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Item No. 03 - CC Investment Report August 2021
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 21-335 Agenda Date: 9/28/2021 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 3) CC Investment Report for August 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 9/28/2021 REPORT TO CITY COUNCIL To: Honorable Mayor and Members of the City Council From: Jason Simpson, City Manager Prepared by: Andrew Zavala, Senior Accountant Date: September 28, 2021 Subject: Investment Report for August 2021 Recommendation Receive and file the Investment Report for August 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 August 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,889,863$ 84,033$ (22,264)$ 3,951,632$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 3,889,863 84,033 (22,264) 3,953,932 INVESTMENTS Local Agency Investment Fund 35,841,705 - - 35,841,705 CAMP Investments: CAMP Pool Account 236,559 - - 236,559 U.S. Treasury Bond / Note 11,953,446 - - 11,953,446 Supra-National Agency Bond / Note 743,418 - - 743,418 Municipal Bond / Note 1,414,846 - - 1,414,846 Federal Agency Collateralized Mortgage Obligation 576,457 - - 576,457 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Notes 6,233,588 - - 6,233,588 Commercial Paper 1,897,362 - - 1,897,362 Negotiable Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security / Collaterized Mortgage 2,275,266 - - 2,275,266 Sub-total Investments 67,883,334 - - 67,883,334 Market Value Adjustment: Unrealized Gain/(Loss) at 06/30/21 471,926 - - 471,926 Total Investments 68,355,260 - - 68,355,260 Total Pooled Cash and Investments 72,245,123$ 84,033$ (22,264)$ 72,309,191$ TOTAL POOLED CASH AND INVESTMENTS 72,309,191$ 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 September 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 AUGUST 31, 2021 FUND NO FUND NAME AMOUNT 100 General 11,260,730$ 102 Measure Z 3,467,429 103 The Anchor 223,627 106 Affordable Housing In Lieu 439,464 107 Developer Agreement Revenue 13 108 American Rescue Plan 7,483,599 109 Road Maintenance and Rehabilitation (SB1)656,315 110 State Gas Tax 302,157 112 Measure A 1,254,438 114 SB1186 CASP Education Program 37,821 115 Traffic Safety 13,375 118 Lake Side Facility DIF 18,466 119 Animal Shelter DIF 1,744 121 T.R.I.P.-2014A 505 130 Lighting & Landscape Maintenance Fund - City-wide 523,272 135 Lighting & Landscape Maintenance - Dist. No. 1 355,579 140 Geothermal 11,899 160 PEG Grant 51,235 180 Launch Pointe 1,142,700 202 La Strada RBBD 24,269 203 E.L.S.P. - S.T.I.F.3,409,578 205 Traffic Impact Fee 201,803 211 Storm Drain C.I.P. 2,247,817 221 Quimby Park C.I.P.692,421 231 Library C.I.P. 1,278,957 232 City Fire Protection 296,704 300 Insurance Service 678,707 305 Information Systems Service 156,860 310 Support Service 8,567 320 Facilities Service 638,263 331 CFD 2006-1CC Summerly Improvement Area CC 3,914 334 CFD 2015-5 Trieste - Far West Industries 75,703 336 CFD 2006-1FF Summerly Improvement Area FF 136,263 337 CFD 2016-2 Canyon Hills 49,010 338 CFD 2006-1 IA-JJ Summerly Improvement Area 51,772 340 CFD 2006-1 IA-EE Summerly Improvement Area 39,156 345 CFD 2003-2 Improvement Area D, Canyon Hills 172,888 346 CFD 2014-1 Southshore 69,169 354 CFD 90-2 Tuscany Hills 1,261,607 366 CFD 2005-6 City Center Townhomes 7,031 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 AUGUST 31, 2021 FUND NO FUND NAME AMOUNT C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF AUGUST 31, 2021 368 CFD 2006-2 Viscaya 13,297 370 CFD 2006-1 IA-HH Summerly Improvement 48,506 374 CFD 2005-4 Lakeview Villas 5,808 377 CFD 2006-6 Tessara 16,331 378 CFD 2006-8 Running Deer Estates 9,597 384 CFD 2003-2 Area B Canyon Hills Improvement Area 451,318 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 87,865 386 CFD 2007-4 Mekenna Court 101,969 388 CFD 2007-6 Holiday Inn Express 465 389 CFD 88-3 (2008A) West Lake Elsinore Series A 16,848 396 CFD 2018-2 Nichols Ranch Improvement Area 2,039 397 CFD 2018-3 Village at Lakeshore 17,147 398 CFD 2021-1 Tuscany Valley and Crest 37,737 500 Capital Improvement Plan 9,052,961 510 Successor To RDA Area I, II, & III 6,348,363 540 Successor To RDA Diamond Stadium 2,094,612 603 Endowment Trust - Carl Graves 57,605 604 Endowment Trust - Korn Memorial 34,194 605 Public Improvement Trust 1,586,432 606 Mobile Source Air Polution Reduction 497,002 608 Trust Deposit & Pre Paid Expense 1,183,901 617 Successor Agency Housing 10,318,011 620 Cost Recovery System 1,105,404 631 Lake Destratification Equipment Replacement 476,949 Total Pooled Cash & Investments 72,309,191$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.35%236,559$ U.S. Treasury Bond / Note Unlimited 17.61%11,953,446$ Supra-National Agency Bond / Note 30%1.10%743,418$ Municipal Bond / Note Unlimited 2.08%1,414,846$ Federal Agency Collaterized Mortgage Obligation 40%0.85%576,457$ Federal Agency Bond / Note Unlimited 8.93%(1)6,060,687$ Corporate Note 30%9.18%6,233,588$ Commercial Paper 25%2.80%1,897,362$ Negotiable Certificates of Deposit 30%0.96%650,000$ Asset-Backed Security / Collaterized Mortgage 20%3.35%2,275,266$ LAIF (Local Agency Investment Fund)$75 Million 52.80%(2)35,841,705$ TOTAL 100.00%67,883,334$ 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 AUGUST 31, 2021 Local Agency Investment Fund Aug 0.221 Jul 0.221 Jun 0.262 0.00000897371743018 1.00008297 