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HomeMy WebLinkAbout0002_2_City Investment Report 2016-08CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,636,703$ 2,184,394$ (2,257,862)$ 1,563,235$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,636,703 2,184,394 (2,257,862) 1,564,535 INVESTMENTS City Investments: City Local Agency Investment Fund 16,595,162 - (2,000,000) 14,595,162 City Local Agency Investment Fund for the PFA 330,436 - - 330,436 City CAMP Investments: CAMP Pool Account 47,479 - - 47,479 U.S. Treasury Bond / Note 8,521,769 - - 8,521,769 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 530,253 - - 530,253 Federal Agency Bond / Note 8,770,306 - - 8,770,306 Corporate Note 7,094,776 - - 7,094,776 Certificate of Deposit 4,650,000 - - 4,650,000 Housing CAMP Investments: Housing CAMP Pool Account 21,443 - - 21,443 Housing U.S. Treasury Bond / Notes 1,675,537 - - 1,675,537 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 95,951 - - 95,951 Housing Federal Agency Bond / Notes 1,532,617 - - 1,532,617 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 16,574 - - 16,574 Successor U.S. Treasury Bond / Notes 1,816,895 - - 1,816,895 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 95,951 - - 95,951 Successor Federal Agency Bond / Notes 1,788,429 - - 1,788,429 Successor Corporate Notes 1,120,612 - - 1,120,612 Successor Certificate of Deposit 400,000 - - 400,000 Sub-total Investments 61,164,067 - - 59,164,067 Market Value Adjustment: Unrealized Gain/ (Loss) at 06-30-16 City 441,611 - - 441,611 Unrealized Gain/ (Loss) at 06-30-16 SARDA 70,791 - - 70,791 Total Unrealized Gain/ (Loss) at 06-30-16 per GASB 31 512,402 - - 512,402 Total Investments 61,676,469 - - 59,676,469 Total Pooled Cash and Investments 63,313,172$ 2,184,394$ (2,257,862)$ 61,241,004$ TOTAL POOLED CASH AND INVESTMENTS 61,241,004$ 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 September 12, 2016 Director of Administrative Services Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF AUGUST 31, 2016 Yield Purchase Date Maturity Rate 0.614%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 16,595,162$ -$ 16,595,162$ City for the PFA 330,436$ -$ 330,436$ Successor Agency 3,990,790$ -$ 3,990,790$ Total Investments Held with Local Agency Investment Fund:20,916,387$ -$ 20,916,387$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $65 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING AUGUST 31, 2016 FUND NO FUND NAME AMOUNT 100 General Fund 10,151,821$ 101 Supplemental Law Enforcement Fund 41,667 104 Traffic Offender Fund 20,550 106 Affordable Housing In Lieu Fund 2,792,271 107 Developer Agreement Revenue 1,558,264 110 State Gas Tax Fund 2,077,477 112 Measure A Fund 1,120,072 114 SB1186 CASP Education Program Fund 5,936 115 Traffic Safety Fund 254,654 116 City Hall-Public Works DIF Fund 1,202,693 117 Community Center DIF Fund 522,728 118 Lake Side Facility DIF Fund 657,022 119 Animal Shelter DIF Fund 18,249 120 Camino Del Norte DIF 110 121 T.R.I.P.-2014A 7,365 135 Lighting & Landscape Maintenance Fund - Dist. No. 1 445,915 140 Geothermal Fund 19,955 155 CSA152 -- N.P.D.E.S.123,347 160 PEG Grant Fund 23,675 205 Traffic Impact Fee Fund 3,779,317 211 Storm Drain C.I.P. Fund 3,440,285 221 Quimby Park C.I.P. Fund 17,702 231 Library C.I.P. Fund 1,732,990 232 City Fire Protection Fund 244,488 254 AD 89-1 Railroad Canyon Rd. Improvement Fund 126,253 268 CFD 2006-2 Viscaya Improvement 220 310 Support Service 298,351 320 Facilities Service 178,757 331 CFD 2006-1CC Summerly Improvement Area CC 6,290 332 CFD 2006-1 Improvement Area B, Summerly 8,780 333 CFD 2015-3 Terracina 23,157 334 CFD 2015-5 Trieste - Far West Industries 26,682 345 CFD 2003-2S Improvement Area D, Canyon Hills 8,928 346 CFD 2014-1 Southshore Debt Service Fund 63,251 347 CFD 2006-1 Improvement Area A, Summerly 14,682 350 CFD 98-1 Summerhill Debt Service Fund 34,710 352 AD 86-1 Debt Service Fund 659,115 354 CFD 90-2 Successor RDA Debt Service Fund 36,064 356 AD 90-1A Debt Service Fund 3 357 CFD 2003-2 Canyon Hills Debt Service Fund 46,664 366 CFD 2005-6 City Center Townhomes Debt Service Fund 35,504 368 CFD 2006-2 Viscaya Debt Service Fund 60,968 369 CFD 2004-3 Area 1 Rosetta Canyon Debt Service Fund 39,545 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 AUGUST 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 AUGUST 31, 2016 371 CFD 2005-1 Serenity Debt Service Fund 23,412 372 CFD 2005-2 Alberhill Ranch Debt Service Fund 28,558 374 CFD 2005-4 Lakeview Villas Debt Service Fund 45,346 375 CFD 2006-4 Tract No. 30698 & 32129 Debt Service Fund 16,465 376 CFD 2006-3 La Strada Debt Service Fund 21,035 377 CFD 2006-6 Tessara Debt Service Fund 9,783 378 CFD 2006-8 Tract No. 31957 Debt Service Fund 46,572 384 CFD 2003-2 Area B Canyon Hills Debt Service Fund 55,429 385 CFD 2004-3 Area 2 Rosetta Canyon Debt Service Fund 44,865 386 CFD 2007-4 Mekenna Debt Service Fund 9,038 387 CFD 2007-5 Red Kite Debt Service Fund 64,361 388 CFD 2007-6 Holiday Inn Debt Service Fund 3,749 389 CFD 88-3 (2008A) West Lake Elsinore Debt Service Fund 32,121 390 CFD 2003-2 Area C Canyon Hills Debt Service Fund 35,899 392 CFD 95-1 City Center Debt Service Fund 19,763 393 AD 93-1 Debt Service Fund 31,246 394 CFD 2005-5 (2012A) Wasson Canyon Debt Service Fund 26,636 500 Capital Improvement Plan 1,804,299 520 Successor Agency RDA Area II 2,012,199 530 Successor Agency RDA Area III 1,037,246 540 Successor Area RDA Diamond Stadium 3,017,754 604 Endowment Trust Fund 31,268 605 Public Improvement Trust Fund 848,492 606 Mobile Source Air Polution Reduction Fund 243,622 608 Trust Deposit & Pre Paid Expense Fund 5,717,593 617 Successor Agency Housing Fund 12,145,274 620 Cost Recovery System Fund 1,206,360 631 Lake Destratification Equipment Replacement Fund 230,446 731 LEPFA 2011 Series B 2,713 734 LEPFA 2013 Series C 409,479 736 LEPFA 2013 Series A 20 780 LEPFA General 93,485 Total Pooled Cash & Investments 61,241,004$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 20.31%Unlimited Current Balance 12,014,201$ Municipal Bond / Note 0.59%Unlimited Current Balance 350,632$ Federal Agency Collaterized Mortgage Obligation 1.22%40.00% Current Balance 722,154$ Federal Agency Bond / Note 20.44%*Unlimited Current Balance 12,091,353$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 9.21%25.00% Current Balance 5,450,000$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% Corporate Note 16.11%30.00% Current Balance 9,533,844$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)31.97%*$65 Million Current Balance 18,916,387$ CAMP - Pooled Sweep Account 0.14%Unlimited Current Balance 85,495$ TOTAL 100.00%*59,164,067$ 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 AUGUST 31, 2016 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E City Funds CAMP Account For the Month Ending August 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 7,450.11 3,742,201.17 (3,702,172.76) 0.00 $47,478.52 CAMP Pool Unsettled Trades 0.00 13.19 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,100,953.06 2,972,397.06 (2,945,421.50) (110,148.33) $30,027,873.59 CAMP Managed Account Unsettled Trades 10,093.30 99,697.54 Cash Dividends and Income August 31, 2016 July 31, 2016 Asset Summary CAMP Pool 47,478.52 7,450.11 CAMP Managed Account 30,027,873.59 30,100,953.06 $30,075,352.11 $30,108,403.17 Total Asset Allocation 0.16% CAMP Pool 99.84% CAMP Managed Account Page 1 For the Month Ending August 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 $7,450.11 3,742,201.17 (3,702,172.76) $47,478.52 13.19 $30,100,953.06 0.00 (2,945,421.50) 2,972,397.06 10,093.30 (110,148.33) $30,027,873.59 $30,108,403.17 $30,075,352.11 56,113.35 (3,453.13) 47,037.32 $99,697.54 0.00 3,682,561.76 43,023.09 0.00 (3,699,632.19) (25,952.66) 0.00 Managed Account Total 29,826,342.31 29,873,820.83 104,091.17 3,549,304.56 0.00 43,023.09 (3,574,914.19) (29,747,404.21) (120,094.19) 0.00 104,091.17 7,251,477.32 0.00 43,023.09 (7,317,115.36) (29,754,854.32) (120,094.19) 13.19 Total Accrual Basis Earnings $80,348.54 $80,361.73 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 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 8,445,000.00 8,620,397.91 28.66 Municipal Bond / Note 290,000.00 294,456.85 0.98 Federal Agency Collateralized Mortgage Obligation 525,000.00 527,568.79 1.75 Federal Agency Bond / Note 8,780,000.00 8,784,051.71 29.21 Corporate Note 7,010,000.00 7,147,118.00 23.76 Certificate of Deposit 4,650,000.00 4,654,280.33 15.48 Managed Account Sub-Total 29,700,000.00 30,027,873.59 99.84% Accrued Interest 104,091.17 Total Portfolio 29,700,000.00 30,131,964.76 CAMP Pool 47,478.52 47,478.52 0.16 Total Investments 29,747,478.52 30,179,443.28 100.00% Unsettled Trades 600,000.00 599,029.20 Sector Allocation 15.48% Cert of Deposit 23.76% Corporate Note 1.75% Fed Agency CMO 29.21% Fed Agy Bond / Note 0.16% Mny Mkt Fund 0.98% Muni Bond / Note 28.66% 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 0.16% 12.43% 22.42% 25.17% 18.99% 20.83% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.59 980 1.39% 1.12% Page 3 For the Month Ending August 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.63% A 4.30% A+ 3.15% A- 7.65% A-1 1.91% A-1+ 1.76% AA 61.59% AA+ 12.49% AA- 0.16% AAAm 1.36% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 203,513.00 0.68 AMERICAN EXPRESS CO 589,793.03 1.96 AMERICAN HONDA FINANCE 309,948.23 1.03 APPLE INC 308,993.10 1.03 BANK OF NEW YORK CO INC 577,098.75 1.92 BANK OF NOVA SCOTIA 151,290.75 0.50 BB&T CORPORTATION 402,988.80 1.34 BERKSHIRE HATHAWAY INC 165,331.50 0.55 BURLINGTON NORTHERN SANTA FE 47,478.52 0.16 CAMP Pool 574,292.75 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 770,144.26 2.56 CHEVRON CORP 583,169.85 1.94 CISCO SYSTEMS INC 105,844.52 0.35 CITIGROUP INC 435,448.05 1.45 DEERE & COMPANY 5,136,623.47 17.08 FANNIE MAE 2,335,431.35 7.77 FEDERAL HOME LOAN BANKS 1,839,565.68 6.12 FREDDIE MAC 283,219.25 0.94 GENERAL ELECTRIC CO 303,436.50 1.01 GOLDMAN SACHS GROUP INC 824,071.00 2.74 HSBC HOLDINGS PLC 251,133.75 0.84 IBM CORP 592,173.53 1.97 JP MORGAN CHASE & CO 574,939.63 1.91 NORDEA BANK AB 574,382.45 1.91 RABOBANK NEDERLAND 577,961.25 1.92 ROYAL BANK OF CANADA 575,839.50 1.91 SKANDINAVISKA ENSKIDA BANKEN AB 167,291.85 0.56 STATE OF CONNECTICUT 75,747.38 0.25 STATE STREET CORPORATION 625,525.00 2.08 TORONTO-DOMINION BANK 204,882.00 0.68 TOYOTA MOTOR CORP 8,620,397.91 28.65 UNITED STATES TREASURY 127,165.00 0.42 UNIVERSITY OF CALIFORNIA Page 4 For the Month Ending August 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 702,651.60 2.34 US BANCORP 457,578.90 1.52 WELLS FARGO & COMPANY $30,075,352.11 Total 100.00% Page 5 For the Month Ending August 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 294,861.65 294,591.43 840.27 294,504.49 04/27/1604/22/16AaaAA+ 295,000.00 912828K25 0.84 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 