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Item No. 10 CC Investment Report March 2021
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 21-145 Agenda Date: 4/27/2021 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 10) CC Investment Report for March 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 4/22/2021 REPORT TO CITY COUNCIL To: Honorable Mayor and Members of the City Council From: Jason Simpson, City Manager Prepared by: Andrew Zavala, Accountant I Date: April 27, 2021 Subject: Investment Report for March 2021 Recommendation Receive and file the Investment Report for March 2021. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for March 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 821,305$ 209,466$ (28,385)$ 1,002,386$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 821,305 209,466 (28,385) 1,004,686 INVESTMENTS Local Agency Investment Fund 21,899,134 - - 21,899,134 CAMP Investments: CAMP Pool Account 1,814,514 - - 1,814,514 U.S. Treasury Bond / Note 10,770,210 - - 10,770,210 Supra-National Agency Bond / Note 498,925 - - 498,925 Municipal Bond / Note 1,329,846 - - 1,329,846 Federal Agency Collateralized Mortgage Obligation 654,272 - - 654,272 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Notes 6,488,054 - - 6,488,054 Commercial Paper 948,870 - - 948,870 Negotiable Certificate of Deposit 1,325,000 - - 1,325,000 Asset-Backed Security / Collaterized Mortgage 1,930,870 - - 1,930,870 Sub-total Investments 53,720,380 - - 53,720,380 Market Value Adjustment: Unrealized Gain/(Loss) at 12/31/2020 631,550 - - 631,550 Total Investments 54,351,930 - - 54,351,930 Total Pooled Cash and Investments 55,173,235$ 209,466$ (28,385)$ 55,356,617$ TOTAL POOLED CASH AND INVESTMENTS 55,356,617$ 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 April 13, 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 MARCH 31, 2021 FUND NO FUND NAME AMOUNT 100 General 9,244,081$ 103 The Anchor 317,336 106 Affordable Housing In Lieu 1,638,554 107 Developer Agreement Revenue 103,038 109 Road Maintenance and Rehabilitation (SB1)556,436 110 State Gas Tax 609,740 112 Measure A 878,560 114 SB1186 CASP Education Program 33,224 118 Lake Side Facility DIF 9 119 Animal Shelter DIF 19,354 121 T.R.I.P.-2014A 159 130 Lighting & Landscape Maintenance Fund - City-wide 772,706 135 Lighting & Landscape Maintenance - Dist. No. 1 1,425,222 140 Geothermal 11,874 155 CSA152 -- N.P.D.E.S.402,119 160 PEG Grant 44,099 180 Launch Pointe 42,381 202 La Strada RBBD 24,218 203 E.L.S.P. - S.T.I.F.3,297,416 205 Traffic Impact Fee 1,254,183 211 Storm Drain C.I.P. 958,624 221 Quimby Park C.I.P.638,414 231 Library C.I.P. 1,298,029 232 City Fire Protection 264,358 300 Insurance Service 1,442,187 305 Information Systems Service 374,474 320 Facilities Service 617,040 331 CFD 2006-1CC Summerly Improvement Area CC 37,685 332 CFD 2006-1 Improvement Area B, Summerly 49,542 334 CFD 2015-5 Trieste - Far West Industries 43,594 336 CFD 2006-1FF Summerly Improvement Area FF 29,733 337 CFD 2016-2 Canyon Hills 40,749 338 CFD 2006-1 IA-JJ Summerly Improvement Area 45,631 339 CFD 2006-1 IA-KK Summerly Improvement Area 8,833 340 CFD 2006-1 IA-EE Summerly Improvement Area 45,009 345 CFD 2003-2 Improvement Area D, Canyon Hills 391,989 346 CFD 2014-1 Southshore 69,024 347 CFD 2006-1 Improvement Area A, Summerly 3,990 350 CFD 98-1 Summerhill 255,672 351 CFD 2006-1 IA-II Summerly Improvement 85,785 354 CFD 90-2 Tuscany Hills 668,909 357 CFD 2003-2 Canyon Hills Improvement Area 220,830 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 MARCH 31, 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 MARCH 31, 2021 366 CFD 2005-6 City Center Townhomes 74,529 368 CFD 2006-2 Viscaya 66,323 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 226,254 370 CFD 2006-1 IA-HH Summerly Improvement 36,092 371 CFD 2005-1 Serenity 55,324 372 CFD 2005-2 Alberhill Ranch Improvement Area 209,469 374 CFD 2005-4 Lakeview Villas 1,999 376 CFD 2006-3 La Strada 20,190 377 CFD 2006-6 Tessara 3,227 378 CFD 2006-8 Running Deer Estates 5,563 384 CFD 2003-2 Area B Canyon Hills Improvement Area 938,874 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 339,750 386 CFD 2007-4 Mekenna Court 31,245 387 CFD 2007-5 Red Kite 16,835 388 CFD 2007-6 Holiday Inn Express 10,308 390 CFD 2003-2 Area C Canyon Hills Improvement Area 48,321 392 CFD 95-1 City Center 48,402 393 AD 93-1 Cottonwood Hills 76,603 394 CFD 2005-5 (2012A) Wasson Canyon 112,100 395 CFD 2018-1 Wasson Canyon II Improvement Area 4,578 396 CFD 2018-2 Nichols Ranch Improvement Area 15,601 398 CFD 2021-1 Tuscany Valley and Crest 60,000 500 Capital Improvement Plan 5,526,337 510 Successor To RDA Area I, II, & III 8,459,971 540 Successor To RDA Diamond Stadium 731,901 603 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 453,653 608 Trust Deposit & Pre Paid Expense 679,026 617 Successor Agency Housing 5,774,672 620 Cost Recovery System 958,237 631 Lake Destratification Equipment Replacement 441,384 Total Pooled Cash & Investments 55,356,617$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 3.38%1,814,514$ U.S. Treasury Bond / Note Unlimited 20.05%10,770,210$ Supra-National Agency Bond / Note 30%0.93%498,925$ Municipal Bond / Note Unlimited 2.48%1,329,846$ Federal Agency Collaterized Mortgage Obligation 40.00%1.22%654,272$ Federal Agency Bond / Note Unlimited 