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Item No. 24 SA Investment Report March 2022
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 22-171 Agenda Date: 4/26/2022 Status: Approval FinalVersion: 1 File Type: Successor Consent Calendar In Control: Successor Agency Agenda Number: 24) SA investment Report for March 2022 Receive and file the Investment Report for March 2022. Page 1 City of Lake Elsinore Printed on 4/21/2022 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: Domenico Piazza, Senior Accountant Date: April 26, 2022 Subject: Investment Report for March 2022 Recommendation Receive and file the Investment Report for March 2022. 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 March 2022 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,335,387$ 219,318$ (910,892)$ 1,643,813$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,335,387 219,318 (910,892) 1,646,113 INVESTMENTS Local Agency Investment Fund 63,389,438 - - 63,389,438 CAMP Investments: CAMP Pool Account 44,994 - - 44,994 U.S. Treasury Bond / Note 12,329,106 - - 12,329,106 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 462,946 - - 462,946 Federal Agency Bond / Note 6,060,687 - - 6,060,687 Corporate Note 7,803,831 - - 7,803,831 Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security 2,244,126 - - 2,244,126 Sub-total Investments 95,699,099 - - 95,699,099 Market Value Adjustment: Unrealized Gain/(Loss) at 12/31/2021 (331,756) - - (331,756) Total Investments 95,367,343 - - 95,367,343 Total Pooled Cash and Investments 97,702,730$ 219,318$ (910,892)$ 97,013,457$ TOTAL POOLED CASH AND INVESTMENTS 97,013,457$ 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 April 12, 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 MARCH 31, 2022 FUND NO FUND NAME AMOUNT 100 General 19,867,704$ 102 Measure Z 7,048,425 106 Affordable Housing In Lieu 464,145 107 Developer Agreement Revenue 33,978 108 American Rescue Plan 7,339,937 109 Road Maintenance and Rehabilitation (SB1) 479,824 110 State Gas Tax 744,860 112 Measure A 1,789,108 114 SB1186 CASP Education Program 43,368 116 City Hall-Public Works DIF 170,418 117 Community Center DIF 109,394 118 Lake Side Facility DIF 198,076 119 Animal Shelter DIF 82,025 130 Lighting & Landscape Maintenance Fund - City-wide 437,631 135 Lighting & Landscape Maintenance - Dist. No. 1 553,857 140 Geothermal 11,821 160 PEG Grant 60,602 180 Launch Pointe 81,806 202 La Strada RBBD 24,109 203 E.L.S.P. - S.T.I.F. 3,399,719 205 Traffic Impact Fee 377,685 211 Storm Drain C.I.P. 2,178,445 221 Quimby Park C.I.P. 945,824 231 Library C.I.P. 1,311,697 232 City Fire Protection 472,946 300 Insurance Service 1,422,573 305 Information Systems Service 1,149,637 310 Support Service 4,666 315 Fleet Service 472,514 320 Facilities Service 600,105 331 CFD 2006-1CC Summerly Improvement Area CC 39,723 332 CFD 2006-1 Improvement Area B, Summerly 18,387 333 CFD 2015-3 Terracina 19,655 334 CFD 2015-5 Trieste - Far West Industries 31,284 336 CFD 2006-1FF Summerly Improvement Area FF 57,651 337 CFD 2016-2 Canyon Hills 137,405 338 CFD 2006-1 IA-JJ Summerly Improvement Area 104,146 339 CFD 2006-1 IA-KK Summerly Improvement Area 10,445 340 CFD 2006-1 IA-EE Summerly Improvement Area 88,466 345 CFD 2003-2 Improvement Area D, Canyon Hills 674,634 346 CFD 2014-1 Southshore 68,712 347 CFD 2006-1 Improvement Area A, Summerly 42,363 350 CFD 98-1 Summerhill 305,857 354 CFD 90-2 Tuscany Hills 849,648 355 RAD 2021-1 Canyon Hills Improvement 216,601 361 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 MARCH 31, 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 MARCH 31, 2022 366 CFD 2005-6 City Center Townhomes 79,340 368 CFD 2006-2 Viscaya 139,414 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 260,393 370 CFD 2006-1 IA-HH Summerly Improvement 72,116 371 CFD 2005-1 Serenity 74,987 372 CFD 2005-2 Alberhill Ranch Improvement Area 224,046 374 CFD 2005-4 Lakeview Villas 8,166 377 CFD 2006-6 Tessara 2,275 378 CFD 2006-8 Running Deer Estates 5,168 379 CFD 2022-1 ALBERHILL 35,000 384 CFD 2003-2 Area B Canyon Hills Improvement Area 948,574 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 505,768 386 CFD 2007-4 Mekenna Court 62,087 387 CFD 2007-5 Red Kite 24,401 388 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 6,907 394 CFD 2005-5 (2012A) Wasson Canyon 55,970 395 CFD 2018-1 Wasson Canyon II Improvement Area 622 396 CFD 2018-2 Nichols Ranch Improvement Area 2,028 398 CFD 2021-1 Tuscany Valley and Crest 21,528 400 LE Facilities Financing Authority 2016 A 151,193 500 Capital Improvement Plan 9,891,173 510 Successor To RDA Area I, II, & III 2,086,657 540 Successor To RDA Diamond Stadium 1,462,256 603 Endowment Trust - Carl Graves 57,224 604 Endowment Trust - Korn Memorial 33,968 605 Public Improvement Trust 1,623,171 606 Mobile Source Air Polution Reduction 372,508 608 Trust Deposit & Pre Paid Expense 1,730,898 617 Successor Agency Housing 17,630,425 620 Cost Recovery System 4,316,408 631 Lake Destratification Equipment Replacement 471,378 655 CFD 2015-1s Law, Fire, Paramedic Services 36,000 Total Pooled Cash & Investments 97,013,457$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.05% 44,994$ U.S. Treasury Bond / Note Unlimited 12.88% 12,329,106$ Supra-National Agency Bond / Note 30% 1.44% 1,377,948$ Municipal Bond / Note Unlimited 1.40% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.48% 462,946$ Federal Agency Bond / Note Unlimited 6.33% (1)6,060,687$ Corporate Note 30% 8.15% 7,803,831$ Negotiable Certificates of Deposit 30% 0.68% 650,000$ Asset-Backed Security / Collaterized Mortgage 20% 2.34% 