373,338.51 368,686.34 1,175.20 367,412.89 06/03/1406/02/14AaaAA+ 370,000.00 912828A34 1.41 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 384,111.38 379,008.86 2,761.27 380,815.43 03/27/1503/26/15AaaAA+ 375,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1,050,984.90 1,035,273.33 2,668.03 1,029,738.28 05/29/1505/28/15AaaAA+ 1,050,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 554,296.60 545,939.72 18.99 544,822.27 09/03/1509/02/15AaaAA+ 550,000.00 912828UQ1 1.47 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1,158,983.80 1,138,262.38 39.71 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 594,877.75 584,170.74 1,000.00 585,848.63 12/04/1512/01/15AaaAA+ 575,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1,091,466.60 1,065,658.97 61.64 1,068,169.92 12/30/1512/28/15AaaAA+ 1,050,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 860,901.72 853,719.41 4,953.26 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 155,261.70 153,850.04 762.30 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 394,350.75 392,215.13 1,524.71 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 820,156.00 813,574.63 2,396.74 814,343.75 05/31/1605/27/16AaaAA+ 800,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 595,843.75 602,237.55 31.77 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 290,962.80 293,560.81 1,525.27 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 Page 6 For the Month Ending August 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 19,759.16 8,620,397.91 8,520,749.34 1.40 8,521,768.94 8,445,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 127,165.00 125,000.00 700.78 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 167,291.85 165,300.07 1,501.89 165,463.65 03/25/1503/16/15Aa3AA- 165,000.00 20772JZK1 1.90 2,202.67 294,456.85 290,300.07 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 135,439.98 135,634.59 174.38 136,349.51 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 126,006.43 125,891.08 197.74 126,249.99 11/30/1511/06/15AaaAA+ 125,000.00 3136AQSW1 1.20 FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 266,122.38 266,996.99 363.49 267,653.68 10/30/1510/07/15AaaAA+ 265,000.00 3136AQDQ0 1.08 735.61 527,568.79 528,522.66 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 275,790.35 275,644.25 1,161.11 277,934.25 10/05/1210/04/12AaaAA+ 275,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 400,292.00 397,860.98 972.22 393,940.00 05/31/1305/24/13AaaAA+ 400,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 575,419.75 573,295.24 1,397.57 570,141.25 05/24/1305/22/13AaaAA+ 575,000.00 3135G0WJ8 1.05 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 895,582.80 896,705.39 375.00 896,616.00 08/12/1608/11/16AaaAA+ 900,000.00 3130A8PK3 0.82 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 355,558.70 350,006.02 1,485.07 350,010.50 06/19/1406/16/14AaaAA+ 350,000.00 3135G0YT4 1.62 Page 7 For the Month Ending August 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 634,926.25 628,289.11 2,651.91 630,937.50 10/23/1410/22/14AaaAA+ 625,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 725,462.55 723,581.94 100.69 723,289.00 02/23/1602/19/16AaaAA+ 725,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 752,940.00 754,441.32 3,750.00 754,515.00 08/15/1608/12/16AaaAA+ 750,000.00 3137EADZ9 0.90 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 382,961.25 377,638.81 1,658.85 379,260.00 12/03/1412/01/14AaaAA+ 375,000.00 3137EADG1 1.49 FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 427,874.08 428,998.47 428.51 428,959.40 07/20/1607/19/16AaaAA+ 430,000.00 3137EAEB1 0.96 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 721,164.03 723,814.33 511.02 723,782.00 08/02/1607/29/16AaaAA+ 725,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 721,750.55 723,642.37 475.78 723,608.00 08/04/1608/03/16AaaAA+ 725,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 599,029.20 599,064.00 0.00 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 718,098.00 720,700.89 1,064.84 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 139,347.18 139,524.16 58.33 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 457,855.02 458,149.06 191.67 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 16,282.57 8,784,051.71 8,771,356.34 1.09 8,770,306.24 8,780,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 702,651.60 700,000.00 3,400.83 714,952.00 07/30/1207/25/12A1A+ 700,000.00 91159HHD5 1.19 JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 435,448.05 434,946.16 1,073.91 434,795.55 06/12/1406/09/14A2A 435,000.00 24422ESN0 1.14 Page 8 For the Month Ending August 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 249,830.00 249,895.79 613.89 249,620.00 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 150,217.80 150,000.00 395.60 150,000.00 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 175,254.10 175,231.19 461.53 175,946.75 12/05/1211/29/12Aa2AA- 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 251,133.75 249,663.28 199.65 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 402,988.80 399,835.30 378.89 399,444.00 02/11/1301/29/13Aa2AA 400,000.00 084670BH0 1.58 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,948.23 309,610.65 1,016.11 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 444,672.36 440,000.00 1,406.85 440,000.00 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 276,238.35 271,454.65 2,868.75 272,565.00 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 306,931.50 302,035.41 3,187.50 302,817.00 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 50,572.75 49,876.80 350.00 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 252,863.75 249,858.11 1,750.00 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 105,844.52 104,949.42 490.29 104,945.40 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 589,793.03 574,345.88 575.00 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 Page 9 For the Month Ending August 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 165,331.50 164,526.48 2,937.50 165,585.00 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 283,219.25 277,778.12 2,024.31 289,082.50 03/25/1503/20/15A1AA+ 250,000.00 36962G4J0 2.05 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 76,263.15 75,206.60 138.85 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 381,315.75 376,822.54 694.27 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 204,882.00 201,282.62 2,018.61 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 592,173.53 577,297.11 2,986.81 577,857.75 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 308,993.10 306,600.63 4,000.00 306,978.00 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 203,513.00 199,559.31 1,450.00 199,536.00 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 151,290.75 149,906.67 948.13 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 75,747.38 74,731.18 414.38 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 35,781.66 7,147,118.00 7,065,413.90 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 574,292.75 575,000.00 2,339.13 575,000.00 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 574,382.45 575,000.00 2,221.74 575,000.00 04/27/1504/22/15P-1A-1 575,000.00 21684BXH2 1.07 Page 10 For the Month Ending August 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 574,939.63 575,000.00 1,800.07 575,000.00 05/29/1505/27/15Aa3AA- 575,000.00 65558LFA5 1.15 TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 625,525.00 625,000.00 1,571.53 625,000.00 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 577,098.75 575,000.00 2,865.42 575,000.00 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 575,839.50 575,000.00 6,831.64 575,000.00 11/17/1511/16/15P-1A-1 575,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 574,241.00 575,000.00 7,084.00 575,000.00 11/18/1511/17/15P-1A-1+ 575,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 577,961.25 575,000.00 4,615.97 575,000.00 03/15/1603/11/16Aa3AA- 575,000.00 78009NZZ2 1.69 29,329.50 4,654,280.33 4,650,000.00 1.34 4,650,000.00 4,650,000.00 Security Type Sub-Total 29,700,000.00 29,857,568.06 1.39 104,091.17 29,826,342.31 30,027,873.59 Managed Account Sub-Total Money Market Fund CAMP Pool 47,478.52 47,478.52 0.00 47,478.52 NRAAAm 47,478.52 47,478.52 47,478.52 0.00 47,478.52 47,478.52 Money Market Sub-Total $29,747,478.52 $29,905,046.58 $104,091.17 $29,873,820.83 $30,075,352.11 1.39% $30,179,443.28 $104,091.17 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 11 For the Month Ending August 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 FUND Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.61 270.22 357.16 294,861.65 99.95 MORGANST 295,000.00 912828K25US TREASURY NOTES DTD 04/15/2015 0.750% 04/15/2018 0.78 1.61 2.21 4,652.17 5,925.62 373,338.51 100.90 CITIGRP 370,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.84 2.21 2.98 5,102.52 3,295.95 384,111.38 102.43 JPMCHASE 375,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.95 2.98 3.18 15,711.57 21,246.62 1,050,984.90 100.09 CITIGRP 1,050,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 0.97 3.18 3.42 8,356.88 9,474.33 554,296.60 100.78 MERRILL 550,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.02 3.42 3.42 20,721.42 23,358.80 1,158,983.80 100.78 CITIGRP 1,150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.02 3.42 3.76 10,707.01 9,029.12 594,877.75 103.46 MERRILL 575,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.10 3.76 3.84 25,807.63 23,296.68 1,091,466.60 103.95 MORGANST 1,050,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.11 3.84 3.99 7,182.31 5,348.59 860,901.72 102.49 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.14 3.99 4.06 1,411.66 978.50 155,261.70 103.51 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.15 4.06 4.11 2,135.62 512.86 394,350.75 105.16 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.15 4.11 4.16 6,581.37 5,812.25 820,156.00 102.52 MORGANST 800,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.15 4.16 4.30 (6,393.80)(7,277.34) 595,843.75 103.63 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.17 4.30 4.42 (2,598.01)(2,730.17) 290,962.80 100.33 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.18 4.42 98,628.97 1.06 3.60 99,648.57 8,620,397.91 8,445,000.00 Security Type Sub-Total 3.60 Municipal Bond / Note 1.67 2,165.00 2,165.00 127,165.00 101.73 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 0.88 1.67 Page 12 For the Month Ending August 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 Municipal Bond / Note 2.45 1,991.78 1,828.20 167,291.85 101.39 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.41 2.45 3,993.20 1.18 2.11 4,156.78 294,456.85 290,000.00 Security Type Sub-Total 2.11 Federal Agency Collateralized Mortgage Obligation 1.40 (194.61)(909.53) 135,439.98 100.33 GOLDMAN 135,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.24 1.43 2.11 