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Item No. 05 CC Investment Report June 2021
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 21-249 Agenda Date: 7/27/2021 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 5) CC Investment Report for June 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 7/22/2021 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: July 27, 2021 Subject: Investment Report for June 2021 Recommendation Receive and file the Investment Report for June 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 June 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,637,714$ 150,528$ (19,617)$ 2,768,624$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,637,714 150,528 (19,617) 2,770,924 INVESTMENTS Local Agency Investment Fund 43,419,299 - - 43,419,299 CAMP Investments: CAMP Pool Account 913,601 - - 913,601 U.S. Treasury Bond / Note 11,360,226 - - 11,360,226 Supra-National Agency Bond / Note 743,418 - - 743,418 Municipal Bond / Note 1,329,846 - - 1,329,846 Federal Agency Collateralized Mortgage Obligation 598,253 - - 598,253 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Notes 5,988,647 - - 5,988,647 Commercial Paper 1,897,362 - - 1,897,362 Negotiable Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security / Collaterized Mortgage 2,458,039 - - 2,458,039 Sub-total Investments 75,419,376 - - 75,419,376 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/21 341,239 - - 341,239 Total Investments 75,760,615 - - 75,760,615 Total Pooled Cash and Investments 78,398,329$ 150,528$ (19,617)$ 78,531,539$ TOTAL POOLED CASH AND INVESTMENTS 78,531,539$ 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 May 25, 2021. 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 July 20, 2021 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 JUNE 30, 2021 FUND NO FUND NAME AMOUNT 100 General 15,033,778$ 102 Measure Z 794,028 103 The Anchor 259,373 106 Affordable Housing In Lieu 1,738,672 107 Developer Agreement Revenue 111,737 109 Road Maintenance and Rehabilitation (SB1)458,082 110 State Gas Tax 869,608 112 Measure A 1,192,882 114 SB1186 CASP Education Program 35,829 115 Traffic Safety 75,440 118 Lake Side Facility DIF 13,869 119 Animal Shelter DIF 25,469 121 T.R.I.P.-2014A 159 130 Lighting & Landscape Maintenance Fund - City-wide 727,719 135 Lighting & Landscape Maintenance - Dist. No. 1 1,681,384 140 Geothermal 11,838 155 CSA152 -- N.P.D.E.S.377,174 160 PEG Grant 46,521 180 Launch Pointe 379,433 202 La Strada RBBD 24,143 203 E.L.S.P. - S.T.I.F.3,392,166 205 Traffic Impact Fee 1,352,426 211 Storm Drain C.I.P. 1,324,023 221 Quimby Park C.I.P.678,339 231 Library C.I.P. 1,287,149 232 City Fire Protection 284,147 300 Insurance Service 1,455,695 305 Information Systems Service 258,644 320 Facilities Service 602,784 331 CFD 2006-1CC Summerly Improvement Area CC 87,665 332 CFD 2006-1 Improvement Area B, Summerly 102,767 334 CFD 2015-5 Trieste - Far West Industries 74,038 335 CFD 2003-2E Canyon Hills Improvement Area E 34,721 336 CFD 2006-1FF Summerly Improvement Area FF 136,735 337 CFD 2016-2 Canyon Hills 579,763 338 CFD 2006-1 IA-JJ Summerly Improvement Area 197,684 339 CFD 2006-1 IA-KK Summerly Improvement Area 1,995 340 CFD 2006-1 IA-EE Summerly Improvement Area 180,896 345 CFD 2003-2 Improvement Area D, Canyon Hills 876,396 346 CFD 2014-1 Southshore 68,810 347 CFD 2006-1 Improvement Area A, Summerly 110,828 350 CFD 98-1 Summerhill 640,439 351 CFD 2006-1 IA-II Summerly Improvement 56,110 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 JUNE 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 JUNE 30, 2021 354 CFD 90-2 Tuscany Hills 1,204,625 357 CFD 2003-2 Canyon Hills Improvement Area 296,556 366 CFD 2005-6 City Center Townhomes 130,539 368 CFD 2006-2 Viscaya 272,654 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 931,738 370 CFD 2006-1 IA-HH Summerly Improvement 186,977 371 CFD 2005-1 Serenity 348,798 372 CFD 2005-2 Alberhill Ranch Improvement Area 811,022 374 CFD 2005-4 Lakeview Villas 6,498 377 CFD 2006-6 Tessara 13,238 378 CFD 2006-8 Running Deer Estates 4,647 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,302,114 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,069,288 386 CFD 2007-4 Mekenna Court 98,728 387 CFD 2007-5 Red Kite 65,914 389 CFD 88-3 (2008A) West Lake Elsinore Series A 3,182 390 CFD 2003-2 Area C Canyon Hills Improvement Area 287,230 392 CFD 95-1 City Center 39,007 393 AD 93-1 Cottonwood Hills 790,163 394 CFD 2005-5 (2012A) Wasson Canyon 113,575 395 CFD 2018-1 Wasson Canyon II Improvement Area 947 396 CFD 2018-2 Nichols Ranch Improvement Area 3,860 397 CFD 2018-3 Village at Lakeshore 16,432 398 CFD 2021-1 Tuscany Valley and Crest 38,064 500 Capital Improvement Plan 5,914,509 510 Successor To RDA Area I, II, & III 14,165,618 540 Successor To RDA Diamond Stadium 2,432,716 603 Endowment Trust - Carl Graves 57,305 604 Endowment Trust - Korn Memorial 34,016 605 Public Improvement Trust 1,578,226 606 Mobile Source Air Polution Reduction 473,550 608 Trust Deposit & Pre Paid Expense 684,671 617 Successor Agency Housing 5,919,128 620 Cost Recovery System 1,119,876 631 Lake Destratification Equipment Replacement 474,769 Total Pooled Cash & Investments 78,531,539$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 1.21%913,601$ U.S. Treasury Bond / Note Unlimited 15.06%11,360,226$ Supra-National Agency Bond / Note 30%0.99%743,418$ Municipal Bond / Note Unlimited 1.76%1,329,846$ Federal