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Item No. 15 - SA Investment Report for February 2021
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 21-103 Agenda Date: 3/23/2021 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 15) SA Investment Report for February 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 3/19/2021 REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To: Honorable Agency Chairman and Members of the Successor Agency From: Jason Simpson, Executive Director Prepared by: Andrew Zavala, Accountant I Approved by: Shannon Buckley, Assistant Administrative Services Director Date: March 23, 2021 Subject: Investment Report for February 2021 Recommendation Receive and file the Investment Report for February 2021. Background and Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for February 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,405,280$ 67,060$ (360,249)$ 2,112,092$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,405,280 67,060 (360,249) 2,114,392 INVESTMENTS Local Agency Investment Fund 22,899,134 - - 22,899,134 CAMP Investments: CAMP Pool Account 2,792,253 - - 2,792,253 U.S. Treasury Bond / Note 10,326,556 - - 10,326,556 Supra-National Agency Bond / Note 898,625 - - 898,625 Municipal Bond / Note 1,329,846 - - 1,329,846 Federal Agency Collateralized Mortgage Obligation 656,365 - - 656,365 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Notes 6,383,106 - - 6,383,106 Negotiable Certificate of Deposit 1,325,000 - - 1,325,000 Asset-Backed Security / Collaterized Mortgage 2,027,369 - - 2,027,369 Sub-total Investments 54,698,941 - - 54,698,941 Market Value Adjustment: Unrealized Gain/(Loss) at 12/31/2020 631,550 - - 631,550 Total Investments 55,330,491 - - 55,330,491 Total Pooled Cash and Investments 57,735,771$ 67,060$ (360,249)$ 57,444,883$ TOTAL POOLED CASH AND INVESTMENTS 57,444,883$ 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 23, 2020. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures. Jason P. Simpson March 9, 2021 Assistant City Manager 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 FEBRUARY 28, 2021 FUND NO FUND NAME AMOUNT 100 General 11,066,348$ 103 The Anchor 332,653 106 Affordable Housing In Lieu 1,632,204 107 Developer Agreement Revenue 103,897 109 Road Maintenance and Rehabilitation (SB1)399,665 110 State Gas Tax 561,072 112 Measure A 1,347,392 114 SB1186 CASP Education Program 32,207 115 Traffic Safety 27,640 118 Lake Side Facility DIF 930 119 Animal Shelter DIF 19,006 121 T.R.I.P.-2014A 159 130 Lighting & Landscape Maintenance Fund - City-wide 444,602 135 Lighting & Landscape Maintenance - Dist. No. 1 1,437,032 140 Geothermal 11,874 155 CSA152 -- N.P.D.E.S.373,173 160 PEG Grant 41,025 180 Launch Pointe 268,137 202 La Strada RBBD 24,218 203 E.L.S.P. - S.T.I.F.3,297,416 205 Traffic Impact Fee 1,347,859 211 Storm Drain C.I.P. 702,409 221 Quimby Park C.I.P.636,814 231 Library C.I.P. 1,297,879 232 City Fire Protection 263,607 300 Insurance Service 1,378,613 305 Information Systems Service 475,528 320 Facilities Service 660,388 331 CFD 2006-1CC Summerly Improvement Area CC 43,641 332 CFD 2006-1 Improvement Area B, Summerly 55,658 334 CFD 2015-5 Trieste - Far West Industries 49,534 336 CFD 2006-1FF Summerly Improvement Area FF 32,489 337 CFD 2016-2 Canyon Hills 51,365 338 CFD 2006-1 IA-JJ Summerly Improvement Area 47,326 339 CFD 2006-1 IA-KK Summerly Improvement Area 14,484 340 CFD 2006-1 IA-EE Summerly Improvement Area 47,765 345 CFD 2003-2 Improvement Area D, Canyon Hills 404,310 346 CFD 2014-1 Southshore 69,024 347 CFD 2006-1 Improvement Area A, Summerly 10,571 350 CFD 98-1 Summerhill 270,118 351 CFD 2006-1 IA-II Summerly Improvement 91,435 354 CFD 90-2 Tuscany Hills 772,731 357 CFD 2003-2 Canyon Hills Improvement Area 232,279 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 FEBRUARY 28, 2021 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 FEBRUARY 28, 2021 366 CFD 2005-6 City Center Townhomes 80,678 368 CFD 2006-2 Viscaya 72,471 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 232,588 370 CFD 2006-1 IA-HH Summerly Improvement 38,743 371 CFD 2005-1 Serenity 61,659 372 CFD 2005-2 Alberhill Ranch Improvement Area 215,585 374 CFD 2005-4 Lakeview Villas 3,292 376 CFD 2006-3 La Strada 25,441 377 CFD 2006-6 Tessara 10,851 378 CFD 2006-8 Running Deer Estates 12,904 384 CFD 2003-2 Area B Canyon Hills Improvement Area 958,084 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 345,866 386 CFD 2007-4 Mekenna Court 38,912 387 CFD 2007-5 Red Kite 22,968 388 CFD 2007-6 Holiday Inn Express 10,308 390 CFD 2003-2 Area C Canyon Hills Improvement Area 54,239 392 CFD 95-1 City Center 51,465 393 AD 93-1 Cottonwood Hills 88,982 394 CFD 2005-5 (2012A) Wasson Canyon 118,248 395 CFD 2018-1 Wasson Canyon II Improvement Area 6,037 396 CFD 2018-2 Nichols Ranch Improvement Area 21,931 397 CFD 2018-3 Village at Lakeshore 9,889 398 CFD 2021-1 Tuscany Valley and Crest 60,000 500 Capital Improvement Plan 4,581,414 510 Successor To RDA Area I, II, & III 8,459,971 540 Successor To RDA Diamond Stadium 795,977 603 Endowment Trust - Carl Graves 57,483 604 Endowment Trust - Korn Memorial 34,121 605 Public Improvement Trust 1,573,439 606 Mobile Source Air Polution Reduction 434,316 608 Trust Deposit & Pre Paid Expense 585,930 617 Successor Agency Housing 6,593,980 620 Cost Recovery System 968,840 631 Lake Destratification Equipment Replacement 441,791 Total Pooled Cash & Investments 57,444,883$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 5.10%2,792,253$ U.S. Treasury Bond / Note Unlimited 18.88%10,326,556$ Supra-National Agency Bond / Note 30%1.64%898,625$ Municipal Bond / Note Unlimited 2.43%1,329,846$ Federal Agency Collaterized Mortgage Obligation 40.00%1.20%656,365$ Federal Agency Bond / Note Unlimited 11.08%(1)6,060,687$ Corporate Note 30.00%11.67%6,383,106$ Negotiable Certificates of Deposit 30.00%2.42%1,325,000$ Asset-Backed Security / Collaterized Mortgage 20%3.71%2,027,369$ LAIF (Local Agency Investment Fund)$75 