Loading...
The URL can be used to link to this page
Your browser does not support the video tag.
Home
My WebLink
About
Item No. 03 - CC Investment Report for April 2021
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 21-167 Agenda Date: 5/25/2021 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 3) CC Investment Report for April 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 5/20/2021 REPORT TO CITY COUNCIL To: Honorable Mayor and Members of the City Council From: Jason Simpson, City Manager Prepared by: Nancy Lassey, Finance Administrator Date: May 25, 2021 Subject: Investment Report for April 2021 Recommendation Receive and file the Investment Report for April 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 April 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,497,005$ 535,599$ (24,055)$ 3,008,548$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,497,005 535,599 (24,055) 3,010,848 INVESTMENTS Local Agency Investment Fund 19,419,299 - - 19,419,299 CAMP Investments: CAMP Pool Account 972,140 - - 972,140 U.S. Treasury Bond / Note 11,015,366 - - 11,015,366 Supra-National Agency Bond / Note 743,418 - - 743,418 Municipal Bond / Note 1,329,846 - - 1,329,846 Federal Agency Collateralized Mortgage Obligation 634,137 - - 634,137 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Notes 6,248,445 - - 6,248,445 Commercial Paper 1,547,659 - - 1,547,659 Negotiable Certificate of Deposit 1,325,000 - - 1,325,000 Asset-Backed Security / Collaterized Mortgage 2,000,056 - - 2,000,056 Sub-total Investments 51,296,052 - - 51,296,052 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/21 341,239 - - 341,239 Total Investments 51,637,291 - - 51,637,291 Total Pooled Cash and Investments 54,134,295$ 535,599$ (24,055)$ 54,648,139$ TOTAL POOLED CASH AND INVESTMENTS 54,648,139$ 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 18, 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 APRIL 30, 2021 FUND NO FUND NAME AMOUNT 100 General 9,748,714$ 101 Supplemental Law Enforcement 8,333 103 The Anchor 298,435 106 Affordable Housing In Lieu 1,637,012 107 Developer Agreement Revenue 102,737 109 Road Maintenance and Rehabilitation (SB1)270,474 110 State Gas Tax 683,439 112 Measure A 1,397,195 114 SB1186 CASP Education Program 33,896 115 Traffic Safety 36,593 118 Lake Side Facility DIF 788 119 Animal Shelter DIF 19,651 121 T.R.I.P.-2014A 159 130 Lighting & Landscape Maintenance Fund - City-wide 656,361 135 Lighting & Landscape Maintenance - Dist. No. 1 1,396,347 140 Geothermal 11,838 155 CSA152 -- N.P.D.E.S.392,204 160 PEG Grant 43,969 180 Launch Pointe 111,845 202 La Strada RBBD 24,143 203 E.L.S.P. - S.T.I.F.3,317,937 205 Traffic Impact Fee 1,285,331 211 Storm Drain C.I.P. 1,315,375 221 Quimby Park C.I.P.638,739 231 Library C.I.P. 1,285,159 232 City Fire Protection 267,401 300 Insurance Service 1,486,499 305 Information Systems Service 448,492 320 Facilities Service 679,461 331 CFD 2006-1CC Summerly Improvement Area CC 36,253 332 CFD 2006-1 Improvement Area B, Summerly 48,055 334 CFD 2015-5 Trieste - Far West Industries 42,186 336 CFD 2006-1FF Summerly Improvement Area FF 28,333 337 CFD 2016-2 Canyon Hills 38,970 338 CFD 2006-1 IA-JJ Summerly Improvement Area 44,145 339 CFD 2006-1 IA-KK Summerly Improvement Area 7,507 340 CFD 2006-1 IA-EE Summerly Improvement Area 43,552 345 CFD 2003-2 Improvement Area D, Canyon Hills 388,090 346 CFD 2014-1 Southshore 68,810 347 CFD 2006-1 Improvement Area A, Summerly 1,695 350 CFD 98-1 Summerhill 253,598 351 CFD 2006-1 IA-II Summerly Improvement 84,286 354 CFD 90-2 Tuscany Hills 663,716 357 CFD 2003-2 Canyon Hills Improvement Area 218,493 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 APRIL 30, 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 APRIL 30, 2021 366 CFD 2005-6 City Center Townhomes 73,379 368 CFD 2006-2 Viscaya 65,161 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 224,134 370 CFD 2006-1 IA-HH Summerly Improvement 34,571 371 CFD 2005-1 Serenity 53,826 372 CFD 2005-2 Alberhill Ranch Improvement Area 207,434 374 CFD 2005-4 Lakeview Villas 1,529 376 CFD 2006-3 La Strada 19,188 377 CFD 2006-6 Tessara 2,633 378 CFD 2006-8 Running Deer Estates 4,974 384 CFD 2003-2 Area B Canyon Hills Improvement Area 931,497 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 337,213 386 CFD 2007-4 Mekenna Court 29,891 387 CFD 2007-5 Red Kite 15,545 388 CFD 2007-6 Holiday Inn Express 10,279 389 CFD 88-3 (2008A) West Lake Elsinore Series A 4,976 390 CFD 2003-2 Area C Canyon Hills Improvement Area 44,635 392 CFD 95-1 City Center 46,990 393 AD 93-1 Cottonwood Hills 72,904 394 CFD 2005-5 (2012A) Wasson Canyon 110,798 395 CFD 2018-1 Wasson Canyon II Improvement Area 3,685 396 CFD 2018-2 Nichols Ranch Improvement Area 14,283 397 CFD 2018-3 Village at Lakeshore 592,293 398 CFD 2021-1 Tuscany Valley and Crest 39,841 500 Capital Improvement Plan 4,104,043 510 Successor To RDA Area I, II, & III 6,895,927 540 Successor To RDA Diamond Stadium 632,714 603 Endowment Trust - Carl Graves 57,305 604 Endowment Trust - Korn Memorial 34,016 605 Public Improvement Trust 1,568,645 606 Mobile Source Air Polution Reduction 452,304 608 Trust Deposit & Pre Paid Expense 682,893 617 Successor Agency Housing 6,240,363 620 Cost Recovery System 1,035,851 631 Lake Destratification Equipment Replacement 436,205 Total Pooled Cash & Investments 54,648,139$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 1.90%972,140$ U.S. Treasury Bond / Note Unlimited 21.47%11,015,366$ Supra-National Agency Bond / Note 30%1.45%743,418$ Municipal Bond / Note Unlimited 