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0003_2_City Investment Report - Exhibit A
CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,399,875$ 224,389$ (512,644)$ 1,111,620$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 1,000 Total Cash Accounts 1,399,875 224,389 (512,644) 1,112,920 INVESTMENTS City Investments: City Local Agency Investment Fund 14,619,815 - 14,619,815 City Local Agency Investment Fund for the PFA 330,938 - - 330,938 City CAMP Investments: CAMP Pool Account 23,619 - - 23,619 U.S. Treasury Bond / Note 9,721,279 - - 9,721,279 Municipal Bond / Note 290,464 - - 290,464 Federal Agency Collateralized Mortgage Obligation 530,253 - - 530,253 Federal Agency Bond / Note 8,891,300 - - 8,891,300 Corporate Note 6,410,361 - - 6,410,361 Certificate of Deposit 4,075,000 - - 4,075,000 Housing CAMP Investments: Housing CAMP Pool Account 4,347 - - 4,347 Housing U.S. Treasury Bond / Notes 1,849,878 - - 1,849,878 Housing Municipal Bond / Notes 30,084 - - 30,084 Housing Federal Agency Collateralized Mortgage 95,951 - - 95,951 Housing Federal Agency Bond / Notes 1,380,969 - - 1,380,969 Housing Corporate Notes 1,318,456 - - 1,318,456 Housing Certificate of Deposit 400,000 - - 400,000 Successor Investments: Successor Local Agency Investment Fund 3,996,855 - - 3,996,855 Successor CAMP Investments: Successor CAMP Pool Account 9,943 - - 9,943 Successor U.S. Treasury Bond / Notes 1,756,243 - - 1,756,243 Successor Municipal Bond / notes 30,084 - - 30,084 Successor Federal Agency Collaterized Mortgage 95,951 - - 95,951 Successor Federal Agency Bond / Notes 1,868,556 - - 1,868,556 Successor Corporate Notes 1,120,612 - - 1,120,612 Successor Certificate of Deposit 400,000 - - 400,000 Sub-total Investments 59,250,957 - - 59,250,957 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 59,763,360 - - 59,763,360 Total Pooled Cash and Investments 61,163,235$ 224,389$ (512,644)$ 60,876,280$ TOTAL POOLED CASH AND INVESTMENTS 60,876,280$ 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 November 8, 2016 Director of Administrative Services Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF OCTOBER 31, 2016 FUND NO FUND NAME AMOUNT 100 General Fund 11,201,706$ 101 Supplemental Law Enforcement Fund 54,324 104 Traffic Offender Fund 8,592 106 Affordable Housing In Lieu Fund 2,861,014 107 Developer Agreement Revenue 1,134,962 110 State Gas Tax Fund 1,303,277 111 TUMF C.I.P. Fund 2,706 112 Measure A Fund 1,268,826 114 SB1186 CASP Education Program Fund 6,145 115 Traffic Safety Fund 92,380 116 City Hall-Public Works DIF Fund 1,235,679 117 Community Center DIF Fund 542,698 118 Lake Side Facility DIF Fund 669,586 119 Animal Shelter DIF Fund 29,790 121 T.R.I.P.-2014A 128 135 Lighting & Landscape Maintenance Fund - Dist. No. 1 425,888 140 Geothermal Fund 20,032 155 CSA152 -- N.P.D.E.S.67,622 160 PEG Grant Fund 23,737 205 Traffic Impact Fee Fund 3,781,495 211 Storm Drain C.I.P. Fund 2,401,258 221 Quimby Park C.I.P. Fund 14,827 231 Library C.I.P. Fund 1,710,155 232 City Fire Protection Fund 62,135 254 AD 89-1 Railroad Canyon Rd. Improvement Fund 126,253 268 CFD 2006-2 Viscaya Improvement 221 300 Insurance Service 270,071 320 Facilities Service 554,559 331 CFD 2006-1CC Summerly Improvement Area CC 5,293 332 CFD 2006-1 Improvement Area B, Summerly 7,745 333 CFD 2015-3 Terracina 22,170 334 CFD 2015-5 Trieste - Far West Industries 21,701 336 CFD 2006-1FF Summerly Improvement Area FF 35,006 345 CFD 2003-2S Improvement Area D, Canyon Hills 7,926 346 CFD 2014-1 Southshore Debt Service Fund 63,494 347 CFD 2006-1 Improvement Area A, Summerly 12,901 350 CFD 98-1 Summerhill Debt Service Fund 33,105 352 AD 86-1 Debt Service Fund 659,115 354 CFD 90-2 Successor RDA Debt Service Fund 253,354 357 CFD 2003-2 Canyon Hills Debt Service Fund 45,465 366 CFD 2005-6 City Center Townhomes Debt Service Fund 34,628 368 CFD 2006-2 Viscaya Debt Service Fund 61,554 369 CFD 2004-3 Area 1 Rosetta Canyon Debt Service Fund 38,622 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF OCTOBER 31, 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 OCTOBER 31, 2016 371 CFD 2005-1 Serenity Debt Service Fund 20,502 372 CFD 2005-2 Alberhill Ranch Debt Service Fund 15,359 374 CFD 2005-4 Lakeview Villas Debt Service Fund 45,136 375 CFD 2006-4 Tract No. 30698 & 32129 Debt Service Fund 16,145 376 CFD 2006-3 La Strada Debt Service Fund 20,348 377 CFD 2006-6 Tessara Debt Service Fund 9,361 378 CFD 2006-8 Tract No. 31957 Debt Service Fund 46,282 384 CFD 2003-2 Area B Canyon Hills Debt Service Fund 44,573 385 CFD 2004-3 Area 2 Rosetta Canyon Debt Service Fund 45,731 386 CFD 2007-4 Mekenna Debt Service Fund 8,612 387 CFD 2007-5 Red Kite Debt Service Fund 63,841 388 CFD 2007-6 Holiday Inn Debt Service Fund 3,764 389 CFD 88-3 (2008A) West Lake Elsinore Debt Service Fund 28,326 390 CFD 2003-2 Area C Canyon Hills Debt Service Fund 33,285 392 CFD 95-1 City Center Debt Service Fund 21,489 393 AD 93-1 Debt Service Fund 26,448 394 CFD 2005-5 (2012A) Wasson Canyon Debt Service Fund 25,819 500 Capital Improvement Plan 2,453,415 520 Successor Agency RDA Area II 1,885,710 530 Successor Agency RDA Area III 1,031,351 540 Successor Area RDA Diamond Stadium 2,844,928 604 Endowment Trust Fund 31,388 605 Public Improvement Trust Fund 866,721 606 Mobile Source Air Polution Reduction Fund 238,500 608 Trust Deposit & Pre Paid Expense Fund 5,830,993 617 Successor Agency Housing Fund 12,160,767 620 Cost Recovery System Fund 1,144,671 631 Lake Destratification Equipment Replacement Fund 219,844 655 CFD 2015-1s Law, Fire, Paramedic Services 17,340 723 LEPFA 2008 Series A 2 734 LEPFA 2013 Series C 409,888 736 LEPFA 2013 Series A 20 780 LEPFA General 93,578 Total Pooled Cash & Investments 60,876,280$ DIVERSIFICATION MAXIMUM TYPES OF SECURITIES PERCENTAGE PERCENTAGE U.S. Treasury Bills 0.00%Unlimited U.S. Treasury Bond / Note 22.49%Unlimited Current Balance 13,327,400$ 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 20.49%*Unlimited Current Balance 12,140,826$ Banker's Acceptance 0.00%40.00% Certificates of Deposit 8.23%25.00% Current Balance 4,875,000$ Negotiable Certificates of Deposit 0.00%30.00% Commercial Paper 0.00%25.00% Corporate Note 14.94%30.00% Current Balance 8,849,429$ Repurchase Agreements 0.00%Unlimited Reverse Repurchase Agreements 0.00%20.00% LAIF (Local Agency Investment Fund)31.98%*$65 Million Current Balance 18,947,607$ CAMP - Pooled Sweep Account 0.06%Unlimited Current Balance 37,909$ TOTAL 100.00%*59,250,957$ 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 $65 million in each agency. *Totals include the City, Housing, and Successor Agency CAMP Portfolios. FOR THE MONTH ENDING OCTOBER 31, 2016 SUMMARY OF POLICY LIMITATIONS C I T Y O F L A K E E L S I N O R E Local Agency Investment Fund Yield Purchase Date Maturity Rate 0.654%Daily 24-Hour Agency Beginning Balance Net Increase/(Decrease)Ending Balance City 14,595,162$ 24,653$ 14,619,815$ City for the PFA 330,436$ 502$ 330,938$ Successor Agency 3,990,790$ 6,065$ 3,996,855$ Total Investments Held with Local Agency Investment Fund:18,916,387$ 31,220$ 18,947,607$ 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 OCTOBER 31, 2016 JOHN CHIANG TREASURER STATE OF CALIFORNIA 09/28/16 0.64 0.61 160 09/29/16 0.64 0.61 162 09/30/16 0.65 0.61 165 10/01/16 0.65 0.65 165 10/02/16 0.65 0.65 165 10/03/16 0.65 0.65 169 10/04/16 0.65 0.65 170 10/05/16 0.65 0.65 170 10/06/16 0.65 0.65 169 10/07/16 0.65 0.65 171 10/08/16 0.65 0.65 171 10/09/16 0.65 0.65 171 10/10/16 0.65 0.65 168 Oct 2016 0.654% 10/11/16 0.65 0.65 169 Sep 2016 0.634% 10/12/16 0.65 0.65 168 Aug 2016 0.614% 10/13/16 0.65 0.65 170 10/14/16 0.66 0.65 171 10/15/16 0.66 0.65 171 10/16/16 0.66 0.65 171 10/17/16 0.65 0.65 168 10/18/16 0.65 0.65 167 10/19/16 0.65 0.65 166 10/20/16 0.65 0.65 164 10/21/16 0.66 0.65 165 10/22/16 0.66 0.65 165 10/23/16 0.66 0.65 165 10/24/16 0.66 0.65 164 10/25/16 0.66 0.65 168 10/26/16 0.66 0.65 167 10/27/16 0.66 0.65 171 10/28/16 0.66 0.65 172 11/8/2016 .00001651908048883 1.000306032 Earnings Ratio: Fair Value Factor: Daily:0.65% PMIA Performance Report LAIF Performance Report Date Daily Yield* Quarter to Date Yield Average Maturity (in days)Apportionment Rate:0.60% Quarter Ending 09/30/16 Based on data available as of Quarter to Date: Average Life: View Prior Month Daily Rates PMIA Average Monthly Effective YieldsEffective Yields 0.61% *Daily yield does not reflect capital gains or losses 165 Treasuries 44.92% Mortgages 0.08% Agencies 13.99% Certificates of Deposit/Bank Notes 23.05% Time Deposits 7.36% Commercial Paper 9.93% Loans 0.67% Pooled Money Investment Account Portfolio Composition 09/30/16 $68.3 billion City Funds CAMP Account For the Month Ending October 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 74,977.30 687,975.65 (739,334.06) 0.00 $23,618.89 CAMP Pool Unsettled Trades 0.00 16.17 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,015,508.13 736,128.20 (659,144.41) (85,639.74) $30,006,852.18 CAMP Managed Account Unsettled Trades 0.00 28,581.35 Cash Dividends and Income October 31, 2016 September 30, 2016 Asset Summary CAMP Pool 23,618.89 74,977.30 CAMP Managed Account 30,006,852.18 30,015,508.13 $30,030,471.07 $30,090,485.43 Total Asset Allocation 0.08% CAMP Pool 99.92% CAMP Managed Account Page 1 For the Month Ending October 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 $74,977.30 687,975.65 (739,334.06) $23,618.89 16.17 $30,015,508.13 0.00 (659,144.41) 736,128.20 0.00 (85,639.74) $30,006,852.18 $30,090,485.43 $30,030,471.07 28,815.07 (628.45) 394.73 $28,581.35 0.00 659,640.96 28,318.52 0.00 (736,756.65) 48,797.17 0.00 Managed Account Total 29,884,687.61 29,908,306.50 132,914.55 659,640.96 0.00 28,318.52 (736,756.65) (29,806,398.44) (122,368.52) 0.00 132,914.55 1,398,975.02 0.00 28,318.52 (1,424,732.30) (29,881,375.74) (122,368.52) 16.17 Total Accrual Basis Earnings $40,038.03 $40,054.20 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 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 9,595,000.00 9,780,634.17 32.57 Municipal Bond / Note 290,000.00 