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Item No. 02 City Investment Report July 2016
Text File City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 16-345 Agenda Date: 8/23/2016 Status: Consent AgendaVersion: 1 File Type: ReportIn Control: City Council Agenda Number: 2) Page 1 City of Lake Elsinore Printed on 8/18/2016 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Grant Yates, City Manager Prepared by:Nancy Lassey, Finance Administrator Approved by:Jason Simpson, Assistant City Manager Date:August 23, 2016 Subject:Investment Report for July 2016 Recommendation Receive and file the Investment Report for July 2016. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for July 2016 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 5,006,200$ 421,155$ (471,019)$ 4,956,335$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 5,006,200 421,155 (471,019) 4,957,635 INVESTMENTS City Investments: City Local Agency Investment Fund 16,595,162 - - 16,595,162 City Local Agency Investment Fund for the PFA 330,436 - - 330,436 City CAMP Investments: CAMP Pool Account 7,450 - - 7,450 U.S. Treasury Bond / Note 12,021,536 - - 12,021,536 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 530,253 - - 530,253 Federal Agency Bond / Note 5,198,845 - - 5,198,845 Corporate Note 7,094,776 - - 7,094,776 Certificate of Deposit 4,650,000 - - 4,650,000 Housing CAMP Investments: Housing CAMP Pool Account 9,896 - - 9,896 Housing U.S. Treasury Bond / Notes 2,221,260 - - 2,221,260 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 95,951 - - 95,951 Housing Federal Agency Bond / Notes 978,700 - - 978,700 Housing Corporate Notes 1,318,456 - - 1,318,456 Housing Certificate of Deposit 400,000 - - 400,000 Successor Investments: Successor Local Agency Investment Fund 3,990,790 - - 3,990,790 Successor CAMP Investments: Successor CAMP Pool Account 8,186 - - 8,186 Successor U.S. Treasury Bond / Notes 2,440,489 - - 2,440,489 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 95,951 - - 95,951 Successor Federal Agency Bond / Notes 1,153,741 - - 1,153,741 Successor Corporate Notes 1,120,612 - - 1,120,612 Successor Certificate of Deposit 400,000 - - 400,000 Sub-total Investments 61,013,121 - - 61,013,121 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 61,031,384 - - 61,031,384 Total Pooled Cash and Investments 66,037,583$ 421,155$ (471,019)$ 65,989,019$ TOTAL POOLED CASH AND INVESTMENTS 65,989,019$ 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 16, 2016. 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 Director of Administrative Services Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF JULY 31, 2016 August 10, 2016 FUND NO FUND NAME AMOUNT 100 General Fund 11,832,640$ 101 Supplemental Law Enforcement Fund 33,333 104 Traffic Offender Fund 17,980 106 Affordable Housing In Lieu Fund 2,760,390 107 Developer Agreement Revenue 1,538,966 110 State Gas Tax Fund 1,854,500 112 Measure A Fund 998,268 114 SB1186 CASP Education Program Fund 5,643 115 Traffic Safety Fund 220,205 116 City Hall-Public Works DIF Fund 1,190,139 117 Community Center DIF Fund 517,297 118 Lake Side Facility DIF Fund 649,563 119 Animal Shelter DIF Fund 18,249 120 Camino Del Norte DIF 110 121 T.R.I.P.-2014A 6,265 135 Lighting & Landscape Maintenance Fund - Dist. No. 1 447,080 140 Geothermal Fund 19,718 155 CSA152 -- N.P.D.E.S.98,497 160 PEG Grant Fund 12,396 205 Traffic Impact Fee Fund 3,729,855 211 Storm Drain C.I.P. Fund 3,399,212 221 Quimby Park C.I.P. Fund 17,494 231 Library C.I.P. Fund 1,712,271 232 City Fire Protection Fund 243,114 254 AD 89-1 Railroad Canyon Rd. Improvement Fund 126,253 268 CFD 2006-2 Viscaya Improvement 217 269 CFD 2004-3 IA-1 Improvement 250,682 285 CFD 2004-3 IA-2 Improvement 4,318,062 310 Support Service 266,151 320 Facilities Service 90,954 331 CFD 2006-1CC Summerly Improvement Area CC 38,165 332 CFD 2006-1 Improvement Area B, Summerly 13,078 333 CFD 2015-3 Terracina 23,444 334 CFD 2015-5 Trieste - Far West Industries 44,531 342 CFD 2007-5 Red Kite Service Fund 1,319 345 CFD 2003-2S Improvement Area D, Canyon Hills 19,631 346 CFD 2014-1 Southshore Debt Service Fund 62,500 347 CFD 2006-1 Improvement Area A, Summerly 19,670 350 CFD 98-1 Summerhill Debt Service Fund 35,457 352 AD 86-1 Debt Service Fund 659,115 354 CFD 90-2 Successor RDA Debt Service Fund 36,356 356 AD 90-1A Debt Service Fund 3 357 CFD 2003-2 Canyon Hills Debt Service Fund 47,123 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF JULY 31, 2016 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF JULY 31, 2016 366 CFD 2005-6 City Center Townhomes Debt Service Fund 38,097 368 CFD 2006-2 Viscaya Debt Service Fund 61,744 369 CFD 2004-3 Area 1 Rosetta Canyon Debt Service Fund 39,647 371 CFD 2005-1 Serenity Debt Service Fund 24,235 372 CFD 2005-2 Alberhill Ranch Debt Service Fund 25,200 374 CFD 2005-4 Lakeview Villas Debt Service Fund 45,479 375 CFD 2006-4 Tract No. 30698 & 32129 Debt Service Fund 16,910 376 CFD 2006-3 La Strada Debt Service Fund 21,638 377 CFD 2006-6 Tessara Debt Service Fund 10,372 378 CFD 2006-8 Tract No. 31957 Debt Service Fund 41,512 384 CFD 2003-2 Area B Canyon Hills Debt Service Fund 57,837 385 CFD 2004-3 Area 2 Rosetta Canyon Debt Service Fund 41,501 386 CFD 2007-4 Mekenna Debt Service Fund 9,661 387 CFD 2007-5 Red Kite Debt Service Fund 64,992 388 CFD 2007-6 Holiday Inn Debt Service Fund 3,703 389 CFD 88-3 (2008A) West Lake Elsinore Debt Service Fund 36,199 390 CFD 2003-2 Area C Canyon Hills Debt Service Fund 45,873 392 CFD 95-1 City Center Debt Service Fund 22,115 393 AD 93-1 Debt Service Fund 38,910 394 CFD 2005-5 (2012A) Wasson Canyon Debt Service Fund 27,917 510 Successor Agency RDA Area I 526,965 520 Successor Agency RDA Area II 2,641,626 530 Successor Agency RDA Area III 1,189,674 540 Successor Area RDA Diamond Stadium 3,132,861 604 Endowment Trust Fund 31,101 605 Public Improvement Trust Fund 838,639 606 Mobile Source Air Polution Reduction Fund 221,330 608 Trust Deposit & Pre Paid Expense Fund 5,360,555 617 Successor Agency Housing Fund 12,096,165 620 Cost Recovery System Fund 1,166,054 631 Lake Destratification Equipment Replacement Fund 229,360 731 LEPFA 2011 Series B 2,711 734 LEPFA 2013 Series C 409,115 736 LEPFA 2013 Series A 20 780 LEPFA General 93,402 Total Pooled Cash & Investments 65,989,019$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 27.34%Unlimited Current Balance 16,683,285$ Municipal Bond / Note 0.57%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.18%40.00% Current Balance 722,154$ Federal Agency Bond / Note 12.02%*Unlimited Current Balance 7,331,286$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 8.93%25.00% Current Balance 5,450,000$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% Corporate Note 15.63%30.00% Current Balance 9,533,844$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)34.28%*$65 Million Current Balance 20,916,387$ CAMP - Pooled Sweep Account 0.04%Unlimited Current Balance 25,532$ TOTAL 100.00%*61,013,121$ 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. *Investment in LAIF may not exceed $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING JULY 31, 2016 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 0.588%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 18,571,014$ (1,975,852)$ 16,595,162$ City for the PFA 329,987$ 449$ 330,436$ Successor Agency 3,990,550$ 240$ 3,990,790$ Total Investments Held with Local Agency Investment Fund:22,891,551$ (1,975,163)$ 20,916,388$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $65 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING JULY 31, 2016 JOHN CHIANG TREASURER STATE OF CALIFORNIA 07/22/16 0.60 0.58 170 07/23/16 0.60 0.59 170 07/24/16 0.60 0.59 170 07/25/16 0.60 0.59 170 07/26/16 0.60 0.59 169 07/27/16 0.60 0.59 171 07/28/16 0.60 0.59 169 07/29/16 0.60 0.59 169 07/30/16 0.60 0.59 169 07/31/16 0.60 0.59 169 08/01/16 0.60 0.59 170 Jul 2016 0.588% 08/02/16 0.60 0.59 168 Jun 2016 0.576% 08/03/16 0.60 0.59 167 May 2016 0.552% 08/04/16 0.60 0.59 166 8/4/2016Based on data available as of PMIA Average Monthly Effective Yields *Daily yield does not reflect capital gains or losses 167 Earnings Ratio: Fair Value Factor: Daily: Quarter to Date: Average Life: 0.00001495296852820 1.000621222 0.58% 0.55% Quarter Ending 06/30/16 PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:0.55% Treasuries 44.92% Mortgages 0.08% Agencies 13.99% Certificates of Deposit/Bank Notes 23.05% Time Deposits 7.36% Commercial Paper 9.93% Loans 0.67% Pooled Money Investment Account Portfolio Composition 06/30/16 $75.4 billion City Funds CAMP Account For the Month Ending July 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 76,466.00 1,690,275.01 (1,759,290.90) 0.00 $7,450.11 CAMP Pool Unsettled Trades 0.00 9.94 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,057,746.86 1,752,671.77 (1,677,464.26) (31,733.31) $30,100,953.06 CAMP Managed Account Unsettled Trades (268.00) 30,141.83 Cash Dividends and Income July 31, 2016 June 30, 2016 Asset Summary CAMP Pool 7,450.11 76,466.00 CAMP Managed Account 30,100,953.06 30,057,746.86 $30,108,403.17 $30,134,212.86 Total Asset Allocation 0.03% CAMP Pool 99.97% CAMP Managed Account Page 1 For the Month Ending July 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 $76,466.00 1,690,275.01 (1,759,290.90) $7,450.11 9.94 $30,057,746.86 0.00 (1,677,464.26) 1,752,671.77 (268.00) (31,733.31) $30,100,953.06 $30,134,212.86 $30,108,403.17 29,403.94 (4,085.16) 4,823.05 $30,141.83 0.00 1,682,654.48 24,213.72 0.00 (1,756,756.93) 49,888.73 0.00 Managed Account Total 29,747,404.21 29,754,854.32 120,094.19 2,409,143.82 0.00 24,213.72 (2,480,538.93) (29,653,152.19) (108,004.36) 0.00 120,094.19 4,168,434.72 0.00 24,213.72 (4,170,813.94) (29,729,618.19) (108,004.36) 9.94 Total Accrual Basis Earnings $59,160.46 $59,170.40 