2,244,126$ LAIF (Local Agency Investment Fund) $75 Million 66.24% (2)63,389,438$ TOTAL 100.00% 95,699,099$ 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 MARCH 31, 2022 Local Agency Investment Fund Mar 0.365 Feb 0.278 Jan 0.234 0.00000625812849570 0.997439120 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.22% 0.23LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.21% 340PMIA Average Life(1): 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 04/06/22 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 $199.1 billion Yield Purchase Date Maturity Rate 0.365% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:60,889,438$ 2,500,000$ 63,389,438$ 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 MARCH 31, 2022 CAMP Investment Portfolio For the Month Ending March 31, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 543,991.91 488,381.70 (987,379.49) 0.00 $44,994.12 CAMP Pool Unsettled Trades 0.00 27.51 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,975,455.60 980,964.45 (466,896.59) (597,988.11) $30,891,535.35 CAMP Managed Account Unsettled Trades 0.00 14,796.97 Cash Dividends and Income March 31, 2022 February 28, 2022 Asset Summary CAMP Pool 44,994.12 543,991.91 CAMP Managed Account 30,891,535.35 30,975,455.60 $30,936,529.47 $31,519,447.51 Total Asset Allocation 0.15% CAMP Pool 99.85% CAMP Managed Account Page 1 For the Month Ending March 31, 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 $543,991.91 488,381.70 (987,379.49) $44,994.12 27.51 $30,975,455.60 (54,547.16) (412,349.43) 980,964.45 0.00 (597,988.11) $30,891,535.35 $31,519,447.51 $30,936,529.47 17,654.93 (60.69) (2,797.27) $14,796.97 0.00 414,622.54 15,381.82 54,547.16 (981,025.14) 496,473.62 0.00 Managed Account Total 32,106,818.72 32,151,812.84 93,701.84 414,622.54 54,547.16 15,381.82 (981,025.14) (31,600,018.94) (77,211.85) 0.00 93,701.84 1,402,002.03 54,547.16 15,381.82 (1,469,406.84) (32,144,010.85) (77,211.85) 27.51 Total Accrual Basis Earnings $26,816.15 $26,843.66 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending March 31, 2022Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,175,000.00 11,742,749.81 37.97 Supra-National Agency Bond / Note 1,380,000.00 1,328,695.97 4.29 Municipal Bond / Note 1,335,000.00 1,260,606.10 4.07 Federal Agency Commercial Mortgage-Backed Security 449,132.65 451,409.06 1.46 Federal Agency Bond / Note 6,075,000.00 5,786,922.23 18.71 Corporate Note 7,650,000.00 7,475,693.65 24.16 Certificate of Deposit 650,000.00 647,481.50 2.09 Asset-Backed Security 2,244,499.62 2,197,977.03 7.10 Managed Account Sub-Total 31,958,632.27 30,891,535.35 99.85% Accrued Interest 93,701.84 Total Portfolio 31,958,632.27 30,985,237.19 CAMP Pool 44,994.12 44,994.12 0.15 Total Investments 32,003,626.39 31,030,231.31 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.10% ABS 2.09% Cert of Deposit 24.16% Corporate Note 18.71% Fed Agy Bond / Note 1.46% Federal Agency Commercial Mortgage-Backed Security 0.15% Joint Powers Authority 4.07% Muni Bond / Note 4.29% Supra-National Agency Bond / Note 37.97% 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 1.98%0.80% 18.73% 35.43%33.44% 9.62% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1009 1.08% 2.45% Page 3 For the Month Ending March 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.39% A 2.09% A+ 6.29% A- 2.09% A-1 5.46% AA 61.22% AA+ 1.33% AA- 11.06% AAA 0.15% AAAm 4.89% BBB+ 1.03% NR Issuer Summary Percentof HoldingsIssuer Market Value 232,606.13 0.75 ABBOTT LABORATORIES 447,930.23 1.45 AMAZON.COM INC 78,531.28 0.25 AMERICAN EXPRESS CO 397,074.80 1.28 AMERICAN HONDA FINANCE 525,515.65 1.70 APPLE INC 445,377.61 1.44 BANK OF AMERICA CO 464,496.33 1.50 BERKSHIRE HATHAWAY INC 227,616.80 0.74 BMW FINANCIAL SERVICES NA LLC 78,802.65 0.25 CALIFORNIA STATE UNIVERSITY 44,994.12 0.15 CAMP Pool 801,282.96 2.59 CAPITAL ONE FINANCIAL CORP 149,343.07 0.48 CARMAX AUTO OWNER TRUST 212,870.70 0.69 CATERPILLAR INC 98,788.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 101,518.41 0.33 CHARLES SCHWAB 226,550.70 0.73 CITIGROUP INC 246,355.50 0.80 CREDIT SUISSE GROUP RK 95,128.80 0.31 DEERE & COMPANY 184,917.19 0.60 DISCOVER FINANCIAL SERVICES 1,575,366.15 5.09 FANNIE MAE 468,606.30 1.51 FEDERAL HOME LOAN BANKS 294,326.40 0.95 FLORIDA STATE BOARD OF ADMIN FIN CORP 4,194,358.84 13.56 FREDDIE MAC 228,751.43 0.74 GENERAL DYNAMICS CORP 98,920.95 0.32 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 117,080.30 0.38 GM FINANCIAL LEASINGTRUST 405,884.00 1.31 GOLDMAN SACHS GROUP INC 24,929.00 0.08 HOME DEPOT INC 96,834.79 0.31 HONDA AUTO RECEIVABLES 149,900.08 0.48 HYUNDAI AUTO RECEIVABLES 604,612.71 1.95 INTER-AMERICAN DEVELOPMENT BANK 724,083.26 2.34 INTL BANK OF RECONSTRUCTION AND DEV Page 4 For the Month Ending March 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 470,185.07 1.52 JP MORGAN CHASE & CO 129,621.80 0.42 LOS ANGELES COMMUNITY COLLEGE DISTRICT 407,971.20 1.32 MORGAN STANLEY 304,489.25 0.98 NEW YORK ST URBAN DEVELOPMENT CORP 285,350.90 0.92 NISSAN AUTO RECEIVABLES 169,684.20 0.55 PACCAR FINANCIAL CORP 405,608.00 1.31 PNC FINANCIAL SERVICES GROUP 401,793.03 1.30 Roche Holding AG 121,850.30 0.39 SAN JUAN UNIFIED SCHOOL DISTRICT 401,126.00 1.30 SKANDINAVISKA ENSKILDA BANKEN AB 59,069.40 0.19 STATE OF CONNECTICUT 93,556.00 0.30 STATE OF MINNESOTA 38,646.28 0.12 TARGET CORP 657,972.92 2.13 THE BANK OF NEW YORK MELLON CORPORATION 392,642.00 1.27 THE WALT DISNEY CORPORATION 521,761.02 1.69 TOYOTA MOTOR CORP 11,742,749.81 37.97 UNITED STATES TREASURY 208,994.85 0.68 UNITEDHEALTH GROUP INC 80,102.30 0.26 UNIVERSITY OF CALIFORNIA $30,936,529.47 