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Item No. 26 - SA Investment Report for November 2021
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 22-026 Agenda Date: 1/11/2022 Status: Approval FinalVersion: 1 File Type: Successor Consent Calendar In Control: City Council / Successor Agency Agenda Number: 26) SA Investment Report for November 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 1/6/2022 REPORT TO SUCCESSOR AGENCY BOARD To: Honorable Agency Chairman and Members of the Successor Agency From: Jason Simpson, Executive Director Prepared by: Domenico Piazza, Senior Accountant Date: January 11, 2022 Subject: Investment Report for November 2021 Recommendation Receive and file the Investment Report for November 2021. Background and Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A: Investment Report for November 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 6,303,430$ 97,938$ (11,616)$ 6,389,751$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 6,303,430 97,938 (11,616) 6,392,051 INVESTMENTS Local Agency Investment Fund 42,866,862 - - 42,866,862 CAMP Investments: CAMP Pool Account 702,761 - - 702,761 U.S. Treasury Bond / Note 11,985,904 - - 11,985,904 Supra-National Agency Bond / Note 1,377,948 - - 1,377,948 Municipal Bond / Note 1,414,846 - - 1,414,846 Federal Agency Commercial Mortgage-Backed Security 517,037 - - 517,037 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Note 6,353,297 - - 6,353,297 Commercial Paper 598,790 - - 598,790 Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security 2,499,972 - - 2,499,972 Sub-total Investments 75,028,105 - - 75,028,105 Market Value Adjustment: Unrealized Gain/(Loss) at 09/30/21 116,457 - - 116,457 Total Investments 75,144,562 - - 75,144,562 Total Pooled Cash and Investments 81,447,992$ 97,938$ (11,616)$ 81,536,613$ TOTAL POOLED CASH AND INVESTMENTS 81,536,613$ 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 December 27, 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 NOVEMBER, 30 2021 FUND NO FUND NAME AMOUNT 100 General 8,779,139$ 101 Supplemental Law Enforcement 77,952 102 Measure Z 7,432,763 104 Traffic Offender 6,250 105 Misc. General Project 197,345 106 Affordable Housing In Lieu 599,315 107 Developer Agreement Revenue 11,013 108 American Rescue Plan 7,465,118 109 Road Maintenance and Rehabilitation (SB1) 979,371 110 State Gas Tax 564,250 112 Measure A 1,519,277 113 SB821 Pedestrian Sidewalk 96 114 SB1186 CASP Education Program 39,942 115 Traffic Safety 50,322 116 City Hall-Public Works DIF 55,133 117 Community Center DIF 32,093 118 Lake Side Facility DIF 87,738 119 Animal Shelter DIF 32,708 130 Lighting & Landscape Maintenance Fund - City-wide 137,037 135 Lighting & Landscape Maintenance - Dist. No. 1 266,161 140 Geothermal 11,865 160 PEG Grant 56,119 180 Launch Pointe 955,317 202 La Strada RBBD 24,199 203 E.L.S.P. - S.T.I.F. 3,412,370 205 Traffic Impact Fee 252,604 211 Storm Drain C.I.P. 2,300,349 221 Quimby Park C.I.P. 801,944 231 Library C.I.P. 1,290,973 232 City Fire Protection 362,680 300 Insurance Service 1,396,301 305 Information Systems Service 1,320,011 310 Support Service 9,241 315 Fleet Service 479,216 320 Facilities Service 633,546 330 CFD 2015-2S Maintenance Services 31,796 333 CFD 2015-3 Terracina 36,621 336 CFD 2006-1FF Summerly Improvement Area FF 26,918 337 CFD 2016-2 Canyon Hills 29,717 338 CFD 2006-1 IA-JJ Summerly Improvement Area 50,084 340 CFD 2006-1 IA-EE Summerly Improvement Area 37,512 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 NOVEMBER, 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 NOVEMBER, 30 2021 343 CFD 2006-2S Viscaya Services 189 345 CFD 2003-2 Improvement Area D, Canyon Hills 149,930 346 CFD 2014-1 Southshore 68,968 352 AD 86-1 Northwest Sewer 228,565 358 CFD 2007-4S Makenna Court Services 4,274 366 CFD 2005-6 City Center Townhomes 4,228 367 CFD 2005-3S Summerly Services 10,308 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 46,805 373 CFD 2005-5S Wasson Canyon Services 5,294 376 CFD 2006-3 La Strada 5,569 384 CFD 2003-2 Area B Canyon Hills Improvement Area 442,553 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 83,181 386 CFD 2007-4 Mekenna Court 29,896 388 CFD 2007-6 Holiday Inn Express 440 389 CFD 88-3 (2008A) West Lake Elsinore Series A 16,788 396 CFD 2018-2 Nichols Ranch Improvement Area 15,693 397 CFD 2018-3 Village at Lakeshore 15,801 398 CFD 2021-1 Tuscany Valley and Crest 36,675 500 Capital Improvement Plan 14,081,918 510 Successor To RDA Area I, II, & III 1,945,659 540 Successor To RDA Diamond Stadium 1,255,286 603 Endowment Trust - Carl Graves 57,437 604 Endowment Trust - Korn Memorial 34,094 605 Public Improvement Trust 1,589,046 606 Mobile Source Air Polution Reduction 332,874 608 Trust Deposit & Pre Paid Expense 1,292,007 617 Successor Agency Housing 13,777,386 620 Cost Recovery System 3,612,326 631 Lake Destratification Equipment Replacement 474,136 650 CFD 2003-1 Law & Fire Service 44,466 653 CFD 2009-1 Parks & Lighting Service 3,291 655 CFD 2015-1s Law, Fire, Paramedic Services 10,145 Total Pooled Cash & Investments 81,536,613$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.94% 702,761$ U.S. Treasury Bond / Note Unlimited 15.98% 11,985,904$ Supra-National Agency Bond / Note 30% 1.84% 1,377,948$ Municipal Bond / Note Unlimited 1.89% 1,414,846$ Federal Agency Collaterized Mortgage Obligation 40% 0.69% 517,037$ Federal Agency Bond / Note Unlimited 8.08% (1)6,060,687$ Corporate Note 30% 8.47% 6,353,297$ Commercial Paper 25% 0.80% 598,790$ Negotiable Certificates of Deposit 30% 0.87% 650,000$ Asset-Backed Security / Collaterized Mortgage 20% 3.33% 2,499,972$ LAIF (Local Agency Investment Fund) $75 Million 57.13% (2)42,866,862$ TOTAL 100.00% 75,028,105$ 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 NOVEMBER, 30 2021 Local Agency Investment Fund Nov 0.203 Oct 0.203 Sep 0.206 PMIA Quarter to Date(1):0.22% 321PMIA Average Life(1): 0.24LAIF Apportionment Rate(2): 0.00000661958813242 0.999873661 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.20% Treasuries 66.39% Agencies 16.58% Certificates of Deposit/Bank Notes 7.90% Time Deposits 2.21% Commercial Paper 6.35% Corporate Bonds 0.16% Loans 0.41% 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 12/10/21 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 09/30/21 Chart does not include $7,037,000.00 in mortgages, which equates to 0.003941%. Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 11/30/21 $178.6 billion Yield Purchase Date Maturity Rate 0.203% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:34,866,862$ 8,000,000$ 42,866,862$ 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 NOVEMBER, 30 2021 CAMP Investment Portfolio For the Month Ending November 30, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 107,730.95 1,411,254.58 (816,224.52) 0.00 $702,761.01 CAMP Pool Unsettled Trades 0.00 34.97 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,948,447.78 812,213.01 (1,374,949.69) (62,655.02) $31,323,056.08 CAMP Managed Account Unsettled Trades 0.00 16,378.99 Cash Dividends and Income November 30, 2021 October 31, 2021 Asset Summary CAMP Pool 702,761.01 107,730.95 CAMP Managed Account 31,323,056.08 31,948,447.78 $32,025,817.09 $32,056,178.73 Total Asset Allocation 2.19% CAMP Pool 97.81% CAMP Managed Account Page 1 For the Month Ending November 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 $107,730.95 1,411,254.58 (816,224.52) $702,761.01 34.97 $31,948,447.78 (1,374,949.69) 0.00 812,213.01 0.00 (62,655.02) $31,323,056.08 $32,056,178.73 $32,025,817.09 15,787.33 (841.20) 1,432.86 $16,378.99 1,300,000.00 0.00 15,787.33 74,949.69 (813,054.21) (577,682.81) 0.00 Managed Account Total 31,325,241.68 32,028,002.69 106,047.36 0.00 1,374,949.69 15,787.33 (813,054.21) (31,894,306.35) (88,129.60) 0.00 106,047.36 816,224.52 1,374,949.69 15,787.33 (2,224,308.79) (32,002,037.30) (88,129.60) 34.97 Total Accrual Basis Earnings $26,535.90 $26,570.87 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 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 11,800,000.00 11,952,113.16 37.33 Supra-National Agency Bond / Note 1,380,000.00 1,366,797.65 4.27 Municipal Bond / Note 1,410,000.00 1,410,216.15 4.40 Federal Agency Commercial Mortgage-Backed Security 502,841.54 519,377.58 1.62 Federal Agency Bond / Note 6,075,000.00 5,996,407.01 18.72 Corporate Note 6,179,000.00 6,324,013.34 19.76 Commercial Paper 600,000.00 599,812.80 1.87 Certificate of Deposit 650,000.00 654,872.90 2.04 Asset-Backed Security 2,500,373.10 2,499,445.49 7.80 Managed Account Sub-Total 31,097,214.64 31,323,056.08 97.81% Accrued Interest 106,047.36 Total Portfolio 31,097,214.64 31,429,103.44 CAMP Pool 702,761.01 702,761.01 2.19 Total Investments 31,799,975.65 32,131,864.45 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.80% ABS 2.04% Cert of Deposit 1.87% Commercial Paper 19.76% Corporate Note 18.72% Fed Agy Bond / Note 1.62% Federal Agency Commercial Mortgage-Backed Security 2.19% Mny Mkt Fund 4.40% Muni Bond / Note 4.27% Supra-National Agency Bond / Note 37.33% US TSY Bond / Note Page 3 For the Month Ending November 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 4.07% 1.94% 22.17% 26.62% 34.40% 10.80% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1029 1.04% 0.92% Page 4 For the Month Ending November 30, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.38% A 4.11% A+ 5.64% A- 3.14% A-1 2.69% AA 60.82% AA+ 0.58% AA- 11.64% AAA 2.19% AAAm 4.66% BBB+ 1.15% NR Issuer Summary Percentof HoldingsIssuer Market Value 244,816.65 0.76 ABBOTT LABORATORIES 468,023.20 1.46 AMAZON.COM INC 412,615.20 1.29 AMERICAN HONDA FINANCE 548,418.20 1.71 APPLE INC 244,003.05 0.76 BANK OF AMERICA CO 241,660.79 0.75 BMW FINANCIAL SERVICES NA LLC 63,891.93 0.20 BRISTOL-MYERS SQUIBB CO 83,740.30 0.26 CALIFORNIA STATE UNIVERSITY 702,761.01 2.19 CAMP Pool 807,742.88 2.52 CAPITAL ONE FINANCIAL CORP 256,274.05 0.80 CARMAX AUTO OWNER TRUST 225,265.05 0.70 CATERPILLAR INC 103,266.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 104,455.16 0.33 CHARLES SCHWAB 238,720.05 0.75 CITIGROUP INC 850,213.30 2.65 CREDIT SUISSE GROUP RK 98,771.10 0.31 DEERE & COMPANY 192,118.17 0.60 DISCOVER FINANCIAL SERVICES 1,646,839.48 5.15 FANNIE MAE 490,959.90 1.53 FEDERAL HOME LOAN BANKS 310,021.70 0.97 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,377,985.21 13.68 FREDDIE MAC 241,116.30 0.75 GENERAL DYNAMICS CORP 168,230.73 0.53 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 119,263.12 0.37 GM FINANCIAL LEASINGTRUST 424,387.20 1.33 GOLDMAN SACHS GROUP INC 149,461.18 0.47 HONDA AUTO RECEIVABLES 154,302.03 0.48 HYUNDAI AUTO RECEIVABLES 627,346.98 1.96 INTER-AMERICAN DEVELOPMENT BANK 739,450.67 2.31 INTL BANK OF RECONSTRUCTION AND DEV 487,957.47 1.52 JP MORGAN CHASE & CO 138,514.60 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT Page 5 For the Month Ending November 30, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 424,188.00 1.32 MORGAN STANLEY 321,626.50 1.00 NEW YORK ST URBAN DEVELOPMENT CORP 292,625.13 0.91 NISSAN AUTO RECEIVABLES 177,924.43 0.56 PACCAR FINANCIAL CORP 420,457.60 1.31 PNC FINANCIAL SERVICES GROUP 128,882.00 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 404,472.40 1.26 SKANDINAVISKA ENSKILDA BANKEN