115.35 (243.56) 126,006.43 100.81 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.46 1.67 2.77 (874.61)(1,531.30) 266,122.38 100.42 MORGANST 265,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.45 1.98 (2,684.39) 1.40 2.26 (953.87) 527,568.79 525,000.00 Security Type Sub-Total 1.77 Federal Agency Bond / Note 1.07 146.10 (2,143.90) 275,790.35 100.29 JEFFERIE 275,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.73 1.07 1.70 2,431.02 6,352.00 400,292.00 100.07 CSFB 400,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.83 1.70 1.70 2,124.51 5,278.50 575,419.75 100.07 BNP PARI 575,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.83 1.70 1.92 (1,122.59)(1,033.20) 895,582.80 99.51 CITIGRP 900,000.00 3130A8PK3FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 0.88 1.92 2.19 5,552.68 5,548.20 355,558.70 101.59 HSBC 350,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.91 2.19 2.19 6,637.14 3,988.75 634,926.25 101.59 GOLDMAN 625,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.91 2.19 2.45 1,880.61 2,173.55 725,462.55 100.06 JPMCHASE 725,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.97 2.45 2.57 (1,501.32)(1,575.00) 752,940.00 100.39 TD SEC U 750,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 0.97 2.57 2.67 5,322.44 3,701.25 382,961.25 102.12 TD SEC U 375,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 0.97 2.67 Page 13 For the Month Ending August 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 2.84 (1,124.39)(1,085.32) 427,874.08 99.51 TD SEC U 430,000.00 3137EAEB1FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 1.05 2.84 2.87 (2,650.30)(2,617.97) 721,164.03 99.47 GOLDMAN 725,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.06 2.87 2.88 (1,891.82)(1,857.45) 721,750.55 99.55 WELLSFAR 725,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.03 2.88 2.94 (34.80)(34.80) 599,029.20 99.84 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.06 2.94 4.71 (2,602.89)(2,493.28) 718,098.00 99.05 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.33 4.71 4.79 (176.98)(173.88) 139,347.18 99.53 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.35 4.79 4.79 (294.04)(281.98) 457,855.02 99.53 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.35 4.79 13,745.47 1.01 2.73 12,695.37 8,784,051.71 8,780,000.00 Security Type Sub-Total 2.73 Corporate Note 0.62 2,651.60 (12,300.40) 702,651.60 100.38 04/15/17BARCLAYS 700,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.11 0.56 0.77 501.89 652.50 435,448.05 100.10 HSBC 435,000.00 24422ESN0JOHN DEERE CAPITAL CORP NOTES DTD 06/12/2014 1.125% 06/12/2017 0.99 0.77 0.80 (65.79) 210.00 249,830.00 99.93 HSBC 250,000.00 40434CAA3HSBC USA INC DTD 06/23/2014 1.300% 06/23/2017 1.38 0.80 1.16 217.80 217.80 150,217.80 100.15 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 0.99 1.21 1.16 22.91 (692.65) 175,254.10 100.15 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 0.99 1.21 1.42 1,470.47 2,278.75 251,133.75 100.45 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.93 1.42 Page 14 For the Month Ending August 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 1.42 3,153.50 3,544.80 402,988.80 100.75 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 1.03 1.42 1.65 337.58 1,092.13 309,948.23 99.98 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.01 1.65 1.78 4,672.36 4,672.36 444,672.36 101.06 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.12 1.78 2.41 4,783.70 3,673.35 276,238.35 102.31 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.18 2.41 2.41 4,896.09 4,114.50 306,931.50 102.31 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.18 2.41 2.48 695.95 711.75 50,572.75 101.15 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.56 2.51 2.48 3,005.64 3,023.75 252,863.75 101.15 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.56 2.51 2.67 895.10 899.12 105,844.52 100.80 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.75 2.67 2.86 15,447.15 15,856.78 589,793.03 102.57 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.36 2.86 2.85 805.02 (253.50) 165,331.50 110.22 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.31 2.85 3.08 5,441.13 (5,863.25) 283,219.25 113.29 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.43 3.08 3.28 1,056.55 975.15 76,263.15 101.68 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.64 3.28 3.28 4,493.21 3,694.50 381,315.75 101.68 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.64 3.28 3.36 3,599.38 3,106.00 204,882.00 102.44 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.44 3.36 3.52 14,876.42 14,315.78 592,173.53 102.99 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.93 3.57 Page 15 For the Month Ending August 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 4.30 2,392.47 2,015.10 308,993.10 103.00 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 1.82 4.30 4.40 3,953.69 3,977.00 203,513.00 101.76 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 1.86 4.40 4.43 1,384.08 1,389.75 151,290.75 100.86 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.86 4.43 4.47 1,016.20 1,030.88 75,747.38 101.00 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.73 4.47 52,341.95 1.35 2.32 81,704.10 7,147,118.00 7,010,000.00 Security Type Sub-Total 2.32 Certificate of Deposit 0.59 (707.25)(707.25) 574,292.75 99.88 GOLDMAN 575,000.00 13606JYY9CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 1.20 0.59 0.63 (617.55)(617.55) 574,382.45 99.89 GOLDMAN 575,000.00 21684BXH2RABOBANK NEDERLAND NV CERT DEPOS DTD 04/27/2015 1.070% 04/21/2017 1.22 0.63 0.73 (60.37)(60.37) 574,939.63 99.99 MERRILL 575,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.15 0.73 0.80 525.00 525.00 625,525.00 100.08 TD SEC U 625,000.00 89113ESN7TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 1.13 0.80 1.18 2,098.75 2,098.75 577,098.75 100.37 UBS AG 575,000.00 06417GAS7BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 1.23 1.18 1.21 839.50 839.50 575,839.50 100.15 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.14 1.21 1.21 (759.00)(759.00) 574,241.00 99.87 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.00 1.21 1.51 2,961.25 2,961.25 577,961.25 100.52 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.33 1.51 4,280.33 1.05 0.98 4,280.33 4,654,280.33 4,650,000.00 Security Type Sub-Total 0.98 29,700,000.00 30,027,873.59 170,305.53 201,531.28 2.59 1.12 Managed Account Sub-Total 2.59 Money Market Fund Page 16 For the Month Ending August 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 47,478.52 1.00 47,478.52 CAMP Pool 0.00 47,478.52 47,478.52 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $30,179,443.28 $104,091.17 $30,075,352.11 Accrued Interest Securities Sub-Total $29,747,478.52 $170,305.53 $201,531.28 2.59 1.12% 2.59 Bolded items are forward settling trades. Page 17 For the Month Ending August 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 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 08/04/16 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 (723,608.00) 0.00 (723,608.00) 725,000.00 08/03/16 08/12/16 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 3130A8PK3 (896,616.00)(78.13)(896,694.13) 900,000.00 08/11/16 08/15/16 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 (754,515.00)(3,375.00)(757,890.00) 750,000.00 08/12/16 08/19/16 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 (139,521.06) 0.00 (139,521.06) 140,000.00 08/17/16 08/19/16 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 (458,137.00) 0.00 (458,137.00) 460,000.00 08/17/16 09/02/16 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 (599,064.00) 0.00 (599,064.00) 600,000.00 08/31/16 (3,453.13) (4,298,696.19)(4,295,243.06) 4,300,000.00 Transaction Type Sub-Total INTEREST 08/25/16 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 08/01/16 08/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 197.72 197.72 125,000.00 08/01/16 08/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 174.38 174.38 135,000.00 08/01/16 08/08/16 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 459200HK0 0.00 1,562.50 1,562.50 250,000.00 08/08/16 08/09/16 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 084670BH0 0.00 3,100.00 3,100.00 400,000.00 08/09/16 08/15/16 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 0.00 6,468.75 6,468.75 575,000.00 08/15/16 08/26/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 0.00 3,625.00 3,625.00 725,000.00 08/26/16 Page 18 For the Month Ending August 31, 2016Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/31/16 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 0.00 3,437.50 3,437.50 550,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 0.00 7,187.50 7,187.50 1,150,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 5,750.00 5,750.00 575,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 11,156.25 11,156.25 1,050,000.00 08/31/16 43,023.09 43,023.09 0.00 5,800,000.00 Transaction Type Sub-Total SELL 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 08/04/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 301,593.75 1,032.79 302,626.54 5,496.09 4,403.12 SPEC LOT 300,000.00 08/03/16 08/04/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 110,584.38 378.69 110,963.07 2,633.99 2,008.05 SPEC LOT 110,000.00 08/03/16 08/04/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 308,542.97 1,807.38 310,350.35 3,890.63 5,258.07 SPEC LOT 300,000.00 08/03/16 08/12/16 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 912828VQ0 886,347.66 392.32 886,739.98 (2,255.86) 3,623.25 SPEC LOT 875,000.00 08/11/16 08/15/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 163,512.50 973.22 164,485.72 3,337.50 3,410.07 SPEC LOT 160,000.00 08/12/16 08/15/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 587,623.05 3,497.53 591,120.58 11,724.61 12,088.90 SPEC LOT 575,000.00 08/12/16 08/19/16 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 912828A42 544,687.50 2,295.08 546,982.58 4,696.29 6,102.89 SPEC LOT 525,000.00 08/17/16 08/19/16 US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 912828PC8 42,529.69 273.91 42,803.60 48.44 201.21 SPEC LOT 40,000.00 08/17/16 09/02/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 588,970.70 4,261.44 593,232.14 5,053.70 7,829.11 SPEC LOT 575,000.00 08/31/16 17,351.70 58,308.99 52,091.02 4,275,793.90 4,258,442.20 4,180,000.00 Transaction Type Sub-Total Page 19 For the Month Ending August 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 (36,800.86) 56,921.66 20,120.80 52,091.02 58,308.99 Managed Account Sub-Total Total Security Transactions $52,091.02 $20,120.80 $56,921.66 ($36,800.86)$58,308.99 Bolded items are forward settling trades. Page 20 For the Month Ending August 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 7,450.11 Opening Balance 08/01/16 08/01/16 Purchase - Interest 912828VP2 1.00 5,750.00 13,200.11 08/01/16 08/01/16 Purchase - Interest 912828VQ0 1.00 6,015.63 