2.59%1,329,846$ Federal Agency Collaterized Mortgage Obligation 40%1.24%634,137$ Federal Agency Bond / Note Unlimited 11.82%(1)6,060,687$ Corporate Note 30%12.18%6,248,445$ Commercial Paper 25%3.02%1,547,659$ Negotiable Certificates of Deposit 30%2.58%1,325,000$ Asset-Backed Security / Collaterized Mortgage 20%3.90%2,000,056$ LAIF (Local Agency Investment Fund)$75 Million 37.86%(2)19,419,299$ TOTAL 100.00%51,296,052$ 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 APRIL 30, 2021 Local Agency Investment Fund Apr 0.339 Mar 0.357 Feb 0.407 0.00001214175683392 1.001269853 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.35% 0.44LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.41% 220PMIA Average Life(1): Treasuries 62.43% Agencies 14.97% Certificates of Deposit/Bank Notes 11.29% Time Deposits 2.95% Commercial Paper 7.89% Loans 0.45% 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 05/13/21 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 03/31/21 Chart does not include 0.01% of mortgages. Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 04/30/21 $140.8 billion Yield Purchase Date Maturity Rate 0.339%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:21,899,134$ (2,479,835)$ 19,419,299$ 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 APRIL 30, 2021 CAMP Investment Portfolio For the Month Ending April 30, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE Opening Market Value Purchases Redemptions Change in Value Closing Market Value 1,814,513.84 646,233.11 (1,488,607.42) 0.00 $972,139.53 CAMP Pool Unsettled Trades 0.00 82.82 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,320,162.60 1,483,182.31 (585,579.56) 34,174.63 $31,251,939.98 CAMP Managed Account Unsettled Trades 0.00 58,053.33 Cash Dividends and Income April 30, 2021 March 31, 2021 Asset Summary CAMP Pool 972,139.53 1,814,513.84 CAMP Managed Account 31,251,939.98 30,320,162.60 $32,224,079.51 $32,134,676.44 Total Asset Allocation 3.02% CAMP Pool 96.98% CAMP Managed Account Page 1 For the Month Ending April 30, 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 $1,814,513.84 646,233.11 (1,488,607.42) $972,139.53 82.82 $30,320,162.60 (585,579.56) 0.00 1,483,182.31 0.00 34,174.63 $31,251,939.98 $32,134,676.44 $32,224,079.51 57,939.32 (164.02) 278.03 $58,053.33 454,296.95 0.00 53,642.37 135,579.56 (1,483,346.33) 839,827.46 0.00 Managed Account Total 30,825,690.62 31,797,830.15 103,793.51 0.00 589,876.51 53,642.37 (1,483,346.33) (29,934,993.74) (123,000.94) 0.00 103,793.51 1,488,607.42 589,876.51 53,642.37 (2,129,579.44) (31,749,507.58) (123,000.94) 82.82 Total Accrual Basis Earnings $31,662.00 $31,744.82 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,800,000.00 11,217,101.66 34.81 Supra-National Agency Bond / Note 745,000.00 743,675.01 2.31 Municipal Bond / Note 1,325,000.00 1,337,219.50 4.15 Federal Agency Collateralized Mortgage Obligation 619,421.09 646,888.05 2.01 Federal Agency Bond / Note 6,075,000.00 6,042,426.66 18.75 Corporate Note 6,074,000.00 6,352,308.33 19.71 Commercial Paper 1,550,000.00 1,548,018.10 4.80 Certificate of Deposit 1,325,000.00 1,335,906.10 4.15 Asset-Backed Security 2,000,396.68 2,028,396.57 6.29 Managed Account Sub-Total 30,513,817.77 31,251,939.98 96.98% Accrued Interest 103,793.51 Total Portfolio 30,513,817.77 31,355,733.49 CAMP Pool 972,139.53 972,139.53 3.02 Total Investments 31,485,957.30 32,327,873.02 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 6.29% ABS 4.15% Cert of Deposit 4.80% Commercial Paper 19.71% Corporate Note 2.01% Fed Agency CMO 18.75% Fed Agy Bond / Note 3.02% Mny Mkt Fund 4.15% Muni Bond / Note 2.31% Supra-National Agency Bond / Note 34.81% US TSY Bond / Note Page 3 For the Month Ending April 30, 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 6.11%4.80% 6.65% 30.70% 33.70% 18.04% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1062 1.25% 0.61% Page 4 For the Month Ending April 30, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.48% A 3.43% A+ 6.33% A- 4.80% A-1 2.10% A-1+ 1.24% AA 58.73% AA+ 1.80% AA- 8.23% AAA 3.02% AAAm 4.75% BBB+ 1.09% NR Issuer Summary Percentof HoldingsIssuer Market Value 251,203.28 0.78 ABBOTT LABORATORIES 475,442.70 1.48 AMAZON.COM INC 419,571.20 1.30 AMERICAN HONDA FINANCE 557,186.30 1.73 APPLE INC 250,929.23 0.78 BANK OF AMERICA CO 65,669.42 0.20 BRISTOL-MYERS SQUIBB CO 972,139.53 3.02 CAMP Pool 815,691.60 2.53 CAPITAL ONE FINANCIAL CORP 492,356.43 1.53 CARMAX AUTO OWNER TRUST 225,668.70 0.70 CATERPILLAR INC 104,187.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 105,652.79 0.33 CHARLES SCHWAB 244,756.35 0.76 CITIGROUP INC 848,870.70 2.63 CREDIT SUISSE GROUP RK 1,682,453.57 5.22 FANNIE MAE 496,287.35 1.54 FEDERAL HOME LOAN BANKS 313,286.00 0.97 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,510,573.79 14.00 FREDDIE MAC 247,689.90 0.77 GENERAL DYNAMICS CORP 247,441.64 0.77 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 84,862.22 0.26 GM FINANCIAL LEASINGTRUST 435,046.80 1.35 GOLDMAN SACHS GROUP INC 175,156.63 0.54 HERSHEY COMPANY 172,309.78 0.53 HONDA AUTO RECEIVABLES 74,974.91 0.23 HYUNDAI AUTO RECEIVABLES 743,675.01 2.31 INTL BANK OF RECONSTRUCTION AND DEV 691,995.83 2.15 JP MORGAN CHASE & CO 138,885.60 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT 436,603.60 1.35 MORGAN STANLEY 949,108.90 2.95 NATIXIS NY BRANCH 324,788.75 1.01 NEW YORK ST URBAN DEVELOPMENT CORP 179,911.73 0.56 PACCAR FINANCIAL CORP Page 5 For the Month Ending April 30, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 430,995.60 1.34 PNC FINANCIAL SERVICES GROUP 677,165.40 2.10 