AB 140,962.95 0.44 STATE OF CONNECTICUT 98,911.00 0.31 STATE OF MINNESOTA 412,843.56 1.29 THE BANK OF NEW YORK MELLON CORPORATION 405,640.00 1.27 THE WALT DISNEY CORPORATION 539,889.01 1.69 TOYOTA MOTOR CORP 11,952,113.16 37.33 UNITED STATES TREASURY 221,324.18 0.69 UNITEDHEALTH GROUP INC 84,291.10 0.26 UNIVERSITY OF CALIFORNIA 37,073.41 0.12 VOLKSWAGEN OF AMERICA $32,025,817.09 Total 100.00% Page 6 For the Month Ending November 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 10/31/2016 1.625% 10/31/2023 1,020,781.20 1,002,697.44 1,391.58 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 1,505,652.27 1,470,694.89 2,052.57 1,465,262.69 07/03/1907/01/19AaaAA+ 1,475,000.00 912828T91 1.78 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 180,632.81 176,964.45 1,464.67 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 335,460.94 330,178.50 2,720.11 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 516,093.75 514,548.42 4,184.78 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,786,906.25 2,722,894.58 22,597.83 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 513,437.50 524,113.40 3,661.68 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,053,750.00 2,089,739.93 14,646.74 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 243,515.62 245,907.70 261.55 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 438,328.13 444,747.42 470.79 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 145,828.12 147,317.23 235.39 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 340,265.63 345,404.88 549.25 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 437,484.38 446,449.00 706.18 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 631,921.87 632,567.63 1,020.04 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 Page 7 For the Month Ending November 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 12/31/2020 0.375% 12/31/2025 802,054.69 814,816.86 1,294.67 814,236.33 09/07/2109/01/21AaaAA+ 825,000.00 91282CBC4 0.68 57,257.83 11,952,113.16 11,909,042.33 1.08 11,985,904.29 11,800,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.126% 04/20/2023 243,717.67 244,649.16 35.16 244,492.85 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 495,733.00 499,290.21 24.31 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 627,346.98 634,559.68 599.72 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 659.19 1,366,797.65 1,378,499.05 0.40 1,377,947.95 1,380,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 61,810.20 60,000.00 499.50 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 103,266.00 100,000.00 700.33 100,000.00 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 321,626.50 325,000.00 596.92 325,000.00 12/23/2012/16/20NRAA+ 325,000.00 650036DT0 0.87 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 84,291.10 85,000.00 33.36 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 79,152.75 77,711.14 750.00 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 65,004.55 65,343.68 340.71 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 85,005.95 85,421.45 445.54 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 Page 8 For the Month Ending November 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 Municipal Bond / Note FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 160,011.20 160,000.00 838.67 160,000.00 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 98,911.00 100,000.00 210.00 100,000.00 08/25/2008/11/20Aa1AAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 128,882.00 130,000.00 369.20 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 138,514.60 140,000.00 360.73 140,000.00 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 83,740.30 85,000.00 61.06 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 5,206.02 1,410,216.15 1,413,476.27 1.06 1,414,845.85 1,410,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 32,753.97 32,451.56 83.45 32,684.97 04/09/1804/04/18AaaAA+ 32,408.98 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 32,753.96 32,451.56 83.45 32,684.97 04/09/1804/04/18AaaAA+ 32,408.98 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 149,732.41 148,349.97 381.50 149,416.94 04/09/1804/04/18AaaAA+ 148,155.32 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 5,934.51 5,739.01 15.32 5,739.00 12/17/1812/07/18AaaAA+ 5,739.02 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 34,643.24 34,128.79 59.50 34,128.43 11/26/1911/20/19AaaAA+ 34,129.25 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 263,559.49 257,927.31 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,261.14 519,377.58 511,048.20 2.39 517,037.12 502,841.54 Security Type Sub-Total Federal Agency Bond / Note Page 9 For the Month Ending November 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 08/21/2020 0.250% 08/24/2023 896,202.90 899,472.44 606.25 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 373,250.63 375,040.25 216.15 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 522,550.87 524,898.16 302.60 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 322,456.23 324,242.76 50.78 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 347,884.95 349,797.38 60.76 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 322,913.18 324,754.80 9.03 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 297,936.00 299,801.19 368.75 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 344,607.90 348,829.34 228.47 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 346,029.25 349,510.64 236.98 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 415,584.55 423,459.04 575.52 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 341,796.00 