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Item No. 07 - CC Investment Report
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: ID# 22-293 Agenda Date: 7/26/2022 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 7) CC Investment Report for June 2022 Receive and file the Investment Report for June 2022 Page 1 City of Lake Elsinore Printed on 8/2/2022 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: July 26, 2022 Subject: Investment Report for June 2022 Recommendation Receive and file the Investment Report for June 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 June 2022 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,263,053$ 383,065$ (3,006,278)$ 639,840$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 3,263,053 383,065 (3,006,278) 642,140 INVESTMENTS Local Agency Investment Fund 87,285,368 - - 87,285,368 CAMP Investments: CAMP Pool Account 207,485 - - 207,485 U.S. Treasury Bond / Note 12,751,049 - - 12,751,049 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 307,775 - - 307,775 Federal Agency Bond / Note 5,161,605 - - 5,161,605 Corporate Note 8,418,030 - - 8,418,030 Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security 2,186,580 - - 2,186,580 Sub-total Investments 119,681,863 - - 119,681,863 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/2022 (2,086,039) - - (2,086,039) Total Investments 117,595,824 - - 117,595,824 Total Pooled Cash and Investments 120,858,877$ 383,065$ (3,006,278)$ 118,237,964$ TOTAL POOLED CASH AND INVESTMENTS 118,237,964$ 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 June 28, 2022. 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 July 11, 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 JUNE, 30, 2022 FUND NO FUND NAME AMOUNT 100 General 23,687,221$ 102 Measure Z 10,279,034 106 Affordable Housing In Lieu 579,737 107 Developer Agreement Revenue 59,657 108 American Rescue Plan 2,701,898 109 Road Maintenance and Rehabilitation (SB1) 667,379 110 State Gas Tax 960,167 112 Measure A 1,687,294 113 SB821 Pedestrian Sidewalk 94 114 SB1186 CASP Education Program 45,279 115 Traffic Safety 19,327 116 City Hall-Public Works DIF 179,341 117 Community Center DIF 115,486 118 Lake Side Facility DIF 206,186 119 Animal Shelter DIF 85,728 130 Lighting & Landscape Maintenance Fund - City-wide 312,308 135 Lighting & Landscape Maintenance - Dist. No. 1 786,277 140 Geothermal 11,617 150 C.D.B.G. 108,898 160 PEG Grant 64,050 180 Launch Pointe 253,658 202 La Strada RBBD 23,692 203 E.L.S.P. - S.T.I.F. 3,340,981 205 Traffic Impact Fee 376,120 211 Storm Drain C.I.P. 3,037,372 221 Quimby Park C.I.P. 254,479 231 Library C.I.P. 1,300,665 232 City Fire Protection 493,126 300 Insurance Service 1,423,782 305 Information Systems Service 1,317,788 310 Support Service 6,285 315 Fleet Service 472,382 320 Facilities Service 612,062 331 CFD 2006-1CC Summerly Improvement Area CC 90,999 332 CFD 2006-1 Improvement Area B, Summerly 88,192 333 CFD 2015-3 Terracina 22,399 334 CFD 2015-5 Trieste - Far West Industries 67,480 335 CFD 2003-2E Canyon Hills Improvement Area E 63,813 336 CFD 2006-1FF Summerly Improvement Area FF 92,712 337 CFD 2016-2 Canyon Hills 591,834 338 CFD 2006-1 IA-JJ Summerly Improvement Area 153,091 339 CFD 2006-1 IA-KK Summerly Improvement Area 134,127 340 CFD 2006-1 IA-EE Summerly Improvement Area 148,524 345 CFD 2003-2 Improvement Area D, Canyon Hills 813,006 346 CFD 2014-1 Southshore 67,525 347 CFD 2006-1 Improvement Area A, Summerly 148,608 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 JUNE, 30, 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 JUNE, 30, 2022 350 CFD 98-1 Summerhill 809,729 351 CFD 2006-1 IA-II Summerly Improvement 109,143 354 CFD 90-2 Tuscany Hills 1,042,013 355 RAD 2021-1 Canyon Hills Improvement 779,738 357 CFD 2003-2 Canyon Hills Improvement Area 384,049 361 CFD 2022-2 LAKESHORE IMPROVEMENT 44,548 366 CFD 2005-6 City Center Townhomes 140,150 368 CFD 2006-2 Viscaya 291,115 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,069,997 370 CFD 2006-1 IA-HH Summerly Improvement 146,029 371 CFD 2005-1 Serenity 415,030 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,024,627 377 CFD 2006-6 Tessara 6,869 378 CFD 2006-8 Running Deer Estates 9,224 379 CFD 2022-1 ALBERHILL 22,524 384 CFD 2003-2 Area B Canyon Hills Improvement Area 904,424 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,045,494 386 CFD 2007-4 Mekenna Court 62,141 387 CFD 2007-5 Red Kite 62,236 388 CFD 2007-6 Holiday Inn Express 38 389 CFD 88-3 (2008A) West Lake Elsinore Series A 44 390 CFD 2003-2 Area C Canyon Hills Improvement Area 389,546 392 CFD 95-1 City Center 69,230 394 CFD 2005-5 (2012A) Wasson Canyon 183,038 395 CFD 2018-1 Wasson Canyon II Improvement Area 4,971 396 CFD 2018-2 Nichols Ranch Improvement Area 541 398 CFD 2021-1 Tuscany Valley and Crest 21,111 500 Capital Improvement Plan 14,203,771 510 Successor To RDA Area I, II, & III 9,310,630 603 Endowment Trust - Carl Graves 56,569 604 Endowment Trust - Korn Memorial 33,381 605 Public Improvement Trust 1,660,409 606 Mobile Source Air Polution Reduction 212,832 608 Trust Deposit & Pre Paid Expense 1,961,996 617 Successor Agency Housing 18,408,786 620 Cost Recovery System 4,918,001 631 Lake Destratification Equipment Replacement 462,730 655 CFD 2015-1s Law, Fire, Paramedic Services 19,577 Total Pooled Cash & Investments 118,237,964$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.17% 207,485$ U.S. Treasury Bond / Note Unlimited 10.65% 12,751,049$ Supra-National Agency Bond / Note 30% 1.15% 1,377,948$ Municipal Bond / Note Unlimited 