Agency Collaterized Mortgage Obligation 40%0.79%598,253$ Federal Agency Bond / Note Unlimited 8.04%(1)6,060,687$ Corporate Note 30%7.94%5,988,647$ Commercial Paper 25%2.52%1,897,362$ Negotiable Certificates of Deposit 30%0.86%650,000$ Asset-Backed Security / Collaterized Mortgage 20%3.26%2,458,039$ LAIF (Local Agency Investment Fund)$75 Million 57.57%(2)43,419,299$ TOTAL 100.00%75,419,376$ 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 JUNE 30, 2021 Local Agency Investment Fund Jun 0.262 May 0.315 Apr 0.339 PMIA Quarter to Date(1):0.30% 291PMIA Average Life(1): 0.33LAIF Apportionment Rate(2): 0.00000897371743018 1.00008297 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.22% Treasuries 70.21% Agencies 13.17% Certificates of Deposit/Bank Notes 8.41% Time Deposits 2.04% Commercial Paper 5.74% Loans 0.38% Corporate Bonds 0.06% 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 07/15/21 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 06/30/21 Chart does not include 0.01% of mortgages.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 06/30/21 $193.3 billion Yield Purchase Date Maturity Rate 0.262%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:33,919,299$ 9,500,000$ 43,419,299$ 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 JUNE 30, 2021 CAMP Investment Portfolio For the Month Ending June 30, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 803,387.87 1,393,364.52 (1,283,151.74) 0.00 $913,600.65 CAMP Pool Unsettled Trades 0.00 44.53 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,275,255.22 964,819.39 (784,215.04) (110,767.11) $31,345,092.46 CAMP Managed Account Unsettled Trades 0.00 98,143.96 Cash Dividends and Income June 30, 2021 May 31, 2021 Asset Summary CAMP Pool 913,600.65 803,387.87 CAMP Managed Account 31,345,092.46 31,275,255.22 $32,258,693.11 $32,078,643.09 Total Asset Allocation 2.83% CAMP Pool 97.17% CAMP Managed Account Page 1 For the Month Ending June 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 $803,387.87 1,393,364.52 (1,283,151.74) $913,600.65 44.53 $31,275,255.22 (784,215.04) 0.00 964,819.39 0.00 (110,767.11) $31,345,092.46 $32,078,643.09 $32,258,693.11 86,809.13 (572.86) 11,907.69 $98,143.96 685,935.00 514,802.50 73,201.63 109,215.04 (1,280,392.25) (102,761.92) 0.00 Managed Account Total 30,993,743.46 31,907,344.11 61,193.33 0.00 795,150.04 73,201.63 (965,392.25) (30,819,735.09) (109,766.43) 0.00 61,193.33 1,283,151.74 795,150.04 73,201.63 (2,358,756.77) (31,623,122.96) (109,766.43) 44.53 Total Accrual Basis Earnings $28,394.69 $28,439.22 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 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 11,150,000.00 11,515,148.20 35.69 Supra-National Agency Bond / Note 745,000.00 742,967.92 2.30 Municipal Bond / Note 1,325,000.00 1,337,180.75 4.15 Federal Agency Collateralized Mortgage Obligation 583,827.22 609,495.64 1.89 Federal Agency Bond / Note 6,075,000.00 6,038,845.56 18.72 Corporate Note 5,814,000.00 6,066,726.64 18.81 Commercial Paper 1,900,000.00 1,899,043.15 5.89 Certificate of Deposit 650,000.00 658,103.15 2.04 Asset-Backed Security 2,458,402.00 2,477,581.45 7.68 Managed Account Sub-Total 30,701,229.22 31,345,092.46 97.17% Accrued Interest 61,193.33 Total Portfolio 30,701,229.22 31,406,285.79 CAMP Pool 913,600.65 913,600.65 2.83 Total Investments 31,614,829.87 32,319,886.44 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.68% ABS 2.04% Cert of Deposit 5.89% Commercial Paper 18.81% Corporate Note 1.89% Fed Agency CMO 18.72% Fed Agy Bond / Note 2.83% Mny Mkt Fund 4.15% Muni Bond / Note 2.30% Supra-National Agency Bond / Note 35.69% US TSY Bond / Note Page 3 For the Month Ending June 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 6.87% 1.86% 9.44% 26.85% 37.77% 17.21% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1061 1.10% 0.61% Page 4 For the Month Ending June 30, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 2.33% A 5.34% A+ 5.70% A- 5.89% A-1 2.71% AA 59.46% AA+ 0.32% AA- 9.68% AAA 2.83% AAAm 4.73% BBB+ 1.01% NR Issuer Summary Percentof HoldingsIssuer Market Value 250,965.00 0.78 ABBOTT LABORATORIES 475,501.13 1.47 AMAZON.COM INC 420,231.60 1.30 AMERICAN HONDA FINANCE 556,307.40 1.72 APPLE INC 249,947.55 0.77 BANK OF AMERICA CO 65,673.25 0.20 BRISTOL-MYERS SQUIBB CO 913,600.65 2.84 CAMP Pool 813,684.72 2.52 CAPITAL ONE FINANCIAL CORP 417,358.73 1.29 CARMAX AUTO OWNER TRUST 225,911.25 0.70 CATERPILLAR INC 103,709.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 105,553.14 0.33 CHARLES SCHWAB 244,703.93 0.76 CITIGROUP INC 849,808.95 2.64 CREDIT SUISSE GROUP RK 1,667,591.49 5.18 FANNIE MAE 495,541.15 1.54 FEDERAL HOME LOAN BANKS 313,090.70 0.97 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,485,208.56 13.91 FREDDIE MAC 246,564.45 0.76 GENERAL DYNAMICS CORP 195,128.73 0.60 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 119,852.12 0.37 GM FINANCIAL LEASINGTRUST 432,422.80 1.34 GOLDMAN SACHS GROUP INC 132,032.67 0.41 HONDA AUTO RECEIVABLES 74,980.01 0.23 HYUNDAI AUTO RECEIVABLES 742,967.92 2.30 INTL BANK OF RECONSTRUCTION AND DEV 493,188.72 1.53 JP MORGAN CHASE & CO 140,039.20 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT 434,446.00 1.35 MORGAN STANLEY 949,753.00 2.95 NATIXIS NY BRANCH 323,618.75 1.00 NEW YORK ST URBAN DEVELOPMENT CORP 294,002.84 0.91 NISSAN AUTO RECEIVABLES 179,677.05 0.56 PACCAR FINANCIAL CORP Page 5 For the Month Ending June 30, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 