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Item No. 06 - CC Investment Report for February 2022
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 22-109 Agenda Date: 3/22/2022 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 6) CC investment Report for February 2022 Receive and file the Investment Report for February 2022 Page 1 City of Lake Elsinore Printed on 3/17/2022 REPORT TO CITY COUNCIL To: Honorable Mayor and Members of the City Council From: Jason Simpson, City Manager Prepared by: Domenico Piazza, Senior Accountant Date: March 22, 2022 Subject: Investment Report for February 2022 Recommendation Receive and file the Investment Report for February 2022. Background and Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Exhibits A - Investment Report for February 2022 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 7,814,228$ 136,273$ (108,886)$ 7,841,615$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 7,814,228 136,273 (108,886) 7,843,915 INVESTMENTS Local Agency Investment Fund 60,889,438 - - 60,889,438 CAMP Investments: CAMP Pool Account 543,992 - - 543,992 U.S. Treasury Bond / Note 12,676,796 - - 12,676,796 Supra-National Agency Bond / Note 1,377,948 - - 1,377,948 Municipal Bond / Note 1,336,023 - - 1,336,023 Federal Agency Commercial Mortgage-Backed Security 473,855 - - 473,855 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Note 6,890,284 - - 6,890,284 Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security 2,287,803 - - 2,287,803 Sub-total Investments 93,186,827 - - 93,186,827 Market Value Adjustment: Unrealized Gain/(Loss) at 12/31/2021 (331,756) - - (331,756) Total Investments 92,855,071 - - 92,855,071 Total Pooled Cash and Investments 100,669,299$ 136,273$ (108,886)$ 100,698,986$ TOTAL POOLED CASH AND INVESTMENTS 100,698,986$ 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 March 9, 2022 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 FEBRUARY 28, 2022 FUND NO FUND NAME AMOUNT 100 General 14,469,713$ 102 Measure Z 6,358,207 106 Affordable Housing In Lieu 853,729 107 Developer Agreement Revenue 25,978 108 American Rescue Plan 7,339,937 109 Road Maintenance and Rehabilitation (SB1) 379,357 110 State Gas Tax 722,844 112 Measure A 1,501,007 114 SB1186 CASP Education Program 42,180 115 Traffic Safety 73,920 116 City Hall-Public Works DIF 111,366 117 Community Center DIF 69,614 118 Lake Side Facility DIF 141,214 119 Animal Shelter DIF 56,621 130 Lighting & Landscape Maintenance Fund - City-wide 707,670 135 Lighting & Landscape Maintenance - Dist. No. 1 586,731 140 Geothermal 11,821 160 PEG Grant 60,602 180 Launch Pointe 779,519 202 La Strada RBBD 24,109 203 E.L.S.P. - S.T.I.F. 3,399,719 205 Traffic Impact Fee 275,003 211 Storm Drain C.I.P. 2,162,775 221 Quimby Park C.I.P. 823,024 231 Library C.I.P. 1,298,797 232 City Fire Protection 415,758 300 Insurance Service 1,411,776 305 Information Systems Service 1,276,437 310 Support Service 11,614 315 Fleet Service 563,706 320 Facilities Service 675,391 331 CFD 2006-1CC Summerly Improvement Area CC 41,046 332 CFD 2006-1 Improvement Area B, Summerly 3,068,509 333 CFD 2015-3 Terracina 29,690 334 CFD 2015-5 Trieste - Far West Industries 32,572 336 CFD 2006-1FF Summerly Improvement Area FF 58,939 337 CFD 2016-2 Canyon Hills 140,656 338 CFD 2006-1 IA-JJ Summerly Improvement Area 105,434 339 CFD 2006-1 IA-KK Summerly Improvement Area 11,768 340 CFD 2006-1 IA-EE Summerly Improvement Area 89,754 345 CFD 2003-2 Improvement Area D, Canyon Hills 677,244 346 CFD 2014-1 Southshore 68,712 347 CFD 2006-1 Improvement Area A, Summerly 44,630 350 CFD 98-1 Summerhill 307,179 354 CFD 90-2 Tuscany Hills 922,081 361 CFD 2022-2 LAKESHORE IMPROVEMENT 45,000 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 FEBRUARY 28, 2022 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 FEBRUARY 28, 2022 366 CFD 2005-6 City Center Townhomes 80,284 368 CFD 2006-2 Viscaya 140,359 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 261,716 370 CFD 2006-1 IA-HH Summerly Improvement 73,439 371 CFD 2005-1 Serenity 76,309 372 CFD 2005-2 Alberhill Ranch Improvement Area 225,369 374 CFD 2005-4 Lakeview Villas 8,638 377 CFD 2006-6 Tessara 2,842 378 CFD 2006-8 Running Deer Estates 5,735 379 CFD 2022-1 ALBERHILL 45,000 384 CFD 2003-2 Area B Canyon Hills Improvement Area 956,556 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 507,090 386 CFD 2007-4 Mekenna Court 63,337 387 CFD 2007-5 Red Kite 25,651 388 CFD 2007-6 Holiday Inn Express 6,819 389 CFD 88-3 (2008A) West Lake Elsinore Series A 27,711 390 CFD 2003-2 Area C Canyon Hills Improvement Area 10,307 394 CFD 2005-5 (2012A) Wasson Canyon 56,915 395 CFD 2018-1 Wasson Canyon II Improvement Area 1,515 396 CFD 2018-2 Nichols Ranch Improvement Area 13,608 398 CFD 2021-1 Tuscany Valley and Crest 21,528 402 LEFFA 2016A - LOCAL OBLIGATION BONDS 53 500 Capital Improvement Plan 12,704,164 510 Successor To RDA Area I, II, & III 2,086,657 540 Successor To RDA Diamond Stadium 1,716,749 603 Endowment Trust - Carl Graves 57,224 604 Endowment Trust - Korn Memorial 33,968 605 Public Improvement Trust 1,583,168 606 Mobile Source Air Polution Reduction 352,908 608 Trust Deposit & Pre Paid Expense 1,672,785 617 Successor Agency Housing 18,455,383 620 Cost Recovery System 4,278,887 631 Lake Destratification Equipment Replacement 471,658 650 CFD 2003-1 Law & Fire Service 1,725,148 651 CFD 2006-5 Park & Open Space Service 68,875 652 CFD 2007-1 Law & Fire Service 52,792 653 CFD 2009-1 Parks & Lighting Service 364,978 655 CFD 2015-1s Law, Fire, Paramedic Services 189,507 Total Pooled Cash & Investments 100,698,986$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.58% 543,992$ U.S. Treasury Bond / Note Unlimited 13.60% 12,676,796$ Supra-National Agency Bond / Note 30% 1.48% 1,377,948$ Municipal Bond / Note Unlimited 