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.22% 0.33LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.30% 291PMIA Average Life(1): Treasuries 68.52% Agencies 15.56% Certificates of Deposit/Bank Notes 8.27% Time Deposits 2.15% Commercial Paper 4.99% Loans 0.43% Corporate Bonds 0.08% 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 09/14/21 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 06/30/21 Chart does not include $8,585,000.00 in mortgages, which equates to 0.004859%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 08/31/21 $176.7 billion Yield Purchase Date Maturity Rate 0.221%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:50,941,705$ (15,100,000)$ 35,841,705$ 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 AUGUST 31, 2021 CAMP Investment Portfolio For the Month Ending August 31, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 815,529.56 115,615.07 (694,585.42) 0.00 $236,559.21 CAMP Pool Unsettled Trades 0.00 15.63 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,535,404.04 691,109.17 (91,489.95) (53,633.99) $32,081,389.27 CAMP Managed Account Unsettled Trades 0.00 23,315.14 Cash Dividends and Income August 31, 2021 July 31, 2021 Asset Summary CAMP Pool 236,559.21 815,529.56 CAMP Managed Account 32,081,389.27 31,535,404.04 $32,317,948.48 $32,350,933.60 Total Asset Allocation 0.73% CAMP Pool 99.27% CAMP Managed Account Page 1 For the Month Ending August 31, 2021Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $815,529.56 115,615.07 (694,585.42) $236,559.21 15.63 $31,535,404.04 (91,489.95) 0.00 691,109.17 0.00 (53,633.99) $32,081,389.27 $32,350,933.60 $32,317,948.48 23,543.59 (189.39) (39.06) $23,315.14 0.00 0.00 23,543.59 91,489.95 (691,298.56) 576,265.02 0.00 Managed Account Total 31,699,060.39 31,935,619.60 83,931.10 0.00 91,489.95 23,543.59 (691,298.56) (31,106,098.56) (72,467.51) 0.00 83,931.10 694,585.42 91,489.95 23,543.59 (806,913.63) (31,921,628.12) (72,467.51) 15.63 Total Accrual Basis Earnings $28,160.40 $28,176.03 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 31, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 11,750,000.00 12,115,140.63 37.50 Supra-National Agency Bond / Note 745,000.00 744,063.02 2.30 Municipal Bond / Note 1,410,000.00 1,426,018.60 4.41 Federal Agency Collateralized Mortgage Obligation 562,207.98 586,163.65 1.81 Federal Agency Bond / Note 6,075,000.00 6,053,503.86 18.73 Corporate Note 6,059,000.00 6,308,960.09 19.52 Commercial Paper 1,900,000.00 1,899,503.00 5.88 Certificate of Deposit 650,000.00 656,767.50 2.03 Asset-Backed Security 2,275,608.97 2,291,268.92 7.09 Managed Account Sub-Total 31,426,816.95 32,081,389.27 99.27% Accrued Interest 83,931.10 Total Portfolio 31,426,816.95 32,165,320.37 CAMP Pool 236,559.21 236,559.21 0.73 Total Investments 31,663,376.16 32,401,879.58 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.09% ABS 2.03% Cert of Deposit 5.88% Commercial Paper 19.52% Corporate Note 1.81% Fed Agency CMO 18.73% Fed Agy Bond / Note 0.73% Mny Mkt Fund 4.41% Muni Bond / Note 2.30% Supra-National Agency Bond / Note 37.50% US TSY Bond / Note Page 3 For the Month Ending August 31, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 6.61% 1.95% 11.20% 40.53% 27.45% 12.26% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1018 1.08% 0.54% Page 4 For the Month Ending August 31, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.08% A 4.07% A+ 5.68% A- 7.14% A-1 2.71% AA 61.19% AA+ 0.58% AA- 9.18% AAA 0.73% AAAm 4.71% BBB+ 0.93% NR Issuer Summary Percentof HoldingsIssuer Market Value 249,538.50 0.77 ABBOTT LABORATORIES 476,019.83 1.47 AMAZON.COM INC 419,479.60 1.30 AMERICAN HONDA FINANCE 556,163.30 1.72 APPLE INC 249,535.13 0.77 BANK OF AMERICA CO 245,968.45 0.76 BMW FINANCIAL SERVICES NA LLC 65,434.19 0.20 BRISTOL-MYERS SQUIBB CO 84,020.80 0.26 CALIFORNIA STATE UNIVERSITY 236,559.21 0.73 CAMP Pool 811,946.40 2.51 CAPITAL ONE FINANCIAL CORP 348,641.10 1.08 CARMAX AUTO OWNER TRUST 226,151.78 0.70 CATERPILLAR INC 103,828.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 105,671.27 0.33 CHARLES SCHWAB 243,927.90 0.75 CITIGROUP INC 850,025.90 2.63 CREDIT SUISSE GROUP RK 1,667,182.80 5.16 FANNIE MAE 497,757.20 1.54 FEDERAL HOME LOAN BANKS 313,946.30 0.97 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,474,727.51 13.85 FREDDIE MAC 245,655.23 0.76 GENERAL DYNAMICS CORP 145,531.95 0.45 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 119,992.27 0.37 GM FINANCIAL LEASINGTRUST 431,947.20 1.34 GOLDMAN SACHS GROUP INC 95,636.60 0.30 HONDA AUTO RECEIVABLES 75,005.81 0.23 HYUNDAI AUTO RECEIVABLES 744,063.02 2.30 INTL BANK OF RECONSTRUCTION AND DEV 493,355.28 1.53 JP MORGAN CHASE & CO 140,567.00 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT 433,195.60 1.34 MORGAN STANLEY 949,889.80 2.94 NATIXIS NY BRANCH 325,078.00 1.01 NEW YORK ST URBAN DEVELOPMENT CORP Page 5 For the Month Ending August 31, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 294,488.50 0.91 NISSAN AUTO RECEIVABLES 181,168.05 0.56 PACCAR FINANCIAL CORP 427,362.80 1.32 PNC FINANCIAL SERVICES GROUP 130,319.80 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 406,408.00 1.26 SKANDINAVISKA ENSKILDA BANKEN AB 142,309.50 0.44 STATE OF CONNECTICUT 100,004.00 0.31 STATE OF MINNESOTA 349,946.80 1.08 SUMITOMO MITSUI TRUST HOLDINGS INC 418,822.18 1.30 THE BANK OF NEW YORK MELLON CORPORATION 413,668.40 1.28 THE WALT DISNEY CORPORATION 