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 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 11,905,000.00 12,216,137.31 40.58 Municipal Bond / Note 290,000.00 295,497.50 0.98 Federal Agency Collateralized Mortgage Obligation 525,000.00 529,163.11 1.76 Federal Agency Bond / Note 5,205,000.00 5,234,084.63 17.38 Corporate Note 7,010,000.00 7,167,074.37 23.81 Certificate of Deposit 4,650,000.00 4,658,996.14 15.47 Managed Account Sub-Total 29,585,000.00 30,100,953.06 99.98% Accrued Interest 120,094.19 Total Portfolio 29,585,000.00 30,221,047.25 CAMP Pool 7,450.11 7,450.11 0.02 Total Investments 29,592,450.11 30,228,497.36 100.00% Unsettled Trades 725,000.00 723,782.00 Sector Allocation 15.47% Cert of Deposit 23.81% Corporate Note 1.76% Fed Agency CMO 17.38% Fed Agy Bond / Note 0.02% Mny Mkt Fund 0.98% Muni Bond / Note 40.58% 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 0.03% 12.42% 22.40% 16.44% 25.81% 22.90% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.66 1008 1.43% 0.99% Page 3 For the Month Ending July 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.64% A 4.31% A+ 3.16% A- 7.65% A-1 1.91% A-1+ 1.76% AA 61.69% AA+ 12.50% AA- 0.02% AAAm 1.36% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 204,250.40 0.68 AMERICAN EXPRESS CO 592,682.98 1.97 AMERICAN HONDA FINANCE 310,549.94 1.03 APPLE INC 310,811.70 1.03 BANK OF NEW YORK CO INC 577,906.63 1.92 BANK OF NOVA SCOTIA 152,497.50 0.51 BB&T CORPORTATION 403,754.40 1.34 BERKSHIRE HATHAWAY INC 165,979.65 0.55 BURLINGTON NORTHERN SANTA FE 7,450.11 0.02 CAMP Pool 575,023.00 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 771,169.68 2.56 CHEVRON CORP 585,500.58 1.94 CISCO SYSTEMS INC 106,105.02 0.35 CITIGROUP INC 435,769.95 1.45 DEERE & COMPANY 3,951,038.79 13.13 FANNIE MAE 722,356.65 2.40 FEDERAL HOME LOAN BANKS 1,089,852.30 3.62 FREDDIE MAC 284,414.00 0.94 GENERAL ELECTRIC CO 303,042.30 1.01 GOLDMAN SACHS GROUP INC 825,098.00 2.74 HSBC HOLDINGS PLC 251,678.00 0.84 IBM CORP 594,899.03 1.98 JP MORGAN CHASE & CO 575,146.63 1.91 NORDEA BANK AB 574,425.00 1.91 RABOBANK NEDERLAND 579,062.38 1.92 ROYAL BANK OF CANADA 575,753.25 1.91 SKANDINAVISKA ENSKIDA BANKEN AB 167,970.00 0.56 STATE OF CONNECTICUT 76,186.28 0.25 STATE STREET CORPORATION 626,368.75 2.08 TORONTO-DOMINION BANK 205,200.40 0.68 TOYOTA MOTOR CORP 12,216,137.31 40.58 UNITED STATES TREASURY 127,527.50 0.42 UNIVERSITY OF CALIFORNIA Page 4 For the Month Ending July 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 703,672.20 2.34 US BANCORP 459,122.86 1.52 WELLS FARGO & COMPANY $30,108,403.17 Total 100.00% Page 5 For the Month Ending July 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 04/15/2015 0.750% 04/15/2018 295,391.76 294,570.21 652.87 294,504.49 04/27/1604/22/16AaaAA+ 295,000.00 912828K25 0.84 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 887,167.75 882,840.95 32.69 888,603.52 02/04/1502/02/15AaaAA+ 875,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 374,668.29 368,637.57 783.47 367,412.89 06/03/1406/02/14AaaAA+ 370,000.00 912828A34 1.41 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 163,743.68 160,103.89 873.77 160,175.00 09/04/1409/02/14AaaAA+ 160,000.00 912828C65 1.60 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 588,453.85 575,541.75 3,140.11 575,898.44 10/06/1410/02/14AaaAA+ 575,000.00 912828C65 1.59 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 110,674.63 108,572.72 369.67 107,950.39 02/27/1502/26/15AaaAA+ 110,000.00 912828TR1 1.42 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 301,839.90 297,183.49 1,008.20 296,097.66 04/30/1504/28/15AaaAA+ 300,000.00 912828TR1 1.30 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 1,286,670.00 1,263,721.80 7,351.43 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 1,055,865.30 1,034,897.92 1,778.69 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 557,412.35 545,844.67 2,877.04 544,822.27 09/03/1509/02/15AaaAA+ 550,000.00 912828UQ1 1.47 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1,165,498.55 1,137,988.08 6,015.63 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 598,966.00 584,362.66 31.25 585,848.63 12/04/1512/01/15AaaAA+ 575,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1,099,259.70 1,065,976.56 9,337.30 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 867,004.32 853,989.06 3,714.95 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 Page 6 For the Month Ending July 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 11/15/2010 2.625% 11/15/2020 42,751.56 42,354.67 222.55 42,481.25 05/06/1605/03/16AaaAA+ 40,000.00 912828PC8 1.21 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 703,925.10 692,660.82 2,286.89 694,274.41 03/04/1603/02/16AaaAA+ 675,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 397,280.25 392,541.32 774.46 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 826,124.80 813,831.50 1,217.39 814,343.75 05/31/1605/27/16AaaAA+ 800,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 600,335.65 602,735.71 4,812.50 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 293,103.87 293,624.82 1,218.24 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 48,499.10 12,216,137.31 12,011,980.17 1.37 12,021,535.75 11,905,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 127,527.50 125,000.00 502.44 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 167,970.00 165,309.65 1,230.46 165,463.65 03/25/1503/16/15Aa3AA- 165,000.00 20772JZK1 1.90 1,732.90 295,497.50 290,309.65 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 135,761.51 135,679.04 174.38 136,349.51 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 126,396.93 125,931.44 197.74 126,249.99 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 267,004.67 267,062.80 363.49 267,653.68 10/30/1510/07/15AaaAA+ 265,000.00 3136AQDQ0 1.08 Page 7 For the Month Ending July 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 735.61 529,163.11 528,673.28 1.05 530,253.18 525,000.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 275,983.68 275,693.79 931.94 277,934.25 10/05/1210/04/12AaaAA+ 275,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 400,835.20 397,758.54 680.56 393,940.00 05/31/1305/24/13AaaAA+ 400,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 576,200.60 573,213.50 978.30 570,141.25 05/24/1305/22/13AaaAA+ 575,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 356,587.70 350,006.24 1,011.11 350,010.50 06/19/1406/16/14AaaAA+ 350,000.00 3135G0YT4 1.62 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 636,763.75 628,409.65 1,805.56 630,937.50 10/23/1410/22/14AaaAA+ 625,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 727,706.43 723,535.13 3,121.53 723,289.00 02/23/1602/19/16AaaAA+ 725,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 384,359.25 377,717.25 1,111.98 379,260.00 12/03/1412/01/14AaaAA+ 375,000.00 3137EADG1 1.49 FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 429,509.37 428,969.88 114.97 428,959.40 07/20/1607/19/16AaaAA+ 430,000.00 3137EAEB1 0.96 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 723,782.00 723,782.00 0.00 723,782.00 08/02/1607/29/16AaaAA+ 725,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 722,356.65 720,629.40 385.16 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 10,141.11 5,234,084.63 5,199,715.38 1.17 5,198,845.18 5,205,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 703,672.20 700,000.00 2,438.33 714,952.00 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 435,769.95 434,940.43 666.09 434,795.55 06/12/1406/09/14A2A 435,000.00 24422ESN0 1.14 Page 8 For the Month Ending July 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 HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 249,787.50 249,885.13 343.06 249,620.00 06/23/1406/16/14A2A 250,000.00 40434CAA3 1.35 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 150,145.20 150,000.00 257.60 150,000.00 12/05/1211/28/12Aa2AA- 150,000.00 166764AA8 1.10 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 175,169.40 175,247.44 300.53 175,946.75 12/05/1211/29/12Aa2AA- 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 251,678.00 249,643.91 1,501.74 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 403,754.40 399,825.86 2,962.22 399,444.00 02/11/1301/29/13Aa2AA 400,000.00 084670BH0 1.58 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 310,549.94 309,591.43 757.78 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 445,855.08 440,000.00 776.92 440,000.00 06/24/1306/17/13Aa2AA- 440,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 277,342.38 271,501.78 2,390.63 272,565.00 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 308,158.20 302,101.41 2,656.25 302,817.00 09/04/1509/01/15A1AA- 300,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,507.05 49,873.04 266.67 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 252,535.25 249,853.77 1,333.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 106,105.02 104,947.95 310.92 104,945.40 06/09/1606/02/16Baa1BBB+ 105,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 592,682.98 574,328.06 5,965.63 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 Page 9 For the Month Ending July 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 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 165,979.65 164,909.08 2,350.00 165,585.00 06/08/1606/03/16A3A 150,000.00 12189TBC7 1.48 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 284,414.00 278,446.68 878.47 289,082.50 03/25/1503/20/15A1AA+ 250,000.00 36962G4J0 2.05 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 76,520.48 75,211.49 4.48 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 382,602.38 376,865.67 22.40 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 205,200.40 201,311.73 1,660.