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0007_2_City Investment Report 2015-11
CITY OF LAKE ELSINORE INVESTMENT REPORT NOVEMBER 2015 BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,086,578$ 9,082$ (1,723,292)$ 372,368$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,086,578 9,082 (1,723,292) 373,668 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 13,175 - - 13,175 U.S. Treasury Bond / Note 11,540,310 - - 11,540,310 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 530,253 - - 530,253 Federal Agency Bond / Note 4,763,093 - - 4,763,093 Corporate Note 8,371,915 - - 8,371,915 Certificate of Deposit 4,075,000 - - 4,075,000 Housing CAMP Investments: Housing CAMP Pool Account 5,823 - - 5,823 Housing U.S. Treasury Bond / Notes 2,455,488 - - 2,455,488 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 95,951 - - 95,951 Housing Federal Agency Bond / Notes 705,076 - - 705,076 Housing Corporate Notes 1,423,949 - - 1,423,949 Housing Certificate of Deposit 300,000 - - 300,000 Successor Investments: Successor Local Agency Investment Fund 90,362 - - 90,362 Successor CAMP Investments: Successor CAMP Pool Account 8,056 - - 8,056 Successor U.S. Treasury Bond / Notes 2,631,068 - - 2,631,068 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 95,951 - - 95,951 Successor Federal Agency Bond / Notes 929,887 - - 929,887 Successor Corporate Notes 1,214,973 - - 1,214,973 Successor Certificate of Deposit 300,000 - - 300,000 Sub-total Investments 52,073,813 - - 52,073,813 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 52,092,076 - - 52,092,076 Total Pooled Cash and Investments 54,178,654$ 9,082$ (1,723,292)$ 52,465,744$ TOTAL POOLED CASH AND INVESTMENTS 52,465,744$ 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 March 14, 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 NOVEMBER 30, 2015 Interest Rate Purchase Date Maturity Rate 0.374%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 NOVEMBER 30, 2015 3 of 5 FUND NO FUND NAME AMOUNT 100 General Fund 6,008,707$ 101 Supplemental Law Enforcement Fund 47,952 104 Traffic Offender Fund 28,254 106 Affordable Housing In Lieu Fund 2,578,809 107 Developer Agreement Revenue 1,334,203 110 State Gas Tax Fund 1,646,809 112 Measure A Fund 1,069,074 114 SB1186 CASP Education Program Fund 4,540 115 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 733,299 120 Camino Del Norte DIF 36,533 121 T.R.I.P.-2014A 629,772 135 Lighting & Landscape Maintenance Fund - Dist. No. 1 346,178 140 Geothermal Fund 19,596 155 CSA152 -- N.P.D.E.S.88,126 201 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 1,653,913 232 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 171 332 CFD 2006-1 Improvement Area B, Summerly 41,362 333 CFD 2015-3 Terracina 25,000 342 CFD 2007-5 Red Kite Service Fund 1,320 345 CFD 2003-2S Improvement Area D, Canyon Hills 186,461 346 CFD 2014-1 Southshore Debt Service Fund 62,061 347 CFD 2006-1 Improvement Area A, Summerly 22,491 348 CFD 2003-2 Improvement Area C, Canyon Hills 80,498 349 CFD 88-3 (2013B) Debt Service Fund 30,696 350 CFD 98-1 Summerhill Debt Service Fund 156,608 352 AD 86-1 Debt Service Fund 627,992 354 CFD 90-2 Successor RDA Debt Service Fund 107,104 357 CFD 2003-2 Canyon Hills Debt Service Fund 309,841 366 CFD 2005-6 City Center Townhomes Debt Service Fund 18,652 367 CFD 2005-3 Summerly Debt Service Fund 87,239 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 NOVEMBER 30, 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 NOVEMBER 30, 2015 368 CFD 2006-2 Viscaya Debt Service Fund 99,206 369 CFD 2004-3 Area 1 Rosetta Canyon Debt Service Fund 85,209 371 CFD 2005-1 Serenity Debt Service Fund 103,850 372 CFD 2005-2 Alberhill Ranch Debt Service Fund 414,407 374 CFD 2005-4 Lakeview Villas Debt Service Fund 43,626 375 CFD 2006-4 Tract No. 30698 & 32129 Debt Service Fund 15,890 376 CFD 2006-3 La Strada Debt Service Fund 20,879 377 CFD 2006-6 Tessara Debt Service Fund 9,426 378 CFD 2006-8 Tract No. 31957 Debt Service Fund 45,485 382 CFD 2006-9 Trieste Debt Service Fund 30,800 384 CFD 2003-2 Area B Canyon Hills Debt Service Fund 261,207 385 CFD 2004-3 Area 2 Rosetta Canyon Debt Service Fund 355,659 386 CFD 2007-4 Mekenna Debt Service Fund 8,646 387 CFD 2007-5 Red Kite Debt Service Fund 58,140 388 CFD 2007-6 Holiday Inn Debt Service Fund 3,804 392 CFD 95-1 City Center Debt Service Fund 22,885 393 AD 93-1 Debt Service Fund 5,182 394 CFD 2005-5 (2012A) Wasson Canyon Debt Service Fund 209,545 510 Successor Agency RDA Area I 1,730,296 520 Successor Agency RDA Area II 4,319,651 530 Successor Agency RDA Area III 1,353,166 540 Successor Area RDA Diamond Stadium 1,593,743 604 Endowment Trust Fund 11,014 605 Public Improvement Trust Fund 781,740 606 Mobile Source Air Polution Reduction Fund 165,751 608 Trust Deposit & Pre Paid Expense Fund 1,658,825 617 Successor Agency Housing Fund 10,931,592 620 Cost Recovery System Fund 1,013,496 631 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 52,465,744$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%UNLIMITED U.S. Treasury Bond / Note 31.93%UNLIMITED Current Balance 16,626,866$ Municipal Bond / Note 0.67%UNLIMITED Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.39%40.00% Current Balance 722,154$ Federal Agency Bond / Note 12.29%*UNLIMITED Current Balance 6,398,057$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 8.98%25.00% Current Balance 4,675,000$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%15.00% Corporate Note 21.14%30.00% Current Balance 11,010,837$ Repurchase Agreements 0.00%UNLIMITED Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)23.55%UNLIMITED Current Balance 12,263,213$ CAMP - Pooled Sweep Account 0.05%UNLIMITED Current Balance 27,054$ TOTAL 100.00%52,073,813$ 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 NOVEMBER 30, 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 C AMP Account For the Month Ending November 30, 2015Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 39,935.71 3,292,016.30 (3,318,777.36) 0.00 $13,174.65 CAMP Pool Unsettled Trades 0.00 5.65 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,506,968.47 3,311,722.65 (3,235,082.56) (88,571.54) $29,495,037.02 CAMP Managed Account Unsettled Trades 0.00 67,764.01 Cash Dividends and Income November 30, 2015 October 31, 2015 Asset Summary CAMP Pool 13,174.65 39,935.71 CAMP Managed Account 29,495,037.02 29,506,968.47 $29,508,211.67 $29,546,904.18 Total Asset Allocation 0.05% CAMP Pool 99.95% CAMP Managed Account Page 1 For the Month Ending November 30, 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 $39,935.71 3,292,016.30 (3,318,777.36) $13,174.65 5.65 $29,506,968.47 0.00 (3,235,082.56) 3,311,722.65 0.00 (88,571.54) $29,495,037.02 $29,546,904.18 $29,508,211.67 55,159.13 (3,876.24) 16,481.12 $67,764.01 0.00 3,240,208.35 50,033.34 0.00 (3,315,598.89) 25,357.20 0.00 Managed Account Total 29,482,444.92 29,495,619.57 83,273.16 3,240,208.35 0.00 50,033.34 (3,315,598.89) (29,400,095.04) (99,594.76) 0.00 83,273.16 6,558,985.71 0.00 50,033.34 (6,607,615.19) (29,440,030.75) (99,594.76) 5.65 Total Accrual Basis Earnings $40,671.08 $40,676.73 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2015Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 11,545,000.00 11,535,855.31 39.10 Municipal Bond / Note 290,000.00 291,733.45 0.99 Federal Agency Collateralized Mortgage Obligation 525,000.00 527,495.63 1.79 Federal Agency Bond / Note 4,755,000.00 4,760,678.34 16.13 Corporate Note 8,225,000.00 8,310,773.78 28.16 Certificate of Deposit 4,075,000.00 4,068,500.51 13.79 Managed Account Sub-Total 29,415,000.00 29,495,037.02 99.96% Accrued Interest 83,273.16 Total Portfolio 29,415,000.00 29,578,310.18 CAMP Pool 13,174.65 13,174.65 0.04 Total Investments 29,428,174.65 29,591,484.83 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.79% Cert of Deposit 28.16% Corporate Note 1.79% Fed Agency CMO 16.13% Fed Agy Bond / Note 0.04% Mny Mkt Fund 0.99% Muni Bond / Note 39.10% 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 0.04%2.04% 38.99% 21.06% 23.56% 14.31% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.50 943 1.34% 1.32% Page 3 For the Month Ending November 30, 2015Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 7.75% A 5.87% A+ 0.68% A- 7.78% A-1 1.95% A-1+ 8.84% AA 59.03% AA+ 7.54% AA- 0.52% AAA 0.04% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 200,269.20 0.68 AMERICAN EXPRESS CO 579,444.75 1.96 AMERICAN HONDA FINANCE 308,256.25 1.04 APPLE INC 575,554.88 1.95 BANK OF NOVA SCOTIA 753,883.10 2.55 BERKSHIRE HATHAWAY INC 13,174.65 0.04 CAMP Pool 573,093.88 1.94 CANADIAN IMPERIAL BANK OF COMMERCE 319,785.60 1.08 CATERPILLAR INC 765,775.48 2.60 CHEVRON CORP 577,363.26 1.96 CISCO SYSTEMS INC 434,388.39 1.47 DEERE & COMPANY 3,352,551.88 11.37 FANNIE MAE 1,935,622.09 6.57 FREDDIE MAC 283,385.25 0.96 GENERAL ELECTRIC CO 824,335.00 2.79 HSBC HOLDINGS PLC 249,386.75 0.85 IBM CORP 581,883.33 1.97 JP MORGAN CHASE & CO 154,195.40 0.52 MICROSOFT CORP 572,866.75 1.94 NORDEA BANK AB 573,246.25 1.94 RABOBANK NEDERLAND 573,775.25 1.94 SKANDINAVISKA ENSKIDA BANKEN AB 165,070.95 0.56 STATE OF CONNECTICUT 702,198.00 2.38 THE WALT DISNEY CORPORATION 624,975.00 2.12 TORONTO-DOMINION BANK 200,586.60 0.68 TOYOTA MOTOR CORP 11,535,855.31 39.10 UNITED STATES TREASURY 126,662.50 0.43 UNIVERSITY OF CALIFORNIA 705,049.80 2.39 US BANCORP 797,602.02 2.70 WAL-MART STORES INC 447,974.10 1.52 WELLS FARGO & COMPANY $29,508,211.67 Total 100.00% Page 4 For the Month Ending November 30, 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 03/31/2012 1.000% 03/31/2017 591,590.05 592,086.26 999.45 594,793.75 03/03/1402/27/14AaaAA+ 590,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 1,303,503.50 1,301,327.18 2,202.19 1,302,996.09 03/21/1403/19/14AaaAA+ 1,300,000.00 912828SM3 0.92 US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 324,479.35 324,851.60 1,020.04 324,847.66 11/16/1511/10/15AaaAA+ 325,000.00 912828TB6 0.78 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 521,493.00 519,288.40 8.97 514,910.15 05/09/1405/06/14AaaAA+ 525,000.00 912828UA6 1.18 US TREASURY NOTES DTD 04/30/2013 0.625% 04/30/2018 346,158.05 348,433.01 186.30 346,814.45 