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Item No. 09 - SA Investment Report
City Council Agenda Report City of Lake Elsinore 130 South Main Street Lake Elsinore, CA 92530 www.lake-elsinore.org File Number: TMP 22-390 Agenda Date: 8/23/2022 Status: Approval FinalVersion: 1 File Type: Successor Consent Calendar In Control: Successor Agency Agenda Number: 9) SA Investment Report for July 2022 Receive and file the Investment Report for July 2022 Page 1 City of Lake Elsinore Printed on 8/19/2022 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: August 23, 2022 Subject: Investment Report for July 2022 Recommendation Receive and file the Investment Report for July 2022. Background and Discussion The Investment Report lists 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 July 2022 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 5,767,400$ 510,339$ (1,379,344)$ 4,898,395$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 5,767,400 510,339 (1,379,344) 4,900,695 INVESTMENTS Local Agency Investment Fund 89,914,822 - - 89,914,822 CAMP Investments: CAMP Pool Account 81,991 - - 81,991 U.S. Treasury Bond / Note 12,474,890 - - 12,474,890 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 275,761 - - 275,761 Federal Agency Bond / Note 5,161,605 - - 5,161,605 Corporate Note 8,643,030 - - 8,643,030 Certificate of Deposit 650,000 - - 650,000 Asset-Backed Security 2,394,623 - - 2,394,623 Sub-total Investments 122,310,693 - - 122,310,693 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/2022 (2,086,039) - - (2,832,560) Total Investments 120,224,655 - - 119,478,133 Total Pooled Cash and Investments 125,992,054$ 510,339$ (1,379,344)$ 124,378,828$ TOTAL POOLED CASH AND INVESTMENTS 124,378,828$ 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 August 4, 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 July, 31, 2022 FUND NO FUND NAME AMOUNT 100 General 22,372,691$ 102 Measure Z 11,970,651 106 Affordable Housing In Lieu 576,977 107 Developer Agreement Revenue 59,364 108 American Rescue Plan 10,156,541 109 Road Maintenance and Rehabilitation (SB1) 793,148 110 State Gas Tax 1,065,755 112 Measure A 1,822,406 113 SB821 Pedestrian Sidewalk 94 114 SB1186 CASP Education Program 45,511 115 Traffic Safety 19,327 116 City Hall-Public Works DIF 178,422 117 Community Center DIF 114,895 118 Lake Side Facility DIF 205,127 119 Animal Shelter DIF 85,288 130 Lighting & Landscape Maintenance Fund - City-wide 228,384 135 Lighting & Landscape Maintenance - Dist. No. 1 747,854 140 Geothermal 11,557 150 C.D.B.G. 108,898 160 PEG Grant 63,730 180 Launch Pointe 328,972 202 La Strada RBBD 23,570 203 E.L.S.P. - S.T.I.F. 3,323,720 205 Traffic Impact Fee 374,229 211 Storm Drain C.I.P. 3,128,010 221 Quimby Park C.I.P. 253,266 231 Library C.I.P. 1,293,958 232 City Fire Protection 490,619 300 Insurance Service 598,686 305 Information Systems Service 1,134,874 315 Fleet Service 318,468 320 Facilities Service 538,210 331 CFD 2006-1CC Summerly Improvement Area CC 87,984 332 CFD 2006-1 Improvement Area B, Summerly 87,256 333 CFD 2015-3 Terracina 12,929 334 CFD 2015-5 Trieste - Far West Industries 66,555 335 CFD 2003-2E Canyon Hills Improvement Area E 63,081 336 CFD 2006-1FF Summerly Improvement Area FF 91,630 337 CFD 2016-2 Canyon Hills 589,495 338 CFD 2006-1 IA-JJ Summerly Improvement Area 151,717 339 CFD 2006-1 IA-KK Summerly Improvement Area 133,130 340 CFD 2006-1 IA-EE Summerly Improvement Area 147,230 345 CFD 2003-2 Improvement Area D, Canyon Hills 807,367 346 CFD 2014-1 Southshore 67,176 347 CFD 2006-1 Improvement Area A, Summerly 147,004 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 July, 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 July, 31, 2022 350 CFD 98-1 Summerhill 805,947 351 CFD 2006-1 IA-II Summerly Improvement 108,462 354 CFD 90-2 Tuscany Hills 1,035,099 355 RAD 2021-1 Canyon Hills Improvement 777,469 357 CFD 2003-2 Canyon Hills Improvement Area 393,567 361 CFD 2022-2 LAKESHORE IMPROVEMENT 34,318 366 CFD 2005-6 City Center Townhomes 139,081 368 CFD 2006-2 Viscaya 289,507 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,066,228 370 CFD 2006-1 IA-HH Summerly Improvement 144,769 371 CFD 2005-1 Serenity 413,229 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,021,014 377 CFD 2006-6 Tessara 6,556 378 CFD 2006-8 Running Deer Estates 8,546 379 CFD 2022-1 ALBERHILL 14,367 384 CFD 2003-2 Area B Canyon Hills Improvement Area 896,627 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,040,878 386 CFD 2007-4 Mekenna Court 61,117 387 CFD 2007-5 Red Kite 61,370 388 CFD 2007-6 Holiday Inn Express 12 390 CFD 2003-2 Area C Canyon Hills Improvement Area 394,795 392 CFD 95-1 City Center 68,446 394 CFD 2005-5 (2012A) Wasson Canyon 182,000 395 CFD 2018-1 Wasson Canyon II Improvement Area 4,499 398 CFD 2021-1 Tuscany Valley and Crest 20,419 500 Capital Improvement Plan 13,586,009 510 Successor To RDA Area I, II, & III 9,404,727 603 Endowment Trust - Carl Graves 56,444 604 Endowment Trust - Korn Memorial 33,208 605 Public Improvement Trust 1,652,110 606 Mobile Source Air Polution Reduction 191,812 608 Trust Deposit & Pre Paid Expense 1,998,374 617 Successor Agency Housing 18,196,254 620 Cost Recovery System 4,911,783 631 Lake Destratification Equipment Replacement 460,249 655 CFD 2015-1s Law, Fire, Paramedic Services 13,782 Total Pooled Cash & Investments 124,378,828$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.07% 81,991$ U.S. Treasury Bond / Note Unlimited 10.20% 12,474,890$ Supra-National Agency Bond / Note 30% 1.13% 1,377,948$ Municipal Bond / Note Unlimited 1.09% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.23% 275,761$ Federal Agency Bond / Note Unlimited 4.22% (1)5,161,605$ Corporate Note 30% 7.07% 8,643,030$ Negotiable Certificates of Deposit 30% 0.53% 650,000$ Asset-Backed Security / Collaterized Mortgage 20% 1.96% 2,394,623$ LAIF (Local Agency Investment Funds) $150 Million 73.51% (2)89,914,822$ TOTAL 100.00% 122,310,693$ 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 July, 31, 2022 Local Agency Investment Fund July 1.090 June 0.861 May 0.684 0.00002057622201151 0.987125414 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):0.99% 0.75LAIF Apportionment Rate(2): PMIA Quarter to Date(1):0.69% 311PMIA Average Life(1): Treasuries 68.57% Agencies 18.86% Certificates of Deposit/Bank Notes 5.59% Time Deposits 2.01% Commercial Paper 4.40% Corporate Bonds 0.21% Loans 0.36% 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 08/10/22 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 06/30/22 Chart does not include $4,432,000.00 in mortgages, which equates to 0.002%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 07/31/22 $229.9 billion Yield Purchase Date Maturity Rate 1.090% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:87,285,368$ 2,629,454$ 89,914,822$ 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 July, 31, 2022 CAMP Investment Portfolio For the Month Ending July 31, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 207,484.66 1,046,719.53 (1,172,213.33) 0.00 $81,990.86 CAMP Pool Unsettled Trades 0.00 149.09 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,480,212.46 1,167,338.79 (1,016,133.22) 202,560.54 $30,833,978.57 CAMP Managed Account Unsettled Trades 0.00 8,013.67 Cash Dividends and Income July 31, 2022 June 30, 2022 Asset Summary CAMP Pool 81,990.86 207,484.66 CAMP Managed Account 30,833,978.57 30,480,212.46 $30,915,969.43 $30,687,697.12 Total Asset Allocation 0.27% CAMP Pool 99.73% CAMP Managed Account Page 1 For the Month Ending July 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 $207,484.66 1,046,719.53 (1,172,213.33) $81,990.86 149.09 $30,480,212.46 (33,719.16) (982,414.06) 1,167,338.79 0.00 202,560.54 $30,833,978.57 $30,687,697.12 $30,915,969.43 36,530.98 (2,182.32) (26,334.99) $8,013.67 0.00 985,251.03 33,694.01 33,719.16 (1,169,521.11) 116,856.92 0.00 Managed Account Total 32,144,593.15 32,226,584.01 72,007.41 985,251.03 33,719.16 33,694.01 (1,169,521.11) (32,016,367.05) (71,246.36) 0.00 72,007.41 2,157,464.36 33,719.16 33,694.01 (2,216,240.64) (32,223,851.71) (71,246.36) 149.09 Total Accrual Basis Earnings $12,130.24 $12,279.33 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending July 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 12,500,000.00 11,868,820.41 38.39 Supra-National Agency Bond / Note 1,380,000.00 1,324,454.12 4.28 Municipal Bond / Note 1,335,000.00 1,251,684.05 4.05 Federal Agency Commercial Mortgage-Backed Security 263,356.00 260,968.77 0.84 Federal Agency Bond / Note 5,175,000.00 4,893,737.38 15.83 Corporate Note 8,490,000.00 8,248,461.13 26.68 Certificate of Deposit 650,000.00 645,089.00 2.09 Asset-Backed Security 2,395,000.00 2,340,763.71 7.57 Managed Account Sub-Total 32,188,356.00 30,833,978.57 99.73% Accrued Interest 72,007.41 Total Portfolio 32,188,356.00 30,905,985.98 CAMP Pool 81,990.86 81,990.86 0.27 Total Investments 32,270,346.86 30,987,976.84 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.57% ABS 2.09% Cert of Deposit 26.68% Corporate Note 15.83% Fed Agy Bond / Note 0.84% Federal Agency Commercial Mortgage-Backed Security 0.27% Joint Powers Authority 4.05% Muni Bond / Note 4.28% Supra-National Agency Bond / Note 38.39% 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 1.57%1.59% 25.93% 34.06% 25.27% 11.58% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 972 1.27% 2.94% Page 3 For the Month Ending July 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.33% A 2.17% A+ 8.64% A- 2.09% A-1 6.16% AA 58.14% AA+ 2.12% AA- 11.58% AAA 0.27% AAAm 3.53% BBB+ 0.97% NR Issuer Summary Percentof HoldingsIssuer Market Value 229,630.95 0.74 ABBOTT LABORATORIES 445,354.30 1.44 AMAZON.COM INC 77,589.92 0.25 AMERICAN EXPRESS CO 393,200.40 1.27 AMERICAN HONDA FINANCE 522,295.95 1.69 APPLE INC 438,822.91 1.42 BANK OF AMERICA CO 460,871.13 1.49 BERKSHIRE HATHAWAY INC 225,586.97 0.73 BMW FINANCIAL SERVICES NA LLC 78,192.35 0.25 CALIFORNIA STATE UNIVERSITY 81,990.86 0.27 CAMP Pool 799,765.12 2.59 CAPITAL ONE FINANCIAL CORP 317,868.48 1.03 CARMAX AUTO OWNER TRUST 210,089.48 0.68 CATERPILLAR INC 97,759.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 100,986.17 0.33 CHARLES SCHWAB 65,044.40 0.21 CINTAS CORPORATION NO. 2 223,687.80 0.72 CITIGROUP INC 245,277.00 0.79 CREDIT SUISSE GROUP RK 94,834.20 0.31 DEERE & COMPANY 183,498.55 0.59 DISCOVER FINANCIAL SERVICES 1,568,895.55 5.07 FANNIE MAE 466,802.00 1.51 FEDERAL HOME LOAN BANKS 292,178.10 0.95 FLORIDA STATE BOARD OF ADMIN FIN CORP 3,119,008.60 10.08 FREDDIE MAC 226,417.95 0.73 GENERAL DYNAMICS CORP 81,042.03 0.26 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 116,677.87 0.38 GM FINANCIAL LEASINGTRUST 401,334.40 1.30 GOLDMAN SACHS GROUP INC 24,673.48 0.08 HOME DEPOT INC 95,699.48 0.31 HONDA AUTO RECEIVABLES 149,353.57 0.48 HYUNDAI AUTO RECEIVABLES 228,255.30 0.74 IBM CORP Page 4 For the Month Ending July 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 601,867.61 1.95 INTER-AMERICAN DEVELOPMENT BANK 