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HomeMy WebLinkAboutItem No. 27 SA Investment Report May 2021City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: TMP 21-253 Agenda Date: 6/22/2021 Status: Approval FinalVersion: 1 File Type: Successor Consent Calendar In Control: City Council / Successor Agency Agenda Number: 27) SA Investment Report for May 2021 Receive and file. Page 1 City of Lake Elsinore Printed on 12/29/2023 REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To: Honorable Agency Chairman and Members of the Successor Agency From: Jason Simpson, Executive Director Prepared by: Nancy Lassey, Finance Administrator Date: June 22, 2021 Subject: Investment Report for May 2021 Recommendation Receive and file the Investment Report for May 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 May 2021 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 1,806,261$ 142,690$ (52,827)$ 1,896,124$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 1,806,261 142,690 (52,827) 1,898,424 INVESTMENTS Local Agency Investment Fund 33,919,299 - - 33,919,299 CAMP Investments: CAMP Pool Account 803,388 - - 803,388 U.S. Treasury Bond / Note 11,015,366 - - 11,015,366 Supra-National Agency Bond / Note 743,418 - - 743,418 Municipal Bond / Note 1,329,846 - - 1,329,846 Federal Agency Collateralized Mortgage Obligation 614,609 - - 614,609 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Notes 5,988,647 - - 5,988,647 Commercial Paper 1,897,362 - - 1,897,362 Negotiable Certificate of Deposit 1,325,000 - - 1,325,000 Asset-Backed Security / Collaterized Mortgage 1,931,160 - - 1,931,160 Sub-total Investments 65,628,781 - - 65,628,781 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/21 341,239 - - 341,239 Total Investments 65,970,020 - - 65,970,020 Total Pooled Cash and Investments 67,776,281$ 142,690$ (52,827)$ 67,868,444$ TOTAL POOLED CASH AND INVESTMENTS 67,868,444$ 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 June 15, 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 MAY 31, 2021 FUND NO FUND NAME AMOUNT 100 General 12,770,529$ 102 Measure Z 8,368 103 The Anchor 276,145 106 Affordable Housing In Lieu 1,713,215 107 Developer Agreement Revenue 111,737 109 Road Maintenance and Rehabilitation (SB1)366,967 110 State Gas Tax 675,931 112 Measure A 1,192,882 114 SB1186 CASP Education Program 34,864 115 Traffic Safety 57,931 118 Lake Side Facility DIF 9,195 119 Animal Shelter DIF 23,381 121 T.R.I.P.-2014A 159 130 Lighting & Landscape Maintenance Fund - City-wide 946,461 135 Lighting & Landscape Maintenance - Dist. No. 1 1,696,158 140 Geothermal 11,838 155 CSA152 -- N.P.D.E.S.379,364 160 PEG Grant 43,676 180 Launch Pointe 305,864 202 La Strada RBBD 24,143 203 E.L.S.P. - S.T.I.F.3,317,937 205 Traffic Impact Fee 1,304,511 211 Storm Drain C.I.P. 1,321,909 221 Quimby Park C.I.P.668,739 231 Library C.I.P. 1,281,899 232 City Fire Protection 279,641 300 Insurance Service 1,443,078 305 Information Systems Service 371,365 320 Facilities Service 650,087 331 CFD 2006-1CC Summerly Improvement Area CC 123,316 332 CFD 2006-1 Improvement Area B, Summerly 136,418 333 CFD 2015-3 Terracina 634 334 CFD 2015-5 Trieste - Far West Industries 117,172 335 CFD 2003-2E Canyon Hills Improvement Area E 35,355 336 CFD 2006-1FF Summerly Improvement Area FF 138,869 337 CFD 2016-2 Canyon Hills 580,379 338 CFD 2006-1 IA-JJ Summerly Improvement Area 198,317 339 CFD 2006-1 IA-KK Summerly Improvement Area 25,146 340 CFD 2006-1 IA-EE Summerly Improvement Area 181,529 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,292,680 346 CFD 2014-1 Southshore 68,810 347 CFD 2006-1 Improvement Area A, Summerly 111,944 350 CFD 98-1 Summerhill 801,090 351 CFD 2006-1 IA-II Summerly Improvement 176,760 354 CFD 90-2 Tuscany Hills 1,356,391 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 MAY 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 MAY 31, 2021 357 CFD 2003-2 Canyon Hills Improvement Area 655,004 366 CFD 2005-6 City Center Townhomes 186,003 368 CFD 2006-2 Viscaya 308,119 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,007,389 370 CFD 2006-1 IA-HH Summerly Improvement 187,628 371 CFD 2005-1 Serenity 384,449 372 CFD 2005-2 Alberhill Ranch Improvement Area 931,673 374 CFD 2005-4 Lakeview Villas 6,730 376 CFD 2006-3 La Strada 24,341 377 CFD 2006-6 Tessara 13,516 378 CFD 2006-8 Running Deer Estates 4,926 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,839,345 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,194,939 386 CFD 2007-4 Mekenna Court 114,343 387 CFD 2007-5 Red Kite 81,529 388 CFD 2007-6 Holiday Inn Express 13,254 389 CFD 88-3 (2008A) West Lake Elsinore Series A 4,948 390 CFD 2003-2 Area C Canyon Hills Improvement Area 436,293 392 CFD 95-1 City Center 129,658 393 AD 93-1 Cottonwood Hills 791,930 394 CFD 2005-5 (2012A) Wasson Canyon 249,040 395 CFD 2018-1 Wasson Canyon II Improvement Area 8,887 396 CFD 2018-2 Nichols Ranch Improvement Area 19,485 397 CFD 2018-3 Village at Lakeshore 617,057 398 CFD 2021-1 Tuscany Valley and Crest 38,375 500 Capital Improvement Plan 3,917,958 510 Successor To RDA Area I, II, & III 6,895,927 540 Successor To RDA Diamond Stadium 564,260 603 Endowment Trust - Carl Graves 57,305 604 Endowment Trust - Korn Memorial 34,016 605 Public Improvement Trust 1,568,645 606 Mobile Source Air Polution Reduction 452,304 608 Trust Deposit & Pre Paid Expense 924,293 617 Successor Agency Housing 6,269,878 620 Cost Recovery System 842,453 631 Lake Destratification Equipment Replacement 459,766 Total Pooled Cash & Investments 67,868,444$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 