TABLE OF CONTENTS. Summary Portfolio Statistics Cash Flow Analysis Participant Cash Balances 06 Investment Fund Participants

NOV 2018

TABLE OF CONTENTS 03 04 05 Summary Portfolio Statistics Cash Flow Analysis Participant Cash Balances 06 Investment Fund Participants 07 07 08 Asset Allocation Asset Credit Quality Appendix 09 - Investment Policy Compliance Report 10 - Investment Inventory Report 18 - Investment Transaction Report Note: The Information provided, including all charts, tables, graphs and numerical representations, are provided to readers solely as a general overview of the economic and market conditions which the Treasurer utilizes in making investment decisions. 2

SUMMARY PORTFOLIO STATISTICS County of San Diego Pooled Money Fund Accrued Unrealized Investment Type Par Value Book Value Market Value % of Portfolio Market Price WAM YTM Interest Gain/Loss Asset Backed Securities 245,977,671 245,588,726 245,078,904 2.68 99.636 890 2.50 239,152 (509,822) Bank Deposit 9,417,488 9,417,488 9,417,488 0.10 100.000 1 2.00 7,883 - Commercial Paper Disc 3,086,000,000 3,061,839,939 3,060,860,000 33.47 99.190 104 2.58 - (979,939) Medium-Term Notes 25,000,000 24,784,868 24,785,750 0.27 99.143 331 3.09 22,135 882 Federal Agency 2,309,547,000 2,308,898,379 2,267,476,355 25.24 98.178 725 1.73 9,634,759 (41,422,024) Money Market Accounts 93,100,000 93,100,000 93,100,000 1.02 100.000 1 2.14 151,381 - Negotiable CDs 2,230,000,000 2,230,000,000 2,229,404,200 24.38 99.973 154 2.63 21,197,583 (595,800) Supranationals 681,850,000 681,208,363 671,918,450 7.45 98.543 590 1.82 1,654,470 (9,289,913) Treasury Coupon Securities 492,000,000 492,519,499 484,733,240 5.38 98.524 437 1.36 1,614,816 (7,786,259) Totals for November 2018 9,172,892,159 9,147,357,262 9,086,774,387 100.00 99.063 348 2.25 34,522,180 (60,582,875) Totals for October 2018 8,305,204,945 8,285,953,085 8,217,317,656 100.00 98.943 373 2.12 37,377,890 (68,635,430) Change from Prior Month 867,687,214 861,404,177 869,456,731 0.120 (25) 0.13 (2,855,710) 8,052,555 Portfolio Effective Duration 0.84 years Monthly Fiscal Year To Calendar Year Return Information Return Annualized Date Return Annualized To Date Return Book Value 0.179% 2.172% 0.856% 2.041% 1.721% Annualized 1.881% Notes Yield to maturity (YTM) is the estimated rate of return on a bond given its purchase price, assuming all coupon payments are made on a timely basis and reinvested at this same rate of return to the maturity date. Weighted Average Maturity (WAM) is average time it takes for securities in a portfolio to mature, weighted in proportion to the dollar amount that is invested in the portfolio. Yields for the portfolio are aggregated based on the book value of each security. Monthly Investment Returns are reported gross of fees. Administration fees since fiscal year 17-18 have averaged approximately 7 basis points per annum. *All Investments held during the month of November 2018 were in compliance with the Investment Policy dated January 1, 2018. 3

PROJECTED LIQUIDITY County of San Diego Pooled Money Fund ($000) Dec-18 Jan-19 Feb-19 Mar-19 Apr-19 May-19 Beginning Pool Book Balance 9,172,892 10,178,832 9,303,921 8,834,726 8,700,776 9,752,776 CASH FLOW ITEMS INFLOWS: Investment Inflows 1,454,250 900,000 647,135 570,000 315,000 610,000 Projected Credits/Deposits 2,534,785 784,504 800,385 1,075,050 2,258,700 757,234 3,989,035 1,684,504 1,447,520 1,645,050 2,573,700 1,367,234 Outflows Investment Purchases 1,827,155 - - - - - Projected Debits 1,528,845 1,659,415 1,269,580 1,209,000 1,206,700 1,671,952 3,356,000 1,659,415 1,269,580 1,209,000 1,206,700 1,671,952 Net Cash Flows 1,005,940 (874,911) (469,195) (133,950) 1,052,000 (914,719) MONTH END POOL BALANCE 10,178,832 9,303,921 8,834,726 8,700,776 9,752,776 8,838,057 PROJECTED MONTH END LIQUIDITY $ 962,326 $ 987,415 $ 1,165,355 $ 1,601,405 $ 2,968,405 $ 2,663,686 Note: The above is not meant to be a complete Cash Flow Statement. The data represents a subset of the main cash flow items and does not include accrued interest or other adjustment items. The projected cash flows indicate sufficient liquidity to meet all scheduled expenditures for the next 6 months. 4

PARTICIPANT CASH BALANCES County of San Diego Pooled Money Fund ($000) FMV FMV FMV % of FMV FMV FMV % of PARTICIPANT 09/30/18 10/31/18 11/30/18 Total PARTICIPANT 09/30/18 10/31/18 11/30/18 Total COUNTY $ 792,151 $ 934,779 $ 2,091,378 23.02% Lakeside FPD 6,775 6,417 6,734 0.07% COUNTY - SPECIAL TRUST FUNDS 2,135,417 2,150,144 2,133,659 23.48% Leucadia Wastewater District 4,714 4,701 4,708 0.05% NON-COUNTY INVESTMENT FUNDS 123,681 132,279 143,543 1.58% Lower Sweetwater FPD 533 544 539 0.01% SCHOOLS - (K THRU 12) 3,502,188 3,434,463 3,203,506 35.25% Metropolitan Transit System 58,621 59,182 59,064 0.65% Mission Resource Conservation District 261 262 258 0.00% COMMUNITY COLLEGES North County Cemetery District 4,905 4,728 4,643 0.05% San Diego 157,560 143,186 130,756 1.44% North County Dispatch 1,338 2,081 2,006 0.02% Grossmont-Cuyamaca 186,138 182,810 174,698 1.92% North County FPD 2,344 2,912 2,407 0.03% MiraCosta 113,352 105,823 95,678 1.05% Otay Water District 248 253 253 0.00% Palomar 251,862 245,992 230,672 2.54% Pomerado Cemetery District 1,778 1,734 1,677 0.02% Southwestern 224,524 214,215 203,381 2.24% Public Agencies Self-Insurance System 3,429 3,417 3,422 0.04% Total Community Colleges 933,436 892,026 835,185 9.19% Ramona Cemetery District 898 874 858 0.01% Rancho Santa Fe FPD 11,064 10,883 9,519 0.10% FIRST 5 COMMISSION 32,938 32,654 34,397 0.38% Rincon del Diablo Municipal Water District 3,581 3,569 3,574 0.04% SANCAL 7,220 1,495 1,496 0.02% SANDAG 84,729 80,173 80,789 0.89% SDCERA 603 601 5,447 0.06% SD County Regional Airport Authority 233,971 238,259 241,931 2.66% San Diego Housing Commission 20,936 20,862 20,894 0.23% CITIES San Diego Geographic Information Source 383 415 517 0.01% Chula Vista 100,047 76,997 75,822 0.83% San Diego Law Library 3,514 3,606 3,593 0.04% Coronado 34,035 33,914 33,966 0.37% San Diego Local Agency Formation Comm 1,945 1,875 1,689 0.02% Del Mar 2,620 2,610 2,614 0.03% San Diego Regional Training Center 701 597 508 0.01% Encinitas 3,973 3,959 3,965 0.04% San Dieguito River Park 1,534 1,624 1,566 0.02% National City 8,204 8,175 8,187 0.09% San Marcos FPD 1 1 1 0.00% 0.09% San Miguel Consolidated FPD 9,030 8,830 9,112 0.10% INDEPENDENT AGENCIES Santa Fe Irrigation District 4,262 4,247 4,254 0.05% Alpine FPD 779 643 272 0.00% Serra Cooperative Library System 232 232 232 0.00% Bonita-Sunnyside FPD 5,076 4,904 4,912 0.05% Upper San Luis Rey Resource Conserv Dist 51 51 51 0.00% Borrego Springs FPD 999 999 882 0.01% Vallecitos Water District 5,235 5,217 5,225 0.06% Canebrake County Water District 52 51 52 0.00% Valley Center FPD 2,246 2,072 1,723 0.02% Deer Springs FPD 10,502 10,091 10,055 0.11% Valley Center Cemetery District 390 390 391 0.00% Fallbrook Public Utility District 15 15 15 0.00% Valley Center Water District 23,250 23,535 22,363 0.25% Grossmont Healthcare District 2 2 2 0.00% Vista FPD 2,728 2,740 2,744 0.03% Julian-Cuyamaca FPD 29 58 29 0.00% Total Voluntary Participants 702,900 673,626 679,503 7.48% Lake Cuyamaca Rec & Park District 181 175 144 0.00% Pooled Money Fund Total $ 8,189,773 $ 8,217,318 $ 9,086,774 100.00% 0.07% 0.12% 5

INVESTMENT FUND PARTICIPANTS San Diego Pooled Money Fund Non County Funds 1.58% Voluntary Depositors 7.48% County Funds 46.50% Schools 35.25% Community Colleges 9.19% *Totals may not add to 100% due to rounding 6

INVESTMENT FUND OVERVIEW Asset Allocation Credit Quality U.S. Treasury Notes 5.38% Supranational 7.45% Negotiable CD's 24.38% Money Market Funds 1.02% Asset Backed Securities 2.68% Federal Agencies 25.24% AAA 41.49% F1+ 32.90% Commercial Paper 33.47% Bank Deposits 0.10% Medium- Term Notes 0.27% AA- 0.27% F1 25.34% *Totals may not add to 100% due to rounding 7