Million 41.86%(2)22,899,134$ TOTAL 100.00%54,698,941$ Note: (1) No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. (2) Investment in LAIF may not exceed $75 million in each agency. C I T Y O F L A K E E L S I N O R E SUMMARY OF POLICY LIMITATIONS FOR THE MONTH ENDING FEBRUARY 28, 2021 Local Agency Investment Fund Feb 0.407 Jan 0.458 Dec 0.540 0.00001719170547343 1.002271318 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.49% 0.63LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.58% 165PMIA Average Life(1): Treasuries 59.49%Agencies 16.60% Certificates of Deposit/Bank Notes 13.19% Time Deposits 3.46% Commercial Paper 6.69% Loans 0.56% Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). Source: (1) State of California, Office of the Treasurer (2) State of Calfiornia, Office of the Controller PMIA Average Monthly Effective Yields(1) PMIA/LAIF Performance Report as of 03/03/21 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 12/31/20 Chart does not include 0.01% of mortgages.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 01/31/21 $124.0 billion Yield Purchase Date Maturity Rate 0.407%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:27,899,134$ (5,000,000)$ 22,899,134$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $75 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 FEBRUARY 28, 2021 CAMP Investment Portfolio For the Month Ending February 28, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 644,897.73 2,235,085.38 (87,729.62) 0.00 $2,792,253.49 CAMP Pool Unsettled Trades 0.00 119.60 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,692,505.18 84,987.17 (2,196,670.64) (149,959.32) $29,430,862.39 CAMP Managed Account Unsettled Trades 0.00 49,275.62 Cash Dividends and Income February 28, 2021 January 31, 2021 Asset Summary CAMP Pool 2,792,253.49 644,897.73 CAMP Managed Account 29,430,862.39 31,692,505.18 $32,223,115.88 $32,337,402.91 Total Asset Allocation 8.67% CAMP Pool 91.33% CAMP Managed Account Page 1 For the Month Ending February 28, 2021Managed 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 $644,897.73 2,235,085.38 (87,729.62) $2,792,253.49 119.60 $31,692,505.18 (671,916.07) (1,524,754.57) 84,987.17 0.00 (149,959.32) $29,430,862.39 $32,337,402.91 $32,223,115.88 41,795.15 0.00 7,480.47 $49,275.62 303,975.00 1,535,999.99 26,574.73 371,916.07 (84,987.17) (2,153,478.61) 0.00 Managed Account Total 28,943,323.41 31,735,576.90 102,206.29 1,535,999.99 675,891.07 26,574.73 (84,987.17) (31,051,505.23) (102,336.96) 0.00 102,206.29 1,623,729.61 675,891.07 26,574.73 (2,320,072.55) (31,696,402.96) (102,336.96) 119.60 Total Accrual Basis Earnings $45,166.13 $45,285.73 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending February 28, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,100,000.00 10,560,867.13 32.78 Supra-National Agency Bond / Note 900,000.00 899,854.90 2.79 Municipal Bond / Note 1,325,000.00 1,336,703.40 4.15 Federal Agency Collateralized Mortgage Obligation 641,268.42 672,917.29 2.09 Federal Agency Bond / Note 6,075,000.00 6,049,209.19 18.77 Corporate Note 6,209,000.00 6,507,220.79 20.19 Certificate of Deposit 1,325,000.00 1,341,650.25 4.16 Asset-Backed Security 2,027,701.09 2,062,439.44 6.40 Managed Account Sub-Total 28,602,969.51 29,430,862.39 91.33% Accrued Interest 102,206.29 Total Portfolio 28,602,969.51 29,533,068.68 CAMP Pool 2,792,253.49 2,792,253.49 8.67 Total Investments 31,395,223.00 32,325,322.17 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 6.40% ABS 4.16% Cert of Deposit 20.19% Corporate Note 2.09% Fed Agency CMO 18.77% Fed Agy Bond / Note 8.67% Mny Mkt Fund 4.15% Muni Bond / Note 2.79% Supra-National Agency Bond / Note 32.78% 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 14.35% 0.90% 2.68% 31.55%31.24% 19.28% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1118 1.39% 0.62% Page 3 For the Month Ending February 28, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 2.82% A+ 6.84% A- 0.78% A-1 2.11% A-1+ 1.24% AA 56.80% AA+ 1.80% AA- 8.73% AAA 8.67% AAAm 4.77% BBB+ 1.17% NR 4.27% A Issuer Summary Percentof HoldingsIssuer Market Value 251,858.93 0.78 ABBOTT LABORATORIES 474,326.93 1.47 AMAZON.COM INC 200,378.40 0.62 AMERICAN EXPRESS CO 422,878.00 1.31 AMERICAN HONDA FINANCE 555,662.25 1.72 APPLE INC 251,014.28 0.78 BANK OF AMERICA CO 66,050.44 0.20 BRISTOL-MYERS SQUIBB CO 2,792,253.49 8.67 CAMP Pool 817,551.12 2.54 CAPITAL ONE FINANCIAL CORP 461,933.55 1.43 CARMAX AUTO OWNER TRUST 226,294.65 0.70 CATERPILLAR INC 104,231.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 246,066.30 0.76 CITIGROUP INC 250,693.25 0.78 CREDIT SUISSE GROUP RK 1,703,850.32 5.29 FANNIE MAE 497,931.10 1.55 FEDERAL HOME LOAN BANKS 313,658.00 0.97 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,520,345.06 14.03 FREDDIE MAC 247,329.90 0.77 GENERAL DYNAMICS CORP 84,866.79 0.26 GM FINANCIAL AUTO LEASING TRUST 301,424.49 0.94 GM FINANCIAL SECURITIZED TERM 437,629.60 1.36 GOLDMAN SACHS GROUP INC 176,034.95 0.55 HERSHEY COMPANY 217,556.54 0.68 HONDA AUTO RECEIVABLES 400,194.40 1.24 INTERNATIONAL FINANCE CORPORATION 499,660.50 1.55 INTL BANK OF RECONSTRUCTION AND DEV 695,196.68 2.16 JP MORGAN CHASE & CO 138,882.80 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT 439,517.20 1.36 MORGAN STANLEY 324,525.50 1.01 NEW YORK ST URBAN DEVELOPMENT CORP 180,287.28 0.56 PACCAR FINANCIAL CORP 434,132.40 1.35 PNC FINANCIAL SERVICES GROUP Page 4 For the Month Ending February 28, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 680,956.20 2.11 ROYAL BANK OF CANADA 129,920.70 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 410,000.80 1.27 SKANDINAVISKA ENSKILDA BANKEN AB 139,765.35 0.43 STATE OF CONNECTICUT 99,757.00 0.31 STATE OF MINNESOTA 125,467.25 0.39 STATE STREET CORPORATION 210,710.40 0.65 THE BANK OF NEW YORK MELLON CORPORATION 415,146.40 1.29 THE WALT DISNEY CORPORATION 250,988.55 0.78 TOYOTA MOTOR CORP 200,250.00 0.62 TRUIST FIN CORP 10,560,867.13 32.78 UNITED STATES TREASURY 85,963.05 0.27 UNIVERSITY OF CALIFORNIA 