1.22%803,388$ U.S. Treasury Bond / Note Unlimited 16.78%11,015,366$ Supra-National Agency Bond / Note 30%1.13%743,418$ Municipal Bond / Note Unlimited 2.03%1,329,846$ Federal Agency Collaterized Mortgage Obligation 40%0.94%614,609$ Federal Agency Bond / Note Unlimited 9.23%(1)6,060,687$ Corporate Note 30%9.13%5,988,647$ Commercial Paper 25%2.89%1,897,362$ Negotiable Certificates of Deposit 30%2.02%1,325,000$ Asset-Backed Security / Collaterized Mortgage 20%2.94%1,931,160$ LAIF (Local Agency Investment Fund)$75 Million 51.68%(2)33,919,299$ TOTAL 100.00%65,628,781$ 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 MAY 31, 2021 Local Agency Investment Fund May 0.315 Apr 0.339 Mar 0.357 0.00001214175683392 1.001269853 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.35% 0.44LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.41% 220PMIA Average Life(1): Treasuries 62.43% Agencies 14.97% Certificates of Deposit/Bank Notes 11.29% Time Deposits 2.95% Commercial Paper 7.89% Loans 0.45% Corporate Bonds 0.01% Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). Source: (1) State of California, Office of the Treasurer (2) State of Calfiornia, Office of the Controller PMIA Average Monthly Effective Yields(1) PMIA/LAIF Performance Report as of 06/09/21 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 03/31/21 Chart does not include 0.01% of mortgages.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 04/30/21 $140.8 billion Yield Purchase Date Maturity Rate 0.315%Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:19,419,299$ 14,500,000$ 33,919,299$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. LAIF accounts are subject to a $75 million cap per agency. C I T Y O F L A K E E L S I N O R E LOCAL AGENCY INVESTMENT FUND TRANSACTION SUMMARY FOR THE MONTH ENDING MAY 31, 2021 CAMP Investment Portfolio For the Month Ending May 31, 2021Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 972,139.53 443,111.21 (611,862.87) 0.00 $803,387.87 CAMP Pool Unsettled Trades 0.00 35.08 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,251,939.98 609,308.05 (423,373.51) 34,510.70 $31,275,255.22 CAMP Managed Account Unsettled Trades (197,130.00) 30,405.68 Cash Dividends and Income May 31, 2021 April 30, 2021 Asset Summary CAMP Pool 803,387.87 972,139.53 CAMP Managed Account 31,275,255.22 31,251,939.98 $32,078,643.09 $32,224,079.51 Total Asset Allocation 2.50% CAMP Pool 97.50% CAMP Managed Account Page 1 For the Month Ending May 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 $972,139.53 443,111.21 (611,862.87) $803,387.87 35.08 $31,251,939.98 (423,373.51) 0.00 609,308.05 (197,130.00) 34,510.70 $31,275,255.22 $32,224,079.51 $32,078,643.09 29,858.87 0.00 546.81 $30,405.68 303,931.25 0.00 25,927.62 123,373.51 (609,308.05) 156,075.67 0.00 Managed Account Total 30,819,735.09 31,623,122.96 109,766.43 514,802.50 427,304.76 25,927.62 (924,308.05) (30,825,690.62) (103,793.51) 0.00 109,766.43 1,126,665.37 427,304.76 25,927.62 (1,367,419.26) (31,797,830.15) (103,793.51) 35.08 Total Accrual Basis Earnings $43,744.22 $43,779.30 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending May 31, 2021Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 10,800,000.00 11,224,866.87 34.99 Supra-National Agency Bond / Note 745,000.00 744,658.29 2.32 Municipal Bond / Note 1,325,000.00 1,342,917.45 4.19 Federal Agency Collateralized Mortgage Obligation 599,951.28 627,841.76 1.96 Federal Agency Bond / Note 6,075,000.00 6,053,846.05 18.87 Corporate Note 5,814,000.00 6,092,238.96 18.99 Commercial Paper 1,900,000.00 1,898,017.45 5.92 Certificate of Deposit 1,325,000.00 1,334,331.50 4.16 Asset-Backed Security 1,931,492.98 1,956,536.89 6.10 Managed Account Sub-Total 30,515,444.26 31,275,255.22 97.50% Accrued Interest 109,766.43 Total Portfolio 30,515,444.26 31,385,021.65 CAMP Pool 803,387.87 803,387.87 2.50 Total Investments 31,318,832.13 32,188,409.52 100.00% Unsettled Trades 315,000.00 315,794.43 Sector Allocation 6.10% ABS 4.16% Cert of Deposit 5.92% Commercial Paper 18.99% Corporate Note 1.96% Fed Agency CMO 18.87% Fed Agy Bond / Note 2.50% Mny Mkt Fund 4.19% Muni Bond / Note 2.32% Supra-National Agency Bond / Note 34.99% US TSY Bond / Note Page 3 For the Month Ending May 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 8.71% 1.87% 9.27% 26.30% 36.77% 17.08% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1049 1.18% 0.51% Page 4 For the Month Ending May 31, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 2.35% A 5.38% A+ 5.76% A- 5.92% A-1 2.11% A-1+ 1.25% AA 59.01% AA+ 1.81% AA- 8.09% AAA 2.50% AAAm 4.77% BBB+ 1.05% NR Issuer Summary Percentof HoldingsIssuer Market Value 252,315.90 0.79 ABBOTT LABORATORIES 477,448.63 1.49 AMAZON.COM INC 423,104.40 1.32 AMERICAN HONDA FINANCE 558,172.45 1.74 APPLE INC 251,185.50 0.78 BANK OF AMERICA CO 66,018.05 0.21 BRISTOL-MYERS SQUIBB CO 803,387.87 2.50 CAMP Pool 814,940.96 2.54 CAPITAL ONE FINANCIAL CORP 452,625.46 1.41 CARMAX AUTO OWNER TRUST 226,727.55 0.71 CATERPILLAR INC 104,408.00 0.33 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 105,823.20 0.33 CHARLES SCHWAB 245,670.30 0.77 CITIGROUP INC 849,306.90 2.65 CREDIT SUISSE GROUP RK 1,683,745.60 5.25 FANNIE MAE 497,702.45 1.55 FEDERAL HOME LOAN BANKS 314,262.50 0.98 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,500,239.76 14.03 FREDDIE MAC 247,308.75 0.77 GENERAL DYNAMICS CORP 220,187.65 0.69 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 120,079.16 0.37 GM FINANCIAL LEASINGTRUST 435,108.00 1.36 GOLDMAN SACHS GROUP INC 150,875.66 0.47 