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HomeMy WebLinkAbout0003_2_City Investment Report 2016-03 - Exhibit ACITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOKCASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCEBank Accounts:General Checking Account 2,577,973$ 87,247$ (465,257)$ 2,199,963$ Cash On Hand:Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 2,577,973 87,247 (465,257) 2,201,263 INVESTMENTS City Investments: City Local Agency Investment Fund 17,353,747 - - 17,353,747 City Local Agency Investment Fund for the PFA 329,606 - - 329,606 City CAMP Investments: CAMP Pool Account 40,950 - - 40,950 U.S. Treasury Bond / Note 12,221,996 - - 12,221,996 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 530,253 - - 530,253 Federal Agency Bond / Note 4,810,192 - - 4,810,192 Corporate Note 7,164,531 - - 7,164,531 Certificate of Deposit 4,650,000 - - 4,650,000 Housing CAMP Investments: Housing CAMP Pool Account 12,424 - - 12,424 Housing U.S. Treasury Bond / Notes 2,505,483 - - 2,505,483 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 95,951 - - 95,951 Housing Federal Agency Bond / Notes 829,781 - - 829,781 Housing Corporate Notes 1,164,851 - - 1,164,851 Housing Certificate of Deposit 400,000 - - 400,000 Successor Investments: Successor Local Agency Investment Fund 90,445 - - 90,445 Successor CAMP Investments: Successor CAMP Pool Account 45,163 - - 45,163 Successor U.S. Treasury Bond / Notes 2,841,750 - - 2,841,750 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 95,951 - - 95,951 Successor Federal Agency Bond / Notes 904,711 - - 904,711 Successor Corporate Notes 915,899 - - 915,899 Successor Certificate of Deposit 400,000 - - 400,000 Sub-total Investments 57,754,318 - - 57,754,318 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 57,772,581 - - 57,772,581 Total Pooled Cash and Investments 60,350,553$ 87,247$ (465,257)$ 59,973,844$ TOTAL POOLED CASH AND INVESTMENTS 59,973,844$ 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 April 18, 2016 Director of Administrative Services Date C I T Y O F L A K E E L S I N O R EINVESTMENT REPORT OF POOLED CASH AND INVESTMENTSAS OF MARCH 31, 2016 Yield Purchase Date Maturity Rate 0.506%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 17,353,747$ -$ 17,353,747$ City for the PFA 329,606$ -$ 329,606$ Successor Agency 90,445$ -$ 90,445$ Total Investments Held with Local Agency Investment Fund:17,773,798$ -$ 17,773,798$ C I T Y O F L A K E E L S I N O R ELOCAL AGENCY INVESTMENT FUNDTRANSACTION SUMMARYFOR THE MONTH ENDING MARCH 31, 2016 FUND NO FUND NAME AMOUNT100General Fund 4,876,249$ 101 Supplemental Law Enforcement Fund 8,333 104 Traffic Offender Fund 6,009 106 Affordable Housing In Lieu Fund 2,720,869 107 Developer Agreement Revenue 1,349,434 110 State Gas Tax Fund 2,002,655 112 Measure A Fund 1,378,136 114 SB1186 CASP Education Program Fund 5,155 115 Traffic Safety Fund 66,332 116 City Hall-Public Works DIF Fund 1,073,555 117 Community Center DIF Fund 463,762 118 Lake Side Facility DIF Fund 787,966 120 Camino Del Norte DIF 36,662 121 T.R.I.P.-2014A 632,008 135 Lighting & Landscape Maintenance Fund - Dist. No. 1 469,578 140 Geothermal Fund 19,649 155 CSA152 -- N.P.D.E.S.104,038 201 Street C.I.P. Fund 98 204 Signal C.I.P. Fund 805 205 Traffic Impact Fee Fund 3,525,569 211 Storm Drain C.I.P. Fund 3,534,342 221 Quimby Park C.I.P. Fund 36,332 231 Library C.I.P. Fund 1,670,285 232 City Fire Protection Fund 137,672 254 AD 89-1 Railroad Canyon Rd. Improvement Fund 126,253 268 CFD 2006-2 Viscaya Improvement 217 271 CFD 2005-1 Serenity Improvement 171 310 Support Service 280,528 320 Facilities Service 120,551 331 CFD 2006-1CC Summerly Improvement Area CC 8,709 332 CFD 2006-1 Improvement Area B, Summerly 24,813 333 CFD 2015-3 Terracina 25,664 334 CFD 2015-5 Trieste - Far West Industries 45,000 342 CFD 2007-5 Red Kite Service Fund 1,930 343 CFD 2006-2S Viscaya Services 21,090 344 CFD 2005-2 Alberhill Ranch Services Fund 58,812 345 CFD 2003-2S Improvement Area D, Canyon Hills 436,083 346 CFD 2014-1 Southshore Debt Service Fund 62,281 347 CFD 2006-1 Improvement Area A, Summerly 49,370 348 CFD 2003-2 Improvement Area C, Canyon Hills 87,757 349 CFD 88-3 (2013B) Debt Service Fund 58,862 350 CFD 98-1 Summerhill Debt Service Fund 494,560 352 AD 86-1 Debt Service Fund 655,956 354 CFD 90-2 Successor RDA Debt Service Fund 1,144,188 357 CFD 2003-2 Canyon Hills Debt Service Fund 432,693 C I T Y O F L A K E E L S I N O R EPOOLED CASH AND INVESTMENTS BY FUNDAS OF MARCH 31, 2016 FUND NO FUND NAME AMOUNTC I T Y O F L A K E E L S I N O R EPOOLED CASH AND INVESTMENTS BY FUNDAS OF MARCH 31, 2016366CFD 2005-6 City Center Townhomes Debt Service Fund 95,465 367 CFD 2005-3 Summerly Debt Service Fund 151,527 368 CFD 2006-2 Viscaya Debt Service Fund 177,195 369 CFD 2004-3 Area 1 Rosetta Canyon Debt Service Fund 406,731 371 CFD 2005-1 Serenity Debt Service Fund 280,720 372 CFD 2005-2 Alberhill Ranch Debt Service Fund 724,083 374 CFD 2005-4 Lakeview Villas Debt Service Fund 48,267 375 CFD 2006-4 Tract No. 30698 & 32129 Debt Service Fund 25,624 376 CFD 2006-3 La Strada Debt Service Fund 25,394 377 CFD 2006-6 Tessara Debt Service Fund 13,954 378 CFD 2006-8 Tract No. 31957 Debt Service Fund 44,891 384 CFD 2003-2 Area B Canyon Hills Debt Service Fund 562,870 385 CFD 2004-3 Area 2 Rosetta Canyon Debt Service Fund 586,452 386 CFD 2007-4 Mekenna Debt Service Fund 7,919 387 CFD 2007-5 Red Kite Debt Service Fund 64,475 388 CFD 2007-6 Holiday Inn Debt Service Fund 3,686 389 CFD 88-3 (2008A) West Lake Elsinore Debt Service Fund 1,037,638 390 CFD 2003-2 Area C Canyon Hills Debt Service Fund 28,362 392 CFD 95-1 City Center Debt Service Fund 97,230 393 AD 93-1 Debt Service Fund 368,426 394 CFD 2005-5 (2012A) Wasson Canyon Debt Service Fund 297,682 510 Successor Agency RDA Area I 527,527 520 Successor Agency RDA Area II 2,260,928 530 Successor Agency RDA Area III 1,173,755 540 Successor Area RDA Diamond Stadium 2,049,441 604 Endowment Trust Fund 11,056 605 Public Improvement Trust Fund 835,708 606 Mobile Source Air Polution Reduction Fund 201,537 608 Trust Deposit & Pre Paid Expense Fund 5,557,071 617 Successor Agency Housing Fund 11,499,228 620 Cost Recovery System Fund 1,060,832 631 Lake Destratification Equipment Replacement Fund 178,734 655 CFD 2015-1s Law, Fire, Paramedic Services 20,000 723 LEPFA 2008 Series A 3,584 731 LEPFA 2011 Series B 2,709 734 LEPFA 2013 Series C 408,826 780 LEPFA General 93,336 Total Pooled Cash & Investments 59,973,844$ DIVERSIFICATION MAXIMUMTYPES OF SECURITIES PERCENTAGE PERCENTAGEU.S. Treasury Bills 0.00%UNLIMITEDU.S. Treasury Bond / Note 30.42%UNLIMITED Current Balance 17,569,230$ Municipal Bond / Note 0.61%UNLIMITED Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.25%40.00% Current Balance 722,154$ Federal Agency Bond / Note 11.33%*UNLIMITED Current Balance 6,544,684$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 9.44%25.00% Current Balance 5,450,000$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%15.00% Corporate Note 16.01%30.00% Current Balance 9,245,282$ Repurchase Agreements 0.00%UNLIMITED Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)30.77%UNLIMITED Current Balance 17,773,798$ CAMP - Pooled Sweep Account 0.17%UNLIMITED Current Balance 98,537$ TOTAL 100.00%57,754,318$ 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 MARCH 31, 2016SUMMARY OF POLICY LIMITATIONSC I T Y O F L A K E E L S I N O R E City Funds CAMP Account For the Month Ending March 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE Opening Market Value Purchases Redemptions Change in Value Closing Market Value 38,092.13 1,673,973.87 (1,671,115.69) 0.00 $40,950.31 CAMP Pool Unsettled Trades 0.00 22.14 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,729,768.95 1,663,112.30 (1,631,913.72) 84,939.28 $29,845,906.81 CAMP Managed Account Unsettled Trades 0.00 39,656.52 Cash Dividends and Income March 31, 2016 February 29, 2016 Asset Summary CAMP Pool 40,950.31 38,092.13 CAMP Managed Account 29,845,906.81 29,729,768.95 $29,886,857.12 $29,767,861.08 Total Asset Allocation 0.14% CAMP Pool 99.86% CAMP Managed Account Page 1 For the Month Ending March 31, 2016Managed 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 $38,092.13 1,673,973.87 (1,671,115.69) $40,950.31 22.14 $29,729,768.95 0.00 (1,631,913.72) 1,663,112.30 0.00 84,939.28 $29,845,906.81 $29,767,861.08 $29,886,857.12 42,038.01 (5,730.66) 3,349.17 $39,656.52 0.00 1,636,046.97 37,904.76 0.00 (1,668,842.96) (5,108.77) 0.00 Managed Account Total 29,570,726.21 29,611,676.52 112,421.46 1,636,046.97 0.00 37,904.76 (1,668,842.96) (29,540,250.76) (109,868.34) 0.00 112,421.46 3,307,162.66 0.00 37,904.76 (3,342,816.83) (29,578,342.89) (109,868.34) 22.14 Total Accrual Basis Earnings $38,137.34 $38,159.48 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending March 31, 2016Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,145,000.00 12,383,135.48 41.42 Municipal Bond / Note 290,000.00 294,603.05 0.99 Federal Agency Collateralized Mortgage Obligation 525,000.00 528,734.45 1.77 Federal Agency Bond / Note 4,805,000.00 4,841,071.52 16.20 Corporate Note 7,020,000.00 7,148,866.29 23.92 Certificate of Deposit 4,650,000.00 4,649,496.02 15.56 Managed Account Sub-Total 29,435,000.00 29,845,906.81 99.86% Accrued Interest 112,421.46 Total Portfolio 29,435,000.00 29,958,328.27 CAMP Pool 40,950.31 40,950.31 0.14 Total Investments 29,475,950.31 29,999,278.58 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 15.56% Cert of Deposit 23.92% Corporate Note 1.77% Fed Agency CMO 