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Item No. 05 - Investment Report October 2022
Page 1 of 1 REPORT TO CITY COUNCIL To:Honorable Mayor or Members of the City Council From:Jason Simpson, City Manager Prepared by:Shannon Buckley, Assistant City Manager Date:December 13, 2022 Subject: CC Investment Report for October 2022 Recommendation Receive and file the Investment Report for October 2022. 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 Attachments Attachment 1- Investment Report for October 2022 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 2,774,967$ 602,732$ (2,982)$ 3,374,716$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,774,967 602,732 (2,982) 3,377,016 INVESTMENTS Local Agency Investment Funds 71,692,247 - - 71,692,247 CAMP Investments: CAMP Pool Account 34,555 - - 34,555 U.S. Treasury Bond / Note 12,609,259 - - 12,609,259 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 268,978 - - 268,978 Federal Agency Bond / Note 5,161,605 - - 5,161,605 Corporate Note 8,643,030 - - 8,643,030 Certificate of Deposit 700,000 - - 700,000 Asset-Backed Security 2,254,712 - - 2,254,712 Sub-total Investments 104,078,357 - - 104,078,357 Market Value Adjustment: Unrealized Gain/(Loss) at 06/30/2022 (2,832,560) - - (2,832,560) Total Investments 101,245,797 - - 101,245,797 Total Pooled Cash and Investments 104,020,764$ 602,732$ (2,982)$ 104,622,813$ TOTAL POOLED CASH AND INVESTMENTS 104,622,813$ 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 November 9, 2022 City Manager Date C I T Y O F L A K E E L S I N O R E INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS AS OF October 31, 2022 FUND NO FUND NAME AMOUNT 100 General 12,629,443$ 102 Measure Z 16,494,853 106 Affordable Housing In Lieu 597,245 107 Developer Agreement Revenue 59,364 108 American Rescue Plan 9,875,093 109 Road Maintenance and Rehabilitation (SB1) 1,123,885 110 State Gas Tax 652,966 112 Measure A 1,932,684 114 SB1186 CASP Education Program 48,118 116 City Hall-Public Works DIF 201,708 117 Community Center DIF 128,348 118 Lake Side Facility DIF 224,361 119 Animal Shelter DIF 8,702 121 T.R.I.P.-2014A 505 135 Lighting & Landscape Maintenance - Dist. No. 1 632,657 140 Geothermal 11,557 160 PEG Grant 68,164 180 Launch Pointe 1,644,142 202 La Strada RBBD 23,570 203 E.L.S.P. - S.T.I.F. 3,323,720 205 Traffic Impact Fee 298,464 211 Storm Drain C.I.P. 3,029,511 221 Quimby Park C.I.P. 308,226 231 Library C.I.P. 1,298,455 232 City Fire Protection 525,191 300 Insurance Service 755,090 305 Information Systems Service 2,389,902 310 Support Service 1,570 315 Fleet Service 539,668 320 Facilities Service 2,122,189 337 CFD 2016-2 Canyon Hills 6,101 345 CFD 2003-2 Improvement Area D, Canyon Hills 322 346 CFD 2014-1 Southshore 67,176 354 CFD 90-2 Tuscany Hills 17,040 361 CFD 2022-2 Lakeshore Improvement 13,450 363 CFD 2022-3 Lakeside 40,000 366 CFD 2005-6 City Center Townhomes 5,299 368 CFD 2006-2 Viscaya 11,298 377 CFD 2006-6 Tessara 5,389 378 CFD 2006-8 Running Deer Estates 5,970 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 October 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 October 31, 2022 384 CFD 2003-2 Area B Canyon Hills Improvement Area 4,603 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 4,245 388 CFD 2007-6 Holiday Inn Express 12 389 CFD 88-3 (2008A) West Lake Elsinore Series A 2,306 395 CFD 2018-1 Wasson Canyon II Improvement Area 2,659 500 Capital Improvement Plan 9,176,052 540 Successor To RDA Diamond Stadium 2,137,939 603 Endowment Trust - Carl Graves 56,944 604 Endowment Trust - Korn Memorial 33,208 605 Public Improvement Trust 1,652,111 606 Mobile Source Air Polution Reduction 213,112 608 Trust Deposit & Pre Paid Expense 1,493,554 617 Successor Agency Housing 22,428,688 620 Cost Recovery System 5,824,385 631 Lake Destratification Equipment Replacement 456,334 655 CFD 2015-1s Law, Fire, Paramedic Services 15,267 Total Pooled Cash & Investments 104,622,813$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.03% 34,555$ U.S. Treasury Bond / Note Unlimited 12.12% 12,609,259$ Supra-National Agency Bond / Note 30% 1.32% 1,377,948$ Municipal Bond / Note Unlimited 1.28% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.26% 268,978$ Federal Agency Bond / Note Unlimited 4.96% (1)5,161,605$ Corporate Note 30% 8.30% 8,643,030$ Negotiable Certificates of Deposit 30% 0.67% 700,000$ Asset-Backed Security / Collaterized Mortgage 20% 2.17% 2,254,712$ LAIF (Local Agency Investment Funds) $150 Million 68.88% (2)71,692,247$ TOTAL 100.00% 104,078,357$ 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 October 31, 2022 Local Agency Investment Fund October 1.772 September 1.513 August 1.276 0.00003699565555327 0.980760962 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):1.63% 1.35LAIF Apportionment