ROYAL BANK OF CANADA 130,200.20 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 408,779.20 1.27 SKANDINAVISKA ENSKILDA BANKEN AB 140,734.35 0.44 STATE OF CONNECTICUT 99,937.00 0.31 STATE OF MINNESOTA 124,999.63 0.39 STATE STREET CORPORATION 419,601.64 1.30 THE BANK OF NEW YORK MELLON CORPORATION 413,474.80 1.28 THE WALT DISNEY CORPORATION 200,752.20 0.62 TOYOTA MOTOR CORP 11,217,101.66 34.82 UNITED STATES TREASURY 85,200.60 0.26 UNIVERSITY OF CALIFORNIA 140,759.99 0.44 VOLKSWAGEN OF AMERICA $32,224,079.51 Total 100.00% Page 6 For the Month Ending April 30, 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 1,287,304.75 1,244,870.03 8,482.14 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 1,034,375.00 1,003,523.27 44.16 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 1,706,718.75 1,643,709.72 72.86 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 183,914.06 177,410.72 1,169.89 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 341,554.69 331,354.93 2,172.65 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 525,468.75 517,853.47 3,342.54 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,837,531.25 2,728,095.69 18,049.73 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 522,343.75 528,696.23 2,924.72 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,089,375.00 2,106,795.30 11,698.90 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 245,898.45 245,237.66 208.91 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 442,617.21 443,887.39 376.03 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 48,542.53 11,217,101.66 10,971,434.41 1.24 11,015,366.22 10,800,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 244,620.01 244,500.49 9.36 244,492.85 04/20/2104/13/21AaaAAA 245,000.00 459058JV6 0.23 Page 7 For the Month Ending April 30, 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 INTL BK RECON & DEVELOP CORPORATE NOTES DTD 11/24/2020 0.250% 11/24/2023 499,055.00 499,080.11 545.14 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 554.50 743,675.01 743,580.60 0.29 743,417.85 745,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 62,250.60 60,000.00 399.60 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 104,187.00 100,000.00 525.25 100,000.00 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 324,788.75 325,000.00 361.29 325,000.00 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 85,200.60 85,000.00 346.09 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 78,483.75 78,165.12 625.00 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 65,689.00 65,399.91 272.57 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 85,901.00 85,490.41 356.43 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 161,696.00 160,000.00 670.93 160,000.00 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 99,937.00 100,000.00 157.50 100,000.00 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 130,200.20 130,000.00 276.90 130,000.00 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 138,885.60 140,000.00 270.55 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 Page 8 For the Month Ending April 30, 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 4,262.11 1,337,219.50 1,329,055.44 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 2,809.08 2,814.53 8.33 2,864.95 04/30/1804/11/18AaaAA+ 2,809.08 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 2,809.08 2,814.53 8.33 2,864.95 04/30/1804/11/18AaaAA+ 2,809.08 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 14,045.38 14,072.64 41.67 14,324.76 04/30/1804/11/18AaaAA+ 14,045.39 3136B1XP4 2.93 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,599.22 34,828.65 89.46 35,038.66 04/09/1804/04/18AaaAA+ 34,742.80 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,599.22 34,828.65 89.46 35,038.66 04/09/1804/04/18AaaAA+ 34,742.80 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 162,739.28 159,216.65 408.97 160,176.70 04/09/1804/04/18AaaAA+ 158,824.22 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 27,782.38 27,244.89 72.72 27,244.85 12/17/1812/07/18AaaAA+ 27,244.93 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 96,265.90 94,201.25 164.23 94,200.54 11/26/1911/20/19AaaAA+ 94,202.81 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 269,238.51 259,475.16 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,521.09 646,888.05 629,496.95 2.42 634,136.88 619,421.09 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 900,364.50 899,293.52 418.75 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 375,066.75 375,053.59 138.02 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 525,093.45 524,864.43 193.23 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 Page 9 For the Month Ending April 30, 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 10/16/2020 0.125% 10/16/2023 323,988.28 324,005.84 16.93 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 350,066.50 349,735.87 427.78 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 324,896.98 324,682.53 352.08 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 299,904.30 299,743.14 306.25 299,703.00 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 348,468.05 348,625.67 82.64 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 350,035.70 349,426.05 54.69 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 419,163.90 423,210.72 442.71 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 344,940.40 348,583.81 240.63 348,362.00 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 147,819.30 149,607.39 89.06 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 689,701.60 698,144.82 277.