722,586.51 2.34 INTL BANK OF RECONSTRUCTION AND DEV 464,618.29 1.50 JP MORGAN CHASE & CO 128,770.60 0.42 LOS ANGELES COMMUNITY COLLEGE DISTRICT 403,233.20 1.30 MORGAN STANLEY 249,208.75 0.81 NATIONAL AUSTRALIA BANK LTD 50,059.65 0.16 NATIONAL RURAL UTILITIES CO FINANCE CORP 303,137.25 0.98 NEW YORK ST URBAN DEVELOPMENT CORP 283,747.37 0.92 NISSAN AUTO RECEIVABLES 168,246.75 0.54 PACCAR FINANCIAL CORP 401,239.20 1.30 PNC FINANCIAL SERVICES GROUP 401,089.06 1.30 Roche Holding AG 121,130.10 0.39 SAN JUAN UNIFIED SCHOOL DISTRICT 399,812.00 1.29 SKANDINAVISKA ENSKILDA BANKEN AB 58,995.60 0.19 STATE OF CONNECTICUT 92,494.00 0.30 STATE OF MINNESOTA 38,006.40 0.12 TARGET CORP 645,308.54 2.09 THE BANK OF NEW YORK MELLON CORPORATION 388,653.60 1.26 THE WALT DISNEY CORPORATION 548,955.99 1.78 TOYOTA MOTOR CORP 11,868,820.41 38.38 UNITED STATES TREASURY 209,271.38 0.68 UNITEDHEALTH GROUP INC 79,027.05 0.26 UNIVERSITY OF CALIFORNIA 225,005.85 0.73 USAA CAPITAL CORP $30,915,969.43 Total 100.00% Page 5 For the Month Ending July 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 06/30/2017 2.000% 06/30/2024 319,414.06 328,842.64 565.22 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 491,406.25 510,795.48 869.57 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2,629,023.44 2,691,831.36 4,652.18 2,714,393.56 01/07/2001/02/20AaaAA+ 2,675,000.00 912828XX3 1.66 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 486,875.00 518,909.53 760.87 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1,947,500.00 2,070,373.32 3,043.48 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 231,953.12 246,668.55 54.35 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 417,515.63 445,723.99 97.82 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 138,140.62 147,754.46 48.91 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 322,328.13 346,153.78 114.13 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 368,375.00 389,895.69 130.44 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 414,421.88 447,027.74 146.74 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 598,609.37 635,408.72 211.96 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 759,773.44 816,476.48 269.02 814,236.33 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 69,585.94 71,845.42 142.15 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 Page 6 For the Month Ending July 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 N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 881,421.87 929,887.14 1,800.61 926,843.75 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 229,804.70 227,600.13 4.25 226,250.00 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 735,375.04 733,437.92 13.59 732,343.75 07/08/2207/05/22AaaAA+ 800,000.00 91282CCP4 2.84 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 827,296.92 822,025.95 15.29 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94 12,940.58 11,868,820.41 12,380,658.30 1.26 12,474,889.66 12,500,000.00 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 239,916.01 244,817.98 85.92 244,492.85 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 482,670.50 499,528.77 232.64 498,925.00 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 601,867.61 634,663.87 1,128.89 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 1,447.45 1,324,454.12 1,379,010.62 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 58,995.60 60,000.00 99.90 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 97,759.00 100,000.00 1,050.50 100,000.00 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 303,137.25 325,000.00 1,068.17 325,000.00 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 79,027.05 85,000.00 158.45 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 Page 7 For the Month Ending July 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 61,263.15 65,279.83 68.14 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 80,113.35 85,343.16 89.11 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 150,801.60 160,000.00 167.73 160,000.00 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 92,494.00 100,000.00 315.00 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 121,130.10 130,000.00 553.80 130,000.00 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 128,770.60 140,000.00 541.10 140,000.00 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 78,192.35 85,000.00 183.18 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 4,295.08 1,251,684.05 1,335,622.99 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 404.72 404.72 1.04 408.17 04/09/1804/04/18AaaAA+ 404.72 3137BM6P6 3.08 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 404.72 404.72 1.04 408.17 04/09/1804/04/18AaaAA+ 404.72 3137BM6P6 3.09 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 1,850.15 1,850.15 4.77 1,865.90 04/09/1804/04/18AaaAA+ 1,850.15 3137BM6P6 2.88 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 5,575.52 5,615.28 14.99 5,615.26 12/17/1812/07/18AaaAA+ 5,615.28 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 5,010.03 5,081.08 8.86 5,081.01 11/26/1911/20/19AaaAA+ 5,081.13 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 247,723.63 256,169.71 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 Page 8 For the Month Ending July 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 668.62 260,968.77 269,525.66 1.99 275,761.32 263,356.