294,404.80 0.98 Federal Agency Collateralized Mortgage Obligation 525,000.00 527,300.70 1.76 Federal Agency Bond / Note 8,905,000.00 8,898,087.83 29.63 Corporate Note 6,325,000.00 6,427,512.82 21.40 Certificate of Deposit 4,075,000.00 4,078,911.86 13.58 Managed Account Sub-Total 29,715,000.00 30,006,852.18 99.92% Accrued Interest 132,914.55 Total Portfolio 29,715,000.00 30,139,766.73 CAMP Pool 23,618.89 23,618.89 0.08 Total Investments 29,738,618.89 30,163,385.62 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 13.58% Cert of Deposit 21.40% Corporate Note 1.76% Fed Agency CMO 29.63% Fed Agy Bond / Note 0.08% Mny Mkt Fund 0.98% Muni Bond / Note 32.57% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 1.99% 6.33% 21.52% 27.92% 19.86% 22.38% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.63 995 1.39% 1.19% Page 3 For the Month Ending October 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.32% A 4.29% A+ 3.13% A- 5.75% A-1 1.92% A-1+ 1.76% AA 64.98% AA+ 13.41% AA- 0.08% AAAm 1.36% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 201,842.80 0.67 AMERICAN EXPRESS CO 587,353.30 1.96 AMERICAN HONDA FINANCE 309,590.49 1.03 APPLE INC 305,883.90 1.02 BANK OF NEW YORK CO INC 576,380.00 1.92 BANK OF NOVA SCOTIA 150,537.15 0.50 BB&T CORPORTATION 401,822.40 1.34 BERKSHIRE HATHAWAY INC 164,055.15 0.55 BURLINGTON NORTHERN SANTA FE 23,618.89 0.08 CAMP Pool 574,402.00 1.91 CANADIAN IMPERIAL BANK OF COMMERCE 767,998.21 2.56 CHEVRON CORP 579,676.32 1.93 CISCO SYSTEMS INC 105,477.96 0.35 CITIGROUP INC 5,529,197.54 18.41 FANNIE MAE 2,333,932.33 7.77 FEDERAL HOME LOAN BANKS 1,562,258.66 5.20 FREDDIE MAC 279,369.50 0.93 GENERAL ELECTRIC CO 301,700.10 1.00 GOLDMAN SACHS GROUP INC 575,097.75 1.92 HSBC HOLDINGS PLC 250,357.50 0.83 IBM CORP 588,708.00 1.96 JP MORGAN CHASE & CO 575,162.73 1.92 NORDEA BANK AB 577,300.00 1.92 ROYAL BANK OF CANADA 575,316.25 1.92 SKANDINAVISKA ENSKIDA BANKEN AB 167,453.55 0.56 STATE OF CONNECTICUT 75,091.58 0.25 STATE STREET CORPORATION 625,253.13 2.08 TORONTO-DOMINION BANK 203,160.80 0.68 TOYOTA MOTOR CORP 9,780,634.17 32.56 UNITED STATES TREASURY 126,951.25 0.42 UNIVERSITY OF CALIFORNIA 701,536.50 2.34 US BANCORP 453,351.16 1.51 WELLS FARGO & COMPANY Page 4 For the Month Ending October 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS $30,030,471.07 Total 100.00% Page 5 For the Month Ending October 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 294,815.63 294,633.28 103.33 294,504.49 04/27/1604/22/16AaaAA+ 295,000.00 912828K25 0.84 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 372,644.76 368,782.31 1,946.04 367,412.89 06/03/1406/02/14AaaAA+ 370,000.00 912828A34 1.41 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1,049,179.95 1,036,012.04 4,418.03 1,029,738.28 05/29/1505/28/15AaaAA+ 1,050,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 553,072.30 546,131.09 1,177.49 544,822.27 09/03/1509/02/15AaaAA+ 550,000.00 912828UQ1 1.47 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1,156,423.90 1,138,814.90 2,462.02 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 592,586.95 583,793.09 2,906.25 585,848.63 12/04/1512/01/15AaaAA+ 575,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1,086,831.90 1,065,018.66 3,821.48 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 857,653.44 853,188.61 40.61 855,553.13 02/03/1602/01/16AaaAA+ 840,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 154,599.60 153,703.26 1,262.30 154,283.20 03/04/1603/02/16AaaAA+ 150,000.00 912828A42 1.38 US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 392,241.38 391,573.28 3,001.02 393,837.89 03/31/1603/30/16AaaAA+ 375,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 816,437.60 813,069.18 4,717.39 814,343.75 05/31/1605/27/16AaaAA+ 800,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 592,654.23 601,235.67 1,969.61 603,121.09 07/08/1607/06/16AaaAA+ 575,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 289,614.88 293,433.85 318.68 293,692.97 06/29/1606/27/16AaaAA+ 290,000.00 912828Q37 0.98 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1,236,937.20 1,241,680.69 10,098.36 1,243,125.00 09/02/1609/01/16AaaAA+ 1,200,000.00 912828WN6 1.22 Page 6 For the Month Ending October 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 334,940.45 337,019.87 1,113.26 337,200.20 10/05/1610/03/16AaaAA+ 325,000.00 912828D72 1.21 39,355.87 9,780,634.17 9,718,089.78 1.37 9,721,278.71 9,595,000.00 Security Type Sub-Total Municipal Bond / Note UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 126,951.25 125,000.00 1,097.44 125,000.00 04/10/1404/04/14Aa2AA 125,000.00 91412GUV5 1.90 CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 167,453.55 165,280.78 416.19 165,463.65 03/25/1503/16/15Aa3AA- 165,000.00 20772JZK1 1.90 1,513.63 294,404.80 290,280.78 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 135,401.02 135,546.09 174.38 136,349.51 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 125,898.91 125,812.86 197.74 126,249.99 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 266,000.77 266,865.11 363.49 267,653.68 10/30/1510/07/15AaaAA+ 265,000.00 3136AQDQ0 1.08 735.61 527,300.70 528,224.06 1.05 530,253.18 525,000.00 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 400,112.40 398,065.85 1,555.56 393,940.00 05/31/1305/24/13AaaAA+ 400,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 575,161.58 573,458.72 2,236.11 570,141.25 05/24/1305/22/13AaaAA+ 575,000.00 3135G0WJ8 1.05 FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 896,352.30 896,987.66 1,312.50 896,616.00 08/12/1608/11/16AaaAA+ 900,000.00 3130A8PK3 0.82 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 354,739.00 350,005.58 2,432.99 350,010.50 06/19/1406/16/14AaaAA+ 350,000.00 3135G0YT4 1.62 Page 7 For the Month Ending October 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 633,462.50 628,048.02 4,344.62 630,937.50 10/23/1410/22/14AaaAA+ 625,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 725,282.03 723,675.98 1,309.03 723,289.00 02/23/1602/19/16AaaAA+ 725,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 752,065.50 754,164.02 375.00 754,515.00 08/15/1608/12/16AaaAA+ 750,000.00 3137EADZ9 0.90 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 382,129.88 377,481.94 2,752.60 379,260.00 12/03/1412/01/14AaaAA+ 375,000.00 3137EADG1 1.49 FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 428,063.28 429,055.63 1,055.59 428,959.40 07/20/1607/19/16AaaAA+ 430,000.00 3137EAEB1 0.96 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 721,323.53 723,881.21 1,568.32 723,782.00 08/02/1607/29/16AaaAA+ 725,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 721,219.13 723,718.74 1,533.07 723,608.00 08/04/1608/03/16AaaAA+ 725,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 598,617.00 599,114.60 983.33 599,064.00 09/02/1608/31/16AaaAA+ 600,000.00 3135G0P49 1.05 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 398,585.60 398,933.88 66.67 398,928.00 10/25/1610/21/16AaaAA+ 400,000.00 3135G0R39 1.09 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 716,360.90 720,843.86 2,424.22 720,591.28 07/15/1607/14/16AaaAA+ 725,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 138,743.08 139,539.66 350.00 139,521.06 08/19/1608/17/16AaaAA+ 140,000.00 3135G0N82 1.32 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 455,870.12 458,209.35 1,150.00 458,137.00 08/19/1608/17/16AaaAA+ 460,000.00 3135G0N82 1.33 25,449.61 8,898,087.83 8,895,184.70 1.10 8,891,299.99 8,905,000.00 Security Type Sub-Total Corporate Note Page 8 For the Month Ending October 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 US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 701,536.50 700,000.00 5,325.83 714,952.00 07/30/1207/25/12A1A+ 700,000.00 91159HHD5 1.19 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 149,995.35 150,000.00 671.60 150,000.00 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 174,994.58 175,198.70 783.53 175,946.75 12/05/1211/29/12Aa2AA- 175,000.00 166764AA8 0.99 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 250,357.50 249,702.09 720.49 248,855.00 02/08/1302/05/13Aa3AA- 250,000.00 459200HK0 1.35 BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 401,822.40 399,854.22 1,412.22 399,444.00 02/11/1301/29/13Aa2AA 400,000.00 084670BH0 1.58 APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 309,590.49 309,649.08 1,532.78 308,856.10 05/03/1304/30/13Aa1AA+ 310,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 443,008.28 440,000.00 2,666.72 440,000.00 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 274,583.52 271,359.51 956.25 272,565.00 09/04/1408/29/14A1AA- 270,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 305,092.80 301,902.20 1,062.50 302,817.00 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 50,283.35 49,884.33 16.67 49,861.00 04/25/1604/20/16A3BBB+ 50,000.00 38141GVT8 2.10 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 251,416.75 249,866.82 83.33 249,840.00 04/26/1604/21/16A3BBB+ 250,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 105,477.96 104,952.37 849.04 104,945.40 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 587,353.30 574,381.71 2,731.25 573,936.25 09/09/1409/04/14A1A+ 575,000.00 02665WAH4 2.29 Page 9 For the Month Ending October 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 164,055.15 163,758.18 587.50 165,585.00 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 279,369.50 276,441.00 4,315.97 289,082.50 03/25/1503/20/15A1AA- 250,000.00 36962G4J0 2.05 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 75,558.53 75,196.83 407.60 75,288.00 03/27/1503/24/15A2A 75,000.00 94974BGF1 2.07 WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 377,792.63 376,736.26 2,038.02 377,621.25 02/05/1502/02/15A2A 375,000.00 94974BGF1 2.00 TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 203,160.80 201,223.91 585.28 201,776.00 03/27/1503/23/15Aa3AA- 200,000.00 89236TCF0 1.96 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 588,708.00 577,199.48 5,622.22 577,857.75 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 305,883.90 306,376.75 333.33 