19,215.74 08/01/16 08/01/16 Purchase - Interest 94974BGF1 1.00 4,031.25 23,246.99 08/01/16 08/01/16 Purchase - Interest 94974BGF1 1.00 806.25 24,053.24 08/02/16 08/02/16 Purchase - Interest 912828TR1 1.00 2,439.34 26,492.58 08/02/16 08/02/16 Purchase - Principal 912828TR1 1.00 724,050.00 750,542.58 08/02/16 08/02/16 Redemption - Principal 3135G0N33 1.00 (723,782.00) 26,760.58 08/04/16 08/04/16 Purchase - Interest 912828F39 1.00 1,807.38 28,567.96 08/04/16 08/04/16 Purchase - Principal 912828F39 1.00 308,542.97 337,110.93 08/04/16 08/04/16 Purchase - Interest 912828TR1 1.00 1,032.79 338,143.72 08/04/16 08/04/16 Purchase - Interest 912828TR1 1.00 378.69 338,522.41 08/04/16 08/04/16 Purchase - Principal 912828TR1 1.00 301,593.75 640,116.16 08/04/16 08/04/16 Purchase - Principal 912828TR1 1.00 110,584.38 750,700.54 08/04/16 08/04/16 Redemption - Principal 3130A8Y72 1.00 (723,608.00) 27,092.54 08/08/16 08/08/16 Purchase - Interest 459200HK0 1.00 1,562.50 28,655.04 08/09/16 08/09/16 Purchase - Interest 084670BH0 1.00 3,100.00 31,755.04 08/12/16 08/12/16 Purchase - Interest 912828VQ0 1.00 392.32 32,147.36 08/12/16 08/12/16 Purchase - Principal 912828VQ0 1.00 886,347.66 918,495.02 08/12/16 08/12/16 Redemption - Principal 3130A8PK3 1.00 (896,616.00) 21,879.02 08/12/16 08/12/16 Redemption - Interest 3130A8PK3 1.00 (78.13) 21,800.89 08/15/16 08/15/16 Purchase - Interest 02665WAH4 1.00 6,468.75 28,269.64 Page 21 For the Month Ending August 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 08/15/16 08/15/16 Purchase - Interest 912828C65 1.00 3,497.53 31,767.17 08/15/16 08/15/16 Purchase - Interest 912828C65 1.00 973.22 32,740.39 08/15/16 08/15/16 Purchase - Principal 912828C65 1.00 587,623.05 620,363.44 08/15/16 08/15/16 Purchase - Principal 912828C65 1.00 163,512.50 783,875.94 08/15/16 08/15/16 Redemption - Principal 3137EADZ9 1.00 (754,515.00) 29,360.94 08/15/16 08/15/16 Redemption - Interest 3137EADZ9 1.00 (3,375.00) 25,985.94 08/19/16 08/19/16 Purchase - Interest 912828A42 1.00 2,295.08 28,281.02 08/19/16 08/19/16 Purchase - Principal 912828A42 1.00 544,687.50 572,968.52 08/19/16 08/19/16 Purchase - Interest 912828PC8 1.00 273.91 573,242.43 08/19/16 08/19/16 Purchase - Principal 912828PC8 1.00 42,529.69 615,772.12 08/19/16 08/19/16 Redemption - Principal 3135G0N82 1.00 (458,137.00) 157,635.12 08/19/16 08/19/16 Redemption - Principal 3135G0N82 1.00 (139,521.06) 18,114.06 08/23/16 08/23/16 IP Fees July 2016 1.00 (2,337.02) 15,777.04 08/23/16 08/23/16 U.S. Bank Fees June 2016 1.00 (203.55) 15,573.49 08/25/16 08/25/16 Purchase - Interest 3136ANJY4 1.00 174.38 15,747.87 08/25/16 08/25/16 Purchase - Interest 3136AQDQ0 1.00 363.49 16,111.36 08/25/16 08/25/16 Purchase - Interest 3136AQSW1 1.00 197.72 16,309.08 08/26/16 08/26/16 Purchase - Interest 3135G0J53 1.00 3,625.00 19,934.08 08/31/16 08/31/16 Purchase - Interest 912828B90 1.00 5,750.00 25,684.08 08/31/16 08/31/16 Purchase - Interest 912828UQ1 1.00 7,187.50 32,871.58 08/31/16 08/31/16 Purchase - Interest 912828UQ1 1.00 3,437.50 36,309.08 08/31/16 08/31/16 Purchase - Interest 912828VV9 1.00 11,156.25 47,465.33 Page 22 For the Month Ending August 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 08/31/16 09/01/16 Accrual Income Div Reinvestment - Distributions 1.00 13.19 47,478.52 47,478.52 47,478.52 47,478.52 24,073.30 136.92 0.00 (12,732,967.78) 12,757,458.84 22,987.46 13.19 47,478.52 0.00 (3,702,172.76) 3,742,201.17 7,450.11 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 August January-August 0.64% Page 23 Housing Funds CAMP Account For the Month Ending August 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 9,896.25 566,165.18 (554,618.73) 0.00 $21,442.70 CAMP Pool Unsettled Trades 0.00 8.23 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,097,807.38 429,112.06 (427,875.20) (18,467.70) $5,082,465.91 CAMP Managed Account Unsettled Trades 1,889.37 15,644.44 Cash Dividends and Income August 31, 2016 July 31, 2016 Asset Summary CAMP Pool 21,442.70 9,896.25 CAMP Managed Account 5,082,465.91 5,097,807.38 $5,103,908.61 $5,107,703.63 Total Asset Allocation 0.42% CAMP Pool 99.58% CAMP Managed Account Page 1 For the Month Ending August 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 $9,896.25 566,165.18 (554,618.73) $21,442.70 8.23 $5,097,807.38 0.00 (427,875.20) 429,112.06 1,889.37 (18,467.70) $5,082,465.91 $5,107,703.63 $5,103,908.61 8,884.87 (285.94) 7,045.51 $15,644.44 0.00 555,126.52 7,336.68 0.00 (554,188.00) (8,275.20) 0.00 Managed Account Total 5,050,415.42 5,071,858.12 16,777.88 552,804.86 0.00 7,336.68 (554,203.00) (5,041,594.47) (19,544.28) 0.00 16,777.88 1,107,423.59 0.00 7,336.68 (1,120,368.18) (5,051,490.72) (19,544.28) 8.23 Total Accrual Basis Earnings $11,993.09 $12,001.32 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 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 1,660,000.00 1,693,606.94 33.17 Municipal Bond / Note 30,000.00 30,416.70 0.60 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,473.36 1.87 Federal Agency Bond / Note 1,535,000.00 1,534,088.93 30.06 Corporate Note 1,310,000.00 1,328,361.48 26.03 Certificate of Deposit 400,000.00 400,518.50 7.85 Managed Account Sub-Total 5,030,000.00 5,082,465.91 99.58% Accrued Interest 16,777.88 Total Portfolio 5,030,000.00 5,099,243.79 CAMP Pool 21,442.70 21,442.70 0.42 Total Investments 5,051,442.70 5,120,686.49 100.00% Unsettled Trades 125,000.00 124,797.75 Sector Allocation 7.85% Cert of Deposit 26.03% Corporate Note 1.87% Fed Agency CMO 30.06% Fed Agy Bond / Note 0.42% Mny Mkt Fund 0.60% Muni Bond / Note 33.17% 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 0.42% 5.40% 32.08% 21.31% 19.03% 21.76% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.60 984 1.36% 1.09% Page 3 For the Month Ending August 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.49% A 4.47% A+ 2.51% A- 1.96% A-1 1.96% A-1+ 66.20% AA+ 13.51% AA- 0.42% AAAm 1.48% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 102,572.70 2.01 AMERICAN HONDA FINANCE 54,990.82 1.08 APPLE INC 151,729.45 2.97 BANK OF NEW YORK CO INC 25,215.13 0.49 BB&T CORPORTATION 27,555.25 0.54 BURLINGTON NORTHERN SANTA FE 21,442.70 0.42 CAMP Pool 256,103.62 5.02 CHEVRON CORP 102,310.50 2.00 CISCO SYSTEMS INC 25,201.08 0.49 CITIGROUP INC 1,006,148.89 19.71 FANNIE MAE 397,764.85 7.79 FEDERAL HOME LOAN BANKS 225,648.55 4.42 FREDDIE MAC 50,572.75 0.99 GOLDMAN SACHS GROUP INC 99,868.00 1.96 HSBC HOLDINGS PLC 100,453.50 1.97 IBM CORP 102,986.70 2.02 JP MORGAN CHASE & CO 99,989.50 1.96 NORDEA BANK AB 100,515.00 1.97 ROYAL BANK OF CANADA 100,146.00 1.96 SKANDINAVISKA ENSKIDA BANKEN AB 30,416.70 0.60 STATE OF CONNECTICUT 25,249.13 0.49 STATE STREET CORPORATION 1,693,606.94 33.19 UNITED STATES TREASURY 125,473.50 2.46 US BANCORP 177,947.35 3.49 WELLS FARGO & COMPANY $5,103,908.61 Total 100.00% Page 4 For the Month Ending August 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 49,957.05 49,935.20 131.49 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 149,800.80 148,977.83 238.22 147,117.19 05/09/1405/06/14AaaAA+ 150,000.00 912828UA6 1.18 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 95,857.19 94,662.71 301.74 94,335.74 06/03/1406/02/14AaaAA+ 95,000.00 912828A34 1.41 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 112,672.67 111,175.93 809.97 111,705.86 03/27/1503/26/15AaaAA+ 110,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 150,140.70 147,896.19 381.15 147,105.47 05/29/1505/28/15AaaAA+ 150,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 125,976.50 123,724.17 4.32 123,437.50 11/09/1511/05/15AaaAA+ 125,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 151,171.80 149,662.59 5.18 149,578.13 10/09/1510/08/15AaaAA+ 150,000.00 912828UQ1 1.32 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 77,592.75 76,196.18 130.43 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 181,911.10 177,609.83 10.27 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 102,488.30 101,633.26 589.67 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 77,630.85 76,925.02 381.15 77,141.60 03/04/1603/02/16AaaAA+ 75,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 131,450.25 130,738.38 508.24 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 128,149.38 127,121.04 374.49 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 103,625.00 104,736.97 5.52 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 Page 5 For the Month Ending August 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 55,182.60 55,675.33 289.28 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 4,161.12 1,693,606.94 1,676,670.63 1.35 1,675,536.92 1,660,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,416.70 30,054.56 273.07 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 273.07 30,416.70 30,054.56 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 25,081.48 25,117.52 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 25,201.29 25,178.22 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 45,190.59 45,339.12 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.56 95,473.36 95,634.86 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 50,145.60 50,017.02 86.11 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 175,502.95 175,409.98 738.89 176,867.25 10/05/1210/04/12AaaAA+ 175,000.00 3137EADL0 0.78 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 50,085.25 49,884.04 151.91 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 100,073.00 99,465.24 243.06 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 125,091.25 124,629.40 303.82 123,943.75 05/24/1305/22/13AaaAA+ 125,000.00 3135G0WJ8 1.05 Page 6 For the Month Ending August 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FEDERAL HOME LOAN BANKS AGCY DTD 05/27/2016 0.875% 06/29/2018 50,005.90 50,010.78 75.35 50,011.08 08/12/1608/11/16AaaAA+ 50,000.00 3130A8BD4 0.86 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 99,509.20 99,633.93 41.67 99,624.00 08/12/1608/11/16AaaAA+ 100,000.00 3130A8PK3 0.82 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 106,667.61 105,552.57 445.52 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 50,031.90 50,123.41 6.94 50,126.50 08/08/1608/05/16AaaAA+ 50,000.00 3135G0J53 0.90 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,079.75 124,755.51 17.36 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 124,338.63 124,795.57 88.11 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 124,439.75 124,765.93 82.03 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 124,797.75 124,805.00 0.00 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 123,810.00 124,258.78 183.59 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,883.43 24,915.03 10.42 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 79,626.96 79,678.10 33.33 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 2,508.11 1,534,088.93 1,532,700.29 1.04 1,532,617.44 1,535,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 