179,106.95 0.56 VOLKSWAGEN OF AMERICA $32,223,115.88 Total 100.00% Page 5 For the Month Ending February 28, 2021Managed 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 05/31/2016 1.625% 05/31/2023 1,290,429.75 1,244,458.28 5,078.13 1,240,185.56 06/07/1906/03/19AaaAA+ 1,250,000.00 912828R69 1.83 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,037,187.50 1,003,758.66 5,431.63 1,005,742.19 10/04/1910/02/19AaaAA+ 1,000,000.00 912828T91 1.48 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,711,359.38 1,643,289.45 8,962.19 1,639,107.42 07/03/1907/01/19AaaAA+ 1,650,000.00 912828T91 1.78 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 184,515.63 177,537.93 580.11 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 342,671.87 331,690.27 1,077.35 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 527,187.50 518,795.57 1,657.46 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,846,812.50 2,729,578.25 8,950.27 2,739,761.72 01/07/2001/02/20AaaAA+ 2,700,000.00 912828XX3 1.66 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 524,140.60 530,002.55 1,450.28 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,096,562.40 2,111,656.88 5,801.10 2,130,625.00 07/06/2007/01/20AaaAA+ 2,000,000.00 912828YY0 0.28 38,988.52 10,560,867.13 10,290,767.84 1.28 10,326,555.67 10,100,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 50,024.30 49,999.72 629.47 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.97 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 50,024.30 49,999.72 629.47 49,962.50 03/16/1803/09/18AaaAAA 50,000.00 45950VLQ7 2.97 Page 6 For the Month Ending February 28, 2021Managed 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 Supra-National Agency Bond / Note INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 300,145.80 299,998.35 3,776.84 299,775.00 03/16/1803/09/18AaaAAA 300,000.00 45950VLQ7 2.66 INTL BK RECON & DEVELOP CORPORATE NOTES DTD 11/24/2020 0.250% 11/24/2023 499,660.50 499,020.23 336.81 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 5,372.59 899,854.90 899,018.02 1.40 898,625.00 900,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 62,064.60 60,000.00 199.80 60,000.00 06/11/2005/29/20A1A 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 104,231.00 100,000.00 175.08 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 324,525.50 325,000.00 534.08 325,000.00 12/23/2012/16/20NRAA+ 325,000.00 650036DT0 0.87 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 85,963.05 85,000.00 221.00 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 77,700.75 78,294.52 375.00 78,822.75 06/25/2006/12/20A1A 75,000.00 20772KKK4 0.94 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 65,767.00 65,415.93 136.28 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 86,003.00 85,510.06 178.22 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 161,888.00 160,000.00 335.47 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 99,757.00 100,000.00 52.50 100,000.00 08/25/2008/11/20Aa1AAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 129,920.70 130,000.00 92.30 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 Page 7 For the Month Ending February 28, 2021Managed 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 Municipal Bond / Note LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 138,882.80 140,000.00 90.18 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 2,389.91 1,336,703.40 1,329,220.51 1.07 1,329,845.85 1,325,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 5,546.55 5,512.21 16.31 5,605.58 04/30/1804/11/18AaaAA+ 5,496.26 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 5,546.55 5,512.21 16.31 5,605.58 04/30/1804/11/18AaaAA+ 5,496.26 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 27,732.74 27,561.04 81.53 28,027.91 04/30/1804/11/18AaaAA+ 27,481.29 3136B1XP4 2.93 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,950.55 34,960.47 89.77 35,159.71 04/09/1804/04/18AaaAA+ 34,862.83 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,950.55 34,960.47 89.77 35,159.71 04/09/1804/04/18AaaAA+ 34,862.83 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 164,345.37 159,819.28 410.39 160,730.09 04/09/1804/04/18AaaAA+ 159,372.93 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 27,959.37 27,324.25 72.93 27,324.21 12/17/1812/07/18AaaAA+ 27,324.29 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 98,718.11 96,370.05 168.01 96,369.41 11/26/1911/20/19AaaAA+ 96,371.74 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 271,167.50 259,916.37 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,582.94 672,917.29 651,936.35 2.43 656,365.01 641,268.42 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 901,482.30 899,242.52 43.75 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 Page 8 For the Month Ending February 28, 2021Managed 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 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 375,344.25 375,057.39 460.94 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 525,481.95 524,854.81 645.31 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 323,993.48 323,938.31 152.34 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 349,874.35 349,718.34 281.94 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 324,880.73 324,661.92 216.66 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 299,724.60 299,726.60 181.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 349,475.35 348,567.61 665.97 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 350,975.10 349,401.93 783.85 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 419,826.48 423,139.94 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 345,649.15 348,529.03 21.88 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 148,455.75 149,592.30 265.63 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 690,526.20 698,074.36 1,137.50 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 643,519.50 647,812.29 984.03 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 6,018.13 6,049,209.19 6,062,317.35 0.39 6,060,686.98 6,075,000.00 Security Type Sub-Total Page 9 For the Month Ending February 28, 2021Managed 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 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 50,182.55 49,999.22 565.42 49,980.00 04/13/1804/10/18A1A+ 50,000.00 89236TEU5 3.05 AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 200,378.40 199,983.24 1,450.