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Category Standard Comment Treasury Issues No Limit Complies - 5.4% Agency Issues 35% per issuer Complies Local Agency Obligations SP-1/"A" by S&P or MIG1/"A" by Moody's or F-1/"A" by Fitch minimum rating by 1 of 3 NRSROs; (ST ratings for 1 year or less; LT ratings for over 1 year) ; 30% maximum; 10% per issuer Complies Banker's Acceptance A-1 by S&P or P-1 by Moody's or F-1 by Fitch minimum rating by 1 of 3 NRSROs; 40% maximum; 5% per issuer; 180 days max maturity Complies Commercial Paper A-1/"A" by S&P or P-1/"A" by Moody's or F-1/"A" by Fitch minimum rating by 1 of 3 NRSROs; 40% maximum; 10% per issuer; 270 days max maturity Complies - 33.5% Medium Term Notes A-1/"A" by S&P or P-1/"A" by Moody's or F-1/"A" by Fitch minimum rating by 1 of 3 NRSROs; (ST ratings for 1 year or less; LT ratings for over 1 year); 30% maximum; 5% per issuer Complies - 0.3% Negotiable Certificates of Deposit A-1/"A" by S&P or P-1/"A" by Moody's or F-1/"A" by Fitch minimum rating by 1 of 3 NRSROs; (ST ratings for 1 year or less; LT ratings for over 1 year); 30% maximum; 10% per issuer; 5 years maximum maturity for NCDs; 13 months Complies - 24.4% max maturity for FDIC insured Repurchase Agreements 40% maximum; 10% per issuer if avg weighted maturity >5 days; 15% per issuer if avg weighted maturity <5 days; 1- year maximum maturity; Complies Reverse Repurchase Agreements 20% maximum combined with Securities Lending; 10% per issuer; 92-day maximum maturity N/A Collateralized Certificates of Deposit A-1 by S&P or P-1 by Moody's, or F-1 by Fitch minimum rating; 5%maximum; 5% per issuer; 13 months maximum maturity; 110% collateral required Complies FDIC & NCUA Insured Deposit 5%maximum; 5% per issuer; 13 months maximum maturity; No minimum credit requirement for FDIC or NCUA insured deposit accounts Complies - 0.0% Covered Call Option/ Put Option 10% maximum; 90-day maximum maturity N/A Money Market Mutual Funds AAAm by S&P, or Aaa-mf by Moody's, or AAAmmf by Fitch minimum rating by 1 of 3 NRSROs; 20% maximum; 10% per Complies - 1.0% fund Investment Trust of California - CalTRUST 2.5% maximum Complies Supranationals INVESTMENT POLICY COMPLIANCE REPORT County of San Diego Pooled Money Fund A-1/"AA" by S&P or P-1/"Aa" by Moody's, or F-1/"AA" by Fitch minimum rating by 1 of 3 NRSROs; 30% maximum; 10% per issuer; USD denominated senior unsecured unsubordinated obligations issued by IBRD, IFC, and IADB Complies - 7.4% Pass-Through Securities Non-mortgaged backed; "A" minimum rated issuer by 1 of 3 NRSROs; "AA" minimum rated by 1 of 3 NRSROs; 20% maximum; 5% per issuer Complies - 2.7% Maximum Maturity 5 years Complies Illiquidity Limitations 10% maximum for combined categories for Collateralized CDs and FDIC Insured Deposit Accounts Complies Maximum Issuer Exposure 10% per any single CP and CD issuer, and 5% per any single issuer for the other categories listed above (does not include US Government, repurchase agreements, supranationals, money market fund) Complies Maturity Policy - Portfolio Structure Minimum 25% 90 days; and minimum 50% 1 year; maximum effective duration for portfolio 1.5 years Complies Prohibited Securities Inverse floaters; Ranges notes, Interest-only strips from mortgaged backed securities; Zero interest accrual securities Complies Credit Rating Policy - monitoring ratings Overall credit rating of AAAf/S1, by Fitch; Investments rated below A-1 (short term) or below the "A" category (long term), at the time of purchase, are prohibited in this policy Complies Securities Lending 92-day maximum maturity; 10% per counterparty; 20% maximum combined with Reverse Repurchase Agreements N/A *Complied at time of purchase 9

Issuer INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss Asset Backed Securities John Deere Owner Trust 07/25/2018 27,448,100.05 27,448,100.05 27,432,328.37 2.53 2.55 08/15/2019 21,118.15 (15,771.68) Honda Auto Rec Owner Trust 06/27/2017 4,412,438.19 4,412,071.96 4,407,772.48 1.46 1.47 10/15/2019 6,520.21 (4,299.48) Honda Auto Rec Owner Trust 09/29/2017 4,611,850.79 4,611,440.80 4,599,584.65 1.57 1.58 01/21/2020 2,614.73 (11,856.15) USAA Auto Owner Trust 09/20/2017 2,787,676.84 2,787,624.71 2,784,766.78 1.54 1.55 02/18/2020 2,544.03 (2,857.93) Honda Auto Rec Owner Trust 05/30/2016 2,955,607.76 2,955,550.42 2,942,888.60 1.39 1.40 04/15/2020 1,825.95 (12,661.82) Honda Auto Rec Owner Trust 12/22/2016 7,950,584.89 7,923,254.75 7,916,370.34 1.39 1.59 04/15/2020 4,911.69 (6,884.41) John Deere Owner Trust 07/18/2017 2,879,100.43 2,878,850.24 2,872,341.45 1.59 1.60 04/15/2020 2,034.55 (6,508.79) Honda Auto Rec Owner Trust 12/10/2016 1,401,566.88 1,394,997.04 1,393,374.44 1.16 1.40 05/18/2020 541.92 (1,622.60) Toyota Auto Receivables 01/31/2018 19,436,995.27 19,435,008.81 19,362,304.73 2.10 2.12 10/15/2020 18,141.19 (72,704.08) Honda Auto Rec Owner Trust 10/25/2016 8,250,749.94 8,250,214.47 8,176,290.22 1.21 1.22 12/18/2020 3,605.14 (73,924.25) Honda Auto Rec Owner Trust 05/30/2018 25,000,000.00 24,999,962.50 24,946,172.50 2.60 2.61 12/18/2020 15,972.17 (53,790.00) Honda Auto Rec Owner Trust 08/28/2018 40,000,000.00 39,999,308.00 39,896,468.00 2.67 2.69 12/22/2020 29,666.68 (102,840.00) JP Morgan 11/07/2018 20,000,000.00 19,998,250.00 20,000,736.00 2.98 3.01 08/15/2021 39,733.33 2,486.00 Toyota Auto Receivables 11/30/2018 5,500,000.00 5,408,046.88 5,413,997.05 1.93 2.92 01/18/2022 294.86 5,950.17 American Express Credit Accoun 04/16/2018 7,478,000.00 7,370,503.75 7,375,278.45 1.93 2.62 09/15/2022 6,414.53 4,774.70 American Express Credit Accoun 07/25/2018 5,765,000.00 5,681,452.54 5,685,809.08 1.93 2.65 09/15/2022 4,945.09 4,356.54 American Express Credit Accoun 08/03/2018 2,100,000.00 2,068,910.15 2,071,153.35 1.93 2.64 09/15/2022 1,801.33 2,243.20 American Express Credit Accoun 03/21/2018 23,000,000.00 22,997,329.70 22,883,548.70 2.67 2.69 10/17/2022 27,293.33 (113,781.00) American Express Credit Accoun 04/20/2018 20,000,000.00 19,971,093.75 19,898,738.00 2.67 2.73 10/17/2022 23,733.33 (72,355.75) JP Morgan 11/07/2018 15,000,000.00 14,996,755.50 15,018,981.00 3.18 3.15 03/15/2023 25,440.00 22,225.50 Asset Backed Securities Subtotal: 245,977,671.04 245,588,726.02 245,078,904.19 2.42 2.50 239,152.21 (509,821.83) Bank Deposit Wells Fargo Bank NA 07/01/2017 9,417,487.96 9,417,487.96 9,417,487.96 2.00 2.00 7,882.99 0.00 Bank Deposit Subtotal: 9,417,487.96 9,417,487.96 9,417,487.96 2.00 2.00 7,882.99 0.00 Commercial Paper BNP Paribas NY 11/30/2018 200,000,000.00 199,975,777.78 199,962,000.00 2.18 2.18 12/03/2018 0.00 (13,777.78) MUFG Bank NY 11/20/2018 35,000,000.00 34,995,625.00 34,993,700.00 2.25 2.25 12/03/2018 0.00 (1,925.00) MUFG Bank NY 11/15/2018 16,000,000.00 15,988,706.67 15,988,000.00 2.31 2.31 12/12/2018 0.00 (706.67) MUFG Bank NY 11/20/2018 65,000,000.00 64,954,716.67 64,951,250.00 2.28 2.28 12/12/2018 0.00 (3,466.67) ING (US) Funding LLC 06/22/2018 30,000,000.00 29,973,783.33 29,972,700.00 2.42 2.45 12/14/2018 0.00 (1,083.33) ING (US) Funding LLC 06/22/2018 25,000,000.00 24,978,243.06 24,977,250.00 2.41 2.44 12/14/2018 0.00 (993.06) MUFG Bank NY 10/26/2018 25,000,000.00 24,973,666.67 24,973,000.00 2.37 2.38 12/17/2018 0.00 (666.67) MUFG Bank NY 09/27/2018 200,000,000.00 199,702,277.78 199,688,000.00 2.33 2.34 12/24/2018 0.00 (14,277.78) MUFG Bank NY 10/01/2018 25,000,000.00 24,955,750.00 24,954,000.00 2.36 2.37 12/28/2018 0.00 (1,750.00) ING (US) Funding LLC 07/10/2018 40,000,000.00 39,920,000.00 39,918,000.00 2.40 2.43 12/31/2018 0.00 (2,000.00) MUFG Bank NY 09/24/2018 30,000,000.00 29,937,866.67 29,934,000.00 2.33 2.35 01/02/2019 0.00 (3,866.67) MUFG Bank NY 09/26/2018 100,000,000.00 99,792,888.89 99,780,000.00 2.33 2.34 01/02/2019 0.00 (12,888.89) Natixis US Finance Co. 11/20/2018 100,000,000.00 99,790,222.22 99,795,000.00 2.36 2.37 01/02/2019 0.00 4,777.78 Natixis US Finance Co. 11/20/2018 60,000,000.00 59,849,900.00 59,851,200.00 2.37 2.38 01/08/2019 0.00 1,300.00 Credit Agricole CIB 07/24/2018 25,000,000.00 24,923,652.78 24,924,500.00 2.39 2.42 01/16/2019 0.00 847.22 10