125,473.50 125,361.49 607.29 127,670.00 07/30/1207/25/12A1A+ 125,000.00 91159HHD5 1.19 Page 7 For the Month Ending August 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 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 75,108.90 75,099.08 197.80 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 100,145.20 100,000.00 263.73 100,000.00 12/05/1211/28/12Aa2AA- 100,000.00 166764AA8 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,453.50 99,865.31 79.86 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 100,230.60 99,991.01 656.25 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 54,990.82 54,930.92 180.28 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,849.52 80,000.00 255.79 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 51,155.25 50,269.38 531.25 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 51,155.25 50,339.24 531.25 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 50,572.75 49,971.62 350.00 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 25,201.08 24,987.96 116.74 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 102,572.70 99,886.24 100.00 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 27,555.25 27,421.08 489.58 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 177,947.35 175,850.52 323.99 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 Page 8 For the Month Ending August 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 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 102,986.70 100,399.50 519.44 100,497.00 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 51,498.85 51,086.89 666.67 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 25,215.13 24,984.45 158.02 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 25,249.13 24,910.39 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 6,166.07 1,328,361.48 1,315,355.08 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 99,989.50 100,000.00 313.06 100,000.00 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 100,146.00 100,000.00 1,188.11 100,000.00 11/17/1511/16/15P-1A-1 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 99,868.00 100,000.00 1,232.00 100,000.00 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 100,515.00 100,000.00 802.78 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 3,535.95 400,518.50 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,030,000.00 5,052,645.25 1.36 16,777.88 5,050,415.42 5,082,465.91 Managed Account Sub-Total Money Market Fund CAMP Pool 21,442.70 21,442.70 0.00 21,442.70 NRAAAm 21,442.70 21,442.70 21,442.70 0.00 21,442.70 21,442.70 Money Market Sub-Total Page 9 For the Month Ending August 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS $5,051,442.70 $5,074,087.95 $16,777.88 $5,071,858.12 $5,103,908.61 1.36% $5,120,686.49 $16,777.88 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 10 For the Month Ending August 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 1.07 21.85 248.07 49,957.05 99.91 CITIGRP 50,000.00 912828TS9US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 0.70 1.07 1.24 822.97 2,683.61 149,800.80 99.87 MERRILL 150,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.73 1.24 2.21 1,194.48 1,521.45 95,857.19 100.90 CITIGRP 95,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.84 2.21 2.98 1,496.74 966.81 112,672.67 102.43 JPMCHASE 110,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.95 2.98 3.18 2,244.51 3,035.23 150,140.70 100.09 CITIGRP 150,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 0.97 3.18 3.42 2,252.33 2,539.00 125,976.50 100.78 CITIGRP 125,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.02 3.42 3.42 1,509.21 1,593.67 151,171.80 100.78 MORGANST 150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.02 3.42 3.76 1,396.57 1,177.71 77,592.75 103.46 MERRILL 75,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.10 3.76 3.84 4,301.27 3,882.78 181,911.10 103.95 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.11 3.84 3.99 855.04 636.74 102,488.30 102.49 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.14 3.99 4.06 705.83 489.25 77,630.85 103.51 MERRILL 75,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.15 4.06 4.11 711.87 170.95 131,450.25 105.16 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.15 4.11 4.16 1,028.34 908.17 128,149.38 102.52 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.15 4.16 4.30 (1,111.97)(1,265.63) 103,625.00 103.63 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.17 4.30 4.42 (492.73)(517.79) 55,182.60 100.33 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.18 4.42 18,070.02 1.03 3.36 16,936.31 1,693,606.94 1,660,000.00 Security Type Sub-Total 3.36 Municipal Bond / Note Page 11 For the Month Ending August 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 Municipal Bond / Note 2.45 362.14 332.40 30,416.70 101.39 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.41 2.45 332.40 1.41 2.45 362.14 30,416.70 30,000.00 Security Type Sub-Total 2.45 Federal Agency Collateralized Mortgage Obligation 1.40 (36.04)(168.43) 25,081.48 100.33 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.24 1.43 2.11 23.07 (48.71) 25,201.29 100.81 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.46 1.67 2.77 (148.53)(260.04) 45,190.59 100.42 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.45 1.98 (477.18) 1.40 2.24 (161.50) 95,473.36 95,000.00 Security Type Sub-Total 1.76 Federal Agency Bond / Note 0.82 128.58 87.10 50,145.60 100.29 BNP PARI 50,000.00 3137EADH9FREDDIE MAC GLOBAL NOTES DTD 05/14/2012 1.000% 06/29/2017 0.65 0.82 1.07 92.97 (1,364.30) 175,502.95 100.29 JEFFERIE 175,000.00 3137EADL0FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 0.73 1.07 1.14 201.21 471.75 50,085.25 100.17 SOC GEN 50,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.73 1.14 1.70 607.76 1,588.00 100,073.00 100.07 CSFB 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.83 1.70 1.70 461.85 1,147.50 125,091.25 100.07 BNP PARI 125,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.83 1.70 1.81 (4.88)(5.18) 50,005.90 100.01 WELLSFAR 50,000.00 3130A8BD4FEDERAL HOME LOAN BANKS AGCY DTD 05/27/2016 0.875% 06/29/2018 0.87 1.81 1.92 (124.73)(114.80) 99,509.20 99.51 CITIGRP 100,000.00 3130A8PK3FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 0.88 1.92 2.19 1,115.04 670.11 106,667.61 101.59 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.91 2.19 2.45 (91.51)(94.60) 50,031.90 100.06 BMO 50,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.97 2.45 Page 12 For the Month Ending August 31, 2016Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.45 324.24 374.75 125,079.75 100.06 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.97 2.45 2.87 (456.94)(451.37) 124,338.63 99.47 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.06 2.87 2.88 (326.18)(320.25) 124,439.75 99.55 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.03 2.88 2.94 (7.25)(7.25) 124,797.75 99.84 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.06 2.94 4.71 (448.78)(429.88) 123,810.00 99.05 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.33 4.71 4.79 (31.60)(31.05) 24,883.43 99.53 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.35 4.79 4.79 (51.14)(49.04) 79,626.96 99.53 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.35 4.79 1,471.49 0.96 2.46 1,388.64 1,534,088.93 1,535,000.00 Security Type Sub-Total 2.46 Corporate Note 0.62 112.01 (2,196.50) 125,473.50 100.38 04/15/17BARCLAYS 125,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.11 0.56 1.16 9.82 (296.85) 75,108.90 100.15 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 0.99 1.21 1.16 145.20 145.20 100,145.20 100.15 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 0.99 1.21 1.42 588.19 911.50 100,453.50 100.45 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.93 1.42 1.49 239.59 259.60 100,230.60 100.23 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.20 1.44 1.65 59.90 193.77 54,990.82 99.98 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.01 1.65 Page 13 For the Month Ending August 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 1.78 849.52 849.52 80,849.52 101.06 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.12 1.78 2.41 885.87 680.25 51,155.25 102.31 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.18 2.41 2.41 816.01 685.75 51,155.25 102.31 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.18 2.41 2.48 601.13 604.75 50,572.75 101.15 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.56 2.51 2.67 213.12 214.08 25,201.08 100.80 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.75 2.67 2.86 2,686.46 2,757.70 102,572.70 102.57 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.36 2.86 2.85 134.17 (42.25) 27,555.25 110.22 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.31 2.85 3.28 2,096.83 1,724.10 177,947.35 101.68 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.64 3.28 3.52 2,587.20 2,489.70 102,986.70 102.99 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.93 3.57 4.30 411.96 349.85 51,498.85 103.00 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 1.82 4.30 4.43 230.68 231.63 25,215.13 100.86 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.86 4.43 4.47 338.74 343.63 25,249.13 101.00 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.73 4.47 9,905.43 1.33 2.27 13,006.40 1,328,361.48 1,310,000.00 Security Type Sub-Total 2.27 Certificate of Deposit 0.73 (10.50)(10.50) 99,989.50 99.99 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.15 0.73 Page 14 For the Month Ending August 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 1.21 146.00 146.00 100,146.00 100.15 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.14 1.21 1.21 (132.00)(132.00) 99,868.00 99.87 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.00 1.21 1.51 515.00 515.00 100,515.00 100.52 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.33 1.51 518.50 0.91 1.17 518.50 400,518.50 400,000.00 Security Type Sub-Total 1.17 5,030,000.00 5,082,465.91 29,820.66 32,050.49 2.60 1.09 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 21,442.70 1.00 21,442.70 CAMP Pool 0.00 21,442.70 21,442.70 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,120,686.49 $16,777.88 $5,103,908.61 Accrued Interest Securities Sub-Total $5,051,442.70 $29,820.66 $32,050.49 2.60 1.09% 2.60 Bolded items are forward settling trades. Page 15 For the Month Ending August 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 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 08/04/16 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 (124,760.00) 0.00 (124,760.00) 125,000.00 08/03/16 08/08/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 (50,126.50)(225.00)(50,351.50) 50,000.00 08/05/16 08/12/16 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 3130A8PK3 (99,624.00)(8.68)(99,632.68) 100,000.00 08/11/16 08/12/16 FEDERAL HOME LOAN BANKS AGCY DTD 05/27/2016 0.875% 