HONDA AUTO RECEIVABLES 75,014.64 0.23 HYUNDAI AUTO RECEIVABLES 744,658.29 2.32 INTL BANK OF RECONSTRUCTION AND DEV 495,023.48 1.54 JP MORGAN CHASE & CO 139,269.20 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT 436,554.00 1.36 MORGAN STANLEY 949,275.15 2.96 NATIXIS NY BRANCH 325,702.00 1.02 NEW YORK ST URBAN DEVELOPMENT CORP 180,475.40 0.56 PACCAR FINANCIAL CORP 431,088.80 1.34 PNC FINANCIAL SERVICES GROUP Page 5 For the Month Ending May 31, 2021Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 675,480.60 2.11 ROYAL BANK OF CANADA 130,638.30 0.41 SAN JUAN UNIFIED SCHOOL DISTRICT 408,568.40 1.27 SKANDINAVISKA ENSKILDA BANKEN AB 142,533.30 0.44 STATE OF CONNECTICUT 100,238.00 0.31 STATE OF MINNESOTA 349,717.90 1.09 SUMITOMO MITSUI TRUST HOLDINGS INC 420,182.12 1.31 THE BANK OF NEW YORK MELLON CORPORATION 414,052.80 1.29 THE WALT DISNEY CORPORATION 200,776.00 0.63 TOYOTA MOTOR CORP 11,224,866.87 34.99 UNITED STATES TREASURY 225,203.63 0.70 UNITEDHEALTH GROUP INC 85,866.15 0.27 UNIVERSITY OF CALIFORNIA 122,813.36 0.38 VOLKSWAGEN OF AMERICA $32,078,643.09 Total 100.00% Page 6 For the Month Ending May 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 1,286,718.75 1,245,079.28 55.50 1,240,185.56 06/07/1906/03/19AaaAA+ 1,250,000.00 912828R69 1.83 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,034,531.20 1,003,403.64 1,413.05 1,005,742.19 10/04/1910/02/19AaaAA+ 1,000,000.00 912828T91 1.48 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,706,976.48 1,643,923.30 2,331.52 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 183,996.09 177,346.08 1,469.61 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 341,707.01 331,184.51 2,729.28 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 525,703.10 517,374.70 4,198.89 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,838,796.74 2,727,342.26 22,674.03 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 523,125.00 528,032.36 3,674.03 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,092,500.00 2,104,324.66 14,696.14 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 246,718.75 245,334.72 262.43 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 444,093.75 444,011.97 472.38 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 53,976.86 11,224,866.87 10,967,357.48 1.24 11,015,366.22 10,800,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 244,789.79 244,522.03 34.88 244,492.85 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 499,868.50 499,110.55 24.31 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 Page 7 For the Month Ending May 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 Supra-National Agency Bond / Note 59.19 744,658.29 743,632.58 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 62,926.80 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 104,408.00 100,000.00 700.33 100,000.00 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 325,702.00 325,000.00 596.92 325,000.00 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 85,866.15 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 79,606.50 78,099.36 750.00 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 65,893.75 65,391.76 340.71 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 86,168.75 85,480.42 445.54 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 162,200.00 160,000.00 838.67 160,000.00 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 100,238.00 100,000.00 210.00 100,000.00 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 130,638.30 130,000.00 369.20 130,000.00 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 139,269.20 140,000.00 360.73 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 5,144.96 1,342,917.45 1,328,971.54 1.07 1,329,845.85 1,325,000.00 Security Type Sub-Total Federal Agency Collateralized Mortgage Obligation Page 8 For the Month Ending May 31, 2021Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Collateralized Mortgage Obligation FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 2,417.89 2,421.40 7.17 2,465.98 04/30/1804/11/18AaaAA+ 2,417.89 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 2,417.89 2,421.40 7.17 2,465.98 04/30/1804/11/18AaaAA+ 2,417.89 3136B1XP4 3.11 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 12,089.42 12,106.97 35.86 12,329.90 04/30/1804/11/18AaaAA+ 12,089.43 3136B1XP4 2.93 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,492.20 34,763.94 89.31 34,979.41 04/09/1804/04/18AaaAA+ 34,684.05 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 35,492.20 34,763.94 89.31 34,979.41 04/09/1804/04/18AaaAA+ 34,684.05 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 162,250.06 158,920.85 408.28 159,905.85 04/09/1804/04/18AaaAA+ 158,555.65 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 16,534.96 16,163.34 43.14 16,163.31 12/17/1812/07/18AaaAA+ 16,163.36 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 90,908.37 88,937.53 155.05 88,936.83 11/26/1911/20/19AaaAA+ 88,938.97 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 270,238.77 259,250.94 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 1,473.21 627,841.76 609,750.31 2.40 614,609.48 599,951.28 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 901,551.60 899,319.44 606.25 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 375,572.63 375,051.66 216.15 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 525,801.67 524,869.31 302.60 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 324,403.30 324,040.16 50.78 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 Page 9 For the Month Ending May 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 