16.20% Fed Agy Bond / Note 0.14% Mny Mkt Fund 0.99% Muni Bond / Note 41.42% 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 0.14%0.00% 35.60% 23.12% 26.98% 14.16% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.60 983 1.41% 1.09% Page 3 For the Month Ending March 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.89% A 4.32% A+ 2.64% A- 7.69% A-1 1.92% A-1+ 4.99% AA 61.40% AA+ 12.01% AA- 0.14% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 200,637.40 0.67 AMERICAN EXPRESS CO 588,400.95 1.97 AMERICAN HONDA FINANCE 310,638.91 1.04 APPLE INC 576,788.25 1.93 BANK OF NOVA SCOTIA 403,722.00 1.35 BERKSHIRE HATHAWAY INC 40,950.31 0.14 CAMP Pool 574,074.25 1.92 CANADIAN IMPERIAL BANK OF COMMERCE 320,998.72 1.07 CATERPILLAR INC 768,601.26 2.57 CHEVRON CORP 586,446.21 1.96 CISCO SYSTEMS INC 435,694.26 1.46 DEERE & COMPANY 4,027,668.21 13.49 FANNIE MAE 1,342,137.76 4.49 FREDDIE MAC 286,764.00 0.96 GENERAL ELECTRIC CO 824,820.50 2.76 HSBC HOLDINGS PLC 251,253.75 0.84 IBM CORP 588,828.75 1.97 JP MORGAN CHASE & CO 573,703.38 1.92 NORDEA BANK AB 574,209.38 1.92 RABOBANK NEDERLAND 577,949.75 1.93 ROYAL BANK OF CANADA 572,041.63 1.91 SKANDINAVISKA ENSKIDA BANKEN AB 167,090.55 0.56 STATE OF CONNECTICUT 625,815.63 2.09 TORONTO-DOMINION BANK 204,318.80 0.68 TOYOTA MOTOR CORP 12,383,135.48 41.44 UNITED STATES TREASURY 127,512.50 0.43 UNIVERSITY OF CALIFORNIA 703,675.00 2.35 US BANCORP 793,724.87 2.66 WAL-MART STORES INC 455,254.66 1.52 WELLS FARGO & COMPANY $29,886,857.12 Total 100.00% Page 4 For the Month Ending March 31, 2016Managed 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 07/02/2012 0.750% 06/30/2017 325,304.85 324,883.07 616.07 324,847.66 11/16/1511/10/15AaaAA+ 325,000.00 912828TB6 0.78 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 524,158.95 520,233.25 1,102.72 514,910.15 05/09/1405/06/14AaaAA+ 525,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 886,689.13 884,141.62 2,016.23 888,603.52 02/04/1502/02/15AaaAA+ 875,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 374,119.21 368,446.30 1,554.30 367,412.89 06/03/1406/02/14AaaAA+ 370,000.00 912828A34 1.41 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 163,462.56 160,116.60 7.10 160,175.00 09/04/1409/02/14AaaAA+ 160,000.00 912828C65 1.60 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 587,443.58 575,608.05 25.53 575,898.44 10/06/1410/02/14AaaAA+ 575,000.00 912828C65 1.59 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 534,433.50 524,649.87 5,923.76 535,429.69 11/03/1410/30/14AaaAA+ 500,000.00 912828KQ2 1.50 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 300,246.00 296,893.11 8.20 296,097.66 04/30/1504/28/15AaaAA+ 300,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 1,000,820.00 985,689.58 27.32 981,367.18 02/27/1502/26/15AaaAA+ 1,000,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1,282,471.25 1,265,134.39 59.77 1,269,384.77 03/27/1503/26/15AaaAA+ 1,250,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1,049,548.50 1,033,425.72 3,528.69 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 553,587.65 545,470.92 597.83 544,822.27 09/03/1509/02/15AaaAA+ 550,000.00 912828UQ1 1.47 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1,157,501.45 1,136,909.41 1,250.00 1,135,625.00 11/09/1511/05/15AaaAA+ 1,150,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 595,417.10 585,120.26 1,927.20 585,848.63 12/04/1512/01/15AaaAA+ 575,000.00 912828VP2 1.58 Page 5 For the Month Ending March 31, 2016Managed 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 09/03/2013 2.125% 08/31/2020 1,093,066.80 1,067,225.44 1,940.22 1,068,169.92 12/30/1512/28/15AaaAA+ 1,050,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 860,638.80 855,049.71 6,178.85 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 699,231.15 693,974.60 4,536.89 694,274.41 03/04/1603/02/16AaaAA+ 675,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 394,995.00 393,827.34 2,251.03 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 33,551.71 12,383,135.48 12,216,799.24 1.41 12,221,996.49 12,145,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 127,512.50 125,000.00 899.11 125,000.00 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 167,090.55 165,347.96 144.76 165,463.65 03/25/1503/16/15Aa3AA 165,000.00 20772JZK1 1.90 1,043.87 294,603.05 290,347.96 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 135,500.32 135,857.66 174.38 136,349.51 04/30/1504/15/15AaaAA+ 135,000.00 3136ANJY4 0.83 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 126,449.75 126,090.42 197.74 126,249.99 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 266,784.38 267,325.42 363.49 267,653.68 10/30/1510/07/15AaaAA+ 265,000.00 3136AQDQ0 1.08 735.61 528,734.45 529,273.50 1.05 530,253.18 525,000.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 481,428.00 480,245.16 1,226.67 480,561.60 08/13/1408/11/14AaaAA+ 480,000.00 3137EADH9 0.96 Page 6 For the Month Ending March 31, 2016Managed 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 801,802.40 800,570.90 641.67 801,984.00 09/10/1209/06/12AaaAA+ 800,000.00 3135G0MZ3 0.82 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 476,726.63 476,540.67 26.39 480,068.25 10/05/1210/04/12AaaAA+ 475,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 400,491.60 397,349.81 1,263.89 393,940.00 05/31/1305/24/13AaaAA+ 400,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 575,706.68 572,887.25 1,816.84 570,141.25 05/24/1305/22/13AaaAA+ 575,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 356,938.75 350,007.12 1,959.03 350,010.50 06/19/1406/16/14AaaAA+ 350,000.00 3135G0YT4 1.62 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 637,390.63 628,890.29 3,498.26 630,937.50 10/23/1410/22/14AaaAA+ 625,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 726,603.70 723,348.07 704.86 723,289.00 02/23/1602/19/16AaaAA+ 725,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 383,983.13 378,029.85 2,205.73 379,260.00 12/03/1412/01/14AaaAA+ 375,000.00 3137EADG1 1.49 13,343.34 4,841,071.52 4,807,869.12 1.11 4,810,192.10 4,805,000.00 Security Type Sub-Total Corporate Note WAL-MART STORES INC SR NOTES DTD 04/05/2007 5.375% 04/05/2017 491,470.07 487,169.01 12,350.56 551,822.30 04/11/1204/05/12Aa2AA 470,000.00 931142CG6 1.72 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 703,675.00 700,000.00 4,363.33 714,952.00 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 435,694.26 434,917.59 1,481.72 434,795.55 06/12/1406/09/14A2A 435,000.00 24422ESN0 1.14 HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 249,906.75 249,842.68 884.72 249,620.00 06/23/1406/16/14A2A 250,000.00 40434CAA3 1.35 Page 7 For the Month Ending March 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE 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 CATERPILLAR FINANCIAL SE DTD 08/20/2014 1.250% 08/18/2017 320,998.72 319,925.47 477.78 319,840.00 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 200,637.40 199,866.51 77.50 199,732.00 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 149,740.20 150,000.00 533.60 150,000.00 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 174,696.90 175,312.25 622.53 175,946.75 12/05/1211/29/12Aa1AA- 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 251,253.75 249,566.82 460.07 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 403,722.00 399,788.31 895.56 399,444.00 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 302,254.80 299,886.17 1,593.75 299,724.00 04/11/1304/04/13Aa2AA 300,000.00 931142DF7 1.14 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 310,638.91 309,514.67 1,274.44 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 444,164.16 440,000.00 2,036.78 440,000.00 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 277,790.31 271,690.28 478.13 272,565.00 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 308,655.90 302,365.40 531.25 302,817.00 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 588,400.95 574,257.22 1,653.13 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 286,764.00 281,098.96 3,170.14 289,082.50 03/25/1503/20/15A1AA+ 250,000.00 36962G4J0 2.05 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 75,875.78 75,230.83 273.23 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 Page 8 For the Month Ending March 31, 2016Managed 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 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 379,378.88 377,036.53 1,366.15 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 204,318.80 201,428.21 226.94 201,776.00 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 588,828.75 577,539.48 4,304.51 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 39,055.82 7,148,866.29 7,076,436.39 1.67 7,164,531.45 7,020,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 574,074.25 575,000.00 2,823.09 575,000.00 04/10/1504/06/15P-1A-1 575,000.00 13606JYY9 1.01 RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 574,209.38 575,000.00 2,734.44 575,000.00 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 573,703.38 575,000.00 2,332.74 575,000.00 05/29/1505/27/15Aa3AA- 575,000.00 65558LFA5 1.15 TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 625,815.63 625,000.00 6,156.94 625,000.00 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 576,788.25 575,000.00 3,538.17 575,000.00 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 572,041.63 575,000.00 3,214.89 575,000.00 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 574,913.75 575,000.00 3,320.63 575,000.00 11/18/1511/17/15P-1A-1+ 575,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 577,949.75 