11.28%(1)6,060,687$ Corporate Note 30.00%12.08%6,488,054$ Negotiable Certificates of Deposit 30.00%2.47%1,325,000$ Commercial Paper 25.00%1.77%948,869.50$ Asset-Backed Security / Collaterized Mortgage 20%3.59%1,930,870$ LAIF (Local Agency Investment Fund)$75 Million 40.77%(2)21,899,134$ TOTAL 100.00%53,720,380$ 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 MARCH 31, 2021 Local Agency Investment Fund Mar 0.357 Feb 0.407 Jan 0.458 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 60.42% Agencies 16.07% Certificates of Deposit/Bank Notes 11.92% Time Deposits 3.33% Commercial Paper 7.69% Loans 0.55% Corporate Bonds 0.01% 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 04/08/21 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) 03/31/21 $126.7 billion Yield Purchase Date Maturity Rate 0.357%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:22,899,134$ (1,000,000)$ 21,899,134$ 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 MARCH 31, 2021 CAMP Investment Portfolio For the Month Ending March 31, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 2,792,253.49 772,299.82 (1,750,039.47) 0.00 $1,814,513.84 CAMP Pool Unsettled Trades 0.00 140.02 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,430,862.39 1,747,471.30 (749,071.93) (109,099.16) $30,320,162.60 CAMP Managed Account Unsettled Trades 0.00 20,171.81 Cash Dividends and Income March 31, 2021 February 28, 2021 Asset Summary CAMP Pool 1,814,513.84 2,792,253.49 CAMP Managed Account 30,320,162.60 29,430,862.39 $32,134,676.44 $32,223,115.88 Total Asset Allocation 5.65% CAMP Pool 94.35% CAMP Managed Account Page 1 For the Month Ending March 31, 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 $2,792,253.49 772,299.82 (1,750,039.47) $1,814,513.84 140.02 $29,430,862.39 (498,572.18) (250,499.75) 1,747,471.30 0.00 (109,099.16) $30,320,162.60 $32,223,115.88 $32,134,676.44 19,587.87 (195.79) 779.73 $20,171.81 400,000.00 251,323.08 18,764.54 98,572.18 (1,747,667.09) 979,007.29 0.00 Managed Account Total 29,934,993.74 31,749,507.58 122,962.05 251,323.08 498,572.18 18,764.54 (1,747,667.09) (28,943,323.41) (102,206.29) 0.00 122,962.05 2,001,362.55 498,572.18 18,764.54 (2,519,966.91) (31,735,576.90) (102,206.29) 140.02 Total Accrual Basis Earnings $33,418.80 $33,558.82 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending March 31, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,550,000.00 10,967,843.76 34.13 Supra-National Agency Bond / Note 500,000.00 498,737.00 1.55 Municipal Bond / Note 1,325,000.00 1,333,016.50 4.15 Federal Agency Collateralized Mortgage Obligation 639,205.88 666,941.11 2.08 Federal Agency Bond / Note 6,075,000.00 6,030,150.23 18.77 Corporate Note 6,314,000.00 6,575,131.45 20.46 Commercial Paper 950,000.00 948,677.60 2.95 Certificate of Deposit 1,325,000.00 1,338,235.25 4.16 Asset-Backed Security 1,931,191.45 1,961,429.70 6.10 Managed Account Sub-Total 29,609,397.33 30,320,162.60 94.35% Accrued Interest 122,962.05 Total Portfolio 29,609,397.33 30,443,124.65 CAMP Pool 1,814,513.84 1,814,513.84 5.65 Total Investments 31,423,911.17 32,257,638.49 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 6.10% ABS 4.16% Cert of Deposit 2.95% Commercial Paper 20.46% Corporate Note 2.08% Fed Agency CMO 18.77% Fed Agy Bond / Note 5.65% Mny Mkt Fund 4.15% Muni Bond / Note 1.55% Supra-National Agency Bond / Note 34.13% US TSY Bond / Note Page 3 For the Month Ending March 31, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 10.21% 2.95%3.39% 31.67%32.19% 19.59% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1084 1.32% 0.70% Page 4 For the Month Ending March 31, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.60% A 3.59% A+ 6.82% A- 2.95% A-1 2.11% A-1+ 1.24% AA 58.13% AA+ 1.80% AA- 7.23% AAA 5.65% AAAm 4.74% BBB+ 1.14% NR Issuer Summary Percentof HoldingsIssuer Market Value 249,341.63 0.78 ABBOTT LABORATORIES 472,782.70 1.47 AMAZON.COM INC 200,006.00 0.62 AMERICAN EXPRESS CO 419,390.00 1.31 AMERICAN HONDA FINANCE 553,534.30 1.72 APPLE INC 248,223.60 0.77 BANK OF AMERICA CO 65,313.59 0.20 BRISTOL-MYERS SQUIBB CO 1,814,513.84 5.65 CAMP Pool 815,767.20 2.54 CAPITAL ONE FINANCIAL CORP 425,982.71 1.33 CARMAX AUTO OWNER TRUST 225,652.50 0.70 CATERPILLAR INC 104,109.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 105,521.01 0.33 CHARLES SCHWAB 241,998.53 0.75 CITIGROUP INC 249,959.75 0.78 CREDIT SUISSE GROUP RK 1,694,664.71 5.27 FANNIE MAE 494,737.75 1.54 FEDERAL HOME LOAN BANKS 312,421.10 0.97 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,507,688.88 14.03 FREDDIE MAC 245,789.78 0.76 GENERAL DYNAMICS CORP 84,744.35 0.26 GM FINANCIAL AUTO LEASING TRUST 276,526.54 0.86 GM FINANCIAL SECURITIZED TERM 433,790.40 1.35 GOLDMAN SACHS GROUP INC 175,565.25 0.55 HERSHEY COMPANY 196,304.54 0.61 HONDA AUTO RECEIVABLES 498,737.00 1.55 INTL BANK OF RECONSTRUCTION AND DEV 692,769.38 2.16 JP MORGAN CHASE & CO 138,370.40 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT 435,493.60 1.36 MORGAN STANLEY 948,677.60 2.95 NATIXIS NY BRANCH 323,956.75 1.01 NEW YORK ST URBAN DEVELOPMENT CORP 179,422.95 0.56 PACCAR FINANCIAL CORP Page 5 For the Month Ending March 31, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 431,568.00 1.34 PNC FINANCIAL SERVICES GROUP 678,944.70 2.11 ROYAL BANK OF CANADA 129,686.70 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 409,330.80 