348,775.99 350.00 348,362.00 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 146,352.00 149,660.34 135.94 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 682,741.50 698,392.03 495.83 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 636,101.05 648,163.70 216.67 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 Page 10 For the Month Ending November 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 3,853.73 5,996,407.01 6,064,798.06 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 176,536.50 175,000.00 935.38 175,000.00 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 225,265.05 224,932.85 585.00 224,874.00 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 74,759.10 74,967.25 111.46 74,942.25 08/14/2008/11/20A1A+ 75,000.00 89236THF5 0.53 PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 420,457.60 401,208.63 4,977.78 402,848.00 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 104,455.16 104,959.86 159.69 104,947.50 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 207,495.96 209,820.20 102.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 424,188.00 411,576.39 1,377.78 422,916.00 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 412,615.20 398,970.16 4,106.67 398,016.00 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 424,387.20 409,704.17 6,117.22 418,632.00 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 69,334.09 69,994.34 158.96 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 405,640.00 399,100.61 1,769.44 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 Page 11 For the Month Ending November 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 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 98,771.10 99,939.86 140.63 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 205,347.60 200,537.86 431.67 200,880.00 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 177,924.43 180,881.49 1,006.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 238,720.05 243,099.04 701.25 249,738.75 09/01/2008/28/20A3BBB+ 225,000.00 172967JP7 0.88 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 548,418.20 550,756.10 343.75 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 241,116.30 245,346.61 350.00 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 311,420.97 315,000.00 1,297.80 315,000.00 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 468,023.20 474,836.67 1,878.89 474,767.25 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 244,003.05 248,651.84 2,906.25 256,918.50 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 63,891.93 65,288.65 673.17 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 244,816.65 249,657.98 1,840.63 257,845.50 09/28/2009/24/20A2A+ 225,000.00 002824BM1 0.86 Page 12 For the Month Ending November 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 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 221,324.18 224,650.62 115.00 224,608.50 05/19/2105/17/21A3A+ 225,000.00 91324PEC2 1.19 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 142,775.12 144,692.72 738.59 144,678.10 09/13/2109/08/21A1A+ 145,000.00 89236TJK2 1.17 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 172,326.70 174,950.58 662.33 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 33,487.67 6,324,013.34 6,298,524.48 1.56 6,353,297.22 6,179,000.00 Security Type Sub-Total Commercial Paper CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 599,812.80 599,757.00 0.00 598,789.50 04/30/2104/29/21P-1A-1 600,000.00 2254EBAQ4 0.27 0.00 599,812.80 599,757.00 0.27 598,789.50 600,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 404,472.40 400,000.00 2,004.67 400,000.00 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 250,400.50 250,000.00 1,036.60 250,000.00 03/23/2103/19/21A1A+ 250,000.00 22552G3C2 0.59 3,041.27 654,872.90 650,000.00 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 49,473.53 49,256.57 69.18 49,251.20 11/28/1811/20/18AaaAAA 49,258.57 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 37,073.41 36,965.81 36.71 36,964.75 11/21/1811/15/18AaaAAA 36,966.30 92869BAD4 3.25 Page 13 For the Month Ending November 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 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 29,643.64 29,547.34 37.18 29,542.53 07/18/1807/11/18NRAAA 29,549.42 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 46,871.55 46,681.93 64.94 46,677.57 07/25/1807/18/18NRAAA 46,683.93 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 99,972.64 99,129.57 148.03 99,128.99 10/24/1810/17/18NRAAA 99,129.90 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 54,105.61 53,782.57 66.56 53,779.03 01/16/1901/08/19AaaNR 53,784.98 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 807,742.88 799,889.80 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 84,636.13 84,989.64 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 34,626.99 34,997.43 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 74,575.86 74,993.18 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 292,625.13 294,995.52 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 322,354.79 324,968.68 37.56 324,965.00 06/14/2106/08/21NRAAA 325,000.00 89190GAC1 0.26 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 99,987.65 99,979.02 17.11 99,978.92 11/24/2111/16/21AaaNR 100,000.00 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 109,429.86 109,979.31 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 79,726.17 79,982.29 23.02 79,982.14 11/17/2111/09/21NRAAA 80,000.00 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 192,118.17 194,959.75 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 Page 14 For