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 642,916.95 647,890.24 1,525.69 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 4,565.54 6,042,426.66 6,062,867.62 0.39 6,060,686.98 6,075,000.00 Security Type Sub-Total Corporate Note HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 25,022.38 24,999.78 357.36 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 25,022.38 24,999.78 357.36 24,982.75 05/10/1805/03/18A1A 25,000.00 427866BA5 3.09 Page 10 For the Month Ending April 30, 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 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 125,111.87 124,998.90 1,786.81 124,913.75 05/10/1805/03/18A1A 125,000.00 427866BA5 3.12 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 24,999.93 24,999.07 219.38 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 24,999.93 24,999.07 219.38 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 74,999.77 74,997.20 658.13 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 691,995.83 675,000.00 1,803.94 675,000.00 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 225,668.70 224,908.21 463.13 224,874.00 07/08/2007/06/20A2A 225,000.00 14913R2D8 0.67 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 200,752.20 199,882.57 213.89 199,846.00 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 430,995.60 401,574.85 3,811.11 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 105,652.79 104,949.61 94.06 104,947.50 03/18/2103/16/21A2A 105,000.00 808513BN4 0.77 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 209,757.24 209,776.33 14.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 436,603.60 414,391.56 86.11 422,916.00 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 419,571.20 398,735.46 3,306.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 Page 11 For the Month Ending April 30, 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 GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 435,046.80 411,890.16 4,833.89 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 413,474.80 398,908.71 1,225.00 398,368.00 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 209,844.40 200,646.66 81.67 200,880.00 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 179,911.73 181,963.73 743.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 244,756.35 246,215.04 82.50 249,738.75 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 557,186.30 550,887.97 2,921.88 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 247,689.90 249,094.76 3,631.25 252,247.50 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 475,442.70 474,809.36 1,562.22 474,767.25 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 250,929.23 252,431.89 2,179.69 256,918.50 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 65,669.42 66,355.88 482.65 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 251,203.28 253,742.20 1,114.06 257,845.50 09/28/2009/24/20A3A 225,000.00 002824BM1 0.86 32,250.47 6,352,308.33 6,216,158.75 1.82 6,248,444.92 6,074,000.00 Security Type Sub-Total Commercial Paper Page 12 For the Month Ending April 30, 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 Commercial Paper NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 949,108.90 949,126.00 0.00 948,869.50 03/08/2103/05/21P-1A-1 950,000.00 63873JY12 0.18 CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 598,909.20 598,794.00 0.00 598,789.50 04/30/2104/29/21P-1A-1 600,000.00 2254EBAQ4 0.27 0.00 1,548,018.10 1,547,920.00 0.22 1,547,659.00 1,550,000.00 Security Type Sub-Total Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,160.40 50,000.00 648.00 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 100,320.80 100,000.00 1,296.00 100,000.00 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 526,684.20 525,000.00 6,804.00 525,000.00 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 408,779.20 400,000.00 1,322.67 400,000.00 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 249,961.50 250,000.00 159.79 250,000.00 03/23/2103/19/21Aa3A+ 250,000.00 22552G3C2 0.59 10,230.46 1,335,906.10 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 172,309.78 170,203.82 239.06 170,188.89 11/28/1811/20/18AaaAAA 170,214.34 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 140,759.99 139,032.69 138.07 139,029.46 11/21/1811/15/18AaaAAA 139,035.30 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 111,226.61 110,102.55 138.56 110,087.72 07/18/1807/11/18NRAAA 110,113.40 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 158,627.69 156,707.16 218.01 156,695.07 07/25/1807/18/18NRAAA 156,716.42 14313FAD1 3.13 Page 13 For the Month Ending April 30, 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 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 223,688.17 219,838.16 328.29 219,837.11 10/24/1810/17/18NRAAA 219,839.14 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 136,215.03 134,470.24 166.42 134,463.19 01/16/1901/08/19AaaNR 134,478.08 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 815,691.60 799,865.93 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 84,862.22 84,987.75 8.57 84,987.17 02/24/2102/17/21AaaNR 85,000.00 36261RAD0 0.33 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 74,974.91 74,992.12 2.38 74,992.11 04/28/2104/20/21NRAAA 75,000.00 44933LAC7 0.38 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 110,040.57 109,976.43 15.89 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 1,866.81 2,028,396.57 2,000,176.85 2.23 2,000,055.58 2,000,396.68 Security Type Sub-Total 30,513,817.77 30,904,613.28 1.25 103,793.51 30,825,690.62 31,251,939.98 