11/05/2020 0.250% 11/06/2023 350,317.80 349,744.78 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 325,302.25 324,692.99 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 300,206.10 299,751.55 368.75 299,703.00 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 349,564.25 348,655.17 228.47 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 351,244.60 349,438.30 236.98 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 420,559.60 423,246.69 575.52 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 345,970.80 348,611.65 350.00 348,362.00 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 148,138.20 149,615.06 135.94 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 690,910.50 698,180.63 495.83 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 644,302.75 647,929.85 216.67 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 3,853.73 6,053,846.05 6,063,147.24 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 179,229.05 175,000.00 935.38 175,000.00 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 226,727.55 224,911.78 585.00 224,874.00 07/08/2007/06/20A2A 225,000.00 14913R2D8 0.67 Page 10 For the Month Ending May 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 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 200,776.00 199,886.93 297.22 199,846.00 08/14/2008/11/20A1A+ 200,000.00 89236THF5 0.53 PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 431,088.80 401,525.88 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 105,823.20 104,951.09 159.69 104,947.50 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 210,338.52 209,782.68 102.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 436,554.00 413,983.76 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 423,104.40 398,769.46 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 435,108.00 411,573.50 6,117.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 414,052.80 398,936.51 1,808.33 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 209,843.60 200,630.90 431.67 200,880.00 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 180,475.40 181,806.96 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 245,670.30 245,763.66 701.25 249,738.75 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 558,172.45 550,868.87 343.75 551,105.50 05/13/2005/11/20Aa1AA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 247,308.75 248,588.36 350.00 252,247.50 10/20/2010/16/20A2A- 225,000.00 369550BG2 0.80 Page 11 For the Month Ending May 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 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 315,794.43 315,000.00 0.00 315,000.00 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 477,448.63 474,813.32 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 251,185.50 251,884.31 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 66,018.05 66,201.28 673.17 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 252,315.90 253,150.56 1,840.63 257,845.50 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 225,203.63 224,611.29 86.25 224,608.50 05/19/2105/17/21A3A+ 225,000.00 91324PEC2 1.19 30,685.26 6,092,238.96 5,952,641.10 1.58 5,988,646.67 5,814,000.00 Security Type Sub-Total Commercial Paper SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 349,717.90 349,747.13 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 949,275.15 949,273.25 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 599,024.40 598,933.50 0.00 598,789.50 04/30/2104/29/21P-1A-1 600,000.00 2254EBAQ4 0.27 0.00 1,898,017.45 1,897,953.88 0.21 1,897,361.50 1,900,000.00 Security Type Sub-Total Certificate of Deposit Page 12 For the Month Ending May 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 Certificate of Deposit ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 50,035.60 50,000.00 783.00 50,000.00 06/08/1806/07/18P-1A-1+ 50,000.00 78012UEE1 2.98 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 100,071.20 100,000.00 1,566.00 100,000.00 06/08/1806/07/18P-1A-1+ 100,000.00 78012UEE1 2.98 ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 525,373.80 525,000.00 8,221.50 525,000.00 06/08/1806/07/18P-1A-1+ 525,000.00 78012UEE1 3.24 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 408,568.40 400,000.00 1,963.33 400,000.00 09/03/1908/29/19Aa2A+ 400,000.00 83050PDR7 1.85 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 250,282.50 250,000.00 286.81 250,000.00 03/23/2103/19/21Aa3A+ 250,000.00 22552G3C2 0.59 12,820.64 1,334,331.50 1,325,000.00 2.29 1,325,000.00 1,325,000.00 Security Type Sub-Total Asset-Backed Security HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 150,875.66 149,355.32 209.77 149,341.77 11/28/1811/20/18AaaAAA 149,364.10 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 122,813.36 121,412.44 120.57 121,409.52 11/21/1811/15/18AaaAAA 121,414.62 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 97,831.28 96,911.61 121.96 96,898.16 07/18/1807/11/18NRAAA 96,920.76 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 139,609.72 138,192.59 192.25 138,181.60 07/25/1807/18/18NRAAA 138,200.43 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 203,019.80 199,672.49 298.18 199,671.51 10/24/1810/17/18NRAAA 199,673.35 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 122,356.37 120,912.91 149.64 120,906.33 01/16/1901/08/19AaaNR 120,919.72 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 814,940.96 799,869.39 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 85,090.94 84,988.02 8.57 84,987.17 02/24/2102/17/21AaaNR 85,000.00 36261RAD0 0.33 Page 13 For the Month Ending May 