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Item No. 05 - 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# 22-371 Agenda Date: 9/27/2022 Status: Approval FinalVersion: 1 File Type: Council Consent Calendar In Control: City Council / Successor Agency Agenda Number: 5) CC Investment Report for August 2022 Receive and file the Investment Report for August 2022 Page 1 City of Lake Elsinore Printed on 9/22/2022 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: September 27, 2022 Subject: Investment Report for August 2022 Recommendation Receive and file the Investment Report for August 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 August 2022 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,532,864$ 347,051$ (899,263)$ 1,980,652$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,532,864 347,051 (899,263) 1,982,952 INVESTMENTS Local Agency Investment Funds 75,914,822 - - 75,914,822 CAMP Investments: CAMP Pool Account 445,087 - - 445,087 U.S. Treasury Bond / Note 13,325,349 - - 13,325,349 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 269,173 - - 269,173 Federal Agency Bond / Note 5,161,605 - - 5,161,605 Corporate Note 8,643,030 - - 8,643,030 Certificate of Deposit 250,000 - - 250,000 Asset-Backed Security 1,594,825 - - 1,594,825 Sub-total Investments 108,317,862 - - 108,317,862 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/2022 (2,086,039) - - (2,832,560) Total Investments 106,231,823 - - 105,485,302 Total Pooled Cash and Investments 108,764,687$ 347,051$ (899,263)$ 107,468,254$ TOTAL POOLED CASH AND INVESTMENTS 107,468,254$ 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 September 15, 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 August, 31, 2022 FUND NO FUND NAME AMOUNT 100 General 18,185,992$ 102 Measure Z 14,159,464 106 Affordable Housing In Lieu 579,445 107 Developer Agreement Revenue 59,364 108 American Rescue Plan 9,903,093 109 Road Maintenance and Rehabilitation (SB1) 858,536 110 State Gas Tax 403,305 112 Measure A 1,330,149 114 SB1186 CASP Education Program 46,647 115 Traffic Safety 30,181 116 City Hall-Public Works DIF 184,908 117 Community Center DIF 119,264 118 Lake Side Facility DIF 211,373 119 Animal Shelter DIF 2,900 135 Lighting & Landscape Maintenance - Dist. No. 1 729,660 140 Geothermal 11,557 160 PEG Grant 68,164 180 Launch Pointe 181,429 202 La Strada RBBD 23,570 203 E.L.S.P. - S.T.I.F. 3,323,720 205 Traffic Impact Fee 208,049 211 Storm Drain C.I.P. 3,014,771 221 Quimby Park C.I.P. 269,100 231 Library C.I.P. 1,295,537 232 City Fire Protection 497,826 300 Insurance Service 706,321 305 Information Systems Service 1,357,522 310 Support Service 23,135 315 Fleet Service 583,745 320 Facilities Service 794,647 332 CFD 2006-1 Improvement Area B, Summerly 1,823 333 CFD 2015-3 Terracina 12,248 336 CFD 2006-1FF Summerly Improvement Area FF 525 337 CFD 2016-2 Canyon Hills 10,033 345 CFD 2003-2 Improvement Area D, Canyon Hills 8,355 346 CFD 2014-1 Southshore 67,176 347 CFD 2006-1 Improvement Area A, Summerly 926 354 CFD 90-2 Tuscany Hills 1,066,435 361 CFD 2022-2 Lakeshore Improvement 34,318 363 CFD 2022-3 Lakeside 40,000 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF August, 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 August, 31, 2022 366 CFD 2005-6 City Center Townhomes 7,020 368 CFD 2006-2 Viscaya 13,682 377 CFD 2006-6 Tessara 200,319 378 CFD 2006-8 Running Deer Estates 7,902 379 CFD 2022-1 Alberhill 14,367 384 CFD 2003-2 Area B Canyon Hills Improvement Area 11,608 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 6,288 388 CFD 2007-6 Holiday Inn Express 12 389 CFD 88-3 (2008A) West Lake Elsinore Series A 2,219 395 CFD 2018-1 Wasson Canyon II Improvement Area 4,039 398 CFD 2021-1 Tuscany Valley and Crest 19,836 500 Capital Improvement Plan 12,972,259 540 Successor To RDA Diamond Stadium 996,338 603 Endowment Trust - Carl Graves 56,611 604 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 2,016,127 617 Successor Agency Housing 22,438,737 620 Cost Recovery System 5,889,625 631 Lake Destratification Equipment Replacement 460,160 650 CFD 2003-1 Law & Fire Service 38,233 652 CFD 2007-1 Law & Fire Service 366 653 CFD 2009-1 Parks & Lighting Service 3,657 655 CFD 2015-1s Law, Fire, Paramedic Services 26,509 Total Pooled Cash & Investments 107,468,254$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.41% 445,087$ U.S. Treasury Bond / Note Unlimited 12.30% 13,325,349$ Supra-National Agency Bond / Note 30% 1.27% 1,377,948$ Municipal Bond / Note Unlimited 1.23% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.25% 269,173$ Federal Agency Bond / Note Unlimited 4.77% (1)5,161,605$ Corporate Note 30% 7.98% 8,643,030$ Negotiable Certificates of Deposit 30% 0.23% 250,000$ Asset-Backed Security / Collaterized Mortgage 20% 1.47% 1,594,825$ LAIF (Local Agency Investment Funds) $150 Million 70.09% (2)75,914,822$ TOTAL 100.00% 108,317,862$ 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 August, 31, 2022 Local Agency Investment Fund August 1.276 July 1.090 June 0.861 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 09/07/22 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 $229.9 billion Yield Purchase Date Maturity Rate 1.276% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:89,914,822$ (14,000,000)$ 75,914,822$ 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 August, 31, 2022 CAMP Investment Portfolio For the Month Ending August 31, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 81,990.86 1,953,799.39 (1,590,703.23) 0.00 $445,087.02 