Total 100.00% Page 5 For the Month Ending March 31, 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 421,414.06 423,974.27 2,899.86 422,194.34 07/03/1907/01/19AaaAA+ 425,000.00 912828T91 1.78 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 991,562.50 1,002,230.50 6,823.21 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 173,414.06 176,712.11 879.83 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 322,054.69 329,513.32 1,633.98 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 495,468.75 512,679.67 2,513.81 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,675,531.25 2,719,953.77 13,574.59 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 490,000.00 521,522.17 2,199.59 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1,960,000.00 2,080,096.48 8,798.34 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 232,265.62 246,286.56 157.11 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 418,078.13 445,233.69 282.81 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 138,492.18 147,534.95 141.40 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 323,148.42 345,777.79 329.94 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 369,312.48 388,907.93 377.07 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 415,476.54 446,737.18 424.21 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 Page 6 For the Month Ending March 31, 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 600,132.78 633,982.33 612.74 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 761,706.99 815,643.26 777.71 814,236.33 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 69,855.47 71,564.09 236.19 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 884,835.89 928,093.45 2,991.71 926,843.75 01/06/2201/04/22AaaAA+ 950,000.00 91282CBW0 1.33 45,654.10 11,742,749.81 12,236,443.52 1.05 12,329,106.45 12,175,000.00 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 240,418.26 244,733.23 138.06 244,492.85 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 483,665.00 499,409.00 440.97 498,925.00 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 604,612.71 634,611.56 70.56 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 649.59 1,328,695.97 1,378,753.79 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 59,069.40 60,000.00 299.70 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 98,788.00 100,000.00 350.17 100,000.00 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 304,489.25 325,000.00 125.67 325,000.00 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 80,102.30 85,000.00 283.54 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 Page 7 For the Month Ending March 31, 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 61,713.60 65,311.88 204.42 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 80,702.40 85,382.47 267.32 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 151,910.40 160,000.00 503.20 160,000.00 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 93,556.00 100,000.00 105.00 100,000.00 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 121,850.30 130,000.00 184.60 130,000.00 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 129,621.80 140,000.00 180.37 140,000.00 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 78,802.65 85,000.00 305.29 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 2,809.28 1,260,606.10 1,335,694.35 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 25,631.02 25,600.13 65.88 25,801.12 04/09/1804/04/18AaaAA+ 25,583.25 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 25,631.02 25,600.13 65.88 25,801.12 04/09/1804/04/18AaaAA+ 25,583.25 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 117,170.35 117,029.12 301.15 117,947.89 04/09/1804/04/18AaaAA+ 116,951.98 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 5,702.99 5,676.81 15.15 5,676.80 12/17/1812/07/18AaaAA+ 5,676.82 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 25,331.96 25,337.06 44.17 25,336.75 11/26/1911/20/19AaaAA+ 25,337.36 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 251,941.72 257,052.13 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 Page 8 For the Month Ending March 31, 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 1,130.15 451,409.06 456,295.38 2.35 462,946.49 449,132.65 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 877,040.10 899,573.61 231.25 899,082.00 08/21/2008/19/20AaaAA+ 900,000.00 3137EAEV7 0.28 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 365,016.00 375,032.71 59.90 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 511,022.40 524,917.24 83.85 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 314,772.90 324,376.72 186.20 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 339,171.70 349,832.15 352.43 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 314,533.05 324,795.67 279.86 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 290,178.90 299,834.01 243.75 299,703.00 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 329,256.90 348,944.50 811.81 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 330,389.85 349,558.47 966.15 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 395,960.18 423,599.44 309.90 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 325,431.05 348,884.65 131.25 348,362.00 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 139,349.40 149,690.27 42.19 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 Page 9 For the Month Ending March 31, 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 649,787.60 698,531.80 58.33 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 605,012.20 648,318.32 1,300.00 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 5,056.87 5,786,922.23 6,065,889.56 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 73,206.00 74,973.63 48.96 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 405,608.00 401,014.16 2,644.44 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 101,518.41 104,965.65 28.44 104,947.50 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 200,794.44 209,845.01 452.