428,970.40 1.33 PNC FINANCIAL SERVICES GROUP 129,818.00 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 407,704.40 1.26 SKANDINAVISKA ENSKILDA BANKEN AB 142,034.85 0.44 STATE OF CONNECTICUT 99,611.00 0.31 STATE OF MINNESOTA 349,879.95 1.08 SUMITOMO MITSUI TRUST HOLDINGS INC 419,290.99 1.30 THE BANK OF NEW YORK MELLON CORPORATION 412,680.00 1.28 THE WALT DISNEY CORPORATION 523,994.48 1.62 TOYOTA MOTOR CORP 11,515,148.20 35.71 UNITED STATES TREASURY 224,313.98 0.70 UNITEDHEALTH GROUP INC 85,259.25 0.26 UNIVERSITY OF CALIFORNIA 106,925.15 0.33 VOLKSWAGEN OF AMERICA $32,258,693.11 Total 100.00% Page 6 For the Month Ending June 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 1,283,007.75 1,245,281.78 1,720.46 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 1,030,312.50 1,003,287.87 2,737.77 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 1,700,015.63 1,644,129.99 4,517.33 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 183,011.71 177,283.51 9.51 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 339,878.89 331,019.59 17.66 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 522,890.60 516,911.38 27.17 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,823,609.24 2,726,613.13 146.74 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 520,312.50 527,389.91 23.78 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,081,250.00 2,101,933.72 95.11 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 245,546.87 245,428.65 1.70 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 441,984.38 444,132.54 3.06 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 343,328.13 344,933.35 3.57 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 9,303.86 11,515,148.20 11,308,345.42 1.23 11,360,225.60 11,150,000.00 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 244,403.92 244,542.87 60.40 244,492.85 04/20/2104/13/21AaaAAA 245,000.00 459058JV6 0.23 Page 7 For the Month Ending June 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 NOTES DTD 11/24/2020 0.250% 11/24/2023 498,564.00 499,140.00 128.47 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 188.87 742,967.92 743,682.87 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 62,520.60 60,000.00 599.40 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 103,709.00 100,000.00 875.42 100,000.00 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 323,618.75 325,000.00 832.54 325,000.00 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 85,259.25 85,000.00 95.90 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 79,514.25 78,035.71 125.00 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 65,648.05 65,383.88 408.85 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 85,847.45 85,470.75 534.65 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 161,595.20 160,000.00 1,006.40 160,000.00 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 99,611.00 100,000.00 262.50 100,000.00 08/25/2008/11/20Aa1AAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 129,818.00 130,000.00 461.50 130,000.00 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 140,039.20 140,000.00 450.92 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 5,653.08 1,337,180.75 1,328,890.34 1.07 1,329,845.85 1,325,000.00 Security Type Sub-Total Page 8 For the Month Ending June 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 Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 770.56 771.31 2.29 785.89 04/30/1804/11/18AaaAA+ 770.56 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 770.56 771.31 2.29 785.89 04/30/1804/11/18AaaAA+ 770.56 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3,852.79 3,856.56 11.43 3,929.43 04/30/1804/11/18AaaAA+ 3,852.79 3136B1XP4 2.93 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,380.27 34,702.32 89.17 34,923.07 04/09/1804/04/18AaaAA+ 34,628.18 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,380.27 34,702.32 89.17 34,923.07 04/09/1804/04/18AaaAA+ 34,628.18 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 161,738.40 158,639.18 407.62 159,648.27 04/09/1804/04/18AaaAA+ 158,300.25 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 16,458.59 16,125.35 43.04 16,125.32 12/17/1812/07/18AaaAA+ 16,125.37 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 86,510.91 84,750.00 147.75 84,749.29 11/26/1911/20/19AaaAA+ 84,751.33 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 268,633.29 259,033.95 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,430.68 609,495.64 593,352.30 2.39 598,253.04 583,827.22 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 899,658.00 899,344.52 793.75 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 374,773.13 375,049.79 294.27 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 524,682.37 524,874.04 411.98 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 323,792.63 324,073.38 84.64 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 Page 9 For the Month Ending June 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 11/05/2020 0.250% 11/06/2023 349,527.50 349,753.40 133.68 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 324,550.53 324,703.13 76.74 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 299,436.90 299,759.69 56.25 299,703.00 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 347,938.15 348,683.72 374.31 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 349,569.15 349,450.16 419.27 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 419,408.70 423,281.50 