1.12% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.26% 307,775$ Federal Agency Bond / Note Unlimited 4.31% (1)5,161,605$ Corporate Note 30% 7.03% 8,418,030$ Negotiable Certificates of Deposit 30% 0.54% 650,000$ Asset-Backed Security / Collaterized Mortgage 20% 1.83% 2,186,580$ LAIF (Local Agency Investment Fund) $150 Million 72.93% (2)87,285,368$ TOTAL 100.00% 119,681,863$ 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 JUNE, 30, 2022 Local Agency Investment Fund June 0.861 May 0.684 Apr 0.523 0.00000875657176851 0.988753538 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.42% 0.32LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.29% 310PMIA Average Life(1): Treasuries 67.09% Agencies 19.01% Certificates of Deposit/Bank Notes 6.13% Time Deposits 1.87% Commercial Paper 5.33% Corporate Bonds 0.20% 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 07/05/22 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 03/31/22 Chart does not include $5,098,000.00 in mortgages, which equates to 0.002%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 05/31/22 $225.9 billion Yield Purchase Date Maturity Rate 0.861% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:61,935,368$ 25,350,000$ 87,285,368$ Note: Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained. 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 JUNE, 30, 2022 CAMP Investment Portfolio For the Month Ending June 30, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 66,127.20 1,314,998.92 (1,173,641.46) 0.00 $207,484.66 CAMP Pool Unsettled Trades 0.00 107.59 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,844,981.33 918,940.16 (1,037,173.70) (246,535.33) $30,480,212.46 CAMP Managed Account Unsettled Trades 0.00 50,363.29 Cash Dividends and Income June 30, 2022 May 31, 2022 Asset Summary CAMP Pool 207,484.66 66,127.20 CAMP Managed Account 30,480,212.46 30,844,981.33 $30,687,697.12 $30,911,108.53 Total Asset Allocation 0.68% CAMP Pool 99.32% CAMP Managed Account Page 1 For the Month Ending June 30, 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 $66,127.20 1,314,998.92 (1,173,641.46) $207,484.66 107.59 $30,844,981.33 (86,887.70) (950,286.00) 918,940.16 0.00 (246,535.33) $30,480,212.46 $30,911,108.53 $30,687,697.12 79,709.82 (1,957.87) (27,388.66) $50,363.29 0.00 1,149,408.58 78,595.05 86,887.70 (1,170,898.03) (143,993.30) 0.00 Managed Account Total 32,016,367.05 32,223,851.71 71,246.36 951,065.17 86,887.70 78,595.05 (920,898.03) (32,162,563.01) (114,156.30) 0.00 71,246.36 2,124,706.63 86,887.70 78,595.05 (2,235,896.95) (32,228,690.21) (114,156.30) 107.59 Total Accrual Basis Earnings $6,543.99 $6,651.58 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 30, 2022Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,700,000.00 12,038,191.63 39.22 Supra-National Agency Bond / Note 1,380,000.00 1,321,631.47 4.31 Municipal Bond / Note 1,335,000.00 1,250,044.00 4.07 Federal Agency Commercial Mortgage-Backed Security 295,123.73 293,882.60 0.96 Federal Agency Bond / Note 5,175,000.00 4,866,613.91 15.86 Corporate Note 8,265,000.00 7,935,460.85 25.86 Certificate of Deposit 650,000.00 645,071.55 2.10 Asset-Backed Security 2,186,951.43 2,129,316.45 6.94 Managed Account Sub-Total 31,987,075.16 30,480,212.46 99.32% Accrued Interest 71,246.36 Total Portfolio 31,987,075.16 30,551,458.82 CAMP Pool 207,484.66 207,484.66 0.68 Total Investments 32,194,559.82 30,758,943.48 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 6.94% ABS 2.10% Cert of Deposit 25.86% Corporate Note 15.86% Fed Agy Bond / Note 0.96% Federal Agency Commercial Mortgage-Backed Security 0.68% Joint Powers Authority 4.07% Muni Bond / Note 4.31% 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 2.08%1.58% 15.94% 42.08% 29.88% 8.44% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 968 1.20% 3.10% Page 3 For the Month Ending June 30, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.30% A 2.16% A+ 7.90% A- 2.10% A-1 6.12% AA 59.15% AA+ 2.12% AA- 10.97% AAA 0.68% AAAm 3.53% BBB+ 0.97% NR Issuer Summary Percentof HoldingsIssuer Market Value 227,284.65 0.74 ABBOTT LABORATORIES 441,794.65 1.44 AMAZON.COM INC 77,009.44 0.25 AMERICAN EXPRESS CO 391,183.20 1.27 AMERICAN HONDA FINANCE 516,655.70 1.68 APPLE INC 433,052.78 1.41 BANK OF AMERICA CO 448,876.90 1.46 BERKSHIRE HATHAWAY INC 222,854.45 0.73 BMW FINANCIAL SERVICES NA LLC 78,585.05 0.26 CALIFORNIA STATE UNIVERSITY 207,484.66 0.68 CAMP Pool 799,857.44 2.61 CAPITAL ONE FINANCIAL CORP 108,735.69 0.35 CARMAX AUTO OWNER TRUST 206,041.73 0.67 CATERPILLAR INC 97,808.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 100,718.21 0.33 CHARLES SCHWAB 65,093.47 0.21 CINTAS CORPORATION NO. 2 221,733.00 0.72 CITIGROUP INC 245,132.75 0.80 CREDIT SUISSE GROUP RK 94,374.80 0.31 DEERE & COMPANY 182,657.75 0.60 DISCOVER FINANCIAL SERVICES 1,557,675.18 5.08 FANNIE MAE 463,713.55 1.51 FEDERAL HOME LOAN BANKS 290,563.00 0.95 FLORIDA STATE BOARD OF ADMIN FIN CORP 3,139,107.78 10.23 FREDDIE MAC 224,361.68 0.73 GENERAL DYNAMICS CORP 80,750.29 0.26 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 116,469.72 0.38 GM FINANCIAL LEASINGTRUST 400,543.60 1.31 GOLDMAN SACHS GROUP INC 24,467.73 0.08 HOME DEPOT INC 95,541.18 0.31 HONDA AUTO RECEIVABLES 148,960.36 0.49 HYUNDAI AUTO RECEIVABLES 600,315.03 1.96 INTER-AMERICAN DEVELOPMENT BANK Page 4 For the Month Ending June 30, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 721,316.44 2.35 INTL BANK OF RECONSTRUCTION AND DEV 461,047.06 1.50 JP MORGAN CHASE & CO 129,612.00 0.42 LOS ANGELES COMMUNITY COLLEGE DISTRICT 401,058.00 1.31 MORGAN STANLEY 247,666.50 0.81 NATIONAL AUSTRALIA