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 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 34,988.22 34,997.06 1.99 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 75,014.64 74,992.28 12.67 74,992.11 04/28/2104/20/21NRAAA 75,000.00 44933LAC7 0.38 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 109,995.94 109,976.85 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 1,752.58 1,956,536.89 1,931,280.96 2.14 1,931,160.08 1,931,492.98 Security Type Sub-Total 30,515,444.26 30,906,094.63 1.18 109,766.43 30,819,735.09 31,275,255.22 Managed Account Sub-Total Money Market Mutual Fund CAMP Pool 803,387.87 803,387.87 0.00 803,387.87 NRAAAm 803,387.87 803,387.87 803,387.87 0.00 803,387.87 803,387.87 Money Market Sub-Total $31,318,832.13 $31,709,482.50 $109,766.43 $31,623,122.96 $32,078,643.09 1.18% $32,188,409.52 $109,766.43 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 14 For the Month Ending May 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 41,639.47 46,533.19 1,286,718.75 102.94 MORGAN_S 1,250,000.00 912828R69US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 0.15 1.97 31,127.56 28,789.01 1,034,531.20 103.45 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.19 2.38 63,053.18 67,869.06 1,706,976.48 103.45 MERRILL 1,650,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 0.19 2.38 6,650.01 5,455.08 183,996.09 105.14 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.32 2.99 10,522.50 7,883.77 341,707.01 105.14 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.32 2.99 8,328.40 1,347.63 525,703.10 105.14 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.32 2.99 111,454.48 99,035.02 2,838,796.74 105.14 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 0.32 2.99 (4,907.36)(11,289.06) 523,125.00 104.63 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.45 3.47 (11,824.66)(38,125.00) 2,092,500.00 104.63 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 0.45 3.47 1,384.03 1,562.50 246,718.75 98.69 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.58 4.07 81.78 439.45 444,093.75 98.69 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 0.58 4.07 209,500.65 0.32 257,509.39 11,224,866.87 10,800,000.00 Security Type Sub-Total 2.90 Supra-National Agency Bond / Note 267.76 296.94 244,789.79 99.91 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 0.18 1.89 757.95 943.50 499,868.50 99.97 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 0.26 2.48 1,240.44 0.23 1,025.71 744,658.29 745,000.00 Security Type Sub-Total 2.29 Municipal Bond / Note Page 15 For the Month Ending May 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Municipal Bond / Note 2,926.80 2,926.80 62,926.80 104.88 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 0.41 2.99 4,408.00 4,408.00 104,408.00 104.41 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 0.69 3.07 702.00 702.00 325,702.00 100.22 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 0.81 3.74 866.15 866.15 85,866.15 101.02 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 0.62 3.82 1,507.14 783.75 79,606.50 106.14 MORGAN_ 75,000.00 20772KKK4CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 0.45 3.84 501.99 434.20 65,893.75 101.38 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.91 3.98 688.33 605.20 86,168.75 101.38 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.91 3.98 2,200.00 2,200.00 162,200.00 101.38 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 0.91 3.98 238.00 238.00 100,238.00 100.24 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 0.57 4.12 638.30 638.30 130,638.30 100.49 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 0.73 4.10 (730.80)(730.80) 139,269.20 99.48 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 0.90 4.11 13,071.60 0.76 13,945.91 1,342,917.45 1,325,000.00 Security Type Sub-Total 3.82 Federal Agency Collateralized Mortgage Obligation (3.51)(48.09) 2,417.89 100.00 JPM_CHAS 2,417.89 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.20 (3.51)(48.09) 2,417.89 100.00 JPM_CHAS 2,417.89 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.20 (17.55)(240.48) 12,089.42 100.00 JPM_CHAS 12,089.43 3136B1XP4FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3.56 0.20 728.26 512.79 35,492.20 102.33 CITIGRP 34,684.05 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.08 1.02 Page 16 For the Month Ending May 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 728.26 512.79 35,492.20 102.33 CITIGRP 34,684.05 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.08 1.02 3,329.21 2,344.21 162,250.06 102.33 CITIGRP 158,555.65 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1.08 1.02 371.62 371.65 16,534.96 102.30 CSFB 16,163.36 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.08 0.89 1,970.84 1,971.54 90,908.37 102.21 JPM_CHAS 88,938.97 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.36 1.79 10,987.83 7,855.96 270,238.77 108.10 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 0.72 3.32 13,232.28 1.06 18,091.45 627,841.76 599,951.28 Security Type Sub-Total 2.09 Federal Agency Bond / Note 2,232.16 2,469.60 901,551.60 100.17 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 0.17 2.23 520.97 504.15 375,572.63 100.15 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.18 2.27 932.36 974.92 525,801.67 100.15 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 0.18 2.27 363.14 615.55 324,403.30 99.82 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 0.20 2.38 573.02 632.80 350,317.80 100.09 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 0.21 2.43 609.26 672.75 325,302.25 100.09 