description of TransactionUnit PriceDate 77,602.54 77,602.54 77,602.54 64,947.59 2,152.27 0.00 (21,247,972.19) 21,274,772.00 50,802.73 118.20 77,602.54 0.00 (1,601,523.80) 1,599,591.15 79,535.19 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 SeptemberJanuary-September 2.22% Page 37