06/29/2018 3130A8BD4 (50,011.08)(52.26)(50,063.34) 50,000.00 08/11/16 08/19/16 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 (24,914.48) 0.00 (24,914.48) 25,000.00 08/17/16 08/19/16 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 (79,676.00) 0.00 (79,676.00) 80,000.00 08/17/16 09/02/16 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 (124,805.00) 0.00 (124,805.00) 125,000.00 08/31/16 (285.94) (678,993.00)(678,707.06) 680,000.00 Transaction Type Sub-Total INTEREST 08/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 08/01/16 08/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 08/01/16 08/25/16 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 08/01/16 08/08/16 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 459200HK0 0.00 625.00 625.00 100,000.00 08/08/16 08/15/16 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 0.00 1,125.00 1,125.00 100,000.00 08/15/16 08/26/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 0.00 250.00 250.00 50,000.00 08/26/16 Page 16 For the Month Ending August 31, 2016Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/26/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 0.00 625.00 625.00 125,000.00 08/26/16 08/31/16 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 0.00 937.50 937.50 150,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 0.00 781.25 781.25 125,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 1,859.37 1,859.37 175,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 1,000.00 1,000.00 100,000.00 08/31/16 7,336.68 7,336.68 0.00 1,020,000.00 Transaction Type Sub-Total 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 08/04/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 25,132.81 86.06 25,218.87 598.63 456.37 SPEC LOT 25,000.00 08/03/16 08/04/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 75,398.44 258.20 75,656.64 1,374.03 1,100.79 SPEC LOT 75,000.00 08/03/16 08/04/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 20,569.53 120.49 20,690.02 259.37 350.54 SPEC LOT 20,000.00 08/03/16 08/08/16 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 912828B33 50,861.33 16.30 50,877.63 1,093.75 991.40 SPEC LOT 50,000.00 08/05/16 08/12/16 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 912828VQ0 101,296.88 44.84 101,341.72 (257.81) 414.09 SPEC LOT 100,000.00 08/11/16 08/12/16 US TREASURY NOTES DTD 05/31/2013 1.000% 05/31/2018 912828VE7 50,222.66 99.73 50,322.39 244.14 240.06 SPEC LOT 50,000.00 08/11/16 08/19/16 US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 912828PC8 26,581.05 171.20 26,752.25 30.27 125.75 SPEC LOT 25,000.00 08/17/16 08/19/16 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 912828A42 77,812.50 327.87 78,140.37 670.90 871.84 SPEC LOT 75,000.00 08/17/16 09/02/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 122,915.63 889.34 123,804.97 1,054.70 1,633.91 SPEC LOT 120,000.00 08/31/16 Page 17 For the Month Ending August 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 2,437.53 8,508.42 8,100.21 678,931.49 676,493.96 665,000.00 Transaction Type Sub-Total (2,213.10) 9,488.27 7,275.17 8,100.21 8,508.42 Managed Account Sub-Total Total Security Transactions $8,100.21 $7,275.17 $9,488.27 ($2,213.10)$8,508.42 Bolded items are forward settling trades. Page 18 For the Month Ending August 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 9,896.25 Opening Balance 08/01/16 08/01/16 Purchase - Interest 912828B33 1.00 375.00 10,271.25 08/01/16 08/01/16 Purchase - Interest 912828VP2 1.00 750.00 11,021.25 08/01/16 08/01/16 Purchase - Interest 912828VQ0 1.00 687.50 11,708.75 08/01/16 08/01/16 Purchase - Interest 94974BGF1 1.00 1,881.25 13,590.00 08/02/16 08/02/16 Purchase - Interest 912828TR1 1.00 423.50 14,013.50 08/02/16 08/02/16 Purchase - Principal 912828TR1 1.00 125,703.13 139,716.63 08/02/16 08/02/16 Redemption - Principal 3135G0N33 1.00 (124,790.00) 14,926.63 08/04/16 08/04/16 Purchase - Interest 912828F39 1.00 120.49 15,047.12 08/04/16 08/04/16 Purchase - Principal 912828F39 1.00 20,569.53 35,616.65 08/04/16 08/04/16 Purchase - Interest 912828TR1 1.00 86.06 35,702.71 08/04/16 08/04/16 Purchase - Interest 912828TR1 1.00 258.20 35,960.91 08/04/16 08/04/16 Purchase - Principal 912828TR1 1.00 75,398.44 111,359.35 08/04/16 08/04/16 Purchase - Principal 912828TR1 1.00 25,132.81 136,492.16 08/04/16 08/04/16 Redemption - Principal 3130A8Y72 1.00 (124,760.00) 11,732.16 08/08/16 08/08/16 Purchase - Interest 459200HK0 1.00 625.00 12,357.16 08/08/16 08/08/16 Purchase - Interest 912828B33 1.00 16.30 12,373.46 08/08/16 08/08/16 Purchase - Principal 912828B33 1.00 50,861.33 63,234.79 08/08/16 08/08/16 Redemption - Principal 3135G0J53 1.00 (50,126.50) 13,108.29 08/08/16 08/08/16 Redemption - Interest 3135G0J53 1.00 (225.00) 12,883.29 08/12/16 08/12/16 Purchase - Interest 912828VE7 1.00 99.73 12,983.02 08/12/16 08/12/16 Purchase - Principal 912828VE7 1.00 50,222.66 63,205.68 Page 19 For the Month Ending August 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 08/12/16 08/12/16 Purchase - Interest 912828VQ0 1.00 44.84 63,250.52 08/12/16 08/12/16 Purchase - Principal 912828VQ0 1.00 101,296.88 164,547.40 08/12/16 08/12/16 Redemption - Principal 3130A8BD4 1.00 (50,011.08) 114,536.32 08/12/16 08/12/16 Redemption - Principal 3130A8PK3 1.00 (99,624.00) 14,912.32 08/12/16 08/12/16 Redemption - Interest 3130A8BD4 1.00 (52.26) 14,860.06 08/12/16 08/12/16 Redemption - Interest 3130A8PK3 1.00 (8.68) 14,851.38 08/15/16 08/15/16 Purchase - Interest 02665WAH4 1.00 1,125.00 15,976.38 08/19/16 08/19/16 Purchase - Interest 912828A42 1.00 327.87 16,304.25 08/19/16 08/19/16 Purchase - Principal 912828A42 1.00 77,812.50 94,116.75 08/19/16 08/19/16 Purchase - Interest 912828PC8 1.00 171.20 94,287.95 08/19/16 08/19/16 Purchase - Principal 912828PC8 1.00 26,581.05 120,869.00 08/19/16 08/19/16 Redemption - Principal 3135G0N82 1.00 (24,914.48) 95,954.52 08/19/16 08/19/16 Redemption - Principal 3135G0N82 1.00 (79,676.00) 16,278.52 08/23/16 08/23/16 IP Fees July 2016 1.00 (396.20) 15,882.32 08/23/16 08/23/16 U.S. Bank Fees June 2016 1.00 (34.53) 15,847.79 08/25/16 08/25/16 Purchase - Interest 3136ANJY4 1.00 32.29 15,880.08 08/25/16 08/25/16 Purchase - Interest 3136AQDQ0 1.00 61.73 15,941.81 08/25/16 08/25/16 Purchase - Interest 3136AQSW1 1.00 39.54 15,981.35 08/26/16 08/26/16 Purchase - Interest 3135G0J53 1.00 625.00 16,606.35 08/26/16 08/26/16 Purchase - Interest 3135G0J53 1.00 250.00 16,856.35 08/31/16 08/31/16 Purchase - Interest 912828B90 1.00 1,000.00 17,856.35 08/31/16 08/31/16 Purchase - Interest 912828UQ1 1.00 937.50 18,793.85 Page 20 For the Month Ending August 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 08/31/16 08/31/16 Purchase - Interest 912828UQ1 1.00 781.25 19,575.10 08/31/16 08/31/16 Purchase - Interest 912828VV9 1.00 1,859.37 21,434.47 08/31/16 09/01/16 Accrual Income Div Reinvestment - Distributions 1.00 8.23 21,442.70 21,442.70 21,442.70 21,442.70 15,125.17 41.01 0.00 (2,042,268.54) 2,059,501.89 4,209.35 8.23 21,442.70 0.00 (554,618.73) 566,165.18 9,896.25 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 August January-August 0.64% Page 21 Successor Agency CAMP Account For the Month Ending August 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 8,185.64 644,327.73 (635,939.68) 0.00 $16,573.69 CAMP Pool Unsettled Trades 0.00 5.90 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,303,233.91 509,883.58 (506,864.07) (19,661.95) $5,286,186.51 CAMP Managed Account Unsettled Trades (404.96) 15,596.69 Cash Dividends and Income August 31, 2016 July 31, 2016 Asset Summary CAMP Pool 16,573.69 8,185.64 CAMP Managed Account 5,286,186.51 5,303,233.91 $5,302,760.20 $5,311,419.55 Total Asset Allocation 0.31% CAMP Pool 99.69% CAMP Managed Account Page 1 For the Month Ending August 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 $8,185.64 644,327.73 (635,939.68) $16,573.69 5.90 $5,303,233.91 0.00 (506,864.07) 509,883.58 (404.96) (19,661.95) $5,286,186.51 $5,311,419.55 $5,302,760.20 9,613.61 (818.68) 6,801.76 $15,596.69 0.00 635,253.89 7,005.44 0.00 (635,492.26) (6,767.07) 0.00 Managed Account Total 5,247,698.20 5,264,271.89 19,055.04 634,522.76 0.00 7,005.44 (635,507.26) (5,237,180.02) (21,146.06) 0.00 19,055.04 1,270,462.44 0.00 7,005.44 (1,279,834.99) (5,245,365.66) (21,146.06) 5.90 Total Accrual Basis Earnings $14,448.10 $14,454.00 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 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 1,805,000.00 1,838,378.76 34.68 Municipal Bond / Note 30,000.00 30,416.70 0.57 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,473.36 1.80 Federal Agency Bond / Note 1,790,000.00 1,794,394.51 33.84 Corporate Note 1,110,000.00 1,127,004.68 21.25 Certificate of Deposit 400,000.00 400,518.50 7.55 Managed Account Sub-Total 5,230,000.00 5,286,186.51 99.69% Accrued Interest 19,055.04 Total Portfolio 5,230,000.00 5,305,241.55 CAMP Pool 16,573.69 16,573.69 0.31 Total Investments 5,246,573.69 5,321,815.24 100.00% Unsettled Trades 125,000.00 124,797.75 Sector Allocation 7.55% Cert of Deposit 21.25% Corporate Note 1.80% Fed Agency CMO 33.84% Fed Agy Bond / Note 0.31% Mny Mkt Fund 0.57% Muni Bond / Note 34.68% 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 0.32% 10.39% 21.91% 28.25% 18.03% 21.10% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.61 984 1.37% 1.07% Page 3 For the Month Ending August 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 4.35% A 6.67% A+ 2.42% A- 1.89% A-1 1.88% A-1+ 71.35% AA+ 9.70% AA- 0.31% AAAm 1.43% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 102,572.70 1.93 AMERICAN HONDA FINANCE 54,990.82 1.04 APPLE INC 126,671.80 2.39 BANK OF NEW YORK CO INC 25,215.13 0.48 BB&T CORPORTATION 27,555.25 0.52 BURLINGTON NORTHERN SANTA FE 16,573.69 0.31 CAMP Pool 80,849.52 1.52 CHEVRON CORP 102,310.50 1.93 CISCO SYSTEMS INC 25,201.08 0.48 CITIGROUP INC 1,258,414.82 23.73 FANNIE MAE 347,758.95 6.56 FEDERAL HOME LOAN BANKS 283,694.10 5.35 FREDDIE MAC 50,572.75 0.95 GOLDMAN SACHS GROUP INC 99,868.00 1.88 HSBC HOLDINGS PLC 100,453.50 1.89 IBM CORP 102,986.70 1.94 JP MORGAN CHASE & CO 99,989.50 1.89 NORDEA BANK AB 100,515.00 1.90 ROYAL BANK OF CANADA 100,146.00 1.89 SKANDINAVISKA ENSKIDA BANKEN AB 30,416.70 0.57 STATE OF CONNECTICUT 25,249.13 0.48 STATE STREET CORPORATION 1,838,378.76 34.67 UNITED STATES TREASURY 250,947.00 4.73 US BANCORP 51,428.80 0.97 WELLS FARGO & COMPANY $5,302,760.20 Total 100.00% Page 4 For the Month Ending August 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 100,085.90 99,976.06 128.40 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 124,834.00 124,148.20 198.51 122,597.66 05/09/1405/06/14AaaAA+ 125,000.00 912828UA6 1.18 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 20,180.46 19,891.45 63.52 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 75,676.73 74,733.72 238.22 74,475.59 06/03/1406/02/14AaaAA+ 75,000.00 912828A34 1.41 