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0002_2_City Investment Report 2015-10
CITY OF LAKE ELSINORE INVESTMENT REPORT OCTOBER 2015 BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,730,071$ 523,778$ (464,113)$ 3,789,736$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 3,730,071 523,778 (464,113) 3,791,036 INVESTMENTS City Investments: City Local Agency Investment Fund 11,843,550 - - 11,843,550 City Local Agency Investment Fund for the PFA 329,302 - - 329,302 City CAMP Investments: CAMP Pool Account 39,936 - - 39,936 U.S. Treasury Bond / Note 10,759,411 - - 10,759,411 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 404,003 - - 404,003 Federal Agency Bond / Note 6,528,620 - - 6,528,620 Corporate Note 8,695,417 - - 8,695,417 Certificate of Deposit 2,800,000 - - 2,800,000 Housing CAMP Investments: Housing CAMP Pool Account 2,453 - - 2,453 Housing U.S. Treasury Bond / Notes 2,342,132 - - 2,342,132 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 70,701 - - 70,701 Housing Federal Agency Bond / Notes 938,999 - - 938,999 Housing Corporate Notes 1,423,949 - - 1,423,949 Housing Certificate of Deposit 200,000 - - 200,000 Successor Investments: Successor Local Agency Investment Fund 90,362 - - 90,362 Successor CAMP Investments: Successor CAMP Pool Account 59,634 - - 59,634 Successor U.S. Treasury Bond / Notes 2,333,314 - - 2,333,314 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 70,701 - - 70,701 Successor Federal Agency Bond / Notes 1,163,811 - - 1,163,811 Successor Corporate Notes 1,339,397 - - 1,339,397 Successor Certificate of Deposit 200,000 - - 200,000 Sub-total Investments 51,986,321 - - 51,986,321 Market Value Adjustment: Unrealized Gain/ (Loss) at 06-30-15 City 4,631 - - 4,631 Unrealized Gain/ (Loss) at 06-30-15 SARDA 13,632 - - 13,632 Total Unrealized Gain/ (Loss) at 06-30-15 per GASB 31 18,263 - - 18,263 Total Investments 52,004,584 - - 52,004,584 Total Pooled Cash and Investments 55,734,654$ 523,778$ (464,113)$ 55,795,619$ TOTAL POOLED CASH AND INVESTMENTS 55,795,619$ 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 9, 2015. 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 February 29, 2016 Director of Administrative Services 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 OCTOBER 31, 2015 Interest Rate Purchase Date Maturity Rate 0.357%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 11,843,550$ -$ 11,843,550$ City for the PFA 329,302$ -$ 329,302$ Successor Agency 90,362$ -$ 90,362$ Total Investments Held with Local Agency Investment Fund:12,263,213$ -$ 12,263,213$ 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 OCTOBER 31, 2015 3 of 5 FUND NO FUND NAME AMOUNT 100 General Fund 9,067,346$ 101 Supplemental Law Enforcement Fund 39,618 104 Traffic Offender Fund 24,754 106 Affordable Housing In Lieu Fund 2,578,809 107 Developer Agreement Revenue 1,320,203 110 State Gas Tax Fund 1,709,513 112 Measure A Fund 1,111,875 114 SB1186 CASP Education Program Fund 4,370 115 Traffic Safety Fund 86,645 116 City Hall-Public Works DIF Fund 1,009,634 117 Community Center DIF Fund 425,726 118 Lake Side Facility DIF Fund 733,536 120 Camino Del Norte DIF 36,533 121 T.R.I.P.-2014A 629,772 135 Lighting & Landscape Maintenance Fund - Dist. No. 1 351,056 140 Geothermal Fund 19,596 155 CSA152 -- N.P.D.E.S.94,646 201 Street C.I.P. Fund 97 204 Signal C.I.P. Fund 802 205 Traffic Impact Fee Fund 3,271,987 211 Storm Drain C.I.P. Fund 3,436,401 221 Quimby Park C.I.P. Fund 22,063 231 Library C.I.P. Fund 1,651,813 232 City Fire Protection Fund 63,293 254 AD 89-1 Railroad Canyon Rd. Improvement Fund 126,253 268 CFD 2006-2 Viscaya Improvement 216 271 CFD 2005-1 Serenity Improvement 171 330 CFD 2015-2 Maintenance Services 4,730 332 CFD 2006-1 Improvement Area B, Summerly 43,112 333 CFD 2015-3 Terracina 25,000 342 CFD 2007-5 Red Kite Service Fund 1,320 343 CFD 2006-2S Viscaya Services 396 345 CFD 2003-2S Improvement Area D, Canyon Hills 188,361 346 CFD 2014-1 Southshore Debt Service Fund 62,061 347 CFD 2006-1 Improvement Area A, Summerly 25,866 348 CFD 2003-2 Improvement Area C, Canyon Hills 80,498 349 CFD 88-3 (2013B) Debt Service Fund 35,821 350 CFD 98-1 Summerhill Debt Service Fund 158,410 352 AD 86-1 Debt Service Fund 627,992 354 CFD 90-2 Successor RDA Debt Service Fund 112,229 357 CFD 2003-2 Canyon Hills Debt Service Fund 312,158 366 CFD 2005-6 City Center Townhomes Debt Service Fund 19,940 367 CFD 2005-3 Summerly Debt Service Fund 88,527 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 OCTOBER 31, 2015 4 of 5 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 OCTOBER 31, 2015 368 CFD 2006-2 Viscaya Debt Service Fund 100,493 369 CFD 2004-3 Area 1 Rosetta Canyon Debt Service Fund 87,269 371 CFD 2005-1 Serenity Debt Service Fund 105,600 372 CFD 2005-2 Alberhill Ranch Debt Service Fund 414,100 373 CFD 2005-5 Wasson Canyon Debt Service Fund 1,288 374 CFD 2005-4 Lakeview Villas Debt Service Fund 44,251 375 CFD 2006-4 Tract No. 30698 & 32129 Debt Service Fund 16,515 376 CFD 2006-3 La Strada Debt Service Fund 21,504 377 CFD 2006-6 Tessara Debt Service Fund 10,051 378 CFD 2006-8 Tract No. 31957 Debt Service Fund 46,110 382 CFD 2006-9 Trieste Debt Service Fund 31,570 384 CFD 2003-2 Area B Canyon Hills Debt Service Fund 266,872 385 CFD 2004-3 Area 2 Rosetta Canyon Debt Service Fund 357,977 386 CFD 2007-4 Mekenna Debt Service Fund 9,271 387 CFD 2007-5 Red Kite Debt Service Fund 59,390 388 CFD 2007-6 Holiday Inn Debt Service Fund 3,804 392 CFD 95-1 City Center Debt Service Fund 24,172 393 AD 93-1 Debt Service Fund 12,907 394 CFD 2005-5 (2012A) Wasson Canyon Debt Service Fund 210,832 510 Successor Agency RDA Area I 1,731,848 520 Successor Agency RDA Area II 4,325,683 530 Successor Agency RDA Area III 1,356,993 540 Successor Area RDA Diamond Stadium 1,656,398 604 Endowment Trust Fund 11,014 605 Public Improvement Trust Fund 781,740 606 Mobile Source Air Polution Reduction Fund 171,751 608 Trust Deposit & Pre Paid Expense Fund 1,643,281 617 Successor Agency Housing Fund 10,931,592 620 Cost Recovery System Fund 1,159,788 631 Lake Destratification Equipment Replacement Fund 178,102 723 LEPFA 2008 Series A 3,578 731 LEPFA 2011 Series B 2,707 734 LEPFA 2013 Series C 408,580 780 LEPFA General 93,280 Total Pooled Cash & Investments 55,795,619$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%UNLIMITED U.S. Treasury Bond / Note 29.69%UNLIMITED Current Balance 15,434,857$ Municipal Bond / Note 0.67%UNLIMITED Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.05%40.00% Current Balance 545,404$ Federal Agency Bond / Note 16.60%*UNLIMITED Current Balance 8,631,429$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 6.16%25.00% Current Balance 3,200,000$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%15.00% Corporate Note 22.04%30.00% Current Balance 11,458,762$ Repurchase Agreements 0.00%UNLIMITED Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)23.59%UNLIMITED Current Balance 12,263,213$ CAMP - Pooled Sweep Account 0.20%UNLIMITED Current Balance 102,023$ TOTAL 100.00%51,986,321$ Note: Local agencies are only eligible to purchase medium term corporate notes that have a rating of "A" or better by both Moody's Investors Service, Inc., and Standard and Poor's Corporation (S & P). If a security falls below "A" by both rating agencies, then PFM Asset Management LLC will evaluate the need to sell the security prior to maturity. The CAMP Portfolio Summary and Statistics shows the credit quality held by the City's investments. *No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. *Totals include the Housing and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING OCTOBER 31, 2015 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E City Funds CAMP Account For the Month Ending October 31, 2015Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 131,741.86 178,548.62 (270,354.77) 0.00 $39,935.71 CAMP Pool Unsettled Trades 0.00 16.42 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,444,343.27 267,653.68 (150,791.02) (54,237.46) $29,506,968.47 CAMP Managed Account Unsettled Trades 0.00 29,544.10 Cash Dividends and Income October 31, 2015 September 30, 2015 Asset Summary CAMP Pool 39,935.71 131,741.86 CAMP Managed Account 29,506,968.47 29,444,343.27 $29,546,904.18 $29,576,085.13 Total Asset Allocation 0.14% CAMP Pool 99.86% CAMP Managed Account Page 1 For the Month Ending October 31, 2015Managed 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 $131,741.86 178,548.62 (270,354.77) $39,935.71 16.42 $29,444,343.27 0.00 (150,791.02) 267,653.68 0.00 (54,237.46) $29,506,968.47 $29,576,085.13 $29,546,904.18 28,834.93 (351.38) 1,060.55 $29,544.10 0.00 151,226.14 28,399.81 0.00 (268,005.06) 88,379.11 0.00 Managed Account Total 29,400,095.04 29,440,030.75 99,594.76 151,226.14 0.00 28,399.81 (268,005.06) (29,284,766.52) (93,929.21) 0.00 99,594.76 421,580.91 0.00 28,399.81 (446,553.68) (29,416,508.38) (93,929.21) 16.42 Total Accrual Basis Earnings $32,614.96 $32,631.38 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 31, 2015Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,755,000.00 10,804,877.56 36.56 Municipal Bond / Note 290,000.00 292,720.35 0.99 Federal Agency Collateralized Mortgage Obligation 400,000.00 403,533.26 1.37 Federal Agency Bond / Note 6,530,000.00 6,558,401.81 22.20 Corporate Note 8,550,000.00 8,649,287.23 29.27 Certificate of Deposit 2,800,000.00 2,798,148.26 9.47 Managed Account Sub-Total 29,325,000.00 29,506,968.47 99.86% Accrued Interest 99,594.76 Total Portfolio 29,325,000.00 29,606,563.23 CAMP Pool 39,935.71 39,935.71 0.14 Total Investments 29,364,935.71 29,646,498.94 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 9.47% Cert of Deposit 29.27% Corporate Note 1.37% Fed Agency CMO 22.20% Fed Agy Bond / Note 0.14% Mny Mkt Fund 0.99% Muni Bond / Note 36.56% 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 0.13% 6.19% 37.96% 18.70% 26.55% 10.47% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.43 917 1.28% 1.12% Page 3 For the Month Ending October 31, 2015Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 7.74% A 5.86% A+ 0.68% A- 3.88% A-1 1.53% A-1+ 8.87% AA 62.13% AA+ 8.65% AA- 0.52% AAA 0.14% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 326,203.15 1.10 3M COMPANY 200,335.40 0.68 AMERICAN EXPRESS CO 576,656.58 1.95 AMERICAN HONDA FINANCE 309,116.19 1.05 APPLE INC 756,881.70 2.56 BERKSHIRE HATHAWAY INC 39,935.71 0.14 CAMP Pool 573,542.38 1.94 CANADIAN IMPERIAL BANK OF COMMERCE 319,954.24 1.08 CATERPILLAR INC 769,716.25 2.61 CHEVRON CORP 578,064.93 1.96 CISCO SYSTEMS INC 435,071.34 1.47 DEERE & COMPANY 4,244,297.84 14.36 FANNIE MAE 775,463.45 2.62 FEDERAL HOME LOAN BANKS 1,942,173.78 6.57 FREDDIE MAC 283,964.00 0.96 GENERAL ELECTRIC CO 700,308.25 2.37 HSBC HOLDINGS PLC 249,787.25 0.85 IBM CORP 579,785.15 1.96 JP MORGAN CHASE & CO 154,305.76 0.52 MICROSOFT CORP 574,059.88 1.94 NORDEA BANK AB 574,005.25 1.94 RABOBANK NEDERLAND 165,501.60 0.56 STATE OF CONNECTICUT 703,486.70 2.38 THE WALT DISNEY CORPORATION 625,906.25 2.12 TORONTO-DOMINION BANK 200,736.00 0.68 TOYOTA MOTOR CORP 10,804,877.56 36.58 UNITED STATES TREASURY 127,218.75 0.43 UNIVERSITY OF CALIFORNIA 706,030.50 2.39 US BANCORP 800,788.68 2.71 WAL-MART STORES INC 448,729.66 1.52 WELLS FARGO & COMPANY $29,546,904.18 Total 100.00% Page 4 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 351,513.05 349,849.17 1,031.93 349,371.09 01/26/1201/23/12AaaAA+ 350,000.00 912828RX0 0.91 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 653,698.50 652,439.42 568.31 655,281.25 03/03/1402/27/14AaaAA+ 650,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 1,307,397.00 1,301,408.52 1,136.61 1,302,996.09 03/21/1403/19/14AaaAA+ 1,300,000.00 912828SM3 0.92 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 797,145.60 790,944.58 2,103.83 784,625.00 05/09/1405/06/14AaaAA+ 800,000.00 912828UA6 1.18 US TREASURY NOTES DTD 04/30/2013 0.625% 04/30/2018 347,302.20 348,379.97 6.01 346,814.45 05/15/1305/10/13AaaAA+ 350,000.00 912828UZ1 0.81 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 884,205.88 885,747.27 3,040.51 888,603.52 02/04/1502/02/15AaaAA+ 875,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 572,924.10 567,241.13 2,997.95 566,014.45 06/03/1406/02/14AaaAA+ 570,000.00 912828A34 1.41 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 480,380.80 473,391.01 1,800.61 472,791.99 07/31/1407/29/14AaaAA+ 475,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 162,279.20 160,132.31 227.32 160,175.00 09/04/1409/02/14AaaAA+ 160,000.00 912828C65 1.60 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 583,190.88 575,689.99 816.94 575,898.44 10/06/1410/02/14AaaAA+ 575,000.00 912828C65 1.59 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 532,474.00 527,860.41 7,218.07 535,429.69 11/03/1410/30/14AaaAA+ 500,000.00 912828KQ2 1.50 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 296,109.30 296,533.65 262.30 296,097.66 04/30/1504/28/15AaaAA+ 300,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 987,031.00 984,037.78 874.32 981,367.18 02/27/1502/26/15AaaAA+ 1,000,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1,269,628.75 1,266,882.24 1,912.57 1,269,384.77 03/27/1503/26/15AaaAA+ 1,250,000.00 912828F39 1.39 Page 5 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1,034,058.90 1,031,600.69 4,418.03 1,029,738.28 05/29/1505/28/15AaaAA+ 1,050,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 545,538.40 545,003.76 1,171.02 544,822.27 09/03/1509/02/15AaaAA+ 550,000.00 912828UQ1 1.47 29,586.33 10,804,877.56 10,757,141.90 1.25 10,759,411.13 10,755,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 127,218.75 125,000.00 1,097.44 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 165,501.60 165,395.44 416.19 165,463.65 03/25/1503/16/15Aa3AA 165,000.00 20772JZK1 1.90 1,513.63 292,720.35 290,395.44 1.90 290,463.65 290,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 135,879.58 136,081.03 174.38 136,349.51 04/30/1504/15/15AaaAA+ 135,000.00 3136ANJY4 0.83 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 267,653.68 267,651.83 363.49 267,653.68 10/30/1510/07/15AaaAA+ 265,000.00 3136AQDQ0 1.08 537.87 403,533.26 403,732.86 1.00 404,003.19 400,000.00 Security Type Sub-Total Federal Agency Bond / Note FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 775,463.45 774,257.51 355.21 773,256.25 08/07/1408/06/14AaaAA+ 775,000.00 3130A2T97 0.61 FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 602,168.40 600,577.96 247.92 601,824.00 10/03/1310/01/13AaaAA+ 600,000.00 3137EADS5 0.77 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 482,310.72 480,326.62 1,626.67 480,561.60 08/13/1408/11/14AaaAA+ 480,000.00 3137EADH9 0.96 FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 801,754.40 800,738.53 1,225.00 801,984.00 09/10/1209/06/12AaaAA+ 800,000.00 3135G0MZ3 0.82 Page 6 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 476,548.03 476,966.90 422.22 480,068.25 10/05/1210/04/12AaaAA+ 475,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 1,001,462.00 996,021.22 121.53 992,270.00 12/03/1311/27/13AaaAA+ 1,000,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 398,840.00 396,841.06 1,555.56 393,940.00 05/31/1305/24/13AaaAA+ 400,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 648,115.00 647,152.41 2,527.78 644,507.50 05/24/1305/22/13AaaAA+ 650,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 355,597.55 350,008.21 2,432.99 350,010.50 06/19/1406/16/14AaaAA+ 350,000.00 3135G0YT4 1.62 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 634,995.63 629,488.16 4,344.62 630,937.50 10/23/1410/22/14AaaAA+ 625,000.00 3135G0YT4 1.39 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 381,146.63 378,418.59 2,752.60 379,260.00 12/03/1412/01/14AaaAA+ 375,000.00 3137EADG1 1.49 17,612.10 6,558,401.81 6,530,797.17 1.02 6,528,619.60 6,530,000.00 Security Type Sub-Total Corporate Note WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 703,486.70 699,295.13 1,662.50 697,494.00 06/14/1206/11/12A2A 700,000.00 25468PCS3 1.20 WAL-MART STORES INC SR NOTES DTD 04/05/2007 5.375% 04/05/2017 500,053.68 494,155.02 1,824.51 551,822.30 04/11/1204/05/12Aa2AA 470,000.00 931142CG6 1.72 BERKSHIRE HATHAWAY FIN GLOBAL NOTES DTD 05/15/2012 1.600% 05/15/2017 353,563.70 351,802.97 2,582.22 354,987.50 01/15/1301/08/13Aa2AA 350,000.00 084664BS9 1.26 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 706,030.50 700,000.00 5,325.83 714,952.00 07/30/1207/25/12A1A+ 700,000.00 91159HHD5 1.19 JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 435,071.34 434,889.16 1,889.53 434,795.55 06/12/1406/09/14A2A 435,000.00 24422ESN0 1.14 Page 7 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 249,673.75 249,789.85 1,155.56 249,620.00 06/23/1406/16/14A2A 250,000.00 40434CAA3 1.35 3M COMPANY GLOBAL NOTES DTD 06/26/2012 1.000% 06/26/2017 326,203.15 324,495.75 1,128.47 323,501.75 06/26/1206/21/12Aa3AA- 325,000.00 88579YAE1 1.10 CATERPILLAR FINANCIAL SE DTD 08/20/2014 1.250% 08/18/2017 319,954.24 319,903.22 811.11 319,840.00 08/20/1408/13/14A2A 320,000.00 