the Month Ending November 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 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 84,481.48 84,997.88 24.08 84,997.83 10/21/2110/13/21AaaAAA 85,000.00 362554AC1 0.68 1,280.51 2,499,445.49 2,500,096.29 1.21 2,499,972.41 2,500,373.10 Security Type Sub-Total 31,097,214.64 31,458,481.32 1.04 106,047.36 31,325,241.68 31,323,056.08 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 702,761.01 702,761.01 0.00 702,761.01 NRAAAm 702,761.01 702,761.01 702,761.01 0.00 702,761.01 702,761.01 Liquid Sub-Total $31,799,975.65 $32,161,242.33 $106,047.36 $32,028,002.69 $32,025,817.09 1.04% $32,131,864.45 $106,047.36 Total Investments Accrued Interest Securities Sub-Total Page 15 For the Month Ending November 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 18,083.76 15,039.01 1,020,781.20 102.08 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.53 1.89 34,957.38 40,389.58 1,505,652.27 102.08 MERRILL 1,475,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.53 1.89 3,668.36 2,091.80 180,632.81 103.22 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.74 2.51 5,282.44 1,637.70 335,460.94 103.22 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.74 2.51 1,545.33 (8,261.72) 516,093.75 103.22 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.74 2.51 64,011.67 47,144.53 2,786,906.25 103.22 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.74 2.51 (10,675.90)(20,976.56) 513,437.50 102.69 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.86 3.00 (35,989.93)(76,875.00) 2,053,750.00 102.69 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.86 3.00 (2,392.08)(1,640.63) 243,515.62 97.41 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.99 3.57 (6,419.29)(5,326.17) 438,328.13 97.41 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.99 3.57 (1,489.11)(1,224.61) 145,828.12 97.22 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.07 4.05 (5,139.25)(4,593.75) 340,265.63 97.22 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.07 4.05 (8,964.62)(8,683.59) 437,484.38 97.22 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.07 4.05 (645.76)(330.08) 631,921.87 97.22 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.07 4.05 (12,762.17)(12,181.64) 802,054.69 97.22 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.07 4.05 (33,791.13) 0.80 43,070.83 11,952,113.16 11,800,000.00 Security Type Sub-Total 2.85 Supra-National Agency Bond / Note Page 16 For the Month Ending November 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 Supra-National Agency Bond / Note (931.49)(775.18) 243,717.67 99.48 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.126% 04/20/2023 0.50 1.39 (3,557.21)(3,192.00) 495,733.00 99.15 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 0.68 1.98 (7,212.70)(7,183.12) 627,346.98 98.79 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 0.93 2.80 (11,150.30) 0.76 (11,701.40) 1,366,797.65 1,380,000.00 Security Type Sub-Total 2.25 Municipal Bond / Note 1,810.20 1,810.20 61,810.20 103.02 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.82 2.51 3,266.00 3,266.00 103,266.00 103.27 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.86 2.59 (3,373.50)(3,373.50) 321,626.50 98.96 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 1.19 3.25 (708.90)(708.90) 84,291.10 99.17 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 1.13 3.33 1,441.61 330.00 79,152.75 105.54 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 0.41 3.37 (339.13)(455.00) 65,004.55 100.01 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.26 3.50 (415.50)(557.60) 85,005.95 100.01 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.26 3.50 11.20 11.20 160,011.20 100.01 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 1.26 3.50 (1,089.00)(1,089.00) 98,911.00 98.91 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.93 3.63 (1,118.00)(1,118.00) 128,882.00 99.14 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 1.09 3.61 (1,485.40)(1,485.40) 138,514.60 98.94 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 1.07 3.62 (1,259.70)(1,259.70) 83,740.30 98.52 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 1.25 3.86 Page 17 For the Month Ending November 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 (4,629.70) 1.08 (3,260.12) 1,410,216.15 1,410,000.00 Security Type Sub-Total 3.37 Federal Agency Commercial Mortgage-Backed Security 302.41 69.00 32,753.97 101.06 CITIGRP 32,408.98 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.49 0.53 302.40 68.99 32,753.96 101.06 CITIGRP 32,408.98 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.49 0.53 1,382.44 315.47 149,732.41 101.06 CITIGRP 148,155.32 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.49 0.53 195.50 195.51 5,934.51 103.41 CSFB 5,739.02 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 1.04 1.58 514.45 514.81 34,643.24 101.51 JPM_CHAS 34,129.25 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.50 1.16 5,632.18 1,176.68 263,559.49 105.42 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 1.22 2.86 2,340.46 1.35 8,329.38 519,377.58 502,841.54 Security Type Sub-Total 1.77 Federal Agency Bond / Note (3,269.54)(2,879.10) 896,202.90 99.58 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.49 1.73 (1,789.62)(1,817.85) 373,250.63 99.53 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.51 1.77 (2,347.29)(2,275.88) 522,550.87 99.53 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.51 1.77 (1,786.53)(1,331.52) 322,456.23 99.22 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.54 1.88 (1,912.43)(1,800.05) 347,884.95 99.40 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.56 