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 70,139.44 69,360.03 294.54 69,089.45 04/30/1504/28/15AaaAA+ 70,000.00 912828TR1 1.30 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 230,466.83 227,405.32 1,656.76 228,489.26 03/27/1503/26/15AaaAA+ 225,000.00 912828F39 1.39 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 200,187.60 197,194.92 508.20 196,140.63 05/29/1505/28/15AaaAA+ 200,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 176,367.10 173,213.84 6.04 172,812.50 11/09/1511/05/15AaaAA+ 175,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 103,457.00 101,594.91 173.91 101,886.72 12/04/1512/01/15AaaAA+ 100,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 192,306.02 187,758.96 10.86 188,201.37 12/30/1512/28/15AaaAA+ 185,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 102,488.30 101,633.26 589.67 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 181,138.65 179,491.71 889.34 179,997.07 03/04/1603/02/16AaaAA+ 175,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 128,149.38 127,121.04 374.49 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 77,718.75 78,552.73 4.14 78,667.97 07/08/1607/06/16AaaAA+ 75,000.00 912828B90 0.92 Page 5 For the Month Ending August 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 03/31/2016 1.250% 03/31/2021 55,182.60 55,675.33 289.28 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 5,425.88 1,838,378.76 1,817,751.48 1.37 1,816,895.14 1,805,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,416.70 30,054.56 273.07 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 273.07 30,416.70 30,054.56 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 25,081.48 25,117.52 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 25,201.29 25,178.22 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 45,190.59 45,339.12 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.56 95,473.36 95,634.86 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 100,189.30 100,050.42 7.29 100,248.00 09/10/1209/06/12AaaAA+ 100,000.00 3135G0MZ3 0.82 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 125,213.13 124,710.10 379.77 124,033.75 12/03/1311/27/13AaaAA+ 125,000.00 3135G0PQ0 1.08 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 75,054.75 74,598.93 182.29 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 100,073.00 99,703.52 243.06 99,155.00 05/24/1305/22/13AaaAA+ 100,000.00 3135G0WJ8 1.05 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 99,509.20 99,633.93 41.67 99,624.00 08/12/1608/11/16AaaAA+ 100,000.00 3130A8PK3 0.82 Page 6 For the Month Ending August 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 Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 106,667.61 105,552.57 445.52 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 126,985.25 125,002.15 530.38 125,003.75 06/19/1406/16/14AaaAA+ 125,000.00 3135G0YT4 1.62 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 50,031.90 50,123.41 6.94 50,126.50 08/08/1608/05/16AaaAA+ 50,000.00 3135G0J53 0.90 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,079.75 124,755.51 17.36 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 130,509.60 130,769.83 650.00 130,782.60 08/15/1608/12/16AaaAA+ 130,000.00 3137EADZ9 0.90 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 153,184.50 151,055.52 663.54 151,704.00 12/03/1412/01/14AaaAA+ 150,000.00 3137EADG1 1.49 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 124,338.63 124,795.57 88.11 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 124,439.75 124,765.93 82.03 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 124,797.75 124,805.00 0.00 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 123,810.00 124,258.78 183.59 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,883.43 24,915.03 10.42 24,914.48 08/19/1608/17/16AaaAA+ 25,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 79,626.96 79,678.10 33.33 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 3,565.30 1,794,394.51 1,789,174.30 1.13 1,788,429.21 1,790,000.00 Security Type Sub-Total Corporate Note Page 7 For the Month Ending August 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 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 250,947.00 250,000.00 1,214.58 255,340.00 07/30/1207/25/12A1A+ 250,000.00 91159HHD5 1.19 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,453.50 99,865.31 79.86 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 75,172.95 74,993.26 492.19 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 54,990.82 54,930.92 180.28 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,849.52 80,000.00 255.79 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 51,155.25 50,269.38 531.25 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 51,155.25 50,339.24 531.25 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 50,572.75 49,971.62 350.00 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 25,201.08 24,987.96 116.74 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 102,572.70 99,886.24 100.00 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 27,555.25 27,421.08 489.58 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 102,986.70 100,399.50 519.44 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 51,428.80 51,036.76 297.50 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 Page 8 For the Month Ending August 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 CORP DTD 02/19/2016 2.500% 04/15/2021 51,498.85 51,086.89 666.67 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 25,215.13 24,984.45 158.02 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 25,249.13 24,910.39 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 6,121.28 1,127,004.68 1,115,083.00 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 99,989.50 100,000.00 313.06 100,000.00 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 100,146.00 100,000.00 1,188.11 100,000.00 11/17/1511/16/15P-1A-1 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 99,868.00 100,000.00 1,232.00 100,000.00 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 100,515.00 100,000.00 802.78 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 3,535.95 400,518.50 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,230,000.00 5,251,971.49 1.37 19,055.04 5,247,698.20 5,286,186.51 Managed Account Sub-Total Money Market Fund CAMP Pool 16,573.69 16,573.69 0.00 16,573.69 NRAAAm 16,573.69 16,573.69 16,573.69 0.00 16,573.69 16,573.69 Money Market Sub-Total $5,246,573.69 $5,268,545.18 $19,055.04 $5,264,271.89 $5,302,760.20 1.37% $19,055.04 Total Investments Accrued Interest Securities Sub-Total $5,321,815.24 Page 9 For the Month Ending August 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Bolded items are forward settling trades. Page 10 For the Month Ending August 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 0.83 109.84 132.77 100,085.90 100.09 MERRILL 100,000.00 912828TB6US TREASURY NOTES DTD 07/02/2012 0.750% 06/30/2017 0.65 0.83 1.24 685.80 2,236.34 124,834.00 99.87 MERRILL 125,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.73 1.24 2.21 289.01 389.83 20,180.46 100.90 MERRILL 20,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.84 2.21 2.21 943.01 1,201.14 75,676.73 100.90 CITIGRP 75,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.84 2.21 3.02 779.41 1,049.99 70,139.44 100.20 MERRILL 70,000.00 912828TR1US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 0.93 3.02 2.98 3,061.51 1,977.57 230,466.83 102.43 JPMCHASE 225,000.00 912828F39US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 0.95 2.98 3.18 2,992.68 4,046.97 200,187.60 100.09 CITIGRP 200,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 0.97 3.18 3.42 3,153.26 3,554.60 176,367.10 100.78 CITIGRP 175,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.02 3.42 3.76 1,862.09 1,570.28 103,457.00 103.46 MERRILL 100,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.10 3.76 3.84 4,547.06 4,104.65 192,306.02 103.95 MORGANST 185,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.11 3.84 3.99 855.04 636.74 102,488.30 102.49 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.14 3.99 4.06 1,646.94 1,141.58 181,138.65 103.51 MERRILL 175,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.15 4.06 4.16 1,028.34 908.17 128,149.38 102.52 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.15 4.16 4.30 (833.98)(949.22) 77,718.75 103.63 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.17 4.30 4.42 (492.73)(517.79) 55,182.60 100.33 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.18 4.42 21,483.62 1.01 3.25 20,627.28 1,838,378.76 1,805,000.00 Security Type Sub-Total 3.25 Municipal Bond / Note Page 11 For the Month Ending August 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 Municipal Bond / Note 2.45 362.14 332.40 30,416.70 101.39 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.41 2.45 332.40 1.41 2.45 362.14 30,416.70 30,000.00 Security Type Sub-Total 2.45 Federal Agency Collateralized Mortgage Obligation 1.40 (36.04)(168.43) 25,081.48 100.33 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.24 1.43 2.11 23.07 (48.71) 25,201.29 100.81 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.46 1.67 2.77 (148.53)(260.04) 45,190.59 100.42 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.45 1.98 (477.18) 1.40 2.24 (161.50) 95,473.36 95,000.00 Security Type Sub-Total 1.76 Federal Agency Bond / Note 0.99 138.88 (58.70) 100,189.30 100.19 HSBC 100,000.00 3135G0MZ3FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 0.68 0.99 1.14 503.03 1,179.38 125,213.13 100.17 SOC GEN 125,000.00 3135G0PQ0FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 0.73 1.14 1.70 455.82 1,191.00 75,054.75 100.07 CSFB 75,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.83 1.70 1.70 369.48 918.00 100,073.00 100.07 BNP PARI 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.83 1.70 1.92 (124.73)(114.80) 99,509.20 99.51 CITIGRP 100,000.00 3130A8PK3FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 0.88 1.92 2.19 1,115.04 670.11 106,667.61 101.59 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.91 2.19 2.19 1,983.10 1,981.50 126,985.25 101.59 HSBC 125,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.91 2.19 2.45 (91.51)(94.60) 50,031.90 100.06 BMO 50,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.97 2.45 2.45 324.24 374.75 125,079.75 100.06 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.97 2.45 Page 12 For the Month Ending August 31, 2016Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Security Type/Description Next Call Market YTMEffective Duration Federal Agency Bond / Note 2.57 (260.23)(273.00) 130,509.60 100.39 TD SEC U 130,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 0.97 2.57 2.67 2,128.98 1,480.50 153,184.50 102.12 TD SEC U 150,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 0.97 2.67 2.87 (456.94)(451.37) 124,338.63 99.47 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.06 