306,978.00 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 201,842.80 199,574.67 2,200.00 199,536.00 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 150,537.15 149,909.91 1,460.63 149,901.00 05/16/1605/10/16A2A- 150,000.00 05531FAV5 2.06 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 75,091.58 74,740.27 658.13 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 37,020.89 6,427,512.82 6,377,908.29 1.82 6,410,360.50 6,325,000.00 Security Type Sub-Total Certificate of Deposit CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 574,402.00 575,000.00 403.30 575,000.00 04/10/1504/06/15P-1A-1 575,000.00 13606JYY9 1.01 NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 575,162.73 575,000.00 2,920.52 575,000.00 05/29/1505/27/15Aa3AA- 575,000.00 65558LFA5 1.15 Page 10 For the Month Ending October 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 TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 625,253.13 625,000.00 2,884.72 625,000.00 06/19/1506/16/15Aa1AA- 625,000.00 89113ESN7 1.25 BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 576,380.00 575,000.00 4,360.42 575,000.00 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 575,316.25 575,000.00 8,273.61 575,000.00 11/17/1511/16/15P-1A-1 575,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 575,097.75 575,000.00 8,584.43 575,000.00 11/18/1511/17/15P-1A-1+ 575,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 577,300.00 575,000.00 1,411.94 575,000.00 03/15/1603/11/16Aa3AA- 575,000.00 78009NZZ2 1.69 28,838.94 4,078,911.86 4,075,000.00 1.38 4,075,000.00 4,075,000.00 Security Type Sub-Total 29,715,000.00 29,918,656.03 1.39 132,914.55 29,884,687.61 30,006,852.18 Managed Account Sub-Total Money Market Fund CAMP Pool 23,618.89 23,618.89 0.00 23,618.89 NRAAAm 23,618.89 23,618.89 23,618.89 0.00 23,618.89 23,618.89 Money Market Sub-Total $29,738,618.89 $29,942,274.92 $132,914.55 $29,908,306.50 $30,030,471.07 1.39% $30,163,385.62 $132,914.55 Total Investments Accrued Interest Securities Sub-Total Page 11 For the Month Ending October 31, 2016Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 1.44 182.35 311.14 294,815.63 99.94 MORGANST 295,000.00 912828K25US TREASURY NOTES DTD 04/15/2015 0.750% 04/15/2018 0.79 1.44 2.04 3,862.45 5,231.87 372,644.76 100.71 CITIGRP 370,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.90 2.04 3.01 13,167.91 19,441.67 1,049,179.95 99.92 CITIGRP 1,050,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.03 3.01 3.25 6,941.21 8,250.03 553,072.30 100.56 MERRILL 550,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.25 3.25 17,609.00 20,798.90 1,156,423.90 100.56 CITIGRP 1,150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.25 3.60 8,793.86 6,738.32 592,586.95 103.06 MERRILL 575,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.16 3.60 3.67 21,813.24 18,661.98 1,086,831.90 103.51 MORGANST 1,050,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.19 3.67 3.86 4,464.83 2,100.31 857,653.44 102.10 MERRILL 840,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.21 3.86 3.89 896.34 316.40 154,599.60 103.07 MERRILL 150,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.23 3.89 3.94 668.10 (1,596.51) 392,241.38 104.60 MERRILL 375,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.24 3.94 3.99 3,368.42 2,093.85 816,437.60 102.05 MORGANST 800,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.24 3.99 4.13 (8,581.44)(10,466.86) 592,654.23 103.07 MORGANST 575,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.27 4.13 4.28 (3,818.97)(4,078.09) 289,614.88 99.87 CITIGRP 290,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.28 4.28 4.34 (4,743.49)(6,187.80) 1,236,937.20 103.08 HSBC 1,200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.31 4.34 4.59 (2,079.42)(2,259.75) 334,940.45 103.06 HSBC 325,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.34 4.59 59,355.46 1.16 3.61 62,544.39 9,780,634.17 9,595,000.00 Security Type Sub-Total 3.61 Municipal Bond / Note Page 12 For the Month Ending October 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 1.50 1,951.25 1,951.25 126,951.25 101.56 GOLDMAN 125,000.00 91412GUV5UNIV OF CAL TXBL REV BONDS DTD 04/10/2014 1.904% 05/15/2018 0.88 1.50 2.31 2,172.77 1,989.90 167,453.55 101.49 VINING 165,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.33 2.31 3,941.15 1.14 1.96 4,124.02 294,404.80 290,000.00 Security Type Sub-Total 1.96 Federal Agency Collateralized Mortgage Obligation 1.24 (145.07)(948.49) 135,401.02 100.30 GOLDMAN 135,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.23 1.27 1.95 86.05 (351.08) 125,898.91 100.72 GOLDMAN 125,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.47 1.49 2.61 (864.34)(1,652.91) 266,000.77 100.38 MORGANST 265,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.46 1.82 (2,952.48) 1.40 2.10 (923.36) 527,300.70 525,000.00 Security Type Sub-Total 1.60 Federal Agency Bond / Note 1.54 2,046.55 6,172.40 400,112.40 100.03 CSFB 400,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.86 1.54 1.54 1,702.86 5,020.33 575,161.58 100.03 BNP PARI 575,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.86 1.54 1.75 (635.36)(263.70) 896,352.30 99.59 CITIGRP 900,000.00 3130A8PK3FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 0.86 1.75 2.02 4,733.42 4,728.50 354,739.00 101.35 HSBC 350,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.96 2.02 2.02 5,414.48 2,525.00 633,462.50 101.35 GOLDMAN 625,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.96 2.02 2.28 1,606.05 1,993.03 725,282.03 100.04 JPMCHASE 725,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.98 2.28 2.42 (2,098.52)(2,449.50) 752,065.50 100.28 TD SEC U 750,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 1.01 2.42 2.51 4,647.94 2,869.88 382,129.88 101.90 TD SEC U 375,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 1.00 2.51 Page 13 For the Month Ending October 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 2.67 (992.35)(896.12) 428,063.28 99.55 TD SEC U 430,000.00 3137EAEB1FHLMC REFERENCE NOTE DTD 07/20/2016 0.875% 07/19/2019 1.04 2.67 2.71 (2,557.68)(2,458.47) 721,323.53 99.49 GOLDMAN 725,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.06 2.71 2.71 (2,499.61)(2,388.87) 721,219.13 99.48 WELLSFAR 725,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.07 2.71 2.77 (497.60)(447.00) 598,617.00 99.77 GOLDMAN 600,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.08 2.77 2.93 (348.28)(342.40) 398,585.60 99.65 BARCLAYS 400,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.12 2.93 4.55 (4,482.96)(4,230.38) 716,360.90 98.81 TD SEC U 725,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.39 4.55 4.62 (796.58)(777.98) 138,743.08 99.10 TD SEC U 140,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.44 4.62 4.62 (2,339.23)(2,266.88) 455,870.12 99.10 CITIGRP 460,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.44 4.62 6,787.84 1.05 2.63 2,903.13 8,898,087.83 8,905,000.00 Security Type Sub-Total 2.63 Corporate Note 0.45 1,536.50 (13,415.50) 701,536.50 100.22 04/15/17BARCLAYS 700,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.24 0.42 1.08 (4.65)(4.65) 149,995.35 100.00 11/05/17MORGANST 150,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.11 1.05 1.08 (204.12)(952.17) 174,994.58 100.00 11/05/17BARCLAYS 175,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.11 1.05 1.25 655.41 1,502.50 250,357.50 100.14 HSBC 250,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.14 1.25 1.25 1,968.18 2,378.40 401,822.40 100.46 GOLDMAN 400,000.00 084670BH0BERKSHIRE HATHAWAY GLOBAL NOTE DTD 02/11/2013 1.550% 02/09/2018 1.19 1.25 1.48 (58.59) 734.39 309,590.49 99.87 GOLDMAN 310,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.09 1.48 Page 14 For the Month Ending October 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 1.61 3,008.28 3,008.28 443,008.28 100.68 BARCLAYS 440,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.30 1.61 2.27 3,224.01 2,018.52 274,583.52 101.70 BONY 270,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.38 2.27 2.27 3,190.60 2,275.80 305,092.80 101.70 BNP PARI 300,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.38 2.27 2.33 399.02 422.35 50,283.35 100.57 03/25/19GOLDMAN 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.77 2.38 2.33 1,549.93 1,576.75 251,416.75 100.57 03/25/19MIZUHO 250,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.77 2.38 2.50 525.59 532.56 105,477.96 100.46 CITIGRP 105,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.87 2.50 2.69 12,971.59 13,417.05 587,353.30 102.15 MERRILL 575,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.46 2.69 2.74 296.97 (1,529.85) 164,055.15 109.37 GOLDMAN 150,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.41 2.74 2.91 2,928.50 (9,713.00) 279,369.50 111.75 GOLDMAN 250,000.00 36962G4J0GENERAL ELECTRIC CAP CORP NOTES DTD 01/08/2010 5.500% 01/08/2020 1.70 2.91 3.11 361.70 270.53 75,558.53 100.74 1ST TENN 75,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.91 3.11 3.11 1,056.37 171.38 377,792.63 100.74 JEFFERIE 375,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.91 3.11 3.23 1,936.89 1,384.80 203,160.80 101.58 HSBC 200,000.00 89236TCF0TOYOTA MOTOR CORP NOTES DTD 03/12/2015 2.150% 03/12/2020 1.66 3.23 3.35 11,508.52 10,850.25 588,708.00 102.38 05/23/20JPMCHASE 575,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.07 3.40 4.20 (492.85)(1,094.10) 305,883.90 101.96 KEYBAN 300,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.04 4.20 4.23 2,268.13 2,306.80 201,842.80 100.92 KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT CORP NOTES DTD 05/05/2016 2.250% 05/05/2021 2.04 4.23 Page 15 For the Month Ending October 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 4.26 627.24 636.15 150,537.15 100.36 SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.97 4.26 4.30 351.31 375.08 75,091.58 100.12 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.92 4.30 17,152.32 1.54 2.32 49,604.53 6,427,512.82 6,325,000.00 Security Type Sub-Total 2.32 Certificate of Deposit 0.43 (598.00)(598.00) 574,402.00 99.90 GOLDMAN 