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 364,192.88 375,025.11 372.40 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 509,870.02 524,936.47 521.35 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 314,274.35 324,511.78 118.49 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 338,466.45 349,867.22 206.60 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 313,805.70 324,836.87 144.44 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 289,517.70 299,867.10 118.75 299,703.00 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 327,995.15 349,060.62 520.14 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 329,221.90 349,606.69 601.56 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 394,805.03 423,741.01 44.27 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 324,084.95 348,994.21 568.75 348,362.00 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 138,806.85 149,720.45 229.69 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 646,913.40 698,672.73 933.33 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 Page 9 For the Month Ending July 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 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 601,783.00 648,474.22 758.33 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 5,138.10 4,893,737.38 5,167,314.48 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 401,239.20 400,818.08 311.11 402,848.00 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 100,986.17 104,971.50 290.94 104,947.50 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 200,630.64 209,870.02 277.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 403,233.20 408,379.73 3,961.11 422,916.00 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 393,200.40 399,236.67 906.67 398,016.00 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 401,334.40 406,622.80 983.89 418,632.00 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 66,418.17 69,995.73 246.46 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 388,653.60 399,318.51 2,936.11 398,368.00 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 94,834.20 99,954.27 244.79 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 168,246.75 179,652.60 1,531.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 Page 10 For the Month Ending July 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 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 77,589.92 79,930.26 735.00 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 401,089.06 410,000.00 3,423.64 410,000.00 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 24,673.48 24,961.20 230.63 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 223,687.80 239,560.77 1,938.75 249,738.75 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 65,044.40 64,986.88 548.17 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 225,005.85 224,310.28 1,371.09 224,264.25 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 522,295.95 550,606.36 1,375.00 551,105.50 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 226,417.95 241,226.42 1,662.50 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 296,511.71 315,000.00 432.60 315,000.00 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 445,354.30 474,867.67 612.22 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 249,208.75 250,000.00 1,263.89 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50 Page 11 For the Month Ending July 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 NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 50,059.65 49,987.56 416.88 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 101,547.20 99,907.77 340.14 99,905.00 06/30/2206/27/22A1A+ 100,000.00 89236TKC8 3.98 IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 228,255.30 225,000.00 100.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 227,611.13 244,359.53 4,359.38 256,918.50 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 229,630.95 245,020.30 3,293.75 257,845.50 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 211,211.78 225,000.00 525.94 225,000.00 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 168,106.58 175,000.00 1,980.49 175,000.00 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 209,271.38 224,702.83 546.25 224,608.50 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 134,297.55 144,737.70 194.84 144,678.10 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 159,168.80 174,957.59 1,026.91 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 Page 12 For the Month Ending July 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 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 210,089.48 223,988.54 244.38 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 38,006.40 39,939.07 34.67 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 444,677.90 474,052.45 135.24 473,945.50 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 460,871.13 466,758.30 4,127.22 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 42,608.99 8,248,461.13 8,567,681.39 1.95 8,643,030.00 8,490,000.00 Security Type Sub-Total Certificate of Deposit SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 399,812.00 400,000.00 3,224.00 400,000.00 09/03/1908/29/19P-1A-1 400,000.00 83050PDR7 1.85 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 245,277.00 250,000.00 561.32 250,000.00 03/23/2103/19/21P-1A-1 250,000.00 22552G3C2 0.59 3,785.32 645,089.00 650,000.00 1.37 650,000.00 650,000.00 Security Type Sub-Total Asset-Backed Security COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 799,765.12 799,916.90 611.56 799,798.56 09/05/1908/28/19NRAAA 800,000.00 14041NFU0 1.73 