575,000.00 570.21 575,000.00 03/15/1603/11/16Aa3AA- 575,000.00 78009NZZ2 1.69 24,691.11 4,649,496.02 4,650,000.00 1.34 4,650,000.00 4,650,000.00 Security Type Sub-Total Page 9 For the Month Ending March 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 29,435,000.00 29,667,436.87 1.41 112,421.46 29,570,726.21 29,845,906.81 Managed Account Sub-Total Money Market Fund CAMP Pool 40,950.31 40,950.31 0.00 40,950.31 NRAAAm 40,950.31 40,950.31 40,950.31 0.00 40,950.31 40,950.31 Money Market Sub-Total $29,475,950.31 $29,708,387.18 $112,421.46 $29,611,676.52 $29,886,857.12 1.41% $29,999,278.58 $112,421.46 Total Investments Accrued Interest Securities Sub-Total Page 10 For the Month Ending March 31, 2016Managed 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 1.24 421.78 457.19 325,304.85 100.09 MERRILL 325,000.00 912828TB6US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 0.67 1.24 1.65 3,925.70 9,248.80 524,158.95 99.84 MERRILL 525,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.72 1.65 2.29 2,547.51 (1,914.39) 886,689.13 101.34 BARCLAYS 875,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.80 2.29 2.61 5,672.91 6,706.32 374,119.21 101.11 CITIGRP 370,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.83 2.61 2.93 3,345.96 3,287.56 163,462.56 102.16 CITIGRP 160,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.89 2.93 2.93 11,835.53 11,545.14 587,443.58 102.16 MERRILL 575,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.89 2.93 2.96 9,783.63 (996.19) 534,433.50 106.89 MERRILL 500,000.00 912828KQ2US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 0.88 2.96 3.43 3,352.89 4,148.34 300,246.00 100.08 MERRILL 300,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.98 3.43 3.43 15,130.42 19,452.82 1,000,820.00 100.08 JPMCHASE 1,000,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.98 3.43 3.39 17,336.86 13,086.48 1,282,471.25 102.60 JPMCHASE 1,250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.99 3.39 3.58 16,122.78 19,810.22 1,049,548.50 99.96 CITIGRP 1,050,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.01 3.58 3.81 8,116.73 8,765.38 553,587.65 100.65 MERRILL 550,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.81 3.81 20,592.04 21,876.45 1,157,501.45 100.65 CITIGRP 1,150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.81 4.14 10,296.84 9,568.47 595,417.10 103.55 MERRILL 575,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.16 4.14 4.21 25,841.36 24,896.88 1,093,066.80 104.10 MORGANST 1,050,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.17 4.21 4.37 5,589.09 5,085.67 860,638.80 102.46 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.20 4.37 4.43 5,256.55 4,956.74 699,231.15 103.59 MERRILL 675,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.21 4.43 Page 11 For the Month Ending March 31, 2016Managed 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 4.48 1,167.66 1,157.11 394,995.00 105.33 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.22 4.48 161,138.99 1.01 3.46 166,336.24 12,383,135.48 12,145,000.00 Security Type Sub-Total 3.46 Municipal Bond / Note 2.07 2,512.50 2,512.50 127,512.50 102.01 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 0.94 2.07 2.86 1,742.59 1,626.90 167,090.55 101.27 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.53 2.86 4,139.40 1.28 2.52 4,255.09 294,603.05 290,000.00 Security Type Sub-Total 2.52 Federal Agency Collateralized Mortgage Obligation 1.80 (357.34)(849.19) 135,500.32 100.37 GOLDMAN 135,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.29 1.85 2.51 359.33 199.76 126,449.75 101.16 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.39 2.12 3.17 (541.04)(869.30) 266,784.38 100.67 MORGANST 265,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.40 2.45 (1,518.73) 1.37 2.66 (539.05) 528,734.45 525,000.00 Security Type Sub-Total 2.22 Federal Agency Bond / Note 1.23 1,182.84 866.40 481,428.00 100.30 BNP PARI 480,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.76 1.23 1.40 1,231.50 (181.60) 801,802.40 100.23 HSBC 800,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.71 1.40 1.48 185.96 (3,341.62) 476,726.63 100.36 JEFFERIE 475,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.75 1.48 2.11 3,141.79 6,551.60 400,491.60 100.12 CSFB 400,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.82 2.11 2.11 2,819.43 5,565.43 575,706.68 100.12 BNP PARI 575,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.82 2.11 Page 12 For the Month Ending March 31, 2016Managed 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 2.59 6,931.63 6,928.25 356,938.75 101.98 HSBC 350,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.87 2.59 2.59 8,500.34 6,453.13 637,390.63 101.98 GOLDMAN 625,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.87 2.59 2.85 3,255.63 3,314.70 726,603.70 100.22 JPMCHASE 725,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.92 2.85 3.06 5,953.28 4,723.13 383,983.13 102.40 TD SEC U 375,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 0.98 3.06 30,879.42 0.83 2.13 33,202.40 4,841,071.52 4,805,000.00 Security Type Sub-Total 2.13 Corporate Note 0.97 4,301.06 (60,352.23) 491,470.07 104.57 GOLDMAN 470,000.00 931142CG6WAL-MART STORES INC SR NOTES DTD 04/05/2007 5.375% 04/05/2017 0.83 0.97 1.02 3,675.00 (11,277.00) 703,675.00 100.53 04/15/17BARCLAYS 700,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.18 1.02 1.18 776.67 898.71 435,694.26 100.16 HSBC 435,000.00 24422ESN0JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 0.99 1.18 1.21 64.07 286.75 249,906.75 99.96 HSBC 250,000.00 40434CAA3HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 1.33 1.21 1.36 1,073.25 1,158.72 320,998.72 100.31 CITIGRP 320,000.00 14912L6D8CATERPILLAR FINANCIAL SE DTD 08/20/2014 1.250% 08/18/2017 1.02 1.36 1.45 770.89 905.40 200,637.40 100.32 DEUTSCHE 200,000.00 0258M0DR7AMERICAN EXPRESS CREDIT CORP NOTES DTD 09/23/2014 1.550% 09/22/2017 1.33 1.45 1.65 (259.80)(259.80) 149,740.20 99.83 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.21 1.62 1.65 (615.35)(1,249.85) 174,696.90 99.83 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.21 1.62 1.83 1,686.93 2,398.75 251,253.75 100.50 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.98 1.83 1.82 3,933.69 4,278.00 403,722.00 100.93 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 1.04 1.82 Page 13 For the Month Ending March 31, 2016Managed 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 1.99 2,368.63 2,530.80 302,254.80 100.75 MORGANST 300,000.00 931142DF7WAL-MART STORES INC GLOBAL NOTES DTD 04/11/2013 1.125% 04/11/2018 0.75 1.99 2.05 1,124.24 1,782.81 310,638.91 100.21 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 0.90 2.05 2.17 4,164.16 4,164.16 444,164.16 100.95 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.29 2.17 2.82 6,100.03 5,225.31 277,790.31 102.89 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.12 2.82 2.82 6,290.50 5,838.90 308,655.90 102.89 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.12 2.82 3.23 14,143.73 14,464.70 588,400.95 102.33 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.54 3.23 3.42 5,665.04 (2,318.50) 286,764.00 114.71 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.47 3.42 3.66 644.95 587.78 75,875.78 101.17 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.83 3.66 3.66 2,342.35 1,757.63 379,378.88 101.17 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.83 3.66 3.77 2,890.59 2,542.80 204,318.80 102.16 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.58 3.77 3.88 11,289.27 10,971.00 588,828.75 102.41 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.15 3.92 (15,665.16) 1.28 2.23 72,429.90 7,148,866.29 7,020,000.00 Security Type Sub-Total 2.23 Certificate of Deposit 1.01 (925.75)(925.75) 574,074.25 99.84 GOLDMAN 575,000.00 13606JYY9CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 1.16 1.01 1.05 (790.62)(790.62) 574,209.38 99.86 GOLDMAN 575,000.00 21684BXH2RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 1.19 1.05 1.15 (1,296.62)(1,296.62) 573,703.38 99.77 MERRILL 575,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 0.85 1.15 Page 14 For the Month Ending March 31, 2016Managed 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 1.20 815.63 815.63 625,815.63 100.13 TD SEC U 625,000.00 89113ESN7TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 1.13 1.20 1.59 1,788.25 1,788.25 576,788.25 100.31 UBS AG 575,000.00 06417GAS7BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 1.34 1.59 1.62 (2,958.37)(2,958.37) 572,041.63 99.49 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.46 1.62 1.62 (86.25)(86.25) 574,913.75 99.99 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.20 1.62 1.93 2,949.75 2,949.75 577,949.75 100.51 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.38 1.93 (503.98) 1.21 1.39 (503.98) 4,649,496.02 4,650,000.00 Security Type Sub-Total 1.39 29,435,000.00 29,845,906.81 178,469.94 275,180.60 2.60 1.09 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 40,950.31 1.00 40,950.31 CAMP Pool 0.00 40,950.31 40,950.31 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $29,999,278.58 $112,421.46 $29,886,857.12 Accrued Interest Securities Sub-Total $29,475,950.31 $178,469.94 $275,180.60 2.60 1.09% 2.60 Page 15 For the Month Ending March 31, 2016Managed 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 03/04/16 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 912828A42 (694,274.41)(3,504.10)(697,778.51) 675,000.00 03/02/16 03/15/16 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 78009NZZ2 (575,000.00) 0.00 (575,000.00) 575,000.00 03/11/16 