575,000.00 13606JYY9CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 1.09 0.43 0.56 162.73 162.73 575,162.73 100.03 MERRILL 575,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.09 0.56 0.63 253.13 253.13 625,253.13 100.04 TD SEC U 625,000.00 89113ESN7TORONTO DOMINION BANK NY YCD DTD 06/19/2015 1.240% 06/16/2017 1.17 0.63 1.01 1,380.00 1,380.00 576,380.00 100.24 UBS AG 575,000.00 06417GAS7BANK OF NOVA SCOTIA HOUSTON YCD DTD 11/09/2015 1.560% 11/06/2017 1.30 1.01 1.04 316.25 316.25 575,316.25 100.06 GOLDMAN 575,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.01 1.04 1.04 97.75 97.75 575,097.75 100.02 HSBC 575,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 0.77 1.04 1.34 2,300.00 2,300.00 577,300.00 100.40 RBC CAP 575,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 1.34 3,911.86 0.97 0.86 3,911.86 4,078,911.86 4,075,000.00 Security Type Sub-Total 0.86 29,715,000.00 30,006,852.18 88,196.15 122,164.57 2.63 1.19 Managed Account Sub-Total 2.62 Money Market Fund 0.00 0.00 0.00 23,618.89 1.00 23,618.89 CAMP Pool 0.00 23,618.89 23,618.89 0.00 0.00 0.00 Money Market Sub-Total 0.00 Page 16 For the Month Ending October 31, 2016Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $30,163,385.62 $132,914.55 $30,030,471.07 Accrued Interest Securities Sub-Total $29,738,618.89 $88,196.15 $122,164.57 2.63 1.19% 2.62 Page 17 For the Month Ending October 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 10/05/16 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (337,200.20)(628.45)(337,828.65) 325,000.00 10/03/16 10/25/16 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 (398,928.00) 0.00 (398,928.00) 400,000.00 10/21/16 (628.45) (736,756.65)(736,128.20) 725,000.00 Transaction Type Sub-Total INTEREST 10/01/16 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 3,525.00 3,525.00 150,000.00 10/01/16 10/25/16 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 10/01/16 10/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 197.72 197.72 125,000.00 10/01/16 10/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 174.38 174.38 135,000.00 10/01/16 10/06/16 CANADIAN IMPERIAL BANK NY YCD DTD 04/10/2015 1.010% 04/06/2017 13606JYY9 0.00 2,903.75 2,903.75 575,000.00 10/06/16 10/15/16 US TREASURY NOTES DTD 04/15/2015 0.750% 04/15/2018 912828K25 0.00 1,106.25 1,106.25 295,000.00 10/15/16 10/15/16 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 0.00 4,781.25 4,781.25 750,000.00 10/15/16 10/15/16 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 4,916.68 4,916.68 300,000.00 10/15/16 10/25/16 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 10/25/16 10/25/16 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 2,500.00 2,500.00 250,000.00 10/25/16 10/31/16 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 7,350.00 7,350.00 840,000.00 10/31/16 28,318.52 28,318.52 0.00 3,735,000.00 Transaction Type Sub-Total Page 18 For the Month Ending October 31, 2016Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method SELL 10/05/16 FREDDIE MAC GLOBAL NOTES DTD 08/10/2012 1.000% 09/29/2017 3137EADL0 275,838.75 45.83 275,884.58 (2,095.50) 250.69 SPEC LOT 275,000.00 10/03/16 10/25/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 383,305.66 450.72 383,756.38 2,490.23 4,485.46 SPEC LOT 375,000.00 10/21/16 496.55 4,736.15 394.73 659,640.96 659,144.41 650,000.00 Transaction Type Sub-Total (76,983.79) 28,186.62 (48,797.17) 394.73 4,736.15 Managed Account Sub-Total Total Security Transactions $394.73 ($48,797.17)$28,186.62 ($76,983.79)$4,736.15 Page 19 For the Month Ending October 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 74,977.30 Opening Balance 10/03/16 10/03/16 Purchase - Interest 12189TBC7 1.00 3,525.00 78,502.30 10/05/16 10/05/16 Purchase - Interest 3137EADL0 1.00 45.83 78,548.13 10/05/16 10/05/16 Purchase - Principal 3137EADL0 1.00 275,838.75 354,386.88 10/05/16 10/05/16 Redemption - Interest 912828D72 1.00 (628.45) 353,758.43 10/05/16 10/05/16 Redemption - Principal 912828D72 1.00 (337,200.20) 16,558.23 10/06/16 10/06/16 Purchase - Interest 13606JYY9 1.00 2,903.75 19,461.98 10/17/16 10/17/16 Purchase - Interest 3137EADZ9 1.00 4,781.25 24,243.23 10/17/16 10/17/16 Purchase - Interest 912828K25 1.00 1,106.25 25,349.48 10/17/16 10/17/16 Purchase - Interest 06406FAA1 1.00 4,916.68 30,266.16 10/25/16 10/25/16 Purchase - Interest 38141GVT8 1.00 2,500.00 32,766.16 10/25/16 10/25/16 Purchase - Interest 38141GVT8 1.00 500.00 33,266.16 10/25/16 10/25/16 Purchase - Interest 3136ANJY4 1.00 174.38 33,440.54 10/25/16 10/25/16 Purchase - Interest 3136AQDQ0 1.00 363.49 33,804.03 10/25/16 10/25/16 Purchase - Interest 3136AQSW1 1.00 197.72 34,001.75 10/25/16 10/25/16 Purchase - Interest 912828F39 1.00 450.72 34,452.47 10/25/16 10/25/16 Purchase - Principal 912828F39 1.00 383,305.66 417,758.13 10/25/16 10/25/16 Redemption - Principal 3135G0R39 1.00 (398,928.00) 18,830.13 10/27/16 10/27/16 IP Fees September 2016 1.00 (2,266.52) 16,563.61 10/27/16 10/27/16 U.S. Bank Fees August 2016 1.00 (310.89) 16,252.72 10/31/16 10/31/16 Purchase - Interest 912828WC0 1.00 7,350.00 23,602.72 10/31/16 11/01/16 Accrual Income Div Reinvestment - Distributions 1.00 16.17 23,618.89 Page 20 For the Month Ending October 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 23,618.89 23,618.89 23,618.89 29,226.40 187.94 0.00 (15,323,179.16) 15,323,810.59 22,987.46 16.17 23,618.89 0.00 (739,334.06) 687,975.65 74,977.30 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance October January-October 0.66% Page 21 Housing Funds CAMP Account For the Month Ending October 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 4,571.31 78,173.98 (78,398.22) 0.00 $4,347.07 CAMP Pool Unsettled Trades 0.00 1.82 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,102,045.47 77,815.43 (75,061.28) (13,849.97) $5,090,949.65 CAMP Managed Account Unsettled Trades 0.00 3,559.14 Cash Dividends and Income October 31, 2016 September 30, 2016 Asset Summary CAMP Pool 4,347.07 4,571.31 CAMP Managed Account 5,090,949.65 5,102,045.47 $5,095,296.72 $5,106,616.78 Total Asset Allocation 0.09% CAMP Pool 99.91% CAMP Managed Account Page 1 For the Month Ending October 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 $4,571.31 78,173.98 (78,398.22) $4,347.07 1.82 $5,102,045.47 0.00 (75,061.28) 77,815.43 0.00 (13,849.97) $5,090,949.65 $5,106,616.78 $5,095,296.72 3,110.88 (145.03) 593.29 $3,559.14 0.00 75,256.66 2,915.50 0.00 (77,960.46) (211.70) 0.00 Managed Account Total 5,073,772.19 5,078,119.26 22,300.52 75,256.66 0.00 2,915.50 (77,960.46) (5,071,338.60) (18,898.38) 0.00 22,300.52 153,654.88 0.00 2,915.50 (156,134.44) (5,075,909.91) (18,898.38) 1.82 Total Accrual Basis Earnings $6,047.43 $6,049.25 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 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 1,825,000.00 1,860,259.44 36.51 Municipal Bond / Note 30,000.00 30,446.10 0.60 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,423.98 1.87 Federal Agency Bond / Note 1,385,000.00 1,381,929.94 27.12 Corporate Note 1,310,000.00 1,322,389.89 25.95 Certificate of Deposit 400,000.00 400,500.30 7.86 Managed Account Sub-Total 5,045,000.00 5,090,949.65 99.91% Accrued Interest 22,300.52 Total Portfolio 5,045,000.00 5,113,250.17 CAMP Pool 4,347.07 4,347.07 0.09 Total Investments 5,049,347.07 5,117,597.24 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.86% Cert of Deposit 25.95% Corporate Note 1.87% Fed Agency CMO 27.12% Fed Agy Bond / Note 0.09% Mny Mkt Fund 0.60% Muni Bond / Note 36.51% 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 0.08% 4.91% 26.71% 25.18% 18.91% 24.21% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.65 1005 1.37% 1.19% Page 3 For the Month Ending October 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Credit Quality (S&P Ratings) 7.45% A 4.46% A+ 2.50% A- 1.96% A-1 1.96% A-1+ 66.59% AA+ 13.51% AA- 0.09% AAAm 1.48% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 102,148.40 2.00 AMERICAN HONDA FINANCE 54,927.35 1.08 APPLE INC 151,110.65 2.97 BANK OF NEW YORK CO INC 25,089.53 0.49 BB&T CORPORTATION 27,342.53 0.54 BURLINGTON NORTHERN SANTA FE 4,347.07 0.09 CAMP Pool 255,541.54 5.02 CHEVRON CORP 101,697.60 2.00 CISCO SYSTEMS INC 25,113.80 0.49 CITIGROUP INC 955,112.31 18.74 FANNIE MAE 522,241.61 10.25 FEDERAL HOME LOAN BANKS 50,283.35 0.99 GOLDMAN SACHS GROUP INC 100,017.00 1.96 HSBC HOLDINGS PLC 100,143.00 1.97 IBM CORP 102,384.00 2.01 JP MORGAN CHASE & CO 100,028.30 1.96 NORDEA BANK AB 100,400.00 1.97 ROYAL BANK OF CANADA 100,055.00 1.96 SKANDINAVISKA ENSKIDA BANKEN AB 30,446.10 0.60 STATE OF CONNECTICUT 25,030.53 0.49 STATE STREET CORPORATION 1,860,259.44 36.50 UNITED STATES TREASURY 125,274.38 2.46 US BANCORP 176,303.23 3.46 WELLS FARGO & COMPANY $5,095,296.72 Total 100.00% Page 4 For the Month Ending October 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 24,982.43 24,972.60 13.74 24,854.49 10/31/1210/26/12AaaAA+ 25,000.00 912828TS9 0.75 US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 149,812.50 149,113.61 394.47 147,117.19 05/09/1405/06/14AaaAA+ 150,000.00 912828UA6 1.18 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 95,679.06 94,687.35 499.66 94,335.74 06/03/1406/02/14AaaAA+ 95,000.00 912828A34 1.41 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 149,882.85 148,001.72 631.15 147,105.47 05/29/1505/28/15AaaAA+ 150,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 125,698.25 123,784.23 267.61 123,437.50 11/09/1511/05/15AaaAA+ 125,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 150,837.90 149,678.53 321.13 149,578.13 10/09/1510/08/15AaaAA+ 150,000.00 912828UQ1 1.32 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 77,293.95 76,146.93 379.08 76,415.04 12/04/1512/01/15AaaAA+ 75,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 181,138.65 177,503.11 636.91 178,028.32 12/30/1512/28/15AaaAA+ 175,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 102,101.60 101,570.07 4.83 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 77,299.80 76,851.63 631.15 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 130,747.13 