1.93 (1,841.62)(1,716.32) 322,913.18 99.36 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.57 1.99 (1,865.19)(1,767.00) 297,936.00 99.31 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.59 2.00 (4,221.44)(3,656.10) 344,607.90 98.46 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.97 3.35 Page 18 For the Month Ending November 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 (3,481.39)(3,249.75) 346,029.25 98.87 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.97 3.36 (7,874.49)(7,298.95) 415,584.55 97.78 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 1.00 3.61 (6,979.99)(6,566.00) 341,796.00 97.66 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 1.02 3.71 (3,308.34)(3,198.00) 146,352.00 97.57 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 1.04 3.73 (15,650.53)(15,151.50) 682,741.50 97.53 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 1.04 3.79 (12,062.65)(11,571.95) 636,101.05 97.86 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 1.06 3.90 (64,279.97) 0.77 (68,391.05) 5,996,407.01 6,075,000.00 Security Type Sub-Total 2.73 Corporate Note 1,536.50 1,536.50 176,536.50 100.88 04/01/22JPM_CHAS 175,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 2.53 0.34 332.20 391.05 225,265.05 100.12 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.58 1.59 (208.15)(183.15) 74,759.10 99.68 JPM_CHA 75,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.69 1.70 19,248.97 17,609.60 420,457.60 105.11 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 1.08 1.99 (504.70)(492.34) 104,455.16 99.48 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 0.98 2.20 (2,324.24)(2,279.34) 207,495.96 98.81 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 1.00 2.31 12,611.61 1,272.00 424,188.00 106.05 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 1.32 2.32 Page 19 For the Month Ending November 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 13,645.04 14,599.20 412,615.20 103.15 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 1.15 2.49 14,683.03 5,755.20 424,387.20 106.10 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 1.46 2.47 (660.25)(659.61) 69,334.09 99.05 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 1.11 2.67 6,539.39 7,272.00 405,640.00 101.41 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 1.23 2.69 (1,168.76)(1,163.90) 98,771.10 98.77 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 1.08 2.75 4,809.74 4,467.60 205,347.60 102.67 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 1.16 2.82 (2,957.06)(4,969.82) 177,924.43 101.67 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 1.26 3.09 (4,378.99)(11,018.70) 238,720.05 106.10 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 1.46 3.25 (2,337.90)(2,687.30) 548,418.20 99.71 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 1.21 3.31 (4,230.31)(11,131.20) 241,116.30 107.16 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 1.37 3.14 (3,579.03)(3,579.03) 311,420.97 98.86 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 1.16 3.44 (6,813.47)(6,744.05) 468,023.20 98.53 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 1.23 3.45 (4,648.79)(12,915.45) 244,003.05 108.45 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.50 3.43 (1,396.72)(3,526.19) 63,891.93 108.29 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 1.56 3.24 Page 20 For the Month Ending November 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 (4,841.33)(13,028.85) 244,816.65 108.81 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 1.48 3.33 (3,326.44)(3,284.32) 221,324.18 98.37 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 1.53 4.28 (1,917.60)(1,902.98) 142,775.12 98.47 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 1.47 4.42 (2,623.88)(2,620.80) 172,326.70 98.47 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 1.59 4.48 (29,283.88) 1.28 25,488.86 6,324,013.34 6,179,000.00 Security Type Sub-Total 2.86 Commercial Paper 55.80 1,023.30 599,812.80 99.97 CSFB 600,000.00 2254EBAQ4CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 0.20 0.15 1,023.30 0.20 55.80 599,812.80 600,000.00 Security Type Sub-Total 0.15 Certificate of Deposit 4,472.40 4,472.40 404,472.40 101.12 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.33 0.74 400.50 400.50 250,400.50 100.16 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 0.46 1.29 4,872.90 0.38 4,872.90 654,872.90 650,000.00 Security Type Sub-Total 0.95 Asset-Backed Security 216.96 222.33 49,473.53 100.44 JPM_CHAS 49,258.57 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.77 0.17 107.60 108.66 37,073.41 100.29 CITIGRP 36,966.30 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 3.04 0.16 Page 21 For the Month Ending November 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 96.30 101.11 29,643.64 100.32 JPM_CHAS 29,549.42 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.80 0.14 189.62 193.98 46,871.55 100.40 BARCLAYS 46,683.93 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.86 0.17 843.07 843.65 99,972.64 100.85 MERRILL 99,129.90 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.87 0.31 323.04 326.58 54,105.61 100.60 RBC 53,784.98 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.66 0.24 7,853.08 7,944.32 807,742.88 100.97 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.36 0.72 (353.51)(351.04) 84,636.13 99.57 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.46 1.58 (370.44)(370.06) 34,626.99 98.93 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 0.72 1.88 (417.32)(416.25) 74,575.86 99.43 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.53 1.62 (2,370.39)(2,369.88) 