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 0.21 2.49 454.55 503.10 300,206.10 100.07 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 0.22 2.51 909.08 1,300.25 349,564.25 99.88 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 0.53 3.84 1,806.30 1,965.60 351,244.60 100.36 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 0.53 3.86 (2,687.09)(2,323.90) 420,559.60 98.96 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 0.63 4.11 Page 17 For the Month Ending May 31, 2021Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Federal Agency Bond / Note (2,640.85)(2,391.20) 345,970.80 98.85 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 0.65 4.21 (1,476.86)(1,411.80) 148,138.20 98.76 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 0.67 4.23 (7,270.13)(6,982.50) 690,910.50 98.70 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 0.68 4.29 (3,627.10)(3,370.25) 644,302.75 99.12 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 0.70 4.40 (6,840.93) 0.41 (9,301.19) 6,053,846.05 6,075,000.00 Security Type Sub-Total 3.23 Corporate Note 4,229.05 4,229.05 179,229.05 102.42 04/01/22JPM_CHAS 175,000.00 46647PBB1JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 1.86 0.83 1,815.77 1,853.55 226,727.55 100.77 BARCLAY 225,000.00 14913R2D8CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 07/08/2020 0.650% 07/07/2023 0.28 2.09 889.07 930.00 200,776.00 100.39 JPM_CHA 200,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 0.32 2.20 29,562.92 28,240.80 431,088.80 107.77 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES DTD 01/23/2019 3.500% 01/23/2024 0.54 2.53 872.11 875.70 105,823.20 100.78 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 0.47 2.70 555.84 563.22 210,338.52 100.16 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 0.44 2.81 22,570.24 13,638.00 436,554.00 109.14 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 0.70 2.79 24,334.94 25,088.40 423,104.40 105.78 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 0.50 2.96 23,534.50 16,476.00 435,108.00 108.78 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC BONDS DTD 07/08/2014 3.850% 07/08/2024 0.97 2.93 Page 18 For the Month Ending May 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 15,116.29 15,684.80 414,052.80 103.51 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 0.65 3.16 9,212.70 8,963.60 209,843.60 104.92 MORGAN_S 200,000.00 06406RAL1BANK OF NY MELLON CORP DTD 10/24/2019 2.100% 10/24/2024 0.63 3.30 (1,331.56)(2,418.85) 180,475.40 103.13 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 0.93 3.57 (93.36)(4,068.45) 245,670.30 109.19 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 0.90 3.71 7,303.58 7,066.95 558,172.45 101.49 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 0.74 3.80 (1,279.61)(4,938.75) 247,308.75 109.92 JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 0.94 3.74 794.43 794.43 315,794.43 100.25 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 0.76 3.95 2,635.31 2,681.38 477,448.63 100.52 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 0.67 3.94 (698.81)(5,733.00) 251,185.50 111.64 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 1.02 3.87 (183.23)(1,400.07) 66,018.05 111.90 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 0.98 3.69 (834.66)(5,529.60) 252,315.90 112.14 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 0.98 3.78 592.34 595.13 225,203.63 100.09 CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC CORPORATE NOTES DTD 05/19/2021 1.150% 05/15/2026 1.13 4.84 103,592.29 0.75 139,597.86 6,092,238.96 5,814,000.00 Security Type Sub-Total 3.24 Commercial Paper Page 19 For the Month Ending May 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 Commercial Paper (29.23) 15.40 349,717.90 99.92 MERRILL 350,000.00 86563GY14SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 0.19 0.44 1.90 405.65 949,275.15 99.92 NATIXIS 950,000.00 63873JY12NATIXIS NY BRANCH COMM PAPER DTD 02/04/2021 0.000% 11/01/2021 0.18 0.44 90.90 234.90 599,024.40 99.84 CSFB 600,000.00 2254EBAQ4CREDIT SUISSE NEW YORK COMM PAPER DTD 04/29/2021 0.000% 01/24/2022 0.25 0.67 655.95 0.20 63.57 1,898,017.45 1,900,000.00 Security Type Sub-Total 0.51 Certificate of Deposit 35.60 35.60 50,035.60 100.07 RBC 50,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 -0.41 0.03 71.20 71.20 100,071.20 100.07 RBC 100,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 -0.41 0.03 373.80 373.80 525,373.80 100.07 RBC 525,000.00 78012UEE1ROYAL BANK OF CANADA NY CD DTD 06/08/2018 3.240% 06/07/2021 -0.41 0.03 8,568.40 8,568.40 408,568.40 102.14 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.13 1.24 282.50 282.50 250,282.50 100.11 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 0.52 1.80 9,331.50 (0.07) 9,331.50 1,334,331.50 1,325,000.00 Security Type Sub-Total 0.73 Asset-Backed Security 1,520.34 1,533.89 150,875.66 101.01 JPM_CHAS 149,364.10 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 2.52 0.35 1,400.92 1,403.84 122,813.36 101.15 CITIGRP 121,414.62 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2.62 0.35 919.67 933.12 97,831.28 100.94 JPM_CHAS 96,920.76 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.53 0.36 1,417.13 1,428.12 139,609.72 101.02 BARCLAYS 138,200.43 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 2.62 0.36 Page 20 For the Month Ending May 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 3,347.31 3,348.29 203,019.80 101.68 MERRILL 199,673.35 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 2.61 0.47 1,443.46 1,450.04 122,356.37 101.19 RBC 120,919.72 