130,524.43 1,000.34 131,279.30 03/31/1603/30/16AaaAA+ 125,000.00 912828A83 1.28 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 127,568.38 127,042.06 737.09 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 103,070.30 104,562.73 342.54 104,890.63 07/08/1607/06/16AaaAA+ 100,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,926.96 55,651.25 60.44 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 Page 5 For the Month Ending October 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 06/02/2014 2.000% 05/31/2021 231,925.73 232,815.13 1,893.44 233,085.94 09/02/1609/01/16AaaAA+ 225,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 77,293.95 77,773.82 256.91 77,815.43 10/05/1610/03/16AaaAA+ 75,000.00 912828D72 1.21 8,070.49 1,860,259.44 1,850,679.20 1.34 1,849,877.94 1,825,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,446.10 30,051.05 75.67 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 75.67 30,446.10 30,051.05 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 25,074.26 25,101.13 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 25,179.78 25,162.57 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 45,169.94 45,316.72 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.56 95,423.98 95,580.42 1.05 95,950.54 95,000.00 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 100,028.10 99,516.46 388.89 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 125,035.13 124,664.94 486.11 123,943.75 05/24/1305/22/13AaaAA+ 125,000.00 3135G0WJ8 1.05 FEDERAL HOME LOAN BANKS AGCY DTD 05/27/2016 0.875% 06/29/2018 50,000.90 50,009.84 148.26 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 99,594.70 99,665.30 145.83 99,624.00 08/12/1608/11/16AaaAA+ 100,000.00 3130A8PK3 0.82 Page 6 For the Month Ending October 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 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 106,421.70 105,512.07 729.90 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 50,019.45 50,115.21 90.28 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 125,048.63 124,771.72 225.69 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 124,366.13 124,807.11 270.40 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 124,348.13 124,779.09 264.32 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 124,711.88 124,815.54 204.86 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 124,787.38 124,896.21 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 123,510.50 124,283.43 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,775.55 24,917.80 62.50 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 79,281.76 79,688.58 200.00 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 3,756.54 1,381,929.94 1,382,443.30 1.08 1,380,969.44 1,385,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 125,274.38 125,264.97 951.04 127,670.00 07/30/1207/25/12A1A+ 125,000.00 91159HHD5 1.19 CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 74,997.68 75,085.16 335.80 75,405.75 12/05/1211/29/12Aa2AA- 75,000.00 166764AA8 0.99 Page 7 For the Month Ending October 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 99,996.90 100,000.00 447.73 100,000.00 12/05/1211/28/12Aa2AA- 100,000.00 166764AA8 1.10 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,143.00 99,880.83 288.19 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 100,130.00 99,991.99 206.25 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 54,927.35 54,937.74 271.94 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,546.96 80,000.00 484.86 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 50,848.80 50,251.76 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,848.80 50,317.03 177.08 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 50,283.35 49,973.36 16.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,113.80 24,988.66 202.15 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 102,148.40 99,892.47 475.00 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 27,342.53 27,293.03 97.92 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 176,303.23 175,810.26 951.08 176,223.25 02/05/1502/02/15A2A 175,000.00 94974BGF1 2.00 JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 102,384.00 100,382.52 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 Page 8 For the Month Ending October 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 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,980.65 51,050.04 55.56 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 25,089.53 24,984.98 243.44 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 25,030.53 24,913.42 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 6,578.95 1,322,389.89 1,315,018.22 1.70 1,318,456.05 1,310,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 100,028.30 100,000.00 507.92 100,000.00 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 100,055.00 100,000.00 1,438.89 100,000.00 11/17/1511/16/15P-1A-1 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,017.00 100,000.00 1,492.94 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,400.00 100,000.00 245.56 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 3,685.31 400,500.30 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,045,000.00 5,075,338.27 1.37 22,300.52 5,073,772.19 5,090,949.65 Managed Account Sub-Total Money Market Fund CAMP Pool 4,347.07 4,347.07 0.00 4,347.07 NRAAAm 4,347.07 4,347.07 4,347.07 0.00 4,347.07 4,347.07 Money Market Sub-Total $5,049,347.07 $5,079,685.34 $22,300.52 $5,078,119.26 $5,095,296.72 1.37% $22,300.52 Total Investments Accrued Interest Securities Sub-Total $5,117,597.24 Page 9 For the Month Ending October 31, 2016Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration U.S. Treasury Bond / Note 0.91 9.83 127.94 24,982.43 99.93 CITIGRP 25,000.00 912828TS9US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 0.70 0.91 1.07 698.89 2,695.31 149,812.50 99.88 MERRILL 150,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.74 1.07 2.04 991.71 1,343.32 95,679.06 100.71 CITIGRP 95,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.90 2.04 3.01 1,881.13 2,777.38 149,882.85 99.92 CITIGRP 150,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.03 3.01 3.25 1,914.02 2,260.75 125,698.25 100.56 CITIGRP 125,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.25 3.25 1,159.37 1,259.77 150,837.90 100.56 MORGANST 150,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.25 3.60 1,147.02 878.91 77,293.95 103.06 MERRILL 75,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.16 3.60 3.67 3,635.54 3,110.33 181,138.65 103.51 MORGANST 175,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.19 3.67 3.86 531.53 250.04 102,101.60 102.10 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.21 3.86 3.89 448.17 158.20 77,299.80 103.07 MERRILL 75,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.23 3.89 3.94 222.70 (532.17) 130,747.13 104.60 MERRILL 125,000.00 912828A83US TREASURY NOTES DTD 12/31/2013 2.375% 12/31/2020 1.24 3.94 3.99 526.32 327.17 127,568.38 102.05 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.24 3.99 4.13 (1,492.43)(1,820.33) 103,070.30 103.07 MORGANST 100,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.27 4.13 4.28 (724.29)(773.43) 54,926.96 99.87 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.28 4.28 4.34 (889.40)(1,160.21) 231,925.73 103.08 HSBC 225,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.31 4.34 4.59 (479.87)(521.48) 77,293.95 103.06 HSBC 75,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.34 4.59 10,381.50 1.14 3.45 9,580.24 1,860,259.44 1,825,000.00 Security Type Sub-Total 3.45 Page 10 For the Month Ending October 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 2.31 395.05 361.80 30,446.10 101.49 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.33 2.31 361.80 1.33 2.31 395.05 30,446.10 30,000.00 Security Type Sub-Total 2.31 Federal Agency Collateralized Mortgage Obligation 1.24 (26.87)(175.65) 25,074.26 100.30 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.23 1.27 1.95 17.21 (70.22) 25,179.78 100.72 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.47 1.49 2.61 (146.78)(280.69) 45,169.94 100.38 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.46 1.82 (526.56) 1.40 2.08 (156.44) 95,423.98 95,000.00 Security Type Sub-Total 1.59 Federal Agency Bond / Note 1.54 511.64 1,543.10 100,028.10 100.03 CSFB 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.86 1.54 1.54 370.19 1,091.38 125,035.13 100.03 BNP PARI 125,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.86 1.54 1.64 (8.94)(10.18) 50,000.90 100.00 WELLSFAR 50,000.00 3130A8BD4FEDERAL HOME LOAN BANKS AGCY DTD 05/27/2016 0.875% 06/29/2018 0.87 1.64 1.75 (70.60)(29.30) 99,594.70 99.59 CITIGRP 100,000.00 3130A8PK3FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 0.86 1.75 2.02 909.63 424.20 106,421.70 101.35 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.96 2.02 2.28 (95.76)(107.05) 50,019.45 100.04 BMO 50,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.98 2.28 2.28 276.91 343.63 125,048.63 100.04 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.98 2.28 2.71 (440.98)(423.87) 124,366.13 99.49 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.06 2.71 2.71 (430.96)(411.87) 124,348.13 99.48 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.07 2.71 Page 11 For the Month Ending October 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 2.77 (103.66)(93.12) 124,711.88 99.77 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.08 2.77 2.85 (108.83)(103.87) 124,787.38 99.83 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.06 2.85 4.55 (772.93)(729.38) 123,510.50 98.81 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.39 4.55 4.62 (142.25)(138.93) 24,775.55 99.10 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.44 4.62 4.62 (406.82)(394.24) 79,281.76 99.10 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.44 4.62 960.50 1.05 2.63 (513.36) 1,381,929.94 1,385,000.00 Security Type Sub-Total 2.63 Corporate Note 0.45 9.41 (2,395.62) 125,274.38 100.22 04/15/17BARCLAYS 