708.33 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 345,147.95 348,638.59 459.38 348,362.00 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 147,603.00 149,622.48 182.81 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 689,827.60 698,215.29 714.58 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 642,929.95 647,968.19 487.50 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 5,197.49 6,038,845.56 6,063,417.88 0.39 6,060,686.98 6,075,000.00 Security Type Sub-Total Corporate Note JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 178,693.03 175,000.00 1,403.06 175,000.00 03/22/1903/15/19A2A- 175,000.00 46647PBB1 3.21 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 225,911.25 224,915.23 706.88 224,874.00 07/08/2007/06/20A2A 225,000.00 14913R2D8 0.67 Page 10 For the Month Ending June 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 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 200,378.00 199,891.15 380.56 199,846.00 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 428,970.40 401,478.50 6,144.44 402,848.00 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 105,553.14 104,952.53 225.31 104,947.50 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 209,726.79 209,788.83 189.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 434,446.00 413,589.11 2,669.44 422,916.00 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 420,231.60 398,802.36 106.67 398,016.00 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 432,422.80 411,267.05 7,400.56 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 412,680.00 398,963.41 2,391.67 398,368.00 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 209,564.20 200,615.64 781.67 200,880.00 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 179,677.05 181,655.24 1,268.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 244,703.93 245,326.84 1,320.00 249,738.75 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 556,307.40 550,850.38 859.38 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 246,564.45 248,098.30 1,006.25 252,247.50 10/20/2010/16/20A2A- 225,000.00 369550BG2 0.80 Page 11 For the Month Ending June 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 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 314,495.69 315,000.00 216.30 315,000.00 06/01/2105/24/21A2A- 315,000.00 46647PCH7 0.82 AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 475,501.13 474,817.14 295.56 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 249,947.55 251,354.40 3,632.81 256,918.50 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 65,673.25 66,051.67 863.69 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 250,965.00 252,578.01 2,567.19 257,845.50 09/28/2009/24/20A2A+ 225,000.00 002824BM1 0.86 UNITEDHEALTH GROUP INC CORPORATE NOTES DTD 05/19/2021 1.150% 05/15/2026 224,313.98 224,617.74 301.88 224,608.50 05/19/2105/17/21A3A+ 225,000.00 91324PEC2 1.19 34,731.65 6,066,726.64 5,949,613.53 1.58 5,988,646.67 5,814,000.00 Security Type Sub-Total Commercial Paper SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 349,879.95 349,796.71 0.00 349,702.50 05/05/2105/05/21P-1A-1 350,000.00 86563GY14 0.17 NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 949,753.00 949,415.75 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 599,410.20 599,068.50 0.00 598,789.50 04/30/2104/29/21P-1A-1 600,000.00 2254EBAQ4 0.27 0.00 1,899,043.15 1,898,280.96 0.21 1,897,361.50 1,900,000.00 Security Type Sub-Total Certificate of Deposit Page 12 For the Month Ending June 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 Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 407,704.40 400,000.00 2,583.33 400,000.00 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 250,398.75 250,000.00 409.72 250,000.00 03/23/2103/19/21Aa3A+ 250,000.00 22552G3C2 0.59 2,993.05 658,103.15 650,000.00 1.37 650,000.00 650,000.00 Security Type Sub-Total Asset-Backed Security HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 132,032.67 130,665.68 183.52 130,653.43 11/28/1811/20/18AaaAAA 130,672.97 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 106,925.15 105,821.37 105.09 105,818.74 11/21/1811/15/18AaaAAA 105,823.19 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 85,228.50 84,542.33 106.39 84,530.26 07/18/1807/11/18NRAAA 84,549.98 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 123,080.30 121,914.92 169.61 121,904.95 07/25/1807/18/18NRAAA 121,921.56 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 184,132.86 181,676.76 271.31 181,675.84 10/24/1810/17/18NRAAA 181,677.51 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 109,900.23 108,750.87 134.59 108,744.75 01/16/1901/08/19AaaNR 108,756.79 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 813,684.72 799,872.73 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 84,943.54 84,988.29 8.57 84,987.17 02/24/2102/17/21AaaNR 85,000.00 36261RAD0 0.33 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 34,908.58 34,997.12 4.38 34,997.05 05/26/2105/18/21NRAAA 35,000.00 380144AD7 0.41 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 74,980.01 74,992.43 12.67 74,992.11 04/28/2104/20/21NRAAA 75,000.00 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 294,002.84 294,995.04 21.63 294,995.01 06/23/2106/15/21AaaAAA 295,000.00 65480BAC1 0.33 Page 13 For the Month Ending June 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 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 323,616.48 324,965.37 39.91 324,965.00 