524,960.75 1.62 TOYOTA MOTOR CORP 12,115,140.63 37.50 UNITED STATES TREASURY 225,147.60 0.70 UNITEDHEALTH GROUP INC 85,945.20 0.27 UNIVERSITY OF CALIFORNIA 75,813.34 0.23 VOLKSWAGEN OF AMERICA $32,317,948.48 Total 100.00% Page 6 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 1,281,640.63 1,245,700.28 5,161.37 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 1,030,000.00 1,003,048.61 5,475.54 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 1,699,500.00 1,644,557.15 9,034.65 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 183,039.06 177,154.22 599.18 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 339,929.69 330,678.76 1,112.77 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 522,968.75 515,953.84 1,711.96 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,824,031.25 2,725,106.27 9,244.57 2,739,761.72 01/07/2001/02/20AaaAA+ 2,700,000.00 912828XX3 1.66 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 521,093.75 526,062.17 1,497.96 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,084,375.00 2,096,992.45 5,991.85 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 246,796.87 245,622.78 107.00 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 444,234.38 444,381.70 192.59 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 148,031.25 147,153.49 96.30 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 345,406.25 345,124.42 224.69 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 444,093.75 446,232.27 288.89 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 Page 7 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 40,739.32 12,115,140.63 11,893,768.41 1.20 11,953,446.30 11,750,000.00 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 244,766.52 244,585.94 111.44 244,492.85 04/20/2104/13/21AaaAAA 245,000.00 459058JV6 0.23 INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 499,296.50 499,200.87 336.81 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 448.25 744,063.02 743,786.81 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 62,478.00 60,000.00 199.80 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 103,828.00 100,000.00 175.08 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 325,078.00 325,000.00 1,303.79 325,000.00 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 85,945.20 85,000.00 221.00 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 79,831.50 77,904.19 375.00 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 65,827.45 65,367.59 136.28 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 86,082.05 85,450.78 178.22 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 162,036.80 160,000.00 335.47 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 100,004.00 100,000.00 52.50 100,000.00 08/25/2008/11/20Aa1AAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 130,319.80 130,000.00 92.30 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 Page 8 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Municipal Bond / Note LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 140,567.00 140,000.00 90.18 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 84,020.80 85,000.00 65.13 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 3,224.75 1,426,018.60 1,413,722.56 1.06 1,414,845.85 1,410,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 1.15 1.15 0.00 1.18 04/30/1804/11/18AaaAA+ 1.15 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 1.15 1.15 0.00 1.18 04/30/1804/11/18AaaAA+ 1.15 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 5.77 5.76 0.01 5.88 04/30/1804/11/18AaaAA+ 5.76 3136B1XP4 2.93 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 33,952.96 33,446.76 85.97 33,670.78 04/09/1804/04/18AaaAA+ 33,386.47 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 33,952.96 33,446.76 85.97 33,670.78 04/09/1804/04/18AaaAA+ 33,386.47 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 155,213.53 152,899.47 393.01 153,923.54 04/09/1804/04/18AaaAA+ 152,623.85 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 16,325.61 16,047.27 42.83 16,047.24 12/17/1812/07/18AaaAA+ 16,047.29 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 78,272.89 76,754.69 133.81 76,753.98 11/26/1911/20/19AaaAA+ 76,755.83 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 268,437.63 258,585.51 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,379.52 586,163.65 571,188.52 2.38 576,457.37 562,207.98 Security Type Sub-Total Federal Agency Bond / Note Page 9 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 900,682.20 899,396.36 43.75 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 375,214.13 375,045.92 450.52 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 525,299.77 524,883.82 630.73 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 324,265.83 324,142.01 152.34 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 350,063.70 349,771.22 279.51 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 325,060.78 324,724.07 212.15 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 299,988.90 299,776.50 181.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 349,478.15 348,742.73 665.97 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 350,798.00 349,474.67 783.85 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 420,914.90 423,353.45 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 346,281.95 348,694.27 21.88 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 148,279.05 149,637.82 276.56 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 692,142.50 698,286.91 1,152.