14912L6D8 1.27 AMERICAN EXPRESS CREDIT CORP NOTES DTD 09/23/2014 1.550% 09/22/2017 200,335.40 199,829.38 335.83 199,732.00 09/23/1409/18/14A2A- 200,000.00 0258M0DR7 1.60 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 150,075.90 150,000.00 671.60 150,000.00 12/05/1211/28/12Aa1AA 150,000.00 166764AA8 1.10 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 175,088.55 175,392.99 783.53 175,946.75 12/05/1211/29/12Aa1AA 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 249,787.25 249,470.87 720.49 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 403,318.00 399,741.62 1,412.22 399,444.00 02/11/1301/29/13Aa2AA 400,000.00 084670BH0 1.58 WAL-MART STORES INC GLOBAL NOTES DTD 04/11/2013 1.125% 04/11/2018 300,735.00 299,863.11 187.50 299,724.00 04/11/1304/04/13Aa2AA 300,000.00 931142DF7 1.14 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 154,305.76 154,950.53 775.00 154,902.35 05/02/1304/25/13AaaAAA 155,000.00 594918AS3 1.01 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,116.19 309,419.11 1,532.78 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 444,551.80 440,000.00 2,666.72 440,000.00 06/24/1306/17/13Aa1AA 440,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 273,820.23 271,924.14 956.25 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 304,244.70 302,692.82 1,062.50 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 Page 8 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 576,656.58 574,169.35 2,731.25 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 283,964.00 284,392.77 4,315.97 289,082.50 03/25/1503/20/15A1AA+ 250,000.00 36962G4J0 2.05 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 74,788.28 75,254.86 407.60 75,288.00 03/27/1503/24/15A2A+ 75,000.00 94974BGF1 2.07 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 373,941.38 377,248.83 2,038.02 377,621.25 02/05/1502/02/15A2A+ 375,000.00 94974BGF1 2.00 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 200,736.00 201,572.57 585.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 579,785.15 577,773.62 5,622.22 577,857.75 09/04/1509/01/15A3A 575,000.00 46625HLW8 2.64 43,184.49 8,649,287.23 8,618,027.67 1.58 8,695,417.05 8,550,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 450,634.50 450,000.00 836.00 450,000.00 02/13/1502/11/15P-1A-1+ 450,000.00 40428AC54 0.88 CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 573,542.38 575,000.00 403.30 575,000.00 04/10/1504/06/15P-1A-1 575,000.00 13606JYY9 1.01 RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 574,005.25 575,000.00 170.90 575,000.00 04/27/1504/22/15P-1A-1 575,000.00 21684BXH2 1.07 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 574,059.88 575,000.00 2,865.42 575,000.00 05/29/1505/27/15Aa3AA- 575,000.00 65558LFA5 1.15 TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 625,906.25 625,000.00 2,884.72 625,000.00 06/19/1506/16/15Aa1AA- 625,000.00 89113ESN7 1.25 7,160.34 2,798,148.26 2,800,000.00 1.08 2,800,000.00 2,800,000.00 Security Type Sub-Total Page 9 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 29,325,000.00 29,477,914.62 1.28 99,594.76 29,400,095.04 29,506,968.47 Managed Account Sub-Total Money Market Fund CAMP Pool 39,935.71 39,935.71 0.00 39,935.71 NRAAAm 39,935.71 39,935.71 39,935.71 0.00 39,935.71 39,935.71 Money Market Sub-Total $29,364,935.71 $29,517,850.33 $99,594.76 $29,440,030.75 $29,546,904.18 1.28% $29,646,498.94 $99,594.76 Total Investments Accrued Interest Securities Sub-Total Page 10 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.16 1,663.88 2,141.96 351,513.05 100.43 DEUTSCHE 350,000.00 912828RX0US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 0.50 1.16 1.40 1,259.08 (1,582.75) 653,698.50 100.57 MERRILL 650,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.60 1.40 1.40 5,988.48 4,400.91 1,307,397.00 100.57 MORGANST 1,300,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.60 1.40 2.06 6,201.02 12,520.60 797,145.60 99.64 MERRILL 800,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.80 2.06 2.47 (1,077.77) 487.75 347,302.20 99.23 CSFB 350,000.00 912828UZ1US TREASURY NOTES DTD 04/30/2013 0.625% 04/30/2018 0.94 2.47 2.69 (1,541.39)(4,397.64) 884,205.88 101.05 BARCLAYS 875,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.99 2.69 3.00 5,682.97 6,909.65 572,924.10 100.51 CITIGRP 570,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.08 3.00 3.16 6,989.79 7,588.81 480,380.80 101.13 BARCLAYS 475,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 1.14 3.16 3.31 2,146.89 2,104.20 162,279.20 101.42 CITIGRP 160,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.20 3.31 3.31 7,500.89 7,292.44 583,190.88 101.42 MERRILL 575,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.20 3.31 3.32 4,613.59 (2,955.69) 532,474.00 106.49 MERRILL 500,000.00 912828KQ2US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 1.24 3.32 3.82 (424.35) 11.64 296,109.30 98.70 MERRILL 300,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.34 3.82 3.82 2,993.22 5,663.82 987,031.00 98.70 JPMCHASE 1,000,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.34 3.82 3.77 2,746.51 243.98 1,269,628.75 101.57 JPMCHASE 1,250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1.34 3.77 3.97 2,458.21 4,320.62 1,034,058.90 98.48 CITIGRP 1,050,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.38 3.97 4.19 534.64 716.13 545,538.40 99.19 MERRILL 550,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.44 4.19 45,466.43 1.07 2.92 47,735.66 10,804,877.56 10,755,000.00 Security Type Sub-Total 2.92 Page 11 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 2.46 2,218.75 2,218.75 127,218.75 101.78 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.19 2.46 3.24 106.16 37.95 165,501.60 100.30 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.88 3.24 2,256.70 1.58 2.90 2,324.91 292,720.35 290,000.00 Security Type Sub-Total 2.90 Federal Agency Collateralized Mortgage Obligation 2.21 (201.45)(469.93) 135,879.58 100.65 GOLDMAN 135,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.21 2.25 3.56 1.85 0.00 267,653.68 101.00 MORGANST 265,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.34 2.86 (469.93) 1.29 3.11 (199.60) 403,533.26 400,000.00 Security Type Sub-Total 2.66 Federal Agency Bond / Note 0.91 1,205.94 2,207.20 775,463.45 100.06 MORGANST 775,000.00 3130A2T97FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 0.43 0.91 0.95 1,590.44 344.40 602,168.40 100.36 NOMURA 600,000.00 3137EADS5FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 0.49 0.95 1.64 1,984.10 1,749.12 482,310.72 100.48 BNP PARI 480,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.71 1.64 1.81 1,015.87 (229.60) 801,754.40 100.22 HSBC 800,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.75 1.81 1.89 (418.87)(3,520.22) 476,548.03 100.33 JEFFERIE 475,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.83 1.89 1.97 5,440.78 9,192.00 1,001,462.00 100.15 SOC GEN 1,000,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.80 1.97 2.51 1,998.94 4,900.00 398,840.00 99.71 CSFB 400,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.99 2.51 2.51 962.59 3,607.50 648,115.00 99.71 BNP PARI 650,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.99 2.51 2.97 5,589.34 5,587.05 355,597.55 101.60 HSBC 350,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.09 2.97 Page 12 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.97 5,507.47 4,058.13 634,995.63 101.60 GOLDMAN 625,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.09 2.97 3.44 2,728.04 1,886.63 381,146.63 101.64 TD SEC U 375,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 1.28 3.44 29,782.21 0.82 2.02 27,604.64 6,558,401.81 6,530,000.00 Security Type Sub-Total 2.02 Corporate Note 1.28 4,191.57 5,992.70 703,486.70 100.50 BARCLAYS 700,000.00 25468PCS3WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 0.74 1.28 1.38 5,898.66 (51,768.62) 500,053.68 106.39 GOLDMAN 470,000.00 931142CG6WAL-MART STORES INC SR NOTES DTD 04/05/2007 5.375% 04/05/2017 0.86 1.38 1.51 1,760.73 (1,423.80) 353,563.70 101.02 GOLDMAN 350,000.00 084664BS9BERKSHIRE HATHAWAY FIN GLOBAL NOTES DTD 05/15/2012 1.600% 05/15/2017 0.93 1.51 1.43 6,030.50 (8,921.50) 706,030.50 100.86 04/15/17BARCLAYS 700,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.08 2.42 1.59 182.18 275.79 435,071.34 100.02 HSBC 435,000.00 24422ESN0JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 1.11 1.59 1.61 (116.10) 53.75 249,673.75 99.87 HSBC 250,000.00 40434CAA3HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 1.38 1.61 1.63 