BANK LTD 49,715.55 0.16 NATIONAL RURAL UTILITIES CO FINANCE CORP 302,477.50 0.99 NEW YORK ST URBAN DEVELOPMENT CORP 283,583.00 0.92 NISSAN AUTO RECEIVABLES 167,067.95 0.54 PACCAR FINANCIAL CORP 399,896.80 1.30 PNC FINANCIAL SERVICES GROUP 395,725.03 1.29 Roche Holding AG 120,780.40 0.39 SAN JUAN UNIFIED SCHOOL DISTRICT 399,938.80 1.30 SKANDINAVISKA ENSKILDA BANKEN AB 59,077.80 0.19 STATE OF CONNECTICUT 92,154.00 0.30 STATE OF MINNESOTA 37,035.08 0.12 TARGET CORP 635,321.94 2.07 THE BANK OF NEW YORK MELLON CORPORATION 385,512.00 1.26 THE WALT DISNEY CORPORATION 544,339.71 1.77 TOYOTA MOTOR CORP 12,038,191.63 39.22 UNITED STATES TREASURY 204,466.73 0.67 UNITEDHEALTH GROUP INC 78,986.25 0.26 UNIVERSITY OF CALIFORNIA 223,323.53 0.73 USAA CAPITAL CORP $30,687,697.12 Total 100.00% Page 5 For the Month Ending June 30, 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 785,875.04 801,503.47 2,190.22 804,593.75 10/04/1910/02/19AaaAA+ 800,000.00 912828T91 1.48 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 171,664.06 176,522.34 9.51 178,541.01 11/06/1911/01/19AaaAA+ 175,000.00 912828XX3 1.55 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 318,804.69 329,013.06 17.66 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 490,468.75 511,274.25 27.17 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,648,531.25 2,717,742.09 146.74 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 484,531.25 519,573.40 23.78 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1,938,125.00 2,072,843.96 95.11 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 230,117.20 246,571.49 1.70 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 414,210.96 445,599.40 3.06 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 136,664.07 147,698.68 1.53 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 318,882.83 346,058.24 3.57 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 364,437.52 389,644.70 4.08 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 409,992.21 446,953.91 4.59 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 592,210.97 635,046.27 6.62 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 Page 6 For the Month Ending June 30, 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 751,652.39 816,264.76 8.41 814,236.33 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 68,742.19 71,773.93 94.77 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 870,734.37 929,431.37 1,200.41 926,843.75 01/06/2201/04/22AaaAA+ 950,000.00 91282CBW0 1.33 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 226,640.63 227,124.52 651.76 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 815,906.25 820,370.33 2,346.34 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94 6,837.03 12,038,191.63 12,651,010.17 1.18 12,751,048.83 12,700,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 239,833.44 244,796.45 60.40 244,492.85 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 481,483.00 499,498.33 128.47 498,925.00 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 600,315.03 634,650.58 864.31 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 1,053.18 1,321,631.47 1,378,945.36 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 59,077.80 60,000.00 599.40 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 97,808.00 100,000.00 875.42 100,000.00 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 302,477.50 325,000.00 832.54 325,000.00 12/23/2012/16/20NRAA+ 325,000.00 650036DT0 0.87 Page 7 For the Month Ending June 30, 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 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 78,986.25 85,000.00 95.90 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 60,924.50 65,287.97 408.85 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 79,670.50 85,353.15 534.65 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 149,968.00 160,000.00 1,006.40 160,000.00 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 92,154.00 100,000.00 262.50 100,000.00 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 120,780.40 130,000.00 461.50 130,000.00 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 129,612.00 140,000.00 450.92 140,000.00 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 78,585.05 85,000.00 122.12 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 5,650.20 1,250,044.00 1,335,641.12 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 4,796.27 4,805.35 12.37 4,845.46 04/09/1804/04/18AaaAA+ 4,804.54 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 4,796.27 4,805.35 12.37 4,845.46 04/09/1804/04/18AaaAA+ 4,804.54 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 21,925.82 21,967.29 56.56 22,150.64 04/09/1804/04/18AaaAA+ 21,963.61 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 5,596.51 5,631.27 15.03 5,631.25 12/17/1812/07/18AaaAA+ 5,631.27 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 7,900.41 7,919.69 13.81 7,919.58 11/26/1911/20/19AaaAA+ 7,919.77 3137FQ3V3 2.09 Page 8 For the Month Ending June 30, 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 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 248,867.32 256,393.93 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 748.06 293,882.60 301,522.88 2.09 307,775.20 295,123.73 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 363,250.50 375,027.04 294.27 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 508,550.70 524,931.58 411.98 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 313,377.35 324,477.46 84.64 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 337,484.00 349,858.31 133.68 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 