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 645,034.00 648,047.42 1,029.17 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 Page 10 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par 6,056.84 6,053,503.86 6,063,977.17 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 177,969.40 175,000.00 2,338.44 175,000.00 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 226,151.78 224,922.37 219.38 224,874.00 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 200,747.80 199,899.86 47.22 199,846.00 08/14/2008/11/20A1A+ 200,000.00 89236THF5 0.53 PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 427,362.80 401,354.89 1,477.78 402,848.00 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 105,671.27 104,955.50 356.56 104,947.50 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 209,852.58 209,801.54 364.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 433,195.60 412,773.50 5,252.78 422,916.00 07/23/1907/19/19A1BBB+ 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 419,479.60 398,870.36 1,706.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 431,947.20 410,633.72 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 70,347.55 69,993.81 27.71 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 413,668.40 399,019.01 19.44 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 208,969.60 200,584.12 1,481.67 200,880.00 01/28/2001/21/20A1A 200,000.00 06406RAL1 2.00 Page 11 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 181,168.05 181,341.70 218.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 243,927.90 244,424.07 2,557.50 249,738.75 09/01/2008/28/20A3BBB+ 225,000.00 172967JP7 0.88 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 556,163.30 550,812.18 1,890.63 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 245,655.23 247,085.50 2,318.75 252,247.50 10/20/2010/16/20A2A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 315,385.88 315,000.00 648.90 315,000.00 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 476,019.83 474,825.05 928.89 474,767.25 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 249,535.13 250,259.24 726.56 256,918.50 08/20/2008/18/20A2A- 225,000.00 06051GFS3 0.93 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 65,434.19 65,742.48 101.61 67,418.12 09/30/2009/29/20A2A+ 59,000.00 110122DC9 0.88 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 249,538.50 251,394.73 4,020.31 257,845.50 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 225,147.60 224,631.06 733.13 224,608.50 05/19/2105/17/21A3A+ 225,000.00 91324PEC2 1.19 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 1.250% 08/12/2026 175,620.90 174,947.96 115.45 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 29,819.93 6,308,960.09 6,188,272.65 1.56 6,233,587.87 6,059,000.00 Security Type Sub-Total Page 12 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Commercial Paper SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 349,946.80 349,899.18 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 949,889.80 949,710.25 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 599,666.40 599,347.50 0.00 598,789.50 04/30/2104/29/21P-1A-1 600,000.00 2254EBAQ4 0.27 0.00 1,899,503.00 1,898,956.93 0.21 1,897,361.50 1,900,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 406,408.00 400,000.00 124.00 400,000.00 09/03/1908/29/19P-1A-1 400,000.00 83050PDR7 1.85 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 250,359.50 250,000.00 663.75 250,000.00 03/23/2103/19/21A1A+ 250,000.00 22552G3C2 0.59 787.75 656,767.50 650,000.00 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 95,636.60 94,930.80 133.33 94,921.31 11/28/1811/20/18AaaAAA 94,935.51 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 75,813.34 75,223.42 74.70 75,221.43 11/21/1811/15/18AaaAAA 75,224.59 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 60,607.73 60,238.74 75.81 60,229.65 07/18/1807/11/18NRAAA 60,243.70 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 90,309.18 89,650.95 124.72 89,643.20 07/25/1807/18/18NRAAA 89,655.41 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 148,129.13 146,347.57 218.55 146,346.79 10/24/1810/17/18NRAAA 146,348.13 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 84,924.22 84,197.37 104.20 84,192.31 01/16/1901/08/19AaaNR 84,201.63 36256XAD4 2.97 Page 13 For the Month Ending August 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Asset-Backed Security COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 811,946.40 799,879.65 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 85,007.70 84,988.83 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 34,984.57 34,997.25 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 75,005.81 74,992.73 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 294,488.50 294,995.23 43.27 294,995.01 06/23/2106/15/21AaaAAA 295,000.00 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 324,212.95 324,966.71 37.56 324,965.00 06/14/2106/08/21NRAAA 325,000.00 89190GAC1 0.26 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 110,202.79 109,978.09 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 1,474.74 2,291,268.92 2,275,387.34 1.52 2,275,265.89 2,275,608.97 Security Type Sub-Total 31,426,816.95 31,805,069.61 1.08 83,931.10 31,699,060.39 32,081,389.27 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 