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 83,002.00 84,991.78 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 33,675.87 34,997.93 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 72,750.45 74,994.38 12.67 74,992.11 04/28/2104/20/21NRAAA 75,000.00 44933LAC7 0.38 Page 13 For the Month Ending July 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 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 283,747.37 294,996.29 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 313,111.24 324,973.94 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 95,699.48 99,982.39 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 106,754.98 109,982.58 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 76,603.12 79,984.94 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 183,498.55 194,965.34 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 81,042.03 84,998.17 24.08 84,997.83 10/21/2110/13/21AaaAAA 85,000.00 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 211,113.50 209,995.07 254.74 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 1,123.27 2,340,763.71 2,394,779.71 1.21 2,394,623.38 2,395,000.00 Security Type Sub-Total 32,188,356.00 32,313,880.39 1.27 72,007.41 32,144,593.15 30,833,978.57 Managed Account Sub-Total Joint Powers Authority CAMP Pool 81,990.86 81,990.86 0.00 81,990.86 NRAAAm 81,990.86 81,990.86 81,990.86 0.00 81,990.86 81,990.86 Liquid Sub-Total $32,270,346.86 $32,395,871.25 $72,007.41 $32,226,584.01 $30,915,969.43 1.27% $30,987,976.84 $72,007.41 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending July 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 (9,428.58)(14,409.18) 319,414.06 98.28 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.93 1.89 (19,389.23)(32,949.22) 491,406.25 98.28 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.93 1.89 (62,807.92)(85,370.12) 2,629,023.44 98.28 HSBC 2,675,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 2.93 1.89 (32,034.53)(47,539.06) 486,875.00 97.38 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2.88 2.38 (122,873.32)(183,125.00) 1,947,500.00 97.38 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 2.88 2.38 (14,715.43)(13,203.13) 231,953.12 92.78 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 2.85 2.91 (28,208.36)(26,138.67) 417,515.63 92.78 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 2.85 2.91 (9,613.84)(8,912.11) 138,140.62 92.09 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.82 3.40 (23,825.65)(22,531.25) 322,328.13 92.09 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.82 3.40 (21,520.69)(19,593.75) 368,375.00 92.09 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.82 3.40 (32,605.86)(31,746.09) 414,421.88 92.09 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.82 3.40 (36,799.35)(33,642.58) 598,609.37 92.09 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.82 3.40 (56,703.04)(54,462.89) 759,773.44 92.09 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 2.82 3.40 (2,259.48)(1,872.07) 69,585.94 92.78 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 2.79 3.70 (48,465.27)(45,421.88) 881,421.87 92.78 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 2.79 3.70 2,204.57 3,554.70 229,804.70 91.92 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 2.77 3.95 1,937.12 3,031.29 735,375.04 91.92 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 2.77 3.95 Page 15 For the Month Ending July 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 5,270.97 8,261.76 827,296.92 91.92 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 2.77 3.95 (606,069.25) 2.86 (511,837.89) 11,868,820.41 12,500,000.00 Security Type Sub-Total 2.83 Supra-National Agency Bond / Note (4,901.97)(4,576.84) 239,916.01 97.92 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 3.05 0.72 (16,858.27)(16,254.50) 482,670.50 96.53 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 2.95 1.32 (32,796.26)(32,662.49) 601,867.61 94.78 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 3.03 2.14 (53,493.83) 3.00 (54,556.50) 1,324,454.12 1,380,000.00 Security Type Sub-Total 1.58 Municipal Bond / Note (1,004.40)(1,004.40) 58,995.60 98.33 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 2.90 1.89 (2,241.00)(2,241.00) 97,759.00 97.76 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 3.27 1.95 (21,862.75)(21,862.75) 303,137.25 93.27 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 3.58 2.59 (5,972.95)(5,972.95) 79,027.05 92.97 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 3.55 2.68 (4,016.68)(4,196.40) 61,263.15 94.25 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.34 2.87 (5,229.81)(5,450.20) 80,113.35 94.25 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.34 2.87 (9,198.40)(9,198.40) 150,801.60 94.25 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.34 2.87 (7,506.00)(7,506.00) 92,494.00 92.49 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 3.27 2.97 (8,869.90)(8,869.90) 121,130.10 93.18 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 3.26 2.96 Page 16 For the Month Ending July 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 (11,229.40)(11,229.40) 128,770.60 91.98 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 3.62 2.96 (6,807.65)(6,807.65) 78,192.35 91.99 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 3.49 3.21 (84,339.05) 3.41 (83,938.94) 1,251,684.05 1,335,000.00 Security Type Sub-Total 2.72 Federal Agency Commercial Mortgage-Backed Security 0.00 (3.45) 404.72 100.00 CITIGRP 404.72 