1.43% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.51% 473,855$ Federal Agency Bond / Note Unlimited 6.50% (1)6,060,687$ Corporate Note 30% 7.39% 6,890,284$ Negotiable Certificates of Deposit 30% 0.70% 650,000$ Asset-Backed Security / Collaterized Mortgage 20% 2.46% 2,287,803$ LAIF (Local Agency Investment Fund) $75 Million 65.34% (2)60,889,438$ TOTAL 100.00% 93,186,827$ 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 FEBRUARY 28, 2022 Local Agency Investment Fund Feb 0.278 Jan 0.234 Dec 0.212 PMIA Quarter to Date(1):0.21% 340PMIA Average Life(1): 0.23LAIF Apportionment Rate(2): 0.00000625812849570 0.997439120 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.22% Treasuries 65.86% Agencies 18.33% Certificates of Deposit/Bank Notes 7.03% Time Deposits 1.99% Commercial Paper 6.21% Corporate Bonds 0.21% Loans 0.37% 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 03/08/22 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 12/31/21 Chart does not include $5,920,000.00 in mortgages, which equates to 0.003%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 02/28/22 $199.1 billion Yield Purchase Date Maturity Rate 0.278% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:52,889,438$ 8,000,000$ 60,889,438$ 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 FEBRUARY 28, 2022 CAMP Investment Portfolio For the Month Ending February 28, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 436,606.51 356,747.43 (249,362.03) 0.00 $543,991.91 CAMP Pool Unsettled Trades 0.00 23.65 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,262,651.01 246,458.01 (330,706.86) (202,946.56) $30,975,455.60 CAMP Managed Account Unsettled Trades 0.00 23,555.38 Cash Dividends and Income February 28, 2022 January 31, 2022 Asset Summary CAMP Pool 543,991.91 436,606.51 CAMP Managed Account 30,975,455.60 31,262,651.01 $31,519,447.51 $31,699,257.52 Total Asset Allocation 1.73% CAMP Pool 98.27% CAMP Managed Account Page 1 For the Month Ending February 28, 2022Managed 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 $436,606.51 356,747.43 (249,362.03) $543,991.91 23.65 $31,262,651.01 (79,044.61) (251,662.25) 246,458.01 0.00 (202,946.56) $30,975,455.60 $31,699,257.52 $31,519,447.51 25,975.59 (164.71) (2,255.50) $23,555.38 0.00 254,164.55 23,473.29 79,044.61 (246,622.72) (110,059.73) 0.00 Managed Account Total 31,600,018.94 32,144,010.85 77,211.85 254,164.55 79,044.61 23,473.29 (246,622.72) (31,690,508.93) (70,844.58) 0.00 77,211.85 503,526.58 79,044.61 23,473.29 (603,370.15) (32,127,115.44) (70,844.58) 23.65 Total Accrual Basis Earnings $25,937.01 $25,960.66 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending February 28, 2022Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,525,000.00 12,362,789.00 39.22 Supra-National Agency Bond / Note 1,380,000.00 1,348,867.02 4.28 Municipal Bond / Note 1,335,000.00 1,295,868.55 4.11 Federal Agency Commercial Mortgage-Backed Security 459,997.92 468,245.48 1.49 Federal Agency Bond / Note 6,075,000.00 5,890,995.73 18.69 Corporate Note 6,719,000.00 6,698,258.61 21.25 Certificate of Deposit 650,000.00 649,804.70 2.06 Asset-Backed Security 2,288,181.52 2,260,626.51 7.17 Managed Account Sub-Total 31,432,179.44 30,975,455.60 98.27% Accrued Interest 77,211.85 Total Portfolio 31,432,179.44 31,052,667.45 CAMP Pool 543,991.91 543,991.91 1.73 Total Investments 31,976,171.35 31,596,659.36 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.17% ABS 2.06% Cert of Deposit 21.25% Corporate Note 18.69% Fed Agy Bond / Note 1.49% Federal Agency Commercial Mortgage-Backed Security 1.73% Joint Powers Authority 4.11% Muni Bond / Note 4.28% Supra-National Agency Bond / Note 39.22% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 3.54% 0.03% 20.28% 33.23%34.72% 8.20% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1023 1.05% 1.70% Page 3 For the Month Ending February 28, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.34% A 3.84% A+ 6.28% A- 1.28% A-1 2.67% AA 62.51% AA+ 0.58% AA- 11.10% AAA 1.73% AAAm 4.61% BBB+ 1.06% NR Issuer Summary Percentof HoldingsIssuer Market Value 237,673.35 0.75 ABBOTT LABORATORIES 458,233.45 1.45 AMAZON.COM INC 403,614.40 1.28 AMERICAN HONDA FINANCE 536,807.15 1.70 APPLE INC 453,773.26 1.44 BANK OF AMERICA CO 235,360.27 0.75 BMW FINANCIAL SERVICES NA LLC 62,509.08 0.20 BRISTOL-MYERS SQUIBB CO 81,348.40 0.26 CALIFORNIA STATE UNIVERSITY 543,991.91 1.73 CAMP Pool 803,096.00 2.55 CAPITAL ONE FINANCIAL CORP 171,484.03 0.54 CARMAX AUTO OWNER TRUST 219,624.30 0.70 CATERPILLAR INC 100,818.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 102,773.06 0.33 CHARLES SCHWAB 229,601.03 0.73 CITIGROUP INC 247,769.50 0.79 CREDIT SUISSE GROUP RK 96,838.00 0.31 DEERE & COMPANY 188,897.48 0.60 DISCOVER FINANCIAL SERVICES 1,612,499.80 5.12 FANNIE MAE 480,036.15 1.52 FEDERAL HOME LOAN BANKS 301,633.10 0.96 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,266,705.26 13.54 FREDDIE MAC 232,676.55 0.74 GENERAL DYNAMICS CORP 111,310.53 0.35 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 117,848.84 0.37 GM FINANCIAL LEASINGTRUST 413,160.00 1.31 GOLDMAN SACHS GROUP INC 107,282.89 0.34 HONDA AUTO RECEIVABLES 151,432.99 0.48 HYUNDAI AUTO RECEIVABLES 617,074.59 1.96 INTER-AMERICAN DEVELOPMENT BANK 731,792.43 2.32 INTL BANK OF RECONSTRUCTION AND DEV 479,692.92 1.52 JP MORGAN CHASE & CO 134,524.60 0.43 LOS ANGELES COMMUNITY COLLEGE DISTRICT Page 4 For the Month Ending February 28, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 412,810.40 1.31 MORGAN STANLEY 314,148.25 1.00 NEW YORK ST URBAN DEVELOPMENT CORP 288,144.11 0.91 NISSAN AUTO RECEIVABLES 173,447.40 0.55 PACCAR FINANCIAL CORP 411,166.00 1.30 PNC FINANCIAL SERVICES GROUP 125,173.10 0.40 SAN JUAN UNIFIED SCHOOL DISTRICT 402,035.20 1.28 SKANDINAVISKA ENSKILDA BANKEN AB 60,291.00 0.19 STATE OF CONNECTICUT 96,072.00 0.30 STATE OF MINNESOTA 39,661.04 0.13 TARGET