236,559.21 236,559.21 0.00 236,559.21 NRAAAm 236,559.21 236,559.21 236,559.21 0.00 236,559.21 236,559.21 Liquid Sub-Total $31,663,376.16 $32,041,628.82 $83,931.10 $31,935,619.60 $32,317,948.48 1.08% $32,401,879.58 $83,931.10 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration U.S. Treasury Bond / Note 35,940.35 41,455.07 1,281,640.63 102.53 MORGAN_S 1,250,000.00 912828R69US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 0.17 1.72 26,951.39 24,257.81 1,030,000.00 103.00 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.24 2.13 54,942.85 60,392.58 1,699,500.00 103.00 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.24 2.13 5,884.84 4,498.05 183,039.06 104.59 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.37 2.76 9,250.93 6,106.45 339,929.69 104.59 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.37 2.76 7,014.91 (1,386.72) 522,968.75 104.59 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.37 2.76 98,924.98 84,269.53 2,824,031.25 104.59 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.37 2.76 (4,968.42)(13,320.31) 521,093.75 104.22 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.47 3.24 (12,617.45)(46,250.00) 2,084,375.00 104.22 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.47 3.24 1,174.09 1,640.62 246,796.87 98.72 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.59 3.81 (147.32) 580.08 444,234.38 98.72 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.59 3.81 877.76 978.52 148,031.25 98.69 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 0.68 4.30 281.83 546.87 345,406.25 98.69 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 0.68 4.30 (2,138.52)(2,074.22) 444,093.75 98.69 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 0.68 4.30 161,694.33 0.38 221,372.22 12,115,140.63 11,750,000.00 Security Type Sub-Total 2.79 Supra-National Agency Bond / Note 180.58 273.67 244,766.52 99.90 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 0.21 1.64 Page 15 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Supra-National Agency Bond / Note 95.63 371.50 499,296.50 99.86 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 0.31 2.23 645.17 0.28 276.21 744,063.02 745,000.00 Security Type Sub-Total 2.03 Municipal Bond / Note 2,478.00 2,478.00 62,478.00 104.13 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.53 2.76 3,828.00 3,828.00 103,828.00 103.83 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.77 2.84 78.00 78.00 325,078.00 100.02 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 0.86 3.48 945.20 945.20 85,945.20 101.11 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 0.58 3.57 1,927.31 1,008.75 79,831.50 106.44 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 0.27 3.62 459.86 367.90 65,827.45 101.27 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.92 3.75 631.27 518.50 86,082.05 101.27 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.92 3.75 2,036.80 2,036.80 162,036.80 101.27 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.92 3.75 4.00 4.00 100,004.00 100.00 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.63 3.88 319.80 319.80 130,319.80 100.25 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 0.79 3.86 567.00 567.00 140,567.00 100.41 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 0.67 3.87 (979.20)(979.20) 84,020.80 98.85 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 1.15 4.10 11,172.75 0.78 12,296.04 1,426,018.60 1,410,000.00 Security Type Sub-Total 3.61 Federal Agency Collateralized Mortgage Obligation Page 16 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Federal Agency Collateralized Mortgage Obligation 0.00 (0.03) 1.15 100.00 JPM_CHAS 1.15 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.55 0.08 0.00 (0.03) 1.15 100.00 JPM_CHAS 1.15 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.55 0.08 0.01 (0.11) 5.77 100.00 JPM_CHAS 5.76 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.55 0.08 506.20 282.18 33,952.96 101.70 CITIGRP 33,386.47 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.23 0.77 506.20 282.18 33,952.96 101.70 CITIGRP 33,386.47 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.23 0.77 2,314.06 1,289.99 155,213.53 101.70 CITIGRP 152,623.85 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.23 0.77 278.34 278.37 16,325.61 101.73 CSFB 16,047.29 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.24 0.87 1,518.20 1,518.91 78,272.89 101.98 JPM_CHAS 76,755.83 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.38 1.69 9,852.12 6,054.82 268,437.63 107.38 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 0.77 3.09 9,706.28 1.07 14,975.13 586,163.65 562,207.98 Security Type Sub-Total 1.96 Federal Agency Bond / Note 1,285.84 1,600.20 900,682.20 100.08 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.21 1.98 168.21 145.65 375,214.13 100.06 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.22 2.02 415.95 473.02 525,299.77 100.06 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.22 2.02 123.82 478.08 324,265.83 99.77 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.23 2.12 292.48 378.70 350,063.70 100.02 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.24 2.18 336.71 431.28 325,060.78 100.02 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.24 2.24 Page 17 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Federal Agency Bond / Note 212.40 285.90 299,988.90 100.00 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.25 