125,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.24 0.42 1.08 (87.48)(408.07) 74,997.68 100.00 11/05/17BARCLAYS 75,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.11 1.05 1.08 (3.10)(3.10) 99,996.90 100.00 11/05/17MORGANST 100,000.00 166764AA8CHEVRON CORP (CALLABLE) GLOBAL NOTES DTD 12/05/2012 1.104% 12/05/2017 1.11 1.05 1.25 262.17 601.00 100,143.00 100.14 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.14 1.25 1.33 138.01 159.00 100,130.00 100.13 GOLDMAN 100,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.25 1.29 1.48 (10.39) 130.30 54,927.35 99.87 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.09 1.48 1.61 546.96 546.96 80,546.96 100.68 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.30 1.61 2.27 597.04 373.80 50,848.80 101.70 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.38 2.27 2.27 531.77 379.30 50,848.80 101.70 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.38 2.27 Page 12 For the Month Ending October 31, 2016Managed Account Fair Market Value & Analytics Value On Cost Amort Cost to WorstCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/L Duration CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Security Type/Description Next Call Market YTMEffective Duration Corporate Note 2.33 309.99 315.35 50,283.35 100.57 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.77 2.38 2.50 125.14 126.80 25,113.80 100.46 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.87 2.50 2.69 2,255.93 2,333.40 102,148.40 102.15 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.46 2.69 2.74 49.50 (254.97) 27,342.53 109.37 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.41 2.74 3.11 492.97 79.98 176,303.23 100.74 JEFFERIE 175,000.00 94974BGF1WELLS FARGO & CO DTD 02/02/2015 2.150% 01/30/2020 1.91 3.11 3.35 2,001.48 1,887.00 102,384.00 102.38 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.07 3.40 4.20 (69.39)(168.35) 50,980.65 101.96 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.04 4.20 4.26 104.55 106.03 25,089.53 100.36 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.97 4.26 4.30 117.11 125.03 25,030.53 100.12 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.92 4.30 3,933.84 1.49 2.11 7,371.67 1,322,389.89 1,310,000.00 Security Type Sub-Total 2.11 Certificate of Deposit 0.56 28.30 28.30 100,028.30 100.03 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.09 0.56 1.04 55.00 55.00 100,055.00 100.06 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.01 1.04 1.04 17.00 17.00 100,017.00 100.02 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 0.77 1.04 1.34 400.00 400.00 100,400.00 100.40 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 1.34 500.30 0.81 1.00 500.30 400,500.30 400,000.00 Security Type Sub-Total 1.00 Page 13 For the Month Ending October 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 5,045,000.00 5,090,949.65 15,611.38 17,177.46 2.65 1.19 Managed Account Sub-Total 2.64 Money Market Fund 0.00 0.00 0.00 4,347.07 1.00 4,347.07 CAMP Pool 0.00 4,347.07 4,347.07 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,117,597.24 $22,300.52 $5,095,296.72 Accrued Interest Securities Sub-Total $5,049,347.07 $15,611.38 $17,177.46 2.65 1.19% 2.64 Page 14 For the Month Ending October 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 10/05/16 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (77,815.43)(145.03)(77,960.46) 75,000.00 10/03/16 (145.03)(77,960.46)(77,815.43) 75,000.00 Transaction Type Sub-Total INTEREST 10/01/16 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 10/01/16 10/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 10/01/16 10/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 10/01/16 10/25/16 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 10/01/16 10/15/16 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 819.44 819.44 50,000.00 10/15/16 10/25/16 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 10/25/16 10/31/16 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 875.00 875.00 100,000.00 10/31/16 2,915.50 2,915.50 0.00 320,000.00 Transaction Type Sub-Total SELL 10/05/16 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 50,073.00 193.23 50,266.23 459.50 179.52 SPEC LOT 50,000.00 10/03/16 10/05/16 US TREASURY NOTES DTD 10/01/2012 0.625% 09/30/2017 912828TS9 24,988.28 2.15 24,990.43 133.79 17.90 SPEC LOT 25,000.00 10/03/16 195.38 197.42 593.29 75,256.66 75,061.28 75,000.00 Transaction Type Sub-Total (2,754.15) 2,965.85 211.70 593.29 197.42 Managed Account Sub-Total Total Security Transactions $593.29 $211.70 $2,965.85 ($2,754.15)$197.42 Page 15 For the Month Ending October 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 4,571.31 Opening Balance 10/03/16 10/03/16 Purchase - Interest 12189TBC7 1.00 587.50 5,158.81 10/05/16 10/05/16 Purchase - Interest 3135G0PQ0 1.00 193.23 5,352.04 10/05/16 10/05/16 Purchase - Principal 3135G0PQ0 1.00 50,073.00 55,425.04 10/05/16 10/05/16 Purchase - Interest 912828TS9 1.00 2.15 55,427.19 10/05/16 10/05/16 Purchase - Principal 912828TS9 1.00 24,988.28 80,415.47 10/05/16 10/05/16 Redemption - Principal 912828D72 1.00 (77,815.43) 2,600.04 10/05/16 10/05/16 Redemption - Interest 912828D72 1.00 (145.03) 2,455.01 10/17/16 10/17/16 Purchase - Interest 06406FAA1 1.00 819.44 3,274.45 10/25/16 10/25/16 Purchase - Interest 38141GVT8 1.00 500.00 3,774.45 10/25/16 10/25/16 Purchase - Interest 3136ANJY4 1.00 32.29 3,806.74 10/25/16 10/25/16 Purchase - Interest 3136AQDQ0 1.00 61.73 3,868.47 10/25/16 10/25/16 Purchase - Interest 3136AQSW1 1.00 39.54 3,908.01 10/27/16 10/27/16 IP Fees September 2016 1.00 (385.13) 3,522.88 10/27/16 10/27/16 U.S. Bank Fees August 2016 1.00 (52.63) 3,470.25 10/31/16 10/31/16 Purchase - Interest 912828WC0 1.00 875.00 4,345.25 10/31/16 11/01/16 Accrual Income Div Reinvestment - Distributions 1.00 1.82 4,347.07 Page 16 For the Month Ending October 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - HOUSING FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 4,347.07 4,347.07 4,347.07 3,263.23 46.48 0.00 (2,605,032.35) 2,605,170.07 4,209.35 1.82 4,347.07 0.00 (78,398.22) 78,173.98 4,571.31 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance October January-October 0.66% Page 17 Successor Agency CAMP Account For the Month Ending October 31, 2016Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Opening Market Value Purchases Redemptions Change in Value Closing Market Value 11,347.98 308,501.15 (309,906.22) 0.00 $9,942.91 CAMP Pool Unsettled Trades 0.00 5.01 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 5,297,921.50 309,209.98 (304,058.48) (15,177.33) $5,287,895.67 CAMP Managed Account Unsettled Trades 0.00 6,506.81 Cash Dividends and Income October 31, 2016 September 30, 2016 Asset Summary CAMP Pool 9,942.91 11,347.98 CAMP Managed Account 5,287,895.67 5,297,921.50 $5,297,838.58 $5,309,269.48 Total Asset Allocation 0.19% CAMP Pool 99.81% CAMP Managed Account Page 1 For the Month Ending October 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 $11,347.98 308,501.15 (309,906.22) $9,942.91 5.01 $5,297,921.50 0.00 (304,058.48) 309,209.98 0.00 (15,177.33) $5,287,895.67 $5,309,269.48 $5,297,838.58 4,437.66 (241.71) 2,310.86 $6,506.81 0.00 304,751.89 3,744.25 0.00 (309,451.69) 955.55 0.00 Managed Account Total 5,266,645.92 5,276,588.83 23,493.65 304,751.89 0.00 3,744.25 (309,451.69) (5,259,448.18) (20,993.83) 0.00 23,493.65 614,658.11 0.00 3,744.25 (617,952.84) (5,270,796.16) (20,993.83) 5.01 Total Accrual Basis Earnings $8,742.01 $8,747.02 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 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 1,735,000.00 1,768,137.51 33.37 Municipal Bond / Note 30,000.00 30,446.10 0.57 Federal Agency Collateralized Mortgage Obligation 95,000.00 95,423.98 1.80 Federal Agency Bond / Note 1,870,000.00 1,871,180.98 35.33 Corporate Note 1,110,000.00 1,122,206.80 21.18 Certificate of Deposit 400,000.00 400,500.30 7.56 Managed Account Sub-Total 5,240,000.00 5,287,895.67 99.81% Accrued Interest 23,493.65 Total Portfolio 5,240,000.00 5,311,389.32 CAMP Pool 9,942.91 9,942.91 0.19 Total Investments 5,249,942.91 5,321,332.23 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.56% Cert of Deposit 21.18% Corporate Note 1.80% Fed Agency CMO 35.33% Fed Agy Bond / Note 0.19% Mny Mkt Fund 0.57% Muni Bond / Note 33.37% 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 0.18% 6.62% 19.55% 35.34% 14.59% 23.72% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Duration to Worst Weighted Average Days to Maturity 2.67 1011 1.37% 1.17% Page 3 For the Month Ending October 31, 2016Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Credit Quality (S&P Ratings) 4.33% A 6.66% A+ 2.41% A- 1.89% A-1 1.89% A-1+ 71.52% AA+ 9.69% AA- 0.19% AAAm 1.42% BBB+ Issuer Summary Percentof HoldingsIssuer Market Value 102,148.40 1.93 AMERICAN HONDA FINANCE 54,927.35 1.04 APPLE INC 126,078.15 2.38 BANK OF NEW YORK CO INC 25,089.53 0.47 BB&T CORPORTATION 27,342.53 0.52 BURLINGTON NORTHERN SANTA FE 9,942.91 0.19 CAMP Pool 80,546.96 1.52 CHEVRON CORP 101,697.60 1.92 CISCO SYSTEMS INC 25,113.80 0.47 CITIGROUP INC 1,211,154.28 22.86 FANNIE MAE 472,240.71 8.91 FEDERAL HOME LOAN BANKS 283,209.97 5.35 FREDDIE MAC 50,283.35 0.95 GOLDMAN SACHS GROUP INC 100,017.00 1.89 HSBC HOLDINGS PLC 100,143.00 1.89 IBM CORP 102,384.00 1.93 JP MORGAN CHASE & CO 100,028.30 1.89 NORDEA BANK AB 100,400.00 1.90 ROYAL BANK OF CANADA 100,055.00 1.89 SKANDINAVISKA ENSKIDA BANKEN AB 30,446.10 0.57 STATE OF CONNECTICUT 25,030.53 0.47 STATE STREET CORPORATION 1,768,137.51 33.37 UNITED STATES TREASURY 250,548.75 4.73 US BANCORP 50,872.85 0.96 WELLS FARGO & COMPANY $5,297,838.58 Total 100.00% Page 4 For the Month Ending October 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 11/30/2012 0.625% 11/30/2017 124,843.75 124,261.34 328.72 122,597.66 05/09/1405/06/14AaaAA+ 125,000.00 912828UA6 1.18 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 20,142.96 19,899.37 105.19 19,790.63 07/07/1407/01/14AaaAA+ 20,000.00 912828A34 1.50 US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 75,536.10 