05/15/1305/10/13AaaAA+ 350,000.00 912828UZ1 0.81 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 880,229.88 885,432.34 4,021.31 888,603.52 02/04/1502/02/15AaaAA+ 875,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 570,267.33 567,312.84 19.47 566,014.45 06/03/1406/02/14AaaAA+ 570,000.00 912828A34 1.41 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 478,024.33 473,430.37 2,381.45 472,791.99 07/31/1407/29/14AaaAA+ 475,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 161,449.92 160,129.21 440.44 160,175.00 09/04/1409/02/14AaaAA+ 160,000.00 912828C65 1.60 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 580,210.65 575,673.82 1,582.82 575,898.44 10/06/1410/02/14AaaAA+ 575,000.00 912828C65 1.59 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 529,531.00 527,231.09 686.81 535,429.69 11/03/1410/30/14AaaAA+ 500,000.00 912828KQ2 1.50 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 294,820.20 296,604.60 508.20 296,097.66 04/30/1504/28/15AaaAA+ 300,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 982,734.00 984,363.77 1,693.99 981,367.18 02/27/1502/26/15AaaAA+ 1,000,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1,263,622.50 1,266,537.28 3,705.60 1,269,384.77 03/27/1503/26/15AaaAA+ 1,250,000.00 912828F39 1.39 Page 5 For the Month Ending November 30, 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 1,029,656.25 1,031,958.89 28.69 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 542,909.95 545,096.04 1,737.64 544,822.27 09/03/1509/02/15AaaAA+ 550,000.00 912828UQ1 1.47 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1,135,175.35 1,135,821.72 3,633.24 1,135,625.00 11/09/1511/05/15AaaAA+ 1,150,000.00 912828UQ1 1.55 24,856.61 11,535,855.31 11,535,578.42 1.28 11,540,310.35 11,545,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 126,662.50 125,000.00 105.78 125,000.00 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 165,070.95 165,385.95 687.61 165,463.65 03/25/1503/16/15Aa3AA 165,000.00 20772JZK1 1.90 793.39 291,733.45 290,385.95 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 135,464.10 136,036.39 174.38 136,349.51 04/30/1504/15/15AaaAA+ 135,000.00 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 126,310.73 126,248.88 197.82 126,249.99 11/30/1511/06/15AaaAA+ 125,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 265,720.80 267,586.57 363.49 267,653.68 10/30/1510/07/15AaaAA+ 265,000.00 3136AQDQ0 1.08 735.69 527,495.63 529,871.84 1.05 530,253.18 525,000.00 Security Type Sub-Total Federal Agency Bond / Note FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 601,032.60 600,527.51 685.42 601,824.00 10/03/1310/01/13AaaAA+ 600,000.00 3137EADS5 0.77 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 480,716.64 480,310.37 2,026.67 480,561.60 08/13/1408/11/14AaaAA+ 480,000.00 3137EADH9 0.96 Page 6 For the Month Ending November 30, 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 FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 799,119.20 800,705.03 1,808.33 801,984.00 09/10/1209/06/12AaaAA+ 800,000.00 3135G0MZ3 0.82 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 475,330.60 476,881.66 818.06 480,068.25 10/05/1210/04/12AaaAA+ 475,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 396,854.40 396,942.49 97.22 393,940.00 05/31/1305/24/13AaaAA+ 400,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 644,888.40 647,244.01 157.99 644,507.50 05/24/1305/22/13AaaAA+ 650,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 353,300.50 350,007.99 63.19 350,010.50 06/19/1406/16/14AaaAA+ 350,000.00 3135G0YT4 1.62 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 630,893.75 629,369.15 112.85 630,937.50 10/23/1410/22/14AaaAA+ 625,000.00 3135G0YT4 1.39 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 378,542.25 378,341.28 18.23 379,260.00 12/03/1412/01/14AaaAA+ 375,000.00 3137EADG1 1.49 5,787.96 4,760,678.34 4,760,329.49 1.07 4,763,093.35 4,755,000.00 Security Type Sub-Total Corporate Note WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 702,198.00 699,340.38 2,318.75 697,494.00 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 498,141.72 492,757.82 3,929.72 551,822.30 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 352,823.10 351,706.20 248.89 354,987.50 01/15/1301/08/13Aa2AA 350,000.00 084664BS9 1.26 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 705,049.80 700,000.00 513.33 714,952.00 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 434,388.39 434,894.83 2,297.34 434,795.55 06/12/1406/09/14A2A 435,000.00 24422ESN0 1.14 Page 7 For the Month Ending November 30, 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 249,346.50 249,800.37 1,426.39 249,620.00 06/23/1406/16/14A2A 250,000.00 40434CAA3 1.35 CATERPILLAR FINANCIAL SE DTD 08/20/2014 1.250% 08/18/2017 319,785.60 319,907.66 1,144.44 319,840.00 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 200,269.20 199,836.80 594.17 199,732.00 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 149,469.45 150,000.00 809.60 150,000.00 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 174,381.03 175,376.90 944.53 175,946.75 12/05/1211/29/12Aa1AA 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 249,386.75 249,490.02 980.90 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 401,060.00 399,750.93 1,928.89 399,444.00 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 299,460.30 299,867.72 468.75 299,724.00 04/11/1304/04/13Aa2AA 300,000.00 931142DF7 1.14 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 154,195.40 154,952.16 129.17 154,902.35 05/02/1304/25/13AaaAAA 155,000.00 594918AS3 1.01 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 308,256.25 309,438.22 241.11 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 441,925.00 440,000.00 3,296.65 440,000.00 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 273,487.86 271,877.45 1,434.38 272,565.00 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 303,875.40 302,627.46 1,593.75 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 579,444.75 574,186.86 3,809.38 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 Page 8 For the Month Ending November 30, 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 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 283,385.25 283,737.73 5,461.81 289,082.50 03/25/1503/20/15A1AA+ 250,000.00 36962G4J0 2.05 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 74,662.35 75,250.08 541.98 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 373,311.75 377,206.54 2,709.90 377,621.25 02/05/1502/02/15A2A+ 375,000.00 94974BGF1 2.00 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 200,586.60 201,543.74 943.61 201,776.00 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 581,883.33 577,729.35 6,939.93 577,857.75 09/04/1509/01/15A3A 575,000.00 46625HLW8 2.64 44,707.37 8,310,773.78 8,291,279.22 1.60 8,371,915.30 8,225,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 573,093.88 575,000.00 887.26 575,000.00 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 573,246.25 575,000.00 683.61 575,000.00 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 572,866.75 575,000.00 91.84 575,000.00 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 624,975.00 625,000.00 3,530.56 625,000.00 06/19/1506/16/15Aa1AA- 625,000.00 89113ESN7 1.25 BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 575,554.88 575,000.00 548.17 575,000.00 11/09/1511/06/15P-1A-1 575,000.00 06417GAS7 1.55 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 573,775.25 575,000.00 330.94 575,000.00 11/17/1511/16/15P-1A-1 575,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 574,988.50 575,000.00 319.76 575,000.00 11/18/1511/17/15P-1A-1+ 575,000.00 40428AR58 1.54 Page 9 For the Month Ending November 30, 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 6,392.14 4,068,500.51 4,075,000.00 1.29 4,075,000.00 4,075,000.00 Security Type Sub-Total 29,415,000.00 29,571,035.83 1.34 83,273.16 29,482,444.92 29,495,037.02 Managed Account Sub-Total Money Market Fund CAMP Pool 13,174.65 13,174.65 0.00 13,174.65 NRAAAm 13,174.65 13,174.65 13,174.65 0.00 13,174.65 13,174.65 Money Market Sub-Total $29,428,174.65 $29,584,210.48 $83,273.16 $29,495,619.57 $29,508,211.67 1.34% $29,591,484.83 $83,273.16 Total Investments Accrued Interest Securities Sub-Total Page 10 For the Month Ending November 30, 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 1.32 (496.21)(3,203.70) 591,590.05 100.27 MERRILL 590,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.80 1.32 1.32 2,176.32 507.41 1,303,503.50 100.27 MORGANST 1,300,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.80 1.32 1.57 (372.25)(368.31) 324,479.35 99.84 MERRILL 325,000.00 912828TB6US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 0.85 1.57 1.98 2,204.60 6,582.85 521,493.00 99.33 MERRILL 525,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.96 1.98 2.39 (2,274.96)(656.40) 346,158.05 98.90 CSFB 350,000.00 912828UZ1US TREASURY NOTES DTD 04/30/2013 0.625% 04/30/2018 1.09 2.39 2.60 (5,202.46)(8,373.64) 880,229.88 100.60 BARCLAYS 875,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 1.15 2.60 2.94 2,954.49 4,252.88 570,267.33 100.05 CITIGRP 570,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.23 2.94 3.07 4,593.96 5,232.34 478,024.33 100.64 BARCLAYS 475,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 1.29 3.07 3.23 1,320.71 1,274.92 161,449.92 100.91 CITIGRP 160,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.35 3.23 3.23 4,536.83 4,312.21 580,210.65 100.91 MERRILL 575,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.35 3.23 3.28 2,299.91 (5,898.69) 529,531.00 105.91 MERRILL 500,000.00 912828KQ2US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 1.37 3.28 3.74 (1,784.40)(1,277.46) 294,820.20 98.27 MERRILL 300,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.46 3.74 3.74 (1,629.77) 1,366.82 982,734.00 98.27 JPMCHASE 1,000,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.46 3.74 3.69 (2,914.78)(5,762.27) 1,263,622.50 101.09 JPMCHASE 1,250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1.46 3.69 3.90 (2,302.64)(82.03) 1,029,656.25 98.06 CITIGRP 1,050,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.50 3.90 4.11 (2,186.09)(1,912.32) 