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.47 0.42 15,071.57 15,142.40 814,940.96 101.87 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.13 1.21 102.92 103.77 85,090.94 100.11 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.30 1.98 (8.84)(8.83) 34,988.22 99.97 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 0.42 2.31 22.36 22.53 75,014.64 100.02 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.38 2.20 19.09 19.64 109,995.94 100.00 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 0.52 2.46 25,376.81 1.63 25,255.93 1,956,536.89 1,931,492.98 Security Type Sub-Total 1.02 30,515,444.26 31,275,255.22 369,160.59 455,520.13 0.51 Managed Account Sub-Total 2.69 Money Market Mutual Fund 0.00 0.00 803,387.87 1.00 803,387.87 CAMP Pool 0.00 803,387.87 803,387.87 0.00 0.00 Money Market Sub-Total 0.00 Total Investments $32,188,409.52 $109,766.43 $32,078,643.09 Accrued Interest Securities Sub-Total $31,318,832.13 $369,160.59 $455,520.13 0.51% 2.69 Bolded items are forward settling trades. Page 21 For the Month Ending May 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 05/05/21 SUMITOMO MITSUI TRUST NY COMM PAPER DTD 05/05/2021 0.000% 11/01/2021 86563GY14 (349,702.50) 0.00 (349,702.50) 350,000.00 05/05/21 05/19/21 UNITEDHEALTH GROUP INC CORPORATE NOTES DTD 05/19/2021 1.150% 05/15/2026 91324PEC2 (224,608.50) 0.00 (224,608.50) 225,000.00 05/17/21 05/26/21 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 (34,997.05) 0.00 (34,997.05) 35,000.00 05/18/21 06/01/21 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 46647PCH7 (315,000.00) 0.00 (315,000.00) 315,000.00 05/24/21 0.00 (924,308.05)(924,308.05) 925,000.00 Transaction Type Sub-Total INTEREST 05/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 587.90 587.90 228,309.81 05/01/21 05/25/21 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 05/01/21 05/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 72.72 72.72 27,244.93 05/01/21 05/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 271.73 271.73 94,202.81 05/01/21 05/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 0.00 58.33 58.33 19,663.54 05/01/21 05/06/21 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 3137EAEZ8 0.00 439.93 439.93 350,000.00 05/06/21 05/07/21 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 3135G06G3 0.00 1,579.86 1,579.86 650,000.00 05/07/21 05/11/21 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 05/11/21 05/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 408.77 408.77 156,716.42 05/15/21 Page 22 For the Month Ending May 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 05/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 615.55 615.55 219,839.14 05/15/21 05/15/21 GENERAL DYNAMICS CORP DTD 05/11/2018 3.500% 05/15/2025 369550BG2 0.00 3,937.50 3,937.50 225,000.00 05/15/21 05/15/21 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 05/15/21 05/15/21 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 13.46 13.46 75,000.00 05/15/21 05/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 448.23 448.23 170,214.34 05/15/21 05/15/21 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 38.13 38.13 110,000.00 05/15/21 05/15/21 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 05/15/21 05/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 277.12 277.12 110,113.40 05/16/21 05/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 332.83 332.83 134,478.08 05/16/21 05/20/21 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 05/20/21 05/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 376.55 376.55 139,035.30 05/20/21 05/24/21 INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 459058JM6 0.00 625.00 625.00 500,000.00 05/24/21 05/27/21 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 3135G06H1 0.00 410.76 410.76 325,000.00 05/27/21 05/31/21 US TREASURY NOTES DTD 05/31/2016 1.625% 05/31/2023 912828R69 0.00 10,156.25 10,156.25 1,250,000.00 05/31/21 25,927.62 25,927.62 0.00 6,554,817.77 Transaction Type Sub-Total MATURITY 05/15/21 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 25,000.00 387.50 25,387.50 17.25 0.00 25,000.00 05/15/21 Page 23 For the Month Ending May 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 MATURITY 05/15/21 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 25,000.00 387.50 25,387.50 17.25 0.00 25,000.00 05/15/21 05/15/21 HERSHEY COMPANY CORP NOTES DTD 05/10/2018 3.100% 05/15/2021 427866BA5 125,000.00 1,937.50 126,937.50 86.25 0.00 125,000.00 05/15/21 05/19/21 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 25,000.00 243.75 25,243.75 94.50 0.00 25,000.00 05/19/21 05/19/21 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 25,000.00 243.75 25,243.75 94.50 0.00 25,000.00 05/19/21 05/19/21 STATE STREET CORP NOTES DTD 05/19/2016 1.950% 05/19/2021 857477AV5 75,000.00 731.25 75,731.25 283.50 0.00 75,000.00 05/19/21 3,931.25 0.00 593.25 303,931.25 300,000.00 300,000.00 Transaction Type Sub-Total PAYDOWNS 05/25/21 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 5,263.84 0.00 5,263.84 0.13 0.00 5,263.84 05/01/21 05/25/21 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 11,081.57 0.00 11,081.57 0.03 0.00 11,081.57 05/01/21 05/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 391.19 0.00 391.19 (7.78) 0.00 391.19 05/01/21 05/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 1,955.96 0.00 1,955.96 (38.90) 0.00 1,955.96 05/01/21 05/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 58.75 0.00 58.75 (0.50) 0.00 58.75 05/01/21 05/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 58.75 0.00 58.75 (0.50) 0.00 