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss Natixis US Finance Co. 11/20/2018 70,000,000.00 69,784,438.89 69,784,400.00 2.41 2.42 01/16/2019 0.00 (38.89) Toyota Motor Credit Corp 10/24/2018 35,000,000.00 34,892,219.44 34,891,150.00 2.41 2.42 01/16/2019 0.00 (1,069.44) Toyota Motor Credit Corp 10/24/2018 15,000,000.00 14,953,808.33 14,953,350.00 2.41 2.42 01/16/2019 0.00 (458.33) Toyota Motor Credit Corp 07/26/2018 25,000,000.00 24,911,298.61 24,909,250.00 2.41 2.44 01/23/2019 0.00 (2,048.61) Credit Agricole CIB 07/24/2018 25,000,000.00 24,908,333.33 24,908,250.00 2.40 2.48 01/25/2019 0.00 (83.33) Toyota Motor Credit Corp 07/24/2018 25,000,000.00 24,908,333.33 24,905,500.00 2.40 2.48 01/25/2019 0.00 (2,833.33) MUFG Bank NY 11/20/2018 75,000,000.00 74,677,208.33 74,669,250.00 2.54 2.55 01/31/2019 0.00 (7,958.33) Credit Agricole CIB 07/17/2018 60,000,000.00 59,722,850.00 59,711,400.00 2.41 2.49 02/08/2019 0.00 (11,450.00) Credit Agricole CIB 07/25/2018 25,000,000.00 24,876,305.55 24,871,000.00 2.44 2.52 02/12/2019 0.00 (5,305.55) Credit Agricole CIB 07/17/2018 50,000,000.00 49,747,916.67 49,732,500.00 2.42 2.50 02/14/2019 0.00 (15,416.67) Toyota Motor Credit Corp 05/30/2018 35,000,000.00 34,808,754.17 34,785,100.00 2.37 2.45 02/22/2019 0.00 (23,654.17) Toyota Motor Credit Corp 07/25/2018 25,000,000.00 24,859,361.11 24,846,500.00 2.44 2.52 02/22/2019 0.00 (12,861.11) Toyota Motor Credit Corp 10/24/2018 30,000,000.00 29,819,400.00 29,807,700.00 2.52 2.54 02/25/2019 0.00 (11,700.00) JP Morgan 08/02/2018 80,000,000.00 79,505,555.55 79,466,400.00 2.50 2.59 02/28/2019 0.00 (39,155.55) JP Morgan 08/02/2018 30,000,000.00 29,814,583.33 29,799,900.00 2.50 2.59 02/28/2019 0.00 (14,683.33) JP Morgan 08/03/2018 20,000,000.00 19,876,388.89 19,866,600.00 2.50 2.59 02/28/2019 0.00 (9,788.89) Toyota Motor Credit Corp 10/25/2018 25,000,000.00 24,841,250.00 24,830,750.00 2.54 2.56 03/01/2019 0.00 (10,500.00) ING (US) Funding LLC 10/22/2018 45,000,000.00 44,701,237.50 44,681,400.00 2.57 2.59 03/04/2019 0.00 (19,837.50) JP Morgan 08/06/2018 35,000,000.00 34,776,670.83 34,755,700.00 2.47 2.55 03/04/2019 0.00 (20,970.83) Credit Agricole CIB 09/14/2018 15,000,000.00 14,900,979.17 14,890,050.00 2.45 2.48 03/08/2019 0.00 (10,929.17) Credit Agricole CIB 09/14/2018 35,000,000.00 34,768,951.39 34,743,450.00 2.45 2.48 03/08/2019 0.00 (25,501.39) ING (US) Funding LLC 06/22/2018 25,000,000.00 24,828,902.78 24,815,500.00 2.54 2.62 03/08/2019 0.00 (13,402.78) ING (US) Funding LLC 07/06/2018 25,000,000.00 24,829,576.39 24,815,500.00 2.53 2.61 03/08/2019 0.00 (14,076.39) Toyota Motor Credit Corp 09/11/2018 25,000,000.00 24,831,250.00 24,811,250.00 2.43 2.46 03/11/2019 0.00 (20,000.00) Cooperatieve Rabobank 09/04/2018 35,000,000.00 34,718,356.95 34,695,500.00 2.46 2.51 03/29/2019 0.00 (22,856.95) JP Morgan 09/04/2018 50,000,000.00 49,590,277.78 49,553,000.00 2.50 2.55 03/29/2019 0.00 (37,277.78) ING (US) Funding LLC 07/06/2018 40,000,000.00 39,652,977.78 39,627,200.00 2.56 2.65 04/02/2019 0.00 (25,777.78) Canadian Imperial Holding 08/29/2018 25,000,000.00 24,737,847.22 24,712,500.00 2.50 2.57 05/01/2019 0.00 (25,347.22) Canadian Imperial Holding 10/19/2018 25,000,000.00 24,713,729.16 24,712,500.00 2.73 2.80 05/01/2019 0.00 (1,229.16) Cooperatieve Rabobank 10/29/2018 100,000,000.00 98,846,527.77 98,846,000.00 2.75 2.82 05/01/2019 0.00 (527.77) JP Morgan 08/24/2018 50,000,000.00 49,465,208.33 49,414,500.00 2.55 2.64 05/01/2019 0.00 (50,708.33) JP Morgan 08/27/2018 30,000,000.00 29,679,125.00 29,648,700.00 2.55 2.64 05/01/2019 0.00 (30,425.00) Canadian Imperial Holding 08/17/2018 20,000,000.00 19,779,677.78 19,757,400.00 2.51 2.59 05/08/2019 0.00 (22,277.78) JP Morgan 10/26/2018 50,000,000.00 49,291,083.33 49,274,500.00 2.82 2.90 05/31/2019 0.00 (16,583.33) Toyota Motor Credit Corp 11/27/2018 50,000,000.00 49,298,625.00 49,293,000.00 2.79 2.85 05/31/2019 0.00 (5,625.00) Toyota Motor Credit Corp 11/28/2018 25,000,000.00 24,648,055.55 24,646,500.00 2.80 2.86 05/31/2019 0.00 (1,555.55) Canadian Imperial Holding 09/27/2018 50,000,000.00 49,333,000.00 49,274,000.00 2.61 2.68 06/03/2019 0.00 (59,000.00) Cooperatieve Rabobank 09/27/2018 100,000,000.00 98,666,000.00 98,550,000.00 2.61 2.68 06/03/2019 0.00 (116,000.00) Credit Agricole CIB 11/16/2018 15,000,000.00 14,751,812.50 14,745,750.00 2.85 2.92 06/28/2019 0.00 (6,062.50) Credit Agricole CIB 11/26/2018 50,000,000.00 49,172,708.34 49,152,500.00 2.85 2.92 06/28/2019 0.00 (20,208.34) JP Morgan 10/26/2018 50,000,000.00 49,166,902.78 49,148,500.00 2.87 2.96 06/28/2019 0.00 (18,402.78) BNP Paribas NY 10/29/2018 100,000,000.00 98,351,111.11 98,280,000.00 2.80 2.88 07/01/2019 0.00 (71,111.11) ING (US) Funding LLC 11/28/2018 75,000,000.00 73,728,000.00 73,698,750.00 2.88 2.95 07/01/2019 0.00 (29,250.00) 11

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss JP Morgan 10/31/2018 10,000,000.00 9,827,455.56 9,827,000.00 2.93 3.01 07/01/2019 0.00 (455.56) Credit Agricole CIB 11/29/2018 25,000,000.00 24,574,972.22 24,565,000.00 2.86 2.93 07/03/2019 0.00 (9,972.22) ING (US) Funding LLC 11/28/2018 75,000,000.00 73,716,000.00 73,685,250.00 2.88 2.95 07/03/2019 0.00 (30,750.00) ING (US) Funding LLC 11/13/2018 50,000,000.00 49,017,875.00 48,991,000.00 2.91 2.99 08/01/2019 0.00 (26,875.00) JP Morgan 11/05/2018 50,000,000.00 48,987,500.00 48,990,000.00 3.00 3.09 08/01/2019 0.00 2,500.00 JP Morgan 11/06/2018 20,000,000.00 19,595,000.00 19,596,000.00 3.00 3.09 08/01/2019 0.00 1,000.00 JP Morgan 11/07/2018 60,000,000.00 58,785,000.00 58,788,000.00 3.00 3.09 08/01/2019 0.00 3,000.00 Credit Agricole CIB 11/29/2018 25,000,000.00 24,486,458.34 24,472,500.00 2.90 2.98 08/13/2019 0.00 (13,958.34) Commercial Paper Subtotal: 3,086,000,000.00 3,061,839,938.61 3,060,860,000.00 2.53 2.58 0.00 (979,938.61) Medium-Term Notes US Bank NA Cincinnati 11/16/2018 25,000,000.00 24,784,868.42 24,785,750.00 2.13 3.09 10/28/2019 22,135.42 881.58 Medium-Term Notes Subtotal: 25,000,000.00 24,784,868.42 24,785,750.00 2.13 3.09 22,135.42 881.58 Federal Agency Federal Home Loan Mtg Corp 06/14/2016 47,400,000.00 47,400,000.00 47,384,358.00 1.25 1.25 12/14/2018 274,854.17 (15,642.00) Federal Farm Credit Bank 12/07/2017 25,000,000.00 25,000,000.00 24,985,000.00 1.70 1.70 01/07/2019 170,000.00 (15,000.00) Federal Home Loan Mtg Corp 07/25/2016 25,000,000.00 25,000,000.00 24,950,250.00 1.00 1.00 01/25/2019 87,500.00 (49,750.00) Federal National Mtg Assn 03/22/2016 27,135,000.00 27,135,000.00 27,064,720.35 1.27 1.30 02/26/2019 90,939.94 (70,279.65) Federal National Mtg Assn 03/11/2016 25,000,000.00 25,000,000.00 24,920,000.00 1.30 1.30 03/15/2019 68,611.10 (80,000.00) Federal Farm Credit Bank 03/18/2016 25,000,000.00 25,000,000.00 24,912,000.00 1.28 1.28 03/21/2019 62,222.22 (88,000.00) Federal Farm Credit Bank 10/19/2016 20,000,000.00 20,000,000.00 19,878,800.00 1.17 1.17 05/16/2019 9,750.00 (121,200.00) Federal Home Loan Mtg Corp 06/06/2016 25,000,000.00 25,000,000.00 24,831,250.00 1.25 1.25 06/06/2019 151,909.72 (168,750.00) Federal Home Loan Bank 06/22/2016 25,000,000.00 25,083,222.25 24,873,750.00 1.63 0.99 06/14/2019 188,454.86 (209,472.25) Federal National Mtg Assn 07/08/2015 20,000,000.00 20,042,151.05 19,903,400.00 1.75 1.36 06/20/2019 156,527.78 (138,751.05) Federal Home Loan Mtg Corp 07/26/2016 25,000,000.00 25,000,000.00 24,740,250.00 1.07 1.07 07/26/2019 92,881.94 (259,750.00) Federal Home Loan Mtg Corp 06/27/2016 25,000,000.00 25,055,583.48 24,766,000.00 1.25 0.91 08/01/2019 104,166.67 (289,583.48) Federal Home Loan Mtg Corp 08/23/2016 25,000,000.00 25,000,000.00 24,715,750.00 1.15 1.15 08/23/2019 78,263.89 (284,250.00) Federal Farm Credit Bank 08/26/2016 50,000,000.00 50,000,000.00 49,397,000.00 1.00 1.00 08/26/2019 131,944.44 (603,000.00) Federal Farm Credit Bank 12/06/2016 25,000,000.00 25,000,000.00 24,774,250.00 1.48 1.63 09/06/2019 87,361.11 (225,750.00) Federal National Mtg Assn 09/30/2016 35,000,000.00 34,994,257.55 34,580,350.00 1.13 1.15 09/09/2019 89,687.50 (413,907.55) Federal National Mtg Assn 09/13/2016 50,000,000.00 50,000,000.00 49,404,000.00 1.15 1.15 09/13/2019 124,583.33 (596,000.00) Federal Home Loan Mtg Corp 03/30/2016 25,000,000.00 25,000,000.00 24,715,500.00 1.40 1.40 09/30/2019 59,305.56 (284,500.00) Federal Home Loan Mtg Corp 11/21/2014 25,000,000.00 24,893,239.87 24,690,000.00 1.25 1.79 10/02/2019 51,215.28 (203,239.87) Federal National Mtg Assn 10/04/2016 25,000,000.00 25,000,000.00 24,683,500.00 1.20 1.20 10/04/2019 47,500.00 (316,500.00) Federal National Mtg Assn 10/28/2016 25,000,000.00 25,000,000.00 24,677,250.00 1.30 1.30 10/28/2019 29,791.67 (322,750.00) Federal Home Loan Bank 05/03/2017 15,000,000.00 14,989,900.66 14,804,250.00 1.38 1.45 11/15/2019 9,166.67 (185,650.66) Federal Home Loan Bank 01/09/2015 20,000,000.00 20,152,389.99 19,910,000.00 2.38 1.61 12/13/2019 221,666.67 (242,389.99) Federal Home Loan Bank 05/03/2017 20,000,000.00 20,182,675.74 19,910,000.00 2.38 1.47 12/13/2019 221,666.67 (272,675.74) Federal Farm Credit Bank 12/27/2016 25,000,000.00 25,000,000.00 24,715,000.00 1.70 1.70 12/27/2019 181,805.56 (285,000.00) Federal National Mtg Assn 03/30/2016 25,000,000.00 25,000,000.00 24,629,750.00 1.38 1.38 12/30/2019 144,184.03 (370,250.00) Federal Home Loan Mtg Corp 07/28/2016 50,000,000.00 50,000,000.00 49,039,000.00 1.10 1.10 01/28/2020 187,916.67 (961,000.00) Federal Farm Credit Bank 02/27/2017 21,870,000.00 21,870,000.00 21,582,846.90 1.71 1.71 02/27/2020 97,649.55 (287,153.10) 12