74,753.17 394.47 74,475.59 06/03/1406/02/14AaaAA+ 75,000.00 912828A34 1.41 US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 199,843.80 197,335.63 841.53 196,140.63 05/29/1505/28/15AaaAA+ 200,000.00 912828UB4 1.44 US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 175,977.55 173,297.92 374.65 172,812.50 11/09/1511/05/15AaaAA+ 175,000.00 912828UQ1 1.55 US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 103,058.60 101,529.23 505.43 101,886.72 12/04/1512/01/15AaaAA+ 100,000.00 912828VP2 1.58 US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 191,489.43 187,646.15 673.31 188,201.37 12/30/1512/28/15AaaAA+ 185,000.00 912828VV9 1.74 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 102,101.60 101,570.07 4.83 101,851.56 02/03/1602/01/16AaaAA+ 100,000.00 912828WC0 1.35 US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 180,366.20 179,320.46 1,472.68 179,997.07 03/04/1603/02/16AaaAA+ 175,000.00 912828A42 1.38 US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 127,568.38 127,042.06 737.09 127,241.21 05/31/1605/27/16AaaAA+ 125,000.00 912828N48 1.35 US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 77,302.73 78,422.05 256.91 78,667.97 07/08/1607/06/16AaaAA+ 75,000.00 912828B90 0.92 US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 54,926.96 55,651.25 60.44 55,700.39 06/29/1606/27/16AaaAA+ 55,000.00 912828Q37 0.98 US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 206,156.20 206,946.78 1,683.06 207,187.50 09/02/1609/01/16AaaAA+ 200,000.00 912828WN6 1.22 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 128,823.25 129,623.02 428.18 129,692.38 10/05/1610/03/16AaaAA+ 125,000.00 912828D72 1.21 Page 5 For the Month Ending October 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 7,866.49 1,768,137.51 1,757,298.50 1.37 1,756,243.18 1,735,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 30,446.10 30,051.05 75.67 30,084.30 03/25/1503/16/15Aa3AA- 30,000.00 20772JZK1 1.90 75.67 30,446.10 30,051.05 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 25,074.26 25,101.13 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 25,179.78 25,162.57 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 45,169.94 45,316.72 61.73 45,450.63 10/30/1510/07/15AaaAA+ 45,000.00 3136AQDQ0 1.08 133.56 95,423.98 95,580.42 1.05 95,950.54 95,000.00 Security Type Sub-Total Federal Agency Bond / Note FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 75,021.08 74,637.35 291.67 73,863.75 05/31/1305/24/13AaaAA+ 75,000.00 3135G0WJ8 1.19 FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 100,028.10 99,731.95 388.89 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 99,594.70 99,665.30 145.83 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 106,421.70 105,512.07 729.90 105,997.50 10/23/1410/22/14AaaAA+ 105,000.00 3135G0YT4 1.39 FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 126,692.50 125,001.99 868.92 125,003.75 06/19/1406/16/14AaaAA+ 125,000.00 3135G0YT4 1.62 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 50,019.45 50,115.21 90.28 50,126.50 08/08/1608/05/16AaaAA+ 50,000.00 3135G0J53 0.90 Page 6 For the Month Ending October 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 FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 125,048.63 124,771.72 225.69 124,705.00 02/23/1602/19/16AaaAA+ 125,000.00 3135G0J53 1.08 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 130,358.02 130,721.76 65.00 130,782.60 08/15/1608/12/16AaaAA+ 130,000.00 3137EADZ9 0.90 FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 152,851.95 150,992.78 1,101.04 151,704.00 12/03/1412/01/14AaaAA+ 150,000.00 3137EADG1 1.49 FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 124,366.13 124,807.11 270.40 124,790.00 08/02/1607/29/16AaaAA+ 125,000.00 3135G0N33 0.93 FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 124,348.13 124,779.09 264.32 124,760.00 08/04/1608/03/16AaaAA+ 125,000.00 3130A8Y72 0.94 FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 124,711.88 124,815.54 204.86 124,805.00 09/02/1608/31/16AaaAA+ 125,000.00 3135G0P49 1.05 FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 124,787.38 124,896.21 121.53 124,891.25 09/09/1609/08/16AaaAA+ 125,000.00 3130A9EP2 1.03 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 179,363.52 179,520.25 30.00 179,517.60 10/25/1610/21/16AaaAA+ 180,000.00 3135G0R39 1.09 FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 123,510.50 124,283.43 417.97 124,239.88 07/15/1607/14/16AaaAA+ 125,000.00 3130A8QS5 1.25 FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 24,775.55 24,917.80 62.50 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 79,281.76 79,688.58 200.00 79,676.00 08/19/1608/17/16AaaAA+ 80,000.00 3135G0N82 1.33 5,478.80 1,871,180.98 1,868,858.14 1.14 1,868,556.31 1,870,000.00 Security Type Sub-Total Corporate Note US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 250,548.75 250,000.00 1,902.08 255,340.00 07/30/1207/25/12A1A+ 250,000.00 91159HHD5 1.19 IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 100,143.00 99,880.83 288.19 99,542.00 02/08/1302/05/13Aa3AA- 100,000.00 459200HK0 1.35 Page 7 For the Month Ending October 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 75,097.50 74,994.00 154.69 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 54,927.35 54,937.74 271.94 54,797.05 05/03/1304/30/13Aa1AA+ 55,000.00 037833AJ9 1.08 CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 80,546.96 80,000.00 484.86 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 50,848.80 50,251.76 177.08 50,475.00 09/04/1408/29/14A1AA- 50,000.00 17275RAR3 1.90 CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 50,848.80 50,317.03 177.08 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 50,283.35 49,973.36 16.67 49,968.00 04/26/1604/21/16A3BBB+ 50,000.00 38141GVT8 2.02 CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 25,113.80 24,988.66 202.15 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 102,148.40 99,892.47 475.00 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 27,342.53 27,293.03 97.92 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 102,384.00 100,382.52 977.78 100,497.00 09/04/1509/01/15A3A- 100,000.00 46625HLW8 2.64 WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 50,872.85 50,997.97 510.00 51,108.00 05/10/1605/06/16A2A 50,000.00 94974BGR5 2.04 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 50,980.65 51,050.04 55.56 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 25,089.53 24,984.98 243.44 24,983.50 05/16/1605/10/16A2A- 25,000.00 05531FAV5 2.06 Page 8 For the Month Ending October 31, 2016Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,030.53 24,913.42 219.38 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.03 6,253.82 1,122,206.80 1,114,857.81 1.72 1,120,612.30 1,110,000.00 Security Type Sub-Total Certificate of Deposit NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 100,028.30 100,000.00 507.92 100,000.00 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 100,055.00 100,000.00 1,438.89 100,000.00 11/17/1511/16/15P-1A-1 100,000.00 83050FBG5 1.48 HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 100,017.00 100,000.00 1,492.94 100,000.00 11/18/1511/17/15P-1A-1+ 100,000.00 40428AR58 1.54 ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 100,400.00 100,000.00 245.56 100,000.00 03/15/1603/11/16Aa3AA- 100,000.00 78009NZZ2 1.69 3,685.31 400,500.30 400,000.00 1.46 400,000.00 400,000.00 Security Type Sub-Total 5,240,000.00 5,271,446.63 1.37 23,493.65 5,266,645.92 5,287,895.67 Managed Account Sub-Total Money Market Fund CAMP Pool 9,942.91 9,942.91 0.00 9,942.91 NRAAAm 9,942.91 9,942.91 9,942.91 0.00 9,942.91 9,942.91 Money Market Sub-Total $5,249,942.91 $5,281,389.54 $23,493.65 $5,276,588.83 $5,297,838.58 1.37% $5,321,332.23 $23,493.65 Total Investments Accrued Interest Securities Sub-Total Page 9 For the Month Ending October 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 1.07 582.41 2,246.09 124,843.75 99.88 MERRILL 125,000.00 912828UA6US TREASURY NOTES DTD 11/30/2012 0.625% 11/30/2017 0.74 1.07 2.04 243.59 352.33 20,142.96 100.71 MERRILL 20,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.90 2.04 2.04 782.93 1,060.51 75,536.10 100.71 CITIGRP 75,000.00 912828A34US TREASURY NOTES DTD 12/02/2013 1.250% 11/30/2018 0.90 2.04 3.01 2,508.17 3,703.17 199,843.80 99.92 CITIGRP 200,000.00 912828UB4US TREASURY NOTES DTD 11/30/2012 1.000% 11/30/2019 1.03 3.01 3.25 2,679.63 3,165.05 175,977.55 100.56 CITIGRP 175,000.00 912828UQ1US TREASURY NOTES DTD 02/28/2013 1.250% 02/29/2020 1.08 3.25 3.60 1,529.37 1,171.88 103,058.60 103.06 MERRILL 100,000.00 912828VP2US TREASURY NOTES DTD 07/31/2013 2.000% 07/31/2020 1.16 3.60 3.67 3,843.28 3,288.06 191,489.43 103.51 MORGANST 185,000.00 912828VV9US TREASURY NOTES DTD 09/03/2013 2.125% 08/31/2020 1.19 3.67 3.86 531.53 250.04 102,101.60 102.10 MERRILL 100,000.00 912828WC0US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 1.21 3.86 3.89 1,045.74 369.13 180,366.20 103.07 MERRILL 175,000.00 912828A42US TREASURY NOTE DTD 12/02/2013 2.000% 11/30/2020 1.23 3.89 3.99 526.32 327.17 127,568.38 102.05 MORGANST 125,000.00 912828N48US TREASURY N/B DTD 12/31/2015 1.750% 12/31/2020 1.24 3.99 4.13 (1,119.32)(1,365.24) 77,302.73 103.07 MORGANST 75,000.00 912828B90US TREASURY NOTES DTD 02/28/2014 2.000% 02/28/2021 1.27 4.13 4.28 (724.29)(773.43) 54,926.96 99.87 CITIGRP 55,000.00 912828Q37US TREASURY NOTES DTD 03/31/2016 1.250% 03/31/2021 1.28 4.28 4.34 (790.58)(1,031.30) 206,156.20 103.08 HSBC 200,000.00 912828WN6US TREASURY NOTES DTD 06/02/2014 2.000% 05/31/2021 1.31 4.34 4.59 (799.77)(869.13) 128,823.25 103.06 HSBC 125,000.00 912828D72US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 1.34 4.59 11,894.33 1.15 3.52 10,839.01 1,768,137.51 1,735,000.00 Security Type Sub-Total 3.52 Municipal Bond / Note 2.31 395.05 361.80 30,446.10 101.49 VINING 30,000.00 20772JZK1CT ST TXBL GO BONDS DTD 03/25/2015 1.974% 03/15/2019 1.33 2.31 Page 10 For the Month Ending October 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 361.80 1.33 2.31 395.05 30,446.10 30,000.00 Security