1.27 SKANDINAVISKA ENSKILDA BANKEN AB 139,989.60 0.44 STATE OF CONNECTICUT 99,579.00 0.31 STATE OF MINNESOTA 125,241.88 0.39 STATE STREET CORPORATION 210,579.20 0.66 THE BANK OF NEW YORK MELLON CORPORATION 412,936.00 1.29 THE WALT DISNEY CORPORATION 250,209.55 0.78 TOYOTA MOTOR CORP 200,001.60 0.62 TRUIST FIN CORP 10,967,843.76 34.14 UNITED STATES TREASURY 84,903.95 0.26 UNIVERSITY OF CALIFORNIA 162,104.36 0.50 VOLKSWAGEN OF AMERICA $32,134,676.44 Total 100.00% Page 6 For the Month Ending March 31, 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 1,288,281.25 1,244,667.53 6,808.04 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 1,035,312.50 1,003,639.04 6,823.20 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 1,708,265.63 1,643,503.03 11,258.29 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 183,859.38 177,473.28 879.83 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 341,453.12 331,519.85 1,633.98 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 525,312.50 518,316.80 2,513.81 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,836,687.50 2,728,824.82 13,574.59 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 521,562.50 529,338.68 2,199.59 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,086,250.00 2,109,186.24 8,798.34 2,130,625.00 07/06/2007/01/20AaaAA+ 2,000,000.00 912828YY0 0.28 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 440,859.38 443,766.83 282.80 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 54,772.47 10,967,843.76 10,730,236.10 1.26 10,770,209.97 10,550,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK RECON & DEVELOP CORPORATE NOTES DTD 11/24/2020 0.250% 11/24/2023 498,737.00 499,050.66 440.97 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 440.97 498,737.00 499,050.66 0.32 498,925.00 500,000.00 Security Type Sub-Total Page 7 For the Month Ending March 31, 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 CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 62,031.60 60,000.00 299.70 60,000.00 06/11/2005/29/20Aa3A 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 104,109.00 100,000.00 350.17 100,000.00 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 323,956.75 325,000.00 125.67 325,000.00 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 84,903.95 85,000.00 283.54 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 77,958.00 78,228.76 500.00 78,822.75 06/25/2006/12/20Aa3A 75,000.00 20772KKK4 0.94 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 65,507.65 65,407.79 204.42 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 85,663.85 85,500.07 267.32 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 161,249.60 160,000.00 503.20 160,000.00 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 99,579.00 100,000.00 105.00 100,000.00 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 129,686.70 130,000.00 184.60 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 138,370.40 140,000.00 180.37 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 3,003.99 1,333,016.50 1,329,136.62 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 5,303.06 5,315.86 15.73 5,408.54 04/30/1804/11/18AaaAA+ 5,303.06 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 5,303.06 5,315.86 15.73 5,408.54 04/30/1804/11/18AaaAA+ 5,303.06 3136B1XP4 3.11 Page 8 For the Month Ending March 31, 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 Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 26,515.29 26,579.28 78.66 27,042.70 04/30/1804/11/18AaaAA+ 26,515.29 3136B1XP4 2.93 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,731.49 34,889.93 89.61 35,094.63 04/09/1804/04/18AaaAA+ 34,798.30 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,731.49 34,889.93 89.61 35,094.63 04/09/1804/04/18AaaAA+ 34,798.30 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 163,343.95 159,496.79 409.63 160,432.57 04/09/1804/04/18AaaAA+ 159,077.93 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 27,865.45 27,282.46 72.82 27,282.42 12/17/1812/07/18AaaAA+ 27,282.50 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 98,219.90 96,125.81 167.58 96,125.13 11/26/1911/20/19AaaAA+ 96,127.45 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 268,927.42 259,692.15 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,577.29 666,941.11 649,588.07 2.43 654,271.97 639,205.88 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 899,990.10 899,268.44 231.25 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 374,814.00 375,055.46 59.90 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 524,739.60 524,859.70 83.85 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 323,721.45 323,972.63 186.20 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 349,633.90 349,727.25 354.86 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 Page 9 For the Month Ending March 31, 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 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 324,652.25 324,672.39 284.37 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 299,676.90 299,735.01 243.75 299,703.00 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 347,501.35 348,597.11 811.81 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 349,375.95 349,414.19 966.15 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 417,732.93 423,175.91 309.90 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 