1,707.40 2,701.40 326,203.15 100.37 MORGANST 325,000.00 88579YAE13M COMPANY GLOBAL NOTES DTD 06/26/2012 1.000% 06/26/2017 0.77 1.63 1.77 51.02 114.24 319,954.24 99.99 CITIGRP 320,000.00 14912L6D8CATERPILLAR FINANCIAL SE DTD 08/20/2014 1.250% 08/18/2017 1.26 1.77 1.86 506.02 603.40 200,335.40 100.17 DEUTSCHE 200,000.00 0258M0DR7AMERICAN EXPRESS CREDIT CORP NOTES DTD 09/23/2014 1.550% 09/22/2017 1.46 1.86 1.98 75.90 75.90 150,075.90 100.05 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.08 2.20 1.98 (304.44)(858.20) 175,088.55 100.05 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.08 2.20 Page 13 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.22 316.38 932.25 249,787.25 99.91 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.29 2.22 2.22 3,576.38 3,874.00 403,318.00 100.83 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 1.18 2.22 2.40 871.89 1,011.00 300,735.00 100.25 MORGANST 300,000.00 931142DF7WAL-MART STORES INC GLOBAL NOTES DTD 04/11/2013 1.125% 04/11/2018 1.02 2.40 2.45 (644.77)(596.59) 154,305.76 99.55 MERRILL 155,000.00 594918AS3MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 1.18 2.45 2.45 (302.92) 260.09 309,116.19 99.71 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.12 2.45 2.57 4,551.80 4,551.80 444,551.80 101.03 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.32 2.57 3.20 1,896.09 1,255.23 273,820.23 101.41 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.69 3.20 3.20 1,551.88 1,427.70 304,244.70 101.41 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.69 3.20 3.60 2,487.23 2,720.33 576,656.58 100.29 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.17 3.60 3.73 (428.77)(5,118.50) 283,964.00 113.59 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.09 3.73 4.02 (466.58)(499.72) 74,788.28 99.72 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.22 4.02 4.02 (3,307.45)(3,679.87) 373,941.38 99.72 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.22 4.02 4.14 (836.57)(1,040.00) 200,736.00 100.37 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.06 4.14 4.22 2,011.53 1,927.40 579,785.15 100.83 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.56 4.22 (46,129.82) 1.40 2.41 31,259.56 8,649,287.23 8,550,000.00 Security Type Sub-Total 2.50 Certificate of Deposit Page 14 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 0.79 634.50 634.50 450,634.50 100.14 HSBC 450,000.00 40428AC54HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 0.70 0.79 1.42 (1,457.62)(1,457.62) 573,542.38 99.75 GOLDMAN 575,000.00 13606JYY9CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 1.18 1.42 1.47 (994.75)(994.75) 574,005.25 99.83 GOLDMAN 575,000.00 21684BXH2RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 1.18 1.47 1.56 (940.12)(940.12) 574,059.88 99.84 MERRILL 575,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 0.95 1.56 1.62 906.25 906.25 625,906.25 100.15 TD SEC U 625,000.00 89113ESN7TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 1.15 1.62 (1,851.74) 1.05 1.40 (1,851.74) 2,798,148.26 2,800,000.00 Security Type Sub-Total 1.40 29,325,000.00 29,506,968.47 29,053.85 106,873.43 2.43 1.12 Managed Account Sub-Total 2.45 Money Market Fund 0.00 0.00 0.00 39,935.71 1.00 39,935.71 CAMP Pool 0.00 39,935.71 39,935.71 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $29,646,498.94 $99,594.76 $29,546,904.18 Accrued Interest Securities Sub-Total $29,364,935.71 $29,053.85 $106,873.43 2.43 1.12% 2.45 Page 15 For the Month Ending October 31, 2015Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 10/30/15 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 (267,653.68)(351.38)(268,005.06) 265,000.00 10/07/15 (351.38) (268,005.06)(267,653.68) 265,000.00 Transaction Type Sub-Total INTEREST 10/25/15 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 174.38 174.38 135,000.00 10/01/15 10/05/15 WAL-MART STORES INC SR NOTES DTD 04/05/2007 5.375% 04/05/2017 931142CG6 0.00 12,631.25 12,631.25 470,000.00 10/05/15 10/06/15 CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 13606JYY9 0.00 2,839.22 2,839.22 575,000.00 10/06/15 10/11/15 WAL-MART STORES INC GLOBAL NOTES DTD 04/11/2013 1.125% 04/11/2018 931142DF7 0.00 1,687.50 1,687.50 300,000.00 10/11/15 10/14/15 FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 3137EADS5 0.00 2,625.00 2,625.00 600,000.00 10/14/15 10/21/15 RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 21684BXH2 0.00 2,973.71 2,973.71 575,000.00 10/21/15 10/26/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 0.00 4,375.00 4,375.00 1,000,000.00 10/26/15 10/31/15 US TREASURY NOTES DTD 04/30/2013 0.625% 04/30/2018 912828UZ1 0.00 1,093.75 1,093.75 350,000.00 10/31/15 28,399.81 28,399.81 0.00 4,005,000.00 Transaction Type Sub-Total SELL 10/30/15 US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 912828RX0 150,791.02 435.12 151,226.14 1,060.55 855.96 SPEC LOT 150,000.00 10/26/15 435.12 855.96 1,060.55 151,226.14 150,791.02 150,000.00 Transaction Type Sub-Total (116,862.66) 28,483.55 (88,379.11) 1,060.55 855.96 Managed Account Sub-Total Page 16 For the Month Ending October 31, 2015Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Security Transactions $1,060.55 ($88,379.11)$28,483.55 ($116,862.66)$855.96 Page 17 For the Month Ending October 31, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 131,741.86 Opening Balance 10/05/15 10/05/15 Purchase - Individual Portfolio Interest 1.00 12,631.25 144,373.11 10/06/15 10/06/15 Purchase - Individual Portfolio Interest 1.00 2,839.22 147,212.33 10/13/15 10/13/15 Purchase - Individual Portfolio Interest 1.00 1,687.50 148,899.83 10/14/15 10/14/15 Purchase - Individual Portfolio Interest 1.00 2,625.00 151,524.83 10/21/15 10/21/15 Purchase - Individual Portfolio Interest 1.00 2,973.71 154,498.54 10/23/15 10/23/15 IP Fees September 2015 1.00 (2,239.32) 152,259.22 10/23/15 10/23/15 U.S. Bank Fees August 2015 1.00 (110.39) 152,148.83 10/26/15 10/26/15 Purchase - Individual Portfolio Interest 1.00 174.38 152,323.21 10/26/15 10/26/15 Purchase - Individual Portfolio Interest 1.00 4,375.00 156,698.21 10/30/15 10/30/15 Purchase - Individual Portfolio Interest 1.00 435.12 157,133.33 10/30/15 10/30/15 Purchase - Individual Portfolio Sell 1.00 149,730.47 306,863.80 10/30/15 10/30/15 Purchase - Individual Portfolio Gain on Cost 1.00 1,060.55 307,924.35 10/30/15 10/30/15 Redemption - Individual Portfolio Buy 1.00 (268,005.06) 39,919.29 10/30/15 11/02/15 Accrual Income Div Reinvestment - Distributions 1.00 16.42 39,935.71 Page 18 For the Month Ending October 31, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 39,935.71 39,935.71 39,935.71 141,403.49 77.62 0.00 (11,052,366.26) 10,984,362.25 107,939.72 16.42 39,935.71 0.00 (270,354.77) 178,548.62 131,741.86 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 October January-October 0.14% Page 19 Housing Funds CAMP Account For the Month Ending October 31, 2015Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 71,367.48 126,770.98 (195,685.43) 0.00 $2,453.03 CAMP Pool Unsettled Trades 0.00 3.73 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 4,955,385.11 195,028.76 (125,580.84) (8,345.54) $5,016,487.49 CAMP Managed Account Unsettled Trades 0.00 2,341.36 Cash Dividends and Income October 31, 2015 September 30, 2015 Asset Summary CAMP Pool 2,453.03 71,367.48 CAMP Managed Account 5,016,487.49 4,955,385.11 $5,018,940.52 $5,026,752.59 Total Asset Allocation 0.05% CAMP Pool 99.95% CAMP Managed Account Page 1 For the Month Ending October 31, 2015Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING 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 $71,367.48 126,770.98 (195,685.43) $2,453.03 3.73 $4,955,385.11 0.00 (125,580.84) 195,028.76 0.00 (8,345.54) $5,016,487.49 $5,026,752.59 $5,018,940.52 2,280.16 (260.56) 321.76 $2,341.36 0.00 126,078.71 1,782.29 0.00 (195,289.32) 67,428.32 0.00 Managed Account Total 5,004,927.13 5,007,380.16 14,287.57 126,078.71 0.00 1,782.29 (195,289.32) (4,935,047.55) (11,217.25) 0.00 14,287.57 321,764.14 0.00 1,782.29 (322,060.30) (5,006,415.03) (11,217.25) 3.73 Total Accrual Basis Earnings $5,521.58 $5,525.31 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 31, 2015Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,345,000.00 2,349,843.62 46.82 Municipal Bond / Note 30,000.00 30,091.20 0.60 Federal Agency Collateralized Mortgage Obligation 70,000.00 70,613.52 1.41 Federal Agency Bond / Note 940,000.00 942,619.23 18.78 Corporate Note 1,420,000.00 1,423,342.42 28.36 Certificate of Deposit 200,000.00 199,977.50 