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss Federal Home Loan Mtg Corp 04/13/2017 25,000,000.00 25,000,000.00 24,672,750.00 1.80 1.80 04/13/2020 60,000.00 (327,250.00) Federal Home Loan Mtg Corp 04/13/2017 25,000,000.00 25,000,000.00 24,672,750.00 1.80 1.80 04/13/2020 60,000.00 (327,250.00) Federal Home Loan Mtg Corp 05/19/2015 25,000,000.00 24,926,018.52 24,509,500.00 1.38 1.59 05/01/2020 28,645.83 (416,518.52) Federal Home Loan Bank 11/28/2018 10,000,000.00 10,000,000.00 10,004,100.00 3.00 3.00 05/28/2020 2,500.00 4,100.00 Federal Farm Credit Bank 11/01/2017 47,000,000.00 47,000,000.00 46,322,730.00 1.83 1.83 06/01/2020 430,050.00 (677,270.00) Federal Farm Credit Bank 06/29/2016 25,000,000.00 25,000,000.00 24,461,750.00 1.42 1.42 06/29/2020 149,888.89 (538,250.00) Federal Home Loan Mtg Corp 07/05/2017 25,000,000.00 25,000,000.00 24,559,500.00 1.75 1.75 06/29/2020 184,722.22 (440,500.00) Federal Home Loan Mtg Corp 07/13/2017 20,000,000.00 20,000,000.00 19,670,800.00 1.85 1.85 07/13/2020 141,833.33 (329,200.00) Federal Home Loan Mtg Corp 07/13/2017 5,000,000.00 5,000,000.00 4,917,700.00 1.85 1.85 07/13/2020 35,458.33 (82,300.00) Federal Farm Credit Bank 07/25/2018 20,000,000.00 19,643,222.99 19,619,400.00 1.77 2.78 09/28/2020 61,950.00 (23,822.99) Federal Home Loan Mtg Corp 09/29/2017 25,000,000.00 24,989,337.96 24,500,750.00 1.80 1.82 09/29/2020 77,500.00 (488,587.96) Federal National Mtg Assn 11/03/2017 25,000,000.00 25,000,000.00 24,483,250.00 1.85 1.85 10/30/2020 39,826.39 (516,750.00) Federal Home Loan Mtg Corp 11/03/2017 10,000,000.00 10,000,000.00 9,782,700.00 1.96 1.96 11/03/2020 15,244.44 (217,300.00) Federal Home Loan Mtg Corp 11/03/2017 15,000,000.00 15,000,000.00 14,674,050.00 1.96 1.96 11/03/2020 22,866.67 (325,950.00) Federal Farm Credit Bank 11/09/2016 25,000,000.00 25,000,000.00 24,299,000.00 1.36 1.36 11/09/2020 20,777.78 (701,000.00) Federal National Mtg Assn 11/29/2017 25,000,000.00 24,990,122.64 24,538,500.00 1.95 1.97 11/09/2020 29,791.67 (451,622.64) Federal Home Loan Bank 11/13/2018 6,500,000.00 6,498,732.50 6,500,195.00 2.58 2.59 11/13/2020 8,386.68 1,462.50 Federal Home Loan Bank 11/30/2017 35,000,000.00 35,000,000.00 34,353,200.00 2.00 2.00 11/25/2020 11,666.67 (646,800.00) Federal Home Loan Bank 11/27/2018 25,000,000.00 25,000,000.00 25,013,500.00 3.00 3.00 11/27/2020 8,333.33 13,500.00 Federal Home Loan Mtg Corp 11/27/2017 15,000,000.00 15,000,000.00 14,682,600.00 1.88 1.88 11/27/2020 3,125.00 (317,400.00) Federal Home Loan Mtg Corp 11/27/2017 25,000,000.00 25,000,000.00 24,471,000.00 1.88 1.88 11/27/2020 5,208.33 (529,000.00) Federal Home Loan Mtg Corp 12/18/2017 15,000,000.00 15,000,000.00 14,722,050.00 2.00 2.00 12/18/2020 135,833.33 (277,950.00) Federal Home Loan Mtg Corp 04/20/2018 6,045,000.00 5,978,113.53 5,950,637.55 2.15 2.69 01/26/2021 45,127.60 (27,475.98) Federal National Mtg Assn 04/20/2018 4,910,000.00 4,855,672.03 4,833,011.20 2.15 2.69 01/26/2021 36,654.51 (22,660.83) Federal Home Loan Bank 04/30/2018 25,000,000.00 24,752,794.24 24,672,000.00 2.25 2.73 01/29/2021 190,625.00 (80,794.24) Federal Home Loan Bank 09/21/2016 25,000,000.00 25,060,603.64 24,219,250.00 1.38 1.26 02/18/2021 98,350.69 (841,353.64) Federal Home Loan Bank 02/14/2017 25,000,000.00 24,783,501.90 24,219,250.00 1.38 1.78 02/18/2021 98,350.69 (564,251.90) Federal Home Loan Bank 02/17/2017 25,000,000.00 25,000,000.00 24,434,750.00 1.82 1.82 03/17/2021 93,527.78 (565,250.00) Federal Home Loan Bank 10/30/2017 25,000,000.00 25,000,000.00 24,433,750.00 2.00 2.00 04/30/2021 43,055.56 (566,250.00) Federal National Mtg Assn 06/17/2016 15,000,000.00 15,004,700.82 14,449,950.00 1.25 1.24 05/06/2021 13,020.83 (554,750.82) Federal National Mtg Assn 09/21/2016 25,000,000.00 24,963,475.98 24,083,250.00 1.25 1.31 05/06/2021 21,701.39 (880,225.98) Federal Home Loan Mtg Corp 06/28/2017 7,900,000.00 7,900,000.00 7,731,098.00 2.00 2.00 05/28/2021 1,316.67 (168,902.00) Federal Home Loan Bank 07/14/2016 15,000,000.00 15,244,055.67 14,608,350.00 1.88 1.21 06/11/2021 132,812.50 (635,705.67) Federal National Mtg Assn 06/28/2018 15,000,000.00 15,000,000.00 14,974,500.00 2.90 2.86 06/28/2021 184,875.00 (25,500.00) Federal National Mtg Assn 06/28/2018 6,985,000.00 6,985,000.00 6,973,125.50 2.90 2.86 06/28/2021 86,090.13 (11,874.50) Federal Home Loan Mtg Corp 07/12/2016 25,000,000.00 25,000,000.00 24,736,250.00 1.75 2.02 07/12/2021 168,923.61 (263,750.00) Federal Home Loan Bank 08/04/2016 35,000,000.00 34,921,752.19 33,514,600.00 1.13 1.21 07/14/2021 149,843.75 (1,407,152.19) Federal Home Loan Mtg Corp 07/20/2016 25,000,000.00 25,000,000.00 24,248,000.00 1.25 1.61 07/20/2021 113,715.28 (752,000.00) Federal National Mtg Assn 07/20/2016 14,500,000.00 14,500,000.00 14,055,140.00 1.25 1.61 07/20/2021 65,954.86 (444,860.00) Federal Home Loan Mtg Corp 07/27/2016 25,000,000.00 25,000,000.00 24,134,250.00 1.50 1.61 07/27/2021 129,166.67 (865,750.00) Federal National Mtg Assn 07/27/2016 25,000,000.00 25,000,000.00 24,709,250.00 1.63 1.89 07/27/2021 139,930.56 (290,750.00) Federal National Mtg Assn 07/27/2016 14,445,000.00 14,445,000.00 13,914,290.70 1.30 1.48 07/27/2021 64,681.50 (530,709.30) Federal Home Loan Mtg Corp 08/03/2016 25,000,000.00 25,000,000.00 24,647,250.00 1.50 1.93 08/03/2021 122,916.67 (352,750.00) 13