CORP 673,452.84 2.14 THE BANK OF NEW YORK MELLON CORPORATION 398,208.80 1.26 THE WALT DISNEY CORPORATION 530,447.76 1.68 TOYOTA MOTOR CORP 12,362,789.00 39.21 UNITED STATES TREASURY 214,989.98 0.68 UNITEDHEALTH GROUP INC 81,860.10 0.26 UNIVERSITY OF CALIFORNIA 2,867.21 0.01 VOLKSWAGEN OF AMERICA $31,519,447.51 Total 100.00% Page 5 For the Month Ending February 28, 2022Managed 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 778,027.31 773,029.24 4,209.51 769,883.79 07/03/1907/01/19AaaAA+ 775,000.00 912828T91 1.78 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1,003,906.20 1,002,350.13 5,431.63 1,005,742.19 10/04/1910/02/19AaaAA+ 1,000,000.00 912828T91 1.48 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 176,804.69 176,776.76 580.11 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 328,351.56 329,683.74 1,077.35 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 505,156.25 513,158.44 1,657.46 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,727,843.75 2,720,707.20 8,950.27 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 501,640.60 522,186.04 1,450.28 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2,006,562.40 2,082,567.11 5,801.10 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 238,281.25 246,189.50 103.59 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 428,906.25 445,109.11 186.47 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 142,476.57 147,479.17 93.23 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 332,445.33 345,682.25 217.54 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 379,937.52 388,656.94 248.62 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 427,429.71 446,663.35 279.70 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 Page 6 For the Month Ending February 28, 2022Managed 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 617,398.47 633,619.88 404.01 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 783,621.14 815,431.53 512.78 814,236.33 09/07/2109/01/21AaaAA+ 825,000.00 91282CBC4 0.68 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 72,000.00 71,492.60 188.02 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 912,000.00 927,637.68 2,381.56 926,843.75 01/06/2201/04/22AaaAA+ 950,000.00 91282CBW0 1.33 33,773.23 12,362,789.00 12,588,420.67 1.07 12,676,795.90 12,525,000.00 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 241,928.93 244,711.69 112.33 244,492.85 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 489,863.50 499,378.56 336.81 498,925.00 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 617,074.59 634,598.27 1,393.47 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 1,842.61 1,348,867.02 1,378,688.52 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 60,291.00 60,000.00 199.80 60,000.00 06/11/2005/29/20Aa3A+ 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 100,818.00 100,000.00 175.08 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 314,148.25 325,000.00 1,303.79 325,000.00 12/23/2012/16/20NRAA+ 325,000.00 650036DT0 0.87 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 81,860.10 85,000.00 221.00 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 Page 7 For the Month Ending February 28, 2022Managed 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 63,245.65 65,320.03 136.28 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 82,705.85 85,392.46 178.22 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 155,681.60 160,000.00 335.47 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 96,072.00 100,000.00 52.50 100,000.00 08/25/2008/11/20Aa1AAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 125,173.10 130,000.00 92.30 130,000.00 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 134,524.60 140,000.00 90.18 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 81,348.40 85,000.00 244.23 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 3,028.85 1,295,868.55 1,335,712.49 1.06 1,336,023.10 1,335,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 26,457.40 26,380.43 67.87 26,583.10 04/09/1804/04/18AaaAA+ 26,358.62 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 26,457.40 26,380.43 67.87 26,583.10 04/09/1804/04/18AaaAA+ 26,358.62 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 120,948.12 120,596.24 310.28 121,522.66 04/09/1804/04/18AaaAA+ 120,496.56 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 5,774.07 5,694.43 15.20 5,694.42 12/17/1812/07/18AaaAA+ 5,694.44 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 31,289.04 31,089.29 54.20 31,088.92 11/26/1911/20/19AaaAA+ 31,089.67 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 257,319.45 257,276.35 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 Page 8 For the Month Ending February 28, 2022Managed 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 Commercial Mortgage-Backed Security 1,153.34 468,245.48 467,417.17 2.35 473,855.01 459,997.92 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 885,377.70 899,547.69 43.75 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 368,693.25 375,034.65 450.52 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 516,170.55 524,912.35 630.73 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 318,354.08 324,342.40 152.34 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 343,267.75 349,823.24 279.51 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 318,479.20 324,785.20 212.15 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 293,863.20 299,825.60 181.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 337,177.05 348,915.00 665.97 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 338,420.60 349,546.21 783.85 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 405,841.85 423,563.47 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 334,255.25 348,856.81 21.88 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 142,859.10 149,682.60 276.56 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 Page 9 For the Month Ending February 28, 2022Managed 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 09/25/2020 0.375% 09/23/2025 666,891.40 698,495.99 1,152.