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 594,899.03 577,345.94 1,669.10 577,857.75 09/04/1509/01/15A3A- 575,000.00 46625HLW8 2.64 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 310,811.70 306,711.62 3,375.00 306,978.00 05/19/1605/16/16A1A 300,000.00 06406FAA1 2.00 AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 204,250.40 199,551.62 1,075.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 152,497.50 149,905.05 691.88 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 76,186.28 74,726.64 292.50 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 34,946.81 7,167,074.37 7,066,725.73 1.77 7,094,776.05 7,010,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 575,023.00 575,000.00 1,855.17 575,000.00 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 574,425.00 575,000.00 1,709.03 575,000.00 04/27/1504/22/15P-1A-1 575,000.00 21684BXH2 1.07 Page 10 For the Month Ending July 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 Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 575,146.63 575,000.00 1,230.66 575,000.00 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 626,368.75 625,000.00 904.17 625,000.00 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 577,906.63 575,000.00 2,117.92 575,000.00 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 575,753.25 575,000.00 6,098.83 575,000.00 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 575,310.50 575,000.00 6,321.49 575,000.00 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 579,062.38 575,000.00 3,801.39 575,000.00 03/15/1603/11/16Aa3AA- 575,000.00 78009NZZ2 1.69 24,038.66 4,658,996.14 4,650,000.00 1.34 4,650,000.00 4,650,000.00 Security Type Sub-Total 29,585,000.00 29,785,873.81 1.43 120,094.19 29,747,404.21 30,100,953.06 Managed Account Sub-Total Money Market Fund CAMP Pool 7,450.11 7,450.11 0.00 7,450.11 NRAAAm 7,450.11 7,450.11 7,450.11 0.00 7,450.11 7,450.11 Money Market Sub-Total $29,592,450.11 $29,793,323.92 $120,094.19 $29,754,854.32 $30,108,403.17 1.43% $30,228,497.36 $120,094.19 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 11 For the Month Ending July 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 1.69 821.55 887.27 295,391.76 100.13 MORGANST 295,000.00 912828K25US TREASURY NOTES DTD 04/15/2015 0.750% 04/15/2018 0.67 1.69 1.97 4,326.80 (1,435.77) 887,167.75 101.39 BARCLAYS 875,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.67 1.97 2.29 6,030.72 7,255.40 374,668.29 101.26 CITIGRP 370,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.70 2.29 2.60 3,639.79 3,568.68 163,743.68 102.34 CITIGRP 160,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.74 2.60 2.60 12,912.10 12,555.41 588,453.85 102.34 MERRILL 575,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.74 2.60 3.10 2,101.91 2,724.24 110,674.63 100.61 JPMCHASE 110,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.80 3.10 3.10 4,656.41 5,742.24 301,839.90 100.61 MERRILL 300,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.80 3.10 3.07 22,948.20 17,285.23 1,286,670.00 102.93 JPMCHASE 1,250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.81 3.07 3.27 20,967.38 26,127.02 1,055,865.30 100.56 CITIGRP 1,050,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 0.83 3.27 3.48 11,567.68 12,590.08 557,412.35 101.35 MERRILL 550,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 0.87 3.48 3.48 27,510.47 29,873.55 1,165,498.55 101.35 CITIGRP 1,150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 0.87 3.48 3.85 14,603.34 13,117.37 598,966.00 104.17 MERRILL 575,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 0.94 3.85 3.89 33,283.14 31,089.78 1,099,259.70 104.69 MORGANST 1,050,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 0.95 3.89 4.08 13,015.26 11,451.19 867,004.32 103.21 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 0.98 4.08 4.05 396.89 270.31 42,751.56 106.88 HSBC 40,000.00 912828PC8US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 0.98 4.05 4.14 11,264.28 9,650.69 703,925.10 104.29 MERRILL 675,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 0.99 4.14 4.20 4,738.93 3,442.36 397,280.25 105.94 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.00 4.20 Page 12 For the Month Ending July 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 4.24 12,293.30 11,781.05 826,124.80 103.27 MORGANST 800,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 0.99 4.24 4.35 (2,400.06)(2,785.44) 600,335.65 104.41 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.01 4.35 4.51 (520.95)(589.10) 293,103.87 101.07 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.01 4.51 194,601.56 0.87 3.44 204,157.14 12,216,137.31 11,905,000.00 Security Type Sub-Total 3.44 Municipal Bond / Note 1.75 2,527.50 2,527.50 127,527.50 102.02 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 0.76 1.75 2.53 2,660.35 2,506.35 167,970.00 101.80 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.27 2.53 5,033.85 1.05 2.20 5,187.85 295,497.50 290,000.00 Security Type Sub-Total 2.20 Federal Agency Collateralized Mortgage Obligation 1.48 82.47 (588.00) 135,761.51 100.56 GOLDMAN 135,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.10 1.53 2.19 465.49 146.94 126,396.93 101.12 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.33 1.76 2.85 (58.13)(649.01) 267,004.67 100.76 MORGANST 265,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.34 2.07 (1,090.07) 1.28 2.34 489.83 529,163.11 525,000.00 Security Type Sub-Total 1.86 Federal Agency Bond / Note 1.15 289.89 (1,950.57) 275,983.68 100.36 JEFFERIE 275,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.69 1.15 1.79 3,076.66 6,895.20 400,835.20 100.21 CSFB 400,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.76 1.79 1.79 2,987.10 6,059.35 576,200.60 100.21 BNP PARI 575,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.76 1.79 Page 13 For the Month Ending July 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 2.27 6,581.46 6,577.20 356,587.70 101.88 HSBC 350,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.81 2.27 2.27 8,354.10 5,826.25 636,763.75 101.88 GOLDMAN 625,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.81 2.27 2.52 4,171.30 4,417.43 727,706.43 100.37 JPMCHASE 725,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.85 2.52 2.76 6,642.00 5,099.25 384,359.25 102.50 TD SEC U 375,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 0.86 2.76 2.92 539.49 549.97 429,509.37 99.89 TD SEC U 430,000.00 3137EAEB1FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 0.91 2.92 2.95 0.00 0.00 723,782.00 99.83 GOLDMAN 725,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 0.93 2.95 4.80 1,727.25 1,765.37 722,356.65 99.64 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.20 4.80 35,239.45 0.88 2.69 34,369.25 5,234,084.63 5,205,000.00 Security Type Sub-Total 2.69 Corporate Note 0.70 3,672.20 (11,279.80) 703,672.20 100.52 04/15/17BARCLAYS 700,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 0.98 0.60 0.86 829.52 974.40 435,769.95 100.18 HSBC 435,000.00 24422ESN0JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 0.92 0.86 0.89 (97.63) 167.50 249,787.50 99.92 HSBC 250,000.00 40434CAA3HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 1.40 0.89 1.25 145.20 145.20 150,145.20 100.10 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.03 1.26 1.25 (78.04)(777.35) 175,169.40 100.10 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.03 1.26 1.50 2,034.09 2,823.00 251,678.00 100.67 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.80 1.50 Page 14 For the Month Ending July 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 1.49 3,928.54 4,310.40 403,754.40 100.94 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 0.93 1.49 1.73 958.51 1,693.84 310,549.94 100.18 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 0.90 1.73 1.86 5,855.08 5,855.08 445,855.08 101.33 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.01 1.86 2.49 5,840.60 4,777.38 277,342.38 102.72 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.05 2.49 2.49 6,056.79 5,341.20 308,158.20 102.72 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.05 2.49 2.56 634.01 646.05 50,507.05 101.01 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.62 2.58 2.56 2,681.48 2,695.25 252,535.25 101.01 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.62 2.58 2.75 1,157.07 1,159.62 106,105.02 101.05 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.67 2.75 2.91 18,354.92 18,746.73 592,682.98 103.08 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.22 2.91 2.93 1,070.57 394.65 165,979.65 110.65 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.26 2.93 3.17 5,967.32 (4,668.50) 284,414.00 113.77 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.38 3.17 3.37 1,308.99 1,232.48 76,520.48 102.03 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.55 3.37 3.37 5,736.71 4,981.13 382,602.38 102.03 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.55 3.37 3.45 3,888.67 3,424.40 205,200.40 102.60 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.41 3.45 3.61 17,553.09 17,041.28 594,899.03 103.46 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.83 3.64 Page 15 For the Month Ending July 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 4.39 4,100.08 3,833.70 310,811.70 103.60 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 1.70 4.39 4.48 4,698.78 4,714.40 204,250.40 102.13 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 1.78 4.48 4.52 2,592.45 2,596.50 152,497.50 101.67 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.69 4.52 4.55 1,459.64 1,469.78 76,186.28 101.58 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.61 4.55 72,298.32 1.26 2.40 100,348.64 7,167,074.37 7,010,000.00 Security Type Sub-Total 2.39 Certificate of Deposit 0.68 23.00 23.00 575,023.00 100.00 GOLDMAN 575,000.00 13606JYY9CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 0.99 0.68 0.72 (575.00)(575.00) 574,425.00 99.90 GOLDMAN 575,000.00 21684BXH2RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 