312,755.63 324,826.40 76.74 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 288,504.00 299,858.69 56.25 299,703.00 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 325,981.60 349,031.11 374.31 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 326,607.40 349,594.44 419.27 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 391,605.63 423,705.04 708.33 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 321,688.85 348,966.37 459.38 348,362.00 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 137,731.95 149,712.78 182.81 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 Page 9 For the Month Ending June 30, 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 642,453.00 698,636.92 714.58 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 596,623.30 648,434.61 487.50 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 4,403.74 4,866,613.91 5,167,060.75 0.41 5,161,604.98 5,175,000.00 Security Type Sub-Total Corporate Note PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 399,896.80 400,867.90 6,144.44 402,848.00 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 100,718.21 104,970.01 225.31 104,947.50 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 199,382.61 209,863.66 189.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 401,058.00 408,787.54 2,669.44 422,916.00 07/23/1907/19/19A1A- 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 391,183.20 399,202.67 106.67 398,016.00 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 400,543.60 406,956.09 7,400.56 418,632.00 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 66,027.85 69,995.56 202.71 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 385,512.00 399,290.71 2,352.78 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 94,374.80 99,952.44 192.71 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 Page 10 For the Month Ending June 30, 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 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 167,067.95 179,809.37 1,268.75 182,894.25 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 77,009.44 79,927.97 585.00 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 395,725.03 410,000.00 2,695.20 410,000.00 03/10/2203/03/22Aa3AA 410,000.00 771196BT8 2.13 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 24,467.73 24,959.98 174.38 24,956.25 03/28/2203/24/22A2A 25,000.00 437076CM2 2.76 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 221,733.00 240,012.15 1,320.00 249,738.75 09/01/2008/28/20A3BBB+ 225,000.00 172967JP7 0.88 CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 65,093.47 64,986.47 361.29 64,985.70 05/03/2204/26/22A3A- 65,000.00 17252MAP5 3.46 USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 223,323.53 224,288.98 738.28 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 516,655.70 550,625.46 859.38 551,105.50 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 224,361.68 241,752.04 1,006.25 252,247.50 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 294,651.63 315,000.00 216.30 315,000.00 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 441,794.65 474,863.72 295.56 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 Page 11 For the Month Ending June 30, 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 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 247,666.50 250,000.00 534.72 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50 NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 49,715.55 49,987.19 273.13 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 100,533.20 99,905.09 10.97 99,905.00 06/30/2206/27/22A1A+ 100,000.00 89236TKC8 3.98 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 223,762.05 244,907.11 3,632.81 256,918.50 08/20/2008/18/20A2A- 225,000.00 06051GFS3 0.93 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 227,284.65 245,611.93 2,567.19 257,845.50 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 209,290.73 225,000.00 239.06 225,000.00 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 166,395.43 175,000.00 1,602.05 175,000.00 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 204,466.73 224,696.17 330.63 224,608.50 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 131,045.49 144,731.97 58.91 144,678.10 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 156,826.60 174,956.69 844.62 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 Page 12 For the Month Ending June 30, 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 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 206,041.73 223,969.20 1,816.88 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 37,035.08 39,937.91 340.17 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 435,939.33 474,034.53 4,192.53 473,945.50 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 448,876.90 466,606.85 3,216.81 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 48,665.07 7,935,460.85 8,345,457.36 1.89 8,418,030.00 8,265,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 399,938.80 400,000.00 2,583.33 400,000.00 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 245,132.75 250,000.00 434.31 250,000.00 03/23/2103/19/21P-1A-1 250,000.00 22552G3C2 0.59 3,017.64 645,071.55 650,000.00 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 1,951.48 1,951.43 2.91 1,951.41 10/24/1810/17/18NRAAA 1,951.43 14315EAC4 3.36 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 799,857.44 799,913.45 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 82,847.20 84,991.50 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 33,622.52 34,997.86 4.38 34,997.05 