3.98 Managed Account Sub-Total 5,005,000.00 5,016,487.49 99.95% Accrued Interest 14,287.57 Total Portfolio 5,005,000.00 5,030,775.06 CAMP Pool 2,453.03 2,453.03 0.05 Total Investments 5,007,453.03 5,033,228.09 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 3.98% Cert of Deposit 28.36% Corporate Note 1.41% Fed Agency CMO 18.78% Fed Agy Bond / Note 0.05% Mny Mkt Fund 0.60% Muni Bond / Note 46.82% 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 0.05% 4.69% 36.21% 24.10%23.56% 11.39% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.44 921 1.21% 1.09% Page 3 For the Month Ending October 31, 2015Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 4.21% A 10.97% A+ 2.00% A-1+ 5.70% AA 68.10% AA+ 7.98% AA- 0.99% AAA 0.05% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 100,288.10 2.00 AMERICAN HONDA FINANCE 54,843.20 1.09 APPLE INC 149,765.25 2.98 BANK OF NEW YORK CO INC 2,453.03 0.05 CAMP Pool 255,916.15 5.10 CHEVRON CORP 101,414.90 2.02 CISCO SYSTEMS INC 99,460.90 1.98 COLGATE-PALMOLIVE COMPANY 551,859.59 11.00 FANNIE MAE 135,080.73 2.69 FEDERAL HOME LOAN BANKS 326,292.43 6.50 FREDDIE MAC 100,141.00 2.00 HSBC HOLDINGS PLC 99,914.90 1.99 IBM CORP 100,832.20 2.01 JP MORGAN CHASE & CO 49,776.05 0.99 MICROSOFT CORP 99,836.50 1.99 NORDEA BANK AB 30,091.20 0.60 STATE OF CONNECTICUT 110,547.91 2.20 THE WALT DISNEY CORPORATION 2,349,843.62 46.82 UNITED STATES TREASURY 126,076.88 2.51 US BANCORP 174,505.98 3.48 WELLS FARGO & COMPANY $5,018,940.52 Total 100.00% Page 4 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 75,324.23 74,967.68 221.13 74,865.23 01/26/1201/23/12AaaAA+ 75,000.00 912828RX0 0.91 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 276,564.75 276,032.07 240.44 277,234.38 03/03/1402/27/14AaaAA+ 275,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 301,707.00 300,325.04 262.30 300,691.41 03/21/1403/19/14AaaAA+ 300,000.00 912828SM3 0.92 US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 250,934.25 250,926.06 6.01 251,376.95 02/05/1502/04/15AaaAA+ 250,000.00 912828SS0 0.63 US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 99,781.20 99,771.02 54.64 99,417.97 10/31/1210/26/12AaaAA+ 100,000.00 912828TS9 0.75 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 149,464.80 148,302.11 394.47 147,117.19 05/09/1405/06/14AaaAA+ 150,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 101,052.10 101,228.26 347.49 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 95,487.35 94,540.19 499.66 94,335.74 06/03/1406/02/14AaaAA+ 95,000.00 912828A34 1.41 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 176,982.40 174,407.21 663.38 174,186.52 07/31/1407/29/14AaaAA+ 175,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 25,356.13 25,020.67 35.52 25,027.34 09/04/1409/02/14AaaAA+ 25,000.00 912828C65 1.60 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 74,027.33 74,133.41 65.57 74,024.41 04/30/1504/28/15AaaAA+ 75,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 172,730.43 172,206.61 153.01 171,739.26 02/27/1502/26/15AaaAA+ 175,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 253,925.75 253,376.44 382.51 253,876.95 03/27/1503/26/15AaaAA+ 250,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 147,722.70 147,371.53 631.15 147,105.47 05/29/1505/28/15AaaAA+ 150,000.00 912828UB4 1.44 Page 5 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 148,783.20 149,584.12 319.37 149,578.13 10/09/1510/08/15AaaAA+ 150,000.00 912828UQ1 1.32 4,276.65 2,349,843.62 2,342,192.42 1.11 2,342,131.64 2,345,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,091.20 30,071.90 75.67 30,084.30 03/25/1503/16/15Aa3AA 30,000.00 20772JZK1 1.90 75.67 30,091.20 30,071.90 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 25,162.89 25,200.19 32.29 25,249.91 04/30/1504/15/15AaaAA+ 25,000.00 3136ANJY4 0.83 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 45,450.63 45,450.32 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 94.02 70,613.52 70,650.51 0.99 70,700.54 70,000.00 Security Type Sub-Total Federal Agency Bond / Note FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 135,080.73 134,870.66 61.88 134,696.25 08/07/1408/06/14AaaAA+ 135,000.00 3130A2T97 0.61 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 30,144.42 30,016.65 101.67 30,028.62 08/13/1408/11/14AaaAA+ 30,000.00 3137EADH9 0.97 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 120,577.68 120,081.65 406.67 120,140.40 08/13/1408/11/14AaaAA+ 120,000.00 3137EADH9 0.96 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 175,570.33 175,724.65 155.56 176,867.25 10/05/1210/04/12AaaAA+ 175,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 150,219.30 149,403.18 18.23 148,840.50 12/03/1311/27/13AaaAA+ 150,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 99,710.00 99,210.27 388.89 98,485.00 05/31/1305/24/13AaaAA+ 100,000.00 3135G0WJ8 1.19 Page 6 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 124,637.50 124,452.39 486.11 123,943.75 05/24/1305/22/13AaaAA+ 125,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 106,679.27 105,754.01 729.90 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 2,348.91 942,619.23 939,513.46 0.98 938,999.27 940,000.00 Security Type Sub-Total Corporate Note WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 110,547.91 109,889.23 261.25 109,606.20 06/14/1206/11/12A2A 110,000.00 25468PCS3 1.20 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 126,076.88 125,841.76 951.04 127,670.00 07/30/1207/25/12A1A+ 125,000.00 91159HHD5 1.19 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 75,037.95 75,168.42 335.80 75,405.75 12/05/1211/29/12Aa1AA 75,000.00 166764AA8 0.99 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 100,050.60 100,000.00 447.73 100,000.00 12/05/1211/28/12Aa1AA 100,000.00 166764AA8 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 99,914.90 99,788.35 288.19 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 149,765.25 149,979.22 309.38 149,956.50 03/06/1303/04/13A1A+ 150,000.00 06406HCJ6 1.36 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 49,776.05 49,984.04 250.00 49,968.50 05/02/1304/25/13AaaAAA 50,000.00 594918AS3 1.01 COLGATE-PALMOLIVE CO NOTES DTD 05/02/2013 0.900% 05/01/2018 99,460.90 99,758.40 450.00 99,523.00 05/02/1304/29/13Aa3AA- 100,000.00 19416QEB2 1.00 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,843.20 54,896.94 271.94 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,827.60 80,000.00 484.86 80,000.00 06/24/1306/17/13Aa1AA 80,000.00 166764AE0 1.72 Page 7 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,707.45 50,356.32 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,707.45 50,448.80 177.08 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,288.10 99,855.54 475.00 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 174,505.98 176,049.45 951.08 176,223.25 02/05/1502/02/15A2A+ 175,000.00 94974BGF1 2.00 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,832.20 100,482.37 977.78 100,497.00 09/04/1509/01/15A3A 100,000.00 46625HLW8 2.64 6,808.21 1,423,342.42 1,422,498.84 1.54 1,423,948.75 1,420,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 100,141.00 100,000.00 185.78 100,000.00 02/13/1502/11/15P-1A-1+ 100,000.00 40428AC54 0.88 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 99,836.50 100,000.00 498.33 100,000.00 05/29/1505/27/15Aa3AA- 100,000.00 65558LFA5 1.15 684.11 199,977.50 200,000.00 1.02 200,000.00 200,000.00 Security Type Sub-Total 5,005,000.00 5,005,864.50 1.21 14,287.57 5,004,927.13 5,016,487.49 Managed Account Sub-Total Money Market Fund CAMP Pool 2,453.03 2,453.03 0.00 2,453.03 NRAAAm 2,453.03 2,453.03 2,453.03 0.00 2,453.03 2,453.03 Money Market Sub-Total Page 8 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS $5,007,453.03 $5,008,317.53 $14,287.57 $5,007,380.16 $5,018,940.52 1.21% $5,033,228.09 $14,287.57 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.16 356.55 459.00 75,324.23 100.43 DEUTSCHE 75,000.00 912828RX0US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 0.50 1.16 1.40 532.68 (669.63) 276,564.75 100.57 MERRILL 275,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.60 1.40 1.40 1,381.96 1,015.59 301,707.00 100.57 MORGANST 300,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.60 1.40 1.49 8.19 (442.70) 250,934.25 100.37 CITIGRP 250,000.00 912828SS0US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 0.62 1.49 1.90 10.18 363.23 99,781.20 99.78 CITIGRP 100,000.00 912828TS9US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 0.74 1.90 2.06 1,162.69 2,347.61 149,464.80 