CAMP Pool Unsettled Trades 0.00 242.48 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 30,833,978.57 1,510,031.25 (1,845,774.54) (416,712.15) $30,081,523.13 CAMP Managed Account Unsettled Trades 0.00 3,606.31 Cash Dividends and Income August 31, 2022 July 31, 2022 Asset Summary CAMP Pool 445,087.02 81,990.86 CAMP Managed Account 30,081,523.13 30,833,978.57 $30,526,610.15 $30,915,969.43 Total Asset Allocation 1.46% CAMP Pool 98.54% CAMP Managed Account Page 1 For the Month Ending August 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 $81,990.86 1,953,799.39 (1,590,703.23) $445,087.02 242.48 $30,833,978.57 (1,206,565.56) (639,208.98) 1,510,031.25 0.00 (416,712.15) $30,081,523.13 $30,915,969.43 $30,526,610.15 24,070.96 (280.23) (20,184.42) $3,606.31 406,407.10 640,445.39 19,087.03 803,905.98 (1,510,311.48) (359,534.02) 0.00 Managed Account Total 31,794,440.70 32,239,527.72 82,734.63 640,445.39 1,210,313.08 19,087.03 (1,510,311.48) (32,144,593.15) (72,007.41) 0.00 82,734.63 2,231,148.62 1,210,313.08 19,087.03 (3,464,110.87) (32,226,584.01) (72,007.41) 242.48 Total Accrual Basis Earnings $20,108.79 $20,351.27 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 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 13,500,000.00 12,528,359.27 41.04 Supra-National Agency Bond / Note 1,380,000.00 1,316,704.96 4.31 Municipal Bond / Note 1,335,000.00 1,236,640.60 4.05 Federal Agency Commercial Mortgage-Backed Security 256,790.43 252,305.27 0.83 Federal Agency Bond / Note 5,175,000.00 4,839,038.78 15.85 Corporate Note 8,490,000.00 8,129,379.06 26.63 Certificate of Deposit 250,000.00 245,772.50 0.81 Asset-Backed Security 1,595,000.00 1,533,322.69 5.02 Managed Account Sub-Total 31,981,790.43 30,081,523.13 98.54% Accrued Interest 82,734.63 Total Portfolio 31,981,790.43 30,164,257.76 CAMP Pool 445,087.02 445,087.02 1.46 Total Investments 32,426,877.45 30,609,344.78 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 5.02% ABS 0.81% Cert of Deposit 26.63% Corporate Note 15.85% Fed Agy Bond / Note 0.83% Federal Agency Commercial Mortgage-Backed Security 1.46% Joint Powers Authority 4.05% Muni Bond / Note 4.31% Supra-National Agency Bond / Note 41.04% 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 1.46%1.61% 25.78% 32.54%33.37% 5.24% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 988 1.32% 3.55% Page 3 For the Month Ending August 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.33% A 2.17% A+ 8.66% A- 0.81% A-1 6.12% AA 60.79% AA+ 2.11% AA- 9.04% AAA 1.46% AAAm 3.53% BBB+ 0.98% NR Issuer Summary Percentof HoldingsIssuer Market Value 225,309.15 0.74 ABBOTT LABORATORIES 438,951.30 1.44 AMAZON.COM INC 76,202.88 0.25 AMERICAN EXPRESS CO 390,017.60 1.28 AMERICAN HONDA FINANCE 512,817.25 1.68 APPLE INC 434,529.00 1.42 BANK OF AMERICA CO 448,581.93 1.47 BERKSHIRE HATHAWAY INC 221,992.44 0.73 BMW FINANCIAL SERVICES NA LLC 76,937.75 0.25 CALIFORNIA STATE UNIVERSITY 445,087.02 1.46 CAMP Pool 315,801.19 1.03 CARMAX AUTO OWNER TRUST 206,148.60 0.68 CATERPILLAR INC 97,067.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 100,280.46 0.33 CHARLES SCHWAB 64,253.54 0.21 CINTAS CORPORATION NO. 2 218,969.78 0.72 CITIGROUP INC 245,772.50 0.81 CREDIT SUISSE GROUP RK 94,097.20 0.31 DEERE & COMPANY 182,324.84 0.60 DISCOVER FINANCIAL SERVICES 1,545,314.15 5.06 FANNIE MAE 459,669.50 1.51 FEDERAL HOME LOAN BANKS 288,442.60 0.94 FLORIDA STATE BOARD OF ADMIN FIN CORP 3,086,360.40 10.10 FREDDIE MAC 222,986.25 0.73 GENERAL DYNAMICS CORP 80,530.17 0.26 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 116,570.93 0.38 GM FINANCIAL LEASINGTRUST 397,389.20 1.30 GOLDMAN SACHS GROUP INC 24,322.13 0.08 HOME DEPOT INC 95,284.42 0.31 HONDA AUTO RECEIVABLES 149,109.52 0.49 HYUNDAI AUTO RECEIVABLES 224,540.78 0.74 IBM CORP 596,755.22 1.95 INTER-AMERICAN DEVELOPMENT BANK Page 4 For the Month Ending August 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 719,949.74 2.36 INTL BANK OF RECONSTRUCTION AND DEV 461,001.32 1.51 JP MORGAN CHASE & CO 126,897.40 0.42 LOS ANGELES COMMUNITY COLLEGE DISTRICT 398,443.60 1.31 MORGAN STANLEY 245,946.75 0.81 NATIONAL AUSTRALIA BANK LTD 49,110.05 0.16 NATIONAL RURAL UTILITIES CO FINANCE CORP 299,617.50 0.98 NEW YORK ST URBAN DEVELOPMENT CORP 281,848.75 0.92 NISSAN AUTO RECEIVABLES 166,968.03 0.55 PACCAR FINANCIAL CORP 397,892.00 1.30 PNC FINANCIAL SERVICES GROUP 393,576.22 1.29 Roche Holding AG 119,431.00 0.39 SAN JUAN UNIFIED SCHOOL DISTRICT 58,504.80 0.19 STATE OF CONNECTICUT 91,744.00 0.30 STATE OF MINNESOTA 37,106.60 0.12 TARGET CORP 637,107.30 2.09 THE BANK OF NEW YORK MELLON CORPORATION 384,144.80 1.26 THE WALT DISNEY CORPORATION 542,821.24 1.78 TOYOTA MOTOR CORP 12,528,359.27 41.03 UNITED STATES TREASURY 204,693.75 0.67 UNITEDHEALTH GROUP INC 77,998.55 0.26 UNIVERSITY OF CALIFORNIA 221,030.78 0.72 USAA CAPITAL CORP $30,526,610.15 Total 100.00% Page 5 For the Month Ending August 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 316,519.51 328,672.23 1,112.77 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 486,953.10 510,316.71 1,711.96 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 1,972,160.06 2,037,176.42 6,933.42 2,054,821.29 01/07/2001/02/20AaaAA+ 2,025,000.00 912828XX3 1.66 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 480,781.25 518,245.66 1,497.96 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1,923,125.00 2,067,902.68 5,991.85 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 228,398.45 246,765.61 107.00 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 411,117.21 