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 972,139.53 972,139.53 0.00 972,139.53 NRAAAm 972,139.53 972,139.53 972,139.53 0.00 972,139.53 972,139.53 Money Market Sub-Total $31,485,957.30 $31,876,752.81 $103,793.51 $31,797,830.15 $32,224,079.51 1.25% $32,327,873.02 $103,793.51 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending April 30, 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 42,434.72 47,119.19 1,287,304.75 102.98 MORGAN_S 1,250,000.00 912828R69US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 0.19 2.05 30,851.73 28,632.81 1,034,375.00 103.44 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.24 2.46 63,009.03 67,611.33 1,706,718.75 103.44 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.24 2.46 6,503.34 5,373.05 183,914.06 105.09 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.38 3.07 10,199.76 7,731.45 341,554.69 105.09 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.38 3.07 7,615.28 1,113.28 525,468.75 105.09 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.38 3.07 109,435.56 97,769.53 2,837,531.25 105.09 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.38 3.07 (6,352.48)(12,070.31) 522,343.75 104.47 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.52 3.55 (17,420.30)(41,250.00) 2,089,375.00 104.47 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.52 3.55 660.79 742.20 245,898.45 98.36 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.65 4.15 (1,270.18)(1,037.09) 442,617.21 98.36 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.65 4.15 201,735.44 0.37 245,667.25 11,217,101.66 10,800,000.00 Security Type Sub-Total 2.98 Supra-National Agency Bond / Note 119.52 127.16 244,620.01 99.84 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 0.21 1.97 (25.11) 130.00 499,055.00 99.81 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP CORPORATE NOTES DTD 11/24/2020 0.250% 11/24/2023 0.32 2.56 257.16 0.28 94.41 743,675.01 745,000.00 Security Type Sub-Total 2.36 Page 15 For the Month Ending April 30, 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 2,250.60 2,250.60 62,250.60 103.75 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.80 3.07 4,187.00 4,187.00 104,187.00 104.19 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.79 3.15 (211.25)(211.25) 324,788.75 99.94 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 0.89 3.81 200.60 200.60 85,200.60 100.24 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 0.82 3.88 318.63 (339.00) 78,483.75 104.65 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 0.84 3.92 289.09 229.45 65,689.00 101.06 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.00 4.06 410.59 337.45 85,901.00 101.06 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.00 4.06 1,696.00 1,696.00 161,696.00 101.06 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.00 4.06 (63.00)(63.00) 99,937.00 99.94 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.65 4.20 200.20 200.20 130,200.20 100.15 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 0.82 4.18 (1,114.40)(1,114.40) 138,885.60 99.20 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 0.96 4.18 7,373.65 0.88 8,164.06 1,337,219.50 1,325,000.00 Security Type Sub-Total 3.90 Federal Agency Collateralized Mortgage Obligation (5.45)(55.87) 2,809.08 100.00 JPM_CHAS 2,809.08 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.27 (5.45)(55.87) 2,809.08 100.00 JPM_CHAS 2,809.08 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.27 (27.26)(279.38) 14,045.38 100.00 JPM_CHAS 14,045.39 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.27 770.57 560.56 35,599.22 102.47 CITIGRP 34,742.80 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.11 1.09 Page 16 For the Month Ending April 30, 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 770.57 560.56 35,599.22 102.47 CITIGRP 34,742.80 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.11 1.09 3,522.63 2,562.58 162,739.28 102.47 CITIGRP 158,824.22 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.11 1.09 537.49 537.53 27,782.38 101.97 CSFB 27,244.93 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.27 0.97 2,064.65 2,065.36 96,265.90 102.19 JPM_CHAS 94,202.81 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.39 1.86 9,763.35 6,855.70 269,238.51 107.70 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 0.88 3.39 12,751.17 1.18 17,391.10 646,888.05 619,421.09 Security Type Sub-Total 2.13 Federal Agency Bond / Note 1,070.98 1,282.50 900,364.50 100.04 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.23 2.31 13.16 (1.73) 375,066.75 100.02 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.24 2.35 229.02 266.70 525,093.45 100.02 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.24 2.35 (17.56) 200.53 323,988.28 99.69 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.25 2.46 330.63 381.50 350,066.50 100.02 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.24 2.51 214.45 267.48 324,896.98 99.97 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.26 2.57 161.16 201.30 299,904.30 99.97 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.26 2.59 (157.62) 204.05 348,468.05 99.56 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.61 3.92 609.65 756.70 350,035.70 100.01 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.62 3.93 (4,046.82)(3,719.60) 419,163.90 98.63 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 0.71 4.19 Page 17 For the Month Ending April 30, 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 (3,643.41)(3,421.60) 344,940.40 98.55 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 0.72 