03/31/16 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 (393,837.89)(2,226.56)(396,064.45) 375,000.00 03/30/16 (5,730.66) (1,668,842.96)(1,663,112.30) 1,625,000.00 Transaction Type Sub-Total INTEREST 03/01/16 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 2,868.75 2,868.75 270,000.00 03/01/16 03/01/16 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 3,187.50 3,187.50 300,000.00 03/01/16 03/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 197.72 197.72 125,000.00 03/01/16 03/25/16 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 363.49 363.49 265,000.00 03/01/16 03/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 174.38 174.38 135,000.00 03/01/16 03/12/16 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 89236TCF0 0.00 2,150.00 2,150.00 200,000.00 03/12/16 03/15/16 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 1,628.55 1,628.55 165,000.00 03/15/16 03/22/16 AMERICAN EXPRESS CREDIT CORP NOTES DTD 09/23/2014 1.550% 09/22/2017 0258M0DR7 0.00 1,550.00 1,550.00 200,000.00 03/22/16 03/29/16 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 3137EADL0 0.00 2,375.00 2,375.00 475,000.00 03/29/16 03/31/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 0.00 5,000.00 5,000.00 1,000,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 0.00 1,300.00 1,300.00 160,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 0.00 4,671.87 4,671.87 575,000.00 03/31/16 Page 16 For the Month Ending March 31, 2016Managed 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 03/31/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 0.00 1,500.00 1,500.00 300,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 0.00 10,937.50 10,937.50 1,250,000.00 03/31/16 37,904.76 37,904.76 0.00 5,420,000.00 Transaction Type Sub-Total SELL 03/04/16 WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 25468PCS3 702,191.00 415.63 702,606.63 4,697.00 2,710.15 SPEC LOT 700,000.00 03/02/16 03/15/16 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 74,740.50 207.81 74,948.31 374.25 21.73 SPEC LOT 75,000.00 03/11/16 03/15/16 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 594918AS3 154,967.45 576.94 155,544.39 65.10 9.63 SPEC LOT 155,000.00 03/11/16 03/15/16 US TREASURY NOTES DTD 04/30/2013 0.625% 04/30/2018 912828UZ1 347,197.27 817.31 348,014.58 382.82 (1,421.35)SPEC LOT 350,000.00 03/11/16 03/31/16 BERKSHIRE HATHAWAY FIN GLOBAL NOTES DTD 05/15/2012 1.600% 05/15/2017 084664BS9 352,817.50 2,115.56 354,933.06 (2,170.00) 1,499.51 SPEC LOT 350,000.00 03/30/16 4,133.25 2,819.67 3,349.17 1,636,046.97 1,631,913.72 1,630,000.00 Transaction Type Sub-Total (31,198.58) 36,307.35 5,108.77 3,349.17 2,819.67 Managed Account Sub-Total Total Security Transactions $3,349.17 $5,108.77 $36,307.35 ($31,198.58)$2,819.67 Page 17 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 38,092.13 Opening Balance 03/01/16 03/01/16 Purchase - Interest 17275RAR3 1.00 2,868.75 40,960.88 03/01/16 03/01/16 Purchase - Interest 17275RAR3 1.00 3,187.50 44,148.38 03/04/16 03/04/16 Purchase - Interest 25468PCS3 1.00 415.63 44,564.01 03/04/16 03/04/16 Purchase - Principal 25468PCS3 1.00 702,191.00 746,755.01 03/04/16 03/04/16 Redemption - Interest 912828A42 1.00 (3,504.10) 743,250.91 03/04/16 03/04/16 Redemption - Principal 912828A42 1.00 (694,274.41) 48,976.50 03/14/16 03/14/16 Purchase - Interest 89236TCF0 1.00 2,150.00 51,126.50 03/15/16 03/15/16 Purchase - Interest 20772JZK1 1.00 1,628.55 52,755.05 03/15/16 03/15/16 Purchase - Interest 3135G0WJ8 1.00 207.81 52,962.86 03/15/16 03/15/16 Purchase - Principal 3135G0WJ8 1.00 74,740.50 127,703.36 03/15/16 03/15/16 Purchase - Interest 594918AS3 1.00 576.94 128,280.30 03/15/16 03/15/16 Purchase - Principal 594918AS3 1.00 154,967.45 283,247.75 03/15/16 03/15/16 Purchase - Interest 912828UZ1 1.00 817.31 284,065.06 03/15/16 03/15/16 Purchase - Principal 912828UZ1 1.00 347,197.27 631,262.33 03/15/16 03/15/16 Redemption - Principal 78009NZZ2 1.00 (575,000.00) 56,262.33 03/22/16 03/22/16 Purchase - Interest 0258M0DR7 1.00 1,550.00 57,812.33 03/24/16 03/24/16 IP Fees February 2016 1.00 (2,172.49) 55,639.84 03/24/16 03/24/16 U.S. Bank Fees January 2016 1.00 (100.24) 55,539.60 03/28/16 03/28/16 Purchase - Interest 3136ANJY4 1.00 174.38 55,713.98 03/28/16 03/28/16 Purchase - Interest 3136AQDQ0 1.00 363.49 56,077.47 03/28/16 03/28/16 Purchase - Interest 3136AQSW1 1.00 197.72 56,275.19 Page 18 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 03/29/16 03/29/16 Purchase - Interest 3137EADL0 1.00 2,375.00 58,650.19 03/31/16 03/31/16 Purchase - Interest 912828C65 1.00 1,300.00 59,950.19 03/31/16 03/31/16 Purchase - Interest 912828C65 1.00 4,671.87 64,622.06 03/31/16 03/31/16 Purchase - Interest 912828F39 1.00 10,937.50 75,559.56 03/31/16 03/31/16 Purchase - Interest 912828TR1 1.00 1,500.00 77,059.56 03/31/16 03/31/16 Purchase - Interest 912828TR1 1.00 5,000.00 82,059.56 03/31/16 03/31/16 Purchase - Interest 084664BS9 1.00 2,115.56 84,175.12 03/31/16 03/31/16 Purchase - Principal 084664BS9 1.00 352,817.50 436,992.62 03/31/16 03/31/16 Redemption - Interest 912828A83 1.00 (2,226.56) 434,766.06 03/31/16 03/31/16 Redemption - Principal 912828A83 1.00 (393,837.89) 40,928.17 03/31/16 04/01/16 Accrual Income Div Reinvestment - Distributions 1.00 22.14 40,950.31 Page 19 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 40,950.31 40,950.31 40,950.31 52,241.35 44.01 0.00 (3,259,425.45) 3,277,388.30 22,987.46 22.14 40,950.31 0.00 (1,671,115.69) 1,673,973.87 38,092.13 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 March January-March 0.50% Page 20 Housing Funds CAMP Account For the Month Ending March 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 15,111.47 434,905.76 (437,592.75) 0.00 $12,424.48 CAMP Pool Unsettled Trades 0.00 5.56 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,037,349.21 435,541.02 (425,560.50) 16,440.78 $5,063,770.51 CAMP Managed Account Unsettled Trades 0.00 8,756.53 Cash Dividends and Income March 31, 2016 February 29, 2016 Asset Summary CAMP Pool 12,424.48 15,111.47 CAMP Managed Account 5,063,770.51 5,037,349.21 $5,076,194.99 $5,052,460.68 Total Asset Allocation 0.25% CAMP Pool 99.75% CAMP Managed Account Page 1 For the Month Ending March 31, 2016Managed 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 $15,111.47 434,905.76 (437,592.75) $12,424.48 5.56 $5,037,349.21 0.00 (425,560.50) 435,541.02 0.00 16,440.78 $5,063,770.51 $5,052,460.68 $5,076,194.99 9,339.70 (1,665.69) 1,082.52 $8,756.53 0.00 426,317.41 8,582.79 0.00 (437,206.71) 2,306.51 0.00 Managed Account Total 5,024,766.94 5,037,191.42 14,031.12 426,317.41 0.00 8,582.79 (437,206.71) (5,014,257.29) (15,912.00) 0.00 14,031.12 863,910.16 0.00 8,582.79 (872,112.47) (5,029,368.76) (15,912.00) 5.56 Total Accrual Basis Earnings $6,322.26 $6,327.82 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending March 31, 2016Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,495,000.00 2,532,535.00 49.89 Municipal Bond / Note 30,000.00 30,380.10 0.60 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,685.61 1.88 Federal Agency Bond / Note 830,000.00 833,811.24 16.43 Corporate Note 1,160,000.00 1,171,600.56 23.08 Certificate of Deposit 400,000.00 399,758.00 7.88 Managed Account Sub-Total 5,010,000.00 5,063,770.51 99.76% Accrued Interest 14,031.12 Total Portfolio 5,010,000.00 5,077,801.63 CAMP Pool 12,424.48 12,424.48 0.24 Total Investments 5,022,424.48 5,090,226.11 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.88% Cert of Deposit 23.08% Corporate Note 1.88% Fed Agency CMO 16.43% Fed Agy Bond / Note 0.24% Mny Mkt Fund 0.60% Muni Bond / Note 49.89% 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 0.25% 2.47% 36.00% 21.69% 24.78% 14.81% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.60 982 1.33% 1.06% Page 3 For the Month Ending March 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 6.45% A 4.49% A+ 2.02% A- 1.96% A-1 1.97% A-1+ 0.60% AA 69.29% AA+ 12.98% AA- 0.24% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 102,330.60 2.02 AMERICAN HONDA FINANCE 55,113.36 1.09 APPLE INC 150,211.05 2.96 BANK OF NEW YORK CO INC 12,424.48 0.24 CAMP Pool 255,454.02 5.03 CHEVRON CORP 102,885.30 2.03 CISCO SYSTEMS INC 603,414.47 11.88 FANNIE MAE 326,082.38 6.42 FREDDIE MAC 99,985.00 1.97 HSBC HOLDINGS PLC 100,501.50 1.98 IBM CORP 102,405.00 2.02 JP MORGAN CHASE & CO 99,774.50 1.97 NORDEA BANK AB 100,513.00 1.98 ROYAL BANK OF CANADA 99,485.50 1.96 SKANDINAVISKA ENSKIDA BANKEN AB 30,380.10 0.60 STATE OF CONNECTICUT 2,532,535.00 49.88 UNITED STATES TREASURY 125,656.25 2.48 US BANCORP 177,043.48 3.49 WELLS FARGO & COMPANY $5,076,194.99 Total 100.00% Page 4 For the Month Ending March 31, 2016Managed 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 03/31/2012 1.000% 03/31/2017 125,459.00 125,095.81 3.42 125,288.08 03/21/1403/19/14AaaAA+ 125,000.00 912828SM3 0.92 US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 250,595.75 250,668.59 919.47 251,376.95 02/05/1502/04/15AaaAA+ 250,000.00 912828SS0 0.63 US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 99,871.10 99,820.45 1.71 99,417.97 10/31/1210/26/12AaaAA+ 100,000.00 912828TS9 0.75 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 149,759.70 148,638.07 315.06 147,117.19 05/09/1405/06/14AaaAA+ 150,000.00 912828UA6 1.18 US TREASURY NOTES DTD 05/31/2013 1.000% 05/31/2018 50,234.40 49,979.00 168.03 49,978.52 03/15/1603/11/16AaaAA+ 50,000.00 912828VE7 1.02 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 101,335.90 101,044.76 230.43 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 96,057.64 94,601.08 399.08 