542,909.95 98.71 MERRILL 550,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.56 4.11 4.11 (646.37)(449.65) 1,135,175.35 98.71 CITIGRP 1,150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.56 4.11 Page 11 For the Month Ending November 30, 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 (4,455.04) 1.27 3.01 276.89 11,535,855.31 11,545,000.00 Security Type Sub-Total 3.01 Municipal Bond / Note 2.40 1,662.50 1,662.50 126,662.50 101.33 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 1.35 2.40 3.16 (315.00)(392.70) 165,070.95 100.04 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.96 3.16 1,269.80 1.70 2.83 1,347.50 291,733.45 290,000.00 Security Type Sub-Total 2.83 Federal Agency Collateralized Mortgage Obligation 2.13 (572.29)(885.41) 135,464.10 100.34 GOLDMAN 135,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.34 2.17 2.82 61.85 60.74 126,310.73 101.05 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 1.49 2.46 3.49 (1,865.77)(1,932.88) 265,720.80 100.27 MORGANST 265,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.54 2.78 (2,757.55) 1.47 2.98 (2,376.21) 527,495.63 525,000.00 Security Type Sub-Total 2.55 Federal Agency Bond / Note 0.87 505.09 (791.40) 601,032.60 100.17 NOMURA 600,000.00 3137EADS5FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 0.68 0.87 1.56 406.27 155.04 480,716.64 100.15 BNP PARI 480,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.90 1.56 1.72 (1,585.83)(2,864.80) 799,119.20 99.89 HSBC 800,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.94 1.72 1.81 (1,551.06)(4,737.65) 475,330.60 100.07 JEFFERIE 475,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.96 1.81 2.44 (88.09) 2,914.40 396,854.40 99.21 CSFB 400,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 1.20 2.44 2.44 (2,355.61) 380.90 644,888.40 99.21 BNP PARI 650,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 1.20 2.44 2.91 3,292.51 3,290.00 353,300.50 100.94 HSBC 350,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.30 2.91 Page 12 For the Month Ending November 30, 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 2.91 1,524.60 (43.75) 630,893.75 100.94 GOLDMAN 625,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.30 2.91 3.39 200.97 (717.75) 378,542.25 100.94 TD SEC U 375,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 1.47 3.39 (2,415.01) 1.08 2.14 348.85 4,760,678.34 4,755,000.00 Security Type Sub-Total 2.14 Corporate Note 1.19 2,857.62 4,704.00 702,198.00 100.31 BARCLAYS 700,000.00 25468PCS3WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 0.86 1.19 1.30 5,383.90 (53,680.58) 498,141.72 105.99 GOLDMAN 470,000.00 931142CG6WAL-MART STORES INC SR NOTES DTD 04/05/2007 5.375% 04/05/2017 0.89 1.30 1.44 1,116.90 (2,164.40) 352,823.10 100.81 GOLDMAN 350,000.00 084664BS9BERKSHIRE HATHAWAY FIN GLOBAL NOTES DTD 05/15/2012 1.600% 05/15/2017 1.04 1.44 1.36 5,049.80 (9,902.20) 705,049.80 100.72 04/15/17BARCLAYS 700,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.15 2.42 1.51 (506.44)(407.16) 434,388.39 99.86 HSBC 435,000.00 24422ESN0JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 1.22 1.51 1.53 (453.87)(273.50) 249,346.50 99.74 HSBC 250,000.00 40434CAA3HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 1.47 1.53 1.69 (122.06)(54.40) 319,785.60 99.93 CITIGRP 320,000.00 14912L6D8CATERPILLAR FINANCIAL SE DTD 08/20/2014 1.250% 08/18/2017 1.29 1.69 1.78 432.40 537.20 200,269.20 100.13 DEUTSCHE 200,000.00 0258M0DR7AMERICAN EXPRESS CREDIT CORP NOTES DTD 09/23/2014 1.550% 09/22/2017 1.47 1.78 1.97 (530.55)(530.55) 149,469.45 99.65 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.28 2.20 1.97 (995.87)(1,565.72) 174,381.03 99.65 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.28 2.20 2.14 (103.27) 531.75 249,386.75 99.75 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.36 2.14 Page 13 For the Month Ending November 30, 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 2.14 1,309.07 1,616.00 401,060.00 100.27 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 1.43 2.14 2.32 (407.42)(263.70) 299,460.30 99.82 MORGANST 300,000.00 931142DF7WAL-MART STORES INC GLOBAL NOTES DTD 04/11/2013 1.125% 04/11/2018 1.20 2.32 2.38 (756.76)(706.95) 154,195.40 99.48 MERRILL 155,000.00 594918AS3MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 1.22 2.38 2.39 (1,181.97)(599.85) 308,256.25 99.44 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.24 2.39 2.48 1,925.00 1,925.00 441,925.00 100.44 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.54 2.48 3.12 1,610.41 922.86 273,487.86 101.29 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 3.12 3.12 1,247.94 1,058.40 303,875.40 101.29 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 3.12 3.52 5,257.89 5,508.50 579,444.75 100.77 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.03 3.52 3.65 (352.48)(5,697.25) 283,385.25 113.35 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 2.09 3.65 3.93 (587.73)(625.65) 74,662.35 99.55 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.26 3.93 3.93 (3,894.79)(4,309.50) 373,311.75 99.55 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.26 3.93 4.05 (957.14)(1,189.40) 200,586.60 100.29 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 2.08 4.05 4.15 4,153.98 4,025.58 581,883.33 101.20 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.47 4.15 (61,141.52) 1.49 2.37 19,494.56 8,310,773.78 8,225,000.00 Security Type Sub-Total 2.47 Certificate of Deposit 1.34 (1,906.12)(1,906.12) 573,093.88 99.67 GOLDMAN 575,000.00 13606JYY9CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 1.24 1.34 Page 14 For the Month Ending November 30, 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 1.38 (1,753.75)(1,753.75) 573,246.25 99.70 GOLDMAN 575,000.00 21684BXH2RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 1.28 1.38 1.48 (2,133.25)(2,133.25) 572,866.75 99.63 MERRILL 575,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.01 1.48 1.54 (25.00)(25.00) 624,975.00 100.00 TD SEC U 625,000.00 89113ESN7TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 1.24 1.54 1.92 554.88 554.88 575,554.88 100.10 UBS AG 575,000.00 06417GAS7BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 1.49 1.92 1.95 (1,224.75)(1,224.75) 573,775.25 99.79 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.56 1.95 1.95 (11.50)(11.50) 574,988.50 100.00 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.51 1.95 (6,499.49) 1.33 1.65 (6,499.49) 4,068,500.51 4,075,000.00 Security Type Sub-Total 1.65 29,415,000.00 29,495,037.02 (75,998.81) 12,592.10 2.50 1.32 Managed Account Sub-Total 2.52 Money Market Fund 0.00 0.00 0.00 13,174.65 1.00 13,174.65 CAMP Pool 0.00 13,174.65 13,174.65 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $29,591,484.83 $83,273.16 $29,508,211.67 Accrued Interest Securities Sub-Total $29,428,174.65 ($75,998.81) $12,592.10 2.50 1.32% 2.52 Page 15 For the Month Ending November 30, 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 11/09/15 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 (1,135,625.00)(2,764.42)(1,138,389.42) 1,150,000.00 11/05/15 11/09/15 BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 06417GAS7 (575,000.00) 0.00 (575,000.00) 575,000.00 11/06/15 11/30/15 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 3136AQSW1 (126,249.99)(191.13)(126,441.12) 125,000.00 11/06/15 11/16/15 US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 912828TB6 (324,847.66)(920.69)(325,768.35) 325,000.00 11/10/15 11/17/15 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 83050FBG5 (575,000.00) 0.00 (575,000.00) 575,000.00 11/16/15 11/18/15 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 40428AR58 (575,000.00) 0.00 (575,000.00) 575,000.00 11/17/15 (3,876.24) (3,315,598.89)(3,311,722.65) 3,325,000.00 Transaction Type Sub-Total INTEREST 11/01/15 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 594918AS3 0.00 775.00 775.00 155,000.00 11/01/15 11/25/15 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 174.38 174.38 135,000.00 11/01/15 11/25/15 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 363.50 363.50 265,000.00 11/01/15 11/03/15 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 0.00 1,550.00 1,550.00 310,000.00 11/03/15 11/15/15 UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 91412GUV5 0.00 1,190.00 1,190.00 125,000.00 11/15/15 11/15/15 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 91159HHD5 0.00 5,775.00 5,775.00 700,000.00 11/15/15 11/15/15 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 912828KQ2 0.00 7,812.50 7,812.50 500,000.00 11/15/15 11/15/15 BERKSHIRE HATHAWAY FIN GLOBAL NOTES DTD 05/15/2012 1.600% 05/15/2017 084664BS9 0.00 2,800.00 2,800.00 350,000.00 11/15/15 Page 16 For the Month Ending November 30, 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 INTEREST 11/21/15 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 0.00 1,750.00 1,750.00 400,000.00 11/21/15 11/21/15 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 0.00 2,843.75 2,843.75 650,000.00 11/21/15 11/26/15 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 65558LFA5 0.00 3,342.98 3,342.98 575,000.00 11/26/15 11/27/15 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 0.00 5,078.11 5,078.11 625,000.00 11/27/15 11/27/15 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 0.00 2,843.75 2,843.75 350,000.00 11/27/15 11/30/15 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 3137EADG1 0.00 3,281.25 3,281.25 375,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 912828A34 0.00 3,562.50 3,562.50 570,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 0.00 1,640.62 1,640.62 525,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 912828UB4 0.00 5,250.00 5,250.00 1,050,000.00 11/30/15 50,033.34 50,033.34 0.00 7,660,000.00 Transaction Type Sub-Total SELL 11/09/15 US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 912828RX0 351,175.78 1,098.51 352,274.29 1,804.69 1,323.81 SPEC LOT 350,000.00 11/05/15 11/09/15 FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 3130A2T97 774,659.00 441.32 775,100.32 1,402.75 383.35 SPEC LOT 775,000.00 11/05/15 11/09/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 574,379.00 181.68 574,560.68 3,823.75 