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 407,971.20 409,984.64 6,544.44 422,916.00 07/23/1907/19/19A1BBB+ 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 397,074.80 399,102.87 2,506.67 398,016.00 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 405,884.00 407,934.46 3,550.56 418,632.00 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 66,768.17 69,995.03 71.46 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 392,642.00 399,209.11 602.78 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 Page 10 For the Month Ending March 31, 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 95,128.80 99,947.04 36.46 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 169,684.20 180,269.58 481.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 78,531.28 79,921.26 135.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 401,793.03 410,000.00 509.90 410,000.00 03/10/2203/03/22Aa3AA 410,000.00 771196BT8 2.13 HOME DEPOT INC CORPORATE NOTES DTD 03/28/2022 2.700% 04/15/2025 24,929.00 24,956.41 5.63 24,956.25 03/28/2203/24/22NRA 25,000.00 437076CM2 2.76 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 226,550.70 241,337.19 3,176.25 249,738.75 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 525,515.65 550,681.54 2,406.25 551,105.50 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 228,751.43 243,294.99 2,975.00 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 300,218.94 315,000.00 865.20 315,000.00 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 447,930.23 474,852.11 1,245.56 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 230,324.63 246,514.52 1,453.13 256,918.50 08/20/2008/18/20A2A- 225,000.00 06051GFS3 0.93 Page 11 For the Month Ending March 31, 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 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 232,606.13 247,348.68 387.50 257,845.50 09/28/2009/24/20A1AA- 225,000.00 002824BM1 0.86 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 215,052.98 225,000.00 1,099.69 225,000.00 12/06/2112/01/21A2A- 225,000.00 06051GKE8 1.53 JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 169,966.13 175,000.00 466.74 175,000.00 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 208,994.85 224,676.61 977.50 224,608.50 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 134,208.23 144,715.12 466.72 144,678.10 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 160,848.63 174,954.07 297.74 174,947.50 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 212,870.70 223,912.42 860.63 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 38,646.28 39,934.51 145.17 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 457,178.48 473,981.92 1,758.16 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 464,496.33 466,162.28 485.56 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 36,684.87 7,475,693.65 7,739,484.81 1.72 7,803,830.80 7,650,000.00 Security Type Sub-Total Page 12 For the Month Ending March 31, 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 Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 401,126.00 400,000.00 702.67 400,000.00 09/03/1908/29/19P-1A-1 400,000.00 83050PDR7 1.85 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 246,355.50 250,000.00 61.46 250,000.00 03/23/2103/19/21P-1A-1 250,000.00 22552G3C2 0.59 764.13 647,481.50 650,000.00 1.37 650,000.00 650,000.00 Security Type Sub-Total Asset-Backed Security CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 41,886.23 41,799.11 62.42 41,798.84 10/24/1810/17/18NRAAA 41,799.23 14315EAC4 3.36 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 17,722.01 17,699.73 21.90 17,698.43 01/16/1901/08/19AaaNR 17,700.39 36256XAD4 2.97 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 801,282.96 799,903.30 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 83,151.96 84,990.70 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 33,928.34 34,997.68 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 73,072.69 74,993.78 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 285,350.90 294,995.90 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 314,346.79 324,971.30 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 96,834.79 99,980.70 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 107,456.84 109,980.94 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 76,827.39 79,983.61 26.31 79,982.14 11/17/2111/09/21NRAAA 80,000.00 44935FAD6 0.75 Page 13 For the Month Ending March 31, 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 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 184,917.19 194,962.53 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 81,198.94 84,998.03 24.08 84,997.83 10/21/2110/13/21AaaAAA 85,000.00 362554AC1 0.68 952.85 2,197,977.03 2,244,257.31 0.99 2,244,125.61 2,244,499.62 Security Type Sub-Total 31,958,632.27 32,264,667.38 1.08 93,701.84 32,106,818.72 30,891,535.35 Managed Account Sub-Total Joint Powers Authority CAMP Pool 44,994.12 44,994.12 0.00 44,994.12 NRAAAm 44,994.12 44,994.12 44,994.12 0.00 44,994.12 44,994.12 Liquid Sub-Total $32,003,626.39 $32,309,661.50 $93,701.84 $32,151,812.84 $30,936,529.47 1.08% $31,030,231.31 $93,701.84 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending March 31, 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 (2,560.21)(780.28) 421,414.06 99.16 MERRILL 425,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 2.17 1.56 (10,668.00)(14,179.69) 991,562.50 99.16 BNP_PARI 1,000,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 2.17 1.56 (3,298.05)(5,126.95) 173,414.06 99.09 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.42 2.20 (7,458.63)(11,768.55) 322,054.69 99.09 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.42 2.20 (17,210.92)(28,886.72) 495,468.75 99.09 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.42 2.20 (44,422.52)(64,230.47) 2,675,531.25 99.09 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.42 2.20 (31,522.17)(44,414.06) 490,000.00 98.00 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2.51 2.69 (120,096.48)(170,625.00) 1,960,000.00 98.00 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2.51 2.69 (14,020.94)(12,890.63) 232,265.62 92.91 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 2.54 3.24 (27,155.56)(25,576.17) 418,078.13 92.91 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 2.54 3.24 (9,042.77)(8,560.55) 138,492.18 92.33 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.53 3.72 (22,629.37)(21,710.96) 323,148.42 92.33 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.53 3.72 (19,595.45)(18,656.27) 369,312.48 92.33 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.53 3.72 (31,260.64)(30,691.43) 415,476.54 92.33 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.53 3.72 (33,849.55)(32,119.17) 600,132.78 92.33 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.53 3.72 (53,936.27)(52,529.34) 761,706.99 92.33 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.53 3.72 (1,708.62)(1,602.54) 69,855.47 93.14 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 2.53 4.01 Page 15 For the Month Ending March 31, 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 (43,257.56)(42,007.86) 884,835.89 93.14 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 2.53 4.01 (586,356.64) 2.45 (493,693.71) 11,742,749.81 12,175,000.00 Security Type Sub-Total 2.77 Supra-National Agency Bond / Note (4,314.97)(4,074.59) 240,418.26 98.13 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.126% 04/20/2023 1.92 1.06 (15,744.00)(15,260.00) 483,665.00 96.73 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 2.28 1.65 (29,998.85)(29,917.39) 604,612.71 95.21 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 2.50 2.47 (49,251.98) 2.31 (50,057.82) 1,328,695.97 1,380,000.00 Security Type Sub-Total 1.91 Municipal Bond / Note (930.60)(930.60) 59,069.40 98.45 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 2.71 2.20 (1,212.00)(1,212.00) 98,788.00 98.79 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 2.64 2.28 (20,510.75)(20,510.75) 304,489.25 93.69 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 3.12 2.92 (4,897.70)(4,897.70) 80,102.30 94.24 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 2.82 3.00 (3,598.28)(3,745.95) 61,713.60 94.94 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 2.90 3.19 (4,680.07)(4,861.15) 80,702.40 94.94 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 2.90 3.19 (8,089.60)(8,089.60) 151,910.40 94.94 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 2.90 3.19 (6,444.00)(6,444.00) 93,556.00 93.56 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 2.66 3.30 (8,149.70)(8,149.70) 121,850.30 93.73 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 2.83 3.29 Page 16 For the Month Ending March 31, 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 (10,378.20)(10,378.20) 129,621.80 92.59 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 3.13 3.29 (6,197.35)(6,197.35) 78,802.65 92.71 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 3.02 3.52 (75,417.00) 2.93 (75,088.25) 1,260,606.10 1,335,000.00 Security Type Sub-Total 3.04 Federal Agency Commercial Mortgage-Backed Security 30.89 (170.10) 25,631.02 100.19 CITIGRP 25,583.25 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 2.53 0.24 30.89 (170.10) 25,631.02 100.19 CITIGRP 25,583.25 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 2.53 0.24 141.23 (777.54) 117,170.35 100.19 CITIGRP 116,951.98 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 2.53 0.24 26.18 26.19 5,702.99 100.46 CSFB 5,676.82 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 2.82 1.25 (5.10)(4.79) 25,331.96 99.98 JPM_CHAS 25,337.36 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 2.10 0.81 (5,110.41)(10,441.09) 251,941.72 100.78 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 2.76 2.52 (11,537.43) 2.64 (4,886.32) 451,409.06 449,132.65 Security Type Sub-Total 1.56 Federal Agency Bond / Note (22,533.51)(22,041.90) 877,040.10 97.45 CITIGRP 900,000.00 3137EAEV7FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 2.11 1.40 (10,016.71)(10,052.48) 365,016.00 97.34 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 2.14 1.44 (13,894.84)(13,804.35) 511,022.40 97.34 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 2.14 1.44 (9,603.82)(9,014.85) 314,772.90 96.85 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 2.21 1.54 (10,660.45)(10,513.30) 339,171.70 96.91 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 2.23 1.60 Page 17 For the Month Ending March 31, 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 (10,262.62)(10,096.45) 314,533.05 96.78 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 2.24 1.65 (9,655.11)(9,524.10) 290,178.90 96.73 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 2.25 1.67 (19,687.60)(19,007.10) 329,256.90 94.07 