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss Federal Home Loan Mtg Corp 10/05/2016 20,000,000.00 19,870,496.28 19,107,600.00 1.13 1.37 08/12/2021 68,125.00 (762,896.28) Federal National Mtg Assn 09/21/2016 35,000,000.00 34,902,123.67 33,552,400.00 1.25 1.36 08/17/2021 126,388.89 (1,349,723.67) Federal Home Loan Mtg Corp 09/07/2016 25,000,000.00 25,000,000.00 24,613,500.00 1.63 1.85 09/07/2021 94,791.67 (386,500.00) Federal Home Loan Bank 09/27/2017 25,000,000.00 25,000,000.00 24,298,250.00 2.00 2.00 09/27/2021 88,888.89 (701,750.00) Federal Home Loan Mtg Corp 09/30/2016 12,000,000.00 12,000,000.00 11,649,480.00 1.50 1.68 09/30/2021 30,500.00 (350,520.00) Federal Home Loan Mtg Corp 09/30/2016 20,000,000.00 20,000,000.00 19,641,000.00 1.50 1.80 09/30/2021 50,833.33 (359,000.00) Federal Farm Credit Bank 10/05/2017 20,000,000.00 20,000,000.00 19,492,200.00 2.00 2.00 10/05/2021 62,222.22 (507,800.00) Federal Home Loan Mtg Corp 10/07/2016 25,000,000.00 25,000,000.00 24,578,500.00 2.00 1.98 10/07/2021 75,000.00 (421,500.00) Federal National Mtg Assn 11/08/2016 35,000,000.00 34,933,620.29 33,551,000.00 1.38 1.44 10/07/2021 72,187.50 (1,382,620.29) Federal Home Loan Mtg Corp 10/28/2016 50,000,000.00 50,000,000.00 49,153,000.00 1.50 1.98 10/28/2021 68,750.00 (847,000.00) Federal Home Loan Bank 03/27/2017 25,000,000.00 25,176,933.86 24,432,500.00 2.25 2.02 03/11/2022 125,000.00 (744,433.86) Federal National Mtg Assn 09/26/2017 14,475,000.00 14,473,925.12 14,025,551.25 2.25 2.25 04/27/2022 30,759.38 (448,373.87) Federal Farm Credit Bank 07/25/2017 20,000,000.00 20,025,133.41 19,424,000.00 2.07 2.03 05/09/2022 25,300.00 (601,133.41) Federal Home Loan Mtg Corp 06/29/2017 15,000,000.00 14,997,316.67 14,545,200.00 2.13 2.13 06/29/2022 134,583.33 (452,116.67) Federal Home Loan Mtg Corp 07/12/2017 40,000,000.00 39,950,851.11 39,255,600.00 2.00 2.28 07/12/2022 308,888.89 (695,251.11) Federal Home Loan Mtg Corp 07/27/2017 6,132,000.00 6,132,000.00 5,981,398.08 2.05 2.22 07/27/2022 43,298.73 (150,601.92) Federal Farm Credit Bank 08/22/2017 18,250,000.00 18,248,644.02 17,636,982.50 2.05 2.05 08/08/2022 117,433.68 (611,661.52) Federal Home Loan Bank 08/10/2017 25,000,000.00 25,000,000.00 24,509,000.00 2.00 2.29 08/10/2022 154,166.67 (491,000.00) Federal Farm Credit Bank 08/29/2017 30,000,000.00 29,995,511.71 28,855,200.00 2.05 2.05 08/23/2022 167,416.67 (1,140,311.71) Federal Farm Credit Bank 09/12/2017 25,000,000.00 25,000,000.00 24,180,750.00 2.00 2.00 09/12/2022 109,722.22 (819,250.00) Federal Farm Credit Bank 10/11/2017 24,000,000.00 24,000,000.00 23,279,040.00 2.16 2.16 10/11/2022 72,000.00 (720,960.00) Federal Farm Credit Bank 10/17/2017 25,000,000.00 25,000,000.00 24,332,500.00 2.28 2.28 10/17/2022 69,666.67 (667,500.00) Federal Home Loan Bank 11/29/2017 25,000,000.00 24,951,298.10 24,162,500.00 2.28 2.33 10/26/2022 55,416.67 (788,798.10) Federal Home Loan Mtg Corp 10/30/2017 25,000,000.00 25,000,000.00 24,263,750.00 2.28 2.28 10/26/2022 55,416.67 (736,250.00) Federal Home Loan Mtg Corp 12/28/2017 10,000,000.00 10,000,000.00 9,746,000.00 2.45 2.45 12/28/2022 104,125.00 (254,000.00) Federal Home Loan Mtg Corp 05/30/2018 15,000,000.00 15,000,000.00 14,981,100.00 3.07 3.07 05/24/2023 8,954.17 (18,900.00) Federal Farm Credit Bank 06/27/2018 15,000,000.00 15,000,000.00 14,886,900.00 3.20 3.20 06/27/2023 205,333.33 (113,100.00) Federal Home Loan Mtg Corp 06/28/2018 25,000,000.00 25,000,000.00 24,929,500.00 3.33 3.33 06/28/2023 353,812.50 (70,500.00) Federal Agency Subtotal: 2,309,547,000.00 2,308,898,379.44 2,267,476,355.03 1.69 1.73 9,634,759.22 (41,422,024.41) Money Market Accounts BlackRock FedFund 07/06/2018 1,000,000.00 1,000,000.00 1,000,000.00 2.11 2.11 1,718.18 0.00 Fidelity Government Fund 06/21/2016 88,900,000.00 88,900,000.00 88,900,000.00 2.14 2.14 143,695.46 0.00 Federated Government Fund 06/30/2016 1,200,000.00 1,200,000.00 1,200,000.00 2.12 2.12 2,385.00 0.00 Morgan Stanley Govnt Fund 06/01/2015 2,000,000.00 2,000,000.00 2,000,000.00 2.09 2.09 3,582.08 0.00 Money Market Accounts Subtotal: 93,100,000.00 93,100,000.00 93,100,000.00 2.14 2.14 151,380.72 0.00 Negotiable CDs Westpac Bank NY 12/08/2017 50,000,000.00 50,000,000.00 49,997,500.00 1.90 1.90 12/05/2018 944,722.22 (2,500.00) Bank of Montreal 12/11/2017 25,000,000.00 25,000,000.00 24,997,250.00 1.95 1.95 12/11/2018 480,729.16 (2,750.00) Bank of Montreal 06/14/2018 100,000,000.00 100,000,000.00 100,005,000.00 2.43 2.43 12/14/2018 1,147,500.00 5,000.00 Bank of Montreal 03/15/2018 50,000,000.00 50,000,000.00 50,002,000.00 2.42 2.42 12/14/2018 877,250.00 2,000.00 Bank of Nova Scotia 12/18/2017 25,000,000.00 25,000,000.00 24,996,750.00 1.98 1.98 12/18/2018 478,500.00 (3,250.00) 14

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss Canadian Imp Bk Comm NY 06/27/2018 25,000,000.00 25,000,000.00 25,004,500.00 2.45 2.45 12/28/2018 267,118.06 4,500.00 BNP Paribas SF 01/24/2018 50,000,000.00 50,000,000.00 49,989,000.00 2.18 2.18 01/16/2019 941,638.89 (11,000.00) Canadian Imp Bk Comm NY 04/24/2018 25,000,000.00 25,000,000.00 25,003,000.00 2.46 2.46 01/16/2019 377,541.67 3,000.00 Royal Bk of Canada/Dain Rausch 01/29/2018 50,000,000.00 50,000,000.00 49,981,500.00 2.18 2.18 01/16/2019 926,500.00 (18,500.00) Toronto Dominion NY 09/24/2018 100,000,000.00 100,000,000.00 100,000,000.00 2.40 2.40 01/16/2019 453,333.33 0.00 Mizuho Bank LTD 10/29/2018 25,000,000.00 25,000,000.00 25,002,250.00 2.58 2.58 01/25/2019 59,125.00 2,250.00 Canadian Imp Bk Comm NY 01/31/2018 25,000,000.00 25,000,000.00 24,988,000.00 2.21 2.21 02/01/2019 466,555.55 (12,000.00) Toronto Dominion NY 09/21/2018 40,000,000.00 40,000,000.00 39,993,600.00 2.44 2.44 02/01/2019 192,488.89 (6,400.00) BNP Paribas SF 02/06/2018 30,000,000.00 30,000,000.00 29,988,900.00 2.26 2.26 02/04/2019 561,233.33 (11,100.00) Cooperatieve Rabobank 09/13/2018 25,000,000.00 25,000,000.00 24,998,000.00 2.44 2.44 02/13/2019 133,861.11 (2,000.00) Toronto Dominion NY 08/16/2018 15,000,000.00 15,000,000.00 14,995,650.00 2.45 2.45 02/15/2019 109,229.17 (4,350.00) UBS AG Stamford 02/27/2018 50,000,000.00 50,000,000.00 49,972,500.00 2.46 2.46 02/28/2019 946,416.67 (27,500.00) Toronto Dominion NY 09/18/2018 30,000,000.00 30,000,000.00 29,988,900.00 2.48 2.48 03/01/2019 152,933.33 (11,100.00) Bank of Nova Scotia 03/19/2018 75,000,000.00 75,000,000.00 74,983,500.00 2.65 2.65 03/15/2019 1,418,854.16 (16,500.00) Canadian Imp Bk Comm NY 09/17/2018 45,000,000.00 45,000,000.00 45,006,750.00 2.53 2.53 03/29/2019 237,187.50 6,750.00 Canadian Imp Bk Comm NY 04/20/2018 35,000,000.00 35,000,000.00 35,013,650.00 2.63 2.63 03/29/2019 575,312.50 13,650.00 Canadian Imp Bk Comm NY 06/27/2018 25,000,000.00 25,000,000.00 25,006,750.00 2.58 2.58 03/29/2019 281,291.66 6,750.00 Royal Bk of Canada/Dain Rausch 09/07/2018 20,000,000.00 20,000,000.00 19,985,400.00 2.51 2.51 03/29/2019 118,527.78 (14,600.00) Canadian Imp Bk Comm NY 04/19/2018 35,000,000.00 35,000,000.00 35,009,450.00 2.67 2.67 04/19/2019 586,658.34 9,450.00 Canadian Imp Bk Comm NY 04/26/2018 25,000,000.00 25,000,000.00 25,005,500.00 2.68 2.68 04/25/2019 407,583.33 5,500.00 Bank of Montreal 10/01/2018 50,000,000.00 50,000,000.00 49,973,000.00 2.65 2.65 04/29/2019 224,513.89 (27,000.00) Bank of Montreal 05/01/2018 25,000,000.00 25,000,000.00 24,983,750.00 2.66 2.66 04/30/2019 395,305.56 (16,250.00) Royal Bk of Canada/Dain Rausch 04/24/2018 25,000,000.00 25,000,000.00 24,984,500.00 2.67 2.67 04/30/2019 409,770.83 (15,500.00) Bank of Montreal 05/02/2018 60,000,000.00 60,000,000.00 59,962,800.00 2.67 2.67 05/01/2019 947,850.00 (37,200.00) Toronto Dominion NY 10/16/2018 15,000,000.00 15,000,000.00 14,994,150.00 2.70 2.70 05/01/2019 51,750.00 (5,850.00) UBS AG Stamford 05/22/2018 25,000,000.00 25,000,000.00 24,981,750.00 2.75 2.75 05/28/2019 368,576.39 (18,250.00) Bank of Montreal 11/29/2018 25,000,000.00 25,000,000.00 24,999,750.00 2.85 2.85 05/30/2019 3,958.33 (250.00) UBS AG Stamford 06/04/2018 25,000,000.00 25,000,000.00 24,970,250.00 2.67 2.67 06/03/2019 333,750.00 (29,750.00) Bank of Montreal 06/14/2018 50,000,000.00 50,000,000.00 49,954,000.00 2.73 2.73 06/14/2019 644,583.33 (46,000.00) Royal Bk of Canada/Dain Rausch 05/16/2018 25,000,000.00 25,000,000.00 25,002,500.00 2.50 2.52 06/17/2019 130,423.43 2,500.00 Westpac Bank NY 06/22/2018 25,000,000.00 25,000,000.00 24,966,500.00 2.70 2.70 06/26/2019 303,750.00 (33,500.00) Bank of Nova Scotia 06/18/2018 25,000,000.00 25,000,000.00 24,973,750.00 2.73 2.73 06/28/2019 314,708.33 (26,250.00) Canadian Imp Bk Comm NY 06/27/2018 25,000,000.00 25,000,000.00 24,973,750.00 2.71 2.71 06/28/2019 295,465.28 (26,250.00) Toronto Dominion NY 11/14/2018 15,000,000.00 15,000,000.00 15,002,250.00 2.94 2.94 06/28/2019 20,825.00 2,250.00 Toronto Dominion NY 11/15/2018 30,000,000.00 30,000,000.00 30,004,500.00 2.94 2.94 06/28/2019 39,200.00 4,500.00 Toronto Dominion NY 11/20/2018 50,000,000.00 50,000,000.00 50,002,000.00 2.92 2.92 06/28/2019 44,611.11 2,000.00 Toronto Dominion NY 11/20/2018 50,000,000.00 50,000,000.00 50,003,500.00 2.93 2.93 07/01/2019 44,763.89 3,500.00 Bank of Nova Scotia 11/27/2018 50,000,000.00 50,000,000.00 49,991,000.00 2.85 2.85 07/03/2019 15,833.33 (9,000.00) Bank of Nova Scotia 07/02/2018 75,000,000.00 75,000,000.00 74,910,750.00 2.71 2.71 07/03/2019 858,166.67 (89,250.00) Royal Bk of Canada/Dain Rausch 11/28/2018 75,000,000.00 75,000,000.00 74,991,000.00 2.92 2.92 07/03/2019 18,250.00 (9,000.00) Royal Bk of Canada/Dain Rausch 11/29/2018 25,000,000.00 25,000,000.00 24,998,500.00 2.93 2.93 07/03/2019 4,069.44 (1,500.00) Toronto Dominion NY 11/20/2018 50,000,000.00 50,000,000.00 50,003,000.00 2.93 2.93 07/03/2019 44,763.89 3,000.00 Royal Bk of Canada/Dain Rausch 07/17/2018 25,000,000.00 25,000,000.00 24,962,500.00 2.73 2.73 07/12/2019 259,729.17 (37,500.00) 15