445,848.57 192.59 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 135,375.00 147,810.24 96.30 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 315,875.00 346,249.32 224.69 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 361,000.00 390,146.68 256.79 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 406,125.00 447,101.57 288.89 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 586,625.00 635,771.16 417.29 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 744,562.50 816,688.21 529.64 814,236.33 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 68,039.06 71,916.90 189.54 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 Page 6 For the Month Ending August 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 861,828.13 930,342.92 2,400.81 926,843.75 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 224,296.88 228,075.74 135.87 226,250.00 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 672,890.62 691,612.80 407.61 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 717,750.00 734,851.23 434.78 732,343.75 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 807,468.75 823,681.56 489.13 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 807,468.75 820,508.17 489.13 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 23,908.02 12,528,359.27 13,239,684.38 1.43 13,325,348.64 13,500,000.00 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 239,953.74 244,839.52 111.44 244,492.85 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 479,996.00 499,559.20 336.81 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32 INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 596,755.22 634,677.16 1,393.47 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 1,841.72 1,316,704.96 1,379,075.88 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 58,504.80 60,000.00 199.80 60,000.00 06/11/2005/29/20Aa3A+ 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 97,067.00 100,000.00 175.08 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 Page 7 For the Month Ending August 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 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 299,617.50 325,000.00 1,303.79 325,000.00 12/23/2012/16/20NRAA+ 325,000.00 650036DT0 0.87 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 77,998.55 85,000.00 221.00 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 60,479.90 65,271.68 136.28 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 79,089.10 85,333.17 178.22 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 148,873.60 160,000.00 335.47 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 91,744.00 100,000.00 52.50 100,000.00 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 119,431.00 130,000.00 92.30 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 126,897.40 140,000.00 90.18 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 76,937.75 85,000.00 244.23 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 3,028.85 1,236,640.60 1,335,604.85 1.06 1,336,023.10 1,335,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 5,537.17 5,600.17 14.95 5,600.15 12/17/1812/07/18AaaAA+ 5,600.17 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1,190.26 1,190.25 2.08 1,190.23 11/26/1911/20/19AaaAA+ 1,190.26 3137FQ3V3 2.09 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 245,577.84 255,945.48 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 654.95 252,305.27 262,735.90 1.98 269,173.19 256,790.43 Security Type Sub-Total Page 8 For the Month Ending August 31, 2022Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 363,223.88 375,023.18 450.52 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 508,513.42 524,941.36 630.73 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 313,243.13 324,546.10 152.34 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 337,188.25 349,876.13 279.51 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 312,527.80 324,847.34 212.15 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 288,274.80 299,875.50 181.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 323,240.75 349,090.12 665.97 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 324,116.80 349,618.95 783.85 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 387,996.95 423,776.98 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 318,583.30 349,022.05 21.88 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 136,428.75 149,728.12 276.56 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 635,614.70 698,708.54 1,152.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 590,086.25 648,513.84 1,029.17 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 6,013.09 4,839,038.78 5,167,568.21 0.41 5,161,604.98 5,175,000.00 Security Type Sub-Total Page 9 For the Month Ending August 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 PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 397,892.00 400,768.25 1,477.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 100,280.46 104,972.98 356.56 104,947.50 03/18/2103/16/21A2A 105,000.00 808513BN4 0.77 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 199,831.80 209,876.37 364.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 398,443.60 407,971.93 5,252.78 422,916.00 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 390,017.60 399,270.67 1,706.