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 2.54 3.01 (19,168.62)(18,889.15) 330,389.85 94.40 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 2.54 3.03 (27,639.26)(26,923.32) 395,960.18 93.17 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 2.54 3.29 (23,453.60)(22,930.95) 325,431.05 92.98 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 2.54 3.38 (10,340.87)(10,200.60) 139,349.40 92.90 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 2.55 3.41 (48,744.20)(48,105.40) 649,787.60 92.83 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 2.54 3.46 (43,306.12)(42,660.80) 605,012.20 93.08 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 2.52 3.57 (273,764.75) 2.35 (278,967.33) 5,786,922.23 6,075,000.00 Security Type Sub-Total 2.38 Corporate Note (1,767.63)(1,736.25) 73,206.00 97.61 JPM_CHA 75,000.00 89236THF5TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 2.28 1.37 4,593.84 2,760.00 405,608.00 101.40 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 2.70 1.68 (3,447.24)(3,429.09) 101,518.41 96.68 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 2.49 1.87 (9,050.57)(8,980.86) 200,794.44 95.62 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 2.69 1.98 Page 18 For the Month Ending March 31, 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 (2,013.44)(14,944.80) 407,971.20 101.99 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 2.88 1.99 (2,028.07)(941.20) 397,074.80 99.27 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 2.74 2.18 (2,050.46)(12,748.00) 405,884.00 101.47 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 3.17 1.95 (3,226.86)(3,225.53) 66,768.17 95.38 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 2.78 2.35 (6,567.11)(5,726.00) 392,642.00 98.16 JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE DTD 09/06/2019 1.750% 08/30/2024 2.54 2.37 (4,818.24)(4,806.20) 95,128.80 95.13 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 2.70 2.43 (10,585.38)(13,210.05) 169,684.20 96.96 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 2.92 2.78 (1,389.98)(1,387.92) 78,531.28 98.16 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 2.91 2.76 (8,206.97)(8,206.97) 401,793.03 98.00 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 2.85 2.79 (27.41)(27.25) 24,929.00 99.72 MORGAN_ 25,000.00 437076CM2HOME DEPOT INC CORPORATE NOTES DTD 03/28/2022 2.700% 04/15/2025 2.80 2.94 (14,786.49)(23,188.05) 226,550.70 100.69 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 3.06 2.91 (25,165.89)(25,589.85) 525,515.65 95.55 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 2.62 2.97 (14,543.56)(23,496.07) 228,751.43 101.67 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 2.94 2.80 Page 19 For the Month Ending March 31, 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 (14,781.06)(14,781.06) 300,218.94 95.31 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 2.37 3.13 (26,921.88)(26,837.02) 447,930.23 94.30 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 2.68 3.13 (16,189.89)(26,593.87) 230,324.63 102.37 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 3.12 3.15 (14,742.55)(25,239.37) 232,606.13 103.38 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 2.84 3.05 (9,947.02)(9,947.02) 215,052.98 95.58 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 2.80 2.63 (5,033.87)(5,033.87) 169,966.13 97.12 JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 3.39 3.72 (15,681.76)(15,613.65) 208,994.85 92.89 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 3.00 3.94 (10,506.89)(10,469.87) 134,208.23 92.56 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 3.02 4.11 (14,105.44)(14,098.87) 160,848.63 91.91 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 3.25 4.17 (11,041.72)(10,993.05) 212,870.70 94.61 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 2.92 4.58 (1,288.23)(1,285.72) 38,646.28 96.62 CITIGRP 40,000.00 87612EBM7TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 2.71 4.58 (16,803.44)(16,767.02) 457,178.48 96.25 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 2.89 4.52 Page 20 For the Month Ending March 31, 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 (1,665.95)(1,592.67) 464,496.33 97.79 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 2.78 4.63 (328,137.15) 2.82 (263,791.16) 7,475,693.65 7,650,000.00 Security Type Sub-Total 2.98 Certificate of Deposit 1,126.00 1,126.00 401,126.00 100.28 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 1.16 0.41 (3,644.50)(3,644.50) 246,355.50 98.54 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 2.11 0.98 (2,518.50) 1.52 (2,518.50) 647,481.50 650,000.00 Security Type Sub-Total 0.63 Asset-Backed Security 87.12 87.39 41,886.23 100.21 MERRILL 41,799.23 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 3.21 0.14 22.28 23.58 17,722.01 100.12 RBC 17,700.39 36256XAD4GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 2.89 0.09 1,379.66 1,484.40 801,282.96 100.16 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.65 0.37 (1,838.74)(1,835.21) 83,151.96 97.83 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 1.09 1.22 (1,069.34)(1,068.71) 33,928.34 96.94 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 1.41 1.53 (1,921.09)(1,919.42) 73,072.69 97.43 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.14 1.27 (9,645.00)(9,644.11) 285,350.90 96.73 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.28 1.49 (10,624.51)(10,618.21) 314,346.79 96.72 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.18 1.40 (3,145.91)(3,144.13) 96,834.79 96.83 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 1.74 1.92 Page 21 