05/26/2105/18/21NRAAA 35,000.00 380144AD7 0.41 Page 13 For the Month Ending June 30, 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-A A3 DTD 04/28/2021 0.380% 09/15/2025 72,639.14 74,994.22 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 283,583.00 294,996.19 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 312,761.02 324,973.27 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 95,541.18 99,981.96 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 106,784.21 109,982.16 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 76,321.22 79,984.60 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 182,657.75 194,964.63 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 80,750.29 84,998.14 24.08 84,997.83 10/21/2110/13/21AaaAAA 85,000.00 362554AC1 0.68 871.44 2,129,316.45 2,186,729.41 0.93 2,186,579.75 2,186,951.43 Security Type Sub-Total 31,987,075.16 32,189,009.81 1.20 71,246.36 32,016,367.05 30,480,212.46 Managed Account Sub-Total Joint Powers Authority CAMP Pool 207,484.66 207,484.66 0.00 207,484.66 NRAAAm 207,484.66 207,484.66 207,484.66 0.00 207,484.66 207,484.66 Liquid Sub-Total $32,194,559.82 $32,396,494.47 $71,246.36 $32,223,851.71 $30,687,697.12 1.20% $30,758,943.48 $71,246.36 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending June 30, 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 (15,628.43)(18,718.71) 785,875.04 98.23 BNP_PARI 800,000.00 912828T91US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 2.98 1.32 (4,858.28)(6,876.95) 171,664.06 98.09 MORGAN_S 175,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.99 1.97 (10,208.37)(15,018.55) 318,804.69 98.09 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.99 1.97 (20,805.50)(33,886.72) 490,468.75 98.09 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.99 1.97 (69,210.84)(91,230.47) 2,648,531.25 98.09 HSBC 2,700,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.99 1.97 (35,042.15)(49,882.81) 484,531.25 96.91 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 3.04 2.46 (134,718.96)(192,500.00) 1,938,125.00 96.91 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 3.04 2.46 (16,454.29)(15,039.05) 230,117.20 92.05 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 3.04 2.99 (31,388.44)(29,443.34) 414,210.96 92.05 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 3.04 2.99 (11,034.61)(10,388.66) 136,664.07 91.11 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.07 3.48 (27,175.41)(25,976.55) 318,882.83 91.11 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.07 3.48 (25,207.18)(23,531.23) 364,437.52 91.11 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.07 3.48 (36,961.70)(36,175.76) 409,992.21 91.11 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.07 3.48 (42,835.30)(40,040.98) 592,210.97 91.11 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.07 3.48 (64,612.37)(62,583.94) 751,652.39 91.11 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.07 3.48 (3,031.74)(2,715.82) 68,742.19 91.66 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 3.07 3.78 (58,697.00)(56,109.38) 870,734.37 91.66 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 3.07 3.78 Page 15 For the Month Ending June 30, 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 (483.89) 390.63 226,640.63 90.66 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.08 4.03 (4,464.08)(3,128.91) 815,906.25 90.66 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.08 4.03 (712,857.20) 3.03 (612,818.54) 12,038,191.63 12,700,000.00 Security Type Sub-Total 2.72 Supra-National Agency Bond / Note (4,963.01)(4,659.41) 239,833.44 97.89 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 2.79 0.81 (18,015.33)(17,442.00) 481,483.00 96.30 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 2.97 1.40 (34,335.55)(34,215.07) 600,315.03 94.54 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 3.05 2.22 (56,316.48) 2.97 (57,313.89) 1,321,631.47 1,380,000.00 Security Type Sub-Total 1.66 Municipal Bond / Note (922.20)(922.20) 59,077.80 98.46 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 2.79 1.95 (2,192.00)(2,192.00) 97,808.00 97.81 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 3.19 2.03 (22,522.50)(22,522.50) 302,477.50 93.07 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 3.58 2.67 (6,013.75)(6,013.75) 78,986.25 92.93 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 3.49 2.76 (4,363.47)(4,535.05) 60,924.50 93.73 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.47 2.94 (5,682.65)(5,893.05) 79,670.50 93.73 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.47 2.94 (10,032.00)(10,032.00) 149,968.00 93.73 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.47 2.94 (7,846.00)(7,846.00) 92,154.00 92.15 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 3.33 3.05 Page 16 For the Month Ending June 30, 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 (9,219.60)(9,219.60) 120,780.40 92.91 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 3.29 3.04 (10,388.00)(10,388.00) 129,612.00 92.58 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 3.32 3.04 (6,414.95)(6,414.95) 78,585.05 92.45 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 3.27 3.29 (85,979.10) 3.39 (85,597.12) 1,250,044.00 1,335,000.00 Security Type Sub-Total 2.80 Federal Agency Commercial Mortgage-Backed Security (9.08)(49.19) 4,796.27 99.83 CITIGRP 4,804.54 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 5.10 0.10 (9.08)(49.19) 4,796.27 99.83 CITIGRP 4,804.54 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 5.10 0.10 (41.47)(224.82) 21,925.82 99.83 CITIGRP 21,963.61 