58.75 05/01/21 05/25/21 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 268.56 0.00 268.56 (2.29) 0.00 268.56 05/01/21 05/25/21 FNA 2018-M5 A2 DTD 04/01/2018 3.560% 09/01/2021 3136B1XP4 391.19 0.00 391.19 (7.78) 0.00 391.19 05/01/21 05/15/21 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 20,850.24 0.00 20,850.24 3.12 0.00 20,850.24 05/15/21 05/15/21 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 20,165.79 0.00 20,165.79 0.19 0.00 20,165.79 05/15/21 Page 24 For the Month Ending May 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 05/15/21 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 18,515.99 0.00 18,515.99 2.52 0.00 18,515.99 05/15/21 05/16/21 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 13,192.64 0.00 13,192.64 3.08 0.00 13,192.64 05/16/21 05/16/21 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 13,558.36 0.00 13,558.36 1.50 0.00 13,558.36 05/16/21 05/20/21 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 17,620.68 0.00 17,620.68 0.74 0.00 17,620.68 05/20/21 0.00 0.00 (46.44) 123,373.51 123,373.51 123,373.51 Transaction Type Sub-Total SELL 06/01/21 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 46647PBB1 512,130.00 2,672.50 514,802.50 12,130.00 12,130.00 FIFO 500,000.00 05/25/21 2,672.50 12,130.00 12,130.00 514,802.50 512,130.00 500,000.00 Transaction Type Sub-Total 11,195.46 32,531.37 43,726.83 12,676.81 12,130.00 Managed Account Sub-Total Total Security Transactions $12,676.81 $43,726.83 $32,531.37 $11,195.46 $12,130.00 Bolded items are forward settling trades. Page 25 For the Month Ending May 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 972,139.53 Opening Balance 05/05/21 05/05/21 Redemption - Principal 86563GY14 1.00 (349,702.50) 622,437.03 05/06/21 05/06/21 Purchase - Interest 3137EAEZ8 1.00 439.93 622,876.96 05/07/21 05/07/21 Purchase - Interest 3135G06G3 1.00 1,579.86 624,456.82 05/11/21 05/11/21 Purchase - Interest 037833DT4 1.00 3,093.75 627,550.57 05/17/21 05/17/21 Purchase - Interest 369550BG2 1.00 3,937.50 631,488.07 05/17/21 05/17/21 Purchase - Interest 91412HGE7 1.00 375.28 631,863.35 05/17/21 05/17/21 Purchase - Interest 14041NFU0 1.00 1,146.67 633,010.02 05/17/21 05/17/21 Purchase - Interest 14313FAD1 1.00 408.77 633,418.79 05/17/21 05/17/21 Purchase - Interest 14314QAC8 1.00 38.13 633,456.92 05/17/21 05/17/21 Purchase - Interest 14315EAC4 1.00 615.55 634,072.47 05/17/21 05/17/21 Purchase - Interest 36255JAD6 1.00 277.12 634,349.59 05/17/21 05/17/21 Purchase - Interest 36256XAD4 1.00 332.83 634,682.42 05/17/21 05/17/21 Purchase - Interest 43815AAC6 1.00 448.23 635,130.65 05/17/21 05/17/21 Purchase - Interest 44933LAC7 1.00 13.46 635,144.11 05/17/21 05/17/21 Purchase - Principal 427866BA5 1.00 25,387.50 660,531.61 05/17/21 05/17/21 Purchase - Principal 427866BA5 1.00 126,937.50 787,469.11 05/17/21 05/17/21 Purchase - Principal 427866BA5 1.00 25,387.50 812,856.61 05/17/21 05/17/21 Purchase - Principal 14313FAD1 1.00 18,515.99 831,372.60 05/17/21 05/17/21 Purchase - Principal 14315EAC4 1.00 20,165.79 851,538.39 05/17/21 05/17/21 Purchase - Principal 43815AAC6 1.00 20,850.24 872,388.63 05/17/21 05/17/21 Purchase - Principal 36255JAD6 1.00 13,192.64 885,581.27 Page 26 For the Month Ending May 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 05/17/21 05/17/21 Purchase - Principal 36256XAD4 1.00 13,558.36 899,139.63 05/19/21 05/19/21 Purchase - Principal 857477AV5 1.00 25,243.75 924,383.38 05/19/21 05/19/21 Purchase - Principal 857477AV5 1.00 25,243.75 949,627.13 05/19/21 05/19/21 Purchase - Principal 857477AV5 1.00 75,731.25 1,025,358.38 05/19/21 05/19/21 Redemption - Principal 91324PEC2 1.00 (224,608.50) 800,749.88 05/20/21 05/20/21 Purchase - Interest 92869BAD4 1.00 376.55 801,126.43 05/20/21 05/20/21 Purchase - Interest 36261RAD0 1.00 23.38 801,149.81 05/20/21 05/20/21 Purchase - Principal 92869BAD4 1.00 17,620.68 818,770.49 05/24/21 05/24/21 Purchase - Interest 459058JM6 1.00 625.00 819,395.49 05/25/21 05/25/21 Purchase - Interest 3137BGK24 1.00 637.92 820,033.41 05/25/21 05/25/21 Purchase - Interest 3137BM6P6 1.00 587.90 820,621.31 05/25/21 05/25/21 Purchase - Interest 3137FKK39 1.00 72.72 820,694.03 05/25/21 05/25/21 Purchase - Interest 3137FQ3V3 1.00 271.73 820,965.76 05/25/21 05/25/21 Purchase - Interest 3136B1XP4 1.00 58.33 821,024.09 05/25/21 05/25/21 Purchase - Principal 3136B1XP4 1.00 391.19 821,415.28 05/25/21 05/25/21 Purchase - Principal 3136B1XP4 1.00 391.19 821,806.47 05/25/21 05/25/21 Purchase - Principal 3136B1XP4 1.00 1,955.96 823,762.43 05/25/21 05/25/21 Purchase - Principal 3137BM6P6 1.00 58.75 823,821.18 05/25/21 05/25/21 Purchase - Principal 3137BM6P6 1.00 58.75 823,879.93 05/25/21 05/25/21 Purchase - Principal 3137BM6P6 1.00 268.56 824,148.49 05/25/21 05/25/21 Purchase - Principal 3137FKK39 1.00 11,081.57 835,230.06 05/25/21 05/25/21 Purchase - Principal 3137FQ3V3 1.00 5,263.84 840,493.90 Page 27 For the Month Ending May 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 05/25/21 05/25/21 IP Fees April 2021 1.00 (2,386.51) 838,107.39 05/25/21 05/25/21 U.S. Bank Fees March 2021 1.00 (168.31) 837,939.08 05/26/21 05/26/21 Redemption - Principal 380144AD7 1.00 (34,997.05) 802,942.03 05/27/21 05/27/21 Purchase - Interest 3135G06H1 1.00 410.76 803,352.79 05/28/21 06/01/21 Accrual Income Div Reinvestment - Distributions 1.00 35.08 803,387.87 803,387.87 803,387.87 803,387.87 766,074.03 426.82 0.00 (4,016,681.69) 4,536,104.22 283,965.34 35.08 803,387.87 0.00 (611,862.87) 443,111.21 972,139.53 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 May January-May 0.05% Page 28