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3.08 0.08 0.00 (3.45) 404.72 100.00 CITIGRP 404.72 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3.08 0.08 0.00 (15.75) 1,850.15 100.00 CITIGRP 1,850.15 3137BM6P6FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3.08 0.08 (39.76)(39.74) 5,575.52 99.29 CSFB 5,615.28 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3.99 0.95 (71.05)(70.98) 5,010.03 98.60 JPM_CHAS 5,081.13 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 2.84 0.62 (8,446.08)(14,659.18) 247,723.63 99.09 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3.47 2.21 (14,792.55) 3.47 (8,556.89) 260,968.77 263,356.00 Security Type Sub-Total 2.13 Federal Agency Bond / Note (10,832.23)(10,875.60) 364,192.88 97.12 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 2.92 1.11 (15,066.45)(14,956.73) 509,870.02 97.12 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 2.92 1.11 (10,237.43)(9,513.40) 314,274.35 96.70 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 2.92 1.21 (11,400.77)(11,218.55) 338,466.45 96.70 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 2.92 1.27 (11,031.17)(10,823.80) 313,805.70 96.56 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 2.92 1.33 Page 17 For the Month Ending July 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 (10,349.40)(10,185.30) 289,517.70 96.51 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 2.92 1.35 (21,065.47)(20,268.85) 327,995.15 93.71 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 2.93 2.69 (20,384.79)(20,057.10) 329,221.90 94.06 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 2.90 2.71 (28,935.98)(28,078.47) 394,805.03 92.90 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 2.88 2.96 (24,909.26)(24,277.05) 324,084.95 92.60 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 2.91 3.05 (10,913.60)(10,743.15) 138,806.85 92.54 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 2.91 3.08 (51,759.33)(50,979.60) 646,913.40 92.42 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 2.91 3.13 (46,691.22)(45,890.00) 601,783.00 92.58 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 2.89 3.24 (267,867.60) 2.91 (273,577.10) 4,893,737.38 5,175,000.00 Security Type Sub-Total 2.23 Corporate Note 421.12 (1,608.80) 401,239.20 100.31 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 3.28 1.38 (3,985.33)(3,961.33) 100,986.17 96.18 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 3.17 1.54 (9,239.38)(9,144.66) 200,630.64 95.54 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 3.16 1.65 (5,146.53)(19,682.80) 403,233.20 100.81 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 3.39 1.69 (6,036.27)(4,815.60) 393,200.40 98.30 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 3.33 1.88 Page 18 For the Month Ending July 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 (5,288.40)(17,297.60) 401,334.40 100.33 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 3.67 1.65 (3,577.56)(3,575.53) 66,418.17 94.88 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 3.37 2.02 (10,664.91)(9,714.40) 388,653.60 97.16 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 3.17 1.96 (5,120.07)(5,100.80) 94,834.20 94.83 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 3.17 2.10 (11,405.85)(14,647.50) 168,246.75 96.14 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 3.41 2.45 (2,340.34)(2,329.28) 77,589.92 96.99 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 3.47 2.43 (8,910.94)(8,910.94) 401,089.06 97.83 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 3.00 2.46 (287.72)(282.77) 24,673.48 98.69 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 3.21 2.61 (15,872.97)(26,050.95) 223,687.80 99.42 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 3.52 2.62 57.52 58.70 65,044.40 100.07 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 3.42 2.63 695.57 741.60 225,005.85 100.00 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 3.37 2.64 (28,310.41)(28,809.55) 522,295.95 94.96 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 3.03 2.66 (14,808.47)(25,829.55) 226,417.95 100.63 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 3.26 2.52 Page 19 For the Month Ending July 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 (18,488.29)(18,488.29) 296,511.71 94.13 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.00 1.83 (29,513.37)(29,412.95) 445,354.30 93.76 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 3.11 2.81 (791.25)(791.25) 249,208.75 99.68 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 3.62 2.73 72.09 73.15 50,059.65 100.12 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 3.40 2.74 1,639.43 1,642.20 101,547.20 101.55 MERRILL 100,000.00 89236TKC8TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 3.39 2.78 3,255.30 3,255.30 228,255.30 101.45 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 3.49 2.85 (16,748.40)(29,307.37) 227,611.13 101.16 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 3.46 2.81 (15,389.35)(28,214.55) 229,630.95 102.06 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 3.18 2.71 (13,788.22)(13,788.22) 211,211.78 93.87 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.48 2.31 (6,893.42)(6,893.42) 168,106.58 96.06 JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 3.79 3.39 (15,431.45)(15,337.12) 209,271.38 93.01 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 3.12 3.63 (10,440.15)(10,380.55) 134,297.55 92.62 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 3.16 3.81 Page 20 