99.64 MERRILL 150,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.80 2.06 2.69 (176.16)(502.59) 101,052.10 101.05 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.99 2.69 3.00 947.16 1,151.61 95,487.35 100.51 CITIGRP 95,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.08 3.00 3.16 2,575.19 2,795.88 176,982.40 101.13 BARCLAYS 175,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 1.14 3.16 3.31 335.46 328.79 25,356.13 101.42 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.20 3.31 3.82 (106.08) 2.92 74,027.33 98.70 MERRILL 75,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.34 3.82 3.82 523.82 991.17 172,730.43 98.70 JPMCHASE 175,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.34 3.82 3.77 549.31 48.80 253,925.75 101.57 JPMCHASE 250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1.34 3.77 3.97 351.17 617.23 147,722.70 98.48 CITIGRP 150,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.38 3.97 4.19 (800.92)(794.93) 148,783.20 99.19 MORGANST 150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.44 4.19 7,711.98 0.96 2.59 7,651.20 2,349,843.62 2,345,000.00 Security Type Sub-Total 2.59 Municipal Bond / Note Page 10 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Municipal Bond / Note 3.24 19.30 6.90 30,091.20 100.30 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.88 3.24 6.90 1.88 3.24 19.30 30,091.20 30,000.00 Security Type Sub-Total 3.24 Federal Agency Collateralized Mortgage Obligation 2.21 (37.30)(87.02) 25,162.89 100.65 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.21 2.25 3.56 0.31 0.00 45,450.63 101.00 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.34 2.86 (87.02) 1.29 3.08 (36.99) 70,613.52 70,000.00 Security Type Sub-Total 2.64 Federal Agency Bond / Note 0.91 210.07 384.48 135,080.73 100.06 MORGANST 135,000.00 3130A2T97FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 0.43 0.91 1.64 127.77 115.80 30,144.42 100.48 JPMCHASE 30,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.71 1.64 1.64 496.03 437.28 120,577.68 100.48 BNP PARI 120,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.71 1.64 1.89 (154.32)(1,296.92) 175,570.33 100.33 JEFFERIE 175,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.83 1.89 1.97 816.12 1,378.80 150,219.30 100.15 SOC GEN 150,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.80 1.97 2.51 499.73 1,225.00 99,710.00 99.71 CSFB 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.99 2.51 2.51 185.11 693.75 124,637.50 99.71 BNP PARI 125,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.99 2.51 2.97 925.26 681.77 106,679.27 101.60 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.09 2.97 3,619.96 0.82 1.99 3,105.77 942,619.23 940,000.00 Security Type Sub-Total 1.99 Corporate Note Page 11 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 1.28 658.68 941.71 110,547.91 100.50 BARCLAYS 110,000.00 25468PCS3WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 0.74 1.28 1.43 235.12 (1,593.12) 126,076.88 100.86 04/15/17BARCLAYS 125,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.08 2.42 1.98 (130.47)(367.80) 75,037.95 100.05 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.08 2.20 1.98 50.60 50.60 100,050.60 100.05 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.08 2.20 2.22 126.55 372.90 99,914.90 99.91 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.29 2.22 2.30 (213.97)(191.25) 149,765.25 99.84 GOLDMAN 150,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.42 3.23 2.45 (207.99)(192.45) 49,776.05 99.55 MERRILL 50,000.00 594918AS3MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 1.18 2.45 2.45 (297.50)(62.10) 99,460.90 99.46 CITIGRP 100,000.00 19416QEB2COLGATE-PALMOLIVE CO NOTES DTD 05/02/2013 0.900% 05/01/2018 1.12 2.45 2.45 (53.74) 46.15 54,843.20 99.71 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.12 2.45 2.57 827.60 827.60 80,827.60 101.03 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.32 2.57 3.20 351.13 232.45 50,707.45 101.41 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.69 3.20 3.20 258.65 237.95 50,707.45 101.41 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.69 3.20 3.60 432.56 473.10 100,288.10 100.29 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.17 3.60 4.02 (1,543.47)(1,717.27) 174,505.98 99.72 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.22 4.02 4.22 349.83 335.20 100,832.20 100.83 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.56 4.22 Page 12 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration (606.33) 1.49 2.64 843.58 1,423,342.42 1,420,000.00 Security Type Sub-Total 2.85 Certificate of Deposit 0.79 141.00 141.00 100,141.00 100.14 HSBC 100,000.00 40428AC54HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 0.70 0.79 1.56 (163.50)(163.50) 99,836.50 99.84 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 0.95 1.56 (22.50) 0.82 1.18 (22.50) 199,977.50 200,000.00 Security Type Sub-Total 1.18 5,005,000.00 5,016,487.49 10,622.99 11,560.36 2.44 1.09 Managed Account Sub-Total 2.50 Money Market Fund 0.00 0.00 0.00 2,453.03 1.00 2,453.03 CAMP Pool 0.00 2,453.03 2,453.03 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,033,228.09 $14,287.57 $5,018,940.52 Accrued Interest Securities Sub-Total $5,007,453.03 $10,622.99 $11,560.36 2.44 1.09% 2.50 Page 13 For the Month Ending October 31, 2015Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 10/30/15 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 (45,450.63)(59.67)(45,510.30) 45,000.00 10/07/15 10/09/15 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 (149,578.13)(200.89)(149,779.02) 150,000.00 10/08/15 (260.56) (195,289.32)(195,028.76) 195,000.00 Transaction Type Sub-Total INTEREST 10/25/15 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 10/01/15 10/26/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 0.00 656.25 656.25 150,000.00 10/26/15 10/31/15 US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 912828SS0 0.00 1,093.75 1,093.75 250,000.00 10/31/15 1,782.29 1,782.29 0.00 425,000.00 Transaction Type Sub-Total SELL 10/09/15 FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 3137EADS5 100,449.00 425.35 100,874.35 145.00 346.51 SPEC LOT 100,000.00 10/08/15 10/30/15 US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 912828RX0 25,131.84 72.52 25,204.36 176.76 142.66 SPEC LOT 25,000.00 10/26/15 497.87 489.17 321.76 126,078.71 125,580.84 125,000.00 Transaction Type Sub-Total (69,447.92) 2,019.60 (67,428.32) 321.76 489.17 Managed Account Sub-Total Total Security Transactions $321.76 ($67,428.32)$2,019.60 ($69,447.92)$489.17 Page 14 For the Month Ending October 31, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 71,367.48 Opening Balance 10/09/15 10/09/15 Purchase - Individual Portfolio Interest 1.00 425.35 71,792.83 10/09/15 10/09/15 Purchase - Individual Portfolio Sell 1.00 100,304.00 172,096.83 10/09/15 10/09/15 Purchase - Individual Portfolio Gain on Cost 1.00 145.00 172,241.83 10/09/15 10/09/15 Redemption - Individual Portfolio Buy 1.00 (149,779.02) 22,462.81 10/23/15 10/23/15 IP Fees September 2015 1.00 (377.38) 22,085.43 10/23/15 10/23/15 U.S. Bank Fees August 2015 1.00 (18.73) 22,066.70 10/26/15 10/26/15 Purchase - Individual Portfolio Interest 1.00 32.29 22,098.99 10/26/15 10/26/15 Purchase - Individual Portfolio Interest 1.00 656.25 22,755.24 10/30/15 10/30/15 Purchase - Individual Portfolio Interest 1.00 72.52 22,827.76 10/30/15 10/30/15 Purchase - Individual Portfolio Sell 1.00 24,955.08 47,782.84 10/30/15 10/30/15 Purchase - Individual Portfolio Gain on Cost 1.00 176.76 47,959.60 10/30/15 10/30/15 Redemption - Individual Portfolio Buy 1.00 (45,510.30) 2,449.30 10/30/15 11/02/15 Accrual Income Div Reinvestment - Distributions 1.00 3.73 2,453.03 Page 15 For the Month Ending October 31, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 2,453.03 2,453.03 2,453.03 33,791.82 24.40 0.00 (1,814,094.99) 1,782,390.20 34,157.82 3.73 2,453.03 0.00 (195,685.43) 126,770.98 71,367.48 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 October January-October 0.14% Page 16 Successor Agency CAMP Account For the Month Ending October 31, 2015Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 104,086.83 1,465.93 (45,918.92) 0.00 $59,633.84 CAMP Pool Unsettled Trades 0.00 11.76 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,122,395.55 45,450.63 0.00 (9,953.19) $5,157,892.99 CAMP Managed Account Unsettled Trades 0.00 1,894.50 Cash Dividends and Income October 31, 2015 September 30, 2015 Asset Summary CAMP Pool 59,633.84 104,086.83 