Rate(2): PMIA Quarter to Date(1):1.29% 304PMIA Average Life(1): Treasuries 66.57% Agencies 19.19% Certificates of Deposit/Bank Notes 6.51% Time Deposits 2.30% Commercial Paper 5.02% Corporate Bonds 0.24% Loans 0.17% 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 11/16/22 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 09/30/22 Chart does not include $3,715,000.00 in mortgages, which equates to 0.002%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 10/31/22 $215.3 billion Yield Purchase Date Maturity Rate 1.772% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:71,414,822$ 277,425$ 71,692,247$ 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 October 31, 2022 CAMP Investment Portfolio For the Month Ending October 31, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 147,318.92 940,280.67 (1,053,044.64) 0.00 $34,554.95 CAMP Pool Unsettled Trades 0.00 185.31 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,893,032.70 1,047,529.15 (913,577.36) (109,303.28) $29,922,662.30 CAMP Managed Account Unsettled Trades 4,981.09 (26,831.86)Cash Dividends and Income October 31, 2022 September 30, 2022 Asset Summary CAMP Pool 34,554.95 147,318.92 CAMP Managed Account 29,922,662.30 29,893,032.70 $29,957,217.25 $30,040,351.62 Total Asset Allocation 0.12% CAMP Pool 99.88% CAMP Managed Account Page 1 For the Month Ending October 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 $147,318.92 940,280.67 (1,053,044.64) $34,554.95 185.31 $29,893,032.70 (102.75) (913,474.61) 1,047,529.15 4,981.09 (109,303.28) $29,922,662.30 $30,040,351.62 $29,957,217.25 26,518.00 (2,834.24) (50,515.62) ($26,831.86) 0.00 919,297.98 20,694.63 102.75 (1,050,363.39) 110,268.03 0.00 Managed Account Total 32,202,912.82 32,237,467.77 102,288.62 1,160,990.41 102.75 20,694.63 (1,295,324.95) (32,114,944.06) (92,825.97) 0.00 102,288.62 2,214,035.05 102.75 20,694.63 (2,235,605.62) (32,262,262.98) (92,825.97) 185.31 Total Accrual Basis Earnings ($16,105.75)($15,920.44) Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 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 12,850,000.00 11,596,824.13 38.72 Supra-National Agency Bond / Note 1,380,000.00 1,305,161.07 4.36 Municipal Bond / Note 1,335,000.00 1,208,350.20 4.03 Federal Agency Commercial Mortgage-Backed Security 256,595.26 247,109.95 0.82 Federal Agency Bond / Note 5,175,000.00 4,768,704.53 15.92 Corporate Note 8,490,000.00 7,928,142.60 26.46 Certificate of Deposit 700,000.00 695,911.12 2.32 Asset-Backed Security 2,255,000.00 2,172,458.70 7.25 Managed Account Sub-Total 32,441,595.26 29,922,662.30 99.88% Accrued Interest 102,288.62 Total Portfolio 32,441,595.26 30,024,950.92 CAMP Pool 34,554.95 34,554.95 0.12 Total Investments 32,476,150.21 30,059,505.87 100.00% Unsettled Trades 245,000.00 244,951.00 Sector Allocation 7.25% ABS 2.32% Cert of Deposit 26.46% Corporate Note 15.92% Fed Agy Bond / Note 0.82% Federal Agency Commercial Mortgage-Backed Security 0.12% Joint Powers Authority 4.03% Muni Bond / Note 4.36% Supra-National Agency Bond / Note 38.72% 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 1.74% 3.95% 20.42% 36.16% 30.19% 7.54% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 966 1.48% 4.59% Page 3 For the Month Ending October 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.76% A 2.14% A+ 8.64% A- 0.82% A-1 6.06% AA 58.54% AA+ 2.10% AA- 11.31% AAA 0.12% AAAm 3.53% BBB+ 0.98% NR Issuer Summary Percentof HoldingsIssuer Market Value 219,223.35 0.73 ABBOTT LABORATORIES 429,572.43 1.43 AMAZON.COM INC 74,286.64 0.25 AMERICAN EXPRESS CO 382,519.60 1.28 AMERICAN HONDA FINANCE 503,234.05 1.68 APPLE INC 421,726.28 1.41 BANK OF AMERICA CO 429,450.83 1.43 BERKSHIRE HATHAWAY INC 214,281.76 0.72 BMW FINANCIAL SERVICES NA LLC 74,445.55 0.25 CALIFORNIA STATE UNIVERSITY 34,554.95 0.12 CAMP Pool 244,951.00 0.82 CAPITAL ONE FINANCIAL CORP 308,740.34 1.03 CARMAX AUTO OWNER TRUST 197,205.75 0.66 CATERPILLAR INC 95,439.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 99,036.53 0.33 CHARLES SCHWAB 62,787.66 0.21 CINTAS CORPORATION NO. 2 213,545.25 0.71 CITIGROUP INC 245,918.50 0.82 CREDIT SUISSE GROUP RK 92,649.80 0.31 DEERE & COMPANY 179,939.96 0.60 DISCOVER FINANCIAL SERVICES 1,517,076.43 5.05 FANNIE MAE 450,920.25 1.51 FEDERAL HOME LOAN BANKS 278,671.40 0.93 FLORIDA STATE BOARD OF ADMIN FIN CORP 3,047,817.80 10.16 FREDDIE MAC 218,001.15 0.73 GENERAL DYNAMICS CORP 352,419.67 1.18 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 116,380.18 0.39 GM FINANCIAL LEASINGTRUST 390,845.60 1.30 GOLDMAN SACHS GROUP INC 23,778.98 0.08 HOME DEPOT INC 94,397.41 0.32 HONDA AUTO RECEIVABLES 147,372.32 0.49 HYUNDAI AUTO RECEIVABLES 219,340.13 0.73 IBM CORP Page 4 For the Month Ending October 31, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 587,665.20 1.96 INTER-AMERICAN