For the Month Ending March 31, 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 (2,524.10)(2,519.46) 107,456.84 97.69 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.13 1.11 (3,156.22)(3,154.75) 76,827.39 96.03 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.74 1.92 (10,045.34)(10,041.06) 184,917.19 94.83 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 1.79 2.41 (3,799.09)(3,798.89) 81,198.94 95.53 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.72 1.97 (46,148.58) 1.53 (46,280.28) 2,197,977.03 2,244,499.62 Security Type Sub-Total 1.13 31,958,632.27 30,891,535.35 (1,373,132.03) (1,215,283.37) 2.45 Managed Account Sub-Total 2.54 Joint Powers Authority 0.00 0.00 44,994.12 1.00 44,994.12 CAMP Pool 0.00 44,994.12 44,994.12 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $31,030,231.31 $93,701.84 $30,936,529.47 Accrued Interest Securities Sub-Total $32,003,626.39 ($1,373,132.03) ($1,215,283.37) 2.45% 2.54 Page 22 For the Month Ending March 31, 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 03/04/22 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 025816CQ0 (79,919.20) 0.00 (79,919.20) 80,000.00 03/01/22 03/10/22 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 771196BT8 (410,000.00) 0.00 (410,000.00) 410,000.00 03/03/22 03/17/22 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 084664CZ2 (466,089.00)(60.69)(466,149.69) 475,000.00 03/15/22 03/28/22 HOME DEPOT INC CORPORATE NOTES DTD 03/28/2022 2.700% 04/15/2025 437076CM2 (24,956.25) 0.00 (24,956.25) 25,000.00 03/24/22 (60.69) (981,025.14)(980,964.45) 990,000.00 Transaction Type Sub-Total INTEREST 03/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 79.48 79.48 31,089.67 03/01/22 03/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 03/01/22 03/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 15.20 15.20 5,694.44 03/01/22 03/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 446.02 446.02 173,213.81 03/01/22 03/04/22 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 3130AK5E2 0.00 281.25 281.25 150,000.00 03/04/22 03/08/22 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 3137EAEW5 0.00 1,125.00 1,125.00 900,000.00 03/08/22 03/10/22 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 24422EVU0 0.00 312.50 312.50 100,000.00 03/10/22 03/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 03/15/22 03/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 03/15/22 Page 23 For the Month Ending March 31, 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 03/15/22 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 650036DT0 0.00 1,413.75 1,413.75 325,000.00 03/15/22 03/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 03/15/22 03/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 03/15/22 03/15/22 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 002824BM1 0.00 4,359.38 4,359.38 225,000.00 03/15/22 03/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 03/15/22 03/15/22 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 0.00 19.91 19.91 7,633.19 03/15/22 03/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 03/15/22 03/15/22 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 0.00 24.16 24.16 9,174.53 03/15/22 03/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 154.91 154.91 55,323.74 03/15/22 03/15/22 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 03/15/22 03/16/22 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 63.54 63.54 25,672.60 03/16/22 03/16/22 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 0.00 6.33 6.33 2,513.88 03/16/22 03/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 03/16/22 03/17/22 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 22552G3C2 0.00 1,470.90 1,470.90 250,000.00 03/17/22 03/18/22 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 808513BN4 0.00 393.75 393.75 105,000.00 03/18/22 Page 24 For the Month Ending March 31, 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 03/20/22 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 0.00 7.76 7.76 2,863.58 03/20/22 03/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 03/20/22 03/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 03/20/22 03/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 03/21/22 03/23/22 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 3137EAEX3 0.00 1,312.50 1,312.50 700,000.00 03/23/22 03/23/22 INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 4581X0DZ8 0.00 1,587.50 1,587.50 635,000.00 03/23/22 15,381.82 15,381.82 0.00 6,138,179.44 Transaction Type Sub-Total PAYDOWNS 03/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 17.62 0.00 17.62 0.00 0.00 17.62 03/01/22 03/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 5,752.31 0.00 5,752.31 0.14 0.00 5,752.31 03/01/22 03/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 775.38 0.00 775.38 (6.60) 0.00 775.38 03/01/22 03/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 775.38 0.00 775.38 (6.60) 0.00 775.38 03/01/22 03/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 3,544.58 0.00 3,544.58 (30.19) 0.00 3,544.58 03/01/22 03/15/22 HAROT 2018-4 A3 DTD 11/28/2018 3.160% 01/15/2023 43815AAC6 9,174.53 0.00 9,174.53 1.37 0.00 9,174.53 03/15/22 03/15/22 CARMAX AUTO OWNER TRUST DTD 07/25/2018 3.130% 06/15/2023 14313FAD1 7,633.18 0.00 7,633.18 1.04 0.00 7,633.18 03/15/22 03/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 13,524.51 0.00 13,524.51 0.12 0.00 13,524.51 03/15/22 03/16/22 GMCAR 2018-3 A3 DTD 07/18/2018 3.020% 05/16/2023 36255JAD6 2,513.88 0.00 2,513.88 0.59 0.00 2,513.88 03/16/22 Page 25 For the Month Ending March 31, 