For the Month Ending July 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 (15,788.79)(15,778.70) 159,168.80 90.95 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 3.68 3.84 (13,899.06)(13,774.27) 210,089.48 93.37 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 3.32 4.29 (1,932.67)(1,925.60) 38,006.40 95.02 CITIGRP 40,000.00 87612EBM7TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 3.16 4.29 (29,374.55)(29,267.60) 444,677.90 93.62 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 3.60 4.23 (5,887.17)(5,217.87) 460,871.13 97.03 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 2.99 4.30 (394,568.87) 3.30 (319,220.26) 8,248,461.13 8,490,000.00 Security Type Sub-Total 2.65 Certificate of Deposit (188.00)(188.00) 399,812.00 99.95 BARCLAYS 400,000.00 83050PDR7SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 2.42 0.08 (4,723.00)(4,723.00) 245,277.00 98.11 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 3.61 0.65 (4,911.00) 2.87 (4,911.00) 645,089.00 650,000.00 Security Type Sub-Total 0.30 Asset-Backed Security (151.78)(33.44) 799,765.12 99.97 RBC 800,000.00 14041NFU0COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 1.73 0.05 (1,989.78)(1,985.17) 83,002.00 97.65 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 1.27 0.82 (1,322.06)(1,321.18) 33,675.87 96.22 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 1.79 1.14 (2,243.93)(2,241.66) 72,750.45 97.00 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.36 0.99 Page 21 For the Month Ending July 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 (11,248.92)(11,247.64) 283,747.37 96.19 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.55 1.23 (11,862.70)(11,853.76) 313,111.24 96.34 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.40 1.13 (4,282.91)(4,279.44) 95,699.48 95.70 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.17 1.59 (3,227.60)(3,221.32) 106,754.98 97.05 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.37 0.91 (3,381.82)(3,379.02) 76,603.12 95.75 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.90 1.52 (11,466.79)(11,459.70) 183,498.55 94.10 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.07 2.08 (3,956.14)(3,955.80) 81,042.03 95.34 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.85 1.49 1,118.43 1,118.46 211,113.50 100.53 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 3.85 2.37 (53,859.67) 1.87 (54,016.00) 2,340,763.71 2,395,000.00 Security Type Sub-Total 0.98 32,188,356.00 30,833,978.57 (1,479,901.82) (1,310,614.58) 2.94 Managed Account Sub-Total 2.43 Joint Powers Authority 0.00 0.00 81,990.86 1.00 81,990.86 CAMP Pool 0.00 81,990.86 81,990.86 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $30,987,976.84 $72,007.41 $30,915,969.43 Accrued Interest Securities Sub-Total $32,270,346.86 ($1,479,901.82) ($1,310,614.58) 2.94% 2.43 Page 22 For the Month Ending July 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 07/08/22 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 (732,343.75)(2,182.32)(734,526.07) 800,000.00 07/05/22 07/20/22 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 (209,995.04) 0.00 (209,995.04) 210,000.00 07/12/22 07/27/22 IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 459200KS9 (225,000.00) 0.00 (225,000.00) 225,000.00 07/20/22 (2,182.32) (1,169,521.11)(1,167,338.79) 1,235,000.00 Transaction Type Sub-Total INTEREST 07/01/22 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 341271AD6 0.00 1,949.90 1,949.90 310,000.00 07/01/22 07/01/22 CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 20772KJW0 0.00 599.40 599.40 60,000.00 07/01/22 07/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 07/01/22 07/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 15.03 15.03 5,631.27 07/01/22 07/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 13.81 13.81 7,919.77 07/01/22 07/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 81.30 81.30 31,572.69 07/01/22 07/08/22 GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 38141EC23 0.00 7,700.00 7,700.00 400,000.00 07/08/22 07/08/22 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 14913R2U0 0.00 1,891.25 1,891.25 225,000.00 07/08/22 07/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 07/15/22 07/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 0.00 5.46 5.46 1,951.43 07/15/22 07/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 07/15/22 Page 23 For the Month Ending July 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 07/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 07/15/22 07/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 07/15/22 07/15/22 TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 87612EBM7 0.00 370.50 370.50 40,000.00 07/15/22 07/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 07/15/22 07/15/22 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 07/15/22 07/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 07/15/22 07/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 07/16/22 07/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 07/20/22 07/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 07/20/22 07/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 07/21/22 07/21/22 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 3137EAEU9 0.00 796.88 796.88 425,000.00 07/21/22 07/23/22 PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 693475AV7 0.00 7,000.00 7,000.00 400,000.00 07/23/22 07/26/22 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 06406RBA4 0.00 4,868.75 