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 50,904.30 49,851.78 125.69 49,767.58 07/31/1407/29/14AaaAA+ 50,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 25,541.03 25,018.22 1.11 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 75,061.50 74,223.27 2.05 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 175,143.50 172,495.68 4.78 171,739.26 02/27/1502/26/15AaaAA+ 175,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 256,494.25 253,026.88 11.95 253,876.95 03/27/1503/26/15AaaAA+ 250,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 149,935.50 147,632.25 504.10 147,105.47 05/29/1505/28/15AaaAA+ 150,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 125,815.38 123,577.11 135.87 123,437.50 11/09/1511/05/15AaaAA+ 125,000.00 912828UQ1 1.55 Page 5 For the Month Ending March 31, 2016Managed 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 150,978.45 149,623.52 163.04 149,578.13 10/09/1510/08/15AaaAA+ 150,000.00 912828UQ1 1.32 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 77,663.10 76,320.04 251.37 76,415.04 12/04/1512/01/15AaaAA+ 75,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 182,177.80 177,870.91 323.37 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 102,457.00 101,791.63 735.58 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 155,384.70 154,216.58 1,008.20 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 131,665.00 131,275.78 750.34 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 6,054.65 2,532,535.00 2,506,771.41 1.26 2,505,483.20 2,495,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,380.10 30,063.26 26.32 30,084.30 03/25/1503/16/15Aa3AA 30,000.00 20772JZK1 1.90 26.32 30,380.10 30,063.26 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 25,092.65 25,158.83 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 1.898% 01/01/2019 25,289.95 25,218.09 39.54 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 45,303.01 45,394.89 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.56 95,685.61 95,771.81 1.05 95,950.54 95,000.00 Security Type Sub-Total Page 6 For the Month Ending March 31, 2016Managed 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 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 30,089.25 30,012.50 76.67 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 120,357.00 120,061.29 306.67 120,140.40 08/13/1408/11/14AaaAA+ 120,000.00 3137EADH9 0.96 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 175,636.13 175,567.62 9.72 176,867.25 10/05/1210/04/12AaaAA+ 175,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 50,094.20 49,842.46 188.37 49,613.50 12/03/1311/27/13AaaAA+ 50,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 100,122.90 99,337.45 315.97 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 125,153.63 124,540.71 394.97 123,943.75 05/24/1305/22/13AaaAA+ 125,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 107,081.63 105,653.57 587.71 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,276.50 124,715.18 121.53 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 2,001.61 833,811.24 829,730.78 1.04 829,781.02 830,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 125,656.25 125,602.28 779.17 127,670.00 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 74,870.10 75,133.82 266.80 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 99,826.80 100,000.00 355.73 100,000.00 12/05/1211/28/12Aa1AA- 100,000.00 166764AA8 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,501.50 99,826.73 184.03 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 150,211.05 149,982.86 140.63 149,956.50 03/06/1303/04/13A1A 150,000.00 06406HCJ6 1.36 Page 7 For the Month Ending March 31, 2016Managed 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 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 55,113.36 54,913.89 226.11 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 80,757.12 80,000.00 370.32 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 51,442.65 50,313.02 88.54 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 51,442.65 50,394.23 88.54 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 102,330.60 99,870.82 287.50 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 177,043.48 175,950.38 637.53 176,223.25 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 102,405.00 100,441.65 748.61 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 4,173.51 1,171,600.56 1,162,429.68 1.64 1,164,851.05 1,160,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 99,774.50 100,000.00 405.69 100,000.00 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 99,485.50 100,000.00 559.11 100,000.00 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 99,985.00 100,000.00 577.50 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 100,513.00 100,000.00 99.17 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 1,641.47 399,758.00 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total Page 8 For the Month Ending March 31, 2016Managed 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 5,010,000.00 5,026,150.11 1.33 14,031.12 5,024,766.94 5,063,770.51 Managed Account Sub-Total Money Market Fund CAMP Pool 12,424.48 12,424.48 0.00 12,424.48 NRAAAm 12,424.48 12,424.48 12,424.48 0.00 12,424.48 12,424.48 Money Market Sub-Total $5,022,424.48 $5,038,574.59 $14,031.12 $5,037,191.42 $5,076,194.99 1.33% $5,090,226.11 $14,031.12 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending March 31, 2016Managed 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 0.99 363.19 170.92 125,459.00 100.37 MORGANST 125,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.63 0.99 1.07 (72.84)(781.20) 250,595.75 100.24 CITIGRP 250,000.00 912828SS0US TREASURY NOTES DTD 04/30/2012 0.875% 04/30/2017 0.65 1.07 1.49 50.65 453.13 99,871.10 99.87 CITIGRP 100,000.00 912828TS9US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 0.71 1.49 1.65 1,121.63 2,642.51 149,759.70 99.84 MERRILL 150,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.72 1.65 2.13 255.40 255.88 50,234.40 100.47 MERRILL 50,000.00 912828VE7US TREASURY NOTES DTD 05/31/2013 1.000% 05/31/2018 0.78 2.13 2.29 291.14 (218.79) 101,335.90 101.34 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.80 2.29 2.61 1,456.56 1,721.90 96,057.64 101.11 CITIGRP 95,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.83 2.61 2.77 1,052.52 1,136.72 50,904.30 101.81 BARCLAYS 50,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 0.85 2.77 2.93 522.81 513.69 25,541.03 102.16 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.89 2.93 3.43 838.23 1,037.09 75,061.50 100.08 MERRILL 75,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.98 3.43 3.43 2,647.82 3,404.24 175,143.50 100.08 JPMCHASE 175,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.98 3.43 3.39 3,467.37 2,617.30 256,494.25 102.60 JPMCHASE 250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.99 3.39 3.58 2,303.25 2,830.03 149,935.50 99.96 CITIGRP 150,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.01 3.58 3.81 2,238.27 2,377.88 125,815.38 100.65 CITIGRP 125,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.81 3.81 1,354.93 1,400.32 150,978.45 100.65 MORGANST 150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.81 4.14 1,343.06 1,248.06 77,663.10 103.55 MERRILL 75,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.16 4.14 4.21 4,306.89 4,149.48 182,177.80 104.10 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.17 4.21 Page 10 For the Month Ending March 31, 2016Managed 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 4.37 665.37 605.44 102,457.00 102.46 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.20 4.37 4.43 1,168.12 1,101.50 155,384.70 103.59 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.21 4.43 4.48 389.22 385.70 131,665.00 105.33 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.22 4.48 27,051.80 0.95 3.05 25,763.59 2,532,535.00 2,495,000.00 Security Type Sub-Total 3.05 Municipal Bond / Note 2.86 316.84 295.80 30,380.10 101.27 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.53 2.86 295.80 1.53 2.86 316.84 30,380.10 30,000.00 Security Type Sub-Total 2.86 Federal Agency Collateralized Mortgage Obligation 1.80 (66.18)(157.26) 25,092.65 100.37 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.29 1.85 2.51 71.86 39.95 25,289.95 101.16 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.39 2.12 3.17 (91.88)(147.62) 45,303.01 100.67 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.40 2.45 (264.93) 1.37 2.64 (86.20) 95,685.61 95,000.00 Security Type Sub-Total 2.20 Federal Agency Bond / Note 1.23 76.75 60.63 30,089.25 100.30 JPMCHASE 30,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.76 1.23 1.23 295.71 216.60 120,357.00 100.30 BNP PARI 120,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.76 1.23 1.48 68.51 (1,231.12) 175,636.13 100.36 JEFFERIE 175,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.75 1.48 1.55 251.74 480.70 50,094.20 100.19 SOC GEN 50,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.75 1.55 Page 11 For the Month Ending March 31, 2016Managed 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 Federal Agency Bond / Note 2.11 785.45 1,637.90 100,122.90 100.12 CSFB 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.82 2.11 2.11 612.92 1,209.88 125,153.63 100.12 BNP PARI 125,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.82 2.11 2.59 1,428.06 1,084.13 107,081.63 101.98 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.87 2.59 2.85 561.32 571.50 125,276.50 100.22 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.92 2.85 4,030.22 0.81 1.96 