06/14/2106/08/21NRAAA 325,000.00 89190GAC1 0.26 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 110,145.57 109,977.25 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 1,694.65 2,477,581.45 2,458,160.16 1.64 2,458,039.17 2,458,402.00 Security Type Sub-Total 30,701,229.22 31,086,476.66 1.10 61,193.33 30,993,743.46 31,345,092.46 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 913,600.65 913,600.65 0.00 913,600.65 NRAAAm 913,600.65 913,600.65 913,600.65 0.00 913,600.65 913,600.65 Liquid Sub-Total $31,614,829.87 $32,000,077.31 $61,193.33 $31,907,344.11 $32,258,693.11 1.10% $32,319,886.44 $61,193.33 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending June 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 37,725.97 42,822.19 1,283,007.75 102.64 MORGAN_S 1,250,000.00 912828R69US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 0.24 1.89 27,024.63 24,570.31 1,030,312.50 103.03 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.32 2.29 55,885.64 60,908.21 1,700,015.63 103.03 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.32 2.29 5,728.20 4,470.70 183,011.71 104.58 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.46 2.93 8,859.30 6,055.65 339,878.89 104.58 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.46 2.93 5,979.22 (1,464.87) 522,890.60 104.58 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.46 2.93 96,996.11 83,847.52 2,823,609.24 104.58 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.46 2.93 (7,077.41)(14,101.56) 520,312.50 104.06 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.58 3.41 (20,683.72)(49,375.00) 2,081,250.00 104.06 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.58 3.41 118.22 390.62 245,546.87 98.22 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.70 3.98 (2,148.16)(1,669.92) 441,984.38 98.22 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.70 3.98 (1,605.22)(1,531.25) 343,328.13 98.09 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 0.81 4.47 154,922.60 0.45 206,802.78 11,515,148.20 11,150,000.00 Security Type Sub-Total 2.88 Supra-National Agency Bond / Note (138.95)(88.93) 244,403.92 99.76 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 0.27 1.81 (576.00)(361.00) 498,564.00 99.71 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 0.37 2.39 (449.93) 0.34 (714.95) 742,967.92 745,000.00 Security Type Sub-Total 2.20 Page 15 For the Month Ending June 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 2,520.60 2,520.60 62,520.60 104.20 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.58 2.90 3,709.00 3,709.00 103,709.00 103.71 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.88 2.98 (1,381.25)(1,381.25) 323,618.75 99.58 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 0.99 3.65 259.25 259.25 85,259.25 100.31 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 0.80 3.73 1,478.54 691.50 79,514.25 106.02 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 0.45 3.79 264.17 188.50 65,648.05 101.00 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.00 3.89 376.70 283.90 85,847.45 101.00 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.00 3.89 1,595.20 1,595.20 161,595.20 101.00 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.00 3.89 (389.00)(389.00) 99,611.00 99.61 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.73 4.03 (182.00)(182.00) 129,818.00 99.86 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 0.89 4.01 39.20 39.20 140,039.20 100.03 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 0.77 4.02 7,334.90 0.87 8,290.41 1,337,180.75 1,325,000.00 Security Type Sub-Total 3.73 Federal Agency Collateralized Mortgage Obligation (0.75)(15.33) 770.56 100.00 JPM_CHAS 770.56 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.14 (0.75)(15.33) 770.56 100.00 JPM_CHAS 770.56 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.14 (3.77)(76.64) 3,852.79 100.00 JPM_CHAS 3,852.79 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.14 677.95 457.20 35,380.27 102.17 CITIGRP 34,628.18 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.08 0.94 Page 16 For the Month Ending June 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 677.95 457.20 35,380.27 102.17 CITIGRP 34,628.18 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.08 0.94 3,099.22 2,090.13 161,738.40 102.17 CITIGRP 158,300.25 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.08 0.94 333.24 333.27 16,458.59 102.07 CSFB 16,125.37 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.15 1.03 1,760.91 1,761.62 86,510.91 102.08 JPM_CHAS 84,751.33 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.39 1.76 9,599.34 6,250.48 268,633.29 107.45 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 0.85 3.25 11,242.60 1.07 16,143.34 609,495.64 583,827.22 Security Type Sub-Total 2.07 Federal Agency Bond / Note 313.48 576.00 899,658.00 99.96 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.27 2.14 (276.66)(295.35) 374,773.13 99.94 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.28 2.18 (191.67)(144.38) 524,682.37 99.94 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.28 2.18 (280.75) 4.88 323,792.63 99.63 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.29 2.29 (225.90)(157.50) 349,527.50 99.87 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.31 2.34 (152.60)(78.97) 324,550.53 99.86 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.31 2.40 (322.79)(266.10) 299,436.90 99.81 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.33 