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 397,389.20 406,289.51 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 65,942.31 69,995.91 27.71 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 384,144.80 399,346.30 19.44 398,368.00 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 94,097.20 99,956.11 296.88 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 166,968.03 179,495.83 218.75 182,894.25 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 76,202.88 79,932.54 885.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29 Page 10 For the Month Ending August 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 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 393,576.22 410,000.00 4,152.07 410,000.00 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 24,322.13 24,962.42 286.88 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 218,969.78 239,109.39 2,557.50 249,738.75 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 64,253.54 64,987.28 735.04 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 221,030.78 224,331.57 2,003.91 224,264.25 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 512,817.25 550,587.26 1,890.63 551,105.50 05/13/2005/11/20AaaAA+ 550,000.00 037833DT4 1.08 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 222,986.25 240,700.80 2,318.75 252,247.50 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 294,732.59 315,000.00 648.90 315,000.00 06/01/2105/24/21A2A- 315,000.00 46647PCH7 0.82 AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 438,951.30 474,871.63 928.89 474,767.25 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 245,946.75 250,000.00 1,993.06 250,000.00 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 49,110.05 49,987.92 560.63 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 Page 11 For the Month Ending August 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 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 99,826.60 99,910.46 669.31 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 224,540.78 225,000.00 850.00 225,000.00 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 224,514.00 243,811.95 726.56 256,918.50 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 225,309.15 244,428.66 4,020.31 257,845.50 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 210,015.00 225,000.00 812.81 225,000.00 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 166,268.73 175,000.00 88.30 175,000.00 02/24/2202/16/22A2A- 175,000.00 46647PCV6 2.60 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 204,693.75 224,709.49 761.88 224,608.50 05/19/2105/17/21A3A+ 225,000.00 91324PEC2 1.19 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 131,141.77 144,743.44 330.78 144,678.10 09/13/2109/08/21A1A+ 145,000.00 89236TJK2 1.17 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 156,050.13 174,958.48 115.45 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 206,148.60 224,007.89 563.13 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 37,106.60 39,940.23 99.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99 Page 12 For the Month Ending August 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 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 437,275.50 474,070.38 946.70 473,945.50 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 448,581.93 466,909.75 5,037.64 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 45,972.17 8,129,379.06 8,564,905.40 1.95 8,643,030.00 8,490,000.00 Security Type Sub-Total Certificate of Deposit CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 245,772.50 250,000.00 688.33 250,000.00 03/23/2103/19/21P-1A-1 250,000.00 22552G3C2 0.59 688.33 245,772.50 250,000.00 0.59 250,000.00 250,000.00 Security Type Sub-Total Asset-Backed Security GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 83,033.07 84,992.05 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 33,537.86 34,997.99 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 72,691.94 74,994.53 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 281,848.75 294,996.39 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 311,852.87 324,974.61 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 95,284.42 99,982.82 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 106,697.32 109,982.99 25.42 109,976.30 04/21/2104/13/21NRAAA 110,000.00 14314QAC8 0.52 Page 13 For the Month Ending August 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 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 76,417.58 79,985.28 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 182,324.84 194,966.05 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 80,530.17 84,998.21 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 209,103.87 209,995.16 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 627.50 1,533,322.69 1,594,866.08 0.93 1,594,824.82 1,595,000.00 Security Type Sub-Total 31,981,790.43 31,957,952.68 1.32 82,734.63 31,794,440.70 30,081,523.13 Managed Account Sub-Total Joint Powers Authority CAMP Pool 445,087.02 445,087.02 0.00 445,087.02 NRAAAm 445,087.02 445,087.02 445,087.02 0.00 445,087.02 445,087.02 Liquid Sub-Total $32,426,877.45 $32,403,039.70 $82,734.63 $32,239,527.72 $30,526,610.15 1.32% $30,609,344.78 $82,734.63 Total Investments Accrued Interest Securities Sub-Total Page 14 For the Month Ending August 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 (12,152.72)(17,303.73) 316,519.51 97.39 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 3.48 1.80 (23,363.61)(37,402.37) 486,953.10 97.39 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 3.48 1.80 (65,016.36)(82,661.23) 1,972,160.06 97.39 HSBC 2,025,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 3.48 1.80 (37,464.41)(53,632.81) 480,781.25 96.16 