4,080.46 833,811.24 830,000.00 Security Type Sub-Total 1.96 Corporate Note 1.02 53.97 (2,013.75) 125,656.25 100.53 04/15/17BARCLAYS 125,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.18 1.02 1.65 (263.72)(535.65) 74,870.10 99.83 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.21 1.62 1.65 (173.20)(173.20) 99,826.80 99.83 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.21 1.62 1.83 674.77 959.50 100,501.50 100.50 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.98 1.83 1.90 228.19 254.55 150,211.05 100.14 GOLDMAN 150,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.28 1.85 2.05 199.47 316.31 55,113.36 100.21 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 0.90 2.05 2.17 757.12 757.12 80,757.12 100.95 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.29 2.17 2.82 1,129.63 967.65 51,442.65 102.89 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.12 2.82 2.82 1,048.42 973.15 51,442.65 102.89 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.12 2.82 Page 12 For the Month Ending March 31, 2016Managed 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 3.23 2,459.78 2,515.60 102,330.60 102.33 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.54 3.23 3.66 1,093.10 820.23 177,043.48 101.17 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.83 3.66 3.88 1,963.35 1,908.00 102,405.00 102.41 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.15 3.92 6,749.51 1.38 2.42 9,170.88 1,171,600.56 1,160,000.00 Security Type Sub-Total 2.42 Certificate of Deposit 1.15 (225.50)(225.50) 99,774.50 99.77 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 0.85 1.15 1.62 (514.50)(514.50) 99,485.50 99.49 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.46 1.62 1.62 (15.00)(15.00) 99,985.00 99.99 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.20 1.62 1.93 513.00 513.00 100,513.00 100.51 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.38 1.93 (242.00) 1.22 1.58 (242.00) 399,758.00 400,000.00 Security Type Sub-Total 1.58 5,010,000.00 5,063,770.51 37,620.40 39,003.57 2.60 1.06 Managed Account Sub-Total 2.59 Money Market Fund 0.00 0.00 0.00 12,424.48 1.00 12,424.48 CAMP Pool 0.00 12,424.48 12,424.48 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,090,226.11 $14,031.12 $5,076,194.99 Accrued Interest Securities Sub-Total $5,022,424.48 $37,620.40 $39,003.57 2.60 1.06% 2.59 Page 13 For the Month Ending March 31, 2016Managed 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 03/04/16 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 912828A42 (154,283.20)(778.69)(155,061.89) 150,000.00 03/02/16 03/15/16 US TREASURY NOTES DTD 05/31/2013 1.000% 05/31/2018 912828VE7 (49,978.52)(144.81)(50,123.33) 50,000.00 03/11/16 03/15/16 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 78009NZZ2 (100,000.00) 0.00 (100,000.00) 100,000.00 03/11/16 03/31/16 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 912828A83 (131,279.30)(742.19)(132,021.49) 125,000.00 03/30/16 (1,665.69) (437,206.71)(435,541.02) 425,000.00 Transaction Type Sub-Total INTEREST 03/01/16 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 03/01/16 03/01/16 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 03/01/16 03/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 03/01/16 03/25/16 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 61.73 61.73 45,000.00 03/01/16 03/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 03/01/16 03/06/16 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 06406HCJ6 0.00 1,012.50 1,012.50 150,000.00 03/06/16 03/15/16 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 296.10 296.10 30,000.00 03/15/16 03/29/16 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 3137EADL0 0.00 875.00 875.00 175,000.00 03/29/16 03/31/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 0.00 875.00 875.00 175,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 0.00 375.00 375.00 75,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 0.00 1,250.00 1,250.00 250,000.00 03/31/16 Page 14 For the Month Ending March 31, 2016Managed 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 03/31/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 0.00 203.13 203.13 25,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 912828TS9 0.00 312.50 312.50 100,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 0.00 2,187.50 2,187.50 250,000.00 03/31/16 8,582.79 8,582.79 0.00 1,425,000.00 Transaction Type Sub-Total SELL 03/04/16 WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 25468PCS3 110,344.30 65.31 110,409.61 738.10 425.88 SPEC LOT 110,000.00 03/02/16 03/04/16 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 40,106.25 170.49 40,276.74 14.06 73.25 SPEC LOT 40,000.00 03/02/16 03/15/16 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 594918AS3 49,989.50 186.11 50,175.61 21.00 3.11 SPEC LOT 50,000.00 03/11/16 03/15/16 COLGATE-PALMOLIVE CO NOTES DTD 05/02/2013 0.900% 05/01/2018 19416QEB2 99,681.00 335.00 100,016.00 158.00 (113.01)SPEC LOT 100,000.00 03/11/16 03/31/16 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 125,439.45 0.00 125,439.45 151.36 343.38 SPEC LOT 125,000.00 03/30/16 756.91 732.61 1,082.52 426,317.41 425,560.50 425,000.00 Transaction Type Sub-Total (9,980.52) 7,674.01 (2,306.51) 1,082.52 732.61 Managed Account Sub-Total Total Security Transactions $1,082.52 ($2,306.51)$7,674.01 ($9,980.52)$732.61 Page 15 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 15,111.47 Opening Balance 03/01/16 03/01/16 Purchase - Interest 17275RAR3 1.00 531.25 15,642.72 03/01/16 03/01/16 Purchase - Interest 17275RAR3 1.00 531.25 16,173.97 03/04/16 03/04/16 Purchase - Interest 25468PCS3 1.00 65.31 16,239.28 03/04/16 03/04/16 Purchase - Principal 25468PCS3 1.00 110,344.30 126,583.58 03/04/16 03/04/16 Purchase - Interest 912828SM3 1.00 170.49 126,754.07 03/04/16 03/04/16 Purchase - Principal 912828SM3 1.00 40,106.25 166,860.32 03/04/16 03/04/16 Redemption - Principal 912828A42 1.00 (154,283.20) 12,577.12 03/04/16 03/04/16 Redemption - Interest 912828A42 1.00 (778.69) 11,798.43 03/07/16 03/07/16 Purchase - Interest 06406HCJ6 1.00 1,012.50 12,810.93 03/15/16 03/15/16 Purchase - Interest 20772JZK1 1.00 296.10 13,107.03 03/15/16 03/15/16 Purchase - Interest 594918AS3 1.00 186.11 13,293.14 03/15/16 03/15/16 Purchase - Principal 594918AS3 1.00 49,989.50 63,282.64 03/15/16 03/15/16 Purchase - Interest 19416QEB2 1.00 335.00 63,617.64 03/15/16 03/15/16 Purchase - Principal 19416QEB2 1.00 99,681.00 163,298.64 03/15/16 03/15/16 Redemption - Principal 78009NZZ2 1.00 (100,000.00) 63,298.64 03/15/16 03/15/16 Redemption - Interest 912828VE7 1.00 (144.81) 63,153.83 03/15/16 03/15/16 Redemption - Principal 912828VE7 1.00 (49,978.52) 13,175.31 03/24/16 03/24/16 IP Fees February 2016 1.00 (369.00) 12,806.31 03/24/16 03/24/16 U.S. Bank Fees January 2016 1.00 (17.04) 12,789.27 03/28/16 03/28/16 Purchase - Interest 3136ANJY4 1.00 32.29 12,821.56 03/28/16 03/28/16 Purchase - Interest 3136AQDQ0 1.00 61.73 12,883.29 Page 16 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 03/28/16 03/28/16 Purchase - Interest 3136AQSW1 1.00 39.54 12,922.83 03/29/16 03/29/16 Purchase - Interest 3137EADL0 1.00 875.00 13,797.83 03/31/16 03/31/16 Purchase - Interest 912828C65 1.00 203.13 14,000.96 03/31/16 03/31/16 Purchase - Interest 912828F39 1.00 2,187.50 16,188.46 03/31/16 03/31/16 Purchase - Interest 912828SM3 1.00 1,250.00 17,438.46 03/31/16 03/31/16 Purchase - Interest 912828TR1 1.00 375.00 17,813.46 03/31/16 03/31/16 Purchase - Interest 912828TR1 1.00 875.00 18,688.46 03/31/16 03/31/16 Purchase - Interest 912828TS9 1.00 312.50 19,000.96 03/31/16 03/31/16 Purchase - Principal 912828SM3 1.00 125,439.45 144,440.41 03/31/16 03/31/16 Redemption - Principal 912828A83 1.00 (131,279.30) 13,161.11 03/31/16 03/31/16 Redemption - Interest 912828A83 1.00 (742.19) 12,418.92 03/31/16 04/01/16 Accrual Income Div Reinvestment - Distributions 1.00 5.56 12,424.48 Page 17 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 12,424.48 12,424.48 12,424.48 13,196.21 10.13 0.00 (665,467.71) 673,682.84 4,209.35 5.56 12,424.48 0.00 (437,592.75) 434,905.76 15,111.47 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 March January-March 0.50% Page 18 Successor Agency CAMP Account For the Month Ending March 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 17,748.16 360,407.81 (332,993.36) 0.00 $45,162.61 CAMP Pool Unsettled Trades 0.00 15.43 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,239,467.19 331,424.80 (350,599.00) 13,580.11 $5,233,873.10 CAMP Managed Account Unsettled Trades 0.00 10,573.35 Cash Dividends and Income March 31, 2016 February 29, 2016 Asset Summary CAMP Pool 45,162.61 17,748.16 CAMP Managed Account 5,233,873.10 5,239,467.19 $5,279,035.71 $5,257,215.35 Total Asset Allocation 0.86% CAMP Pool 99.14% CAMP Managed Account Page 1 For the Month Ending March 31, 2016Managed 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 $17,748.16 360,407.81 (332,993.36) $45,162.61 15.43 $5,239,467.19 0.00 (350,599.00) 331,424.80 0.00 13,580.11 $5,233,873.10 $5,257,215.35 $5,279,035.71 9,793.38 (1,168.03) 1,948.00 $10,573.35 0.00 351,072.09 9,320.29 0.00 (332,592.83) (27,799.55) 0.00 Managed Account Total 5,182,616.32 5,227,778.93 15,206.73 351,072.09 0.00 9,320.29 (332,592.83) (5,201,040.15) (17,563.25) 0.00 15,206.73 684,065.45 0.00 9,320.29 (693,000.64) (5,218,788.31) (17,563.25) 15.43 Total Accrual Basis Earnings $7,019.20 $7,034.63 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending March 31, 2016Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 2,830,000.00 