2.25 735.42 1,214.15 349,478.15 99.85 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.54 3.59 1,323.33 1,519.00 350,798.00 100.23 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.56 3.60 (2,438.55)(1,968.60) 420,914.90 99.04 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 0.63 3.87 (2,412.32)(2,080.05) 346,281.95 98.94 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 0.65 3.96 (1,358.77)(1,270.95) 148,279.05 98.85 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 0.67 3.98 (6,144.41)(5,750.50) 692,142.50 98.88 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 0.66 4.03 (3,013.42)(2,639.00) 645,034.00 99.24 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 0.69 4.14 (7,183.12) 0.43 (10,473.31) 6,053,503.86 6,075,000.00 Security Type Sub-Total 2.98 Corporate Note 2,969.40 2,969.40 177,969.40 101.70 04/01/22JPM_CHAS 175,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 2.11 0.58 1,229.41 1,277.78 226,151.78 100.51 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.37 1.84 847.94 901.80 200,747.80 100.37 JPM_CHA 200,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.31 1.95 26,007.91 24,514.80 427,362.80 106.84 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 0.62 2.24 715.77 723.77 105,671.27 100.64 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 0.50 2.44 Page 18 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note 51.04 77.28 209,852.58 99.93 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 0.53 2.55 20,422.10 10,279.60 433,195.60 108.30 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 0.72 2.53 20,609.24 21,463.60 419,479.60 104.87 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 0.66 2.74 21,313.48 13,315.20 431,947.20 107.99 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 1.01 2.72 353.74 353.85 70,347.55 100.50 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 0.58 2.92 14,649.39 15,300.40 413,668.40 103.42 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 0.60 2.94 8,385.48 8,089.60 208,969.60 104.48 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 0.66 3.05 (173.65)(1,726.20) 181,168.05 103.52 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 0.76 3.34 (496.17)(5,810.85) 243,927.90 108.41 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 0.95 3.45 5,351.12 5,057.80 556,163.30 101.12 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 0.82 3.54 (1,430.27)(6,592.27) 245,655.23 109.18 JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 0.97 3.49 385.88 385.88 315,385.88 100.12 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 0.79 3.70 1,194.78 1,252.58 476,019.83 100.21 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 0.74 3.70 (724.11)(7,383.37) 249,535.13 110.90 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.03 3.68 (308.29)(1,983.93) 65,434.19 110.91 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 1.05 3.50 Page 19 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (1,856.23)(8,307.00) 249,538.50 110.91 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 1.11 3.52 516.54 539.10 225,147.60 100.07 CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC CORPORATE NOTES DTD 05/19/2021 1.150% 05/15/2026 1.14 4.58 672.94 673.40 175,620.90 100.35 MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 1.250% 08/12/2026 1.18 4.81 75,372.22 0.81 120,687.44 6,308,960.09 6,059,000.00 Security Type Sub-Total 3.05 Commercial Paper 47.62 244.30 349,946.80 99.98 MERRILL 350,000.00 86563GY14SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 0.09 0.17 179.55 1,020.30 949,889.80 99.99 NATIXIS 950,000.00 63873JY12NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 0.07 0.17 318.90 876.90 599,666.40 99.94 CSFB 600,000.00 2254EBAQ4CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 0.14 0.41 2,141.50 0.10 546.07 1,899,503.00 1,900,000.00 Security Type Sub-Total 0.25 Certificate of Deposit 6,408.00 6,408.00 406,408.00 101.60 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.23 0.99 359.50 359.50 250,359.50 100.14 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 0.49 1.54 6,767.50 0.33 6,767.50 656,767.50 650,000.00 Security Type Sub-Total 1.20 Asset-Backed Security 705.80 715.29 95,636.60 100.74 JPM_CHAS 94,935.51 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.61 0.27 Page 20 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Asset-Backed Security 589.92 591.91 75,813.34 100.78 CITIGRP 75,224.59 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.76 0.25 368.99 378.08 60,607.73 100.60 JPM_CHAS 60,243.70 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.66 0.24 658.23 665.98 90,309.18 100.73 BARCLAYS 89,655.41 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.71 0.27 1,781.56 1,782.34 148,129.13 101.22 MERRILL 146,348.13 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.75 0.40 726.85 731.91 84,924.22 100.86 RBC 84,201.63 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.57 0.33 12,066.75 12,147.84 811,946.40 101.49 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.21 0.96 18.87 20.53 85,007.70 100.01 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.33 1.73 (12.68)(12.48) 34,984.57 99.96 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 0.42 2.05 13.08 13.70 75,005.81 100.01 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.38 1.94 (506.73)(506.51) 294,488.50 99.83 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 0.37 2.07 (753.76)(752.05) 324,212.95 99.76 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 0.32 2.06 224.70 226.49 110,202.79 100.18 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 0.48 2.18 16,003.03 1.23 15,881.58 2,291,268.92 2,275,608.97 Security Type Sub-Total 1.24 31,426,816.95 32,081,389.27 276,319.66 382,328.88 0.54 Managed Account Sub-Total 2.59 Money Market Mutual Fund 0.00 0.00 236,559.21 1.00 236,559.21 CAMP Pool 0.00 236,559.21 236,559.21 0.00 0.00 Liquid Sub-Total 0.00 Page 21 For the Month Ending August 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $32,401,879.58 $83,931.10 $32,317,948.48 Accrued Interest Securities Sub-Total $31,663,376.16 $276,319.66 $382,328.88 0.54% 2.59 Page 22 For the Month Ending August 31, 2021Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 08/05/21 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 (446,167.97)(165.08)(446,333.05) 450,000.00 08/03/21 08/12/21 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 05565EBU8 (69,993.70) 0.00 (69,993.70) 70,000.00 08/09/21 08/16/21 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 1.250% 08/12/2026 05565EBW4 (174,947.50)(24.31)(174,971.81) 175,000.00 08/12/21 (189.39) (691,298.56)(691,109.17) 695,000.00 Transaction Type Sub-Total INTEREST 08/01/21 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 06051GFS3 0.00 4,359.38 4,359.38 225,000.00 08/01/21 08/01/21 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 0.00 541.10 541.10 140,000.00 08/01/21 08/01/21 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 798306WP7 0.00 553.80 553.80 130,000.00 08/01/21 08/01/21 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 60412AVJ9 0.00 315.00 315.00 100,000.00 08/01/21 08/01/21 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 157411TK5 0.00 1,050.50 1,050.50 100,000.00 08/01/21 08/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 134.08 134.08 76,910.12 08/01/21 08/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 565.89 565.89 219,766.36 08/01/21 08/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 0.00 6.81 6.81 2,295.99 08/01/21 08/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 42.94 42.94 16,085.70 08/01/21 08/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.93 637.93 250,000.00 08/01/21 08/06/21 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 69371RQ66 0.00 1,575.00 1,575.00 175,000.00 08/06/21 Page 23 For the Month Ending August 31, 2021Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/14/21 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 89236THF5 0.00 500.00 500.00 200,000.00 08/14/21 08/15/21 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 110122DC9 0.00 1,143.13 1,143.13 59,000.00 08/15/21 08/15/21 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 08/15/21 08/15/21 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 08/15/21 08/15/21 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 08/15/21 08/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 294.94 294.94 112,002.80 08/15/21 08/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 457.38 457.38 163,349.67 08/15/21 08/15/21 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 08/15/21 08/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 274.64 274.64 105,291.68 08/15/21 08/15/21 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 08/15/21 08/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 237.49 237.49 95,954.28 08/16/21 08/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 181.72 181.72 72,204.90 08/16/21 08/20/21 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 08/20/21 08/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 244.96 244.96 90,445.40 08/20/21 08/20/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 08/20/21 08/24/21 FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 3137EAEV7 0.00 1,125.00 1,125.00 900,000.00 08/24/21 Page 24 For the Month Ending August 31, 2021Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 08/25/21 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3135G05X7 0.00 656.25 656.25 350,000.00 08/25/21 08/26/21 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 83050PDR7 0.00 3,740.67 3,740.67 400,000.00 08/26/21 08/30/21 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 254687FK7 0.00 3,500.00 3,500.00 400,000.00 08/30/21 23,543.59 23,543.59 0.00 6,108,306.90 Transaction Type Sub-Total PAYDOWNS 08/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 1,634.23 0.00 1,634.23 (32.50) 0.01 1,634.23 08/01/21 08/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 326.84 0.00 326.84 (6.49) 0.00 326.85 08/01/21 08/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 257.09 0.00 257.09 (2.19) 0.00 257.09 08/01/21 08/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 56.24 0.00 56.24 (0.48) 0.00 56.24 08/01/21 08/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 56.24 0.00 56.24 (0.48) 0.00 56.24 08/01/21 08/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 154.29 0.00 154.29 0.00 0.00 154.29 08/01/21 08/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 326.85 0.00 326.85 (6.49) 0.00 326.85 08/01/21 08/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 38.41 0.00 38.41 0.00 0.00 38.41 08/01/21 08/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 15,636.27 0.00 15,636.27 2.13 0.00 15,636.27 08/15/21 08/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 17,001.54 0.00 17,001.54 0.16 0.00 