2.42 (745.57)(325.85) 347,938.15 99.41 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.66 3.75 118.99 290.15 349,569.15 99.88 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.66 3.77 (3,872.80)(3,474.80) 419,408.70 98.68 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 0.70 4.02 Page 17 For the Month Ending June 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 (3,490.64)(3,214.05) 345,147.95 98.61 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 0.71 4.12 (2,019.48)(1,947.00) 147,603.00 98.40 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 0.76 4.14 (8,387.69)(8,065.40) 689,827.60 98.55 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 0.72 4.20 (5,038.24)(4,743.05) 642,929.95 98.91 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 0.75 4.31 (21,841.42) 0.49 (24,572.32) 6,038,845.56 6,075,000.00 Security Type Sub-Total 3.14 Corporate Note 3,693.03 3,693.03 178,693.03 102.11 04/01/22JPM_CHAS 175,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 1.97 0.74 996.02 1,037.25 225,911.25 100.41 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.45 2.00 486.85 532.00 200,378.00 100.19 JPM_CHA 200,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.41 2.11 27,491.90 26,122.40 428,970.40 107.24 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 0.65 2.44 600.61 605.64 105,553.14 100.53 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 0.55 2.61 (62.04)(48.51) 209,726.79 99.87 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 0.55 2.72 20,856.89 11,530.00 434,446.00 108.61 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 0.79 2.70 21,429.24 22,215.60 420,231.60 105.06 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 0.69 2.91 21,155.75 13,790.80 432,422.80 108.11 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 1.11 2.84 Page 18 For the Month Ending June 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 13,716.59 14,312.00 412,680.00 103.17 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 0.73 3.08 8,948.56 8,684.20 209,564.20 104.78 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 0.64 3.21 (1,978.19)(3,217.20) 179,677.05 102.67 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 1.04 3.48 (622.91)(5,034.82) 244,703.93 108.76 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 0.96 3.62 5,457.02 5,201.90 556,307.40 101.15 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 0.82 3.71 (1,533.85)(5,683.05) 246,564.45 109.58 JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 0.97 3.65 (504.31)(504.31) 314,495.69 99.84 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 0.87 3.86 683.99 733.88 475,501.13 100.11 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 0.77 3.87 (1,406.85)(6,970.95) 249,947.55 111.09 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.09 3.78 (378.42)(1,744.87) 65,673.25 111.31 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 1.06 3.60 (1,613.01)(6,880.50) 250,965.00 111.54 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 1.06 3.69 (303.76)(294.52) 224,313.98 99.70 CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC CORPORATE NOTES DTD 05/19/2021 1.150% 05/15/2026 1.21 4.75 78,079.97 0.85 117,113.11 6,066,726.64 5,814,000.00 Security Type Sub-Total 3.16 Commercial Paper Page 19 For the Month Ending June 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 Commercial Paper 83.24 177.45 349,879.95 99.97 MERRILL 350,000.00 86563GY14SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 0.10 0.34 337.25 883.50 949,753.00 99.97 NATIXIS 950,000.00 63873JY12NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 0.08 0.34 341.70 620.70 599,410.20 99.90 CSFB 600,000.00 2254EBAQ4CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 0.17 0.58 1,681.65 0.11 762.19 1,899,043.15 1,900,000.00 Security Type Sub-Total 0.42 Certificate of Deposit 7,704.40 7,704.40 407,704.40 101.93 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.19 1.15 398.75 398.75 250,398.75 100.16 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 0.49 1.71 8,103.15 0.30 8,103.15 658,103.15 650,000.00 Security Type Sub-Total 1.36 Asset-Backed Security 1,366.99 1,379.24 132,032.67 101.04 JPM_CHAS 130,672.97 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.47 0.35 1,103.78 1,106.41 106,925.15 101.04 CITIGRP 105,823.19 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.66 0.35 686.17 698.24 85,228.50 100.80 JPM_CHAS 84,549.98 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.58 0.31 1,165.38 1,175.35 123,080.30 100.95 BARCLAYS 121,921.56 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.63 0.36 2,456.10 2,457.02 184,132.86 101.35 MERRILL 181,677.51 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.73 0.48 1,149.36 1,155.48 109,900.23 101.05 RBC 108,756.79 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.51 0.41 13,811.99 13,886.16 813,684.72 101.71 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.16 1.13 Page 20 For the Month Ending June 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 (44.75)(43.63) 84,943.54 99.93 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.35 1.89 (88.54)(88.47) 34,908.58 99.74 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 0.48 2.23 (12.42)(12.10) 74,980.01 99.97 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.39 2.12 (992.20)(992.17) 294,002.84 99.66 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 0.41 2.18 (1,348.89)(1,348.52) 323,616.48 99.57 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 