1.19 0.72 0.81 146.63 146.63 575,146.63 100.03 MERRILL 575,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.11 0.81 0.88 1,368.75 1,368.75 626,368.75 100.22 TD SEC U 625,000.00 89113ESN7TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 0.99 0.88 1.26 2,906.63 2,906.63 577,906.63 100.51 UBS AG 575,000.00 06417GAS7BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 1.14 1.26 1.29 753.25 753.25 575,753.25 100.13 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.24 1.29 1.29 310.50 310.50 575,310.50 100.05 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 0.89 1.29 1.60 4,062.38 4,062.38 579,062.38 100.71 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.23 1.60 8,996.14 0.97 1.07 8,996.14 4,658,996.14 4,650,000.00 Security Type Sub-Total 1.07 29,585,000.00 30,100,953.06 315,079.25 353,548.85 2.66 0.99 Managed Account Sub-Total 2.65 Money Market Fund Page 16 For the Month Ending July 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 Money Market Fund 0.00 0.00 0.00 7,450.11 1.00 7,450.11 CAMP Pool 0.00 7,450.11 7,450.11 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,228,497.36 $120,094.19 $30,108,403.17 Accrued Interest Securities Sub-Total $29,592,450.11 $315,079.25 $353,548.85 2.66 0.99% 2.65 Bolded items are forward settling trades. Page 17 For the Month Ending July 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 07/08/16 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 (603,121.09)(4,062.50)(607,183.59) 575,000.00 07/06/16 07/15/16 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 (720,591.28)(22.66)(720,613.94) 725,000.00 07/14/16 07/20/16 FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 3137EAEB1 (428,959.40) 0.00 (428,959.40) 430,000.00 07/19/16 08/02/16 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 (723,782.00) 0.00 (723,782.00) 725,000.00 07/29/16 (4,085.16) (2,480,538.93)(2,476,453.77) 2,455,000.00 Transaction Type Sub-Total INTEREST 07/25/16 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 07/01/16 07/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 174.38 174.38 135,000.00 07/01/16 07/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 197.72 197.72 125,000.00 07/01/16 07/08/16 GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 36962G4J0 0.00 6,875.00 6,875.00 250,000.00 07/08/16 07/30/16 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 4,031.25 4,031.25 375,000.00 07/30/16 07/30/16 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 806.25 806.25 75,000.00 07/30/16 07/31/16 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 912828VQ0 0.00 6,015.63 6,015.63 875,000.00 07/31/16 07/31/16 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 0.00 5,750.00 5,750.00 575,000.00 07/31/16 24,213.72 24,213.72 0.00 2,675,000.00 Transaction Type Sub-Total SELL 07/08/16 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 300,269.53 194.67 300,464.20 6,035.16 2,558.70 SPEC LOT 300,000.00 07/06/16 Page 18 For the Month Ending July 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 SELL 07/08/16 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 912828UA6 225,202.15 146.00 225,348.15 4,526.37 1,919.03 SPEC LOT 225,000.00 07/06/16 07/15/16 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 715,630.08 2,570.36 718,200.44 (3,411.33)(3,330.44)SPEC LOT 710,000.00 07/14/16 07/15/16 US TREASURY NOTES DTD 04/15/2015 0.750% 04/15/2018 912828K25 5,005.86 9.32 5,015.18 14.26 13.34 SPEC LOT 5,000.00 07/14/16 07/20/16 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 912828KQ2 431,356.64 2,269.87 433,626.51 (2,341.41) 8,271.49 SPEC LOT 405,000.00 07/19/16 08/02/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 724,050.00 2,439.34 726,489.34 17,465.63 13,384.32 SPEC LOT 720,000.00 07/29/16 7,629.56 22,816.44 22,288.68 2,409,143.82 2,401,514.26 2,365,000.00 Transaction Type Sub-Total (74,939.51) 27,758.12 (47,181.39) 22,288.68 22,816.44 Managed Account Sub-Total Total Security Transactions $22,288.68 ($47,181.39)$27,758.12 ($74,939.51)$22,816.44 Bolded items are forward settling trades. Page 19 For the Month Ending July 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 76,466.00 Opening Balance 07/08/16 07/08/16 Purchase - Interest 36962G4J0 1.00 6,875.00 83,341.00 07/08/16 07/08/16 Purchase - Interest 912828UA6 1.00 194.67 83,535.67 07/08/16 07/08/16 Purchase - Interest 912828UA6 1.00 146.00 83,681.67 07/08/16 07/08/16 Purchase - Principal 912828UA6 1.00 225,202.15 308,883.82 07/08/16 07/08/16 Purchase - Principal 912828UA6 1.00 300,269.53 609,153.35 07/08/16 07/08/16 Redemption - Principal 912828B90 1.00 (603,121.09) 6,032.26 07/08/16 07/08/16 Redemption - Interest 912828B90 1.00 (4,062.50) 1,969.76 07/15/16 07/15/16 Purchase - Interest 912828K25 1.00 9.32 1,979.08 07/15/16 07/15/16 Purchase - Principal 912828K25 1.00 5,005.86 6,984.94 07/15/16 07/15/16 Purchase - Interest 912828Q37 1.00 2,570.36 9,555.30 07/15/16 07/15/16 Purchase - Principal 912828Q37 1.00 715,630.08 725,185.38 07/15/16 07/15/16 Redemption - Principal 3130A8QS5 1.00 (720,591.28) 4,594.10 07/15/16 07/15/16 Redemption - Interest 3130A8QS5 1.00 (22.66) 4,571.44 07/20/16 07/20/16 Purchase - Interest 912828KQ2 1.00 2,269.87 6,841.31 07/20/16 07/20/16 Purchase - Principal 912828KQ2 1.00 431,356.64 438,197.95 07/20/16 07/20/16 Redemption - Principal 3137EAEB1 1.00 (428,959.40) 9,238.55 07/25/16 07/25/16 Purchase - Interest 3136ANJY4 1.00 174.38 9,412.93 07/25/16 07/25/16 Purchase - Interest 3136AQDQ0 1.00 363.49 9,776.42 07/25/16 07/25/16 Purchase - Interest 3136AQSW1 1.00 197.72 9,974.14 07/25/16 07/25/16 IP Fees June 2016 1.00 (2,255.97) 7,718.17 07/25/16 07/25/16 U.S. Bank Fees May 2016 1.00 (278.00) 7,440.17 Page 20 For the Month Ending July 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 07/29/16 08/01/16 Accrual Income Div Reinvestment - Distributions 1.00 9.94 7,450.11 7,450.11 7,450.11 7,450.11 21,619.72 123.73 0.00 (9,030,795.02) 9,015,257.67 22,987.46 9.94 7,450.11 0.00 (1,759,290.90) 1,690,275.01 76,466.00 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 July January-July 0.55% Page 21 Housing Funds CAMP Account For the Month Ending July 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 18,216.75 221,950.37 (230,270.87) 0.00 $9,896.25 CAMP Pool Unsettled Trades 0.00 5.82 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,095,813.11 229,130.51 (221,351.56) (4,871.55) $5,097,807.38 CAMP Managed Account Unsettled Trades (913.13) 3,289.22 Cash Dividends and Income July 31, 2016 June 30, 2016 Asset Summary CAMP Pool 9,896.25 18,216.75 CAMP Managed Account 5,097,807.38 5,095,813.11 $5,107,703.63 $5,114,029.86 Total Asset Allocation 0.19% CAMP Pool 99.81% CAMP Managed Account Page 1 For the Month Ending July 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 $18,216.75 221,950.37 (230,270.87) $9,896.25 5.82 $5,095,813.11 0.00 (221,351.56) 229,130.51 (913.13) (4,871.55) $5,097,807.38 $5,114,029.86 $5,107,703.63 4,286.74 (710.43) (287.09) $3,289.22 0.00 221,810.99 3,827.31 0.00 (229,840.94) 4,202.64 0.00 Managed Account Total 5,041,594.47 5,051,490.72 19,544.28 347,937.62 0.00 3,827.31 (354,630.94) (5,033,099.08) (17,126.35) 0.00 19,544.28 578,208.49 0.00 3,827.31 (576,581.31) (5,051,315.83) (17,126.35) 5.82 Total Accrual Basis Earnings $8,047.31 $8,053.13 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 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 2,200,000.00 2,255,518.86 44.16 Municipal Bond / Note 30,000.00 30,540.00 0.60 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,760.83 1.87 Federal Agency Bond / Note 980,000.00 983,152.27 19.25 Corporate Note 1,310,000.00 1,331,918.42 26.08 Certificate of Deposit 400,000.00 400,917.00 7.85 Managed Account Sub-Total 5,015,000.00 5,097,807.38 99.81% Accrued Interest 19,544.28 Total Portfolio 5,015,000.00 5,117,351.66 CAMP Pool 9,896.25 9,896.25 0.19 Total Investments 5,024,896.25 5,127,247.91 100.00% Unsettled Trades 125,000.00 124,790.00 Sector Allocation 7.85% Cert of Deposit 26.08% Corporate Note 1.87% Fed Agency CMO 19.25% Fed Agy Bond / Note 0.19% Mny Mkt Fund 0.60% Muni Bond / Note 44.16% 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 0.20% 5.40% 32.13% 12.02% 26.83% 23.42% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.67 1012 1.39% 0.97% Page 3 For the Month Ending July 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.51% A 4.48% A+ 2.52% A- 1.96% A-1 1.96% A-1+ 66.37% AA+ 13.53% AA- 0.19% AAAm 1.48% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 103,075.30 2.02 AMERICAN HONDA FINANCE 55,097.57 1.08 APPLE INC 152,211.65 2.98 BANK OF NEW YORK CO INC 25,416.25 0.50 BB&T CORPORTATION 27,663.28 0.54 BURLINGTON NORTHERN SANTA FE 9,896.25 0.19 CAMP Pool 256,233.96 5.02 CHEVRON CORP 102,719.40 2.01 CISCO SYSTEMS INC 25,263.10 0.49 CITIGROUP INC 728,572.12 14.26 FANNIE MAE 124,544.25 2.44 FEDERAL HOME LOAN BANKS 225,796.73 4.42 FREDDIE MAC 50,507.05 0.99 GOLDMAN SACHS GROUP INC 100,054.00 1.96 HSBC HOLDINGS PLC 100,671.20 1.97 IBM CORP 103,460.70 2.03 JP MORGAN CHASE & CO 100,025.50 1.96 NORDEA BANK AB 100,706.50 1.97 ROYAL BANK OF CANADA 100,131.00 1.96 SKANDINAVISKA ENSKIDA BANKEN AB 30,540.00 0.60 STATE OF CONNECTICUT 25,395.43 0.50 STATE STREET CORPORATION 2,255,518.86 44.15 UNITED STATES TREASURY 125,655.75 2.46 US BANCORP 178,547.78 3.50 WELLS FARGO & COMPANY $5,107,703.63 Total 100.00% Page 4 For the Month Ending July 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 10/01/2012 0.625% 09/30/2017 49,998.05 49,930.14 105.02 49,708.98 10/31/1210/26/12AaaAA+ 50,000.00 912828TS9 0.75 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 149,982.45 148,908.84 158.81 147,117.19 05/09/1405/06/14AaaAA+ 150,000.00 912828UA6 1.18 US TREASURY NOTES DTD 05/31/2013 1.000% 05/31/2018 50,294.90 49,982.31 84.70 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 101,390.60 100,896.11 3.74 