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 621,344.75 648,278.71 1,029.17 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 6,056.84 5,890,995.73 6,065,609.92 0.39 6,060,686.98 6,075,000.00 Security Type Sub-Total Corporate Note TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 73,826.18 74,972.00 17.71 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 411,166.00 401,063.98 1,477.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 102,773.06 104,964.17 356.56 104,947.50 03/18/2103/16/21A2A 105,000.00 808513BN4 0.77 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 204,068.76 209,838.65 364.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 412,810.40 410,392.45 5,252.78 422,916.00 07/23/1907/19/19A1BBB+ 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 403,614.40 399,068.87 1,706.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 413,160.00 408,267.75 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 68,054.84 69,994.86 27.71 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 398,208.80 399,181.31 19.44 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 Page 10 For the Month Ending February 28, 2022Managed 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 96,838.00 99,945.20 296.88 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 173,447.40 180,426.35 218.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 229,601.03 241,788.57 2,557.50 249,738.75 09/01/2008/28/20A3BBB+ 225,000.00 172967JP7 0.88 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 536,807.15 550,700.64 1,890.63 551,105.50 05/13/2005/11/20AaaAA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 232,676.55 243,820.61 2,318.75 252,247.50 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 304,405.92 315,000.00 648.90 315,000.00 06/01/2105/24/21A2A- 315,000.00 46647PCH7 0.82 AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 458,233.45 474,848.15 928.89 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 235,107.23 247,062.10 726.56 256,918.50 08/20/2008/18/20A2A- 225,000.00 06051GFS3 0.93 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 62,509.08 64,839.82 101.61 67,418.12 09/30/2009/29/20A2A+ 59,000.00 110122DC9 0.88 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 237,673.35 247,940.32 4,020.31 257,845.50 09/28/2009/24/20A1A+ 225,000.00 002824BM1 0.86 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 218,666.03 225,000.00 812.81 225,000.00 12/06/2112/01/21A2A- 225,000.00 06051GKE8 1.53 Page 11 For the Month Ending February 28, 2022Managed 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 02/24/2022 2.595% 02/24/2026 175,287.00 175,000.00 88.30 175,000.00 02/24/2202/16/22A2A- 175,000.00 46647PCV6 2.60 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 214,989.98 224,669.95 761.88 224,608.50 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 138,359.15 144,709.38 330.78 144,678.10 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 167,305.43 174,953.18 115.45 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 219,624.30 223,893.08 541.88 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 39,661.04 39,933.35 80.17 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 469,384.08 473,964.00 946.70 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 28,877.20 6,698,258.61 6,826,238.74 1.61 6,890,284.47 6,719,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 402,035.20 400,000.00 62.00 400,000.00 09/03/1908/29/19P-1A-1 400,000.00 83050PDR7 1.85 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 247,769.50 250,000.00 1,405.35 250,000.00 03/23/2103/19/21A1A+ 250,000.00 22552G3C2 0.59 1,467.35 649,804.70 650,000.00 1.37 650,000.00 650,000.00 Security Type Sub-Total Page 12 For the Month Ending February 28, 2022Managed 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 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 9,182.69 9,174.24 12.89 9,173.16 11/28/1811/20/18AaaAAA 9,174.53 43815AAC6 3.16 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 2,867.21 2,863.55 2.84 2,863.46 11/21/1811/15/18AaaAAA 2,863.58 92869BAD4 3.25 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2,514.86 2,513.73 3.16 2,513.29 07/18/1807/11/18NRAAA 2,513.88 36255JAD6 3.03 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 7,638.07 7,632.92 10.62 7,632.15 07/25/1807/18/18NRAAA 7,633.19 14313FAD1 3.13 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 55,550.20 55,323.58 82.62 55,323.23 10/24/1810/17/18NRAAA 55,323.74 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 25,729.20 25,671.59 31.77 25,669.76 01/16/1901/08/19AaaNR 25,672.60 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 803,096.00 799,899.84 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 83,678.26 84,990.43 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 34,170.58 34,997.62 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 73,465.88 74,993.62 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 288,144.11 294,995.81 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 318,262.43 324,970.63 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 98,100.20 99,980.27 24.44 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 108,295.76 109,980.52 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 Page 13 For the Month Ending February 28, 2022Managed 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 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 77,967.11 79,983.27 26.31 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 188,897.48 194,961.82 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 83,066.47 84,997.99 24.08 84,997.83 10/21/2110/13/21AaaAAA 