2.87 2.88 (326.18)(320.25) 124,439.75 99.55 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.03 2.88 2.94 (7.25)(7.25) 124,797.75 99.84 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.06 2.94 4.71 (448.78)(429.88) 123,810.00 99.05 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.33 4.71 4.79 (31.60)(31.05) 24,883.43 99.53 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.35 4.79 4.79 (51.14)(49.04) 79,626.96 99.53 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.35 4.79 5,965.30 0.97 2.55 5,220.21 1,794,394.51 1,790,000.00 Security Type Sub-Total 2.55 Corporate Note 0.62 947.00 (4,393.00) 250,947.00 100.38 04/15/17BARCLAYS 250,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.11 0.56 1.42 588.19 911.50 100,453.50 100.45 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 0.93 1.42 1.49 179.69 194.70 75,172.95 100.23 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.20 1.44 1.65 59.90 193.77 54,990.82 99.98 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.01 1.65 1.78 849.52 849.52 80,849.52 101.06 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.12 1.78 2.41 885.87 680.25 51,155.25 102.31 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.18 2.41 Page 13 For the Month Ending August 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 2.41 816.01 685.75 51,155.25 102.31 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.18 2.41 2.48 601.13 604.75 50,572.75 101.15 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.56 2.51 2.67 213.12 214.08 25,201.08 100.80 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.75 2.67 2.86 2,686.46 2,757.70 102,572.70 102.57 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.36 2.86 2.85 134.17 (42.25) 27,555.25 110.22 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.31 2.85 3.52 2,587.20 2,489.70 102,986.70 102.99 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 1.93 3.57 4.01 392.04 320.80 51,428.80 102.86 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 1.85 4.01 4.30 411.96 349.85 51,498.85 103.00 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 1.82 4.30 4.43 230.68 231.63 25,215.13 100.86 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.86 4.43 4.47 338.74 343.63 25,249.13 101.00 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.73 4.47 6,392.38 1.34 2.19 11,921.68 1,127,004.68 1,110,000.00 Security Type Sub-Total 2.18 Certificate of Deposit 0.73 (10.50)(10.50) 99,989.50 99.99 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.15 0.73 1.21 146.00 146.00 100,146.00 100.15 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.14 1.21 1.21 (132.00)(132.00) 99,868.00 99.87 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 1.00 1.21 Page 14 For the Month Ending August 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 Certificate of Deposit 1.51 515.00 515.00 100,515.00 100.52 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/11/2016 1.700% 03/09/2018 1.33 1.51 518.50 0.91 1.17 518.50 400,518.50 400,000.00 Security Type Sub-Total 1.17 5,230,000.00 5,286,186.51 34,215.02 38,488.31 2.61 1.07 Managed Account Sub-Total 2.60 Money Market Fund 0.00 0.00 0.00 16,573.69 1.00 16,573.69 CAMP Pool 0.00 16,573.69 16,573.69 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,321,815.24 $19,055.04 $5,302,760.20 Accrued Interest Securities Sub-Total $5,246,573.69 $34,215.02 $38,488.31 2.61 1.07% 2.60 Bolded items are forward settling trades. Page 15 For the Month Ending August 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 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 08/04/16 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 3130A8Y72 (124,760.00) 0.00 (124,760.00) 125,000.00 08/03/16 08/08/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 (50,126.50)(225.00)(50,351.50) 50,000.00 08/05/16 08/12/16 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 3130A8PK3 (99,624.00)(8.68)(99,632.68) 100,000.00 08/11/16 08/15/16 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 (130,782.60)(585.00)(131,367.60) 130,000.00 08/12/16 08/19/16 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 (24,914.48) 0.00 (24,914.48) 25,000.00 08/17/16 08/19/16 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 3135G0N82 (79,676.00) 0.00 (79,676.00) 80,000.00 08/17/16 09/02/16 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 3135G0P49 (124,805.00) 0.00 (124,805.00) 125,000.00 08/31/16 (818.68) (760,297.26)(759,478.58) 760,000.00 Transaction Type Sub-Total INTEREST 08/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 08/01/16 08/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 08/01/16 08/25/16 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 08/01/16 08/08/16 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 459200HK0 0.00 625.00 625.00 100,000.00 08/08/16 08/15/16 AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 02665WAH4 0.00 1,125.00 1,125.00 100,000.00 08/15/16 08/26/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 0.00 625.00 625.00 125,000.00 08/26/16 Page 16 For the Month Ending August 31, 2016Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/26/16 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 3135G0J53 0.00 250.00 250.00 50,000.00 08/26/16 08/28/16 FANNIE MAE GLOBAL NOTES DTD 07/20/2012 0.875% 08/28/2017 3135G0MZ3 0.00 437.50 437.50 100,000.00 08/28/16 08/31/16 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 912828B90 0.00 750.00 750.00 75,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 912828VV9 0.00 1,965.63 1,965.63 185,000.00 08/31/16 08/31/16 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 912828UQ1 0.00 1,093.75 1,093.75 175,000.00 08/31/16 7,005.44 7,005.44 0.00 1,005,000.00 Transaction Type Sub-Total 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 08/04/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 120,637.50 413.11 121,050.61 2,873.43 2,190.59 SPEC LOT 120,000.00 08/03/16 08/08/16 US TREASURY NOTES DTD 01/31/2014 1.500% 01/31/2019 912828B33 50,861.33 16.30 50,877.63 1,093.75 991.40 SPEC LOT 50,000.00 08/05/16 08/12/16 US TREASURY NOTES DTD 07/31/2013 1.375% 07/31/2018 912828VQ0 101,296.88 44.84 101,341.72 (257.81) 414.09 SPEC LOT 100,000.00 08/11/16 08/15/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 25,548.83 152.07 25,700.90 521.49 532.82 SPEC LOT 25,000.00 08/12/16 08/15/16 US TREASURY NOTES DTD 03/31/2014 1.625% 03/31/2019 912828C65 102,195.31 608.26 102,803.57 2,039.06 2,102.41 SPEC LOT 100,000.00 08/12/16 08/19/16 US TREASURY NOTES DTD 11/15/2010 2.625% 11/15/2020 912828PC8 106,324.22 684.78 107,009.00 121.09 503.01 SPEC LOT 100,000.00 08/17/16 09/02/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 45,075.59 190.57 45,266.16 914.07 643.72 SPEC LOT 45,000.00 08/31/16 Page 17 For the Month Ending August 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 09/02/16 US TREASURY NOTES DTD 10/01/2012 1.000% 09/30/2019 912828TR1 80,134.37 338.80 80,473.17 1,174.99 865.13 SPEC LOT 80,000.00 08/31/16 3,137.54 10,729.52 8,890.82 760,993.22 757,855.68 740,000.00 Transaction Type Sub-Total (1,622.90) 9,324.30 7,701.40 8,890.82 10,729.52 Managed Account Sub-Total Total Security Transactions $8,890.82 $7,701.40 $9,324.30 ($1,622.90)$10,729.52 Bolded items are forward settling trades. Page 18 For the Month Ending August 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 8,185.64 Opening Balance 08/01/16 08/01/16 Purchase - Interest 912828B33 1.00 375.00 8,560.64 08/01/16 08/01/16 Purchase - Interest 912828VP2 1.00 1,000.00 9,560.64 08/01/16 08/01/16 Purchase - Interest 912828VQ0 1.00 687.50 10,248.14 08/02/16 08/02/16 Purchase - Interest 912828KQ2 1.00 570.23 10,818.37 08/02/16 08/02/16 Purchase - Principal 912828KQ2 1.00 90,584.77 101,403.14 08/02/16 08/02/16 Purchase - Interest 912828TR1 1.00 118.58 101,521.72 08/02/16 08/02/16 Purchase - Principal 912828TR1 1.00 35,196.88 136,718.60 08/02/16 08/02/16 Redemption - Principal 3135G0N33 1.00 (124,790.00) 11,928.60 08/04/16 08/04/16 Purchase - Interest 912828TR1 1.00 413.11 12,341.71 08/04/16 08/04/16 Purchase - Principal 912828TR1 1.00 120,637.50 132,979.21 08/04/16 08/04/16 Redemption - Principal 3130A8Y72 1.00 (124,760.00) 8,219.21 08/08/16 08/08/16 Purchase - Interest 459200HK0 1.00 625.00 8,844.21 08/08/16 08/08/16 Purchase - Interest 912828B33 1.00 16.30 8,860.51 08/08/16 08/08/16 Purchase - Principal 912828B33 1.00 50,861.33 59,721.84 08/08/16 08/08/16 Redemption - Principal 3135G0J53 1.00 (50,126.50) 9,595.34 08/08/16 08/08/16 Redemption - Interest 3135G0J53 1.00 (225.00) 9,370.34 08/12/16 08/12/16 Purchase - Interest 912828VQ0 1.00 44.84 9,415.18 08/12/16 08/12/16 Purchase - Principal 912828VQ0 1.00 101,296.88 110,712.06 08/12/16 08/12/16 Redemption - Principal 3130A8PK3 1.00 (99,624.00) 11,088.06 08/12/16 08/12/16 Redemption - Interest 3130A8PK3 1.00 (8.68) 11,079.38 08/15/16 08/15/16 Purchase - Interest 02665WAH4 1.00 1,125.00 12,204.38 Page 19 For the Month Ending August 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 08/15/16 08/15/16 Purchase - Interest 912828C65 1.00 152.07 12,356.45 08/15/16 08/15/16 Purchase - Interest 912828C65 1.00 608.26 12,964.71 08/15/16 08/15/16 Purchase - Principal 912828C65 1.00 102,195.31 115,160.02 08/15/16 08/15/16 Purchase - Principal 912828C65 1.00 25,548.83 140,708.85 08/15/16 08/15/16 Redemption - Principal 3137EADZ9 1.00 (130,782.60) 9,926.25 08/15/16 08/15/16 Redemption - Interest 3137EADZ9 1.00 (585.00) 9,341.25 08/19/16 08/19/16 Purchase - Interest 912828PC8 1.00 684.78 10,026.03 08/19/16 08/19/16 Purchase - Principal 912828PC8 1.00 106,324.22 116,350.25 08/19/16 08/19/16 Redemption - Principal 3135G0N82 1.00 (24,914.48) 91,435.77 08/19/16 08/19/16 Redemption - Principal 3135G0N82 1.00 (79,676.00) 11,759.77 08/23/16 08/23/16 IP Fees July 2016 1.00 (411.56) 11,348.21 08/23/16 08/23/16 U.S. Bank Fees June 2016 1.00 (35.86) 11,312.35 08/25/16 08/25/16 Purchase - Interest 3136AQSW1 1.00 39.54 11,351.89 08/25/16 08/25/16 Purchase - Interest 3136AQDQ0 1.00 61.73 11,413.62 08/25/16 08/25/16 Purchase - Interest 3136ANJY4 1.00 32.29 11,445.91 08/26/16 08/26/16 Purchase - Interest 3135G0J53 1.00 250.00 11,695.91 08/26/16 08/26/16 Purchase - Interest 3135G0J53 1.00 625.00 12,320.91 08/29/16 08/29/16 Purchase - Interest 3135G0MZ3 1.00 437.50 12,758.41 08/31/16 08/31/16 Purchase - Interest 912828B90 1.00 750.00 13,508.41 08/31/16 08/31/16 Purchase - Interest 912828UQ1 1.00 1,093.75 14,602.16 08/31/16 08/31/16 Purchase - Interest 912828VV9 1.00 1,965.63 16,567.79 08/31/16 09/01/16 Accrual Income Div Reinvestment - Distributions 1.00 5.90 16,573.69 Page 20 For the Month Ending August 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 16,573.69 16,573.69 16,573.69 10,813.86 62.80 0.00 (2,124,920.54) 2,133,984.58 7,509.65 5.90 16,573.69 0.00 (635,939.68) 644,327.73 8,185.64 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 August January-August 0.64% Page 21