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 5.10 0.10 (34.76)(34.74) 5,596.51 99.38 CSFB 5,631.27 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3.83 1.02 (19.28)(19.17) 7,900.41 99.76 JPM_CHAS 7,919.77 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 2.22 1.06 (7,526.61)(13,515.49) 248,867.32 99.55 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3.26 2.28 (13,892.60) 3.44 (7,640.28) 293,882.60 295,123.73 Security Type Sub-Total 1.99 Federal Agency Bond / Note (11,776.54)(11,817.98) 363,250.50 96.87 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 2.95 1.19 (16,380.88)(16,276.05) 508,550.70 96.87 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 2.95 1.19 (11,100.11)(10,410.40) 313,377.35 96.42 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 2.96 1.29 (12,374.31)(12,201.00) 337,484.00 96.42 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 2.97 1.35 Page 17 For the Month Ending June 30, 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 (12,070.77)(11,873.87) 312,755.63 96.23 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 3.00 1.41 (11,354.69)(11,199.00) 288,504.00 96.17 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 3.01 1.43 (23,049.51)(22,282.40) 325,981.60 93.14 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 3.09 2.77 (22,987.04)(22,671.60) 326,607.40 93.32 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 3.13 2.79 (32,099.41)(31,277.87) 391,605.63 92.14 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 3.09 3.04 (27,277.52)(26,673.15) 321,688.85 91.91 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3.09 3.13 (11,980.83)(11,818.05) 137,731.95 91.82 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 3.10 3.16 (56,183.92)(55,440.00) 642,453.00 91.78 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 3.07 3.21 (51,811.31)(51,049.70) 596,623.30 91.79 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 3.10 3.32 (294,991.07) 3.04 (300,446.84) 4,866,613.91 5,175,000.00 Security Type Sub-Total 2.31 Corporate Note (971.10)(2,951.20) 399,896.80 99.97 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 3.52 1.43 (4,251.80)(4,229.29) 100,718.21 95.92 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 3.21 1.62 (10,481.05)(10,392.69) 199,382.61 94.94 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 3.38 1.73 (7,729.54)(21,858.00) 401,058.00 100.26 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 3.72 1.77 (8,019.47)(6,832.80) 391,183.20 97.80 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 3.56 1.96 Page 18 For the Month Ending June 30, 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 (6,412.49)(18,088.40) 400,543.60 100.14 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 3.78 1.70 (3,967.71)(3,965.85) 66,027.85 94.33 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 3.56 2.10 (13,778.71)(12,856.00) 385,512.00 96.38 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 3.50 2.04 (5,577.64)(5,560.20) 94,374.80 94.37 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 3.30 2.18 (12,741.42)(15,826.30) 167,067.95 95.47 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 3.64 2.53 (2,918.53)(2,909.76) 77,009.44 96.26 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 3.73 2.51 (14,274.97)(14,274.97) 395,725.03 96.52 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 3.50 2.54 (492.25)(488.52) 24,467.73 97.87 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 3.51 2.69 (18,279.15)(28,005.75) 221,733.00 98.55 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 3.85 2.70 107.00 107.77 65,093.47 100.14 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 3.40 2.71 (965.45)(940.72) 223,323.53 99.25 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 3.65 2.72 (33,969.76)(34,449.80) 516,655.70 93.94 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 3.36 2.74 (17,390.36)(27,885.82) 224,361.68 99.72 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 3.60 2.60 Page 19 For the Month Ending June 30, 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 (20,348.37)(20,348.37) 294,651.63 93.54 JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 3.16 2.89 (33,069.07)(32,972.60) 441,794.65 93.01 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 3.33 2.89 (2,333.50)(2,333.50) 247,666.50 99.07 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 3.84 2.82 (271.64)(270.95) 49,715.55 99.43 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 3.65 2.82 628.11 628.20 100,533.20 100.53 MERRILL 100,000.00 89236TKC8TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 3.76 2.86 (21,145.06)(33,156.45) 223,762.05 99.45 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 4.07 2.89 (18,327.28)(30,560.85) 227,284.65 101.02 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 3.54 2.79 (15,709.27)(15,709.27) 209,290.73 93.02 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.71 2.39 (8,604.57)(8,604.57) 166,395.43 95.08 JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 4.06 3.47 (20,229.44)(20,141.77) 204,466.73 90.87 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 3.70 3.71 (13,686.48)(13,632.61) 131,045.49 90.38 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 3.76 3.88 (18,130.09)(18,120.90) 156,826.60 89.62 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 4.01 3.92 Page 20 For the Month Ending June 30, 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 (17,927.47)(17,822.02) 206,041.73 91.57 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 3.74 4.33 (2,902.83)(2,896.92) 37,035.08 92.59 CITIGRP 40,000.00 87612EBM7TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 