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 25,031.25 24,999.37 158.02 24,983.50 05/16/1605/10/16A3A- 25,000.00 05531FAV5 2.78 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 25,031.25 24,999.37 158.02 24,983.50 05/16/1605/10/16A3A- 25,000.00 05531FAV5 2.78 BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 150,187.50 149,996.19 948.13 149,901.00 05/16/1605/10/16A3A- 150,000.00 05531FAV5 2.06 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,147.85 24,998.82 228.19 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.09 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,147.85 24,998.82 228.19 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.09 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 125,739.25 124,994.12 1,140.97 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,093.45 24,995.90 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.64 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,093.45 24,995.90 138.13 24,905.50 05/24/1605/19/16A1A 25,000.00 857477AV5 2.64 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 75,280.35 74,987.70 414.38 74,716.50 05/24/1605/19/16A1A 75,000.00 857477AV5 2.03 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 695,196.68 675,000.00 9,019.69 675,000.00 03/22/1903/15/19A2A- 675,000.00 46647PBB1 3.21 Page 10 For the Month Ending February 28, 2021Managed 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 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 226,294.65 224,901.18 219.38 224,874.00 07/08/2007/06/20A3A 225,000.00 14913R2D8 0.67 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 200,806.00 199,873.99 47.22 199,846.00 08/14/2008/11/20A1A+ 200,000.00 89236THF5 0.53 PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 434,132.40 401,671.21 1,477.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 439,517.20 415,194.02 5,252.78 422,916.00 07/23/1907/19/19A1BBB+ 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 422,878.00 398,668.56 1,706.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 437,629.60 412,513.27 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 415,146.40 398,854.01 19.44 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 210,710.40 200,677.67 1,481.67 200,880.00 01/28/2001/21/20A1A 200,000.00 06406RAL1 2.00 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 180,287.28 182,272.22 218.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 246,066.30 247,103.25 2,557.50 249,738.75 09/01/2008/28/20A3BBB+ 225,000.00 172967JP7 0.88 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 555,662.25 550,925.56 1,890.63 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 247,329.90 250,091.22 2,318.75 252,247.50 10/20/2010/16/20A2A 225,000.00 369550BG2 0.80 AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 474,326.93 474,801.58 928.89 474,767.25 06/05/2006/03/20A2AA- 475,000.00 023135BQ8 0.81 Page 11 For the Month Ending February 28, 2021Managed 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 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 251,014.28 253,509.39 726.56 256,918.50 08/20/2008/18/20A2A- 225,000.00 06051GFS3 0.93 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 66,050.44 66,660.09 101.61 67,418.12 09/30/2009/29/20A2A+ 59,000.00 110122DC9 0.88 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 251,858.93 254,906.39 4,020.31 257,845.50 09/28/2009/24/20A3A 225,000.00 002824BM1 0.86 39,822.43 6,507,220.79 6,357,572.26 1.92 6,383,106.12 6,209,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,441.20 50,000.00 378.00 50,000.00 06/08/1806/07/18P-1A-1+ 50,000.00 78012UEE1 2.98 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 100,882.40 100,000.00 756.00 100,000.00 06/08/1806/07/18P-1A-1+ 100,000.00 78012UEE1 2.98 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 529,632.60 525,000.00 3,969.00 525,000.00 06/08/1806/07/18P-1A-1+ 525,000.00 78012UEE1 3.24 CREDIT SUISSE NEW YORK CERT DEPOS DTD 08/07/2020 0.520% 02/01/2022 250,693.25 250,000.00 743.89 250,000.00 08/07/2008/05/20P-1A-1 250,000.00 22549L6F7 0.52 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 410,000.80 400,000.00 62.00 400,000.00 09/03/1908/29/19Aa2A+ 400,000.00 83050PDR7 1.85 5,908.89 1,341,650.25 1,325,000.00 2.28 1,325,000.00 1,325,000.00 Security Type Sub-Total Asset-Backed Security HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 217,556.54 214,392.01 301.12 214,374.50 11/28/1811/20/18AaaAAA 214,406.56 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 179,106.95 176,658.13 175.43 176,654.30 11/21/1811/15/18AaaAAA 176,661.72 92869BAD4 3.25 Page 12 For the Month Ending February 28, 2021Managed 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 Asset-Backed Security GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 138,521.21 136,964.18 172.36 136,946.84 07/18/1807/11/18NRAAA 136,978.79 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 196,869.30 193,949.86 269.82 193,935.80 07/25/1807/18/18NRAAA 193,962.23 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 265,064.25 260,090.36 388.40 260,089.21 10/24/1810/17/18NRAAA 260,091.61 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 162,903.28 160,590.20 198.74 160,582.39 01/16/1901/08/19AaaNR 160,600.18 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 817,551.12 799,859.13 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 84,866.79 84,987.21 5.45 84,987.17 02/24/2102/17/21AaaNR 85,000.00 36261RAD0 0.33 2,122.88 2,062,439.44 2,027,491.08 2.48 2,027,368.77 2,027,701.09 Security Type Sub-Total 28,602,969.51 29,007,553.40 1.39 102,206.29 28,943,323.41 29,430,862.39 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 