85,000.00 362554AC1 0.68 1,012.43 2,260,626.51 2,287,931.43 1.03 2,287,803.39 2,288,181.52 Security Type Sub-Total 31,432,179.44 31,753,396.80 1.05 77,211.85 31,600,018.94 30,975,455.60 Managed Account Sub-Total Joint Powers Authority CAMP Pool 543,991.91 543,991.91 0.00 543,991.91 NRAAAm 543,991.91 543,991.91 543,991.91 0.00 543,991.91 543,991.91 Liquid Sub-Total $31,976,171.35 $32,297,388.71 $77,211.85 $32,144,010.85 $31,519,447.51 1.05% $31,596,659.36 $77,211.85 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending February 28, 2022Managed 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 4,998.07 8,143.52 778,027.31 100.39 MERRILL 775,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1.39 1.64 1,556.07 (1,835.99) 1,003,906.20 100.39 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 1.39 1.64 27.93 (1,736.32) 176,804.69 101.03 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 1.55 2.29 (1,332.18)(5,471.68) 328,351.56 101.03 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 1.55 2.29 (8,002.19)(19,199.22) 505,156.25 101.03 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 1.55 2.29 7,136.55 (11,917.97) 2,727,843.75 101.03 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 1.55 2.29 (20,545.44)(32,773.46) 501,640.60 100.33 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1.63 2.77 (76,004.71)(124,062.60) 2,006,562.40 100.33 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1.63 2.77 (7,908.25)(6,875.00) 238,281.25 95.31 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 1.70 3.32 (16,202.86)(14,748.05) 428,906.25 95.31 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 1.70 3.32 (5,002.60)(4,576.16) 142,476.57 94.98 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.73 3.81 (13,236.92)(12,414.05) 332,445.33 94.98 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.73 3.81 (8,719.42)(8,031.23) 379,937.52 94.98 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.73 3.81 (19,233.64)(18,738.26) 427,429.71 94.98 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.73 3.81 (16,221.41)(14,853.48) 617,398.47 94.98 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.73 3.81 (31,810.39)(30,615.19) 783,621.14 94.98 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 1.73 3.81 507.40 541.99 72,000.00 96.00 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 1.75 4.10 Page 15 For the Month Ending February 28, 2022Managed 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 (15,637.68)(14,843.75) 912,000.00 96.00 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 1.75 4.10 (314,006.90) 1.61 (225,631.67) 12,362,789.00 12,525,000.00 Security Type Sub-Total 2.82 Supra-National Agency Bond / Note (2,782.76)(2,563.92) 241,928.93 98.75 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.126% 04/20/2023 1.24 1.14 (9,515.06)(9,061.50) 489,863.50 97.97 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 1.44 1.73 (17,523.68)(17,455.51) 617,074.59 97.18 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 1.63 2.54 (29,080.93) 1.49 (29,821.50) 1,348,867.02 1,380,000.00 Security Type Sub-Total 2.00 Municipal Bond / Note 291.00 291.00 60,291.00 100.49 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 1.78 2.29 818.00 818.00 100,818.00 100.82 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 1.75 2.37 (10,851.75)(10,851.75) 314,148.25 96.66 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 2.01 3.00 (3,139.90)(3,139.90) 81,860.10 96.31 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 2.08 3.08 (2,074.38)(2,213.90) 63,245.65 97.30 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 2.10 3.27 (2,686.61)(2,857.70) 82,705.85 97.30 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 2.10 3.27 (4,318.40)(4,318.40) 155,681.60 97.30 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 2.10 3.27 (3,928.00)(3,928.00) 96,072.00 96.07 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 1.82 3.39 (4,826.90)(4,826.90) 125,173.10 96.29 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 1.98 3.37 Page 16 For the Month Ending February 28, 2022Managed 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 (5,475.40)(5,475.40) 134,524.60 96.09 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 1.96 3.38 (3,651.60)(3,651.60) 81,348.40 95.70 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 2.08 3.61 (40,154.55) 1.99 (39,843.94) 1,295,868.55 1,335,000.00 Security Type Sub-Total 3.13 Federal Agency Commercial Mortgage-Backed Security 76.97 (125.70) 26,457.40 100.37 CITIGRP 26,358.62 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 2.19 0.34 76.97 (125.70) 26,457.40 100.37 CITIGRP 26,358.62 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 2.19 0.34 351.88 (574.54) 120,948.12 100.37 CITIGRP 120,496.56 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 2.19 0.34 79.64 79.65 5,774.07 101.40 CSFB 5,694.44 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.14 1.35 199.75 200.12 31,289.04 100.64 JPM_CHAS 31,089.67 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1.81 0.85 43.10 (5,063.36) 257,319.45 102.93 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 1.97 2.62 (5,609.53) 2.04 828.31 468,245.48 459,997.92 Security Type Sub-Total 1.64 Federal Agency Bond / Note (14,169.99)(13,704.30) 885,377.70 98.38 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 1.36 1.48 (6,341.40)(6,375.23) 368,693.25 98.32 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 1.37 1.52 (8,741.80)(8,656.20) 516,170.55 98.32 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 1.37 1.52 (5,988.32)(5,433.67) 318,354.08 97.96 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 1.40 1.63 (6,555.49)(6,417.25) 343,267.75 98.08 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 1.41 1.68 Page 17 For the Month Ending February 28, 2022Managed 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 (6,306.00)(6,150.30) 318,479.20 97.99 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 1.42 1.74 (5,962.40)(5,839.80) 293,863.20 97.95 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 1.43 1.76 (11,737.95)(11,086.95) 337,177.05 96.34 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 1.71 3.10 (11,125.61)(10,858.40) 338,420.60 96.69 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 1.71 3.11 (17,721.62)(17,041.65) 405,841.85 95.49 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 1.75 3.37 (14,601.56)(14,106.75) 334,255.25 95.50 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 1.71 3.47 (6,823.50)(6,690.90) 142,859.10 95.24 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 1.78 3.48 (31,604.59)(31,001.60) 666,891.40 95.27 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 1.75 3.54 (26,933.96)(26,328.25) 621,344.75 95.59 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 1.74 3.65 (169,691.25) 1.55 (174,614.19) 5,890,995.73 6,075,000.00 Security Type Sub-Total 2.47 Corporate Note (1,145.82)(1,116.07) 73,826.18 98.43 JPM_CHA 75,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 1.59 1.45 10,102.02 8,318.00 411,166.00 102.79 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 1.99 1.77 (2,191.11)(2,174.44) 102,773.06 97.88 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 1.81 1.95 (5,769.89)(5,706.54) 204,068.76 97.18 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 1.84 2.06 Page 18 For the Month Ending February 28, 2022Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note 2,417.95 (10,105.60) 412,810.40 103.20 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 2.35 2.07 4,545.53 5,598.40 403,614.40 100.90 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 2.00 2.27 4,892.25 (5,472.00) 413,160.00 103.29 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 2.40 2.03 (1,940.02)(1,938.86) 68,054.84 97.22 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 1.92 2.43 (972.51)(159.20) 398,208.80 99.55 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 1.93 2.46 (3,107.20)(3,097.00) 96,838.00 96.84 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 1.91 2.50 (6,978.95)(9,446.85) 173,447.40 99.11 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 2.11 2.87 (12,187.54)(20,137.72) 229,601.03 102.04 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 2.62 2.99 (13,893.49)(14,298.35) 536,807.15 97.60 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 1.90 3.06 (11,144.06)(19,570.95) 232,676.55 103.41 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 2.39 2.89 (10,594.08)(10,594.08) 304,405.92 96.64 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 1.89 3.21 (16,614.70)(16,533.80) 458,233.45 96.47 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 1.92 3.22 (11,954.87)(21,811.27) 235,107.23 104.49 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 2.50 3.23 (2,330.74)(4,909.04) 62,509.08 105.95 05/15/25WELLS_F 59,000.00 110122DC9BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 2.08 3.05 Page 19 For the Month Ending February 28, 2022Managed 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 (10,266.97)(20,172.15) 237,673.35 105.63 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 2.21 3.07 (6,333.97)(6,333.97) 218,666.03 97.18 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 2.31 2.71 287.00 287.00 175,287.00 100.16 JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 2.55 3.81 (9,679.97)(9,618.52) 214,989.98 95.55 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 2.26 4.02 (6,350.23)(6,318.95) 138,359.15 95.42 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 2.25 4.20 (7,647.75)(7,642.07) 167,305.43 95.60 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 2.29 4.26 (4,268.78)(4,239.45) 219,624.30 97.61 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 2.22 4.67 (272.31)(270.96) 39,661.04 99.15 CITIGRP 40,000.00 87612EBM7TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 2.13 4.66 (4,579.92)(4,561.42) 469,384.08 98.82 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 2.31 4.61 (192,025.86) 2.15 (127,980.13) 6,698,258.61 6,719,000.00 Security Type Sub-Total 2.97 Certificate of Deposit 2,035.20 2,035.20 402,035.20 100.51 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 0.82 0.50 (2,230.50)(2,230.50) 247,769.50 99.11 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 1.45 1.04 Page 20 For the Month Ending February 28, 2022Managed 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 (195.30) 1.06 (195.30) 649,804.70 650,000.00 Security Type Sub-Total 0.70 Asset-Backed Security 8.45 9.53 9,182.69 100.09 JPM_CHAS 9,174.53 43815AAC6HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 3.06 0.05 3.66 3.75 2,867.21 100.13 CITIGRP 2,863.58 92869BAD4VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 3.14 0.07 1.13 1.57 2,514.86 100.04 JPM_CHAS 2,513.88 36255JAD6GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 2.98 0.06 5.15 5.92 7,638.07 100.06 BARCLAYS 7,633.19 14313FAD1CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 3.08 0.05 226.62 226.97 55,550.20 100.41 MERRILL 55,323.74 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 3.09 0.19 57.61 59.44 25,729.20 100.22 RBC 25,672.60 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.84 0.14 3,196.16 3,297.44 803,096.00 100.39 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.56 0.47 (1,312.17)(1,308.91) 83,678.26 98.45 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.86 1.32 (827.04)(826.47) 34,170.58 97.63 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 1.16 1.63 (1,527.74)(1,526.23) 73,465.88 97.95 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.97 1.37 (6,851.70)(6,850.90) 288,144.11 97.68 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 0.98 1.59 (6,708.20)(6,702.57) 318,262.43 97.93 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 