292,625.13 99.20 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 0.54 1.83 (2,613.89)(2,610.21) 322,354.79 99.19 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 0.47 1.81 8.63 8.73 99,987.65 99.99 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 0.88 2.25 (549.45)(546.44) 109,429.86 99.48 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 0.64 1.39 (256.12)(255.97) 79,726.17 99.66 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 0.82 2.24 (2,841.58)(2,840.08) 192,118.17 98.52 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 0.90 2.77 (516.40)(516.35) 84,481.48 99.39 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 0.81 2.32 (526.92) 1.15 (650.80) 2,499,445.49 2,500,373.10 Security Type Sub-Total 1.35 Page 22 For the Month Ending November 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 31,097,214.64 31,323,056.08 (135,425.24) (2,185.60) 0.92 Managed Account Sub-Total 2.60 Money Market Mutual Fund 0.00 0.00 702,761.01 1.00 702,761.01 CAMP Pool 0.00 702,761.01 702,761.01 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $32,131,864.45 $106,047.36 $32,025,817.09 Accrued Interest Securities Sub-Total $31,799,975.65 ($135,425.24) ($2,185.60) 0.92% 2.60 Page 23 For the Month Ending November 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 11/04/21 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 (632,251.95)(841.20)(633,093.15) 650,000.00 11/02/21 11/17/21 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 (79,982.14) 0.00 (79,982.14) 80,000.00 11/09/21 11/24/21 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 (99,978.92) 0.00 (99,978.92) 100,000.00 11/16/21 (841.20) (813,054.21)(812,213.01) 830,000.00 Transaction Type Sub-Total INTEREST 11/01/21 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 13077DQD7 0.00 187.25 187.25 85,000.00 11/01/21 11/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 15.36 15.36 5,753.39 11/01/21 11/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.93 637.93 250,000.00 11/01/21 11/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 549.37 549.37 213,346.51 11/01/21 11/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 59.69 59.69 34,237.18 11/01/21 11/06/21 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 3137EAEZ8 0.00 437.50 437.50 350,000.00 11/06/21 11/07/21 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 3135G06G3 0.00 1,625.00 1,625.00 650,000.00 11/07/21 11/11/21 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 037833DT4 0.00 3,093.75 3,093.75 550,000.00 11/11/21 11/15/21 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 11/15/21 11/15/21 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 11/15/21 11/15/21 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 91324PEC2 0.00 1,265.00 1,265.00 225,000.00 11/15/21 Page 24 For the Month Ending November 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 11/15/21 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 369550BG2 0.00 3,937.50 3,937.50 225,000.00 11/15/21 11/15/21 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 11/15/21 11/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 168.14 168.14 63,851.33 11/15/21 11/15/21 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 11/15/21 11/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 157.67 157.67 60,449.59 11/15/21 11/15/21 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 91412HGE7 0.00 375.28 375.28 85,000.00 11/15/21 11/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 319.76 319.76 114,200.18 11/15/21 11/15/21 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 11/15/21 11/15/21 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 11/15/21 11/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 156.97 156.97 63,421.25 11/16/21 11/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 98.93 98.93 39,311.09 11/16/21 11/16/21 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 40.14 40.14 85,000.00 11/16/21 11/20/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 11/20/21 11/20/21 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 11/20/21 11/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 131.61 131.61 48,593.81 11/20/21 11/24/21 INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 459058JM6 0.00 625.00 625.00 500,000.00 11/24/21 Page 25 For the Month Ending November 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 11/27/21 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 3135G06H1 0.00 406.25 406.25 325,000.00 11/27/21 15,787.33 15,787.33 0.00 5,893,164.33 Transaction Type Sub-Total MATURITY 11/01/21 NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 63873JY12 950,000.00 0.00 950,000.00 1,130.50 0.00 950,000.00 11/01/21 11/01/21 SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 86563GY14 350,000.00 0.00 350,000.00 297.50 0.00 350,000.00 11/01/21 0.00 0.00 1,428.00 1,300,000.00 1,300,000.00 1,300,000.00 Transaction Type Sub-Total PAYDOWNS 11/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 56.80 0.00 56.80 (0.48) 0.00 56.80 11/01/21 11/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 56.80 0.00 56.80 (0.48) 0.00 56.80 11/01/21 11/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 14.37 0.00 14.37 0.00 0.00 14.37 11/01/21 11/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 259.64 0.00 259.64 (2.21) 0.01 259.65 11/01/21 11/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 107.93 0.00 107.93 0.00 0.00 107.93 11/01/21 11/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 15,070.28 0.00 15,070.28 0.14 0.00 15,070.28 11/15/21 11/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 14,592.76 0.00 14,592.76 