2,792,253.49 2,792,253.49 0.00 2,792,253.49 NRAAAm 2,792,253.49 2,792,253.49 2,792,253.49 0.00 2,792,253.49 2,792,253.49 Money Market Sub-Total $31,395,223.00 $31,799,806.89 $102,206.29 $31,735,576.90 $32,223,115.88 1.39% $32,325,322.17 $102,206.29 Total Investments Accrued Interest Securities Sub-Total Page 13 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration U.S. Treasury Bond / Note 45,971.47 50,244.19 1,290,429.75 103.23 MORGAN_S 1,250,000.00 912828R69US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 0.19 2.22 33,428.84 31,445.31 1,037,187.50 103.72 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.23 2.62 68,069.93 72,251.96 1,711,359.38 103.72 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.23 2.62 6,977.70 5,974.62 184,515.63 105.44 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.36 3.24 10,981.60 8,848.63 342,671.87 105.44 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.36 3.24 8,391.93 2,832.03 527,187.50 105.44 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.36 3.24 117,234.25 107,050.78 2,846,812.50 105.44 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.36 3.24 (5,861.95)(10,273.46) 524,140.60 104.83 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.48 3.73 (15,094.48)(34,062.60) 2,096,562.40 104.83 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.48 3.73 234,311.46 0.34 270,099.29 10,560,867.13 10,100,000.00 Security Type Sub-Total 3.08 Supra-National Agency Bond / Note 24.58 61.80 50,024.30 100.05 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 0.68 0.04 24.58 61.80 50,024.30 100.05 HSBC 50,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 0.68 0.04 147.45 370.80 300,145.80 100.05 HSBC 300,000.00 45950VLQ7INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 0.68 0.04 640.27 735.50 499,660.50 99.93 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP CORPORATE NOTES DTD 11/24/2020 0.250% 11/24/2023 0.27 2.73 Page 14 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration 1,229.90 0.45 836.88 899,854.90 900,000.00 Security Type Sub-Total 1.53 Municipal Bond / Note 2,064.60 2,064.60 62,064.60 103.44 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.95 3.25 4,231.00 4,231.00 104,231.00 104.23 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.84 3.33 (474.50)(474.50) 324,525.50 99.85 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 0.91 3.99 963.05 963.05 85,963.05 101.13 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 0.61 4.06 (593.77)(1,122.00) 77,700.75 103.60 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 1.13 4.09 351.07 307.45 65,767.00 101.18 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.98 4.24 492.94 439.45 86,003.00 101.18 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.98 4.24 1,888.00 1,888.00 161,888.00 101.18 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.98 4.24 (243.00)(243.00) 99,757.00 99.76 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.69 4.37 (79.30)(79.30) 129,920.70 99.94 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 0.87 4.35 (1,117.20)(1,117.20) 138,882.80 99.20 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 0.96 4.36 6,857.55 0.90 7,482.89 1,336,703.40 1,325,000.00 Security Type Sub-Total 4.07 Federal Agency Collateralized Mortgage Obligation 34.34 (59.03) 5,546.55 100.92 JPM_CHAS 5,496.26 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 1.73 0.41 34.34 (59.03) 5,546.55 100.92 JPM_CHAS 5,496.26 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 1.73 0.41 171.70 (295.17) 27,732.74 100.92 JPM_CHAS 27,481.29 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 1.73 0.41 Page 15 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Federal Agency Collateralized Mortgage Obligation 990.08 790.84 35,950.55 103.12 CITIGRP 34,862.83 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 0.88 1.28 990.08 790.84 35,950.55 103.12 CITIGRP 34,862.83 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 0.88 1.28 4,526.09 3,615.28 164,345.37 103.12 CITIGRP 159,372.93 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 0.88 1.28 635.12 635.16 27,959.37 102.32 CSFB 27,324.29 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.18 1.14 2,348.06 2,348.70 98,718.11 102.43 JPM_CHAS 96,371.74 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.35 2.02 11,251.13 8,784.69 271,167.50 108.47 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 0.77 3.55 16,552.28 1.01 20,980.94 672,917.29 641,268.42 Security Type Sub-Total 2.25 Federal Agency Bond / Note 2,239.78 2,400.30 901,482.30 100.16 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.18 2.49 286.86 275.77 375,344.25 100.09 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.21 2.52 627.14 655.20 525,481.95 100.09 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.21 2.52 55.17 205.73 323,993.48 99.69 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.24 2.63 156.01 189.35 349,874.35 99.96 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.26 2.69 218.81 251.23 324,880.73 99.96 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.26 2.74 (2.00) 21.60 299,724.60 99.91 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.28 2.76 907.74 1,211.35 349,475.35 99.85 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.54 4.09 1,573.17 1,696.10 350,975.10 100.28 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.56 4.10 Page 16 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Federal Agency Bond / Note (3,313.46)(3,057.02) 419,826.48 98.78 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 0.66 4.37 (2,879.88)(2,712.85) 345,649.15 98.76 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 0.66 4.46 (1,136.55)(1,094.25) 148,455.75 98.97 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 0.61 4.48 (7,548.16)(7,366.80) 690,526.20 98.65 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 0.68 4.53 (4,292.79)(4,153.50) 643,519.50 99.00 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 0.72 4.64 (11,477.79) 0.43 (13,108.16) 6,049,209.19 