4.29 (1,788.09)(1,730.70) 147,819.30 98.55 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 0.72 4.31 (8,443.22)(8,191.40) 689,701.60 98.53 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 0.72 4.36 (4,973.29)(4,756.05) 642,916.95 98.91 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 0.75 4.46 (18,260.32) 0.47 (20,440.96) 6,042,426.66 6,075,000.00 Security Type Sub-Total 3.31 Corporate Note 22.60 39.63 25,022.38 100.09 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.94 0.04 22.60 39.63 25,022.38 100.09 MERRILL 25,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.94 0.04 112.97 198.12 125,111.87 100.09 MERRILL 125,000.00 427866BA5HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 0.94 0.04 0.86 94.43 24,999.93 100.00 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.94 0.05 0.86 94.43 24,999.93 100.00 GOLDMAN 25,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.94 0.05 2.57 283.27 74,999.77 100.00 GOLDMAN 75,000.00 857477AV5STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 1.94 0.05 16,995.83 16,995.83 691,995.83 102.52 04/01/22JPM_CHAS 675,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 1.86 0.91 760.49 794.70 225,668.70 100.30 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.51 2.17 869.63 906.20 200,752.20 100.38 JPM_CHA 200,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.33 2.28 29,420.75 28,147.60 430,995.60 107.75 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 0.63 2.61 Page 18 For the Month Ending April 30, 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 703.18 705.29 105,652.79 100.62 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 0.53 2.77 (19.09)(18.06) 209,757.24 99.88 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 0.54 2.89 22,212.04 13,687.60 436,603.60 109.15 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 0.78 2.87 20,835.74 21,555.20 419,571.20 104.89 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 0.83 3.04 23,156.64 16,414.80 435,046.80 108.76 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 1.05 3.01 14,566.09 15,106.80 413,474.80 103.37 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 0.72 3.24 9,197.74 8,964.40 209,844.40 104.92 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 0.67 3.38 (2,052.00)(2,982.52) 179,911.73 102.81 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 1.04 3.65 (1,458.69)(4,982.40) 244,756.35 108.78 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 1.05 3.78 6,298.33 6,080.80 557,186.30 101.31 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 0.79 3.85 (1,404.86)(4,557.60) 247,689.90 110.08 JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 0.95 3.76 633.34 675.45 475,442.70 100.09 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 0.78 4.02 (1,502.66)(5,989.27) 250,929.23 111.52 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.09 3.95 (686.46)(1,748.70) 65,669.42 111.30 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 1.17 3.77 Page 19 For the Month Ending April 30, 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 (2,538.92)(6,642.22) 251,203.28 111.65 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 1.14 3.85 103,863.41 0.95 136,149.58 6,352,308.33 6,074,000.00 Security Type Sub-Total 2.88 Commercial Paper (17.10) 239.40 949,108.90 99.91 NATIXIS 950,000.00 63873JY12NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 0.18 0.51 115.20 119.70 598,909.20 99.82 CSFB 600,000.00 2254EBAQ4CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 0.24 0.75 359.10 0.20 98.10 1,548,018.10 1,550,000.00 Security Type Sub-Total 0.60 Certificate of Deposit 160.40 160.40 50,160.40 100.32 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 0.12 0.10 320.80 320.80 100,320.80 100.32 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 0.12 0.10 1,684.20 1,684.20 526,684.20 100.32 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 0.12 0.10 8,779.20 8,779.20 408,779.20 102.19 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.20 1.31 (38.50)(38.50) 249,961.50 99.98 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 0.59 1.87 10,906.10 0.23 10,906.10 1,335,906.10 1,325,000.00 Security Type Sub-Total 0.81 Asset-Backed Security 2,105.96 2,120.89 172,309.78 101.23 JPM_CHAS 170,214.34 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.42 0.36 1,727.30 1,730.53 140,759.99 101.24 CITIGRP 139,035.30 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.60 0.33 Page 20 For the Month Ending April 30, 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 1,124.06 1,138.89 111,226.61 101.01 JPM_CHAS 110,113.40 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.51 0.36 1,920.53 1,932.62 158,627.69 101.22 BARCLAYS 156,716.42 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.54 0.36 3,850.01 3,851.06 223,688.17 101.75 MERRILL 219,839.14 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.60 0.48 1,744.79 1,751.84 136,215.03 101.29 RBC 134,478.08 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.45 0.46 15,825.67 15,893.04 815,691.60 101.96 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.11 1.28 (125.53)(124.95) 84,862.22 99.84 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.37 2.06 (17.21)(17.20) 74,974.91 99.97 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.39 2.24 64.14 64.27 110,040.57 100.04 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 0.51 2.54 28,340.99 1.68 28,219.72 2,028,396.57 2,000,396.68 Security Type Sub-Total 1.01 30,513,817.77 31,251,939.98 347,326.70 426,249.36 0.61 Managed Account Sub-Total 2.69 Money Market Mutual Fund 0.00 0.00 972,139.53 1.00 