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 3.48 2.29 (144,777.68)(207,500.00) 1,923,125.00 96.16 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 3.48 2.29 (18,367.16)(16,757.80) 228,398.45 91.36 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 3.48 2.82 (34,731.36)(32,537.09) 411,117.21 91.36 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 3.48 2.82 (12,435.24)(11,677.73) 135,375.00 90.25 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.50 3.31 (30,374.32)(28,984.38) 315,875.00 90.25 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.50 3.31 (29,146.68)(26,968.75) 361,000.00 90.25 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.50 3.31 (40,976.57)(40,042.97) 406,125.00 90.25 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.50 3.31 (49,146.16)(45,626.95) 586,625.00 90.25 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.50 3.31 (72,125.71)(69,673.83) 744,562.50 90.25 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.50 3.31 (3,877.84)(3,418.95) 68,039.06 90.72 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 3.47 3.61 (68,514.79)(65,015.62) 861,828.13 90.72 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 3.47 3.61 (3,778.86)(1,953.12) 224,296.88 89.72 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.45 3.87 (18,722.18)(17,578.13) 672,890.62 89.72 BMO 750,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.45 3.87 Page 15 For the Month Ending August 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 (17,101.23)(14,593.75) 717,750.00 89.72 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.45 3.87 (16,212.81)(11,566.41) 807,468.75 89.72 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.45 3.87 (13,039.42)(12,093.75) 807,468.75 89.72 BMO 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.45 3.87 (796,989.37) 3.48 (711,325.11) 12,528,359.27 13,500,000.00 Security Type Sub-Total 2.92 Supra-National Agency Bond / Note (4,885.78)(4,539.11) 239,953.74 97.94 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 3.41 0.64 (19,563.20)(18,929.00) 479,996.00 96.00 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 3.60 1.23 (37,921.94)(37,774.88) 596,755.22 93.98 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 3.55 2.05 (61,242.99) 3.54 (62,370.92) 1,316,704.96 1,380,000.00 Security Type Sub-Total 1.49 Municipal Bond / Note (1,495.20)(1,495.20) 58,504.80 97.51 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 3.41 1.81 (2,933.00)(2,933.00) 97,067.00 97.07 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 3.70 1.89 (25,382.50)(25,382.50) 299,617.50 92.19 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 4.14 2.51 (7,001.45)(7,001.45) 77,998.55 91.76 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 4.13 2.59 (4,791.78)(4,979.65) 60,479.90 93.05 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.87 2.79 (6,244.07)(6,474.45) 79,089.10 93.05 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.87 2.79 (11,126.40)(11,126.40) 148,873.60 93.05 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 3.87 2.79 Page 16 For the Month Ending August 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 (8,256.00)(8,256.00) 91,744.00 91.74 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 3.64 2.89 (10,569.00)(10,569.00) 119,431.00 91.87 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 3.82 2.89 (13,102.60)(13,102.60) 126,897.40 90.64 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 4.21 2.89 (8,062.25)(8,062.25) 76,937.75 90.52 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 4.08 3.12 (99,382.50) 3.94 (98,964.25) 1,236,640.60 1,335,000.00 Security Type Sub-Total 2.64 Federal Agency Commercial Mortgage-Backed Security (63.00)(62.98) 5,537.17 98.88 CSFB 5,600.17 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 4.58 0.87 0.01 0.03 1,190.26 100.00 JPM_CHAS 1,190.26 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 2.09 0.35 (10,367.64)(16,804.97) 245,577.84 98.23 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3.88 2.13 (16,867.92) 3.89 (10,430.63) 252,305.27 256,790.43 Security Type Sub-Total 2.10 Federal Agency Bond / Note (11,799.30)(11,844.60) 363,223.88 96.86 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 3.40 1.02 (16,427.94)(16,313.33) 508,513.42 96.86 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 3.40 1.02 (11,302.97)(10,544.62) 313,243.13 96.38 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 3.42 1.13 (12,687.88)(12,496.75) 337,188.25 96.34 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 3.43 1.18 (12,319.54)(12,101.70) 312,527.80 96.16 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 3.43 1.24 (11,600.70)(11,428.20) 288,274.80 96.09 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 3.44 1.26 Page 17 For the Month Ending August 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 (25,849.37)(25,023.25) 323,240.75 92.35 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 3.58 2.60 (25,502.15)(25,162.20) 324,116.80 92.60 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 3.58 2.62 (35,780.03)(34,886.55) 387,996.95 91.29 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 3.57 2.88 (30,438.75)(29,778.70) 318,583.30 91.02 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3.57 2.97 (13,299.37)(13,121.25) 136,428.75 90.95 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 3.57 2.99 (63,093.84)(62,278.30) 635,614.70 90.80 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 3.57 3.04 (58,427.59)(57,586.75) 590,086.25 90.78 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 3.59 3.16 (322,566.20) 