6,075,000.00 Security Type Sub-Total 3.48 Corporate Note 183.33 202.55 50,182.55 100.37 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 -0.11 0.13 395.16 842.40 200,378.40 100.19 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLABLE) NOTES DTD 05/05/2016 2.250% 05/05/2021 1.19 0.11 31.88 47.75 25,031.25 100.13 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 1.40 0.12 31.88 47.75 25,031.25 100.13 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 1.40 0.12 191.31 286.50 150,187.50 100.13 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLABLE) NOTE DTD 05/10/2016 2.050% 05/10/2021 1.40 0.12 149.03 165.10 25,147.85 100.59 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.26 0.22 149.03 165.10 25,147.85 100.59 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.26 0.22 745.13 825.50 125,739.25 100.59 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.26 0.22 Page 17 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note 97.55 187.95 25,093.45 100.37 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 0.24 0.23 97.55 187.95 25,093.45 100.37 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 0.24 0.23 292.65 563.85 75,280.35 100.37 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 0.24 0.23 20,196.68 20,196.68 695,196.68 102.99 04/01/22JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 1.74 1.07 1,393.47 1,420.65 226,294.65 100.58 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.40 2.35 932.01 960.00 200,806.00 100.40 JPM_CHA 200,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.34 2.45 32,461.19 31,284.40 434,132.40 108.53 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 0.53 2.79 24,323.18 16,601.20 439,517.20 109.88 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 0.71 2.99 24,209.44 24,862.00 422,878.00 105.72 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 0.66 3.22 25,116.33 18,997.60 437,629.60 109.41 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 0.99 3.18 16,292.39 16,778.40 415,146.40 103.79 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 0.65 3.40 10,032.73 9,830.40 210,710.40 105.36 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 0.61 3.52 (1,984.94)(2,606.97) 180,287.28 103.02 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 1.01 3.82 (1,036.95)(3,672.45) 246,066.30 109.36 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 1.00 3.90 4,736.69 4,556.75 555,662.25 101.03 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 0.87 4.03 Page 18 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (2,761.32)(4,917.60) 247,329.90 109.92 JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 1.08 3.94 (474.65)(440.32) 474,326.93 99.86 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 0.83 4.20 (2,495.11)(5,904.22) 251,014.28 111.56 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.18 4.12 (609.65)(1,367.68) 66,050.44 111.95 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 1.12 3.95 (3,047.46)(5,986.57) 251,858.93 111.94 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 1.17 3.96 124,114.67 0.90 149,648.53 6,507,220.79 6,209,000.00 Security Type Sub-Total 2.84 Certificate of Deposit 441.20 441.20 50,441.20 100.88 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 -0.03 0.28 882.40 882.40 100,882.40 100.88 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 -0.03 0.28 4,632.60 4,632.60 529,632.60 100.88 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 -0.03 0.28 693.25 693.25 250,693.25 100.28 CSFB 250,000.00 22549L6F7CREDIT SUISSE NEW YORK CERT DEPOS DTD 08/07/2020 0.520% 02/01/2022 0.22 0.94 10,000.80 10,000.80 410,000.80 102.50 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.18 1.49 16,650.25 0.08 16,650.25 1,341,650.25 1,325,000.00 Security Type Sub-Total 0.77 Asset-Backed Security 3,164.53 3,182.04 217,556.54 101.47 JPM_CHAS 214,406.56 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.36 0.49 2,448.82 2,452.65 179,106.95 101.38 CITIGRP 176,661.72 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.58 0.49 Page 19 For the Month Ending February 28, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Asset-Backed Security 1,557.03 1,574.37 138,521.21 101.13 JPM_CHAS 136,978.79 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.50 0.44 2,919.44 2,933.50 196,869.30 101.50 BARCLAYS 193,962.23 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.46 0.53 4,973.89 4,975.04 265,064.25 101.91 MERRILL 260,091.61 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.58 0.64 2,313.08 2,320.89 162,903.28 101.43 RBC 160,600.18 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.42 0.54 17,691.99 17,752.56 817,551.12 102.19 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.07 1.46 (120.42)(120.38) 84,866.79 99.84 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.37 2.23 35,070.67 1.84 34,948.36 2,062,439.44 2,027,701.09 Security Type Sub-Total 0.97 28,602,969.51 29,430,862.39 423,308.99 487,538.98 0.62 Managed Account Sub-Total 2.83 Money Market Mutual Fund 0.00 0.00 2,792,253.49 1.00 2,792,253.49 CAMP Pool 0.00 2,792,253.49 2,792,253.49 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $32,325,322.17 $102,206.29 $32,223,115.88 Accrued Interest Securities Sub-Total $31,395,223.00 $423,308.99 $487,538.98 0.62% 2.83 Page 20 For the Month Ending February 28, 2021Managed 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 02/24/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 (84,987.17) 0.00 (84,987.17) 85,000.00 02/17/21 0.00 (84,987.17)(84,987.17) 85,000.00 Transaction Type Sub-Total INTEREST 02/01/21 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 157411TK5 0.00 1,050.50 1,050.50 100,000.00 02/01/21 02/01/21 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 0.00 243.50 243.50 140,000.00 02/01/21 02/01/21 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 798306WP7 0.00 283.05 283.05 130,000.00 02/01/21 02/01/21 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 06051GFS3 0.00 4,359.38 4,359.38 225,000.00 02/01/21 02/01/21 