2.18 0.00 14,592.76 11/15/21 11/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 13,765.66 0.00 13,765.66 1.87 0.00 13,765.66 11/15/21 11/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 9,636.27 0.00 9,636.27 1.07 0.00 9,636.27 11/16/21 11/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 9,761.67 0.00 9,761.67 2.28 0.00 9,761.67 11/16/21 Page 26 For the Month Ending November 30, 2021Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method PAYDOWNS 11/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 11,627.51 0.00 11,627.51 0.49 0.00 11,627.51 11/20/21 0.00 0.01 4.86 74,949.69 74,949.69 74,949.70 Transaction Type Sub-Total 562,736.68 14,946.13 577,682.81 1,432.86 0.01 Managed Account Sub-Total Total Security Transactions $1,432.86 $577,682.81 $14,946.13 $562,736.68 $0.01 Page 27 For the Month Ending November 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 107,730.95 Opening Balance 11/01/21 11/01/21 Purchase - Interest 912828T91 1.00 20,109.38 127,840.33 11/01/21 11/01/21 Purchase - Interest 13077DQD7 1.00 187.25 128,027.58 11/01/21 11/01/21 Purchase - Principal 63873JY12 1.00 950,000.00 1,078,027.58 11/01/21 11/01/21 Purchase - Principal 86563GY14 1.00 350,000.00 1,428,027.58 11/04/21 11/04/21 Redemption - Principal 91282CBC4 1.00 (632,251.95) 795,775.63 11/04/21 11/04/21 Redemption - Interest 91282CBC4 1.00 (841.20) 794,934.43 11/08/21 11/08/21 Purchase - Interest 3135G06G3 1.00 1,625.00 796,559.43 11/08/21 11/08/21 Purchase - Interest 3137EAEZ8 1.00 437.50 796,996.93 11/12/21 11/12/21 Purchase - Interest 037833DT4 1.00 3,093.75 800,090.68 11/15/21 11/15/21 Purchase - Interest 369550BG2 1.00 3,937.50 804,028.18 11/15/21 11/15/21 Purchase - Interest 91324PEC2 1.00 1,265.00 805,293.18 11/15/21 11/15/21 Purchase - Interest 91412HGE7 1.00 375.28 805,668.46 11/15/21 11/15/21 Purchase - Interest 14041NFU0 1.00 1,146.67 806,815.13 11/15/21 11/15/21 Purchase - Interest 14313FAD1 1.00 157.67 806,972.80 11/15/21 11/15/21 Purchase - Interest 14314QAC8 1.00 47.67 807,020.47 11/15/21 11/15/21 Purchase - Interest 14315EAC4 1.00 319.76 807,340.23 11/15/21 11/15/21 Purchase - Interest 254683CP8 1.00 94.25 807,434.48 11/15/21 11/15/21 Purchase - Interest 43815AAC6 1.00 168.14 807,602.62 11/15/21 11/15/21 Purchase - Interest 44933LAC7 1.00 23.75 807,626.37 11/15/21 11/15/21 Purchase - Interest 65480BAC1 1.00 81.13 807,707.50 11/15/21 11/15/21 Purchase - Interest 89190GAC1 1.00 70.42 807,777.92 Page 28 For the Month Ending November 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 11/15/21 11/15/21 Purchase - Principal 14313FAD1 1.00 13,765.66 821,543.58 11/15/21 11/15/21 Purchase - Principal 14315EAC4 1.00 15,070.28 836,613.86 11/15/21 11/15/21 Purchase - Principal 43815AAC6 1.00 14,592.76 851,206.62 11/16/21 11/16/21 Purchase - Interest 362554AC1 1.00 40.14 851,246.76 11/16/21 11/16/21 Purchase - Interest 36255JAD6 1.00 98.93 851,345.69 11/16/21 11/16/21 Purchase - Interest 36256XAD4 1.00 156.97 851,502.66 11/16/21 11/16/21 Purchase - Principal 36255JAD6 1.00 9,761.67 861,264.33 11/16/21 11/16/21 Purchase - Principal 36256XAD4 1.00 9,636.27 870,900.60 11/17/21 11/17/21 Redemption - Principal 44935FAD6 1.00 (79,982.14) 790,918.46 11/22/21 11/22/21 Purchase - Interest 36261RAD0 1.00 23.38 790,941.84 11/22/21 11/22/21 Purchase - Interest 380144AD7 1.00 11.96 790,953.80 11/22/21 11/22/21 Purchase - Interest 92869BAD4 1.00 131.61 791,085.41 11/22/21 11/22/21 Purchase - Principal 92869BAD4 1.00 11,627.51 802,712.92 11/23/21 11/23/21 IP Fees October 2021 1.00 (2,601.09) 800,111.83 11/23/21 11/23/21 U.S. Bank Fees September 2021 1.00 (196.01) 799,915.82 11/24/21 11/24/21 Purchase - Interest 459058JM6 1.00 625.00 800,540.82 11/24/21 11/24/21 Redemption - Principal 43815GAC3 1.00 (99,978.92) 700,561.90 11/26/21 11/26/21 Purchase - Interest 3137BGK24 1.00 637.93 701,199.83 11/26/21 11/26/21 Purchase - Interest 3137BM6P6 1.00 549.37 701,749.20 11/26/21 11/26/21 Purchase - Interest 3137FKK39 1.00 15.36 701,764.56 11/26/21 11/26/21 Purchase - Interest 3137FQ3V3 1.00 59.69 701,824.25 11/26/21 11/26/21 Purchase - Principal 3137FQ3V3 1.00 107.93 701,932.18 Page 29 For the Month Ending November 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 11/26/21 11/26/21 Purchase - Principal 3137FKK39 1.00 14.37 701,946.55 11/26/21 11/26/21 Purchase - Principal 3137BM6P6 1.00 56.79 702,003.34 11/26/21 11/26/21 Purchase - Principal 3137BM6P6 1.00 56.79 702,060.13 11/26/21 11/26/21 Purchase - Principal 3137BM6P6 1.00 259.63 702,319.76 11/29/21 11/29/21 Purchase - Interest 3135G06H1 1.00 406.25 702,726.01 11/29/21 11/29/21 Purchase - Correction to Principal 3137BM6P6 from 11/25/2021 1.00 56.80 702,782.81 11/29/21 11/29/21 Purchase - Correction to Principal 3137BM6P6 from 11/25/2021 1.00 56.80 702,839.61 11/29/21 11/29/21 Purchase - Correction to Principal 3137BM6P6 from 11/25/2021 1.00 259.64 703,099.25 11/29/21 11/29/21 Redemption - Reversal of Principal 3137BM6P6 from 11/25/2021 1.00 (56.79) 703,042.46 11/29/21 11/29/21 Redemption - Reversal of Principal 3137BM6P6 from 11/25/2021 1.00 (56.79) 702,985.67 11/29/21 11/29/21 Redemption - Reversal of Principal 3137BM6P6 from 11/25/2021 1.00 (259.63) 702,726.04 11/30/21 12/01/21 Accrual Income Div Reinvestment - Distributions 1.00 34.97 702,761.01 Page 30 For the Month Ending November 30, 2021Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 702,761.01 702,761.01 702,761.01 841,499.29 565.36 0.00 (9,026,837.25) 9,445,632.92 283,965.34 34.97 702,761.01 0.00 (816,224.52) 1,411,254.58 107,730.95 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 November January-November 0.05% Page 31