1,641.41 SPEC LOT 575,000.00 11/06/15 11/16/15 3M COMPANY GLOBAL NOTES DTD 06/26/2012 1.000% 06/26/2017 88579YAE1 325,939.25 1,263.89 327,203.14 2,437.50 1,430.91 SPEC LOT 325,000.00 11/10/15 11/17/15 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 149,197.27 435.45 149,632.72 2,080.08 859.97 SPEC LOT 150,000.00 11/16/15 11/17/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 424,779.00 216.93 424,995.93 3,064.25 1,432.45 SPEC LOT 425,000.00 11/16/15 Page 17 For the Month Ending November 30, 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 SELL 11/18/15 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 124,311.52 365.01 124,676.53 1,713.86 695.27 SPEC LOT 125,000.00 11/17/15 11/18/15 HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 40428AC54 450,465.96 1,023.00 451,488.96 465.96 465.96 SPEC LOT 450,000.00 11/17/15 11/30/15 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 60,175.78 100.00 60,275.78 (311.72)(36.82)SPEC LOT 60,000.00 11/20/15 5,125.79 8,196.31 16,481.12 3,240,208.35 3,235,082.56 3,235,000.00 Transaction Type Sub-Total (76,640.09) 51,282.89 (25,357.20) 16,481.12 8,196.31 Managed Account Sub-Total Total Security Transactions $16,481.12 ($25,357.20)$51,282.89 ($76,640.09)$8,196.31 Page 18 For the Month Ending November 30, 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 39,935.71 Opening Balance 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 775.00 40,710.71 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 1,093.75 41,804.46 11/03/15 11/03/15 Purchase - Individual Portfolio Interest 1.00 1,550.00 43,354.46 11/09/15 11/09/15 Purchase - Individual Portfolio Interest 1.00 441.32 43,795.78 11/09/15 11/09/15 Purchase - Individual Portfolio Interest 1.00 1,098.51 44,894.29 11/09/15 11/09/15 Purchase - Individual Portfolio Interest 1.00 181.68 45,075.97 11/09/15 11/09/15 Purchase - Individual Portfolio Sell 1.00 349,371.09 394,447.06 11/09/15 11/09/15 Purchase - Individual Portfolio Sell 1.00 570,555.25 965,002.31 11/09/15 11/09/15 Purchase - Individual Portfolio Sell 1.00 773,256.25 1,738,258.56 11/09/15 11/09/15 Purchase - Individual Portfolio Gain on Cost 1.00 1,804.69 1,740,063.25 11/09/15 11/09/15 Purchase - Individual Portfolio Gain on Cost 1.00 1,402.75 1,741,466.00 11/09/15 11/09/15 Purchase - Individual Portfolio Gain on Cost 1.00 3,823.75 1,745,289.75 11/09/15 11/09/15 Redemption - Individual Portfolio Buy 1.00 (1,138,389.42) 606,900.33 11/09/15 11/09/15 Redemption - Individual Portfolio Buy 1.00 (575,000.00) 31,900.33 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 7,812.50 39,712.83 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 1,263.89 40,976.72 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 5,775.00 46,751.72 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 2,800.00 49,551.72 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 1,190.00 50,741.72 11/16/15 11/16/15 Purchase - Individual Portfolio Sell 1.00 323,501.75 374,243.47 11/16/15 11/16/15 Purchase - Individual Portfolio Gain on Cost 1.00 2,437.50 376,680.97 Page 19 For the Month Ending November 30, 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 11/16/15 11/16/15 Redemption - Individual Portfolio Buy 1.00 (325,768.35) 50,912.62 11/17/15 11/17/15 Purchase - Individual Portfolio Interest 1.00 435.45 51,348.07 11/17/15 11/17/15 Purchase - Individual Portfolio Interest 1.00 216.93 51,565.00 11/17/15 11/17/15 Purchase - Individual Portfolio Sell 1.00 147,117.19 198,682.19 11/17/15 11/17/15 Purchase - Individual Portfolio Sell 1.00 421,714.75 620,396.94 11/17/15 11/17/15 Purchase - Individual Portfolio Gain on Cost 1.00 2,080.08 622,477.02 11/17/15 11/17/15 Purchase - Individual Portfolio Gain on Cost 1.00 3,064.25 625,541.27 11/17/15 11/17/15 Redemption - Individual Portfolio Buy 1.00 (575,000.00) 50,541.27 11/18/15 11/18/15 Purchase - Individual Portfolio Interest 1.00 365.01 50,906.28 11/18/15 11/18/15 Purchase - Individual Portfolio Interest 1.00 1,023.00 51,929.28 11/18/15 11/18/15 Purchase - Individual Portfolio Sell 1.00 122,597.66 174,526.94 11/18/15 11/18/15 Purchase - Individual Portfolio Sell 1.00 450,000.00 624,526.94 11/18/15 11/18/15 Purchase - Individual Portfolio Gain on Cost 1.00 1,713.86 626,240.80 11/18/15 11/18/15 Purchase - Individual Portfolio Gain on Cost 1.00 465.96 626,706.76 11/18/15 11/18/15 Redemption - Individual Portfolio Buy 1.00 (575,000.00) 51,706.76 11/23/15 11/23/15 Purchase - Individual Portfolio Interest 1.00 2,843.75 54,550.51 11/23/15 11/23/15 Purchase - Individual Portfolio Interest 1.00 1,750.00 56,300.51 11/24/15 11/24/15 IP Fees October 2015 1.00 (2,312.65) 53,987.86 11/24/15 11/24/15 U.S. Bank Fees September 2015 1.00 (190.61) 53,797.25 11/25/15 11/25/15 Purchase - Interest 3136ANJY4 1.00 174.38 53,971.63 11/25/15 11/25/15 Purchase - Interest 3136AQDQ0 1.00 363.49 54,335.12 11/27/15 11/27/15 Purchase - Interest 3136AQDQ0 1.00 363.50 54,698.62 Page 20 For the Month Ending November 30, 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 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 2,843.75 57,542.37 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 5,078.11 62,620.48 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 3,324.62 65,945.10 11/27/15 11/27/15 Redemption - Individual Portfolio Interest 1.00 (363.49) 65,581.61 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 3,562.50 69,144.11 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 3,281.25 72,425.36 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 5,250.00 77,675.36 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 100.00 77,775.36 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 18.36 77,793.72 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 1,640.62 79,434.34 11/30/15 11/30/15 Purchase - Individual Portfolio Sell 1.00 60,487.50 139,921.84 11/30/15 11/30/15 Redemption - Individual Portfolio Buy 1.00 (126,441.12) 13,480.72 11/30/15 11/30/15 Redemption - Individual Portfolio Loss on Cost 1.00 (311.72) 13,169.00 11/30/15 12/01/15 Accrual Income Div Reinvestment - Distributions 1.00 5.65 13,174.65 Page 21 For the Month Ending November 30, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 13,174.65 13,174.65 13,174.65 45,128.15 83.27 0.00 (14,371,143.62) 14,276,378.55 107,939.72 5.65 13,174.65 0.00 (3,318,777.36) 3,292,016.30 39,935.71 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance November January-November 0.15% Page 22 Housing Funds C AMP Account For the Month Ending November 30, 2015Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 2,453.03 352,872.38 (349,502.73) 0.00 $5,822.68 CAMP Pool Unsettled Trades 0.00 1.67 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,016,487.49 348,687.50 (345,021.45) (15,608.90) $5,004,544.64 CAMP Managed Account Unsettled Trades 0.00 7,381.80 Cash Dividends and Income November 30, 2015 October 31, 2015 Asset Summary CAMP Pool 5,822.68 2,453.03 CAMP Managed Account 5,004,544.64 5,016,487.49 $5,010,367.32 $5,018,940.52 Total Asset Allocation 0.12% CAMP Pool 99.88% CAMP Managed Account Page 1 For the Month Ending November 30, 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 $2,453.03 352,872.38 (349,502.73) $5,822.68 1.67 $5,016,487.49 0.00 (345,021.45) 348,687.50 0.00 (15,608.90) $5,004,544.64 $5,018,940.52 $5,010,367.32 6,703.56 (338.71) 1,016.95 $7,381.80 0.00 345,393.36 6,331.65 0.00 (349,026.21) (2,698.80) 0.00 Managed Account Total 5,009,033.83 5,014,856.51 13,106.91 345,393.36 0.00 6,331.65 (349,026.21) (5,004,927.13) (14,287.57) 0.00 13,106.91 694,896.09 0.00 6,331.65 (701,898.59) (5,007,380.16) (14,287.57) 1.67 Total Accrual Basis Earnings $5,624.84 $5,626.51 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2015Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,460,000.00 2,454,227.03 48.97 Municipal Bond / Note 30,000.00 30,012.90 0.60 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,470.50 1.91 Federal Agency Bond / Note 705,000.00 704,461.45 14.06 Corporate Note 1,420,000.00 1,420,958.76 28.36 Certificate of Deposit 300,000.00 299,414.00 5.98 Managed Account Sub-Total 5,010,000.00 5,004,544.64 99.88% Accrued Interest 13,106.91 Total Portfolio 5,010,000.00 5,017,651.55 CAMP Pool 5,822.68 5,822.68 0.12 Total Investments 5,015,822.68 5,023,474.23 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 5.98% Cert of Deposit 28.36% Corporate Note 1.91% Fed Agency CMO 14.06% Fed Agy Bond / Note 0.12% Mny Mkt Fund 0.60% Muni Bond / Note 48.97% 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 0.11%0.00% 37.97% 26.17% 21.90% 13.85% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.48 934 1.25% 1.28% Page 3 For the Month Ending November 30, 2015Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 4.22% A 10.98% A+ 1.99% A-1 2.00% A-1+ 5.68% AA 66.04% AA+ 7.98% AA- 0.99% AAA 0.12% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 100,773.00 2.01 AMERICAN HONDA FINANCE 54,690.63 1.09 APPLE INC 149,178.45 2.98 BANK OF NEW YORK CO INC 5,822.68 0.12 CAMP Pool 254,731.03 5.08 CHEVRON CORP 101,291.80 2.02 CISCO SYSTEMS INC 99,142.30 1.98 COLGATE-PALMOLIVE COMPANY 474,586.20 9.47 FANNIE MAE 325,345.75 6.49 FREDDIE MAC 99,998.00 2.00 HSBC HOLDINGS PLC 99,754.70 1.99 IBM CORP 101,197.10 2.02 JP MORGAN CHASE & CO 49,740.45 0.99 MICROSOFT CORP 99,629.00 1.99 NORDEA BANK AB 99,787.00 1.99 SKANDINAVISKA ENSKIDA BANKEN AB 30,012.90 0.60 STATE OF CONNECTICUT 110,345.40 2.20 THE WALT DISNEY CORPORATION 2,454,227.03 48.99 UNITED STATES TREASURY 125,901.75 2.51 US BANCORP 174,212.15 3.48 WELLS FARGO & COMPANY $5,010,367.32 Total 100.00% Page 4 For the Month Ending November 30, 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 75,090.83 74,969.93 274.63 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 265,714.18 265,937.05 448.91 267,153.13 03/03/1402/27/14AaaAA+ 265,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 300,808.50 300,306.28 508.20 300,691.41 03/21/1403/19/14AaaAA+ 300,000.00 912828SM3 0.92 US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 250,175.75 250,875.24 186.30 251,376.95 02/05/1502/04/15AaaAA+ 250,000.00 912828SS0 0.63 US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 99,500.00 99,780.78 