4,868.75 475,000.00 07/26/22 07/31/22 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 0.00 6,093.75 6,093.75 1,950,000.00 07/31/22 33,694.01 33,694.01 0.00 6,767,075.16 Transaction Type Sub-Total PAYDOWNS 07/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 2,838.64 0.00 2,838.64 0.07 0.00 2,838.64 07/01/22 Page 24 For the Month Ending July 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 07/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 15.99 0.00 15.99 0.00 0.00 15.99 07/01/22 07/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 20,113.46 0.00 20,113.46 (171.28) 0.00 20,113.46 07/01/22 07/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 4,399.82 0.00 4,399.82 (37.47) 0.00 4,399.82 07/01/22 07/25/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 4,399.82 0.00 4,399.82 (37.47) 0.00 4,399.82 07/01/22 07/15/22 CARMAX AUTO OWNER TRUST DTD 10/24/2018 3.360% 09/15/2023 14315EAC4 1,951.43 0.00 1,951.43 0.02 0.00 1,951.43 07/15/22 0.00 0.00 (246.13) 33,719.16 33,719.16 33,719.16 Transaction Type Sub-Total SELL 07/08/22 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 912828T91 590,742.19 1,828.13 592,570.32 (12,703.12)(10,369.20)FIFO 600,000.00 07/05/22 07/20/22 US TREASURY NOTES DTD 10/31/2016 1.625% 10/31/2023 912828T91 196,351.56 715.35 197,066.91 (4,796.88)(4,009.64)FIFO 200,000.00 07/13/22 07/27/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 24,415.04 36.69 24,451.73 (953.12)(743.39)FIFO 25,000.00 07/20/22 07/27/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 170,905.27 256.80 171,162.07 (7,635.74)(5,562.85)FIFO 175,000.00 07/20/22 2,836.97 (20,685.08)(26,088.86) 985,251.03 982,414.06 1,000,000.00 Transaction Type Sub-Total (151,205.57) 34,348.66 (116,856.91) (26,334.99) (20,685.08)Managed Account Sub-Total Total Security Transactions ($26,334.99)($116,856.91)$34,348.66 ($151,205.57)($20,685.08) Page 25 For the Month Ending July 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 207,484.66 Opening Balance 07/01/22 07/01/22 Purchase - Interest 20772KJW0 1.00 599.40 208,084.06 07/01/22 07/01/22 Purchase - Interest 341271AD6 1.00 1,949.90 210,033.96 07/08/22 07/08/22 Purchase - Interest 14913R2U0 1.00 1,891.25 211,925.21 07/08/22 07/08/22 Purchase - Interest 38141EC23 1.00 7,700.00 219,625.21 07/08/22 07/08/22 Purchase - Interest 912828T91 1.00 1,828.13 221,453.34 07/08/22 07/08/22 Purchase - Principal 912828T91 1.00 590,742.19 812,195.53 07/08/22 07/08/22 Redemption - Principal 91282CCP4 1.00 (732,343.75) 79,851.78 07/08/22 07/08/22 Redemption - Interest 91282CCP4 1.00 (2,182.32) 77,669.46 07/15/22 07/15/22 Purchase - Interest 87612EBM7 1.00 370.50 78,039.96 07/15/22 07/15/22 Purchase - Interest 14041NFU0 1.00 1,146.67 79,186.63 07/15/22 07/15/22 Purchase - Interest 14314QAC8 1.00 47.67 79,234.30 07/15/22 07/15/22 Purchase - Interest 14315EAC4 1.00 5.46 79,239.76 07/15/22 07/15/22 Purchase - Interest 254683CP8 1.00 94.25 79,334.01 07/15/22 07/15/22 Purchase - Interest 44933LAC7 1.00 23.75 79,357.76 07/15/22 07/15/22 Purchase - Interest 44935FAD6 1.00 49.33 79,407.09 07/15/22 07/15/22 Purchase - Interest 65480BAC1 1.00 81.13 79,488.22 07/15/22 07/15/22 Purchase - Interest 89190GAC1 1.00 70.42 79,558.64 07/15/22 07/15/22 Purchase - Principal 14315EAC4 1.00 1,951.43 81,510.07 07/18/22 07/18/22 Purchase - Interest 362554AC1 1.00 48.17 81,558.24 07/20/22 07/20/22 Purchase - Interest 36261RAD0 1.00 23.38 81,581.62 07/20/22 07/20/22 Purchase - Interest 380144AD7 1.00 11.96 81,593.58 Page 26 For the Month Ending July 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 07/20/22 07/20/22 Purchase - Principal 912828T91 1.00 196,351.56 277,945.14 07/20/22 07/20/22 Purchase - Interest 912828T91 1.00 715.35 278,660.49 07/20/22 07/20/22 Redemption - Principal 14318MAD1 1.00 (209,995.04) 68,665.45 07/21/22 07/21/22 Purchase - Interest 3137EAEU9 1.00 796.88 69,462.33 07/21/22 07/21/22 Purchase - Interest 43815GAC3 1.00 73.33 69,535.66 07/25/22 07/25/22 Purchase - Interest 693475AV7 1.00 7,000.00 76,535.66 07/25/22 07/25/22 Purchase - Interest 3137BGK24 1.00 637.92 77,173.58 07/25/22 07/25/22 Purchase - Interest 3137BM6P6 1.00 81.30 77,254.88 07/25/22 07/25/22 Purchase - Interest 3137FKK39 1.00 15.03 77,269.91 07/25/22 07/25/22 Purchase - Interest 3137FQ3V3 1.00 13.81 77,283.72 07/25/22 07/25/22 Purchase - Principal 3137BM6P6 1.00 4,399.82 81,683.54 07/25/22 07/25/22 Purchase - Principal 3137BM6P6 1.00 4,399.82 86,083.36 07/25/22 07/25/22 Purchase - Principal 3137BM6P6 1.00 20,113.46 106,196.82 07/25/22 07/25/22 Purchase - Principal 3137FKK39 1.00 15.99 106,212.81 07/25/22 07/25/22 Purchase - Principal 3137FQ3V3 1.00 2,838.64 109,051.45 07/26/22 07/26/22 Purchase - Interest 06406RBA4 1.00 4,868.75 113,920.20 07/26/22 07/26/22 IP Fees June 2022 1.00 (2,526.61) 111,393.59 07/26/22 07/26/22 U.S. Bank Fees May 2022 1.00 (165.61) 111,227.98 07/27/22 07/27/22 Purchase - Interest 912828XX3 1.00 293.48 111,521.46 07/27/22 07/27/22 Purchase - Principal 912828XX3 1.00 195,320.31 306,841.77 07/27/22 07/27/22 Redemption - Principal 459200KS9 1.00 (225,000.00) 81,841.77 07/29/22 08/01/22 Accrual Income Div Reinvestment - Distributions 1.00 149.09 81,990.86 Page 27 For the Month Ending July 31, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 81,990.86 81,990.86 81,990.86 109,623.04 380.84 0.00 (5,822,723.78) 5,649,537.96 255,176.68 149.09 81,990.86 0.00 (1,172,213.33) 1,046,719.53 207,484.66 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 July January-July 1.64% Page 28