CAMP Managed Account 5,157,892.99 5,122,395.55 $5,217,526.83 $5,226,482.38 Total Asset Allocation 1.14% CAMP Pool 98.86% CAMP Managed Account Page 1 For the Month Ending October 31, 2015Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY 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 $104,086.83 1,465.93 (45,918.92) $59,633.84 11.76 $5,122,395.55 0.00 0.00 45,450.63 0.00 (9,953.19) $5,157,892.99 $5,226,482.38 $5,217,526.83 1,954.17 (59.67) 0.00 $1,894.50 0.00 0.00 1,954.17 0.00 (45,510.30) 43,556.13 0.00 Managed Account Total 5,134,023.71 5,193,657.55 17,053.72 0.00 0.00 1,954.17 (45,510.30) (5,088,597.02) (13,489.59) 0.00 17,053.72 45,918.92 0.00 1,954.17 (46,976.23) (5,192,683.85) (13,489.59) 11.76 Total Accrual Basis Earnings $5,434.69 $5,446.45 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 31, 2015Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,333,000.00 2,344,172.76 44.94 Municipal Bond / Note 30,000.00 30,091.20 0.58 Federal Agency Collateralized Mortgage Obligation 70,000.00 70,613.52 1.35 Federal Agency Bond / Note 1,165,000.00 1,171,474.93 22.45 Corporate Note 1,335,000.00 1,341,563.08 25.71 Certificate of Deposit 200,000.00 199,977.50 3.83 Managed Account Sub-Total 5,133,000.00 5,157,892.99 98.86% Accrued Interest 17,053.72 Total Portfolio 5,133,000.00 5,174,946.71 CAMP Pool 59,633.84 59,633.84 1.14 Total Investments 5,192,633.84 5,234,580.55 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 3.83% Cert of Deposit 25.71% Corporate Note 1.35% Fed Agency CMO 22.45% Fed Agy Bond / Note 1.14% Mny Mkt Fund 0.58% Muni Bond / Note 44.94% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 1.14% 6.43% 35.87% 16.97% 33.88% 5.71% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.40 906 1.25% 1.05% Page 3 For the Month Ending October 31, 2015Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 6.75% A 9.15% A+ 1.92% A-1+ 2.13% AA 69.78% AA+ 8.18% AA- 0.95% AAA 1.14% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 125,462.75 2.40 3M COMPANY 100,288.10 1.92 AMERICAN HONDA FINANCE 54,843.20 1.05 APPLE INC 124,804.38 2.39 BANK OF NEW YORK CO INC 59,633.84 1.14 CAMP Pool 80,827.60 1.55 CHEVRON CORP 101,414.90 1.94 CISCO SYSTEMS INC 854,187.67 16.38 FANNIE MAE 135,080.73 2.59 FEDERAL HOME LOAN BANKS 252,820.05 4.85 FREDDIE MAC 100,141.00 1.92 HSBC HOLDINGS PLC 99,914.90 1.91 IBM CORP 100,832.20 1.93 JP MORGAN CHASE & CO 49,776.05 0.95 MICROSOFT CORP 99,836.50 1.91 NORDEA BANK AB 30,091.20 0.58 STATE OF CONNECTICUT 251,245.25 4.82 THE WALT DISNEY CORPORATION 2,344,172.76 44.94 UNITED STATES TREASURY 252,153.75 4.83 US BANCORP $5,217,526.83 Total 100.00% Page 4 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/31/2011 1.000% 10/31/2016 100,533.90 100,518.54 2.75 100,601.56 09/03/1509/02/15AaaAA+ 100,000.00 912828RM4 0.48 US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 188,812.72 187,918.98 554.29 187,662.18 01/26/1201/23/12AaaAA+ 188,000.00 912828RX0 0.91 US TREASURY NOTES DTD 02/29/2012 0.875% 02/28/2017 100,423.20 99,915.89 149.04 99,691.41 03/15/1203/13/12AaaAA+ 100,000.00 912828SJ0 0.94 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 175,995.75 175,656.77 153.01 176,421.88 03/03/1402/27/14AaaAA+ 175,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 251,422.50 250,270.87 218.58 250,576.17 03/21/1403/19/14AaaAA+ 250,000.00 912828SM3 0.92 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 124,554.00 123,585.09 328.72 122,597.66 05/09/1405/06/14AaaAA+ 125,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 101,052.10 101,228.26 347.49 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 20,102.60 19,852.07 105.19 19,790.63 07/07/1407/01/14AaaAA+ 20,000.00 912828A34 1.50 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 75,384.75 74,636.99 394.47 74,475.59 06/03/1406/02/14AaaAA+ 75,000.00 912828A34 1.41 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 176,982.40 174,407.21 663.38 174,186.52 07/31/1407/29/14AaaAA+ 175,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 25,356.13 25,020.67 35.52 25,027.34 09/04/1409/02/14AaaAA+ 25,000.00 912828C65 1.60 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 101,424.50 100,120.00 142.08 100,156.25 10/06/1410/02/14AaaAA+ 100,000.00 912828C65 1.59 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 106,494.80 105,572.08 1,443.61 107,085.94 11/03/1410/30/14AaaAA+ 100,000.00 912828KQ2 1.50 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 148,054.65 148,266.83 131.15 148,048.83 04/30/1504/28/15AaaAA+ 150,000.00 912828TR1 1.30 Page 5 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 222,081.98 221,408.50 196.72 220,807.62 02/27/1502/26/15AaaAA+ 225,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 228,533.18 228,038.80 344.26 228,489.26 03/27/1503/26/15AaaAA+ 225,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 196,963.60 196,495.38 841.53 196,140.63 05/29/1505/28/15AaaAA+ 200,000.00 912828UB4 1.44 6,051.79 2,344,172.76 2,332,912.93 1.20 2,333,314.16 2,333,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,091.20 30,071.90 75.67 30,084.30 03/25/1503/16/15Aa3AA 30,000.00 20772JZK1 1.90 75.67 30,091.20 30,071.90 1.90 30,084.30 30,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 25,162.89 25,200.19 32.29 25,249.91 04/30/1504/15/15AaaAA+ 25,000.00 3136ANJY4 0.83 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 45,450.63 45,450.32 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 94.02 70,613.52 70,650.51 0.99 70,700.54 70,000.00 Security Type Sub-Total Federal Agency Bond / Note FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 135,080.73 134,870.66 61.88 134,696.25 08/07/1408/06/14AaaAA+ 135,000.00 3130A2T97 0.61 FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 100,361.40 100,096.33 41.32 100,304.00 10/03/1310/01/13AaaAA+ 100,000.00 3137EADS5 0.77 FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 100,219.30 100,092.32 153.13 100,248.00 09/10/1209/06/12AaaAA+ 100,000.00 3135G0MZ3 0.82 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 225,328.95 224,104.77 27.34 223,260.75 12/03/1311/27/13AaaAA+ 225,000.00 3135G0PQ0 1.08 Page 6 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 74,782.50 74,407.70 291.67 73,863.75 05/31/1305/24/13AaaAA+ 75,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 149,565.00 149,342.86 583.33 148,732.50 05/24/1305/22/13AaaAA+ 150,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 106,679.27 105,754.01 729.90 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 126,999.13 125,002.93 868.92 125,003.75 06/19/1406/16/14AaaAA+ 125,000.00 3135G0YT4 1.62 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 152,458.65 151,367.43 1,101.04 151,704.00 12/03/1412/01/14AaaAA+ 150,000.00 3137EADG1 1.49 3,858.53 1,171,474.93 1,165,039.01 1.12 1,163,810.50 1,165,000.00 Security Type Sub-Total Corporate Note WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 251,245.25 249,748.26 593.75 249,105.00 06/14/1206/11/12A2A 250,000.00 25468PCS3 1.20 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 252,153.75 250,000.00 1,902.08 255,340.00 07/30/1207/25/12A1A+ 250,000.00 91159HHD5 1.19 3M COMPANY GLOBAL NOTES DTD 06/26/2012 1.000% 06/26/2017 125,462.75 124,806.06 434.03 124,423.75 06/26/1206/21/12Aa3AA- 125,000.00 88579YAE1 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 99,914.90 99,788.35 288.19 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 124,804.38 124,982.68 257.81 124,963.75 03/06/1303/04/13A1A+ 125,000.00 06406HCJ6 1.36 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 49,776.05 49,984.04 250.00 49,968.50 05/02/1304/25/13AaaAAA 50,000.00 594918AS3 1.01 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,843.20 54,896.94 271.94 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 Page 7 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,827.60 80,000.00 484.86 80,000.00 06/24/1306/17/13Aa1AA 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,707.45 50,356.32 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,707.45 50,448.80 177.08 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 100,288.10 99,855.54 475.00 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 100,832.20 100,482.37 977.78 100,497.00 09/04/1509/01/15A3A 100,000.00 46625HLW8 2.64 6,289.60 1,341,563.08 1,335,349.36 1.47 1,339,396.55 1,335,000.00 Security Type Sub-Total Certificate of Deposit HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 100,141.00 100,000.00 185.78 100,000.00 02/13/1502/11/15P-1A-1+ 100,000.00 40428AC54 0.88 