17,001.54 08/15/21 08/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 17,067.29 0.00 17,067.29 2.55 0.00 17,067.29 08/15/21 08/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 11,752.65 0.00 11,752.65 1.30 0.00 11,752.65 08/16/21 Page 25 For the Month Ending August 31, 2021Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method PAYDOWNS 08/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 11,961.20 0.00 11,961.20 2.79 0.00 11,961.20 08/16/21 08/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 15,220.81 0.00 15,220.81 0.64 0.00 15,220.81 08/20/21 0.00 0.01 (39.06) 91,489.95 91,489.95 91,489.96 Transaction Type Sub-Total (599,619.22) 23,354.20 (576,265.02)(39.06) 0.01 Managed Account Sub-Total Total Security Transactions ($39.06)($576,265.02)$23,354.20 ($599,619.22)$0.01 Page 26 For the Month Ending August 31, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 815,529.56 Opening Balance 08/02/21 08/02/21 Purchase - Interest 06051GFS3 1.00 4,359.38 819,888.94 08/02/21 08/02/21 Purchase - Interest 157411TK5 1.00 1,050.50 820,939.44 08/02/21 08/02/21 Purchase - Interest 54438CYK2 1.00 541.10 821,480.54 08/02/21 08/02/21 Purchase - Interest 60412AVJ9 1.00 315.00 821,795.54 08/02/21 08/02/21 Purchase - Interest 798306WP7 1.00 553.80 822,349.34 08/05/21 08/05/21 Redemption - Interest 91282CBC4 1.00 (165.08) 822,184.26 08/05/21 08/05/21 Redemption - Principal 91282CBC4 1.00 (446,167.97) 376,016.29 08/06/21 08/06/21 Purchase - Interest 69371RQ66 1.00 1,575.00 377,591.29 08/12/21 08/12/21 Redemption - Principal 05565EBU8 1.00 (69,993.70) 307,597.59 08/16/21 08/16/21 Purchase - Interest 110122DC9 1.00 1,143.13 308,740.72 08/16/21 08/16/21 Purchase - Interest 89236THF5 1.00 500.00 309,240.72 08/16/21 08/16/21 Purchase - Interest 14041NFU0 1.00 1,146.67 310,387.39 08/16/21 08/16/21 Purchase - Interest 14313FAD1 1.00 274.64 310,662.03 08/16/21 08/16/21 Purchase - Interest 14314QAC8 1.00 47.67 310,709.70 08/16/21 08/16/21 Purchase - Interest 14315EAC4 1.00 457.38 311,167.08 08/16/21 08/16/21 Purchase - Interest 36255JAD6 1.00 181.72 311,348.80 08/16/21 08/16/21 Purchase - Interest 36256XAD4 1.00 237.49 311,586.29 08/16/21 08/16/21 Purchase - Interest 43815AAC6 1.00 294.94 311,881.23 08/16/21 08/16/21 Purchase - Interest 44933LAC7 1.00 23.75 311,904.98 08/16/21 08/16/21 Purchase - Interest 65480BAC1 1.00 81.13 311,986.11 08/16/21 08/16/21 Purchase - Interest 89190GAC1 1.00 70.42 312,056.53 Page 27 For the Month Ending August 31, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 08/16/21 08/16/21 Purchase - Principal 14313FAD1 1.00 15,636.27 327,692.80 08/16/21 08/16/21 Purchase - Principal 14315EAC4 1.00 17,001.54 344,694.34 08/16/21 08/16/21 Purchase - Principal 43815AAC6 1.00 17,067.29 361,761.63 08/16/21 08/16/21 Purchase - Principal 36255JAD6 1.00 11,961.20 373,722.83 08/16/21 08/16/21 Purchase - Principal 36256XAD4 1.00 11,752.65 385,475.48 08/16/21 08/16/21 Redemption - Interest 05565EBW4 1.00 (24.31) 385,451.17 08/16/21 08/16/21 Redemption - Principal 05565EBW4 1.00 (174,947.50) 210,503.67 08/20/21 08/20/21 Purchase - Interest 36261RAD0 1.00 23.38 210,527.05 08/20/21 08/20/21 Purchase - Interest 380144AD7 1.00 11.96 210,539.01 08/20/21 08/20/21 Purchase - Interest 92869BAD4 1.00 244.96 210,783.97 08/20/21 08/20/21 Purchase - Principal 92869BAD4 1.00 15,220.81 226,004.78 08/24/21 08/24/21 Purchase - Interest 3137EAEV7 1.00 1,125.00 227,129.78 08/24/21 08/24/21 IP Fees July 2021 1.00 (2,539.80) 224,589.98 08/24/21 08/24/21 U.S. Bank Fees June 2021 1.00 (181.16) 224,408.82 08/25/21 08/25/21 Purchase - Interest 3137BGK24 1.00 637.93 225,046.75 08/25/21 08/25/21 Purchase - Interest 3137BM6P6 1.00 565.90 225,612.65 08/25/21 08/25/21 Purchase - Interest 3137FKK39 1.00 42.94 225,655.59 08/25/21 08/25/21 Purchase - Interest 3137FQ3V3 1.00 134.08 225,789.67 08/25/21 08/25/21 Purchase - Interest 3135G05X7 1.00 656.25 226,445.92 08/25/21 08/25/21 Purchase - Interest 3136B1XP4 1.00 6.81 226,452.73 08/25/21 08/25/21 Purchase - Principal 3136B1XP4 1.00 326.85 226,779.58 08/25/21 08/25/21 Purchase - Principal 3136B1XP4 1.00 326.85 227,106.43 Page 28 For the Month Ending August 31, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 08/25/21 08/25/21 Purchase - Principal 3136B1XP4 1.00 1,634.22 228,740.65 08/26/21 08/26/21 Purchase - Correction to Interest 3137BM6P6 from 08/25/2021 1.00 565.89 229,306.54 08/26/21 08/26/21 Purchase - Interest 83050PDR7 1.00 3,740.67 233,047.21 08/26/21 08/26/21 Purchase - Principal 3137BM6P6 1.00 56.24 233,103.45 08/26/21 08/26/21 Purchase - Principal 3137BM6P6 1.00 56.24 233,159.69 08/26/21 08/26/21 Purchase - Principal 3137BM6P6 1.00 257.09 233,416.78 08/26/21 08/26/21 Purchase - Principal 3137FKK39 1.00 38.41 233,455.19 08/26/21 08/26/21 Purchase - Principal 3137FQ3V3 1.00 154.29 233,609.48 08/26/21 08/26/21 Redemption - Reversal of Interest 3137BM6P6 from 08/25/2021 1.00 (565.90) 233,043.58 08/30/21 08/30/21 Purchase - Interest 254687FK7 1.00 3,500.00 236,543.58 08/31/21 09/01/21 Accrual Income Div Reinvestment - Distributions 1.00 15.63 236,559.21 Page 29 For the Month Ending August 31, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 236,559.21 236,559.21 236,559.21 347,064.27 523.56 0.00 (6,230,283.54) 6,182,877.41 283,965.34 15.63 236,559.21 0.00 (694,585.42) 115,615.07 815,529.56 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 August January-August 0.05% Page 30