DEVELOPMENT BANK 717,495.87 2.40 INTL BANK OF RECONSTRUCTION AND DEV 452,465.06 1.51 JP MORGAN CHASE & CO 125,122.20 0.42 LOS ANGELES COMMUNITY COLLEGE DISTRICT 391,979.20 1.31 MORGAN STANLEY 239,197.75 0.80 NATIONAL AUSTRALIA BANK LTD 47,936.15 0.16 NATIONAL RURAL UTILITIES CO FINANCE CORP 295,711.00 0.99 NEW YORK ST URBAN DEVELOPMENT CORP 419,038.75 1.40 NISSAN AUTO RECEIVABLES 162,560.83 0.54 PACCAR FINANCIAL CORP 392,282.00 1.31 PNC FINANCIAL SERVICES GROUP 384,980.57 1.29 Roche Holding AG 116,017.20 0.39 SAN JUAN UNIFIED SCHOOL DISTRICT 57,305.40 0.19 STATE OF CONNECTICUT 89,107.00 0.30 STATE OF MINNESOTA 35,696.12 0.12 TARGET CORP 613,968.10 2.05 THE BANK OF NEW YORK MELLON CORPORATION 377,405.60 1.26 THE WALT DISNEY CORPORATION 449,992.62 1.50 TORONTO-DOMINION BANK 532,754.02 1.78 TOYOTA MOTOR CORP 11,596,824.13 38.70 UNITED STATES TREASURY 198,435.15 0.66 UNITEDHEALTH GROUP INC 76,531.45 0.26 UNIVERSITY OF CALIFORNIA 216,215.33 0.72 USAA CAPITAL CORP $29,957,217.25 Total 100.00% Page 5 For the Month Ending October 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 311,339.86 328,336.89 2,190.22 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 478,984.40 509,374.62 3,369.57 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 790,324.26 829,512.26 5,559.79 837,149.42 01/07/2001/02/20AaaAA+ 825,000.00 912828XX3 1.66 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 472,343.75 516,939.34 2,948.37 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1,889,375.00 2,063,041.11 11,793.48 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 224,257.80 246,956.61 210.60 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 403,664.04 446,093.72 379.07 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 132,304.68 147,920.00 189.54 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 308,710.92 346,437.32 442.26 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 352,812.48 390,640.56 505.43 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 396,914.04 447,246.84 568.61 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 573,320.28 636,484.36 821.33 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 727,675.74 817,104.82 1,042.46 814,236.33 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 66,187.50 72,057.57 1.55 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 Page 6 For the Month Ending October 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 838,375.00 931,239.76 19.69 926,843.75 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 174,250.00 179,833.35 315.90 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 217,812.50 229,011.63 394.87 226,250.00 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 653,437.50 694,105.18 1,184.61 690,468.75 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 697,000.00 737,632.24 1,263.59 732,343.75 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 784,125.00 826,939.38 1,421.54 819,035.16 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 784,125.00 823,901.45 1,421.54 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 319,484.38 322,959.21 3,233.70 322,574.22 10/11/2210/05/22AaaAA+ 350,000.00 912828U24 4.10 39,277.72 11,596,824.13 12,543,768.22 1.51 12,609,258.80 12,850,000.00 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 240,130.87 244,881.90 9.36 244,492.85 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 477,365.00 499,619.09 545.14 498,925.00 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 587,665.20 634,703.31 335.14 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 889.64 1,305,161.07 1,379,204.30 0.40 1,377,947.95 1,380,000.00 Security Type Sub-Total Municipal Bond / Note Page 7 For the Month Ending October 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 CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 57,305.40 60,000.00 399.60 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 95,439.00 100,000.00 525.25 100,000.00 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 295,711.00 325,000.00 361.29 325,000.00 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 76,531.45 85,000.00 346.09 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 58,431.10 65,255.66 272.57 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 76,409.90 85,313.51 356.43 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 143,830.40 160,000.00 670.93 160,000.00 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 89,107.00 100,000.00 157.50 100,000.00 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 116,017.20 130,000.00 276.90 130,000.00 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 125,122.20 140,000.00 270.55 140,000.00 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 74,445.55 85,000.00 366.35 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 4,003.46 1,208,350.20 