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 99,836.50 100,000.00 498.33 100,000.00 05/29/1505/27/15Aa3AA- 100,000.00 65558LFA5 1.15 684.11 199,977.50 200,000.00 1.02 200,000.00 200,000.00 Security Type Sub-Total 5,133,000.00 5,137,306.05 1.25 17,053.72 5,134,023.71 5,157,892.99 Managed Account Sub-Total Money Market Fund CAMP Pool 59,633.84 59,633.84 0.00 59,633.84 NRAAAm 59,633.84 59,633.84 59,633.84 0.00 59,633.84 59,633.84 Money Market Sub-Total Page 8 For the Month Ending October 31, 2015Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY $5,192,633.84 $5,196,939.89 $17,053.72 $5,193,657.55 $5,217,526.83 1.25% $5,234,580.55 $17,053.72 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.00 15.36 (67.66) 100,533.90 100.53 BARCLAYS 100,000.00 912828RM4US TREASURY NOTES DTD 10/31/2011 1.000% 10/31/2016 0.46 1.00 1.16 893.74 1,150.54 188,812.72 100.43 DEUTSCHE 188,000.00 912828RX0US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 0.50 1.16 1.32 507.31 731.79 100,423.20 100.42 BARCLAYS 100,000.00 912828SJ0US TREASURY NOTES DTD 02/29/2012 0.875% 02/28/2017 0.56 1.32 1.40 338.98 (426.13) 175,995.75 100.57 MERRILL 175,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.60 1.40 1.40 1,151.63 846.33 251,422.50 100.57 MORGANST 250,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.60 1.40 2.06 968.91 1,956.34 124,554.00 99.64 MERRILL 125,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.80 2.06 2.69 (176.16)(502.59) 101,052.10 101.05 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.99 2.69 3.00 250.53 311.97 20,102.60 100.51 MERRILL 20,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.08 3.00 3.00 747.76 909.16 75,384.75 100.51 CITIGRP 75,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.08 3.00 3.16 2,575.19 2,795.88 176,982.40 101.13 BARCLAYS 175,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 1.14 3.16 3.31 335.46 328.79 25,356.13 101.42 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.20 3.31 3.31 1,304.50 1,268.25 101,424.50 101.42 MERRILL 100,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.20 3.31 3.32 922.72 (591.14) 106,494.80 106.49 MERRILL 100,000.00 912828KQ2US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 1.24 3.32 3.82 (212.18) 5.82 148,054.65 98.70 MERRILL 150,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.34 3.82 3.82 673.48 1,274.36 222,081.98 98.70 JPMCHASE 225,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.34 3.82 3.77 494.38 43.92 228,533.18 101.57 JPMCHASE 225,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1.34 3.77 3.97 468.22 822.97 196,963.60 98.48 CITIGRP 200,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.38 3.97 Page 10 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration 10,858.60 0.99 2.67 11,259.83 2,344,172.76 2,333,000.00 Security Type Sub-Total 2.67 Municipal Bond / Note 3.24 19.30 6.90 30,091.20 100.30 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.88 3.24 6.90 1.88 3.24 19.30 30,091.20 30,000.00 Security Type Sub-Total 3.24 Federal Agency Collateralized Mortgage Obligation 2.21 (37.30)(87.02) 25,162.89 100.65 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.21 2.25 3.56 0.31 0.00 45,450.63 101.00 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.34 2.86 (87.02) 1.29 3.08 (36.99) 70,613.52 70,000.00 Security Type Sub-Total 2.64 Federal Agency Bond / Note 0.91 210.07 384.48 135,080.73 100.06 MORGANST 135,000.00 3130A2T97FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 0.43 0.91 0.95 265.07 57.40 100,361.40 100.36 NOMURA 100,000.00 3137EADS5FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 0.49 0.95 1.81 126.98 (28.70) 100,219.30 100.22 HSBC 100,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.75 1.81 1.97 1,224.18 2,068.20 225,328.95 100.15 SOC GEN 225,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.80 1.97 2.51 374.80 918.75 74,782.50 99.71 CSFB 75,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.99 2.51 2.51 222.14 832.50 149,565.00 99.71 BNP PARI 150,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.99 2.51 2.97 925.26 681.77 106,679.27 101.60 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.09 2.97 2.97 1,996.20 1,995.38 126,999.13 101.60 HSBC 125,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.09 2.97 3.44 1,091.22 754.65 152,458.65 101.64 TD SEC U 150,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 1.28 3.44 Page 11 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration 7,664.43 0.89 2.24 6,435.92 1,171,474.93 1,165,000.00 Security Type Sub-Total 2.24 Corporate Note 1.28 1,496.99 2,140.25 251,245.25 100.50 BARCLAYS 250,000.00 25468PCS3WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 0.74 1.28 1.43 2,153.75 (3,186.25) 252,153.75 100.86 04/15/17BARCLAYS 250,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.08 2.42 1.63 656.69 1,039.00 125,462.75 100.37 MORGANST 125,000.00 88579YAE13M COMPANY GLOBAL NOTES DTD 06/26/2012 1.000% 06/26/2017 0.77 1.63 2.22 126.55 372.90 99,914.90 99.91 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.29 2.22 2.30 (178.30)(159.37) 124,804.38 99.84 GOLDMAN 125,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.42 3.23 2.45 (207.99)(192.45) 49,776.05 99.55 MERRILL 50,000.00 594918AS3MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 1.18 2.45 2.45 (53.74) 46.15 54,843.20 99.71 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.12 2.45 2.57 827.60 827.60 80,827.60 101.03 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.32 2.57 3.20 351.13 232.45 50,707.45 101.41 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.69 3.20 3.20 258.65 237.95 50,707.45 101.41 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.69 3.20 3.60 432.56 473.10 100,288.10 100.29 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.17 3.60 4.22 349.83 335.20 100,832.20 100.83 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.56 4.22 2,166.53 1.29 2.21 6,213.72 1,341,563.08 1,335,000.00 Security Type Sub-Total 2.49 Certificate of Deposit 0.79 141.00 141.00 100,141.00 100.14 HSBC 100,000.00 40428AC54HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 0.70 0.79 Page 12 For the Month Ending October 31, 2015Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Certificate of Deposit 1.56 (163.50)(163.50) 99,836.50 99.84 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 0.95 1.56 (22.50) 0.82 1.18 (22.50) 199,977.50 200,000.00 Security Type Sub-Total 1.18 5,133,000.00 5,157,892.99 20,586.94 23,869.28 2.40 1.05 Managed Account Sub-Total 2.47 Money Market Fund 0.00 0.00 0.00 59,633.84 1.00 59,633.84 CAMP Pool 0.00 59,633.84 59,633.84 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,234,580.55 $17,053.72 $5,217,526.83 Accrued Interest Securities Sub-Total $5,192,633.84 $20,586.94 $23,869.28 2.40 1.05% 2.47 Page 13 For the Month Ending October 31, 2015Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 10/30/15 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 (45,450.63)(59.67)(45,510.30) 45,000.00 10/07/15 (59.67)(45,510.30)(45,450.63) 45,000.00 Transaction Type Sub-Total INTEREST 10/25/15 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 10/01/15 10/14/15 FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 3137EADS5 0.00 437.50 437.50 100,000.00 10/14/15 10/26/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 0.00 984.38 984.38 225,000.00 10/26/15 10/31/15 US TREASURY NOTES DTD 10/31/2011 1.000% 10/31/2016 912828RM4 0.00 500.00 500.00 100,000.00 10/31/15 1,954.17 1,954.17 0.00 450,000.00 Transaction Type Sub-Total (45,450.63) 1,894.50 (43,556.13)Managed Account Sub-Total Total Security Transactions ($43,556.13)$1,894.50 ($45,450.63) Page 14 For the Month Ending October 31, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 104,086.83 Opening Balance 10/14/15 10/14/15 Purchase - Individual Portfolio Interest 1.00 437.50 104,524.33 10/23/15 10/23/15 IP Fees September 2015 1.00 (389.30) 104,135.03 10/23/15 10/23/15 U.S. Bank Fees August 2015 1.00 (19.32) 104,115.71 10/26/15 10/26/15 Purchase - Individual Portfolio Interest 1.00 32.29 104,148.00 10/26/15 10/26/15 Purchase - Individual Portfolio Interest 1.00 984.38 105,132.38 10/30/15 10/30/15 Redemption - Individual Portfolio Buy 1.00 (45,510.30) 59,622.08 10/30/15 11/02/15 Accrual Income Div Reinvestment - Distributions 1.00 11.76 59,633.84 59,633.84 59,633.84 59,633.84 101,483.62 43.79 0.00 (1,464,340.87) 1,510,014.02 13,960.69 11.76 59,633.84 0.00 (45,918.92) 1,465.93 104,086.83 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 October January-October 0.14% Page 15