344,036.00 348,556.87 131.25 348,362.00 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 147,236.40 149,599.97 42.19 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 687,560.30 698,110.17 58.33 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 639,479.10 647,851.90 1,254.86 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 5,018.67 6,030,150.23 6,062,597.00 0.39 6,060,686.98 6,075,000.00 Security Type Sub-Total Corporate Note AMERICAN EXPRESS CREDIT (CALLED, OMD 05/ DTD 05/05/2016 2.250% 04/05/2021 200,006.00 199,998.95 1,825.00 199,536.00 05/31/1605/25/16A2A- 200,000.00 0258M0EB1 2.30 BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 25,000.20 24,999.93 200.73 24,983.50 05/16/1605/10/16A3A- 25,000.00 05531FAV5 2.79 Page 10 For the Month Ending March 31, 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 BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 25,000.20 24,999.93 200.73 24,983.50 05/16/1605/10/16A3A- 25,000.00 05531FAV5 2.79 BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 150,001.20 149,999.56 1,204.37 149,901.00 05/16/1605/10/16A3A- 150,000.00 05531FAV5 2.06 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 50,002.75 49,999.78 688.33 49,980.00 04/13/1804/10/18A1A+ 50,000.00 89236TEU5 3.05 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,080.75 24,999.31 292.78 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 25,080.75 24,999.31 292.78 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 125,403.75 124,996.55 1,463.89 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 25,048.38 24,997.51 178.75 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 25,048.38 24,997.51 178.75 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 75,145.12 74,992.53 536.25 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 692,769.38 675,000.00 10,823.63 675,000.00 03/22/1903/15/19A2A- 675,000.00 46647PBB1 3.21 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 225,652.50 224,904.75 341.25 224,874.00 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 200,206.80 199,878.35 130.56 199,846.00 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 431,568.00 401,622.24 2,644.44 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 Page 11 For the Month Ending March 31, 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 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 105,521.01 104,948.17 28.44 104,947.50 03/18/2103/16/21A2A 105,000.00 808513BN4 0.77 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 435,493.60 414,786.21 6,544.44 422,916.00 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 419,390.00 398,702.56 2,506.67 398,016.00 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 433,790.40 412,196.61 3,550.56 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 412,936.00 398,881.81 602.78 398,368.00 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 210,579.20 200,661.91 1,831.67 200,880.00 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 179,422.95 182,115.45 481.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 241,998.53 246,651.87 3,176.25 249,738.75 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 553,534.30 550,906.46 2,406.25 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 245,789.78 249,584.82 2,975.00 252,247.50 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 472,782.70 474,805.53 1,245.56 474,767.25 06/05/2006/03/20A2AA- 475,000.00 023135BQ8 0.81 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 248,223.60 252,961.81 1,453.13 256,918.50 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 65,313.59 66,505.49 292.13 67,418.12 09/30/2009/29/20A2A+ 59,000.00 110122DC9 0.88 Page 12 For the Month Ending March 31, 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 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 249,341.63 254,314.75 387.50 257,845.50 09/28/2009/24/20A3A 225,000.00 002824BM1 0.86 48,483.87 6,575,131.45 6,459,409.66 1.90 6,488,053.62 6,314,000.00 Security Type Sub-Total Commercial Paper NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 948,677.60 948,983.50 0.00 948,869.50 03/08/2103/05/21P-1A-1 950,000.00 63873JY12 0.18 0.00 948,677.60 948,983.50 0.18 948,869.50 950,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,292.20 50,000.00 513.00 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 100,584.40 100,000.00 1,026.00 100,000.00 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 528,068.10 525,000.00 5,386.50 525,000.00 06/08/1806/07/18P-1A-1+ 525,000.00 78012UEE1 3.24 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 409,330.80 400,000.00 702.67 400,000.00 09/03/1908/29/19Aa2A+ 400,000.00 83050PDR7 1.85 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 249,959.75 250,000.00 36.88 250,000.00 03/23/2103/19/21Aa3A+ 250,000.00 22552G3C2 0.59 7,665.05 1,338,235.25 1,325,000.00 2.29 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 196,304.54 193,652.76 271.99 193,636.35 11/28/1811/20/18AaaAAA 193,665.31 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 162,104.36 160,064.54 158.96 160,060.94 11/21/1811/15/18AaaAAA 160,067.66 92869BAD4 3.25 Page 13 For the Month Ending March 31, 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 125,818.11 124,398.90 156.55 124,382.64 07/18/1807/11/18NRAAA 124,411.66 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 179,689.53 177,376.42 246.77 177,363.14 