105.87 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 148,998.00 148,368.12 2.56 147,117.19 05/09/1405/06/14AaaAA+ 150,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 100,597.70 101,192.27 459.58 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 95,044.56 94,552.14 3.24 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 176,114.23 174,421.71 877.38 174,186.52 07/31/1407/29/14AaaAA+ 175,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 25,226.55 25,020.19 68.82 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 73,705.05 74,151.14 127.05 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 171,978.45 172,263.66 296.45 171,739.26 02/27/1502/26/15AaaAA+ 175,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 252,724.50 253,307.45 741.12 253,876.95 03/27/1503/26/15AaaAA+ 250,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 147,093.75 147,422.70 4.10 147,105.47 05/29/1505/28/15AaaAA+ 150,000.00 912828UB4 1.44 Page 5 For the Month Ending November 30, 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 123,388.63 123,458.88 394.92 123,437.50 11/09/1511/05/15AaaAA+ 125,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 148,066.35 149,591.93 473.90 149,578.13 10/09/1510/08/15AaaAA+ 150,000.00 912828UQ1 1.32 4,973.03 2,454,227.03 2,455,619.47 1.14 2,455,487.89 2,460,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,012.90 30,070.17 125.02 30,084.30 03/25/1503/16/15Aa3AA 30,000.00 20772JZK1 1.90 125.02 30,012.90 30,070.17 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 25,085.95 25,191.92 32.29 25,249.91 04/30/1504/15/15AaaAA+ 25,000.00 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 25,262.15 25,249.78 39.56 25,250.00 11/30/1511/06/15AaaAA+ 25,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 45,122.40 45,439.23 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.58 95,470.50 95,880.93 1.05 95,950.54 95,000.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 30,044.79 30,015.82 126.67 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 120,179.16 120,077.59 506.67 120,140.40 08/13/1408/11/14AaaAA+ 120,000.00 3137EADH9 0.96 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 175,121.80 175,693.24 301.39 176,867.25 10/05/1210/04/12AaaAA+ 175,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 49,894.95 49,809.34 42.53 49,613.50 12/03/1311/27/13AaaAA+ 50,000.00 3135G0PQ0 1.08 Page 6 For the Month Ending November 30, 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 99,213.60 99,235.62 24.31 98,485.00 05/31/1305/24/13AaaAA+ 100,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 124,017.00 124,470.00 30.38 123,943.75 05/24/1305/22/13AaaAA+ 125,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 105,990.15 105,734.02 18.96 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 1,050.91 704,461.45 705,035.63 1.04 705,076.02 705,000.00 Security Type Sub-Total Corporate Note WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 110,345.40 109,896.35 364.38 109,606.20 06/14/1206/11/12A2A 110,000.00 25468PCS3 1.20 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 125,901.75 125,793.97 91.67 127,670.00 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 74,734.73 75,161.53 404.80 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 99,646.30 100,000.00 539.73 100,000.00 12/05/1211/28/12Aa1AA 100,000.00 166764AA8 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 99,754.70 99,796.01 392.36 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 149,178.45 149,979.94 478.13 149,956.50 03/06/1303/04/13A1A+ 150,000.00 06406HCJ6 1.36 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 49,740.45 49,984.57 41.67 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 99,142.30 99,766.37 75.00 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 54,690.63 54,900.33 42.78 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 Page 7 For the Month Ending November 30, 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 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,350.00 80,000.00 599.39 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 50,645.90 50,347.68 265.63 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 50,645.90 50,437.91 265.63 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 100,773.00 99,858.58 662.50 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 174,212.15 176,029.72 1,264.62 176,223.25 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 101,197.10 100,474.67 1,206.94 100,497.00 09/04/1509/01/15A3A 100,000.00 46625HLW8 2.64 6,695.23 1,420,958.76 1,422,427.63 1.54 1,423,948.75 1,420,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 99,629.00 100,000.00 15.97 100,000.00 05/29/1505/27/15Aa3AA- 100,000.00 65558LFA5 1.15 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 99,787.00 100,000.00 57.56 100,000.00 11/17/1511/16/15P-1A-1 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 99,998.00 100,000.00 55.61 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 129.14 299,414.00 300,000.00 1.39 300,000.00 300,000.00 Security Type Sub-Total 5,010,000.00 5,010,547.50 1.25 13,106.91 5,009,033.83 5,004,544.64 Managed Account Sub-Total Money Market Fund CAMP Pool 5,822.68 5,822.68 0.00 5,822.68 NRAAAm 5,822.68 Page 8 For the Month Ending November 30, 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 5,822.68 5,822.68 0.00 5,822.68 5,822.68 Money Market Sub-Total $5,015,822.68 $5,016,370.18 $13,106.91 $5,014,856.51 $5,010,367.32 1.25% $5,023,474.23 $13,106.91 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending November 30, 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 1.07 120.90 225.60 75,090.83 100.12 DEUTSCHE 75,000.00 912828RX0US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 0.76 1.07 1.32 (222.87)(1,438.95) 265,714.18 100.27 MERRILL 265,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.80 1.32 1.32 502.22 117.09 300,808.50 100.27 MORGANST 300,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.80 1.32 1.41 (699.49)(1,201.20) 250,175.75 100.07 CITIGRP 250,000.00 912828SS0US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 0.82 1.41 1.82 (280.78) 82.03 99,500.00 99.50 CITIGRP 100,000.00 912828TS9US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 0.90 1.82 1.98 629.88 1,880.81 148,998.00 99.33 MERRILL 150,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.96 1.98 2.60 (594.57)(956.99) 100,597.70 100.60 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 1.15 2.60 2.94 492.42 708.82 95,044.56 100.05 CITIGRP 95,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.23 2.94 3.07 1,692.52 1,927.71 176,114.23 100.64 BARCLAYS 175,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 1.29 3.07 3.23 206.36 199.21 25,226.55 100.91 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.35 3.23 3.74 (446.09)(319.36) 73,705.05 98.27 MERRILL 75,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.46 3.74 3.74 (285.21) 239.19 171,978.45 98.27 JPMCHASE 175,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.46 3.74 3.69 (582.95)(1,152.45) 252,724.50 101.09 JPMCHASE 250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1.46 3.69 3.90 (328.95)(11.72) 147,093.75 98.06 CITIGRP 150,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.50 3.90 4.11 (70.25)(48.87) 123,388.63 98.71 CITIGRP 125,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.56 4.11 4.11 (1,525.58)(1,511.78) 148,066.35 98.71 MORGANST 150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.56 4.11 (1,260.86) 1.15 2.59 (1,392.44) 2,454,227.03 2,460,000.00 Security Type Sub-Total 2.59 Page 10 For the Month Ending November 30, 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 3.16 (57.27)(71.40) 30,012.90 100.04 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.96 3.16 (71.40) 1.96 3.16 (57.27) 30,012.90 30,000.00 Security Type Sub-Total 3.16 Federal Agency Collateralized Mortgage Obligation 2.13 (105.97)(163.96) 25,085.95 100.34 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.34 2.17 2.82 12.37 12.15 25,262.15 101.05 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 1.49 2.46 3.49 (316.83)(328.23) 45,122.40 100.27 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.54 2.78 (480.04) 1.47 2.96 (410.43) 95,470.50 95,000.00 Security Type Sub-Total 2.53 Federal Agency Bond / Note 1.56 28.97 16.17 30,044.79 100.15 JPMCHASE 30,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.90 1.56 1.56 101.57 38.76 120,179.16 100.15 BNP PARI 120,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.90 1.56 1.81 (571.44)(1,745.45) 175,121.80 100.07 JEFFERIE 175,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.96 1.81 1.88 85.61 281.45 49,894.95 99.79 SOC GEN 50,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.99 1.88 2.44 (22.02) 728.60 99,213.60 99.21 CSFB 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 1.20 2.44 2.44 (453.00) 73.25 124,017.00 99.21 BNP PARI 125,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 1.20 2.44 2.91 256.13 (7.35) 105,990.15 100.94 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.30 2.91 (614.57) 1.08 2.13 (574.18) 704,461.45 705,000.00 Security Type Sub-Total 2.13 Corporate Note Page 11 For the Month Ending November 30, 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 1.19 449.05 739.20 110,345.40 100.31 BARCLAYS 110,000.00 25468PCS3WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 0.86 1.19 1.36 107.78 (1,768.25) 125,901.75 100.72 04/15/17BARCLAYS 125,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.15 2.42 1.97 (426.80)(671.02) 74,734.73 99.65 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.28 2.20 1.97 (353.70)(353.70) 99,646.30 99.65 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.28 2.20 2.14 (41.31) 212.70 99,754.70 99.75 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.36 2.14 2.22 (801.49)(778.05) 149,178.45 99.45 GOLDMAN 150,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.60 3.23 2.38 (244.12)(228.05) 49,740.45 99.48 MERRILL 50,000.00 594918AS3MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 1.22 2.38 2.38 (624.07)(380.70) 99,142.30 99.14 CITIGRP 100,000.00 19416QEB2COLGATE-PALMOLIVE CO NOTES DTD 05/02/2013 0.900% 05/01/2018 1.26 2.38 2.39 (209.70)(106.42) 54,690.63 99.44 