Type Sub-Total 2.31 Federal Agency Collateralized Mortgage Obligation 1.24 (26.87)(175.65) 25,074.26 100.30 GOLDMAN 25,000.00 3136ANJY4FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 1.23 1.27 1.95 17.21 (70.22) 25,179.78 100.72 GOLDMAN 25,000.00 3136AQSW1FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 1.47 1.49 2.61 (146.78)(280.69) 45,169.94 100.38 MORGANST 45,000.00 3136AQDQ0FANNIE MAE SERIES 2015-M13 ASQ2 DTD 10/01/2015 1.646% 09/01/2019 1.46 1.82 (526.56) 1.40 2.08 (156.44) 95,423.98 95,000.00 Security Type Sub-Total 1.59 Federal Agency Bond / Note 1.54 383.73 1,157.33 75,021.08 100.03 CSFB 75,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.86 1.54 1.54 296.15 873.10 100,028.10 100.03 BNP PARI 100,000.00 3135G0WJ8FANNIE MAE GLOBAL NOTES DTD 04/15/2013 0.875% 05/21/2018 0.86 1.54 1.75 (70.60)(29.30) 99,594.70 99.59 CITIGRP 100,000.00 3130A8PK3FHLB NOTES DTD 07/08/2016 0.625% 08/07/2018 0.86 1.75 2.02 909.63 424.20 106,421.70 101.35 GOLDMAN 105,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.96 2.02 2.02 1,690.51 1,688.75 126,692.50 101.35 HSBC 125,000.00 3135G0YT4FANNIE MAE GLOBAL NOTES DTD 10/01/2013 1.625% 11/27/2018 0.96 2.02 2.28 (95.76)(107.05) 50,019.45 100.04 BMO 50,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.98 2.28 2.28 276.91 343.63 125,048.63 100.04 JPMCHASE 125,000.00 3135G0J53FNMA BENCHMARK NOTE DTD 02/23/2016 1.000% 02/26/2019 0.98 2.28 2.42 (363.74)(424.58) 130,358.02 100.28 TD SEC U 130,000.00 3137EADZ9FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 1.01 2.42 2.51 1,859.17 1,147.95 152,851.95 101.90 TD SEC U 150,000.00 3137EADG1FREDDIE MAC NOTES DTD 04/16/2012 1.750% 05/30/2019 1.00 2.51 2.71 (440.98)(423.87) 124,366.13 99.49 GOLDMAN 125,000.00 3135G0N33FNMA BENCHMARK NOTE DTD 08/02/2016 0.875% 08/02/2019 1.06 2.71 2.71 (430.96)(411.87) 124,348.13 99.48 WELLSFAR 125,000.00 3130A8Y72FHLB GLOBAL NOTE DTD 08/04/2016 0.875% 08/05/2019 1.07 2.71 Page 11 For the Month Ending October 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 2.77 (103.66)(93.12) 124,711.88 99.77 GOLDMAN 125,000.00 3135G0P49FNMA NOTES DTD 09/02/2016 1.000% 08/28/2019 1.08 2.77 2.85 (108.83)(103.87) 124,787.38 99.83 BARCLAYS 125,000.00 3130A9EP2FHLB GLOBAL NOTES DTD 09/09/2016 1.000% 09/26/2019 1.06 2.85 2.93 (156.73)(154.08) 179,363.52 99.65 BARCLAYS 180,000.00 3135G0R39FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 1.12 2.93 4.55 (772.93)(729.38) 123,510.50 98.81 TD SEC U 125,000.00 3130A8QS5FHLB GLOBAL NOTE DTD 07/14/2016 1.125% 07/14/2021 1.39 4.55 4.62 (142.25)(138.93) 24,775.55 99.10 TD SEC U 25,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.44 4.62 4.62 (406.82)(394.24) 79,281.76 99.10 CITIGRP 80,000.00 3135G0N82FNMA NOTES DTD 08/19/2016 1.250% 08/17/2021 1.44 4.62 2,624.67 1.05 2.65 2,322.84 1,871,180.98 1,870,000.00 Security Type Sub-Total 2.65 Corporate Note 0.45 548.75 (4,791.25) 250,548.75 100.22 04/15/17BARCLAYS 250,000.00 91159HHD5US BANCORP (CALLABLE) DTD 05/08/2012 1.650% 05/15/2017 1.24 0.42 1.25 262.17 601.00 100,143.00 100.14 HSBC 100,000.00 459200HK0IBM CORP GLOBAL NOTES DTD 02/08/2013 1.250% 02/08/2018 1.14 1.25 1.33 103.50 119.25 75,097.50 100.13 GOLDMAN 75,000.00 06406HCJ6BANK OF NEW YORK MELLON (CALLABLE) DTD 03/06/2013 1.350% 03/06/2018 1.25 1.29 1.48 (10.39) 130.30 54,927.35 99.87 GOLDMAN 55,000.00 037833AJ9APPLE INC GLOBAL NOTES DTD 05/03/2013 1.000% 05/03/2018 1.09 1.48 1.61 546.96 546.96 80,546.96 100.68 BARCLAYS 80,000.00 166764AE0CHEVRON CORP GLOBAL NOTES DTD 06/24/2013 1.718% 06/24/2018 1.30 1.61 2.27 597.04 373.80 50,848.80 101.70 BONY 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.38 2.27 2.27 531.77 379.30 50,848.80 101.70 BNP PARI 50,000.00 17275RAR3CISCO SYSTEMS INC GLOBAL NOTES DTD 03/03/2014 2.125% 03/01/2019 1.38 2.27 2.33 309.99 315.35 50,283.35 100.57 03/25/19MIZUHO 50,000.00 38141GVT8GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 1.77 2.38 Page 12 For the Month Ending October 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 2.50 125.14 126.80 25,113.80 100.46 CITIGRP 25,000.00 172967KS9CITIGROUP INC CORP NOTES DTD 06/09/2016 2.050% 06/07/2019 1.87 2.50 2.69 2,255.93 2,333.40 102,148.40 102.15 MERRILL 100,000.00 02665WAH4AMERICAN HONDA FINANCE GLOBAL NOTES DTD 09/09/2014 2.250% 08/15/2019 1.46 2.69 2.74 49.50 (254.97) 27,342.53 109.37 GOLDMAN 25,000.00 12189TBC7BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 1.41 2.74 3.35 2,001.48 1,887.00 102,384.00 102.38 05/23/20JPMCHASE 100,000.00 46625HLW8JP MORGAN CHASE & CO CORP NT (CALLABLE) DTD 06/23/2015 2.750% 06/23/2020 2.07 3.40 3.84 (125.12)(235.15) 50,872.85 101.75 UBS AG 50,000.00 94974BGR5WELLS FARGO & COMPANY NOTES DTD 12/07/2015 2.550% 12/07/2020 2.10 3.84 4.20 (69.39)(168.35) 50,980.65 101.96 KEYBAN 50,000.00 06406FAA1BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 2.04 4.20 4.26 104.55 106.03 25,089.53 100.36 SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST CORP NOTE DTD 05/10/2016 2.050% 05/10/2021 1.97 4.26 4.30 117.11 125.03 25,030.53 100.12 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.92 4.30 1,594.50 1.49 2.03 7,348.99 1,122,206.80 1,110,000.00 Security Type Sub-Total 2.03 Certificate of Deposit 0.56 28.30 28.30 100,028.30 100.03 MERRILL 100,000.00 65558LFA5NORDEA BANK FINLAND NY CD DTD 05/29/2015 1.150% 05/26/2017 1.09 0.56 1.04 55.00 55.00 100,055.00 100.06 GOLDMAN 100,000.00 83050FBG5SKANDINAVISKA ENSKILDA BANKEN NY CD DTD 11/17/2015 1.480% 11/16/2017 0.01 1.04 1.04 17.00 17.00 100,017.00 100.02 HSBC 100,000.00 40428AR58HSBC BANK USA NA CD DTD 11/18/2015 1.540% 11/17/2017 0.77 1.04 1.34 400.00 400.00 100,400.00 100.40 RBC CAP 100,000.00 78009NZZ2ROYAL BANK OF CANADA NY CD DTD 03/15/2016 1.700% 03/09/2018 1.38 1.34 500.30 0.81 1.00 500.30 400,500.30 400,000.00 Security Type Sub-Total 1.00 5,240,000.00 5,287,895.67 16,449.04 21,249.75 2.67 1.17 Managed Account Sub-Total 2.66 Page 13 For the Month Ending October 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 Money Market Fund 0.00 0.00 0.00 9,942.91 1.00 9,942.91 CAMP Pool 0.00 9,942.91 9,942.91 0.00 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $5,321,332.23 $23,493.65 $5,297,838.58 Accrued Interest Securities Sub-Total $5,249,942.91 $16,449.04 $21,249.75 2.67 1.17% 2.66 Page 14 For the Month Ending October 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 10/05/16 US TREASURY NOTES DTD 09/02/2014 2.000% 08/31/2021 912828D72 (129,692.38)(241.71)(129,934.09) 125,000.00 10/03/16 10/25/16 FANNIE MAE GLOBAL NOTES DTD 10/25/2016 1.000% 10/24/2019 3135G0R39 (179,517.60) 0.00 (179,517.60) 180,000.00 10/21/16 (241.71) (309,451.69)(309,209.98) 305,000.00 Transaction Type Sub-Total INTEREST 10/01/16 BURLINGTON NRTH CORP DTD 09/24/2009 4.700% 10/01/2019 12189TBC7 0.00 587.50 587.50 25,000.00 10/01/16 10/25/16 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 10/01/16 10/25/16 FNMA SERIES 2015-M15 ASQ2 DTD 11/01/2015 1.898% 01/01/2019 3136AQSW1 0.00 39.54 39.54 25,000.00 10/01/16 10/25/16 FNMA SERIES 2015-M7 ASQ2 DTD 04/01/2015 1.550% 04/01/2018 3136ANJY4 0.00 32.29 32.29 25,000.00 10/01/16 10/15/16 FREDDIE MAC NOTES DTD 03/21/2016 1.125% 04/15/2019 3137EADZ9 0.00 828.75 828.75 130,000.00 10/15/16 10/15/16 BANK OF NEW YORK MELLON CORP DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 0.00 819.44 819.44 50,000.00 10/15/16 10/25/16 GOLDMAN SACHS GRP INC CORP NT (CALLABLE) DTD 04/25/2016 2.000% 04/25/2019 38141GVT8 0.00 500.00 500.00 50,000.00 10/25/16 10/31/16 US TREASURY NOTES DTD 10/31/2013 1.750% 10/31/2020 912828WC0 0.00 875.00 875.00 100,000.00 10/31/16 3,744.25 3,744.25 0.00 450,000.00 Transaction Type Sub-Total SELL 10/05/16 FANNIE MAE GLOBAL NOTES DTD 09/24/2012 0.875% 10/26/2017 3135G0PQ0 125,182.50 483.07 125,665.57 1,148.75 448.81 SPEC LOT 125,000.00 10/03/16 10/25/16 US TREASURY NOTES DTD 09/30/2014 1.750% 09/30/2019 912828F39 178,875.98 210.34 179,086.32 1,162.11 2,093.22 SPEC LOT 175,000.00 10/21/16 693.41 2,542.03 2,310.86 304,751.89 304,058.48 300,000.00 Transaction Type Sub-Total Page 15 For the Month Ending October 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 (5,151.50) 4,195.95 (955.55) 2,310.86 2,542.03 Managed Account Sub-Total Total Security Transactions $2,310.86 ($955.55)$4,195.95 ($5,151.50)$2,542.03 Page 16 For the Month Ending October 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 11,347.98 Opening Balance 10/03/16 10/03/16 Purchase - Interest 12189TBC7 1.00 587.50 11,935.48 10/05/16 10/05/16 Purchase - Interest 3135G0PQ0 1.00 483.07 12,418.55 10/05/16 10/05/16 Purchase - Principal 3135G0PQ0 1.00 125,182.50 137,601.05 10/05/16 10/05/16 Redemption - Interest 912828D72 1.00 (241.71) 137,359.34 10/05/16 10/05/16 Redemption - Principal 912828D72 1.00 (129,692.38) 7,666.96 10/17/16 10/17/16 Purchase - Interest 06406FAA1 1.00 819.44 8,486.40 10/17/16 10/17/16 Purchase - Interest 3137EADZ9 1.00 828.75 9,315.15 10/25/16 10/25/16 Purchase - Interest 38141GVT8 1.00 500.00 9,815.15 10/25/16 10/25/16 Purchase - Interest 3136AQSW1 1.00 39.54 9,854.69 10/25/16 10/25/16 Purchase - Interest 3136AQDQ0 1.00 61.73 9,916.42 10/25/16 10/25/16 Purchase - Interest 3136ANJY4 1.00 32.29 9,948.71 10/25/16 10/25/16 Purchase - Interest 912828F39 1.00 210.34 10,159.05 10/25/16 10/25/16 Purchase - Principal 912828F39 1.00 178,875.98 189,035.03 10/25/16 10/25/16 Redemption - Principal 3135G0R39 1.00 (179,517.60) 9,517.43 10/27/16 10/27/16 IP Fees September 2016 1.00 (399.80) 9,117.63 10/27/16 10/27/16 U.S. Bank Fees August 2016 1.00 (54.73) 9,062.90 10/31/16 10/31/16 Purchase - Interest 912828WC0 1.00 875.00 9,937.90 10/31/16 11/01/16 Accrual Income Div Reinvestment - Distributions 1.00 5.01 9,942.91 Page 17 For the Month Ending October 31, 2016Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE-SUCCESSOR AGENCY Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 9,942.91 9,942.91 9,942.91 8,978.10 73.12 0.00 (2,893,182.33) 2,895,615.59 7,509.65 5.01 9,942.91 0.00 (309,906.22) 308,501.15 11,347.98 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance October January-October 0.66% Page 18