3.74 4.32 (38,095.20)(38,006.17) 435,939.33 91.78 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 4.04 4.26 (17,729.95)(17,212.10) 448,876.90 94.50 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 3.58 4.38 (482,569.15) 3.62 (409,996.51) 7,935,460.85 8,265,000.00 Security Type Sub-Total 2.75 Certificate of Deposit (61.20)(61.20) 399,938.80 99.98 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 1.91 0.16 (4,867.25)(4,867.25) 245,132.75 98.05 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 3.33 0.73 (4,928.45) 2.45 (4,928.45) 645,071.55 650,000.00 Security Type Sub-Total 0.38 Asset-Backed Security 0.05 0.07 1,951.48 100.00 MERRILL 1,951.43 14315EAC4CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 3.36 0.05 (56.01) 58.88 799,857.44 99.98 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.73 0.13 (2,144.30)(2,139.97) 82,847.20 97.47 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 1.31 0.90 (1,375.34)(1,374.53) 33,622.52 96.06 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 1.81 1.22 (2,355.08)(2,352.97) 72,639.14 96.85 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.38 1.02 Page 21 For the Month Ending June 30, 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 (11,413.19)(11,412.01) 283,583.00 96.13 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.54 1.24 (12,212.25)(12,203.98) 312,761.02 96.23 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.40 1.14 (4,440.78)(4,437.74) 95,541.18 95.54 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.18 1.67 (3,197.95)(3,192.09) 106,784.21 97.08 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.35 0.94 (3,663.38)(3,660.92) 76,321.22 95.40 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.97 1.60 (12,306.88)(12,300.50) 182,657.75 93.67 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.15 2.16 (4,247.85)(4,247.54) 80,750.29 95.00 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.92 1.47 (57,263.30) 1.68 (57,412.96) 2,129,316.45 2,186,951.43 Security Type Sub-Total 0.89 31,987,075.16 30,480,212.46 (1,708,797.35) (1,536,154.59) 3.10 Managed Account Sub-Total 2.44 Joint Powers Authority 0.00 0.00 207,484.66 1.00 207,484.66 CAMP Pool 0.00 207,484.66 207,484.66 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $30,758,943.48 $71,246.36 $30,687,697.12 Accrued Interest Securities Sub-Total $32,194,559.82 ($1,708,797.35) ($1,536,154.59) 3.10% 2.44 Page 22 For the Month Ending June 30, 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 06/09/22 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 63254ABD9 (250,000.00) 0.00 (250,000.00) 250,000.00 05/31/22 06/06/22 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 (819,035.16)(1,957.87)(820,993.03) 900,000.00 06/02/22 06/30/22 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 89236TKC8 (99,905.00) 0.00 (99,905.00) 100,000.00 06/27/22 (1,957.87) (1,170,898.03)(1,168,940.16) 1,250,000.00 Transaction Type Sub-Total INTEREST 06/01/22 JPMORGAN CHASE & CO CORPORATE NOTES DTD 06/01/2021 0.824% 06/01/2025 46647PCH7 0.00 1,297.80 1,297.80 315,000.00 06/01/22 06/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 37.91 37.91 21,745.24 06/01/22 06/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 15.07 15.07 5,646.21 06/01/22 06/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 235.60 235.60 91,499.08 06/01/22 06/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 06/01/22 06/03/22 AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 023135BQ8 0.00 1,900.00 1,900.00 475,000.00 06/03/22 06/04/22 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 3137EAFA2 0.00 375.00 375.00 300,000.00 06/04/22 06/06/22 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 06051GKE8 0.00 1,721.25 1,721.25 225,000.00 06/06/22 06/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 39.82 39.82 14,221.72 06/15/22 06/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 06/15/22 Page 23 For the Month Ending June 30, 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 06/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 06/15/22 06/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 06/15/22 06/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 06/15/22 06/15/22 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 06/15/22 06/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 06/15/22 06/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 06/15/22 06/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 06/16/22 06/16/22 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 0.00 2.11 2.11 850.61 06/16/22 06/18/22 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 89236TJK2 0.00 815.63 815.63 145,000.00 06/18/22 06/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 06/20/22 06/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 06/20/22 06/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 06/21/22 06/27/22 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 02665WCZ2 0.00 4,800.00 4,800.00 400,000.00 06/27/22 06/30/22 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 0.00 5,296.88 5,296.88 2,825,000.00 06/30/22 06/30/22 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 912828YY0 0.00 21,875.00 21,875.00 2,500,000.00 06/30/22 06/30/22 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 0.00 875.00 875.00 700,000.00 06/30/22 Page 24 For the Month Ending June 30, 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 06/30/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 0.00 37,000.00 37,000.00 3,700,000.00 06/30/22 78,595.05 78,595.05 0.00 14,153,962.86 Transaction Type Sub-Total PAYDOWNS 