2,873,462.74 54.42 Municipal Bond / Note 30,000.00 30,380.10 0.58 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,685.61 1.81 Federal Agency Bond / Note 905,000.00 914,105.39 17.32 Corporate Note 910,000.00 920,481.26 17.44 Certificate of Deposit 400,000.00 399,758.00 7.57 Managed Account Sub-Total 5,170,000.00 5,233,873.10 99.14% Accrued Interest 15,206.73 Total Portfolio 5,170,000.00 5,249,079.83 CAMP Pool 45,162.61 45,162.61 0.86 Total Investments 5,215,162.61 5,294,242.44 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.57% Cert of Deposit 17.44% Corporate Note 1.81% Fed Agency CMO 17.32% Fed Agy Bond / Note 0.86% Mny Mkt Fund 0.58% Muni Bond / Note 54.42% 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 0.85% 9.98% 25.61% 23.31% 26.34% 13.91% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.57 970 1.36% 1.01% Page 3 For the Month Ending March 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 2.37% A 6.70% A+ 1.94% A- 1.88% A-1 1.89% A-1+ 0.58% AA 74.60% AA+ 9.18% AA- 0.86% AAAm Issuer Summary Percentof HoldingsIssuer Market Value 102,330.60 1.94 AMERICAN HONDA FINANCE 55,113.36 1.04 APPLE INC 125,175.88 2.37 BANK OF NEW YORK CO INC 45,162.61 0.86 CAMP Pool 80,757.12 1.53 CHEVRON CORP 102,885.30 1.95 CISCO SYSTEMS INC 856,197.75 16.22 FANNIE MAE 153,593.25 2.91 FREDDIE MAC 99,985.00 1.89 HSBC HOLDINGS PLC 100,501.50 1.90 IBM CORP 102,405.00 1.94 JP MORGAN CHASE & CO 99,774.50 1.89 NORDEA BANK AB 100,513.00 1.90 ROYAL BANK OF CANADA 99,485.50 1.88 SKANDINAVISKA ENSKIDA BANKEN AB 30,380.10 0.58 STATE OF CONNECTICUT 2,873,462.74 54.44 UNITED STATES TREASURY 251,312.50 4.76 US BANCORP $5,279,035.71 Total 100.00% Page 4 For the Month Ending March 31, 2016Managed 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 02/29/2012 0.875% 02/28/2017 100,214.80 99,942.13 76.09 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 175,642.60 175,464.42 4.78 176,421.88 03/03/1402/27/14AaaAA+ 175,000.00 912828SM3 0.73 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 250,918.00 250,191.62 6.83 250,576.17 03/21/1403/19/14AaaAA+ 250,000.00 912828SM3 0.92 US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 125,117.25 124,955.03 236.95 124,941.41 11/16/1511/10/15AaaAA+ 125,000.00 912828TB6 0.78 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 124,799.75 123,865.06 262.55 122,597.66 05/09/1405/06/14AaaAA+ 125,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 101,335.90 101,044.76 230.43 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 20,222.66 19,871.63 84.02 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 75,834.98 74,685.06 315.06 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 50,904.30 49,851.78 125.69 49,767.58 07/31/1407/29/14AaaAA+ 50,000.00 912828B33 1.61 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 25,541.03 25,018.22 1.11 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 102,164.10 100,105.75 4.44 100,156.25 10/06/1410/02/14AaaAA+ 100,000.00 912828C65 1.59 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 106,886.70 104,929.98 1,184.75 107,085.94 11/03/1410/30/14AaaAA+ 100,000.00 912828KQ2 1.50 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 150,123.00 148,446.56 4.10 148,048.83 04/30/1504/28/15AaaAA+ 150,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 225,184.50 221,780.16 6.15 220,807.62 02/27/1502/26/15AaaAA+ 225,000.00 912828TR1 1.42 Page 5 For the Month Ending March 31, 2016Managed 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 09/30/2014 1.750% 09/30/2019 230,844.83 227,724.19 10.76 228,489.26 03/27/1503/26/15AaaAA+ 225,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 199,914.00 196,843.00 672.13 196,140.63 05/29/1505/28/15AaaAA+ 200,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 176,141.53 173,007.95 190.22 172,812.50 11/09/1511/05/15AaaAA+ 175,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 103,550.80 101,760.05 335.16 101,886.72 12/04/1512/01/15AaaAA+ 100,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 192,587.96 188,034.96 341.85 188,201.37 12/30/1512/28/15AaaAA+ 185,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 102,457.00 101,791.63 735.58 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 233,077.05 231,324.86 1,512.30 231,424.80 03/04/1603/02/16AaaAA+ 225,000.00 912828A42 1.38 6,340.95 2,873,462.74 2,840,638.80 1.30 2,841,749.84 2,830,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,380.10 30,063.26 26.32 30,084.30 03/25/1503/16/15Aa3AA 30,000.00 20772JZK1 1.90 26.32 30,380.10 30,063.26 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 25,092.65 25,158.83 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 1.898% 01/01/2019 25,289.95 25,218.09 39.54 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 45,303.01 45,394.89 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 Page 6 For the Month Ending March 31, 2016Managed 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 133.56 95,685.61 95,771.81 1.05 95,950.54 95,000.00 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 100,225.30 100,071.36 80.21 100,248.00 09/10/1209/06/12AaaAA+ 100,000.00 3135G0MZ3 0.82 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 125,235.50 124,606.15 470.92 124,033.75 12/03/1311/27/13AaaAA+ 125,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 75,092.18 74,503.09 236.98 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 100,122.90 99,632.57 315.97 99,155.00 05/24/1305/22/13AaaAA+ 100,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 107,081.63 105,653.57 587.71 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 127,478.13 125,002.54 699.65 125,003.75 06/19/1406/16/14AaaAA+ 125,000.00 3135G0YT4 1.62 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,276.50 124,715.18 121.53 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 153,593.25 151,211.94 882.29 151,704.00 12/03/1412/01/14AaaAA+ 150,000.00 3137EADG1 1.49 3,395.26 914,105.39 905,396.40 1.24 904,710.75 905,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 251,312.50 250,000.00 1,558.33 255,340.00 07/30/1207/25/12A1A+ 250,000.00 91159HHD5 1.19 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,501.50 99,826.73 184.03 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 125,175.88 124,985.71 117.19 124,963.75 03/06/1303/04/13A1A 125,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 55,113.36 54,913.89 226.11 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 Page 7 For the Month Ending March 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,757.12 80,000.00 370.32 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 51,442.65 50,313.02 88.54 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 51,442.65 50,394.23 88.54 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 102,330.60 99,870.82 287.50 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 102,405.00 100,441.65 748.61 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 3,669.17 920,481.26 910,746.05 1.63 915,899.30 910,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 99,774.50 100,000.00 405.69 100,000.00 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 99,485.50 100,000.00 559.11 100,000.00 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 99,985.00 100,000.00 577.50 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 100,513.00 100,000.00 99.17 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 1,641.47 399,758.00 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,170,000.00 5,188,394.73 1.36 15,206.73 5,182,616.32 5,233,873.10 Managed Account Sub-Total Money Market Fund CAMP Pool 45,162.61 45,162.61 0.00 45,162.61 NRAAAm 45,162.61 Page 8 For the Month Ending March 31, 2016Managed 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 45,162.61 45,162.61 0.00 45,162.61 45,162.61 Money Market Sub-Total $5,215,162.61 $5,233,557.34 $15,206.73 $5,227,778.93 $5,279,035.71 1.36% $5,294,242.44 $15,206.73 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending March 31, 2016Managed 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 0.91 272.67 523.39 100,214.80 100.21 BARCLAYS 100,000.00 912828SJ0US TREASURY NOTES DTD 02/29/2012 0.875% 02/28/2017 0.64 0.91 0.99 178.18 (779.28) 175,642.60 100.37 MERRILL 175,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.63 0.99 0.99 726.38 341.83 250,918.00 100.37 MORGANST 250,000.00 912828SM3US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 0.63 0.99 1.24 162.22 175.84 125,117.25 100.09 MERRILL 125,000.00 912828TB6US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 0.67 1.24 1.65 934.69 2,202.09 124,799.75 99.84 MERRILL 125,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.72 1.65 2.29 291.14 (218.79) 101,335.90 101.34 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.80 2.29 2.61 351.03 432.03 20,222.66 101.11 MERRILL 20,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.83 2.61 2.61 1,149.92 1,359.39 75,834.98 101.11 CITIGRP 75,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.83 2.61 2.77 1,052.52 1,136.72 50,904.30 101.81 BARCLAYS 50,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 0.85 2.77 2.93 522.81 513.69 25,541.03 102.16 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.89 2.93 2.93 2,058.35 2,007.85 102,164.10 102.16 MERRILL 100,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.89 2.93 2.96 1,956.72 (199.24) 106,886.70 106.89 MERRILL 100,000.00 912828KQ2US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 0.88 2.96 3.43 1,676.44 2,074.17 150,123.00 100.08 MERRILL 150,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.98 3.43 3.43 3,404.34 4,376.88 225,184.50 100.08 JPMCHASE 