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 03/16/22 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 7,972.21 0.00 7,972.21 0.88 0.00 7,972.21 03/16/22 03/20/22 VALET 2018-2 A3 DTD 11/21/2018 3.250% 04/20/2023 92869BAD4 2,863.58 0.00 2,863.58 0.12 0.00 2,863.58 03/20/22 0.00 0.00 (39.13) 54,547.16 54,547.16 54,547.16 Transaction Type Sub-Total SELL 03/04/22 BRISTOL-MYERS SQUIBB CORP NOTES(CALLED,O DTD 07/15/2020 3.875% 04/04/2022 110122DC9 62,745.91 120.66 62,866.57 (4,672.21) 3,272.30 FIFO 59,000.00 03/04/22 03/17/22 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 912828T91 349,603.52 2,152.45 351,755.97 1,914.07 470.16 FIFO 350,000.00 03/15/22 2,273.11 3,742.46 (2,758.14) 414,622.54 412,349.43 409,000.00 Transaction Type Sub-Total (514,067.86) 17,594.24 (496,473.62) (2,797.27) 3,742.46 Managed Account Sub-Total Total Security Transactions ($2,797.27)($496,473.62)$17,594.24 ($514,067.86)$3,742.46 Page 26 For the Month Ending March 31, 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 543,991.91 Opening Balance 03/01/22 03/01/22 Purchase - Correction to Interest 83050PDR7 from 2/28/22 1.00 3,802.67 547,794.58 03/01/22 03/01/22 Redemption - Reversal of Interest 83050PDR7 from 2/28/22 1.00 (3,844.00) 543,950.58 03/04/22 03/04/22 Purchase - Interest 3130AK5E2 1.00 281.25 544,231.83 03/04/22 03/04/22 Redemption - Principal 025816CQ0 1.00 (79,919.20) 464,312.63 03/07/22 03/07/22 Individual Portfolio Interest 110122DC9 from 3/4/2022 1.00 120.66 464,433.29 03/07/22 03/07/22 Individual Portfolio Sell 110122DC9 from 3/4/2022 1.00 62,745.91 527,179.20 03/08/22 03/08/22 Purchase - Interest 3137EAEW5 1.00 1,125.00 528,304.20 03/10/22 03/10/22 Purchase - Interest 24422EVU0 1.00 312.50 528,616.70 03/10/22 03/10/22 Redemption - Principal 771196BT8 1.00 (410,000.00) 118,616.70 03/15/22 03/15/22 Purchase - Interest 002824BM1 1.00 4,359.38 122,976.08 03/15/22 03/15/22 Purchase - Interest 650036DT0 1.00 1,413.75 124,389.83 03/15/22 03/15/22 Purchase - Interest 14041NFU0 1.00 1,146.67 125,536.50 03/15/22 03/15/22 Purchase - Interest 14313FAD1 1.00 19.91 125,556.41 03/15/22 03/15/22 Purchase - Interest 14314QAC8 1.00 47.67 125,604.08 03/15/22 03/15/22 Purchase - Interest 14315EAC4 1.00 154.91 125,758.99 03/15/22 03/15/22 Purchase - Interest 254683CP8 1.00 94.25 125,853.24 03/15/22 03/15/22 Purchase - Interest 43815AAC6 1.00 24.16 125,877.40 03/15/22 03/15/22 Purchase - Interest 44933LAC7 1.00 23.75 125,901.15 03/15/22 03/15/22 Purchase - Interest 44935FAD6 1.00 49.33 125,950.48 03/15/22 03/15/22 Purchase - Interest 65480BAC1 1.00 81.13 126,031.61 03/15/22 03/15/22 Purchase - Interest 89190GAC1 1.00 70.42 126,102.03 Page 27 For the Month Ending March 31, 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 03/15/22 03/15/22 Purchase - Principal 14313FAD1 1.00 7,633.18 133,735.21 03/15/22 03/15/22 Purchase - Principal 14315EAC4 1.00 13,524.51 147,259.72 03/15/22 03/15/22 Purchase - Principal 43815AAC6 1.00 9,174.53 156,434.25 03/16/22 03/16/22 Purchase - Interest 362554AC1 1.00 48.17 156,482.42 03/16/22 03/16/22 Purchase - Interest 36255JAD6 1.00 6.33 156,488.75 03/16/22 03/16/22 Purchase - Interest 36256XAD4 1.00 63.54 156,552.29 03/16/22 03/16/22 Purchase - Principal 36256XAD4 1.00 7,972.21 164,524.50 03/17/22 03/17/22 Purchase - Interest 22552G3C2 1.00 1,470.90 165,995.40 03/17/22 03/17/22 Purchase - Interest 912828T91 1.00 2,152.45 168,147.85 03/17/22 03/17/22 Purchase - Principal 912828T91 1.00 349,603.52 517,751.37 03/17/22 03/17/22 Purchase - Principal 36255JAD6 1.00 2,513.88 520,265.25 03/17/22 03/17/22 Redemption - Interest 084664CZ2 1.00 (60.69) 520,204.56 03/17/22 03/17/22 Redemption - Principal 084664CZ2 1.00 (466,089.00) 54,115.56 03/18/22 03/18/22 Purchase - Interest 808513BN4 1.00 393.75 54,509.31 03/21/22 03/21/22 Purchase - Interest 36261RAD0 1.00 23.38 54,532.69 03/21/22 03/21/22 Purchase - Interest 380144AD7 1.00 11.96 54,544.65 03/21/22 03/21/22 Purchase - Interest 43815GAC3 1.00 73.33 54,617.98 03/21/22 03/21/22 Purchase - Interest 92869BAD4 1.00 7.76 54,625.74 03/22/22 03/22/22 Purchase - Principal 92869BAD4 1.00 2,863.58 57,489.32 03/23/22 03/23/22 Purchase - Interest 3137EAEX3 1.00 1,312.50 58,801.82 03/23/22 03/23/22 Purchase - Interest 4581X0DZ8 1.00 1,587.50 60,389.32 03/23/22 03/23/22 IP Fees February 2022 1.00 (2,329.89) 58,059.43 Page 28 For the Month Ending March 31, 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 03/23/22 03/23/22 U.S. Bank Fees January 2022 1.00 (180.46) 57,878.97 03/25/22 03/25/22 Purchase - Interest 3137BGK24 1.00 637.92 58,516.89 03/25/22 03/25/22 Purchase - Interest 3137BM6P6 1.00 446.02 58,962.91 03/25/22 03/25/22 Purchase - Interest 3137FQ3V3 1.00 79.48 59,042.39 03/25/22 03/25/22 Purchase - Interest 3137FKK39 1.00 15.20 59,057.59 03/25/22 03/25/22 Purchase - Principal 3137FKK39 1.00 17.62 59,075.21 03/25/22 03/25/22 Purchase - Principal 3137FQ3V3 1.00 5,752.31 64,827.52 03/25/22 03/25/22 Purchase - Principal 3137BM6P6 1.00 775.38 65,602.90 03/25/22 03/25/22 Purchase - Principal 3137BM6P6 1.00 775.38 66,378.28 03/25/22 03/25/22 Purchase - Principal 3137BM6P6 1.00 3,544.58 69,922.86 03/28/22 03/28/22 Redemption - Principal 437076CM2 1.00 (24,956.25) 44,966.61 03/31/22 04/01/22 Accrual Income Div Reinvestment - Distributions 1.00 27.51 44,994.12 Page 29 For the Month Ending March 31, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 44,994.12 44,994.12 44,994.12 205,090.27 61.06 0.00 (2,905,549.89) 2,695,367.33 255,176.68 27.51 44,994.12 0.00 (987,379.49) 488,381.70 543,991.91 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 March January-March 0.25% Page 30