1,335,569.17 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 5,539.27 5,568.75 14.86 5,568.73 12/17/1812/07/18AaaAA+ 5,568.75 3137FKK39 3.20 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 1,026.51 1,026.50 1.79 1,026.48 11/26/1911/20/19AaaAA+ 1,026.51 3137FQ3V3 2.09 Page 8 For the Month Ending October 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 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 240,544.17 255,504.27 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 654.57 247,109.95 262,099.52 1.98 268,978.02 256,595.26 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 361,212.75 375,019.38 138.02 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 505,697.85 524,950.97 193.23 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 311,258.35 324,613.63 16.93 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 334,791.80 349,893.66 425.35 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 310,085.43 324,867.94 347.57 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 285,885.30 299,892.05 306.25 299,703.00 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 317,392.95 349,148.18 82.64 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 318,126.90 349,643.06 54.69 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 380,070.70 423,847.76 442.71 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 311,795.40 349,076.83 240.63 348,362.00 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 133,527.30 149,743.21 89.06 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 Page 9 For the Month Ending October 31, 2022Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 621,791.10 698,779.00 277.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 577,068.70 648,591.79 1,570.83 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 4,184.99 4,768,704.53 5,168,067.46 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 392,282.00 400,670.21 3,811.11 402,848.00 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 99,036.53 104,975.91 94.06 104,947.50 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 196,170.45 209,888.88 14.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 391,979.20 407,169.47 86.11 422,916.00 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 382,519.60 399,337.57 3,306.67 398,016.00 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 390,845.60 405,633.68 4,833.89 418,632.00 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 64,692.46 69,996.26 115.21 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 377,405.60 399,401.00 1,186.11 398,368.00 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 92,649.80 99,959.73 88.54 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 Page 10 For the Month Ending October 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 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 162,560.83 179,187.34 743.75 182,894.25 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 74,286.64 79,937.04 285.00 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 384,980.57 410,000.00 1,238.34 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 23,778.98 24,964.81 30.00 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 213,545.25 238,221.18 82.50 249,738.75 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 62,787.66 64,988.08 1,108.79 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 216,215.33 224,373.48 3,269.53 224,264.25 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 503,234.05 550,549.67 2,921.88 551,105.50 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 218,001.15 239,666.51 3,631.25 252,247.50 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 290,110.91 315,000.00 1,081.50 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82 AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 429,572.43 474,879.41 1,562.22 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 Page 11 For the Month Ending October 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 AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 239,197.75 250,000.00 3,451.39 250,000.00 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 47,936.15 49,988.65 848.13 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 97,463.10 99,915.75 1,327.64 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 219,340.13 225,000.00 2,350.00 225,000.00 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 217,126.13 242,734.46 2,179.69 256,918.50 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 219,223.35 243,264.46 1,114.06 257,845.50 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 204,600.15 225,000.00 1,386.56 225,000.00 12/06/2112/01/21A2A- 225,000.00 06051GKE8 1.53 JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 162,354.15 175,000.00 845.18 175,000.00 02/24/2202/16/22A1A- 175,000.00 46647PCV6 