3.51 (328,529.43) 4,839,038.78 5,175,000.00 Security Type Sub-Total 2.14 Corporate Note (2,876.25)(4,956.00) 397,892.00 99.47 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 3.89 1.29 (4,692.52)(4,667.04) 100,280.46 95.51 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 3.76 1.46 (10,044.57)(9,943.50) 199,831.80 95.16 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 3.54 1.57 (9,528.33)(24,472.40) 398,443.60 99.61 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 4.12 1.61 (9,253.07)(7,998.40) 390,017.60 97.50 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 3.83 1.79 (8,900.31)(21,242.80) 397,389.20 99.35 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 4.22 1.56 Page 18 For the Month Ending August 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 (4,053.60)(4,051.39) 65,942.31 94.20 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 3.86 1.94 (15,201.50)(14,223.20) 384,144.80 96.04 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 3.83 1.89 (5,858.91)(5,837.80) 94,097.20 94.10 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 3.67 2.01 (12,527.80)(15,926.22) 166,968.03 95.41 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 3.79 2.39 (3,729.66)(3,716.32) 76,202.88 95.25 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 4.26 2.34 (16,423.78)(16,423.78) 393,576.22 95.99 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 3.81 2.37 (640.29)(634.12) 24,322.13 97.29 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 3.79 2.52 (20,139.61)(30,768.97) 218,969.78 97.32 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 4.38 2.54 (733.74)(732.16) 64,253.54 98.85 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 3.91 2.54 (3,300.79)(3,233.47) 221,030.78 98.24 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 4.08 2.55 (37,770.01)(38,288.25) 512,817.25 93.24 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 3.78 2.57 (17,714.55)(29,261.25) 222,986.25 99.11 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 3.85 2.43 (20,267.41)(20,267.41) 294,732.59 93.57 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.29 1.74 Page 19 For the Month Ending August 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 (35,920.33)(35,815.95) 438,951.30 92.41 GOLDMAN 475,000.00 023135BQ8AMAZON.COM INC CORPORATE NOTES DTD 06/03/2020 0.800% 06/03/2025 3.72 2.73 (4,053.25)(4,053.25) 245,946.75 98.38 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 4.12 2.65 (877.87)(876.45) 49,110.05 98.22 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 4.13 2.66 (83.86)(78.40) 99,826.60 99.83 MERRILL 100,000.00 89236TKC8TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 4.01 2.69 (459.22)(459.22) 224,540.78 99.80 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 4.07 2.76 (19,297.95)(32,404.50) 224,514.00 99.78 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 3.95 2.78 (19,119.51)(32,536.35) 225,309.15 100.14 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 3.83 2.63 (14,985.00)(14,985.00) 210,015.00 93.34 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.71 2.23 (8,731.27)(8,731.27) 166,268.73 95.01 JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 4.15 3.35 (20,015.74)(19,914.75) 204,693.75 90.98 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 3.78 3.54 (13,601.67)(13,536.33) 131,141.77 90.44 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 3.85 3.72 (18,908.35)(18,897.37) 156,050.13 89.17 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 4.26 3.78 Page 20 For the Month Ending August 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 (17,859.29)(17,715.15) 206,148.60 91.62 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 3.81 4.20 (2,833.63)(2,825.40) 37,106.60 92.77 CITIGRP 40,000.00 87612EBM7TARGET CORP CORPORATE NOTES DTD 01/24/2022 1.950% 01/15/2027 3.76 4.20 (36,794.88)(36,670.00) 437,275.50 92.06 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 4.04 4.14 (18,327.82)(17,507.07) 448,581.93 94.44 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 3.64 4.21 (513,650.94) 3.89 (435,526.34) 8,129,379.06 8,490,000.00 Security Type Sub-Total 2.56 Certificate of Deposit (4,227.50)(4,227.50) 245,772.50 98.31 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 3.70 0.56 (4,227.50) 3.70 (4,227.50) 245,772.50 250,000.00 Security Type Sub-Total 0.56 Asset-Backed Security (1,958.98)(1,954.10) 83,033.07 97.69 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 1.28 0.75 (1,460.13)(1,459.19) 33,537.86 95.82 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 1.99 1.06 (2,302.59)(2,300.17) 72,691.94 96.92 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.41 0.91 (13,147.64)(13,146.26) 281,848.75 95.54 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.80 1.15 (13,121.74)(13,112.13) 311,852.87 95.95 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.55 1.07 (4,698.40)(4,694.50) 95,284.42 95.28 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.33 1.54 Page 21 For the Month Ending August 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 (3,285.67)(3,278.98) 106,697.32 97.00 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.41 0.84 (3,567.70)(3,564.56) 76,417.58 95.52 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.99 1.44 (12,641.21)(12,633.41) 182,324.84 93.50 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.26 2.00 (4,468.04)(4,467.66) 80,530.17 94.74 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.04 1.41 (891.29)(891.17) 209,103.87 99.57 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.07 2.30 (61,502.13) 2.10 (61,543.39) 1,533,322.69 1,595,000.00 Security Type Sub-Total 1.39 31,981,790.43 30,081,523.13 (1,876,429.55) (1,712,917.57) 3.55 Managed Account Sub-Total 2.52 Joint Powers Authority 0.00 0.00 445,087.02 1.00 445,087.02 CAMP Pool 0.00 445,087.02 445,087.02 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $30,609,344.78 $82,734.63 $30,526,610.15 Accrued Interest Securities Sub-Total $32,426,877.45 ($1,876,429.55) ($1,712,917.57) 3.55% 2.52 Page 22 For the Month Ending August 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 08/04/22 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 (690,468.75)(50.95)(690,519.70) 750,000.00 08/01/22 08/15/22 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 (819,562.50)(229.28)(819,791.78) 900,000.00 08/08/22 (280.23) (1,510,311.48)(1,510,031.25) 1,650,000.00 Transaction Type Sub-Total INTEREST 08/01/22 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 0.00 541.10 541.10 140,000.00 08/01/22 08/01/22 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 157411TK5 0.00 1,050.50 1,050.50 100,000.00 08/01/22 08/01/22 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 06051GFS3 0.00 4,359.38 4,359.38 225,000.00 08/01/22 08/01/22 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 60412AVJ9 0.00 315.00 315.00 100,000.00 08/01/22 08/01/22 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 798306WP7 0.00 553.80 553.80 130,000.00 08/01/22 08/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 8.86 8.86 5,081.13 08/01/22 08/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 08/01/22 08/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 14.99 14.99 5,615.28 08/01/22 08/06/22 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 69371RQ66 0.00 1,575.00 1,575.00 175,000.00 08/06/22 08/12/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 233.93 233.93 0.00 08/12/22 08/12/22 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 05565EBW4 0.00 1,093.75 1,093.75 175,000.00 08/12/22 08/12/22 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 05565EBU8 0.00 262.50 262.50 70,000.00 08/12/22 Page 23 For the Month Ending August 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 08/12/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 (235.60)(235.60) 0.00 08/12/22 08/12/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 275.09 275.09 0.00 08/12/22 08/12/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 0.00 (275.08)(275.08) 0.00 08/12/22 08/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 08/15/22 08/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 08/15/22 08/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 08/15/22 08/15/22 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 578.96 578.96 210,000.00 08/15/22 08/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 08/15/22 08/15/22 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 14041NFU0 0.00 1,146.66 1,146.66 800,000.00 08/15/22 08/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 08/15/22 08/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 08/15/22 08/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 08/16/22 08/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 08/20/22 08/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 08/20/22 08/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 08/21/22 08/24/22 JPMORGAN CHASE & CO CORPORATE NOTES DTD 02/24/2022 2.595% 02/24/2026 46647PCV6 0.00 2,270.63 2,270.63 175,000.00 08/24/22 Page 24 For the Month Ending August 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 08/25/22 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3135G05X7 0.00 656.25 656.25 350,000.00 08/25/22 08/30/22 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 254687FK7 0.00 3,500.00 3,500.00 400,000.00 08/30/22 19,087.03 19,087.03 0.00 4,695,696.41 Transaction Type Sub-Total MATURITY 08/01/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 404.72 1.04 405.76 (3.45) 0.00 404.72 08/01/22 08/01/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 404.72 1.04 405.76 (3.45) 0.00 404.72 08/01/22 08/01/22 FHLMC SERIES K721 A2 DTD 12/01/2015 3.090% 08/01/2022 3137BM6P6 1,850.14 4.77 1,854.91 (15.76)(0.01) 1,850.15 08/01/22 08/26/22 SKANDINAV ENSKILDA BANK LT CD DTD 09/03/2019 1.860% 08/26/2022 83050PDR7 400,000.00 3,740.67 403,740.67 0.00 0.00 400,000.00 08/26/22 3,747.52 (0.01)(22.66) 406,407.10 402,659.58 402,659.59 Transaction Type Sub-Total PAYDOWNS 08/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 3,890.87 0.00 3,890.87 0.09 0.00 3,890.87 08/01/22 08/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 15.11 0.00 15.11 0.00 0.00 15.11 08/01/22 08/15/22 COMET 2019-A2 A2 DTD 09/05/2019 1.720% 08/15/2024 14041NFU0 800,000.00 0.00 800,000.00 201.44 0.00 800,000.00 08/15/22 0.00 0.00 201.53 803,905.98 803,905.98 803,905.98 Transaction Type Sub-Total SELL 08/04/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 639,208.98 1,236.41 640,445.39 (20,363.29)(14,863.33)FIFO 650,000.00 08/01/22 1,236.41 (14,863.33)(20,363.29) 640,445.39 639,208.98 650,000.00 Transaction Type Sub-Total Page 25 For the Month Ending August 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 335,743.29 23,790.73 359,534.02 (20,184.42) (14,863.34)Managed Account Sub-Total Total Security Transactions ($20,184.42)$359,534.02 $23,790.73 $335,743.29 ($14,863.34) Page 26 For the Month Ending August 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 81,990.86 Opening Balance 08/01/22 08/01/22 Purchase - Interest 06051GFS3 1.00 4,359.38 86,350.24 08/01/22 