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.24 2.39 2.48 350.00 350.00 80,350.00 100.44 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.54 2.48 3.12 298.22 170.90 50,645.90 101.29 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 3.12 3.12 207.99 176.40 50,645.90 101.29 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 3.12 3.52 914.42 958.00 100,773.00 100.77 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.03 3.52 3.93 (1,817.57)(2,011.10) 174,212.15 99.55 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 2.26 3.93 4.15 722.43 700.10 101,197.10 101.20 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.47 4.15 Page 12 For the Month Ending November 30, 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 (2,989.99) 1.57 2.57 (1,468.87) 1,420,958.76 1,420,000.00 Security Type Sub-Total 2.80 Certificate of Deposit 1.48 (371.00)(371.00) 99,629.00 99.63 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.01 1.48 1.95 (213.00)(213.00) 99,787.00 99.79 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.56 1.95 1.95 (2.00)(2.00) 99,998.00 100.00 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.51 1.95 (586.00) 1.36 1.79 (586.00) 299,414.00 300,000.00 Security Type Sub-Total 1.79 5,010,000.00 5,004,544.64 (6,002.86) (4,489.19) 2.48 1.28 Managed Account Sub-Total 2.54 Money Market Fund 0.00 0.00 0.00 5,822.68 1.00 5,822.68 CAMP Pool 0.00 5,822.68 5,822.68 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,023,474.23 $13,106.91 $5,010,367.32 Accrued Interest Securities Sub-Total $5,015,822.68 ($6,002.86) ($4,489.19) 2.48 1.28% 2.54 Page 13 For the Month Ending November 30, 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 11/09/15 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 (123,437.50)(300.48)(123,737.98) 125,000.00 11/05/15 11/30/15 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 3136AQSW1 (25,250.00)(38.23)(25,288.23) 25,000.00 11/06/15 11/17/15 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 83050FBG5 (100,000.00) 0.00 (100,000.00) 100,000.00 11/16/15 11/18/15 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 40428AR58 (100,000.00) 0.00 (100,000.00) 100,000.00 11/17/15 (338.71) (349,026.21)(348,687.50) 350,000.00 Transaction Type Sub-Total INTEREST 11/01/15 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 594918AS3 0.00 250.00 250.00 50,000.00 11/01/15 11/01/15 COLGATE-PALMOLIVE CO NOTES DTD 05/02/2013 0.900% 05/01/2018 19416QEB2 0.00 450.00 450.00 100,000.00 11/01/15 11/25/15 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 11/01/15 11/25/15 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 61.72 61.72 45,000.00 11/01/15 11/03/15 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 0.00 275.00 275.00 55,000.00 11/03/15 11/15/15 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 91159HHD5 0.00 1,031.25 1,031.25 125,000.00 11/15/15 11/21/15 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 0.00 437.50 437.50 100,000.00 11/21/15 11/21/15 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 0.00 546.87 546.87 125,000.00 11/21/15 11/26/15 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 65558LFA5 0.00 581.39 581.39 100,000.00 11/26/15 11/27/15 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 0.00 853.13 853.13 105,000.00 11/27/15 11/30/15 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 912828UB4 0.00 750.00 750.00 150,000.00 11/30/15 Page 14 For the Month Ending November 30, 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 INTEREST 11/30/15 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 0.00 468.75 468.75 150,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 912828A34 0.00 593.75 593.75 95,000.00 11/30/15 6,331.65 6,331.65 0.00 1,225,000.00 Transaction Type Sub-Total SELL 11/09/15 FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 3130A2T97 134,940.60 76.87 135,017.47 244.35 66.78 SPEC LOT 135,000.00 11/05/15 11/17/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 99,948.00 51.04 99,999.04 721.00 337.05 SPEC LOT 100,000.00 11/16/15 11/18/15 HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 40428AC54 100,103.55 227.33 100,330.88 103.55 103.55 SPEC LOT 100,000.00 11/17/15 11/30/15 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 10,029.30 16.67 10,045.97 (51.95)(6.13)SPEC LOT 10,000.00 11/20/15 371.91 501.25 1,016.95 345,393.36 345,021.45 345,000.00 Transaction Type Sub-Total (3,666.05) 6,364.85 2,698.80 1,016.95 501.25 Managed Account Sub-Total Total Security Transactions $1,016.95 $2,698.80 $6,364.85 ($3,666.05)$501.25 Page 15 For the Month Ending November 30, 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 2,453.03 Opening Balance 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 1,093.75 3,546.78 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 250.00 3,796.78 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 450.00 4,246.78 11/03/15 11/03/15 Purchase - Individual Portfolio Interest 1.00 275.00 4,521.78 11/09/15 11/09/15 Purchase - Individual Portfolio Interest 1.00 76.87 4,598.65 11/09/15 11/09/15 Purchase - Individual Portfolio Sell 1.00 134,696.25 139,294.90 11/09/15 11/09/15 Purchase - Individual Portfolio Gain on Cost 1.00 244.35 139,539.25 11/09/15 11/09/15 Redemption - Individual Portfolio Buy 1.00 (123,737.98) 15,801.27 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 1,031.25 16,832.52 11/17/15 11/17/15 Purchase - Individual Portfolio Interest 1.00 51.04 16,883.56 11/17/15 11/17/15 Purchase - Individual Portfolio Sell 1.00 99,227.00 116,110.56 11/17/15 11/17/15 Purchase - Individual Portfolio Gain on Cost 1.00 721.00 116,831.56 11/17/15 11/17/15 Redemption - Individual Portfolio Buy 1.00 (100,000.00) 16,831.56 11/18/15 11/18/15 Purchase - Individual Portfolio Interest 1.00 227.33 17,058.89 11/18/15 11/18/15 Purchase - Individual Portfolio Sell 1.00 100,000.00 117,058.89 11/18/15 11/18/15 Purchase - Individual Portfolio Gain on Cost 1.00 103.55 117,162.44 11/18/15 11/18/15 Redemption - Individual Portfolio Buy 1.00 (100,000.00) 17,162.44 11/23/15 11/23/15 Purchase - Individual Portfolio Interest 1.00 437.50 17,599.94 11/23/15 11/23/15 Purchase - Individual Portfolio Interest 1.00 546.87 18,146.81 11/24/15 11/24/15 IP Fees October 2015 1.00 (392.45) 17,754.36 11/24/15 11/24/15 U.S. Bank Fees September 2015 1.00 (32.12) 17,722.24 Page 16 For the Month Ending November 30, 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 11/25/15 11/25/15 Purchase - Interest 3136ANJY4 1.00 32.29 17,754.53 11/25/15 11/25/15 Purchase - Interest 3136AQDQ0 1.00 61.72 17,816.25 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 853.13 18,669.38 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 578.19 19,247.57 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 593.75 19,841.32 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 750.00 20,591.32 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 16.67 20,607.99 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 468.75 21,076.74 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 3.20 21,079.94 11/30/15 11/30/15 Purchase - Individual Portfolio Sell 1.00 10,081.25 31,161.19 11/30/15 11/30/15 Redemption - Individual Portfolio Buy 1.00 (25,288.23) 5,872.96 11/30/15 11/30/15 Redemption - Individual Portfolio Loss on Cost 1.00 (51.95) 5,821.01 11/30/15 12/01/15 Accrual Income Div Reinvestment - Distributions 1.00 1.67 5,822.68 Page 17 For the Month Ending November 30, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 5,822.68 5,822.68 5,822.68 13,299.42 26.07 0.00 (2,163,597.72) 2,135,262.58 34,157.82 1.67 5,822.68 0.00 (349,502.73) 352,872.38 2,453.03 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 November January-November 0.15% Page 18 Successor Agency C AMP Account For the Month Ending November 30, 2015Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 59,633.84 472,674.45 (524,252.02) 0.00 $8,056.27 CAMP Pool Unsettled Trades 0.00 4.28 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,157,892.99 523,003.91 (460,353.40) (16,966.34) $5,203,577.16 CAMP Managed Account Unsettled Trades 0.00 13,010.16 Cash Dividends and Income November 30, 2015 October 31, 2015 Asset Summary CAMP Pool 8,056.27 59,633.84 CAMP Managed Account 5,203,577.16 5,157,892.99 $5,211,633.43 $5,217,526.83 Total Asset Allocation 0.16% CAMP Pool 99.84% CAMP Managed Account Page 1 For the Month Ending November 30, 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 $59,633.84 472,674.45 (524,252.02) $8,056.27 4.28 $5,157,892.99 0.00 (460,353.40) 523,003.91 0.00 (16,966.34) $5,203,577.16 $5,217,526.83 $5,211,633.43 11,816.77 (813.01) 2,006.40 $13,010.16 0.00 461,194.75 10,975.42 0.00 (523,816.92) 51,646.75 0.00 Managed Account Total 5,197,707.40 5,205,763.67 11,616.03 461,194.75 0.00 10,975.42 (523,816.92) (5,134,023.71) (17,053.72) 0.00 11,616.03 985,446.77 0.00 10,975.42 (996,491.37) (5,193,657.55) (17,053.72) 4.28 Total Accrual Basis Earnings $6,599.25 $6,603.53 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2015Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,633,000.00 2,632,362.42 50.50 Municipal Bond / Note 30,000.00 30,012.90 0.58 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,470.50 1.83 Federal Agency Bond / Note 930,000.00 931,615.78 17.88 Corporate Note 1,210,000.00 1,214,701.56 23.31 Certificate of Deposit 300,000.00 299,414.00 5.75 Managed Account Sub-Total 5,198,000.00 5,203,577.16 99.85% Accrued Interest 11,616.03 Total Portfolio 5,198,000.00 5,215,193.19 CAMP Pool 8,056.27 8,056.27 0.15 Total Investments 5,206,056.27 5,223,249.46 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 5.75% Cert of Deposit 23.31% Corporate Note 1.83% Fed Agency CMO 17.88% Fed Agy Bond / Note 0.15% Mny Mkt Fund 0.58% Muni Bond / Note 50.50% 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 0.15% 3.85% 35.80% 21.38% 29.80% 9.02% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.45 923 1.29% 1.24% Page 3 For the Month Ending November 30, 2015Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 6.75% A 9.15% A+ 1.91% A-1 1.92% A-1+ 2.12% AA 71.28% AA+ 5.77% AA- 0.95% AAA 0.15% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 100,773.00 1.93 AMERICAN HONDA FINANCE 