06/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 9,119.23 0.00 9,119.23 (77.66) 0.00 9,119.23 06/01/22 06/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 9,119.23 0.00 9,119.23 (77.66) 0.00 9,119.23 06/01/22 06/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 41,687.93 0.00 41,687.93 (355.00)(0.01) 41,687.92 06/01/22 06/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 13,825.47 0.00 13,825.47 0.34 0.00 13,825.47 06/01/22 06/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 14.94 0.00 14.94 0.00 0.00 14.94 06/01/22 06/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 12,270.29 0.00 12,270.29 0.11 0.00 12,270.29 06/15/22 06/16/22 GMCAR 2019-1 A3 DTD 01/16/2019 2.970% 11/16/2023 36256XAD4 850.61 0.00 850.61 0.09 0.00 850.61 06/16/22 0.00 (0.01)(509.78) 86,887.70 86,887.70 86,887.69 Transaction Type Sub-Total SELL 06/07/22 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 912828T91 198,007.81 335.60 198,343.41 (3,140.63)(2,386.58)FIFO 200,000.00 05/31/22 06/06/22 FREDDIE MAC NOTES DTD 08/21/2020 0.250% 08/24/2023 3137EAEV7 877,554.00 637.50 878,191.50 (21,528.00)(22,074.79)FIFO 900,000.00 06/02/22 06/30/22 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 08/14/2020 0.500% 08/14/2023 89236THF5 72,732.00 141.67 72,873.67 (2,210.25)(2,246.38)FIFO 75,000.00 06/27/22 1,114.77 (26,707.75)(26,878.88) 1,149,408.58 1,148,293.81 1,175,000.00 Transaction Type Sub-Total 66,241.35 77,751.95 143,993.30 (27,388.66) (26,707.76)Managed Account Sub-Total Page 25 For the Month Ending June 30, 2022Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Security Transactions ($27,388.66)$143,993.30 $77,751.95 $66,241.35 ($26,707.76) Page 26 For the Month Ending June 30, 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 66,127.20 Opening Balance 06/01/22 06/01/22 Purchase - Interest 46647PCH7 1.00 1,297.80 67,425.00 06/03/22 06/03/22 Purchase - Interest 023135BQ8 1.00 1,900.00 69,325.00 06/06/22 06/06/22 Purchase - Interest 06051GKE8 1.00 1,721.25 71,046.25 06/06/22 06/06/22 Purchase - Interest 3137EAFA2 1.00 375.00 71,421.25 06/06/22 06/06/22 Purchase - Interest 3137EAEV7 1.00 637.50 72,058.75 06/06/22 06/06/22 Purchase - Principal 3137EAEV7 1.00 877,554.00 949,612.75 06/06/22 06/06/22 Redemption - Interest 91282CCP4 1.00 (1,957.87) 947,654.88 06/06/22 06/06/22 Redemption - Principal 91282CCP4 1.00 (819,035.16) 128,619.72 06/07/22 06/07/22 Purchase - Interest 912828T91 1.00 335.60 128,955.32 06/07/22 06/07/22 Purchase - Principal 912828T91 1.00 198,007.81 326,963.13 06/09/22 06/09/22 Redemption - Principal 63254ABD9 1.00 (250,000.00) 76,963.13 06/15/22 06/15/22 Purchase - Interest 14041NFU0 1.00 1,146.67 78,109.80 06/15/22 06/15/22 Purchase - Interest 14314QAC8 1.00 47.67 78,157.47 06/15/22 06/15/22 Purchase - Interest 14315EAC4 1.00 39.82 78,197.29 06/15/22 06/15/22 Purchase - Interest 254683CP8 1.00 94.25 78,291.54 06/15/22 06/15/22 Purchase - Interest 44933LAC7 1.00 23.75 78,315.29 06/15/22 06/15/22 Purchase - Interest 44935FAD6 1.00 49.33 78,364.62 06/15/22 06/15/22 Purchase - Interest 65480BAC1 1.00 81.13 78,445.75 06/15/22 06/15/22 Purchase - Interest 89190GAC1 1.00 70.42 78,516.17 06/15/22 06/15/22 Purchase - Principal 14315EAC4 1.00 12,270.29 90,786.46 06/16/22 06/16/22 Purchase - Interest 362554AC1 1.00 48.17 90,834.63 Page 27 For the Month Ending June 30, 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 06/16/22 06/16/22 Purchase - Interest 36256XAD4 1.00 2.11 90,836.74 06/17/22 06/17/22 Purchase - Principal 36256XAD4 1.00 850.61 91,687.35 06/21/22 06/21/22 Purchase - Interest 89236TJK2 1.00 815.63 92,502.98 06/21/22 06/21/22 Purchase - Interest 43815GAC3 1.00 73.33 92,576.31 06/21/22 06/21/22 Purchase - Interest 380144AD7 1.00 11.96 92,588.27 06/21/22 06/21/22 Purchase - Interest 36261RAD0 1.00 23.38 92,611.65 06/27/22 06/27/22 Purchase - Interest 3137FQ3V3 1.00 37.91 92,649.56 06/27/22 06/27/22 Purchase - Interest 02665WCZ2 1.00 4,800.00 97,449.56 06/27/22 06/27/22 Purchase - Interest 3137BGK24 1.00 637.92 98,087.48 06/27/22 06/27/22 Purchase - Interest 3137BM6P6 1.00 235.60 98,323.08 06/27/22 06/27/22 Purchase - Interest 3137FKK39 1.00 15.07 98,338.15 06/27/22 06/27/22 Purchase - Principal 3137FKK39 1.00 14.94 98,353.09 06/27/22 06/27/22 Purchase - Principal 3137BM6P6 1.00 9,119.24 107,472.33 06/27/22 06/27/22 Purchase - Principal 3137BM6P6 1.00 9,119.23 116,591.56 06/27/22 06/27/22 Purchase - Principal 3137BM6P6 1.00 41,687.92 158,279.48 06/27/22 06/27/22 Purchase - Principal 3137FQ3V3 1.00 13,825.47 172,104.95 06/27/22 06/27/22 IP Fees May 2022 1.00 (2,614.57) 169,490.38 06/27/22 06/27/22 U.S. Bank Fees April 2022 1.00 (128.86) 169,361.52 06/30/22 06/30/22 Purchase - Interest 912828XX3 1.00 37,000.00 206,361.52 06/30/22 06/30/22 Purchase - Interest 912828YY0 1.00 21,875.00 228,236.52 06/30/22 06/30/22 Purchase - Interest 912828ZW3 1.00 875.00 229,111.52 06/30/22 06/30/22 Purchase - Interest 91282CBC4 1.00 5,296.88 234,408.40 Page 28 For the Month Ending June 30, 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 06/30/22 06/30/22 Purchase - Interest 89236THF5 1.00 141.67 234,550.07 06/30/22 06/30/22 Purchase - Principal 89236THF5 1.00 72,732.00 307,282.07 06/30/22 06/30/22 Redemption - Principal 89236TKC8 1.00 (99,905.00) 207,377.07 06/30/22 07/01/22 Accrual Income Div Reinvestment - Distributions 1.00 107.59 207,484.66 207,484.66 207,484.66 207,484.66 113,558.72 231.75 0.00 (4,650,510.45) 4,602,818.43 255,176.68 107.59 207,484.66 0.00 (1,173,641.46) 1,314,998.92 66,127.20 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 June January-June 1.14% Page 29