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 96,198.62 94,650.19 201.16 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 50,960.95 49,868.95 2.04 49,767.58 07/31/1407/29/14AaaAA+ 50,000.00 912828B33 1.61 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 25,153.33 24,675.62 84.02 24,534.18 02/27/1502/26/15AaaAA+ 25,000.00 912828TR1 1.42 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 75,459.98 74,295.87 252.05 74,024.41 04/30/1504/28/15AaaAA+ 75,000.00 912828TR1 1.30 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 257,334.00 252,744.36 1,470.29 253,876.95 03/27/1503/26/15AaaAA+ 250,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 150,837.90 147,842.56 254.10 147,105.47 05/29/1505/28/15AaaAA+ 150,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 126,684.63 123,694.36 653.87 123,437.50 11/09/1511/05/15AaaAA+ 125,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 152,021.55 149,654.67 784.65 149,578.13 10/09/1510/08/15AaaAA+ 150,000.00 912828UQ1 1.32 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 78,126.00 76,221.22 4.08 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 183,209.95 177,662.76 1,556.22 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 Page 5 For the Month Ending July 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 10/31/2013 1.750% 10/31/2020 103,214.80 101,665.36 442.26 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 26,719.73 26,471.67 139.10 26,550.78 05/06/1605/03/16AaaAA+ 25,000.00 912828PC8 1.21 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 156,427.80 153,924.63 508.20 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 132,426.75 130,847.11 258.15 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 129,082.00 127,161.17 190.22 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 104,406.20 104,823.61 836.96 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 55,588.67 55,687.47 231.05 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 8,220.69 2,255,518.86 2,221,608.98 1.33 2,221,259.77 2,200,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,540.00 30,056.30 223.72 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 223.72 30,540.00 30,056.30 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 25,141.02 25,125.75 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 25,279.39 25,186.29 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 45,340.42 45,350.29 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 Page 6 For the Month Ending July 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 133.56 95,760.83 95,662.33 1.05 95,950.54 95,000.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 50,170.75 50,018.73 44.44 50,058.50 08/13/1408/11/14AaaAA+ 50,000.00 3137EADH9 0.96 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 175,625.98 175,441.51 593.06 176,867.25 10/05/1210/04/12AaaAA+ 175,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 50,108.55 49,875.72 115.45 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 100,208.80 99,439.64 170.14 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 125,261.00 124,611.63 212.67 123,943.75 05/24/1305/22/13AaaAA+ 125,000.00 3135G0WJ8 1.05 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 106,976.31 105,572.82 303.33 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,466.63 124,747.44 538.19 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 124,790.00 124,790.00 0.00 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 124,544.25 124,246.45 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 2,043.69 983,152.27 978,743.94 1.06 978,700.38 980,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 125,655.75 125,409.74 435.42 127,670.00 07/30/1207/25/12A1A+ 125,000.00 91159HHD5 1.19 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 75,072.60 75,106.04 128.80 75,405.75 12/05/1211/29/12Aa2AA- 75,000.00 166764AA8 0.99 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 100,096.80 100,000.00 171.73 100,000.00 12/05/1211/28/12Aa2AA- 100,000.00 166764AA8 1.10 Page 7 For the Month Ending July 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 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,671.20 99,857.56 600.69 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 100,409.70 99,990.52 543.75 99,971.00 03/06/1303/04/13A1A 100,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 55,097.57 54,927.51 134.44 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 81,064.56 80,000.00 141.26 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 51,359.70 50,278.11 442.71 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 51,359.70 50,350.23 442.71 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,507.05 49,970.75 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,263.10 24,987.61 74.03 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 103,075.30 99,883.14 1,037.50 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 27,663.28 27,484.85 391.67 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 178,547.78 175,870.65 10.45 176,223.25 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 103,460.70 100,407.99 290.28 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 51,801.95 51,105.16 562.50 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 Page 8 For the Month Ending July 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 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 25,416.25 24,984.18 115.31 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,395.43 24,908.88 97.50 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 5,887.42 1,331,918.42 1,315,522.92 1.70 1,318,456.05 1,310,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 100,025.50 100,000.00 214.03 100,000.00 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 100,131.00 100,000.00 1,060.67 100,000.00 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 100,054.00 100,000.00 1,099.39 100,000.00 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 100,706.50 100,000.00 661.11 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 3,035.20 400,917.00 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,015,000.00 5,044,451.04 1.39 19,544.28 5,041,594.47 5,097,807.38 Managed Account Sub-Total Money Market Fund CAMP Pool 9,896.25 9,896.25 0.00 9,896.25 NRAAAm 9,896.25 9,896.25 9,896.25 0.00 9,896.25 9,896.25 Money Market Sub-Total $5,024,896.25 $5,054,347.29 $19,544.28 $5,051,490.72 $5,107,703.63 1.39% $5,127,247.91 $19,544.28 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 9 For the Month Ending July 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 1.16 67.91 289.07 49,998.05 100.00 CITIGRP 50,000.00 912828TS9US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 0.63 1.16 1.32 1,073.61 2,865.26 149,982.45 99.99 MERRILL 150,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.63 1.32 1.81 312.59 316.38 50,294.90 100.59 MERRILL 50,000.00 912828VE7US TREASURY NOTES DTD 05/31/2013 1.000% 05/31/2018 0.68 1.81 1.97 494.49 (164.09) 101,390.60 101.39 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.67 1.97 2.29 1,548.43 1,862.88 96,198.62 101.26 CITIGRP 95,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.70 2.29 2.45 1,092.00 1,193.37 50,960.95 101.92 BARCLAYS 50,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 0.72 2.45 3.10 477.71 619.15 25,153.33 100.61 JPMCHASE 25,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.80 3.10 3.10 1,164.11 1,435.57 75,459.98 100.61 MERRILL 75,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.80 3.10 3.07 4,589.64 3,457.05 257,334.00 102.93 JPMCHASE 250,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.81 3.07 3.27 2,995.34 3,732.43 150,837.90 100.56 CITIGRP 150,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 0.83 3.27 3.48 2,990.27 3,247.13 126,684.63 101.35 CITIGRP 125,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 0.87 3.48 3.48 2,366.88 2,443.42 152,021.55 101.35 MORGANST 150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 0.87 3.48 3.85 1,904.78 1,710.96 78,126.00 104.17 MERRILL 75,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 0.94 3.85 3.89 5,547.19 5,181.63 183,209.95 104.69 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 0.95 3.89 4.08 1,549.44 1,363.24 103,214.80 103.21 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 0.98 4.08 4.05 248.06 168.95 26,719.73 106.88 HSBC 25,000.00 912828PC8US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 0.98 4.05 4.14 2,503.17 2,144.60 156,427.80 104.29 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 0.99 4.14 Page 10 For the Month Ending July 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 4.20 1,579.64 1,147.45 132,426.75 105.94 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.00 4.20 4.24 1,920.83 1,840.79 129,082.00 103.27 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 0.99 4.24 4.35 (417.41)(484.43) 104,406.20 104.41 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.01 4.35 4.51 (98.80)(111.72) 55,588.67 101.07 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.01 4.51 34,259.09 0.86 3.31 33,909.88 2,255,518.86 2,200,000.00 Security Type Sub-Total 3.31 Municipal Bond / Note 2.53 483.70 455.70 30,540.00 101.80 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.27 2.53 455.70 1.27 2.53 483.70 30,540.00 30,000.00 Security Type Sub-Total 2.53 Federal Agency Collateralized Mortgage Obligation 1.48 15.27 (108.89) 25,141.02 100.56 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.10 1.53 2.19 93.10 29.39 25,279.39 101.12 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.33 1.76 2.85 (9.87)(110.21) 45,340.42 100.76 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.34 2.07 (189.71) 1.28 2.32 98.50 95,760.83 95,000.00 Security Type Sub-Total 1.85 Federal Agency Bond / Note 0.91 152.02 112.25 50,170.75 100.34 BNP PARI 50,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.62 0.91 1.15 184.47 (1,241.27) 175,625.98 100.36 JEFFERIE 175,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.69 1.15 1.23 232.83 495.05 50,108.55 100.22 SOC GEN 50,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.70 1.23 Page 11 For the Month Ending July 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 1.79 769.16 1,723.80 100,208.80 100.21 CSFB 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.76 1.79 1.79 649.37 1,317.25 125,261.00 100.21 BNP PARI 125,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.76 1.79 2.27 1,403.49 978.81 106,976.31 101.88 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.81 2.27 2.52 719.19 761.63 125,466.63 100.37 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.85 2.52 2.95 0.00 0.00 124,790.00 99.83 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 0.93 2.95 4.80 297.80 304.37 124,544.25 99.64 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.20 4.80 4,451.89 0.83 2.28 4,408.33 983,152.27 980,000.00 Security Type Sub-Total 2.28 Corporate Note 0.70 246.01 (2,014.25) 125,655.75 100.52 04/15/17BARCLAYS 125,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 0.98 0.60 1.25 (33.44)(333.15) 75,072.60 100.10 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.03 1.26 1.25 96.80 96.80 100,096.80 100.10 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.03 1.26 1.50 813.64 1,129.20 100,671.20 100.67 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.80 1.50 1.57 419.18 438.70 100,409.70 100.41 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.09 1.51 1.73 170.06 300.52 55,097.57 100.18 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 0.90 1.73 1.86 1,064.56 1,064.56 81,064.56 101.33 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.01 1.86 Page 12 For the Month Ending July 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 2.49 1,081.59 884.70 51,359.70 102.72 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.05 2.49 2.49 1,009.47 890.20 51,359.70 102.72 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.05 2.49 2.56 536.30 539.05 50,507.05 101.01 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.62 2.58 2.75 275.49 276.10 25,263.10 101.05 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.67 2.75 2.91 3,192.16 3,260.30 103,075.30 103.08 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.22 2.91 2.93 178.43 65.78 27,663.28 110.65 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.26 2.93 3.37 2,677.13 2,324.53 178,547.78 102.03 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.55 3.37 3.61 3,052.71 2,963.70 103,460.70 103.46 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.83 3.64 4.39 696.79 652.95 51,801.95 103.60 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 1.70 4.39 4.52 432.07 432.75 25,416.25 101.67 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.69 4.52 4.55 486.55 489.93 25,395.43 101.58 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.61 4.55 13,462.37 1.24 2.35 16,395.50 1,331,918.42 1,310,000.00 Security Type Sub-Total 2.34 Certificate of Deposit 0.81 25.50 25.50 100,025.50 100.03 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.11 0.81 1.29 131.00 131.00 100,131.00 100.13 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.24 1.29 Page 13 For the Month Ending July 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 Certificate of Deposit 1.29 54.00 54.00 100,054.00 100.05 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 0.89 1.29 1.60 706.50 706.50 100,706.50 100.71 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.23 1.60 917.00 0.87 1.25 917.00 400,917.00 400,000.00 Security Type Sub-Total 1.25 5,015,000.00 5,097,807.38 53,356.34 56,212.91 2.67 0.97 Managed Account Sub-Total 2.66 Money Market Fund 0.00 0.00 0.00 9,896.25 1.00 9,896.25 CAMP Pool 0.00 9,896.25 9,896.25 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,127,247.91 $19,544.28 $5,107,703.63 Accrued Interest Securities Sub-Total $5,024,896.25 $53,356.34 $56,212.91 2.67 0.97% 2.66 Bolded items are forward settling trades. Page 14 For the Month Ending July 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 07/08/16 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 (104,890.63)(706.52)(105,597.15) 100,000.00 07/06/16 07/15/16 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 (124,239.88)(3.91)(124,243.79) 125,000.00 07/14/16 08/02/16 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 (124,790.00) 0.00 (124,790.00) 125,000.00 07/29/16 (710.43) (354,630.94)(353,920.51) 350,000.00 Transaction Type Sub-Total INTEREST 07/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 07/01/16 07/25/16 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 07/01/16 07/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 07/01/16 07/30/16 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 94974BGF1 0.00 1,881.25 1,881.25 175,000.00 07/30/16 07/31/16 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 0.00 750.00 750.00 75,000.00 07/31/16 07/31/16 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 912828VQ0 0.00 687.50 687.50 100,000.00 07/31/16 07/31/16 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 912828B33 0.00 375.00 375.00 50,000.00 07/31/16 3,827.31 3,827.31 0.00 495,000.00 Transaction Type Sub-Total SELL 07/08/16 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 3137EADH9 30,120.00 7.50 30,127.50 91.38 110.19 SPEC LOT 30,000.00 07/07/16 07/08/16 FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 3137EADH9 70,280.00 17.50 70,297.50 198.10 251.95 SPEC LOT 70,000.00 07/07/16 07/15/16 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 120,951.56 434.43 121,385.99 (576.57)(562.90)SPEC LOT 120,000.00 07/14/16 Page 15 For the Month Ending July 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 SELL 08/02/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 125,703.13 423.50 126,126.63 3,032.23 2,323.67 SPEC LOT 125,000.00 07/29/16 882.93 2,122.91 2,745.14 347,937.62 347,054.69 345,000.00 Transaction Type Sub-Total (6,865.82) 3,999.81 (2,866.01) 2,745.14 2,122.91 Managed Account Sub-Total Total Security Transactions $2,745.14 ($2,866.01)$3,999.81 ($6,865.82)$2,122.91 Bolded items are forward settling trades. Page 16 For the Month Ending July 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 18,216.75 Opening Balance 07/08/16 07/08/16 Purchase - Interest 3137EADH9 1.00 7.50 18,224.25 07/08/16 07/08/16 Purchase - Interest 3137EADH9 1.00 17.50 18,241.75 07/08/16 07/08/16 Purchase - Principal 3137EADH9 1.00 70,280.00 88,521.75 07/08/16 07/08/16 Purchase - Principal 3137EADH9 1.00 30,120.00 118,641.75 07/08/16 07/08/16 Redemption - Interest 912828B90 1.00 (706.52) 117,935.23 07/08/16 07/08/16 Redemption - Principal 912828B90 1.00 (104,890.63) 13,044.60 07/15/16 07/15/16 Purchase - Interest 912828Q37 1.00 434.43 13,479.03 07/15/16 07/15/16 Purchase - Principal 912828Q37 1.00 120,951.56 134,430.59 07/15/16 07/15/16 Redemption - Principal 3130A8QS5 1.00 (124,239.88) 10,190.71 07/15/16 07/15/16 Redemption - Interest 3130A8QS5 1.00 (3.91) 10,186.80 07/25/16 07/25/16 Purchase - Interest 3136ANJY4 1.00 32.29 10,219.09 07/25/16 07/25/16 Purchase - Interest 3136AQDQ0 1.00 61.73 10,280.82 07/25/16 07/25/16 Purchase - Interest 3136AQSW1 1.00 39.54 10,320.36 07/25/16 07/25/16 IP Fees June 2016 1.00 (382.78) 9,937.58 07/25/16 07/25/16 U.S. Bank Fees May 2016 1.00 (47.15) 9,890.43 07/29/16 08/01/16 Accrual Income Div Reinvestment - Distributions 1.00 5.82 9,896.25 Page 17 For the Month Ending July 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 9,896.25 9,896.25 9,896.25 12,578.97 32.78 0.00 (1,487,649.81) 1,493,336.71 4,209.35 5.82 9,896.25 0.00 (230,270.87) 221,950.37 18,216.75 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 July January-July 0.55% Page 18 Successor Agency CAMP Account For the Month Ending July 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 15,167.60 196,905.96 (203,887.92) 0.00 $8,185.64 CAMP Pool Unsettled Trades 0.00 4.89 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,303,493.86 202,907.85 (196,193.75) (5,982.40) $5,303,233.91 CAMP Managed Account Unsettled Trades (991.65) 1,798.13 Cash Dividends and Income July 31, 2016 June 30, 2016 Asset Summary CAMP Pool 8,185.64 15,167.60 CAMP Managed Account 5,303,233.91 5,303,493.86 $5,311,419.55 $5,318,661.46 Total Asset Allocation 0.15% CAMP Pool 99.85% CAMP Managed Account Page 1 For the Month Ending July 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 $15,167.60 196,905.96 (203,887.92) $8,185.64 4.89 $5,303,493.86 0.00 (196,193.75) 202,907.85 (991.65) (5,982.40) $5,303,233.91 $5,318,661.46 $5,311,419.55 2,769.82 (533.80) (437.89) $1,798.13 0.00 196,767.51 2,196.06 0.00 (203,441.65) 4,478.08 0.00 Managed Account Total 5,237,180.02 5,245,365.66 21,146.06 323,237.97 0.00 2,196.06 (328,231.65) (5,229,801.47) (17,218.81) 0.00 21,146.06 527,125.89 0.00 2,196.06 (525,137.61) (5,244,969.07) (17,218.81) 4.89 Total Accrual Basis Earnings $8,508.18 $8,513.07 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 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 2,425,000.00 2,482,028.19 46.74 Municipal Bond / Note 30,000.00 30,540.00 0.57 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,760.83 1.80 Federal Agency Bond / Note 1,155,000.00 1,163,744.32 21.91 Corporate Note 1,110,000.00 1,130,243.57 21.28 Certificate of Deposit 400,000.00 400,917.00 7.55 Managed Account Sub-Total 5,215,000.00 5,303,233.91 99.85% Accrued Interest 21,146.06 Total Portfolio 5,215,000.00 5,324,379.97 CAMP Pool 8,185.64 8,185.64 0.15 Total Investments 5,223,185.64 5,332,565.61 100.00% Unsettled Trades 125,000.00 124,790.00 Sector Allocation 7.55% Cert of Deposit 21.28% Corporate Note 1.80% Fed Agency CMO 21.91% Fed Agy Bond / Note 0.15% Mny Mkt Fund 0.57% Muni Bond / Note 46.74% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 0.15% 8.50% 23.82% 19.26% 25.07% 