0.36 2.18 168.32 169.27 110,145.57 100.13 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 0.49 2.36 19,542.28 1.31 19,421.29 2,477,581.45 2,458,402.00 Security Type Sub-Total 1.30 30,701,229.22 31,345,092.46 258,615.80 351,349.00 0.61 Managed Account Sub-Total 2.68 Money Market Mutual Fund 0.00 0.00 913,600.65 1.00 913,600.65 CAMP Pool 0.00 913,600.65 913,600.65 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $32,319,886.44 $61,193.33 $32,258,693.11 Accrued Interest Securities Sub-Total $31,614,829.87 $258,615.80 $351,349.00 0.61% 2.68 Page 21 For the Month Ending June 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 06/01/21 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 46647PCH7 (315,000.00) 0.00 (315,000.00) 315,000.00 05/24/21 06/07/21 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 (344,859.38)(572.86)(345,432.24) 350,000.00 06/02/21 06/14/21 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 (324,965.00) 0.00 (324,965.00) 325,000.00 06/08/21 06/23/21 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 (294,995.01) 0.00 (294,995.01) 295,000.00 06/15/21 (572.86) (1,280,392.25)(1,279,819.39) 1,285,000.00 Transaction Type Sub-Total INTEREST 06/01/21 CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 20772KKK4 0.00 750.00 750.00 75,000.00 06/01/21 06/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 06/01/21 06/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 43.14 43.14 16,163.36 06/01/21 06/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 0.00 50.21 50.21 16,925.20 06/01/21 06/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 215.85 215.85 88,938.97 06/01/21 06/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 586.90 586.90 227,923.75 06/01/21 06/03/21 AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 023135BQ8 0.00 1,900.00 1,900.00 475,000.00 06/03/21 06/04/21 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 3137EAFA2 0.00 375.00 375.00 300,000.00 06/04/21 06/15/21 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 06/15/21 06/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 559.09 559.09 199,673.35 06/15/21 06/15/21 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 06/15/21 Page 22 For the Month Ending June 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 06/15/21 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 06/15/21 06/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 360.47 360.47 138,200.43 06/15/21 06/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 393.33 393.33 149,364.10 06/15/21 06/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 243.92 243.92 96,920.76 06/16/21 06/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 299.28 299.28 120,919.72 06/16/21 06/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 328.83 328.83 121,414.62 06/20/21 06/20/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 06/20/21 06/20/21 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 9.97 9.97 35,000.00 06/20/21 06/28/21 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 02665WCZ2 0.00 4,800.00 4,800.00 400,000.00 06/27/21 06/30/21 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 0.00 656.25 656.25 350,000.00 06/30/21 06/30/21 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 912828YY0 0.00 21,875.00 21,875.00 2,500,000.00 06/30/21 06/30/21 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 0.00 37,000.00 37,000.00 3,700,000.00 06/30/21 06/30/21 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 0.00 875.00 875.00 700,000.00 06/30/21 73,201.63 73,201.63 0.00 11,031,444.26 Transaction Type Sub-Total MATURITY 06/07/21 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 525,000.00 8,505.00 533,505.00 0.00 0.00 525,000.00 06/07/21 06/07/21 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 50,000.00 810.00 50,810.00 0.00 0.00 50,000.00 06/07/21 Page 23 For the Month Ending June 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 06/07/21 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 78012UEE1 100,000.00 1,620.00 101,620.00 0.00 0.00 100,000.00 06/07/21 10,935.00 0.00 0.00 685,935.00 675,000.00 675,000.00 Transaction Type Sub-Total PAYDOWNS 06/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 55.87 0.00 55.87 (0.47) 0.00 55.87 06/01/21 06/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 1,647.33 0.00 1,647.33 (32.76) 0.00 1,647.33 06/01/21 06/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 55.87 0.00 55.87 (0.47) 0.00 55.87 06/01/21 06/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 255.40 0.00 255.40 (2.18) 0.00 255.40 06/01/21 06/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 8,236.63 0.00 8,236.63 (163.83) 0.01 8,236.64 06/01/21 06/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 37.99 0.00 37.99 0.00 0.00 37.99 06/01/21 06/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 4,187.64 0.00 4,187.64 0.10 0.00 4,187.64 06/01/21 06/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 1,647.33 0.00 1,647.33 (32.76) 0.00 1,647.33 06/01/21 06/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 18,691.13 0.00 18,691.13 2.79 0.00 18,691.13 06/15/21 06/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 16,278.87 0.00 16,278.87 2.22 0.00 16,278.87 06/15/21 06/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 17,995.84 0.00 17,995.84 0.17 0.00 17,995.84 06/15/21 06/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 12,370.78 0.00 12,370.78 2.88 0.00 12,370.78 06/16/21 