972,139.53 CAMP Pool 0.00 972,139.53 972,139.53 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $32,327,873.02 $103,793.51 $32,224,079.51 Accrued Interest Securities Sub-Total $31,485,957.30 $347,326.70 $426,249.36 0.61% 2.69 Page 21 For the Month Ending April 30, 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 04/05/21 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 (245,156.25)(164.02)(245,320.27) 250,000.00 04/01/21 04/20/21 INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 459058JV6 (244,492.85) 0.00 (244,492.85) 245,000.00 04/13/21 04/21/21 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 (109,976.30) 0.00 (109,976.30) 110,000.00 04/13/21 04/26/21 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 06406RAS6 (209,775.30) 0.00 (209,775.30) 210,000.00 04/19/21 04/28/21 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 (74,992.11) 0.00 (74,992.11) 75,000.00 04/20/21 04/30/21 CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 2254EBAQ4 (598,789.50) 0.00 (598,789.50) 600,000.00 04/29/21 (164.02) (1,483,346.33)(1,483,182.31) 1,490,000.00 Transaction Type Sub-Total INTEREST 04/01/21 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 46647PBB1 0.00 10,823.63 10,823.63 675,000.00 04/01/21 04/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 04/01/21 04/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 0.00 110.12 110.12 37,121.41 04/01/21 04/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 208.54 208.54 96,127.45 04/01/21 04/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 72.82 72.82 27,282.50 04/01/21 04/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 588.85 588.85 228,674.52 04/01/21 04/14/21 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 3130AJHU6 0.00 875.00 875.00 350,000.00 04/14/21 04/15/21 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 04/15/21 Page 22 For the Month Ending April 30, 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 04/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 462.69 462.69 177,387.31 04/15/21 04/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 509.99 509.99 193,665.31 04/15/21 04/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 677.42 677.42 241,935.20 04/15/21 04/16/21 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 3137EAEY1 0.00 203.13 203.13 325,000.00 04/16/21 04/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 313.10 313.10 124,411.66 04/16/21 04/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 368.09 368.09 148,724.31 04/16/21 04/20/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 04/20/21 04/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 433.52 433.52 160,067.66 04/20/21 04/22/21 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 3135G03U5 0.00 1,093.75 1,093.75 350,000.00 04/22/21 04/24/21 BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 06406RAL1 0.00 2,100.00 2,100.00 200,000.00 04/24/21 04/27/21 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 172967JP7 0.00 3,712.50 3,712.50 225,000.00 04/27/21 04/29/21 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 61746BDQ6 0.00 7,750.00 7,750.00 400,000.00 04/29/21 04/30/21 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 912828T91 0.00 21,531.25 21,531.25 2,650,000.00 04/30/21 53,642.37 53,642.37 0.00 7,745,397.33 Transaction Type Sub-Total MATURITY 04/05/21 AMERICAN EXPRESS CREDIT (CALLED, OMD 05/ DTD 05/05/2016 2.250% 04/05/2021 0258M0EB1 200,000.00 1,862.50 201,862.50 464.00 0.00 200,000.00 04/05/21 Page 23 For the Month Ending April 30, 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 MATURITY 04/09/21 BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 05531FAV5 25,000.00 212.12 25,212.12 16.50 0.00 25,000.00 04/09/21 04/09/21 BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 05531FAV5 25,000.00 212.12 25,212.12 16.50 0.00 25,000.00 04/09/21 04/09/21 BRANCH BANKING & TRUST (CALLED, OMD 05/1 DTD 05/10/2016 2.050% 04/09/2021 05531FAV5 150,000.00 1,272.71 151,272.71 99.00 0.00 150,000.00 04/09/21 04/13/21 TOYOTA MOTOR CREDIT CORP NOTES DTD 04/13/2018 2.950% 04/13/2021 89236TEU5 50,000.00 737.50 50,737.50 20.00 0.00 50,000.00 04/13/21 4,296.95 0.00 616.00 454,296.95 450,000.00 450,000.00 Transaction Type Sub-Total PAYDOWNS 04/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 37.57 0.00 37.57 0.00 0.00 37.57 04/01/21 04/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 1,924.64 0.00 1,924.64 0.05 0.00 1,924.64 04/01/21 04/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 2,493.98 0.00 2,493.98 (49.61) 0.00 2,493.98 04/01/21 04/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 253.71 0.00 253.71 (2.16) 0.00 253.71 04/01/21 04/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 55.50 0.00 55.50 (0.47) 0.00 55.50 04/01/21 04/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 55.50 0.00 55.50 (0.47) 0.00 55.50 04/01/21 04/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 12,469.91 0.00 12,469.91 (248.03) 0.00 12,469.91 04/01/21 04/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 2,493.98 0.00 2,493.98 (49.61) 0.00 2,493.98 04/01/21 04/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 20,670.89 0.00 20,670.89 2.82 0.00 20,670.89 04/15/21 04/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 22,096.06 0.00 22,096.06 0.20 0.00 22,096.06 04/15/21 Page 24 For the Month Ending April 30, 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 04/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 23,450.97 0.00 23,450.97 3.51 0.00 23,450.97 04/15/21 04/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 14,246.23 