54,690.63 1.05 APPLE INC 124,315.38 2.39 BANK OF NEW YORK CO INC 8,056.27 0.15 CAMP Pool 80,350.00 1.54 CHEVRON CORP 101,291.80 1.94 CISCO SYSTEMS INC 775,497.28 14.89 FANNIE MAE 251,589.00 4.83 FREDDIE MAC 99,998.00 1.92 HSBC HOLDINGS PLC 99,754.70 1.91 IBM CORP 101,197.10 1.94 JP MORGAN CHASE & CO 49,740.45 0.95 MICROSOFT CORP 99,629.00 1.91 NORDEA BANK AB 99,787.00 1.91 SKANDINAVISKA ENSKIDA BANKEN AB 30,012.90 0.58 STATE OF CONNECTICUT 250,785.00 4.81 THE WALT DISNEY CORPORATION 2,632,362.42 50.52 UNITED STATES TREASURY 251,803.50 4.83 US BANCORP $5,211,633.43 Total 100.00% Page 4 For the Month Ending November 30, 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 100,273.40 100,475.74 85.16 100,601.56 09/03/1509/02/15AaaAA+ 100,000.00 912828RM4 0.48 US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 188,227.67 187,924.63 688.40 187,662.18 01/26/1201/23/12AaaAA+ 188,000.00 912828RX0 0.91 US TREASURY NOTES DTD 02/29/2012 0.875% 02/28/2017 100,109.40 99,921.07 221.15 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 175,471.63 175,618.81 296.45 176,421.88 03/03/1402/27/14AaaAA+ 175,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 250,673.75 250,255.23 423.50 250,576.17 03/21/1403/19/14AaaAA+ 250,000.00 912828SM3 0.92 US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 124,799.75 124,942.93 392.32 124,941.41 11/16/1511/10/15AaaAA+ 125,000.00 912828TB6 0.78 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 124,165.00 123,640.10 2.13 122,597.66 05/09/1405/06/14AaaAA+ 125,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 100,597.70 101,192.27 459.58 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 20,009.38 19,855.91 0.68 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 75,035.18 74,646.43 2.56 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 176,114.23 174,421.71 877.38 174,186.52 07/31/1407/29/14AaaAA+ 175,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 25,226.55 25,020.19 68.82 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 100,906.20 100,117.19 275.27 100,156.25 10/06/1410/02/14AaaAA+ 100,000.00 912828C65 1.59 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 105,906.20 105,446.22 137.36 107,085.94 11/03/1410/30/14AaaAA+ 100,000.00 912828KQ2 1.50 Page 5 For the Month Ending November 30, 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 147,410.10 148,302.30 254.10 148,048.83 04/30/1504/28/15AaaAA+ 150,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 221,115.15 221,481.85 381.15 220,807.62 02/27/1502/26/15AaaAA+ 225,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 227,452.05 227,976.71 667.01 228,489.26 03/27/1503/26/15AaaAA+ 225,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 196,125.00 196,563.60 5.46 196,140.63 05/29/1505/28/15AaaAA+ 200,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 172,744.08 172,842.44 552.88 172,812.50 11/09/1511/05/15AaaAA+ 175,000.00 912828UQ1 1.55 5,791.36 2,632,362.42 2,630,645.33 1.20 2,631,068.07 2,633,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,012.90 30,070.17 125.02 30,084.30 03/25/1503/16/15Aa3AA 30,000.00 20772JZK1 1.90 125.02 30,012.90 30,070.17 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 25,085.95 25,191.92 32.29 25,249.91 04/30/1504/15/15AaaAA+ 25,000.00 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 25,262.15 25,249.78 39.56 25,250.00 11/30/1511/06/15AaaAA+ 25,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 45,122.40 45,439.23 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.58 95,470.50 95,880.93 1.05 95,950.54 95,000.00 Security Type Sub-Total Federal Agency Bond / Note FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 100,172.10 100,087.92 114.24 100,304.00 10/03/1310/01/13AaaAA+ 100,000.00 3137EADS5 0.77 Page 6 For the Month Ending November 30, 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 07/20/2012 0.875% 08/28/2017 99,889.90 100,088.13 226.04 100,248.00 09/10/1209/06/12AaaAA+ 100,000.00 3135G0MZ3 0.82 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 124,737.38 124,523.35 106.34 124,033.75 12/03/1311/27/13AaaAA+ 125,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 74,410.20 74,426.72 18.23 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 148,820.40 149,364.00 36.46 148,732.50 05/24/1305/22/13AaaAA+ 150,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 105,990.15 105,734.02 18.96 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 126,178.75 125,002.86 22.57 125,003.75 06/19/1406/16/14AaaAA+ 125,000.00 3135G0YT4 1.62 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 151,416.90 151,336.51 7.29 151,704.00 12/03/1412/01/14AaaAA+ 150,000.00 3137EADG1 1.49 550.13 931,615.78 930,563.51 1.20 929,887.25 930,000.00 Security Type Sub-Total Corporate Note WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 250,785.00 249,764.42 828.13 249,105.00 06/14/1206/11/12A2A 250,000.00 25468PCS3 1.20 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 251,803.50 250,000.00 183.33 255,340.00 07/30/1207/25/12A1A+ 250,000.00 91159HHD5 1.19 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 99,754.70 99,796.01 392.36 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 124,315.38 124,983.29 398.44 124,963.75 03/06/1303/04/13A1A+ 125,000.00 06406HCJ6 1.36 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 49,740.45 49,984.57 41.67 49,968.50 05/02/1304/25/13AaaAAA 50,000.00 594918AS3 1.01 Page 7 For the Month Ending November 30, 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 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 54,690.63 54,900.33 42.78 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 80,350.00 80,000.00 599.39 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 50,645.90 50,347.68 265.63 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 50,645.90 50,437.91 265.63 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 100,773.00 99,858.58 662.50 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 101,197.10 100,474.67 1,206.94 100,497.00 09/04/1509/01/15A3A 100,000.00 46625HLW8 2.64 4,886.80 1,214,701.56 1,210,547.46 1.51 1,214,972.80 1,210,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 99,629.00 100,000.00 15.97 100,000.00 05/29/1505/27/15Aa3AA- 100,000.00 65558LFA5 1.15 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 99,787.00 100,000.00 57.56 100,000.00 11/17/1511/16/15P-1A-1 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 99,998.00 100,000.00 55.61 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 129.14 299,414.00 300,000.00 1.39 300,000.00 300,000.00 Security Type Sub-Total 5,198,000.00 5,201,962.96 1.29 11,616.03 5,197,707.40 5,203,577.16 Managed Account Sub-Total Money Market Fund CAMP Pool 8,056.27 8,056.27 0.00 8,056.27 NRAAAm 8,056.27 Page 8 For the Month Ending November 30, 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 8,056.27 8,056.27 0.00 8,056.27 8,056.27 Money Market Sub-Total $5,206,056.27 $5,210,019.23 $11,616.03 $5,205,763.67 $5,211,633.43 1.29% $5,223,249.46 $11,616.03 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending November 30, 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 0.91 (202.34)(328.16) 100,273.40 100.27 BARCLAYS 100,000.00 912828RM4US TREASURY NOTES DTD 10/31/2011 1.000% 10/31/2016 0.70 0.91 1.07 303.04 565.49 188,227.67 100.12 DEUTSCHE 188,000.00 912828RX0US TREASURY NOTES DTD 01/03/2012 0.875% 12/31/2016 0.76 1.07 1.24 188.33 417.99 100,109.40 100.11 BARCLAYS 100,000.00 912828SJ0US TREASURY NOTES DTD 02/29/2012 0.875% 02/28/2017 0.79 1.24 1.32 (147.18)(950.25) 175,471.63 100.27 MERRILL 175,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.80 1.32 1.32 418.52 97.58 250,673.75 100.27 MORGANST 250,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.80 1.32 1.57 (143.18)(141.66) 124,799.75 99.84 MERRILL 125,000.00 912828TB6US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 0.85 1.57 1.98 524.90 1,567.34 124,165.00 99.33 MERRILL 125,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.96 1.98 2.60 (594.57)(956.99) 100,597.70 100.60 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 1.15 2.60 2.94 153.47 218.75 20,009.38 100.05 MERRILL 20,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.23 2.94 2.94 388.75 559.59 75,035.18 100.05 CITIGRP 75,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 1.23 2.94 3.07 1,692.52 1,927.71 176,114.23 100.64 BARCLAYS 175,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 1.29 3.07 3.23 206.36 199.21 25,226.55 100.91 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.35 3.23 3.23 789.01 749.95 100,906.20 100.91 MERRILL 100,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 1.35 3.23 3.28 459.98 (1,179.74) 105,906.20 105.91 MERRILL 100,000.00 912828KQ2US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 1.37 3.28 3.74 (892.20)(638.73) 147,410.10 98.27 MERRILL 150,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.46 3.74 3.74 (366.70) 307.53 221,115.15 98.27 JPMCHASE 225,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1.46 3.74 3.69 (524.66)(1,037.21) 227,452.05 101.09 JPMCHASE 225,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1.46 3.69 Page 10 For the Month Ending November 30, 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 3.90 (438.60)(15.63) 196,125.00 98.06 CITIGRP 200,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.50 3.90 4.11 (98.36)(68.42) 172,744.08 98.71 CITIGRP 175,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.56 4.11 1,294.35 1.17 2.64 1,717.09 2,632,362.42 2,633,000.00 Security Type Sub-Total 2.64 Municipal Bond / Note 3.16 (57.27)(71.40) 30,012.90 100.04 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.96 3.16 (71.40) 1.96 3.16 (57.27) 30,012.90 30,000.00 Security Type Sub-Total 3.16 Federal Agency Collateralized Mortgage Obligation 2.13 (105.97)(163.96) 25,085.95 100.34 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.34 2.17 2.82 12.37 12.15 25,262.15 101.05 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 1.49 2.46 3.49 (316.83)(328.23) 45,122.40 100.27 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.54 2.78 (480.04) 1.47 2.96 (410.43) 95,470.50 95,000.00 Security Type Sub-Total 2.53 Federal Agency Bond / Note 0.87 84.18 (131.90) 100,172.10 