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 60412AVJ9 0.00 273.00 273.00 100,000.00 02/01/21 02/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 168.31 168.31 96,546.96 02/01/21 02/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 0.00 118.41 118.41 39,913.40 02/01/21 02/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 02/01/21 02/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 73.03 73.03 27,361.43 02/01/21 02/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 592.26 592.26 230,000.00 02/01/21 02/06/21 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 69371RQ66 0.00 1,575.00 1,575.00 175,000.00 02/06/21 02/14/21 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 89236THF5 0.00 500.00 500.00 200,000.00 02/14/21 02/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 621.22 621.22 235,907.04 02/15/21 Page 21 For the Month Ending February 28, 2021Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 02/15/21 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 110122DC9 0.00 2,421.88 2,421.88 125,000.00 02/15/21 02/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 552.66 552.66 211,882.11 02/15/21 02/15/21 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 14041NFU0 0.00 1,146.67 1,146.67 800,000.00 02/15/21 02/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 783.79 783.79 279,926.29 02/15/21 02/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 380.59 380.59 151,226.87 02/16/21 02/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 432.19 432.19 174,622.67 02/16/21 02/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 526.16 526.16 194,274.62 02/20/21 02/20/21 BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 05586CAD6 0.00 739.83 739.83 264,224.19 02/20/21 02/24/21 FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 3137EAEV7 0.00 1,143.75 1,143.75 900,000.00 02/24/21 02/25/21 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3135G05X7 0.00 648.96 648.96 350,000.00 02/25/21 02/26/21 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 83050PDR7 0.00 3,802.67 3,802.67 400,000.00 02/26/21 02/28/21 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 254687FK7 0.00 3,500.00 3,500.00 400,000.00 02/28/21 26,574.73 26,574.73 0.00 6,200,885.58 Transaction Type Sub-Total MATURITY 02/05/21 IBM CORP CORP NOTES DTD 02/06/2018 2.650% 02/05/2021 44932HAG8 300,000.00 3,975.00 303,975.00 147.00 0.00 300,000.00 02/05/21 3,975.00 0.00 147.00 303,975.00 300,000.00 300,000.00 Transaction Type Sub-Total PAYDOWNS Page 22 For the Month Ending February 28, 2021Managed 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 PAYDOWNS 02/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 205.66 0.00 205.66 (4.09) 0.00 205.66 02/01/21 02/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 175.22 0.00 175.22 0.00 0.00 175.22 02/01/21 02/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 627.07 0.00 627.07 (5.34) 0.00 627.07 02/01/21 02/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 137.17 0.00 137.17 (1.17) 0.00 137.17 02/01/21 02/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 37.14 0.00 37.14 0.00 0.00 37.14 02/01/21 02/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 1,028.28 0.00 1,028.28 (20.45) 0.01 1,028.29 02/01/21 02/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 137.17 0.00 137.17 (1.17) 0.00 137.17 02/01/21 02/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 205.66 0.00 205.66 (4.09) 0.00 205.66 02/01/21 02/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 19,834.68 0.00 19,834.68 0.18 0.00 19,834.68 02/15/21 02/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 17,919.88 0.00 17,919.88 2.44 0.00 17,919.88 02/15/21 02/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 21,500.48 0.00 21,500.48 3.21 0.00 21,500.48 02/15/21 02/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 14,022.49 0.00 14,022.49 1.55 0.00 14,022.49 02/16/21 02/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 14,248.08 0.00 14,248.08 3.32 0.00 14,248.08 02/16/21 02/20/21 BMWLT 2018-1 A4 DTD 10/17/2018 3.360% 03/20/2022 05586CAD6 264,224.19 0.00 264,224.19 2.35 0.00 264,224.19 02/20/21 02/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 17,612.90 0.00 17,612.90 0.74 0.00 17,612.90 02/20/21 0.00 0.01 (22.52) 371,916.07 371,916.07 371,916.08 Transaction Type Sub-Total SELL Page 23 For the Month Ending February 28, 2021Managed 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 02/16/21 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 100,188.00 840.28 101,028.28 (2,138.00) 149.91 FIFO 100,000.00 02/11/21 02/16/21 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 50,094.00 420.14 50,514.14 (1,055.00) 76.38 FIFO 50,000.00 02/11/21 02/16/21 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 175,390.25 2,128.68 177,518.93 1,130.50 409.09 FIFO 175,000.00 02/11/21 02/16/21 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 200,298.00 1,344.44 201,642.44 338.00 299.81 FIFO 200,000.00 02/11/21 02/16/21 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 51,097.00 147.22 51,244.22 1,317.50 1,137.64 FIFO 50,000.00 02/11/21 02/16/21 CHARLES SCHWAB (CALLABLE) CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 808513AW5 201,102.00 1,534.72 202,636.72 1,108.00 1,102.52 FIFO 200,000.00 02/11/21 02/16/21 JOHN DEERE CAPITAL CORP NOTES DTD 01/06/2017 2.650% 01/06/2022 24422ETL3 281,033.50 809.72 281,843.22 7,246.25 6,257.01 FIFO 275,000.00 02/11/21 02/16/21 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 125,278.75 1,520.49 126,799.24 417.50 282.12 FIFO 125,000.00 02/11/21 02/16/21 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 40,059.60 268.89 40,328.49 67.60 59.96 FIFO 40,000.00 02/11/21 02/16/21 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 25,055.75 304.10 25,359.85 83.50 56.42 FIFO 25,000.00 02/11/21 02/16/21 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 25,055.75 304.10 25,359.85 161.50 58.32 FIFO 25,000.00 02/11/21 02/16/21 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 25,055.75 304.10 25,359.85 