0.83 1.50 (1,880.07)(1,878.72) 98,100.20 98.10 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 1.38 2.03 (1,684.76)(1,680.54) 108,295.76 98.45 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 0.92 1.21 (2,016.16)(2,015.03) 77,967.11 97.46 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.36 2.03 (6,064.34)(6,060.77) 188,897.48 96.87 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 1.29 2.52 Page 21 For the Month Ending February 28, 2022Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Asset-Backed Security (1,931.52)(1,931.36) 83,066.47 97.73 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.19 2.04 (27,176.88) 1.32 (27,304.92) 2,260,626.51 2,288,181.52 Security Type Sub-Total 1.21 31,432,179.44 30,975,455.60 (777,941.20) (624,563.34) 1.70 Managed Account Sub-Total 2.58 Joint Powers Authority 0.00 0.00 543,991.91 1.00 543,991.91 CAMP Pool 0.00 543,991.91 543,991.91 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $31,596,659.36 $77,211.85 $31,519,447.51 Accrued Interest Securities Sub-Total $31,976,171.35 ($777,941.20) ($624,563.34) 1.70% 2.58 Page 22 For the Month Ending February 28, 2022Managed 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 02/14/22 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 91282CBW0 (71,458.01)(164.71)(71,622.72) 75,000.00 02/10/22 02/24/22 JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 46647PCV6 (175,000.00) 0.00 (175,000.00) 175,000.00 02/16/22 (164.71) (246,622.72)(246,458.01) 250,000.00 Transaction Type Sub-Total INTEREST 02/01/22 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 157411TK5 0.00 1,050.50 1,050.50 100,000.00 02/01/22 02/01/22 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 06051GFS3 0.00 4,359.38 4,359.38 225,000.00 02/01/22 02/01/22 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 798306WP7 0.00 553.80 553.80 130,000.00 02/01/22 02/01/22 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 0.00 541.10 541.10 140,000.00 02/01/22 02/01/22 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 60412AVJ9 0.00 315.00 315.00 100,000.00 02/01/22 02/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 476.91 476.91 185,209.28 02/01/22 02/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 02/01/22 02/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 54.38 54.38 31,195.66 02/01/22 02/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 15.24 15.24 5,709.05 02/01/22 02/06/22 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 69371RQ66 0.00 1,575.00 1,575.00 175,000.00 02/06/22 02/12/22 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 05565EBU8 0.00 262.50 262.50 70,000.00 02/12/22 Page 23 For the Month Ending February 28, 2022Managed 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 02/12/22 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 05565EBW4 0.00 1,093.75 1,093.75 175,000.00 02/12/22 02/14/22 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 89236THF5 0.00 187.50 187.50 75,000.00 02/14/22 02/15/22 BRISTOL-MYERS SQUIBB CO CORPORATE NOTES DTD 07/15/2020 3.875% 08/15/2025 110122DC9 0.00 1,143.13 1,143.13 59,000.00 02/15/22 02/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 02/15/22 02/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 02/15/22 02/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 02/15/22 02/15/22 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 02/15/22 02/15/22 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 57.46 57.46 21,819.68 02/15/22 02/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 193.22 193.22 69,008.58 02/15/22 02/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 02/15/22 02/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 02/15/22 02/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 02/15/22 02/15/22 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 52.24 52.24 20,027.55 02/15/22 02/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 02/16/22 02/16/22 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 28.09 28.09 11,159.42 02/16/22 Page 24 For the Month Ending February 28, 2022Managed 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 02/16/22 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 85.55 85.55 34,564.73 02/16/22 02/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 02/20/22 02/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 02/20/22 02/20/22 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 36.64 36.64 13,530.10 02/20/22 02/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 02/21/22 02/24/22 FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 3137EAEV7 0.00 1,125.00 1,125.00 900,000.00 02/24/22 02/25/22 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3135G05X7 0.00 656.25 656.25 350,000.00 02/25/22 02/26/22 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 83050PDR7 0.00 3,802.67 3,802.67 400,000.00 02/26/22 02/28/22 WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 254687FK7 0.00 3,500.00 3,500.00 400,000.00 02/28/22 23,473.29 23,473.29 0.00 6,126,224.05 Transaction Type Sub-Total PAYDOWNS 02/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 105.99 0.00 105.99 0.00 0.00 105.99 02/01/22 02/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 8,344.67 0.00 8,344.67 (71.06) 0.00 8,344.67 02/01/22 02/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 1,825.40 0.00 1,825.40 (15.54) 0.00 1,825.40 02/01/22 02/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 14.61 0.00 14.61 0.00 0.00 14.61 02/01/22 02/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 1,825.40 0.00 1,825.40 (15.54) 0.00 1,825.40 02/01/22 02/15/22 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 12,645.15 0.00 12,645.15 1.89 0.00 12,645.15 02/15/22 Page 25 For the Month Ending February 28, 2022Managed 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 02/15/22 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 