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss BNP Paribas SF 07/25/2018 20,000,000.00 20,000,000.00 19,970,000.00 2.74 2.74 07/23/2019 196,366.67 (30,000.00) Royal Bk of Canada/Dain Rausch 11/28/2018 75,000,000.00 75,000,000.00 75,003,000.00 2.97 2.97 08/01/2019 18,562.50 3,000.00 Toronto Dominion NY 11/08/2018 30,000,000.00 30,000,000.00 30,007,500.00 3.01 3.01 08/01/2019 57,691.67 7,500.00 Toronto Dominion NY 11/26/2018 50,000,000.00 50,000,000.00 50,000,500.00 2.97 2.97 08/01/2019 20,625.00 500.00 Canadian Imp Bk Comm NY 02/14/2018 50,000,000.00 50,000,000.00 49,960,500.00 2.45 2.45 08/14/2019 985,798.61 (39,500.00) BNP Paribas SF 08/16/2018 10,000,000.00 10,000,000.00 9,981,200.00 2.74 2.74 08/16/2019 81,438.89 (18,800.00) Toronto Dominion NY 09/27/2018 25,000,000.00 25,000,000.00 24,957,500.00 2.85 2.85 09/27/2019 128,645.83 (42,500.00) Bank of Nova Scotia 09/26/2018 50,000,000.00 50,000,000.00 49,955,500.00 2.86 2.86 09/30/2019 262,166.67 (44,500.00) Canadian Imp Bk Comm NY 10/19/2018 10,000,000.00 10,000,000.00 10,000,400.00 3.03 3.03 10/18/2019 36,191.67 400.00 Royal Bk of Canada/Dain Rausch 08/29/2018 50,000,000.00 50,000,000.00 50,044,000.00 2.92 2.92 02/28/2020 381,227.44 44,000.00 Bank of Montreal 09/06/2018 15,000,000.00 15,000,000.00 15,019,350.00 3.13 3.13 09/08/2020 112,158.33 19,350.00 Negotiable CDs Subtotal: 2,230,000,000.00 2,230,000,000.00 2,229,404,200.00 2.63 2.63 21,197,582.80 (595,800.00) Supranationals Intl Bank For Recon and Dev 08/22/2016 24,350,000.00 24,349,994.07 24,350,000.00 1.12 1.12 12/03/2018 136,360.00 5.93 Intl Bank For Recon and Dev 04/26/2016 25,000,000.00 25,000,000.00 24,864,750.00 1.25 1.25 04/26/2019 30,381.94 (135,250.00) Intl Bank For Recon and Dev 04/26/2016 25,000,000.00 25,000,000.00 24,864,750.00 1.25 1.25 04/26/2019 30,381.94 (135,250.00) Intl Bank For Recon and Dev 10/25/2017 25,000,000.00 24,960,969.27 24,864,750.00 1.25 1.64 04/26/2019 30,381.94 (96,219.27) Intl Bank For Recon and Dev 09/30/2016 25,000,000.00 25,000,000.00 24,665,250.00 1.20 1.20 09/30/2019 50,833.33 (334,750.00) Intl Bank For Recon and Dev 09/30/2016 25,000,000.00 25,000,000.00 24,665,250.00 1.20 1.20 09/30/2019 50,833.33 (334,750.00) Intl Bank For Recon and Dev 11/10/2016 25,000,000.00 25,000,000.00 24,633,500.00 1.30 1.30 10/25/2019 32,500.00 (366,500.00) Intl Bank For Recon and Dev 05/12/2017 35,000,000.00 34,883,132.50 34,486,900.00 1.30 1.68 10/25/2019 45,500.00 (396,232.50) Intl Bank For Recon and Dev 12/23/2016 25,000,000.00 24,857,802.66 24,588,250.00 1.13 1.72 11/27/2019 2,625.00 (269,552.66) Intl Bank For Recon and Dev 01/04/2017 25,000,000.00 24,872,345.16 24,588,250.00 1.13 1.66 11/27/2019 2,625.00 (284,095.16) Intl Bank For Recon and Dev 04/06/2017 25,000,000.00 25,075,434.93 24,664,500.00 1.88 1.97 04/21/2020 51,770.83 (410,934.93) Intl Bank For Recon and Dev 04/20/2017 25,000,000.00 25,109,620.72 24,664,500.00 1.88 1.86 04/21/2020 51,770.83 (445,120.72) Inter-American Development Bk 04/12/2017 50,000,000.00 49,944,379.73 49,129,500.00 1.63 1.70 05/12/2020 42,840.27 (814,879.73) Intl Bank For Recon and Dev 08/29/2017 15,000,000.00 14,998,162.26 14,672,100.00 1.63 1.63 09/04/2020 58,841.67 (326,062.26) Intl Bank For Recon and Dev 08/29/2017 35,000,000.00 34,995,711.94 34,234,900.00 1.63 1.63 09/04/2020 137,297.23 (760,811.94) Intl Bank For Recon and Dev 09/21/2017 25,000,000.00 24,979,009.17 24,453,500.00 1.63 1.67 09/04/2020 98,069.44 (525,509.17) Intl Bank For Recon and Dev 10/30/2015 25,000,000.00 25,000,000.00 24,698,000.00 1.25 1.13 10/15/2020 40,013.89 (302,000.00) Inter-American Development Bk 04/19/2018 100,000,000.00 99,825,222.22 99,331,000.00 2.63 2.70 04/19/2021 306,250.00 (494,222.22) International Finance Corp 07/20/2016 25,000,000.00 24,933,701.81 23,857,500.00 1.13 1.23 07/20/2021 101,265.00 (1,076,201.81) International Finance Corp 10/07/2016 12,500,000.00 12,425,231.14 11,928,750.00 1.13 1.36 07/20/2021 51,500.63 (496,481.14) Intl Bank For Recon and Dev 09/28/2018 25,000,000.00 24,997,645.83 25,024,000.00 3.13 3.13 09/28/2021 136,872.66 26,354.17 Intl Bank For Recon and Dev 10/29/2018 25,000,000.00 25,000,000.00 25,031,250.00 3.22 3.22 10/29/2021 71,555.56 31,250.00 Intl Bank For Recon and Dev 11/23/2016 10,000,000.00 10,000,000.00 9,640,300.00 1.75 1.75 11/23/2021 8,749.99 (359,700.00) Intl Bank For Recon and Dev 09/29/2017 25,000,000.00 25,000,000.00 24,017,000.00 1.98 1.98 09/29/2022 85,250.00 (983,000.00) Supranationals Subtotal: 681,850,000.00 681,208,363.41 671,918,450.00 1.72 1.82 1,654,470.48 (9,289,913.41) Treasury Coupon Securities U.S. Treasury 02/20/2014 15,000,000.00 14,993,607.57 14,974,200.00 1.25 1.52 01/31/2019 62,669.84 (19,407.57) U.S. Treasury 04/17/2014 15,000,000.00 14,998,678.48 14,955,450.00 1.63 1.65 03/31/2019 41,517.86 (43,228.48) 16