23.20% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.68 1012 1.41% 0.94% Page 3 For the Month Ending July 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 4.36% A 6.67% A+ 2.43% A- 1.89% A-1 1.88% A-1+ 71.48% AA+ 9.71% AA- 0.15% AAAm 1.43% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 103,075.30 1.94 AMERICAN HONDA FINANCE 55,097.57 1.04 APPLE INC 127,109.23 2.39 BANK OF NEW YORK CO INC 25,416.25 0.48 BB&T CORPORTATION 27,663.28 0.52 BURLINGTON NORTHERN SANTA FE 8,185.64 0.15 CAMP Pool 81,064.56 1.53 CHEVRON CORP 102,719.40 1.93 CISCO SYSTEMS INC 25,263.10 0.48 CITIGROUP INC 981,217.20 18.47 FANNIE MAE 124,544.25 2.34 FEDERAL HOME LOAN BANKS 153,743.70 2.89 FREDDIE MAC 50,507.05 0.95 GOLDMAN SACHS GROUP INC 100,054.00 1.88 HSBC HOLDINGS PLC 100,671.20 1.90 IBM CORP 103,460.70 1.95 JP MORGAN CHASE & CO 100,025.50 1.88 NORDEA BANK AB 100,706.50 1.90 ROYAL BANK OF CANADA 100,131.00 1.89 SKANDINAVISKA ENSKIDA BANKEN AB 30,540.00 0.57 STATE OF CONNECTICUT 25,395.43 0.48 STATE STREET CORPORATION 2,482,028.19 46.74 UNITED STATES TREASURY 251,311.50 4.73 US BANCORP 51,489.00 0.97 WELLS FARGO & COMPANY $5,311,419.55 Total 100.00% Page 4 For the Month Ending July 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 07/02/2012 0.750% 06/30/2017 100,144.50 99,973.63 65.22 99,953.13 11/16/1511/10/15AaaAA+ 100,000.00 912828TB6 0.78 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 124,985.38 124,090.70 132.34 122,597.66 05/09/1405/06/14AaaAA+ 125,000.00 912828UA6 1.18 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 101,390.60 100,896.11 3.74 101,554.69 02/04/1502/02/15AaaAA+ 100,000.00 912828VQ0 0.92 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 20,252.34 19,887.42 42.35 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 75,946.28 74,723.83 158.81 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 50,960.95 49,868.95 2.04 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 25,584.95 25,016.23 136.53 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 102,339.80 100,094.22 546.11 100,156.25 10/06/1410/02/14AaaAA+ 100,000.00 912828C65 1.59 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 150,919.95 148,591.74 504.10 148,048.83 04/30/1504/28/15AaaAA+ 150,000.00 912828TR1 1.30 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 166,011.95 162,859.08 554.51 161,925.59 02/27/1502/26/15AaaAA+ 165,000.00 912828TR1 1.42 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 231,600.60 227,469.93 1,323.26 228,489.26 03/27/1503/26/15AaaAA+ 225,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 201,117.20 197,123.42 338.80 196,140.63 05/29/1505/28/15AaaAA+ 200,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 177,358.48 173,172.10 915.42 172,812.50 11/09/1511/05/15AaaAA+ 175,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 104,168.00 101,628.29 5.43 101,886.72 12/04/1512/01/15AaaAA+ 100,000.00 912828VP2 1.58 Page 5 For the Month Ending July 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 09/03/2013 2.125% 08/31/2020 193,679.09 187,814.92 1,645.14 188,201.37 12/30/1512/28/15AaaAA+ 185,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 103,214.80 101,665.36 442.26 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 106,878.90 105,886.67 556.39 106,203.13 05/06/1605/03/16AaaAA+ 100,000.00 912828PC8 1.21 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 182,499.10 179,578.73 592.90 179,997.07 03/04/1603/02/16AaaAA+ 175,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 129,082.00 127,161.17 190.22 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 78,304.65 78,617.70 627.72 78,667.97 07/08/1607/06/16AaaAA+ 75,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 55,588.67 55,687.47 231.05 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 9,014.34 2,482,028.19 2,441,807.67 1.36 2,440,489.10 2,425,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,540.00 30,056.30 223.72 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 223.72 30,540.00 30,056.30 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 25,141.02 25,125.75 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 25,279.39 25,186.29 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 45,340.42 45,350.29 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 Page 6 For the Month Ending July 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 95,760.83 95,662.33 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 100,233.90 100,054.55 371.88 100,248.00 09/10/1209/06/12AaaAA+ 100,000.00 3135G0MZ3 0.82 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 125,271.38 124,689.29 288.63 124,033.75 12/03/1311/27/13AaaAA+ 125,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 75,156.60 74,579.73 127.60 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 100,208.80 99,689.30 170.14 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 106,976.31 105,572.82 303.33 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 127,352.75 125,002.23 361.11 125,003.75 06/19/1406/16/14AaaAA+ 125,000.00 3135G0YT4 1.62 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,466.63 124,747.44 538.19 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 153,743.70 151,086.90 444.79 151,704.00 12/03/1412/01/14AaaAA+ 150,000.00 3137EADG1 1.49 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 124,790.00 124,790.00 0.00 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 124,544.25 124,246.45 66.41 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 2,672.08 1,163,744.32 1,154,458.71 1.21 1,153,740.63 1,155,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 251,311.50 250,000.00 870.83 255,340.00 07/30/1207/25/12A1A+ 250,000.00 91159HHD5 1.19 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,671.20 99,857.56 600.69 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 Page 7 For the Month Ending July 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 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 75,307.28 74,992.89 407.81 74,978.25 03/06/1303/04/13A1A 75,000.00 06406HCJ6 1.36 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 55,097.57 54,927.51 134.44 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 81,064.56 80,000.00 141.26 80,000.00 06/24/1306/17/13Aa2AA- 80,000.00 166764AE0 1.72 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 51,359.70 50,278.11 442.71 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 51,359.70 50,350.23 442.71 50,469.50 09/04/1509/01/15A1AA- 50,000.00 17275RAR3 1.85 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 50,507.05 49,970.75 266.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,263.10 24,987.61 74.03 24,987.00 06/09/1606/02/16Baa1BBB+ 25,000.00 172967KS9 2.07 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 103,075.30 99,883.14 1,037.50 99,815.00 09/09/1409/04/14A1A+ 100,000.00 02665WAH4 2.29 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 27,663.28 27,484.85 391.67 27,597.50 06/08/1606/03/16A3A 25,000.00 12189TBC7 1.48 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 103,460.70 100,407.99 290.28 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 51,489.00 51,056.15 191.25 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 51,801.95 51,105.16 562.50 51,149.00 05/19/1605/16/16A1A 50,000.00 06406FAA1 2.00 BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 25,416.25 24,984.18 115.31 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 Page 8 For the Month Ending July 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 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,395.43 24,908.88 97.50 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 6,067.16 1,130,243.57 1,115,195.01 1.72 1,120,612.30 1,110,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 100,025.50 100,000.00 214.03 100,000.00 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 100,131.00 100,000.00 1,060.67 100,000.00 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 100,054.00 100,000.00 1,099.39 100,000.00 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 100,706.50 100,000.00 661.11 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 3,035.20 400,917.00 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,215,000.00 5,240,876.87 1.41 21,146.06 5,237,180.02 5,303,233.91 Managed Account Sub-Total Money Market Fund CAMP Pool 8,185.64 8,185.64 0.00 8,185.64 NRAAAm 8,185.64 8,185.64 8,185.64 0.00 8,185.64 8,185.64 Money Market Sub-Total $5,223,185.64 $5,249,062.51 $21,146.06 $5,245,365.66 $5,311,419.55 1.41% $5,332,565.61 $21,146.06 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 9 For the Month Ending July 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 0.91 170.87 191.37 100,144.50 100.14 MERRILL 100,000.00 912828TB6US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 0.59 0.91 1.32 894.68 2,387.72 124,985.38 99.99 MERRILL 125,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.63 1.32 1.97 494.49 (164.09) 101,390.60 101.39 BARCLAYS 100,000.00 912828VQ0US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 0.67 1.97 2.29 364.92 461.71 20,252.34 101.26 MERRILL 20,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.70 2.29 2.29 1,222.45 1,470.69 75,946.28 101.26 CITIGRP 75,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.70 2.29 2.45 1,092.00 1,193.37 50,960.95 101.92 BARCLAYS 50,000.00 912828B33US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 0.72 2.45 2.60 568.72 557.61 25,584.95 102.34 CITIGRP 25,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.74 2.60 2.60 2,245.58 2,183.55 102,339.80 102.34 MERRILL 100,000.00 912828C65US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 0.74 2.60 3.10 2,328.21 2,871.12 150,919.95 100.61 MERRILL 150,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.80 3.10 3.10 3,152.87 4,086.36 166,011.95 100.61 JPMCHASE 165,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.80 3.10 3.07 4,130.67 3,111.34 