06/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 12,162.93 0.00 12,162.93 1.35 0.00 12,162.93 06/16/21 06/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 15,591.43 0.00 15,591.43 0.65 0.00 15,591.43 06/20/21 Page 24 For the Month Ending June 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 0.00 0.01 (222.31) 109,215.04 109,215.04 109,215.05 Transaction Type Sub-Total SELL 06/01/21 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 46647PBB1 512,130.00 2,672.50 514,802.50 12,130.00 12,130.00 FIFO 500,000.00 05/25/21 2,672.50 12,130.00 12,130.00 514,802.50 512,130.00 500,000.00 Transaction Type Sub-Total 16,525.65 86,236.27 102,761.92 11,907.69 12,130.01 Managed Account Sub-Total Total Security Transactions $11,907.69 $102,761.92 $86,236.27 $16,525.65 $12,130.01 Page 25 For the Month Ending June 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 803,387.87 Opening Balance 06/01/21 06/01/21 Purchase - Interest 20772KKK4 1.00 750.00 804,137.87 06/01/21 06/01/21 Purchase - Interest 912828R69 1.00 10,156.25 814,294.12 06/01/21 06/01/21 Purchase - Interest 46647PBB1 1.00 2,672.50 816,966.62 06/01/21 06/01/21 Purchase - Principal 46647PBB1 1.00 512,130.00 1,329,096.62 06/01/21 06/01/21 Redemption - Principal 46647PCH7 1.00 (315,000.00) 1,014,096.62 06/03/21 06/03/21 Purchase - Interest 023135BQ8 1.00 1,900.00 1,015,996.62 06/04/21 06/04/21 Purchase - Interest 3137EAFA2 1.00 375.00 1,016,371.62 06/07/21 06/07/21 Purchase - Principal 78012UEE1 1.00 101,620.00 1,117,991.62 06/07/21 06/07/21 Purchase - Principal 78012UEE1 1.00 533,505.00 1,651,496.62 06/07/21 06/07/21 Purchase - Principal 78012UEE1 1.00 50,810.00 1,702,306.62 06/07/21 06/07/21 Redemption - Interest 91282CBC4 1.00 (572.86) 1,701,733.76 06/07/21 06/07/21 Redemption - Principal 91282CBC4 1.00 (344,859.38) 1,356,874.38 06/14/21 06/14/21 Redemption - Principal 89190GAC1 1.00 (324,965.00) 1,031,909.38 06/15/21 06/15/21 Purchase - Interest 14041NFU0 1.00 1,146.67 1,033,056.05 06/15/21 06/15/21 Purchase - Interest 14313FAD1 1.00 360.47 1,033,416.52 06/15/21 06/15/21 Purchase - Interest 14314QAC8 1.00 47.67 1,033,464.19 06/15/21 06/15/21 Purchase - Interest 14315EAC4 1.00 559.09 1,034,023.28 06/15/21 06/15/21 Purchase - Interest 43815AAC6 1.00 393.33 1,034,416.61 06/15/21 06/15/21 Purchase - Interest 44933LAC7 1.00 23.75 1,034,440.36 06/15/21 06/15/21 Purchase - Principal 14313FAD1 1.00 16,278.87 1,050,719.23 06/15/21 06/15/21 Purchase - Principal 14315EAC4 1.00 17,995.84 1,068,715.07 Page 26 For the Month Ending June 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 06/15/21 06/15/21 Purchase - Principal 43815AAC6 1.00 18,691.13 1,087,406.20 06/16/21 06/16/21 Purchase - Interest 36255JAD6 1.00 243.92 1,087,650.12 06/16/21 06/16/21 Purchase - Interest 36256XAD4 1.00 299.28 1,087,949.40 06/16/21 06/16/21 Purchase - Principal 36255JAD6 1.00 12,370.78 1,100,320.18 06/16/21 06/16/21 Purchase - Principal 36256XAD4 1.00 12,162.93 1,112,483.11 06/21/21 06/21/21 Purchase - Interest 36261RAD0 1.00 23.38 1,112,506.49 06/21/21 06/21/21 Purchase - Interest 380144AD7 1.00 9.57 1,112,516.06 06/21/21 06/21/21 Purchase - Interest 92869BAD4 1.00 328.83 1,112,844.89 06/21/21 06/21/21 Purchase - Principal 92869BAD4 1.00 15,591.43 1,128,436.32 06/23/21 06/23/21 Redemption - Principal 65480BAC1 1.00 (294,995.01) 833,441.31 06/24/21 06/24/21 IP Fees May 2021 1.00 (2,540.51) 830,900.80 06/24/21 06/24/21 U.S. Bank Fees April 2021 1.00 (209.41) 830,691.39 06/25/21 06/25/21 Purchase - Interest 3136B1XP4 1.00 50.21 830,741.60 06/25/21 06/25/21 Purchase - Interest 3137BGK24 1.00 637.92 831,379.52 06/25/21 06/25/21 Purchase - Interest 3137BM6P6 1.00 586.90 831,966.42 06/25/21 06/25/21 Purchase - Interest 3137FKK39 1.00 43.14 832,009.56 06/25/21 06/25/21 Purchase - Interest 3137FQ3V3 1.00 215.85 832,225.41 06/25/21 06/25/21 Purchase - Principal 3137BM6P6 1.00 55.87 832,281.28 06/25/21 06/25/21 Purchase - Principal 3137BM6P6 1.00 55.87 832,337.15 06/25/21 06/25/21 Purchase - Principal 3137BM6P6 1.00 255.40 832,592.55 06/25/21 06/25/21 Purchase - Principal 3137FKK39 1.00 37.99 832,630.54 06/25/21 06/25/21 Purchase - Principal 3137FQ3V3 1.00 4,187.64 836,818.18 Page 27 For the Month Ending June 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 06/25/21 06/25/21 Purchase - Principal 3136B1XP4 1.00 1,647.33 838,465.51 06/25/21 06/25/21 Purchase - Principal 3136B1XP4 1.00 1,647.33 840,112.84 06/25/21 06/25/21 Purchase - Principal 3136B1XP4 1.00 8,236.63 848,349.47 06/28/21 06/28/21 Purchase - Interest 02665WCZ2 1.00 4,800.00 853,149.47 06/30/21 06/30/21 Purchase - Interest 912828XX3 1.00 37,000.00 890,149.47 06/30/21 06/30/21 Purchase - Interest 912828YY0 1.00 21,875.00 912,024.47 06/30/21 06/30/21 Purchase - Interest 912828ZW3 1.00 875.00 912,899.47 06/30/21 06/30/21 Purchase - Interest 91282CBC4 1.00 656.25 913,555.72 06/30/21 06/30/21 Purchase - Correction to Interest 380144AD7 from 06/20/2021 1.00 9.97 913,565.69 06/30/21 06/30/21 Redemption - Reversal of Interest 380144AD7 from 06/20/2021 1.00 (9.57) 913,556.12 06/30/21 07/01/21 Accrual Income Div Reinvestment - Distributions 1.00 44.53 913,600.65 Page 28 For the Month Ending June 30, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 913,600.65 913,600.65 913,600.65 1,078,637.00 471.35 0.00 (5,299,833.43) 5,929,468.74 283,965.34 44.53 913,600.65 0.00 (1,283,151.74) 1,393,364.52 803,387.87 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 June January-June 0.05% Page 29