INVESTMENT INVENTORY - MARKET VALUE County of San Diego Pooled Money Fund Issuer Purchase Date Par Value Book Value Market Value Coupon YTM Maturity Date Accrued Interest Unrealized Gain/Loss U.S. Treasury 02/14/2017 40,000,000.00 40,054,444.89 39,853,200.00 1.63 1.29 04/30/2019 55,662.98 (201,244.89) U.S. Treasury 06/16/2014 15,000,000.00 14,985,644.53 14,922,150.00 1.50 1.70 05/31/2019 618.13 (63,494.53) U.S. Treasury 06/27/2016 25,000,000.00 25,091,688.98 24,870,250.00 1.50 0.75 05/31/2019 1,030.22 (221,438.98) U.S. Treasury 11/08/2016 40,000,000.00 40,157,319.76 39,776,400.00 1.63 0.94 06/30/2019 272,010.87 (380,919.76) U.S. Treasury 07/15/2016 10,000,000.00 9,997,500.71 9,885,900.00 0.75 0.79 07/15/2019 28,328.80 (111,600.71) U.S. Treasury 08/21/2014 15,000,000.00 14,999,057.31 14,899,800.00 1.63 1.63 07/31/2019 81,470.79 (99,257.31) U.S. Treasury 12/09/2016 42,000,000.00 42,090,608.79 41,719,440.00 1.63 1.29 07/31/2019 228,118.21 (371,168.79) U.S. Treasury 09/15/2017 10,000,000.00 9,990,752.84 9,894,100.00 1.25 1.38 08/31/2019 31,767.96 (96,652.84) U.S. Treasury 10/24/2014 15,000,000.00 15,029,754.05 14,882,850.00 1.75 1.50 09/30/2019 44,711.54 (146,904.05) U.S. Treasury 12/08/2014 15,000,000.00 14,973,603.81 14,815,950.00 1.50 1.68 11/30/2019 618.13 (157,653.81) U.S. Treasury 01/09/2015 15,000,000.00 15,019,106.66 14,818,350.00 1.63 1.50 12/31/2019 102,004.08 (200,756.66) U.S. Treasury 02/12/2016 20,000,000.00 20,075,566.12 19,682,800.00 1.38 1.04 01/31/2020 91,915.76 (392,766.12) U.S. Treasury 02/12/2016 20,000,000.00 20,075,519.07 19,656,200.00 1.38 1.06 02/29/2020 69,889.50 (419,319.07) U.S. Treasury 04/09/2015 10,000,000.00 9,988,263.76 9,812,900.00 1.25 1.35 02/29/2020 31,767.96 (175,363.76) U.S. Treasury 01/06/2017 20,000,000.00 19,960,744.21 19,629,600.00 1.38 1.53 03/31/2020 46,840.66 (331,144.21) U.S. Treasury 04/09/2015 10,000,000.00 9,970,134.59 9,784,000.00 1.13 1.36 03/31/2020 19,162.09 (186,134.59) U.S. Treasury 06/05/2015 15,000,000.00 14,969,567.59 14,712,300.00 1.50 1.64 05/31/2020 618.13 (257,267.59) U.S. Treasury 07/06/2018 20,000,000.00 19,987,564.66 19,903,200.00 2.50 2.54 06/30/2020 201,086.96 (84,364.66) U.S. Treasury 01/06/2017 20,000,000.00 19,843,438.76 19,395,400.00 1.38 1.75 01/31/2021 91,915.76 (448,038.76) U.S. Treasury 06/17/2016 35,000,000.00 35,248,134.33 33,779,200.00 1.38 1.08 05/31/2021 1,322.12 (1,468,934.33) U.S. Treasury 09/07/2016 5,000,000.00 4,998,324.56 4,791,400.00 1.13 1.14 06/30/2021 23,539.40 (206,924.56) U.S. Treasury 09/07/2016 5,000,000.00 5,141,679.01 4,925,200.00 2.25 1.15 07/31/2021 37,601.90 (216,479.01) U.S. Treasury 10/06/2016 25,000,000.00 24,912,339.03 23,856,500.00 1.13 1.25 09/30/2021 47,905.22 (1,055,839.03) U.S. Treasury 12/09/2016 15,000,000.00 14,966,454.52 14,536,500.00 1.75 1.83 11/30/2021 721.15 (429,954.52) Treasury Coupon Securities Subtotal: 492,000,000.00 492,519,498.59 484,733,240.00 1.51 1.36 1,614,816.02 (7,786,258.59) Grand Total 9,172,892,159.00 9,147,357,262.45 9,086,774,387.18 2.20 2.25 34,522,179.86 (60,582,875.27) 17

TRANSACTION ACTIVITY REPORT Investment # Instrument Type Issuer Coupon Transaction Type Total Cash Transaction Date 3608 Money Market Funds Fidelity Government 2.11 Purchase -4,100,000.00 11/01/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 173,025.74 11/01/18 4501 Negotiable CD BNP Paribas SF 1.77 Redemption 50,000,000.00 11/01/18 4503 Negotiable CD BNP Paribas SF 1.77 Redemption 25,000,000.00 11/01/18 4827 Commercial Paper BNP Paribas NY 2.40 Redemption 30,000,000.00 11/01/18 5123 Commercial Paper Natixis US Finance C 2.16 Redemption 50,000,000.00 11/01/18 5124 Commercial Paper Natixis US Finance C 2.16 Redemption 150,000,000.00 11/01/18 5126 Commercial Paper Natixis US Finance C 2.16 Purchase -239,985,600.00 11/01/18 3608 Money Market Funds Fidelity Government 2.11 Redemption 20,800,000.00 11/02/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 2,598,521.87 11/02/18 5126 Commercial Paper Natixis US Finance C 2.16 Redemption 240,000,000.00 11/02/18 5127 Commercial Paper Natixis US Finance C 2.16 Purchase -74,986,500.00 11/02/18 5128 Commercial Paper Prudential Funding L 2.20 Purchase -124,977,083.33 11/02/18 3608 Money Market Funds Fidelity Government 2.10 Purchase -12,000,000.00 11/05/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -3,170,191.36 11/05/18 4816 Negotiable CD Royal Bk of Canada/D 2.44 Redemption 20,000,000.00 11/05/18 5127 Commercial Paper Natixis US Finance C 2.16 Redemption 75,000,000.00 11/05/18 5128 Commercial Paper Prudential Funding L 2.20 Redemption 125,000,000.00 11/05/18 5135 Commercial Paper Natixis US Finance C 2.16 Purchase -199,988,000.00 11/05/18 5136 Commercial Paper JP Morgan 3.00 Purchase -48,879,166.67 11/05/18 3608 Money Market Funds Fidelity Government 2.11 Redemption 14,000,000.00 11/06/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 3,493,256.74 11/06/18 5135 Commercial Paper Natixis US Finance C 2.16 Redemption 200,000,000.00 11/06/18 5137 Commercial Paper Prudential Funding L 2.20 Purchase -199,987,777.78 11/06/18 5138 Commercial Paper JP Morgan 3.00 Purchase -19,553,333.33 11/06/18 3608 Money Market Funds Fidelity Government 2.11 Purchase -21,500,000.00 11/07/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -1,433,700.92 11/07/18 5117 Commercial Paper MUFG Bank NY 2.22 Redemption 70,000,000.00 11/07/18 5137 Commercial Paper Prudential Funding L 2.20 Redemption 200,000,000.00 11/07/18 5139 Commercial Paper Prudential Funding L 2.19 Purchase -99,993,916.67 11/07/18 5140 Commercial Paper JP Morgan 3.00 Purchase -58,665,000.00 11/07/18 5141 Commercial Paper BNP Paribas NY 2.17 Purchase -99,993,972.22 11/07/18 5142 Asset Backed Securities JP Morgan 3.18 Purchase -14,996,755.50 11/07/18 18

TRANSACTION ACTIVITY REPORT Investment # Instrument Type Issuer Coupon Transaction Type Total Cash Transaction Date 5143 Asset Backed Securities JP Morgan 2.98 Purchase -19,998,250.00 11/07/18 3608 Money Market Funds Fidelity Government 2.11 Redemption 23,400,000.00 11/08/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 568,935.92 11/08/18 4815 Negotiable CD Royal Bk of Canada/D 2.44 Redemption 50,000,000.00 11/08/18 5139 Commercial Paper Prudential Funding L 2.19 Redemption 100,000,000.00 11/08/18 5141 Commercial Paper BNP Paribas NY 2.17 Redemption 100,000,000.00 11/08/18 5144 Negotiable CD Toronto Dominion NY 3.01 Purchase -30,000,000.00 11/08/18 5145 Commercial Paper Prudential Funding L 2.18 Purchase -149,990,916.67 11/08/18 5146 Commercial Paper Cooperatieve Raboban 2.17 Purchase -49,996,986.11 11/08/18 3608 Money Market Funds Fidelity Government 2.11 Purchase -19,500,000.00 11/09/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -1,231,690.68 11/09/18 4697 Commercial Paper Toyota Motor Credit 2.20 Redemption 25,000,000.00 11/09/18 5145 Commercial Paper Prudential Funding L 2.18 Redemption 150,000,000.00 11/09/18 5146 Commercial Paper Cooperatieve Raboban 2.17 Redemption 50,000,000.00 11/09/18 5147 Commercial Paper Cooperatieve Raboban 2.17 Purchase -99,975,888.89 11/09/18 5148 Commercial Paper Prudential Funding L 2.18 Purchase -99,975,777.78 11/09/18 3608 Money Market Funds Fidelity Government 2.12 Redemption 20,100,000.00 11/13/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 2,190,547.29 11/13/18 5147 Commercial Paper Cooperatieve Raboban 2.17 Redemption 100,000,000.00 11/13/18 5148 Commercial Paper Prudential Funding L 2.18 Redemption 100,000,000.00 11/13/18 5151 Commercial Paper Cooperatieve Raboban 2.17 Purchase -154,990,656.94 11/13/18 5152 Commercial Paper Prudential Funding L 2.18 Purchase -49,996,972.22 11/13/18 5153 Commercial Paper ING (US) Funding LLC 2.91 Purchase -48,945,125.00 11/13/18 5155 Federal Agencies Federal Home Loan Ba 2.58 Purchase -6,498,700.00 11/13/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -995,373.00 11/14/18 5151 Commercial Paper Cooperatieve Raboban 2.17 Redemption 155,000,000.00 11/14/18 5152 Commercial Paper Prudential Funding L 2.18 Redemption 50,000,000.00 11/14/18 5156 Commercial Paper Prudential Funding L 2.18 Purchase -99,993,944.44 11/14/18 5157 Commercial Paper Cooperatieve Raboban 2.17 Purchase -104,993,670.83 11/14/18 5158 Negotiable CD Toronto Dominion NY 2.94 Purchase -15,000,000.00 11/14/18 3581 Asset Backed Securities Honda Auto Rec Owner 1.39 Redemption 493,603.54 11/15/18 3608 Money Market Funds Fidelity Government 2.12 Purchase -13,700,000.00 11/15/18 3946 Asset Backed Securities Honda Auto Rec Owner 1.39 Redemption 1,327,793.52 11/15/18 19