07/25/1807/18/18NRAAA 177,387.31 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 246,293.18 241,934.08 361.29 241,932.97 10/24/1810/17/18NRAAA 241,935.20 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 150,708.43 148,715.36 184.05 148,707.84 01/16/1901/08/19AaaNR 148,724.31 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 815,767.20 799,862.58 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 84,744.35 84,987.49 8.57 84,987.17 02/24/2102/17/21AaaNR 85,000.00 36261RAD0 0.33 1,999.74 1,961,429.70 1,930,992.13 2.45 1,930,869.61 1,931,191.45 Security Type Sub-Total 29,609,397.33 30,006,732.50 1.32 122,962.05 29,934,993.74 30,320,162.60 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 1,814,513.84 1,814,513.84 0.00 1,814,513.84 NRAAAm 1,814,513.84 1,814,513.84 1,814,513.84 0.00 1,814,513.84 1,814,513.84 Money Market Sub-Total $31,423,911.17 $31,821,246.34 $122,962.05 $31,749,507.58 $32,134,676.44 1.32% $32,257,638.49 $122,962.05 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending March 31, 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 43,613.72 48,095.69 1,288,281.25 103.06 MORGAN_S 1,250,000.00 912828R69US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 0.21 2.13 31,673.46 29,570.31 1,035,312.50 103.53 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.25 2.52 64,762.60 69,158.21 1,708,265.63 103.53 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.25 2.52 6,386.10 5,318.37 183,859.38 105.06 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.43 3.15 9,933.27 7,629.88 341,453.12 105.06 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.43 3.15 6,995.70 957.03 525,312.50 105.06 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.43 3.15 107,862.68 96,925.78 2,836,687.50 105.06 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.43 3.15 (7,776.18)(12,851.56) 521,562.50 104.31 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.59 3.63 (22,936.24)(44,375.00) 2,086,250.00 104.31 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.59 3.63 (2,907.45)(2,794.92) 440,859.38 97.97 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.74 4.23 197,633.79 0.41 237,607.66 10,967,843.76 10,550,000.00 Security Type Sub-Total 3.03 Supra-National Agency Bond / Note (313.66)(188.00) 498,737.00 99.75 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP CORPORATE NOTES DTD 11/24/2020 0.250% 11/24/2023 0.35 2.64 (188.00) 0.35 (313.66) 498,737.00 500,000.00 Security Type Sub-Total 2.64 Municipal Bond / Note 2,031.60 2,031.60 62,031.60 103.39 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.94 3.15 Page 15 For the Month Ending March 31, 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 Municipal Bond / Note 4,109.00 4,109.00 104,109.00 104.11 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.85 3.23 (1,043.25)(1,043.25) 323,956.75 99.68 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 0.95 3.90 (96.05)(96.05) 84,903.95 99.89 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 0.91 3.97 (270.76)(864.75) 77,958.00 103.94 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 1.03 4.00 99.86 48.10 65,507.65 100.78 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.07 4.14 163.78 100.30 85,663.85 100.78 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.07 4.14 1,249.60 1,249.60 161,249.60 100.78 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.07 4.14 (421.00)(421.00) 99,579.00 99.58 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.73 4.28 (313.30)(313.30) 129,686.70 99.76 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 0.91 4.26 (1,629.60)(1,629.60) 138,370.40 98.84 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 1.05 4.27 3,170.65 0.96 3,879.88 1,333,016.50 1,325,000.00 Security Type Sub-Total 3.98 Federal Agency Collateralized Mortgage Obligation (12.80)(105.48) 5,303.06 100.00 JPM_CHAS 5,303.06 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.32 (12.80)(105.48) 5,303.06 100.00 JPM_CHAS 5,303.06 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.32 (63.99)(527.41) 26,515.29 100.00 JPM_CHAS 26,515.29 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.32 841.56 636.86 35,731.49 102.68 CITIGRP 34,798.30 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.07 1.16 841.56 636.86 35,731.49 102.68 CITIGRP 34,798.30 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.07 1.16 Page 16 For the Month Ending March 31, 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 3,847.16 2,911.38 163,343.95 102.68 CITIGRP 159,077.93 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.07 1.16 582.99 583.03 27,865.45 102.14 CSFB 27,282.50 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.23 1.04 2,094.09 2,094.77 98,219.90 102.18 JPM_CHAS 96,127.45 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.41 1.93 9,235.27 6,544.61 268,927.42 107.57 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 0.96 3.46 12,669.14 1.26 17,353.04 666,941.11 639,205.88 Security Type Sub-Total 2.15 Federal Agency Bond / Note 721.66 908.10 899,990.10 100.00 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.25 2.39 (241.46)(254.48) 374,814.00 99.95 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.27 2.43 (120.10)(87.15) 524,739.60 99.95 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.27 2.43 (251.18)(66.30) 323,721.45 99.61 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.28 2.54 (93.35)(51.10) 349,633.90 99.90 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.29 2.59 (20.14) 22.75 324,652.25 99.89 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.29 2.65 (58.11)(26.10) 299,676.90 99.89 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.29 2.67 (1,095.76)(762.65) 347,501.35 99.29 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.68 3.99 (38.24) 96.95 349,375.95 99.82 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.67 4.01 (5,442.98)(5,150.57) 417,732.93 98.29 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 0.78 4.27 (4,520.87)(4,326.00) 344,036.00 98.30 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 0.77 4.37 Page 17 For the Month Ending March 31, 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 (2,363.57)(2,313.60) 147,236.40 98.16 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 0.80 4.39 (10,549.87)(10,332.70) 687,560.30 98.22 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 0.78 4.45 (8,372.80)(8,193.90) 639,479.10 98.38 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 0.86 4.55 (30,536.75) 0.52 (32,446.77) 6,030,150.23 6,075,000.00 Security Type Sub-Total 3.39 Corporate Note 7.05 470.00 200,006.00 100.00 04/04/21KEYBAN 200,000.00 0258M0EB1AMERICAN EXPRESS CREDIT (CALLED, OMD 05/ DTD 05/05/2016 2.250% 04/05/2021 2.02 0.01 0.27 16.70 25,000.20 100.00 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 2.00 0.03 0.27 16.70 25,000.20 100.00 04/09/21SCOTIA 25,000.00 05531FAV5BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 2.00 0.03 1.64 100.20 150,001.20 100.00 04/09/21SCOTIA 150,000.00 05531FAV5BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 2.00 0.03 2.97 22.75 50,002.75 100.01 JPM_CHAS 50,000.00 89236TEU5TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 2.76 0.04 81.44 98.00 25,080.75 100.32 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.51 0.13 81.44 98.00 25,080.75 100.32 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.51 0.13 407.20 490.00 125,403.75 100.32 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.51 0.13 50.87 142.88 25,048.38 100.19 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 0.52 0.14 50.87 142.88 25,048.38 100.19 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 0.52 0.14 Page 18 For the Month Ending March 31, 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 152.59 428.62 75,145.12 100.19 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 0.52 0.14 17,769.38 17,769.38 692,769.38 102.63 04/01/22JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 1.86 0.98 747.75 778.50 225,652.50 100.29 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.52 2.25 328.45 360.80 200,206.80 100.10 JPM_CHA 200,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.46 2.36 29,945.76 28,720.00 431,568.00 107.89 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 0.66 2.69 572.84 573.51 105,521.01 100.50 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 0.58 2.86 20,707.39 12,577.60 435,493.60 108.87 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 0.95 2.90 20,687.44 21,374.00 419,390.00 104.85 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 0.88 3.12 21,593.79 15,158.40 433,790.40 108.45 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 1.21 3.09 14,054.19 14,568.00 412,936.00 103.23 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 0.79 3.33 9,917.29 9,699.20 210,579.20 105.29 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 0.60 3.43 (2,692.50)(3,471.30) 179,422.95 102.53 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 1.13 3.73 (4,653.34)(7,740.22) 241,998.53 107.55 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 1.39 3.81 2,627.84 2,428.80 553,534.30 100.64 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 0.97 3.93 (3,795.04)(6,457.72) 245,789.78 109.24 JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 1.20 3.84 Page 19 For the Month Ending March 31, 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 (2,022.83)(1,984.55) 472,782.70 99.53 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 0.91 4.10 (4,738.21)(8,694.90) 248,223.60 110.32 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.41 4.03 (1,191.90)(2,104.53) 65,313.59 110.70 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 1.35 3.85 (4,973.12)(8,503.87) 249,341.63 110.82 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 1.37 3.93 87,077.83 1.11 115,721.79 6,575,131.45 6,314,000.00 Security Type Sub-Total 2.75 Commercial Paper (305.90)(191.90) 948,677.60 99.86 NATIXIS 950,000.00 63873JY12NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 0.23 0.60 (191.90) 0.23 (305.90) 948,677.60 950,000.00 Security Type Sub-Total 0.60 Certificate of Deposit 292.20 292.20 50,292.20 100.58 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 0.10 0.19 584.40 584.40 100,584.40 100.58 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 0.10 0.19 3,068.10 3,068.10 528,068.10 100.58 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 0.10 0.19 9,330.80 9,330.80 409,330.80 102.33 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.20 1.40 (40.25)(40.25) 249,959.75 99.98 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 0.59 1.96 13,235.25 0.22 13,235.25 1,338,235.25 1,325,000.00 Security Type Sub-Total 0.89 Asset-Backed Security Page 20 For the Month Ending March 31, 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 