08/01/22 Purchase - Interest 157411TK5 1.00 1,050.50 87,400.74 08/01/22 08/01/22 Purchase - Interest 54438CYK2 1.00 541.10 87,941.84 08/01/22 08/01/22 Purchase - Interest 60412AVJ9 1.00 315.00 88,256.84 08/01/22 08/01/22 Purchase - Interest 798306WP7 1.00 553.80 88,810.64 08/01/22 08/01/22 Purchase - Interest 91282CCP4 1.00 6,093.75 94,904.39 08/04/22 08/04/22 Purchase - Interest 912828XX3 1.00 1,236.41 96,140.80 08/04/22 08/04/22 Purchase - Principal 912828XX3 1.00 639,208.98 735,349.78 08/04/22 08/04/22 Redemption - Interest 91282CCP4 1.00 (50.95) 735,298.83 08/04/22 08/04/22 Redemption - Principal 91282CCP4 1.00 (690,468.75) 44,830.08 08/08/22 08/08/22 Purchase - Interest 69371RQ66 1.00 1,575.00 46,405.08 08/12/22 08/12/22 Purchase - Interest 05565EBU8 1.00 262.50 46,667.58 08/12/22 08/12/22 Purchase - Interest 05565EBW4 1.00 1,093.75 47,761.33 08/15/22 08/15/22 Purchase - Interest 14041NFU0 1.00 1,146.66 48,907.99 08/15/22 08/15/22 Purchase - Interest 14314QAC8 1.00 47.67 48,955.66 08/15/22 08/15/22 Purchase - Interest 14318MAD1 1.00 578.96 49,534.62 08/15/22 08/15/22 Purchase - Interest 254683CP8 1.00 94.25 49,628.87 08/15/22 08/15/22 Purchase - Interest 44933LAC7 1.00 23.75 49,652.62 08/15/22 08/15/22 Purchase - Interest 44935FAD6 1.00 49.33 49,701.95 08/15/22 08/15/22 Purchase - Interest 65480BAC1 1.00 81.13 49,783.08 08/15/22 08/15/22 Purchase - Interest 89190GAC1 1.00 70.42 49,853.50 Page 27 For the Month Ending August 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 08/15/22 08/15/22 Purchase - Correction to Interest 3137BM6P6 from 5/25/22 1.00 275.09 50,128.59 08/15/22 08/15/22 Purchase - Correction to Interest 3137BM6P6 from 6/27/22 1.00 233.93 50,362.52 08/15/22 08/15/22 Purchase - Correction to Principal 3137BM6P6 from 6/27/22 1.00 9,020.16 59,382.68 08/15/22 08/15/22 Purchase - Correction to Principal 3137BM6P6 from 6/27/22 1.00 9,020.17 68,402.85 08/15/22 08/15/22 Purchase - Correction to Principal 3137BM6P6 from 6/27/22 1.00 41,235.05 109,637.90 08/15/22 08/15/22 Purchase - Correction to Principal 3137BM6P6 from 5/25/22 1.00 2,431.96 112,069.86 08/15/22 08/15/22 Purchase - Correction to Principal 3137BM6P6 from 5/25/22 1.00 2,431.96 114,501.82 08/15/22 08/15/22 Purchase - Correction to Principal 3137BM6P6 from 5/25/22 1.00 11,117.54 125,619.36 08/15/22 08/15/22 Purchase - Principal 14041NFU0 1.00 800,000.00 925,619.36 08/15/22 08/15/22 Redemption - Principal 91282CCP4 1.00 (819,562.50) 106,056.86 08/15/22 08/15/22 Redemption - Interest 91282CCP4 1.00 (229.28) 105,827.58 08/15/22 08/15/22 Redemption - Reversal of Interest 3137BM6P6 from 6/27/22 1.00 (235.60) 105,591.98 08/15/22 08/15/22 Redemption - Reversal of Interest 3137BM6P6 from 5/25/22 1.00 (275.08) 105,316.90 08/15/22 08/15/22 Redemption - Reversal of Principal 3137BM6P6 from 6/27/22 1.00 (9,119.24) 96,197.66 08/15/22 08/15/22 Redemption - Reversal of Principal 3137BM6P6 from 6/27/22 1.00 (9,119.23) 87,078.43 08/15/22 08/15/22 Redemption - Reversal of Principal 3137BM6P6 from 6/27/22 1.00 (41,687.92) 45,390.51 08/15/22 08/15/22 Redemption - Reversal of Principal 3137BM6P6 from 5/25/22 1.00 (2,332.89) 43,057.62 08/15/22 08/15/22 Redemption - Reversal of Principal 3137BM6P6 from 5/25/22 1.00 (2,332.89) 40,724.73 08/15/22 08/15/22 Redemption - Reversal of Principal 3137BM6P6 from 5/25/22 1.00 (10,664.66) 30,060.07 08/16/22 08/16/22 Purchase - Interest 362554AC1 1.00 48.17 30,108.24 08/22/22 08/22/22 Purchase - Interest 36261RAD0 1.00 23.38 30,131.62 08/22/22 08/22/22 Purchase - Interest 380144AD7 1.00 11.96 30,143.58 Page 28 For the Month Ending August 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 08/22/22 08/22/22 Purchase - Interest 43815GAC3 1.00 73.33 30,216.91 08/24/22 08/24/22 Purchase - Interest 46647PCV6 1.00 2,270.63 32,487.54 08/25/22 08/25/22 Purchase - Interest 3137FKK39 1.00 14.99 32,502.53 08/25/22 08/25/22 Purchase - Interest 3137FQ3V3 1.00 8.86 32,511.39 08/25/22 08/25/22 Purchase - Interest 3137BM6P6 1.00 1.03 32,512.42 08/25/22 08/25/22 Purchase - Interest 3137BM6P6 1.00 1.04 32,513.46 08/25/22 08/25/22 Purchase - Interest 3137BM6P6 1.00 4.77 32,518.23 08/25/22 08/25/22 Purchase - Interest 3135G05X7 1.00 656.25 33,174.48 08/25/22 08/25/22 Purchase - Interest 3137BGK24 1.00 637.92 33,812.40 08/25/22 08/25/22 Purchase - Principal 3137BM6P6 1.00 404.72 34,217.12 08/25/22 08/25/22 Purchase - Principal 3137BM6P6 1.00 404.72 34,621.84 08/25/22 08/25/22 Purchase - Principal 3137BM6P6 1.00 1,850.15 36,471.99 08/25/22 08/25/22 Purchase - Principal 3137FKK39 1.00 15.11 36,487.10 08/25/22 08/25/22 Purchase - Principal 3137FQ3V3 1.00 3,890.87 40,377.97 08/25/22 08/25/22 IP Fees July 2022 1.00 (2,611.85) 37,766.12 08/25/22 08/25/22 U.S. Bank Fees June 2022 1.00 (162.24) 37,603.88 08/26/22 08/26/22 Purchase - Principal 83050PDR7 1.00 403,740.67 441,344.55 08/30/22 08/30/22 Purchase - Interest 254687FK7 1.00 3,500.00 444,844.55 08/31/22 08/31/22 Purchase - Correction to Principal 3137BM6P6 from 08/25/2022 1.00 1,850.14 446,694.69 08/31/22 08/31/22 Redemption - Reversal of Principal 3137BM6P6 from 08/25/2022 1.00 (1,850.15) 444,844.54 08/31/22 09/01/22 Accrual Income Div Reinvestment - Distributions 1.00 242.48 445,087.02 Page 29 For the Month Ending August 31, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 445,087.02 445,087.02 445,087.02 122,241.37 623.32 0.00 (7,413,427.01) 7,603,337.35 255,176.68 242.48 445,087.02 0.00 (1,590,703.23) 1,953,799.39 81,990.86 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 August January-August 2.30% Page 30