225,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.98 3.43 3.39 3,120.64 2,355.57 230,844.83 102.60 JPMCHASE 225,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.99 3.39 3.58 3,071.00 3,773.37 199,914.00 99.96 CITIGRP 200,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.01 3.58 3.81 3,133.58 3,329.03 176,141.53 100.65 CITIGRP 175,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.81 Page 10 For the Month Ending March 31, 2016Managed 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 4.14 1,790.75 1,664.08 103,550.80 103.55 MERRILL 100,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.16 4.14 4.21 4,553.00 4,386.59 192,587.96 104.10 MORGANST 185,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.17 4.21 4.37 665.37 605.44 102,457.00 102.46 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.20 4.37 4.43 1,752.19 1,652.25 233,077.05 103.59 MERRILL 225,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.21 4.43 31,712.90 0.92 2.91 32,823.94 2,873,462.74 2,830,000.00 Security Type Sub-Total 2.91 Municipal Bond / Note 2.86 316.84 295.80 30,380.10 101.27 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.53 2.86 295.80 1.53 2.86 316.84 30,380.10 30,000.00 Security Type Sub-Total 2.86 Federal Agency Collateralized Mortgage Obligation 1.80 (66.18)(157.26) 25,092.65 100.37 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.29 1.85 2.51 71.86 39.95 25,289.95 101.16 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.39 2.12 3.17 (91.88)(147.62) 45,303.01 100.67 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.40 2.45 (264.93) 1.37 2.64 (86.20) 95,685.61 95,000.00 Security Type Sub-Total 2.20 Federal Agency Bond / Note 1.40 153.94 (22.70) 100,225.30 100.23 HSBC 100,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.71 1.40 1.55 629.35 1,201.75 125,235.50 100.19 SOC GEN 125,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.75 1.55 2.11 589.09 1,228.43 75,092.18 100.12 CSFB 75,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.82 2.11 Page 11 For the Month Ending March 31, 2016Managed 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 2.11 490.33 967.90 100,122.90 100.12 BNP PARI 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.82 2.11 2.59 1,428.06 1,084.13 107,081.63 101.98 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.87 2.59 2.59 2,475.59 2,474.38 127,478.13 101.98 HSBC 125,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.87 2.59 2.85 561.32 571.50 125,276.50 100.22 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.92 2.85 3.06 2,381.31 1,889.25 153,593.25 102.40 TD SEC U 150,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 0.98 3.06 9,394.64 0.85 2.34 8,708.99 914,105.39 905,000.00 Security Type Sub-Total 2.34 Corporate Note 1.02 1,312.50 (4,027.50) 251,312.50 100.53 04/15/17BARCLAYS 250,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.18 1.02 1.83 674.77 959.50 100,501.50 100.50 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.98 1.83 1.90 190.17 212.13 125,175.88 100.14 GOLDMAN 125,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.28 1.85 2.05 199.47 316.31 55,113.36 100.21 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 0.90 2.05 2.17 757.12 757.12 80,757.12 100.95 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.29 2.17 2.82 1,129.63 967.65 51,442.65 102.89 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.12 2.82 2.82 1,048.42 973.15 51,442.65 102.89 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.12 2.82 3.23 2,459.78 2,515.60 102,330.60 102.33 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.54 3.23 3.88 1,963.35 1,908.00 102,405.00 102.41 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.15 3.92 Page 12 For the Month Ending March 31, 2016Managed 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 4,581.96 1.30 2.16 9,735.21 920,481.26 910,000.00 Security Type Sub-Total 2.15 Certificate of Deposit 1.15 (225.50)(225.50) 99,774.50 99.77 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 0.85 1.15 1.62 (514.50)(514.50) 99,485.50 99.49 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 1.46 1.62 1.62 (15.00)(15.00) 99,985.00 99.99 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.20 1.62 1.93 513.00 513.00 100,513.00 100.51 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.38 1.93 (242.00) 1.22 1.58 (242.00) 399,758.00 400,000.00 Security Type Sub-Total 1.58 5,170,000.00 5,233,873.10 45,478.37 51,256.78 2.57 1.01 Managed Account Sub-Total 2.56 Money Market Fund 0.00 0.00 0.00 45,162.61 1.00 45,162.61 CAMP Pool 0.00 45,162.61 45,162.61 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,294,242.44 $15,206.73 $5,279,035.71 Accrued Interest Securities Sub-Total $5,215,162.61 $45,478.37 $51,256.78 2.57 1.01% 2.56 Page 13 For the Month Ending March 31, 2016Managed 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 03/04/16 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 912828A42 (231,424.80)(1,168.03)(232,592.83) 225,000.00 03/02/16 03/15/16 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 78009NZZ2 (100,000.00) 0.00 (100,000.00) 100,000.00 03/11/16 (1,168.03) (332,592.83)(331,424.80) 325,000.00 Transaction Type Sub-Total INTEREST 03/01/16 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 03/01/16 03/01/16 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 17275RAR3 0.00 531.25 531.25 50,000.00 03/01/16 03/25/16 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 3136AQDQ0 0.00 61.73 61.73 45,000.00 03/01/16 03/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 03/01/16 03/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 03/01/16 03/06/16 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 06406HCJ6 0.00 843.75 843.75 125,000.00 03/06/16 03/15/16 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 20772JZK1 0.00 296.10 296.10 30,000.00 03/15/16 03/31/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 0.00 203.13 203.13 25,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 0.00 1,250.00 1,250.00 250,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 0.00 812.50 812.50 100,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 0.00 750.00 750.00 150,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 0.00 1,968.75 1,968.75 225,000.00 03/31/16 03/31/16 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 0.00 875.00 875.00 175,000.00 03/31/16 Page 14 For the Month Ending March 31, 2016Managed 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 03/31/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 0.00 1,125.00 1,125.00 225,000.00 03/31/16 9,320.29 9,320.29 0.00 1,500,000.00 Transaction Type Sub-Total SELL 03/04/16 WALT DISNEY CO CORPORATE NOTE DTD 02/14/2012 1.125% 02/15/2017 25468PCS3 250,782.50 148.44 250,930.94 1,677.50 967.91 SPEC LOT 250,000.00 03/02/16 03/15/16 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 3135G0WJ8 49,827.00 138.54 49,965.54 249.50 14.49 SPEC LOT 50,000.00 03/11/16 03/15/16 MICROSOFT CORP GLOBAL NOTES DTD 05/02/2013 1.000% 05/01/2018 594918AS3 49,989.50 186.11 50,175.61 21.00 3.11 SPEC LOT 50,000.00 03/11/16 473.09 985.51 1,948.00 351,072.09 350,599.00 350,000.00 Transaction Type Sub-Total 19,174.20 8,625.35 27,799.55 1,948.00 985.51 Managed Account Sub-Total Total Security Transactions $1,948.00 $27,799.55 $8,625.35 $19,174.20 $985.51 Page 15 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 17,748.16 Opening Balance 03/01/16 03/01/16 Purchase - Interest 17275RAR3 1.00 531.25 18,279.41 03/01/16 03/01/16 Purchase - Interest 17275RAR3 1.00 531.25 18,810.66 03/04/16 03/04/16 Purchase - Interest 25468PCS3 1.00 148.44 18,959.10 03/04/16 03/04/16 Purchase - Principal 25468PCS3 1.00 250,782.50 269,741.60 03/04/16 03/04/16 Redemption - Interest 912828A42 1.00 (1,168.03) 268,573.57 03/04/16 03/04/16 Redemption - Principal 912828A42 1.00 (231,424.80) 37,148.77 03/07/16 03/07/16 Purchase - Interest 06406HCJ6 1.00 843.75 37,992.52 03/15/16 03/15/16 Purchase - Interest 20772JZK1 1.00 296.10 38,288.62 03/15/16 03/15/16 Purchase - Interest 3135G0WJ8 1.00 138.54 38,427.16 03/15/16 03/15/16 Purchase - Principal 3135G0WJ8 1.00 49,827.00 88,254.16 03/15/16 03/15/16 Purchase - Interest 594918AS3 1.00 186.11 88,440.27 03/15/16 03/15/16 Purchase - Principal 594918AS3 1.00 49,989.50 138,429.77 03/15/16 03/15/16 Redemption - Principal 78009NZZ2 1.00 (100,000.00) 38,429.77 03/24/16 03/24/16 IP Fees February 2016 1.00 (382.86) 38,046.91 03/24/16 03/24/16 U.S. Bank Fees January 2016 1.00 (17.67) 38,029.24 03/28/16 03/28/16 Purchase - Interest 3136AQSW1 1.00 39.54 38,068.78 03/28/16 03/28/16 Purchase - Interest 3136AQDQ0 1.00 61.73 38,130.51 03/28/16 03/28/16 Purchase - Interest 3136ANJY4 1.00 32.29 38,162.80 03/31/16 03/31/16 Purchase - Interest 912828C65 1.00 812.50 38,975.30 03/31/16 03/31/16 Purchase - Interest 912828C65 1.00 203.13 39,178.43 03/31/16 03/31/16 Purchase - Interest 912828F39 1.00 1,968.75 41,147.18 Page 16 For the Month Ending March 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 03/31/16 03/31/16 Purchase - Interest 912828SM3 1.00 1,250.00 42,397.18 03/31/16 03/31/16 Purchase - Interest 912828SM3 1.00 875.00 43,272.18 03/31/16 03/31/16 Purchase - Interest 912828TR1 1.00 1,125.00 44,397.18 03/31/16 03/31/16 Purchase - Interest 912828TR1 1.00 750.00 45,147.18 03/31/16 04/01/16 Accrual Income Div Reinvestment - Distributions 1.00 15.43 45,162.61 45,162.61 45,162.61 45,162.61 36,434.01 21.74 0.00 (560,900.41) 598,553.37 7,509.65 15.43 45,162.61 0.00 (332,993.36) 360,407.81 17,748.16 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 March January-March 0.50% Page 17