2,651.78 2,668.19 196,304.54 101.36 JPM_CHAS 193,665.31 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.38 0.44 2,039.82 2,043.42 162,104.36 101.27 CITIGRP 160,067.66 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.61 0.46 1,419.21 1,435.47 125,818.11 101.13 JPM_CHAS 124,411.66 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.47 0.39 2,313.11 2,326.39 179,689.53 101.30 BARCLAYS 177,387.31 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.53 0.47 4,359.10 4,360.21 246,293.18 101.80 MERRILL 241,935.20 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.60 0.60 1,993.07 2,000.59 150,708.43 101.33 RBC 148,724.31 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.45 0.51 15,904.62 15,968.64 815,767.20 101.97 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.12 1.36 (243.14)(242.82) 84,744.35 99.70 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.41 2.14 30,560.09 1.84 30,437.57 1,961,429.70 1,931,191.45 Security Type Sub-Total 0.92 29,609,397.33 30,320,162.60 313,430.10 385,168.86 0.70 Managed Account Sub-Total 2.75 Money Market Mutual Fund 0.00 0.00 1,814,513.84 1.00 1,814,513.84 CAMP Pool 0.00 1,814,513.84 1,814,513.84 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $32,257,638.49 $122,962.05 $32,134,676.44 Accrued Interest Securities Sub-Total $31,423,911.17 $313,430.10 $385,168.86 0.70% 2.75 Page 21 For the Month Ending March 31, 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 03/04/21 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 (443,654.30)(195.79)(443,850.09) 450,000.00 03/01/21 03/08/21 NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 63873JY12 (948,869.50) 0.00 (948,869.50) 950,000.00 03/05/21 03/18/21 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 808513BN4 (104,947.50) 0.00 (104,947.50) 105,000.00 03/16/21 03/23/21 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 22552G3C2 (250,000.00) 0.00 (250,000.00) 250,000.00 03/19/21 (195.79) (1,747,667.09)(1,747,471.30) 1,755,000.00 Transaction Type Sub-Total INTEREST 03/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 168.01 168.01 96,371.74 03/01/21 03/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 72.93 72.93 27,324.29 03/01/21 03/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 0.00 114.15 114.15 38,473.80 03/01/21 03/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 03/01/21 03/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 589.93 589.93 229,098.59 03/01/21 03/04/21 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 3130AK5E2 0.00 270.31 270.31 150,000.00 03/04/21 03/08/21 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 3137EAEW5 0.00 1,150.00 1,150.00 900,000.00 03/08/21 03/09/21 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 0.00 5,272.00 5,272.00 0.00 03/09/21 03/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 564.60 564.60 214,406.56 03/15/21 03/15/21 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 03/15/21 Page 22 For the Month Ending March 31, 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 03/15/21 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 002824BM1 0.00 4,359.38 4,359.38 225,000.00 03/15/21 03/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 505.92 505.92 193,962.23 03/15/21 03/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 728.26 728.26 260,091.61 03/15/21 03/15/21 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 650036DT0 0.00 644.04 644.04 325,000.00 03/15/21 03/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 344.73 344.73 136,978.79 03/16/21 03/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 397.49 397.49 160,600.18 03/16/21 03/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 478.46 478.46 176,661.72 03/20/21 03/20/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 21.82 21.82 85,000.00 03/20/21 03/23/21 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 3137EAEX3 0.00 1,297.92 1,297.92 700,000.00 03/23/21 18,764.54 18,764.54 0.00 4,968,969.51 Transaction Type Sub-Total MATURITY 03/09/21 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 50,000.00 0.00 50,000.00 37.50 0.00 50,000.00 03/09/21 03/09/21 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 50,000.00 0.00 50,000.00 37.50 0.00 50,000.00 03/09/21 03/09/21 INTERNATIONAL FINANCE CORPORATION NOTE DTD 03/16/2018 2.635% 03/09/2021 45950VLQ7 300,000.00 0.00 300,000.00 225.00 0.00 300,000.00 03/09/21 0.00 0.00 300.00 400,000.00 400,000.00 400,000.00 Transaction Type Sub-Total Page 23 For the Month Ending March 31, 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 03/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 244.29 0.00 244.29 0.01 0.00 244.29 03/01/21 03/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 965.99 0.00 965.99 (19.22) 0.00 965.99 03/01/21 03/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 193.20 0.00 193.20 (3.84) 0.00 193.20 03/01/21 03/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 193.20 0.00 193.20 (3.84) 0.00 193.20 03/01/21 03/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 295.01 0.00 295.01 (2.51) 0.00 295.01 03/01/21 03/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 64.53 0.00 64.53 (0.55) 0.00 64.53 03/01/21 03/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 41.79 0.00 41.79 0.00 0.00 41.79 03/01/21 03/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 64.53 0.00 64.53 (0.55) 0.00 64.53 03/01/21 03/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 16,574.92 0.00 16,574.92 2.26 0.00 16,574.92 03/15/21 03/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 20,741.25 0.00 20,741.25 3.10 0.00 20,741.25 03/15/21 03/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 18,156.41 0.00 18,156.41 0.17 0.00 18,156.41 03/15/21 03/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 11,875.87 0.00 11,875.87 1.32 0.00 11,875.87 03/16/21 03/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 12,567.13 0.00 12,567.13 2.93 0.00 12,567.13 03/16/21 03/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 16,594.06 0.00 16,594.06 0.70 0.00 16,594.06 03/20/21 0.00 0.00 (20.02) 98,572.18 98,572.18 98,572.18 Transaction Type Sub-Total SELL 03/23/21 CREDIT SUISSE NEW YORK CERT DEPOS DTD 08/07/2020 0.520% 02/01/2022 22549L6F7 250,499.75 823.33 251,323.08 499.75 499.75 FIFO 250,000.00 03/19/21 Page 24 For the Month Ending March 31, 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 823.33 499.75 499.75 251,323.08 250,499.75 250,000.00 Transaction Type Sub-Total (998,399.37) 19,392.08 (979,007.29) 779.73 499.75 Managed Account Sub-Total Total Security Transactions $779.73 ($979,007.29)$19,392.08 ($998,399.37)$499.75 Page 25 For the Month Ending March 31, 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 2,792,253.49 Opening Balance 03/01/21 03/01/21 Purchase - Interest 254687FK7 1.00 3,500.00 2,795,753.49 03/04/21 03/04/21 Purchase - Interest 3130AK5E2 1.00 270.31 2,796,023.80 03/04/21 03/04/21 Redemption - Principal 912828ZW3 1.00 (443,654.30) 2,352,369.50 03/04/21 03/04/21 Redemption - Interest 912828ZW3 1.00 (195.79) 2,352,173.71 03/08/21 03/08/21 Purchase - Interest 3137EAEW5 1.00 1,150.00 2,353,323.71 03/08/21 03/08/21 Redemption - Principal 63873JY12 1.00 (948,869.50) 1,404,454.21 03/09/21 03/09/21 Purchase - Interest 45950VLQ7 1.00 5,272.00 1,409,726.21 03/09/21 03/09/21 Purchase - Principal 45950VLQ7 1.00 50,000.00 1,459,726.21 03/09/21 03/09/21 Purchase - Principal 45950VLQ7 1.00 50,000.00 1,509,726.21 03/09/21 03/09/21 Purchase - Principal 45950VLQ7 1.00 300,000.00 1,809,726.21 03/15/21 03/15/21 Purchase - Interest 002824BM1 1.00 4,359.38 1,814,085.59 03/15/21 03/15/21 Purchase - Interest 650036DT0 1.00 644.04 1,814,729.63 03/15/21 03/15/21 Purchase - Interest 14041NFU0 1.00 1,146.67 1,815,876.30 03/15/21 03/15/21 Purchase - Interest 14313FAD1 1.00 505.92 1,816,382.22 03/15/21 03/15/21 Purchase - Interest 14315EAC4 1.00 728.26 1,817,110.48 03/15/21 03/15/21 Purchase - Interest 43815AAC6 1.00 564.60 1,817,675.08 03/15/21 03/15/21 Purchase - Principal 14313FAD1 1.00 16,574.92 1,834,250.00 03/15/21 03/15/21 Purchase - Principal 14315EAC4 1.00 18,156.41 1,852,406.41 03/15/21 03/15/21 Purchase - Principal 43815AAC6 1.00 20,741.25 1,873,147.66 03/16/21 03/16/21 Purchase - Interest 36255JAD6 1.00 344.73 1,873,492.39 03/16/21 03/16/21 Purchase - Interest 36256XAD4 1.00 397.49 1,873,889.88 Page 26 For the Month Ending March 31, 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 03/16/21 03/16/21 Purchase - Principal 36255JAD6 1.00 12,567.13 1,886,457.01 03/16/21 03/16/21 Purchase - Principal 36256XAD4 1.00 11,875.87 1,898,332.88 03/18/21 03/18/21 Redemption - Principal 808513BN4 1.00 (104,947.50) 1,793,385.38 03/22/21 03/22/21 Purchase - Interest 36261RAD0 1.00 21.82 1,793,407.20 03/22/21 03/22/21 Purchase - Interest 92869BAD4 1.00 478.46 1,793,885.66 03/22/21 03/22/21 Purchase - Principal 92869BAD4 1.00 16,594.06 1,810,479.72 03/23/21 03/23/21 Purchase - Interest 3137EAEX3 1.00 1,297.92 1,811,777.64 03/23/21 03/23/21 Purchase - Interest 22549L6F7 1.00 823.33 1,812,600.97 03/23/21 03/23/21 Purchase - Principal 22549L6F7 1.00 250,499.75 2,063,100.72 03/23/21 03/23/21 Redemption - Principal 22552G3C2 1.00 (250,000.00) 1,813,100.72 03/23/21 03/23/21 IP Fees February 2021 1.00 (2,230.26) 1,810,870.46 03/23/21 03/23/21 U.S. Bank Fees January 2021 1.00 (142.12) 1,810,728.34 03/25/21 03/25/21 Purchase - Interest 3136B1XP4 1.00 114.15 1,810,842.49 03/25/21 03/25/21 Purchase - Interest 3137BGK24 1.00 637.92 1,811,480.41 03/25/21 03/25/21 Purchase - Interest 3137BM6P6 1.00 589.93 1,812,070.34 03/25/21 03/25/21 Purchase - Interest 3137FKK39 1.00 72.93 1,812,143.27 03/25/21 03/25/21 Purchase - Interest 3137FQ3V3 1.00 168.01 1,812,311.28 03/25/21 03/25/21 Purchase - Principal 3137BM6P6 1.00 64.53 1,812,375.81 03/25/21 03/25/21 Purchase - Principal 3137BM6P6 1.00 64.53 1,812,440.34 03/25/21 03/25/21 Purchase - Principal 3137BM6P6 1.00 295.01 1,812,735.35 03/25/21 03/25/21 Purchase - Principal 3137FKK39 1.00 41.79 1,812,777.14 03/25/21 03/25/21 Purchase - Principal 3137FQ3V3 1.00 244.29 1,813,021.43 Page 27 For the Month Ending March 31, 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 03/25/21 03/25/21 Purchase - Principal 3136B1XP4 1.00 193.20 1,813,214.63 03/25/21 03/25/21 Purchase - Principal 3136B1XP4 1.00 193.20 1,813,407.83 03/25/21 03/25/21 Purchase - Principal 3136B1XP4 1.00 965.99 1,814,373.82 03/31/21 04/01/21 Accrual Income Div Reinvestment - Distributions 1.00 140.02 1,814,513.84 1,814,513.84 1,814,513.84 1,814,513.84 1,968,865.00 308.92 0.00 (1,916,211.40) 3,446,759.90 283,965.34 140.02 1,814,513.84 0.00 (1,750,039.47) 772,299.82 2,792,253.49 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance March January-March 0.08% Page 28