12,394.36 0.00 12,394.36 1.69 0.00 12,394.36 02/15/22 02/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 13,684.84 0.00 13,684.84 0.12 0.00 13,684.84 02/15/22 02/16/22 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 8,645.54 0.00 8,645.54 2.01 0.00 8,645.54 02/16/22 02/16/22 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 8,892.13 0.00 8,892.13 0.98 0.00 8,892.13 02/16/22 02/20/22 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 10,666.52 0.00 10,666.52 0.45 0.00 10,666.52 02/20/22 0.00 0.00 (95.00) 79,044.61 79,044.61 79,044.61 Transaction Type Sub-Total SELL 02/14/22 CT ST T/E GO BONDS DTD 06/25/2020 2.000% 06/01/2025 20772KKK4 76,329.75 304.17 76,633.92 (2,493.00)(1,222.29)FIFO 75,000.00 02/10/22 02/22/22 JPMORGAN CHASE & CO BONDS DTD 03/22/2019 3.207% 04/01/2023 46647PBB1 175,332.50 2,198.13 177,530.63 332.50 332.50 FIFO 175,000.00 02/16/22 2,502.30 (889.79)(2,160.50) 254,164.55 251,662.25 250,000.00 Transaction Type Sub-Total 84,248.85 25,810.88 110,059.73 (2,255.50) (889.79)Managed Account Sub-Total Total Security Transactions ($2,255.50)$110,059.73 $25,810.88 $84,248.85 ($889.79) Page 26 For the Month Ending February 28, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 436,606.51 Opening Balance 02/01/22 02/01/22 Purchase - Interest 06051GFS3 1.00 4,359.38 440,965.89 02/01/22 02/01/22 Purchase - Interest 157411TK5 1.00 1,050.50 442,016.39 02/01/22 02/01/22 Purchase - Interest 54438CYK2 1.00 541.10 442,557.49 02/01/22 02/01/22 Purchase - Interest 60412AVJ9 1.00 315.00 442,872.49 02/01/22 02/01/22 Purchase - Interest 798306WP7 1.00 553.80 443,426.29 02/07/22 02/07/22 Purchase - Interest 69371RQ66 1.00 1,575.00 445,001.29 02/14/22 02/14/22 Purchase - Interest 05565EBU8 1.00 262.50 445,263.79 02/14/22 02/14/22 Purchase - Interest 05565EBW4 1.00 1,093.75 446,357.54 02/14/22 02/14/22 Purchase - Interest 89236THF5 1.00 187.50 446,545.04 02/14/22 02/14/22 Purchase - Principal 20772KKK4 1.00 76,329.75 522,874.79 02/14/22 02/14/22 Purchase - Interest 20772KKK4 1.00 304.17 523,178.96 02/14/22 02/14/22 Redemption - Principal 91282CBW0 1.00 (71,458.01) 451,720.95 02/14/22 02/14/22 Redemption - Interest 91282CBW0 1.00 (164.71) 451,556.24 02/15/22 02/15/22 Purchase - Interest 254683CP8 1.00 94.25 451,650.49 02/15/22 02/15/22 Purchase - Interest 14315EAC4 1.00 193.22 451,843.71 02/15/22 02/15/22 Purchase - Interest 14314QAC8 1.00 47.67 451,891.38 02/15/22 02/15/22 Purchase - Interest 14313FAD1 1.00 52.24 451,943.62 02/15/22 02/15/22 Purchase - Interest 14041NFU0 1.00 1,146.67 453,090.29 02/15/22 02/15/22 Purchase - Interest 110122DC9 1.00 1,143.13 454,233.42 02/15/22 02/15/22 Purchase - Interest 89190GAC1 1.00 70.42 454,303.84 02/15/22 02/15/22 Purchase - Interest 65480BAC1 1.00 81.13 454,384.97 Page 27 For the Month Ending February 28, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/15/22 02/15/22 Purchase - Interest 44935FAD6 1.00 49.33 454,434.30 02/15/22 02/15/22 Purchase - Interest 44933LAC7 1.00 23.75 454,458.05 02/15/22 02/15/22 Purchase - Interest 43815AAC6 1.00 57.46 454,515.51 02/15/22 02/15/22 Purchase - Principal 43815AAC6 1.00 12,645.15 467,160.66 02/15/22 02/15/22 Purchase - Principal 14313FAD1 1.00 12,394.36 479,555.02 02/15/22 02/15/22 Purchase - Principal 14315EAC4 1.00 13,684.84 493,239.86 02/16/22 02/16/22 Purchase - Interest 362554AC1 1.00 48.17 493,288.03 02/16/22 02/16/22 Purchase - Interest 36255JAD6 1.00 28.09 493,316.12 02/16/22 02/16/22 Purchase - Interest 36256XAD4 1.00 85.55 493,401.67 02/16/22 02/16/22 Purchase - Principal 36255JAD6 1.00 8,645.54 502,047.21 02/16/22 02/16/22 Purchase - Principal 36256XAD4 1.00 8,892.13 510,939.34 02/22/22 02/22/22 Purchase - Interest 380144AD7 1.00 11.96 510,951.30 02/22/22 02/22/22 Purchase - Interest 43815GAC3 1.00 73.33 511,024.63 02/22/22 02/22/22 Purchase - Interest 92869BAD4 1.00 36.64 511,061.27 02/22/22 02/22/22 Purchase - Interest 36261RAD0 1.00 23.38 511,084.65 02/22/22 02/22/22 Purchase - Interest 46647PBB1 1.00 2,198.13 513,282.78 02/22/22 02/22/22 Purchase - Principal 46647PBB1 1.00 175,332.50 688,615.28 02/22/22 02/22/22 Purchase - Principal 92869BAD4 1.00 10,666.52 699,281.80 02/24/22 02/24/22 Purchase - Interest 3137EAEV7 1.00 1,125.00 700,406.80 02/24/22 02/24/22 Redemption - Principal 46647PCV6 1.00 (175,000.00) 525,406.80 02/25/22 02/25/22 Purchase - Interest 3135G05X7 1.00 656.25 526,063.05 02/25/22 02/25/22 Purchase - Interest 3137BGK24 1.00 637.92 526,700.97 Page 28 For the Month Ending February 28, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/25/22 02/25/22 Purchase - Interest 3137BM6P6 1.00 476.91 527,177.88 02/25/22 02/25/22 Purchase - Interest 3137FQ3V3 1.00 54.38 527,232.26 02/25/22 02/25/22 Purchase - Interest 3137FKK39 1.00 15.24 527,247.50 02/25/22 02/25/22 Purchase - Principal 3137FKK39 1.00 14.61 527,262.11 02/25/22 02/25/22 Purchase - Principal 3137FQ3V3 1.00 105.99 527,368.10 02/25/22 02/25/22 Purchase - Principal 3137BM6P6 1.00 1,825.40 529,193.50 02/25/22 02/25/22 Purchase - Principal 3137BM6P6 1.00 1,825.40 531,018.90 02/25/22 02/25/22 Purchase - Principal 3137BM6P6 1.00 8,344.67 539,363.57 02/25/22 02/25/22 IP Fees January 2022 1.00 (2,594.99) 536,768.58 02/25/22 02/25/22 U.S. Bank Fees December 2021 1.00 (144.32) 536,624.26 02/28/22 02/28/22 Purchase - Interest 254687FK7 1.00 3,500.00 540,124.26 02/28/22 02/28/22 Purchase - Interest 83050PDR7 1.00 3,844.00 543,968.26 02/28/22 03/01/22 Accrual Income Div Reinvestment - Distributions 1.00 23.65 543,991.91 Page 29 For the Month Ending February 28, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 543,991.91 543,991.91 543,991.91 495,136.93 33.55 0.00 (1,918,170.40) 2,206,985.63 255,176.68 23.65 543,991.91 0.00 (249,362.03) 356,747.43 436,606.51 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 February January-February 0.06% Page 30