0.00 14,246.23 1.58 0.00 14,246.23 04/16/21 04/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 14,298.26 0.00 14,298.26 3.34 0.00 14,298.26 04/16/21 04/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 21,032.36 0.00 21,032.36 0.88 0.00 21,032.36 04/20/21 0.00 0.00 (337.97) 135,579.56 135,579.56 135,579.56 Transaction Type Sub-Total (897,602.75) 57,775.30 (839,827.45) 278.03 0.00 Managed Account Sub-Total Total Security Transactions $278.03 ($839,827.45)$57,775.30 ($897,602.75)$0.00 Page 25 For the Month Ending April 30, 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 1,814,513.84 Opening Balance 04/01/21 04/01/21 Purchase - Interest 46647PBB1 1.00 10,823.63 1,825,337.47 04/05/21 04/05/21 Purchase - Principal 0258M0EB1 1.00 201,875.00 2,027,212.47 04/05/21 04/05/21 Redemption - Interest 912828ZW3 1.00 (164.02) 2,027,048.45 04/05/21 04/05/21 Redemption - Principal 912828ZW3 1.00 (245,156.25) 1,781,892.20 04/09/21 04/09/21 Purchase - Correction to Interest on 0258M0EB1 maturity from 4/5/2021 1.00 1,862.50 1,783,754.70 04/09/21 04/09/21 Purchase - Principal 05531FAV5 1.00 151,272.70 1,935,027.40 04/09/21 04/09/21 Purchase - Principal 05531FAV5 1.00 25,212.12 1,960,239.52 04/09/21 04/09/21 Purchase - Principal 05531FAV5 1.00 25,212.12 1,985,451.64 04/09/21 04/09/21 Redemption - Reversal of Interest on 0258M0EB1 maturity from 4/5/2021 1.00 (1,875.00) 1,983,576.64 04/13/21 04/13/21 Purchase - Principal 89236TEU5 1.00 50,737.50 2,034,314.14 04/14/21 04/14/21 Purchase - Interest 3130AJHU6 1.00 875.00 2,035,189.14 04/15/21 04/15/21 Purchase - Interest 14041NFU0 1.00 1,146.67 2,036,335.81 04/15/21 04/15/21 Purchase - Interest 14313FAD1 1.00 462.69 2,036,798.50 04/15/21 04/15/21 Purchase - Interest 14315EAC4 1.00 677.42 2,037,475.92 04/15/21 04/15/21 Purchase - Interest 43815AAC6 1.00 509.99 2,037,985.91 04/15/21 04/15/21 Purchase - Principal 14313FAD1 1.00 20,670.89 2,058,656.80 04/15/21 04/15/21 Purchase - Principal 14315EAC4 1.00 22,096.06 2,080,752.86 04/15/21 04/15/21 Purchase - Principal 43815AAC6 1.00 23,450.97 2,104,203.83 04/16/21 04/16/21 Purchase - Interest 3137EAEY1 1.00 203.13 2,104,406.96 04/16/21 04/16/21 Purchase - Interest 36255JAD6 1.00 313.10 2,104,720.06 04/16/21 04/16/21 Purchase - Interest 36256XAD4 1.00 368.09 2,105,088.15 Page 26 For the Month Ending April 30, 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 04/16/21 04/16/21 Purchase - Principal 36255JAD6 1.00 14,298.26 2,119,386.41 04/16/21 04/16/21 Purchase - Principal 36256XAD4 1.00 14,246.23 2,133,632.64 04/20/21 04/20/21 Purchase - Interest 36261RAD0 1.00 23.38 2,133,656.02 04/20/21 04/20/21 Purchase - Interest 92869BAD4 1.00 433.52 2,134,089.54 04/20/21 04/20/21 Purchase - Principal 92869BAD4 1.00 21,032.36 2,155,121.90 04/20/21 04/20/21 Redemption - Principal 459058JV6 1.00 (244,492.85) 1,910,629.05 04/21/21 04/21/21 Redemption - Principal 14314QAC8 1.00 (109,976.30) 1,800,652.75 04/22/21 04/22/21 Purchase - Interest 3135G03U5 1.00 1,093.75 1,801,746.50 04/26/21 04/26/21 Purchase - Interest 3136B1XP4 1.00 110.12 1,801,856.62 04/26/21 04/26/21 Purchase - Interest 3137BGK24 1.00 637.92 1,802,494.54 04/26/21 04/26/21 Purchase - Interest 3137BM6P6 1.00 588.84 1,803,083.38 04/26/21 04/26/21 Purchase - Interest 3137FKK39 1.00 72.82 1,803,156.20 04/26/21 04/26/21 Purchase - Interest 3137FQ3V3 1.00 167.58 1,803,323.78 04/26/21 04/26/21 Purchase - Interest 06406RAL1 1.00 2,100.00 1,805,423.78 04/26/21 04/26/21 Purchase - Correction to Interest 3137BM6P6 from 04/25/2021 1.00 588.85 1,806,012.63 04/26/21 04/26/21 Purchase - Correction to Interest 3137FQ3V3 from 04/25/2021 1.00 208.54 1,806,221.17 04/26/21 04/26/21 Purchase - Principal 3137FKK39 1.00 37.57 1,806,258.74 04/26/21 04/26/21 Purchase - Principal 3137BM6P6 1.00 55.50 1,806,314.24 04/26/21 04/26/21 Purchase - Principal 3137BM6P6 1.00 55.50 1,806,369.74 04/26/21 04/26/21 Purchase - Principal 3137BM6P6 1.00 253.71 1,806,623.45 04/26/21 04/26/21 Purchase - Principal 3137FQ3V3 1.00 1,924.64 1,808,548.09 04/26/21 04/26/21 Purchase - Principal 3136B1XP4 1.00 2,493.98 1,811,042.07 Page 27 For the Month Ending April 30, 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 04/26/21 04/26/21 Purchase - Principal 3136B1XP4 1.00 2,493.98 1,813,536.05 04/26/21 04/26/21 Purchase - Principal 3136B1XP4 1.00 12,469.91 1,826,005.96 04/26/21 04/26/21 Redemption - Principal 06406RAS6 1.00 (209,775.30) 1,616,230.66 04/26/21 04/26/21 Redemption - Reversal of Interest 3137BM6P6 from 04/25/2021 1.00 (588.84) 1,615,641.82 04/26/21 04/26/21 Redemption - Reversal of Interest 3137FQ3V3 from 04/25/2021 1.00 (167.58) 1,615,474.24 04/27/21 04/27/21 Purchase - Interest 172967JP7 1.00 3,712.50 1,619,186.74 04/27/21 04/27/21 U.S. Bank Fees February 2021 1.00 (174.27) 1,619,012.47 04/27/21 04/27/21 IP Fees March 2021 1.00 (2,455.40) 1,616,557.07 04/28/21 04/28/21 Redemption - Principal 44933LAC7 1.00 (74,992.11) 1,541,564.96 04/29/21 04/29/21 Purchase - Interest 61746BDQ6 1.00 7,750.00 1,549,314.96 04/30/21 04/30/21 Purchase - Interest 912828T91 1.00 21,531.25 1,570,846.21 04/30/21 04/30/21 Redemption - Principal 2254EBAQ4 1.00 (598,789.50) 972,056.71 04/30/21 05/03/21 Accrual Income Div Reinvestment - Distributions 1.00 82.82 972,139.53 Page 28 For the Month Ending April 30, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 972,139.53 972,139.53 972,139.53 1,842,826.05 391.74 0.00 (3,404,818.82) 4,092,993.01 283,965.34 82.82 972,139.53 0.00 (1,488,607.42) 646,233.11 1,814,513.84 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 April January-April 0.06% Page 29