231,600.60 102.93 JPMCHASE 225,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.81 3.07 3.27 3,993.78 4,976.57 201,117.20 100.56 CITIGRP 200,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 0.83 3.27 3.48 4,186.38 4,545.98 177,358.48 101.35 CITIGRP 175,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 0.87 3.48 3.85 2,539.71 2,281.28 104,168.00 104.17 MERRILL 100,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 0.94 3.85 3.89 5,864.17 5,477.72 193,679.09 104.69 MORGANST 185,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 0.95 3.89 4.08 1,549.44 1,363.24 103,214.80 103.21 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 0.98 4.08 4.05 992.23 675.77 106,878.90 106.88 HSBC 100,000.00 912828PC8US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 0.98 4.05 Page 10 For the Month Ending July 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 2,920.37 2,502.03 182,499.10 104.29 MERRILL 175,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 0.99 4.14 4.24 1,920.83 1,840.79 129,082.00 103.27 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 0.99 4.24 4.35 (313.05)(363.32) 78,304.65 104.41 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.01 4.35 4.51 (98.80)(111.72) 55,588.67 101.07 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.01 4.51 41,539.09 0.85 3.23 40,220.52 2,482,028.19 2,425,000.00 Security Type Sub-Total 3.23 Municipal Bond / Note 2.53 483.70 455.70 30,540.00 101.80 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.27 2.53 455.70 1.27 2.53 483.70 30,540.00 30,000.00 Security Type Sub-Total 2.53 Federal Agency Collateralized Mortgage Obligation 1.48 15.27 (108.89) 25,141.02 100.56 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.10 1.53 2.19 93.10 29.39 25,279.39 101.12 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.33 1.76 2.85 (9.87)(110.21) 45,340.42 100.76 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.34 2.07 (189.71) 1.28 2.32 98.50 95,760.83 95,000.00 Security Type Sub-Total 1.85 Federal Agency Bond / Note 1.07 179.35 (14.10) 100,233.90 100.23 HSBC 100,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.66 1.07 1.23 582.09 1,237.63 125,271.38 100.22 SOC GEN 125,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.70 1.23 1.79 576.87 1,292.85 75,156.60 100.21 CSFB 75,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.76 1.79 Page 11 For the Month Ending July 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 1.79 519.50 1,053.80 100,208.80 100.21 BNP PARI 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.76 1.79 2.27 1,403.49 978.81 106,976.31 101.88 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.81 2.27 2.27 2,350.52 2,349.00 127,352.75 101.88 HSBC 125,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.81 2.27 2.52 719.19 761.63 125,466.63 100.37 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.85 2.52 2.76 2,656.80 2,039.70 153,743.70 102.50 TD SEC U 150,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 0.86 2.76 2.95 0.00 0.00 124,790.00 99.83 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 0.93 2.95 4.80 297.80 304.37 124,544.25 99.64 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.20 4.80 10,003.69 0.84 2.42 9,285.61 1,163,744.32 1,155,000.00 Security Type Sub-Total 2.42 Corporate Note 0.70 1,311.50 (4,028.50) 251,311.50 100.52 04/15/17BARCLAYS 250,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 0.98 0.60 1.50 813.64 1,129.20 100,671.20 100.67 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.80 1.50 1.57 314.39 329.03 75,307.28 100.41 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.09 1.51 1.73 170.06 300.52 55,097.57 100.18 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 0.90 1.73 1.86 1,064.56 1,064.56 81,064.56 101.33 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.01 1.86 2.49 1,081.59 884.70 51,359.70 102.72 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.05 2.49 2.49 1,009.47 890.20 51,359.70 102.72 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.05 2.49 Page 12 For the Month Ending July 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 Corporate Note 2.56 536.30 539.05 50,507.05 101.01 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.62 2.58 2.75 275.49 276.10 25,263.10 101.05 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.67 2.75 2.91 3,192.16 3,260.30 103,075.30 103.08 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.22 2.91 2.93 178.43 65.78 27,663.28 110.65 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.26 2.93 3.61 3,052.71 2,963.70 103,460.70 103.46 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.83 3.64 4.10 432.85 381.00 51,489.00 102.98 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 1.83 4.10 4.39 696.79 652.95 51,801.95 103.60 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 1.70 4.39 4.52 432.07 432.75 25,416.25 101.67 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.69 4.52 4.55 486.55 489.93 25,395.43 101.58 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.61 4.55 9,631.27 1.23 2.27 15,048.56 1,130,243.57 1,110,000.00 Security Type Sub-Total 2.25 Certificate of Deposit 0.81 25.50 25.50 100,025.50 100.03 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.11 0.81 1.29 131.00 131.00 100,131.00 100.13 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.24 1.29 1.29 54.00 54.00 100,054.00 100.05 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 0.89 1.29 1.60 706.50 706.50 100,706.50 100.71 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.23 1.60 917.00 0.87 1.25 917.00 400,917.00 400,000.00 Security Type Sub-Total 1.25 Page 13 For the Month Ending July 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 5,215,000.00 5,303,233.91 62,357.04 66,053.89 2.68 0.94 Managed Account Sub-Total 2.66 Money Market Fund 0.00 0.00 0.00 8,185.64 1.00 8,185.64 CAMP Pool 0.00 8,185.64 8,185.64 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,332,565.61 $21,146.06 $5,311,419.55 Accrued Interest Securities Sub-Total $5,223,185.64 $62,357.04 $66,053.89 2.68 0.94% 2.66 Bolded items are forward settling trades. Page 14 For the Month Ending July 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 07/08/16 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 (78,667.97)(529.89)(79,197.86) 75,000.00 07/06/16 07/15/16 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 3130A8QS5 (124,239.88)(3.91)(124,243.79) 125,000.00 07/14/16 08/02/16 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 3135G0N33 (124,790.00) 0.00 (124,790.00) 125,000.00 07/29/16 (533.80) (328,231.65)(327,697.85) 325,000.00 Transaction Type Sub-Total INTEREST 07/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 07/01/16 07/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 07/01/16 07/25/16 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 07/01/16 07/31/16 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 912828VQ0 0.00 687.50 687.50 100,000.00 07/31/16 07/31/16 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 912828B33 0.00 375.00 375.00 50,000.00 07/31/16 07/31/16 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 912828VP2 0.00 1,000.00 1,000.00 100,000.00 07/31/16 2,196.06 2,196.06 0.00 345,000.00 Transaction Type Sub-Total SELL 07/08/16 US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 912828TB6 25,056.64 4.08 25,060.72 68.36 63.70 SPEC LOT 25,000.00 07/07/16 07/08/16 US TREASURY NOTES DTD 03/31/2012 1.000% 03/31/2017 912828SM3 50,185.55 135.25 50,320.80 70.32 157.49 SPEC LOT 50,000.00 07/07/16 07/15/16 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 912828Q37 120,951.56 434.43 121,385.99 (576.57)(562.90)SPEC LOT 120,000.00 07/14/16 Page 15 For the Month Ending July 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 SELL 08/02/16 US TREASURY NOTES DTD 05/15/2009 3.125% 05/15/2019 912828KQ2 90,584.77 570.23 91,155.00 (438.28) 1,835.72 SPEC LOT 85,000.00 07/29/16 08/02/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 35,196.88 118.58 35,315.46 849.03 650.63 SPEC LOT 35,000.00 07/29/16 1,262.57 2,144.64 (27.14) 323,237.97 321,975.40 315,000.00 Transaction Type Sub-Total (5,722.45) 2,924.83 (2,797.62)(27.14) 2,144.64 Managed Account Sub-Total Total Security Transactions ($27.14)($2,797.62)$2,924.83 ($5,722.45)$2,144.64 Bolded items are forward settling trades. Page 16 For the Month Ending July 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 15,167.60 Opening Balance 07/08/16 07/08/16 Purchase - Interest 912828SM3 1.00 135.25 15,302.85 07/08/16 07/08/16 Purchase - Principal 912828SM3 1.00 50,185.55 65,488.40 07/08/16 07/08/16 Purchase - Interest 912828TB6 1.00 4.08 65,492.48 07/08/16 07/08/16 Purchase - Principal 912828TB6 1.00 25,056.64 90,549.12 07/08/16 07/08/16 Redemption - Principal 912828B90 1.00 (78,667.97) 11,881.15 07/08/16 07/08/16 Redemption - Interest 912828B90 1.00 (529.89) 11,351.26 07/15/16 07/15/16 Purchase - Interest 912828Q37 1.00 434.43 11,785.69 07/15/16 07/15/16 Purchase - Principal 912828Q37 1.00 120,951.56 132,737.25 07/15/16 07/15/16 Redemption - Principal 3130A8QS5 1.00 (124,239.88) 8,497.37 07/15/16 07/15/16 Redemption - Interest 3130A8QS5 1.00 (3.91) 8,493.46 07/25/16 07/25/16 Purchase - Interest 3136AQSW1 1.00 39.54 8,533.00 07/25/16 07/25/16 Purchase - Interest 3136AQDQ0 1.00 61.73 8,594.73 07/25/16 07/25/16 Purchase - Interest 3136ANJY4 1.00 32.29 8,627.02 07/25/16 07/25/16 IP Fees June 2016 1.00 (397.39) 8,229.63 07/25/16 07/25/16 U.S. Bank Fees May 2016 1.00 (48.88) 8,180.75 07/29/16 08/01/16 Accrual Income Div Reinvestment - Distributions 1.00 4.89 8,185.64 Page 17 For the Month Ending July 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 8,185.64 8,185.64 8,185.64 10,575.69 56.90 0.00 (1,488,980.86) 1,489,656.85 7,509.65 4.89 8,185.64 0.00 (203,887.92) 196,905.96 15,167.60 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 July January-July 0.55% Page 18