TRANSACTION ACTIVITY REPORT Investment # Instrument Type Issuer Coupon Transaction Type Total Cash Transaction Date 4061 Asset Backed Securities John Deere Owner Tru 1.50 Redemption 785,028.05 11/15/18 4269 Asset Backed Securities Honda Auto Rec Owner 1.46 Redemption 2,223,597.52 11/15/18 4301 Asset Backed Securities John Deere Owner Tru 1.59 Redemption 712,982.44 11/15/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -2,039,028.96 11/15/18 4409 Asset Backed Securities USAA Auto Owner Trus 1.54 Redemption 1,641,873.03 11/15/18 4525 Negotiable CD Toronto Dominion NY 1.78 Redemption 25,000,000.00 11/15/18 4674 Asset Backed Securities Toyota Auto Receivab 2.10 Redemption 1,901,271.54 11/15/18 4714 Asset Backed Securities John Deere Owner Tru 1.95 Redemption 5,412,130.02 11/15/18 4979 Asset Backed Securities John Deere Owner Tru 2.53 Redemption 5,952,936.11 11/15/18 5156 Commercial Paper Prudential Funding L 2.18 Redemption 100,000,000.00 11/15/18 5157 Commercial Paper Cooperatieve Raboban 2.17 Redemption 105,000,000.00 11/15/18 5159 Commercial Paper Prudential Funding L 2.18 Purchase -49,996,972.22 11/15/18 5160 Commercial Paper MUFG Bank NY 2.31 Purchase -15,972,280.00 11/15/18 5161 Commercial Paper Natixis US Finance C 2.18 Purchase -209,987,283.33 11/15/18 5162 Negotiable CD Toronto Dominion NY 2.94 Purchase -30,000,000.00 11/15/18 3608 Money Market Funds Fidelity Government 2.14 Purchase -8,400,000.00 11/16/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 1,306,594.60 11/16/18 5159 Commercial Paper Prudential Funding L 2.18 Redemption 50,000,000.00 11/16/18 5161 Commercial Paper Natixis US Finance C 2.18 Redemption 210,000,000.00 11/16/18 5163 Commercial Paper Credit Agricole CIB 2.85 Purchase -14,734,000.00 11/16/18 5164 Commercial Paper Prudential Funding L 2.18 Purchase -49,990,916.67 11/16/18 5165 Commercial Paper Cooperatieve Raboban 2.17 Purchase -159,971,066.67 11/16/18 5169 Medium-Term Notes US Bank NA Cincinnat 2.13 Purchase -24,801,562.50 11/16/18 3608 Money Market Funds Fidelity Government 2.14 Redemption 21,500,000.00 11/19/18 3825 Asset Backed Securities Honda Auto Rec Owner 1.21 Redemption 752,807.34 11/19/18 3906 Asset Backed Securities Honda Auto Rec Owner 1.16 Redemption 193,920.71 11/19/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 1,058,394.25 11/19/18 4439 Asset Backed Securities Honda Auto Rec Owner 1.57 Redemption 971,620.28 11/19/18 5164 Commercial Paper Prudential Funding L 2.18 Redemption 50,000,000.00 11/19/18 5165 Commercial Paper Cooperatieve Raboban 2.17 Redemption 160,000,000.00 11/19/18 5170 Commercial Paper BNP Paribas NY 2.17 Purchase -239,985,533.33 11/19/18 3608 Money Market Funds Fidelity Government 2.14 Redemption 4,000,000.00 11/20/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 553,086.81 11/20/18 20

TRANSACTION ACTIVITY REPORT Investment # Instrument Type Issuer Coupon Transaction Type Total Cash Transaction Date 4534 Negotiable CD Royal Bk of Canada/D 1.83 Redemption 4,000,000.00 11/20/18 4535 Negotiable CD Royal Bk of Canada/D 1.83 Redemption 21,000,000.00 11/20/18 5170 Commercial Paper BNP Paribas NY 2.17 Redemption 240,000,000.00 11/20/18 5171 Commercial Paper Cooperatieve Raboban 2.18 Purchase -99,993,944.44 11/20/18 5173 Commercial Paper Cooperatieve Raboban 2.18 Purchase -99,993,944.44 11/20/18 5174 Commercial Paper Natixis US Finance C 2.37 Purchase -59,806,450.00 11/20/18 5175 Commercial Paper Natixis US Finance C 2.36 Purchase -99,718,111.11 11/20/18 5176 Commercial Paper Natixis US Finance C 2.41 Purchase -69,732,891.67 11/20/18 5177 Commercial Paper MUFG Bank NY 2.25 Purchase -34,971,562.50 11/20/18 5178 Commercial Paper MUFG Bank NY 2.28 Purchase -64,909,433.33 11/20/18 5179 Commercial Paper MUFG Bank NY 2.54 Purchase -74,619,000.00 11/20/18 5180 Negotiable CD Toronto Dominion NY 2.93 Purchase -50,000,000.00 11/20/18 5181 Negotiable CD Toronto Dominion NY 2.93 Purchase -50,000,000.00 11/20/18 5182 Negotiable CD Toronto Dominion NY 2.92 Purchase -50,000,000.00 11/20/18 3608 Money Market Funds Fidelity Government 2.13 Purchase -16,700,000.00 11/21/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -3,048,400.54 11/21/18 5171 Commercial Paper Cooperatieve Raboban 2.18 Redemption 100,000,000.00 11/21/18 5173 Commercial Paper Cooperatieve Raboban 2.18 Redemption 100,000,000.00 11/21/18 5183 Commercial Paper Cooperatieve Raboban 2.18 Purchase -199,975,777.78 11/21/18 3376 Federal Agencies Federal Home Loan Mt 1.05 Redemption 25,000,000.00 11/23/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -19,670,862.33 11/23/18 5183 Commercial Paper Cooperatieve Raboban 2.18 Redemption 200,000,000.00 11/23/18 5185 Commercial Paper Cooperatieve Raboban 2.17 Purchase -274,950,270.83 11/23/18 3608 Money Market Funds Fidelity Government 2.14 Purchase -12,000,000.00 11/26/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 22,563,821.16 11/26/18 5185 Commercial Paper Cooperatieve Raboban 2.17 Redemption 275,000,000.00 11/26/18 5186 Commercial Paper Credit Agricole CIB 2.85 Purchase -49,152,916.67 11/26/18 5187 Commercial Paper Cooperatieve Raboban 2.17 Purchase -199,987,944.44 11/26/18 5188 Negotiable CD Toronto Dominion NY 2.97 Purchase -50,000,000.00 11/26/18 2108 Federal Agencies Federal National Mtg 1.63 Redemption 30,000,000.00 11/27/18 3608 Money Market Funds Fidelity Government 2.14 Redemption 3,200,000.00 11/27/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 537,615.78 11/27/18 5187 Commercial Paper Cooperatieve Raboban 2.17 Redemption 200,000,000.00 11/27/18 21

TRANSACTION ACTIVITY REPORT Investment # Instrument Type Issuer Coupon Transaction Type Total Cash Transaction Date 5189 Commercial Paper Toyota Motor Credit 2.79 Purchase -49,283,125.00 11/27/18 5190 Commercial Paper Cooperatieve Raboban 2.17 Purchase -199,987,944.44 11/27/18 5191 Negotiable CD Bank of Nova Scotia 2.85 Purchase -50,000,000.00 11/27/18 5193 Federal Agencies Federal Home Loan Ba 3.00 Purchase -25,000,000.00 11/27/18 3608 Money Market Funds Fidelity Government 2.14 Purchase -8,900,000.00 11/28/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -2,880,417.55 11/28/18 4545 Negotiable CD Bank of Montreal 1.86 Redemption 25,000,000.00 11/28/18 4546 Negotiable CD BNP Paribas SF 1.87 Redemption 25,000,000.00 11/28/18 5190 Commercial Paper Cooperatieve Raboban 2.17 Redemption 200,000,000.00 11/28/18 5194 Commercial Paper Cooperatieve Raboban 2.17 Purchase -199,987,944.44 11/28/18 5195 Commercial Paper ING (US) Funding LLC 2.88 Purchase -73,698,000.00 11/28/18 5196 Commercial Paper ING (US) Funding LLC 2.88 Purchase -73,710,000.00 11/28/18 5197 Commercial Paper Toyota Motor Credit 2.80 Purchase -24,642,222.22 11/28/18 5198 Negotiable CD Royal Bk of Canada/D 2.97 Purchase -75,000,000.00 11/28/18 5199 Negotiable CD Royal Bk of Canada/D 2.92 Purchase -75,000,000.00 11/28/18 5200 Federal Agencies Federal Home Loan Ba 3.00 Purchase -10,000,000.00 11/28/18 3608 Money Market Funds Fidelity Government 2.14 Redemption 8,500,000.00 11/29/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Redemption 3,263,965.34 11/29/18 4557 Negotiable CD Westpac Bank NY 1.86 Redemption 50,000,000.00 11/29/18 5194 Commercial Paper Cooperatieve Raboban 2.17 Redemption 200,000,000.00 11/29/18 5202 Commercial Paper Cooperatieve Raboban 2.17 Purchase -199,987,944.44 11/29/18 5203 Commercial Paper Credit Agricole CIB 2.90 Purchase -24,482,430.56 11/29/18 5204 Commercial Paper Credit Agricole CIB 2.86 Purchase -24,571,000.00 11/29/18 5205 Commercial Paper BNP Paribas NY 2.17 Purchase -24,998,493.06 11/29/18 5206 Negotiable CD Bank of Montreal 2.85 Purchase -25,000,000.00 11/29/18 5207 Negotiable CD Royal Bk of Canada/D 2.93 Purchase -25,000,000.00 11/29/18 2037 U.S. Treasury Notes U.S. Treasury 1.25 Redemption 10,000,000.00 11/30/18 3608 Money Market Funds Fidelity Government 2.14 Redemption 1,500,000.00 11/30/18 4393 Bank Deposit Wells Fargo Bank NA 2.00 Purchase -9,094,877.82 11/30/18 4527 Negotiable CD Royal Bk of Canada/D 1.80 Redemption 25,000,000.00 11/30/18 4547 Negotiable CD Royal Bk of Canada/D 1.85 Redemption 75,000,000.00 11/30/18 4551 Negotiable CD Bank of Nova Scotia 1.86 Redemption 25,000,000.00 11/30/18 4902 Commercial Paper MUFG Bank NY 2.42 Redemption 50,000,000.00 11/30/18 22

TRANSACTION ACTIVITY REPORT Investment # Instrument Type Issuer Coupon Transaction Type Total Cash Transaction Date 5028 Commercial Paper MUFG Bank NY 2.25 Redemption 28,000,000.00 11/30/18 5202 Commercial Paper Cooperatieve Raboban 2.17 Redemption 200,000,000.00 11/30/18 5205 Commercial Paper BNP Paribas NY 2.17 Redemption 25,000,000.00 11/30/18 5208 Commercial Paper BNP Paribas NY 2.18 Purchase -199,963,666.67 11/30/18 5209 Asset Backed Securities Toyota Auto Receivab 1.93 Purchase -5,416,892.72 11/30/18 Grand Total -856,032,733.42 23

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