100.17 NOMURA 100,000.00 3137EADS5FHLMC NOTES DTD 08/16/2013 0.875% 10/14/2016 0.68 0.87 1.72 (198.23)(358.10) 99,889.90 99.89 HSBC 100,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.94 1.72 1.88 214.03 703.63 124,737.38 99.79 SOC GEN 125,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.99 1.88 2.44 (16.52) 546.45 74,410.20 99.21 CSFB 75,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 1.20 2.44 2.44 (543.60) 87.90 148,820.40 99.21 BNP PARI 150,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 1.20 2.44 Page 11 For the Month Ending November 30, 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 Federal Agency Bond / Note 2.91 256.13 (7.35) 105,990.15 100.94 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.30 2.91 2.91 1,175.89 1,175.00 126,178.75 100.94 HSBC 125,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 1.30 2.91 3.39 80.39 (287.10) 151,416.90 100.94 TD SEC U 150,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 1.47 3.39 1,728.53 1.16 2.39 1,052.27 931,615.78 930,000.00 Security Type Sub-Total 2.39 Corporate Note 1.19 1,020.58 1,680.00 250,785.00 100.31 BARCLAYS 250,000.00 25468PCS3WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 0.86 1.19 1.36 1,803.50 (3,536.50) 251,803.50 100.72 04/15/17BARCLAYS 250,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.15 2.42 2.14 (41.31) 212.70 99,754.70 99.75 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.36 2.14 2.22 (667.91)(648.37) 124,315.38 99.45 GOLDMAN 125,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.60 3.23 2.38 (244.12)(228.05) 49,740.45 99.48 MERRILL 50,000.00 594918AS3MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 1.22 2.38 2.39 (209.70)(106.42) 54,690.63 99.44 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.24 2.39 2.48 350.00 350.00 80,350.00 100.44 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.54 2.48 3.12 298.22 170.90 50,645.90 101.29 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 3.12 3.12 207.99 176.40 50,645.90 101.29 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.71 3.12 3.52 914.42 958.00 100,773.00 100.77 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 2.03 3.52 4.15 722.43 700.10 101,197.10 101.20 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.47 4.15 Page 12 For the Month Ending November 30, 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 (271.24) 1.42 2.20 4,154.10 1,214,701.56 1,210,000.00 Security Type Sub-Total 2.52 Certificate of Deposit 1.48 (371.00)(371.00) 99,629.00 99.63 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.01 1.48 1.95 (213.00)(213.00) 99,787.00 99.79 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.56 1.95 1.95 (2.00)(2.00) 99,998.00 100.00 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.51 1.95 (586.00) 1.36 1.79 (586.00) 299,414.00 300,000.00 Security Type Sub-Total 1.79 5,198,000.00 5,203,577.16 1,614.20 5,869.76 2.45 1.24 Managed Account Sub-Total 2.52 Money Market Fund 0.00 0.00 0.00 8,056.27 1.00 8,056.27 CAMP Pool 0.00 8,056.27 8,056.27 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,223,249.46 $11,616.03 $5,211,633.43 Accrued Interest Securities Sub-Total $5,206,056.27 $1,614.20 $5,869.76 2.45 1.24% 2.52 Page 13 For the Month Ending November 30, 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 11/09/15 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 (172,812.50)(420.67)(173,233.17) 175,000.00 11/05/15 11/30/15 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.899% 01/01/2019 3136AQSW1 (25,250.00)(38.23)(25,288.23) 25,000.00 11/06/15 11/16/15 US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 912828TB6 (124,941.41)(354.11)(125,295.52) 125,000.00 11/10/15 11/17/15 SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 83050FBG5 (100,000.00) 0.00 (100,000.00) 100,000.00 11/16/15 11/18/15 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 40428AR58 (100,000.00) 0.00 (100,000.00) 100,000.00 11/17/15 (813.01) (523,816.92)(523,003.91) 525,000.00 Transaction Type Sub-Total INTEREST 11/01/15 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 594918AS3 0.00 250.00 250.00 50,000.00 11/01/15 11/25/15 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 11/01/15 11/25/15 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 61.72 61.72 45,000,000.00 11/01/15 11/03/15 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 037833AJ9 0.00 275.00 275.00 55,000.00 11/03/15 11/15/15 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 91159HHD5 0.00 2,062.50 2,062.50 250,000.00 11/15/15 11/15/15 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 912828KQ2 0.00 1,562.50 1,562.50 100,000.00 11/15/15 11/21/15 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 0.00 328.13 328.13 75,000.00 11/21/15 11/21/15 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 0.00 656.25 656.25 150,000.00 11/21/15 11/26/15 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 65558LFA5 0.00 581.39 581.39 100,000.00 11/26/15 11/27/15 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 0.00 853.13 853.13 105,000.00 11/27/15 Page 14 For the Month Ending November 30, 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 INTEREST 11/27/15 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 3135G0YT4 0.00 1,015.63 1,015.63 125,000.00 11/27/15 11/30/15 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 912828UB4 0.00 1,000.00 1,000.00 200,000.00 11/30/15 11/30/15 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 3137EADG1 0.00 1,312.50 1,312.50 150,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 912828A34 0.00 125.00 125.00 20,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 912828A34 0.00 468.75 468.75 75,000.00 11/30/15 11/30/15 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 0.00 390.63 390.63 125,000.00 11/30/15 10,975.42 10,975.42 0.00 46,605,000.00 Transaction Type Sub-Total SELL 11/09/15 FHLB NOTES DTD 08/07/2014 0.500% 09/28/2016 3130A2T97 134,940.60 76.87 135,017.47 244.35 66.78 SPEC LOT 135,000.00 11/05/15 11/16/15 3M COMPANY GLOBAL NOTES DTD 06/26/2012 1.000% 06/26/2017 88579YAE1 125,361.25 486.11 125,847.36 937.50 550.35 SPEC LOT 125,000.00 11/10/15 11/17/15 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 99,948.00 51.04 99,999.04 721.00 337.05 SPEC LOT 100,000.00 11/16/15 11/18/15 HSBC BANK USA NA CD DTD 02/13/2015 0.880% 08/15/2016 40428AC54 100,103.55 227.33 100,330.88 103.55 103.55 SPEC LOT 100,000.00 11/17/15 841.35 1,057.73 2,006.40 461,194.75 460,353.40 460,000.00 Transaction Type Sub-Total (62,650.51) 11,003.76 (51,646.75) 2,006.40 1,057.73 Managed Account Sub-Total Total Security Transactions $2,006.40 ($51,646.75)$11,003.76 ($62,650.51)$1,057.73 Page 15 For the Month Ending November 30, 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 59,633.84 Opening Balance 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 500.00 60,133.84 11/02/15 11/02/15 Purchase - Individual Portfolio Interest 1.00 250.00 60,383.84 11/03/15 11/03/15 Purchase - Individual Portfolio Interest 1.00 275.00 60,658.84 11/09/15 11/09/15 Purchase - Individual Portfolio Interest 1.00 76.87 60,735.71 11/09/15 11/09/15 Purchase - Individual Portfolio Sell 1.00 134,696.25 195,431.96 11/09/15 11/09/15 Purchase - Individual Portfolio Gain on Cost 1.00 244.35 195,676.31 11/09/15 11/09/15 Redemption - Individual Portfolio Buy 1.00 (173,233.17) 22,443.14 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 1,562.50 24,005.64 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 486.11 24,491.75 11/16/15 11/16/15 Purchase - Individual Portfolio Interest 1.00 2,062.50 26,554.25 11/16/15 11/16/15 Purchase - Individual Portfolio Sell 1.00 124,423.75 150,978.00 11/16/15 11/16/15 Purchase - Individual Portfolio Gain on Cost 1.00 937.50 151,915.50 11/16/15 11/16/15 Redemption - Individual Portfolio Buy 1.00 (125,295.52) 26,619.98 11/17/15 11/17/15 Purchase - Individual Portfolio Interest 1.00 51.04 26,671.02 11/17/15 11/17/15 Purchase - Individual Portfolio Sell 1.00 99,227.00 125,898.02 11/17/15 11/17/15 Purchase - Individual Portfolio Gain on Cost 1.00 721.00 126,619.02 11/17/15 11/17/15 Redemption - Individual Portfolio Buy 1.00 (100,000.00) 26,619.02 11/18/15 11/18/15 Purchase - Individual Portfolio Interest 1.00 227.33 26,846.35 11/18/15 11/18/15 Purchase - Individual Portfolio Sell 1.00 100,000.00 126,846.35 11/18/15 11/18/15 Purchase - Individual Portfolio Gain on Cost 1.00 103.55 126,949.90 11/18/15 11/18/15 Redemption - Individual Portfolio Buy 1.00 (100,000.00) 26,949.90 Page 16 For the Month Ending November 30, 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 11/23/15 11/23/15 Purchase - Individual Portfolio Interest 1.00 656.25 27,606.15 11/23/15 11/23/15 Purchase - Individual Portfolio Interest 1.00 328.13 27,934.28 11/24/15 11/24/15 IP Fees October 2015 1.00 (401.96) 27,532.32 11/24/15 11/24/15 U.S. Bank Fees September 2015 1.00 (33.14) 27,499.18 11/25/15 11/25/15 Purchase - Interest 3136ANJY4 1.00 32.29 27,531.47 11/25/15 11/25/15 Purchase - Interest 3136AQDQ0 1.00 61.72 27,593.19 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 1,015.63 28,608.82 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 853.13 29,461.95 11/27/15 11/27/15 Purchase - Individual Portfolio Interest 1.00 578.19 30,040.14 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 468.75 30,508.89 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 125.00 30,633.89 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 1,312.50 31,946.39 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 1,000.00 32,946.39 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 390.63 33,337.02 11/30/15 11/30/15 Purchase - Individual Portfolio Interest 1.00 3.20 33,340.22 11/30/15 11/30/15 Redemption - Individual Portfolio Buy 1.00 (25,288.23) 8,051.99 11/30/15 12/01/15 Accrual Income Div Reinvestment - Distributions 1.00 4.28 8,056.27 Page 17 For the Month Ending November 30, 2015Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 8,056.27 8,056.27 8,056.27 34,595.26 48.07 0.00 (1,988,592.89) 1,982,688.47 13,960.69 4.28 8,056.27 0.00 (524,252.02) 472,674.45 59,633.84 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 November January-November 0.15% Page 18