161.50 58.44 FIFO 25,000.00 02/11/21 02/16/21 NATIONAL RURAL UTIL COOP NOTE DTD 02/26/2018 2.900% 03/15/2021 63743HER9 25,055.75 304.10 25,359.85 83.50 56.46 FIFO 25,000.00 02/11/21 02/16/21 BANK OF NEW YORK MELLON CORP (CALLABLE) DTD 02/19/2016 2.500% 04/15/2021 06406FAA1 50,094.00 420.14 50,514.14 (1,055.00) 76.38 FIFO 50,000.00 02/11/21 Page 24 For the Month Ending February 28, 2021Managed 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 02/16/21 CHARLES SCHWAB (CALLABLE) CORP NOTES DTD 05/22/2018 3.250% 05/21/2021 808513AW5 35,192.85 268.58 35,461.43 193.90 192.94 FIFO 35,000.00 02/11/21 02/16/21 PEPSICO INC CORP (CALLABLE) NOTE DTD 10/10/2017 2.000% 04/15/2021 713448DX3 40,059.60 268.89 40,328.49 67.60 59.96 FIFO 40,000.00 02/11/21 02/23/21 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 110122DC9 74,644.02 56.83 74,700.85 (772.86) 41.63 FIFO 66,000.00 02/18/21 11,245.42 10,374.99 7,355.99 1,535,999.99 1,524,754.57 1,506,000.00 Transaction Type Sub-Total 2,111,683.47 41,795.15 2,153,478.62 7,480.47 10,375.00 Managed Account Sub-Total Total Security Transactions $7,480.47 $2,153,478.62 $41,795.15 $2,111,683.47 $10,375.00 Page 25 For the Month Ending February 28, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 644,897.73 Opening Balance 02/01/21 02/01/21 Purchase - Interest 06051GFS3 1.00 4,359.38 649,257.11 02/01/21 02/01/21 Purchase - Interest 157411TK5 1.00 1,050.50 650,307.61 02/01/21 02/01/21 Purchase - Interest 54438CYK2 1.00 243.50 650,551.11 02/01/21 02/01/21 Purchase - Interest 60412AVJ9 1.00 273.00 650,824.11 02/01/21 02/01/21 Purchase - Interest 798306WP7 1.00 283.05 651,107.16 02/05/21 02/05/21 Purchase - Principal 44932HAG8 1.00 303,975.00 955,082.16 02/08/21 02/08/21 Purchase - Interest 69371RQ66 1.00 1,575.00 956,657.16 02/16/21 02/16/21 Purchase - Interest 110122DC9 1.00 2,421.88 959,079.04 02/16/21 02/16/21 Purchase - Interest 89236THF5 1.00 500.00 959,579.04 02/16/21 02/16/21 Purchase - Interest 14041NFU0 1.00 1,146.67 960,725.71 02/16/21 02/16/21 Purchase - Interest 14313FAD1 1.00 552.66 961,278.37 02/16/21 02/16/21 Purchase - Interest 14315EAC4 1.00 783.79 962,062.16 02/16/21 02/16/21 Purchase - Interest 36255JAD6 1.00 380.59 962,442.75 02/16/21 02/16/21 Purchase - Interest 36256XAD4 1.00 432.19 962,874.94 02/16/21 02/16/21 Purchase - Interest 43815AAC6 1.00 621.22 963,496.16 02/16/21 02/16/21 Purchase - Principal 06406FAA1 1.00 200,376.00 1,163,872.16 02/16/21 02/16/21 Purchase - Interest 06406FAA1 1.00 1,680.56 1,165,552.72 02/16/21 02/16/21 Purchase - Interest 24422ETL3 1.00 956.94 1,166,509.66 02/16/21 02/16/21 Purchase - Principal 24422ETL3 1.00 332,130.50 1,498,640.16 02/16/21 02/16/21 Purchase - Principal 63743HER9 1.00 400,892.00 1,899,532.16 02/16/21 02/16/21 Purchase - Interest 63743HER9 1.00 4,865.56 1,904,397.72 Page 26 For the Month Ending February 28, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/16/21 02/16/21 Purchase - Principal 713448DX3 1.00 280,417.20 2,184,814.92 02/16/21 02/16/21 Purchase - Interest 713448DX3 1.00 1,882.22 2,186,697.14 02/16/21 02/16/21 Purchase - Principal 808513AW5 1.00 236,294.85 2,422,991.99 02/16/21 02/16/21 Purchase - Interest 808513AW5 1.00 1,803.30 2,424,795.29 02/16/21 02/16/21 Purchase - Principal 14313FAD1 1.00 17,919.88 2,442,715.17 02/16/21 02/16/21 Purchase - Principal 14315EAC4 1.00 19,834.68 2,462,549.85 02/16/21 02/16/21 Purchase - Principal 36255JAD6 1.00 14,248.08 2,476,797.93 02/16/21 02/16/21 Purchase - Principal 36256XAD4 1.00 14,022.49 2,490,820.42 02/16/21 02/16/21 Purchase - Principal 43815AAC6 1.00 21,500.48 2,512,320.90 02/22/21 02/22/21 Purchase - Interest 05586CAD6 1.00 739.83 2,513,060.73 02/22/21 02/22/21 Purchase - Interest 92869BAD4 1.00 526.16 2,513,586.89 02/22/21 02/22/21 Purchase - Principal 92869BAD4 1.00 17,612.90 2,531,199.79 02/22/21 02/22/21 Purchase - Principal 05586CAD6 1.00 264,224.19 2,795,423.98 02/23/21 02/23/21 IP Fees January 2021 1.00 (2,550.22) 2,792,873.76 02/23/21 02/23/21 U.S. Bank Fees December 2020 1.00 (192.23) 2,792,681.53 02/24/21 02/24/21 Purchase - Interest 3137EAEV7 1.00 1,143.75 2,793,825.28 02/24/21 02/24/21 Correction to IP Interest 110122DC9 from 2/23/2021 1.00 56.83 2,793,882.11 02/24/21 02/24/21 Correction to IP Sell 110122DC9 from 2/23/2021 1.00 74,644.02 2,868,526.13 02/24/21 02/24/21 Redemption - Principal 36261RAD0 1.00 (84,987.17) 2,783,538.96 02/25/21 02/25/21 Purchase - Interest 3135G05X7 1.00 648.96 2,784,187.92 02/25/21 02/25/21 Purchase - Interest 3136B1XP4 1.00 118.41 2,784,306.33 02/25/21 02/25/21 Purchase - Interest 3137BGK24 1.00 637.92 2,784,944.25 Page 27 For the Month Ending February 28, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/25/21 02/25/21 Purchase - Interest 3137BM6P6 1.00 592.26 2,785,536.51 02/25/21 02/25/21 Purchase - Interest 3137FKK39 1.00 73.03 2,785,609.54 02/25/21 02/25/21 Purchase - Interest 3137FQ3V3 1.00 168.31 2,785,777.85 02/25/21 02/25/21 Purchase - Principal 3137BM6P6 1.00 137.17 2,785,915.02 02/25/21 02/25/21 Purchase - Principal 3137BM6P6 1.00 137.17 2,786,052.19 02/25/21 02/25/21 Purchase - Principal 3137BM6P6 1.00 627.07 2,786,679.26 02/25/21 02/25/21 Purchase - Principal 3137FKK39 1.00 37.14 2,786,716.40 02/25/21 02/25/21 Purchase - Principal 3137FQ3V3 1.00 175.22 2,786,891.62 02/25/21 02/25/21 Purchase - Principal 3136B1XP4 1.00 205.66 2,787,097.28 02/25/21 02/25/21 Purchase - Principal 3136B1XP4 1.00 205.66 2,787,302.94 02/25/21 02/25/21 Purchase - Principal 3136B1XP4 1.00 1,028.28 2,788,331.22 02/26/21 02/26/21 Purchase - Interest 83050PDR7 1.00 3,802.67 2,792,133.89 02/26/21 03/01/21 Accrual Income Div Reinvestment - Distributions 1.00 119.60 2,792,253.49 Page 28 For the Month Ending February 28, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 2,792,253.49 2,792,253.49 2,792,253.49 1,704,771.21 168.90 0.00 (166,171.93) 2,674,460.08 283,965.34 119.60 2,792,253.49 0.00 (87,729.62) 2,235,085.38 644,897.73 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 February January-February 0.10% Page 29