2.60 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 198,435.15 224,722.60 1,193.13 224,608.50 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 126,071.85 144,754.73 602.66 144,678.10 09/13/2109/08/21A1A+ 145,000.00 89236TJK2 1.17 Page 12 For the Month Ending October 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 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 149,589.30 174,960.24 480.03 174,947.50 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 197,205.75 224,045.95 1,200.63 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 35,696.12 39,942.52 229.67 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 417,797.65 474,105.64 2,569.62 473,945.50 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 429,450.83 467,207.76 1,395.97 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 50,665.40 7,928,142.60 8,559,442.99 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 245,918.50 250,000.00 938.26 250,000.00 03/23/2103/19/21P-1A-1 250,000.00 22552G3C2 0.59 TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 449,992.62 450,000.00 70.00 450,000.00 10/31/2210/27/22A1A 450,000.00 89115B6K1 5.58 1,008.26 695,911.12 700,000.00 3.82 700,000.00 700,000.00 Security Type Sub-Total Asset-Backed Security GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 82,801.65 84,992.59 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 33,578.53 34,998.11 4.38 34,997.05 05/26/2105/18/21NRAAA 35,000.00 380144AD7 0.41 Page 13 For the Month Ending October 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-A A3 DTD 04/28/2021 0.380% 09/15/2025 72,170.33 74,994.83 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 281,003.75 294,996.58 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 309,219.07 324,975.93 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 94,397.41 99,983.67 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 105,258.87 109,983.81 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 75,201.99 79,985.94 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 179,939.96 194,967.46 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 79,500.87 84,998.29 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 203,481.47 209,995.34 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 138,035.00 139,971.61 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 272,918.80 274,955.44 699.57 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 244,951.00 244,961.56 0.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 1,604.58 2,172,458.70 2,254,761.16 2.09 2,254,712.34 2,255,000.00 Security Type Sub-Total 32,441,595.26 32,351,555.19 1.48 102,288.62 32,202,912.82 29,922,662.30 Managed Account Sub-Total Joint Powers Authority Page 14 For the Month Ending October 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 Joint Powers Authority CAMP Pool 34,554.95 34,554.95 0.00 34,554.95 NRAAAm 34,554.95 34,554.95 34,554.95 0.00 34,554.95 34,554.95 Liquid Sub-Total $32,476,150.21 $32,386,110.14 $102,288.62 $32,237,467.77 $29,957,217.25 1.48% $30,059,505.87 $102,288.62 Total Investments Accrued Interest Securities Sub-Total Bolded items are forward settling trades. Page 15 For the Month Ending October 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 (16,997.03)(22,483.38) 311,339.86 95.80 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 4.65 1.64 (30,390.22)(45,371.07) 478,984.40 95.80 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 4.65 1.64 (39,188.00)(46,825.16) 790,324.26 95.80 HSBC 825,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 4.65 1.64 (44,595.59)(62,070.31) 472,343.75 94.47 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 4.46 2.12 (173,666.11)(241,250.00) 1,889,375.00 94.47 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 4.46 2.12 (22,698.81)(20,898.45) 224,257.80 89.70 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.38 2.66 (42,429.68)(39,990.26) 403,664.04 89.70 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.38 2.66 (15,615.32)(14,748.05) 132,304.68 88.20 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.41 3.14 (37,726.40)(36,148.46) 308,710.92 88.20 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.41 3.14 (37,828.08)(35,156.27) 352,812.48 88.20 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.41 3.14 (50,332.80)(49,253.93) 396,914.04 88.20 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.41 3.14 (63,164.08)(58,931.67) 573,320.28 88.20 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.41 3.14 (89,429.08)(86,560.59) 727,675.74 88.20 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.41 3.14 (5,870.07)(5,270.51) 66,187.50 88.25 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.41 3.46 (92,864.76)(88,468.75) 838,375.00 88.25 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.41 3.46 (5,583.35)(4,757.81) 174,250.00 87.13 BMO 200,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.39 3.70 (11,199.13)(8,437.50) 217,812.50 87.13 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.39 3.70 Page 16 For the Month Ending October 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 (40,667.68)(37,031.25) 653,437.50 87.13 BMO 750,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.39 3.70 (40,632.24)(35,343.75) 697,000.00 87.13 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.39 3.70 (42,814.38)(34,910.16) 784,125.00 87.13 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.39 3.70 (39,776.45)(35,437.50) 784,125.00 87.13 BMO 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.39 3.70 (3,474.83)(3,089.84) 319,484.38 91.28 BMO 350,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.38 3.86 (1,012,434.67) 4.44 (946,944.09) 11,596,824.13 12,850,000.00 Security Type Sub-Total 2.91 Supra-National Agency Bond / Note (4,751.03)(4,361.98) 240,130.87 98.01 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 4.42 0.47 (22,254.09)(21,560.00) 477,365.00 95.47 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 4.65 1.07 (47,038.11)(46,864.90) 587,665.20 92.55 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 4.65 1.89 (72,786.88) 4.61 (74,043.23) 1,305,161.07 1,380,000.00 Security Type Sub-Total 1.33 Municipal Bond / Note (2,694.60)(2,694.60) 57,305.40 95.51 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 4.83 1.64 (4,561.00)(4,561.00) 95,439.00 95.44 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 4.84 1.72 (29,289.00)(29,289.00) 295,711.00 90.99 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 4.94 2.35 (8,468.55)(8,468.55) 76,531.45 90.04 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.11 2.43 (6,824.56)(7,028.45) 58,431.10 89.89 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.37 2.62 Page 17 For the Month Ending October 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 (8,903.61)(9,153.65) 76,409.90 89.89 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.37 2.62 (16,169.60)(16,169.60) 143,830.40 89.89 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.37 2.62 (10,893.00)(10,893.00) 89,107.00 89.11 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 4.91 2.73 (13,982.80)(13,982.80) 116,017.20 89.24 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 5.09 2.72 (14,877.80)(14,877.80) 125,122.20 89.37 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 4.95 2.72 (10,554.45)(10,554.45) 74,445.55 87.58 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 5.40 2.95 (127,672.90) 5.08 (127,218.97) 1,208,350.20 1,335,000.00 Security Type Sub-Total 2.47 Federal Agency Commercial Mortgage-Backed Security (29.48)(29.46) 5,539.27 99.47 CSFB 5,568.75 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 4.00 0.71 0.01 0.03 1,026.51 100.00 JPM_CHAS 1,026.51 3137FQ3V3FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 2.09 0.22 (14,960.10)(21,838.64) 240,544.17 96.22 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 4.97 1.97 (21,868.07) 4.94 (14,989.57) 247,109.95 256,595.26 Security Type Sub-Total 1.93 Federal Agency Bond / Note (13,806.63)(13,855.73) 361,212.75 96.32 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.68 0.85 (19,253.12)(19,128.90) 505,697.85 96.32 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.68 0.85 (13,355.28)(12,529.40) 311,258.35 95.77 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 4.68 0.96 (15,101.86)(14,893.20) 334,791.80 95.65 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 4.68 1.02 Page 18 For the Month Ending October 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 (14,782.51)(14,544.07) 310,085.43 95.41 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 4.68 1.07 (14,006.75)(13,817.70) 285,885.30 95.30 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 4.71 1.09 (31,755.23)(30,871.05) 317,392.95 90.68 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 4.55 2.44 (31,516.16)(31,152.10) 318,126.90 90.89 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 4.55 2.46 (43,777.06)(42,812.80) 380,070.70 89.43 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.54 2.71 (37,281.43)(36,566.60) 311,795.40 89.08 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.54 2.80 (16,215.91)(16,022.70) 133,527.30 89.02 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.53 2.83 (76,987.90)(76,101.90) 621,791.10 88.83 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.53 2.88 (71,523.09)(70,604.30) 577,068.70 88.78 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.52 2.99 (392,900.45) 4.60 (399,362.93) 4,768,704.53 5,175,000.00 Security Type Sub-Total 1.97 Corporate Note (8,388.21)(10,566.00) 392,282.00 98.07 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 5.13 1.12 (5,939.38)(5,910.97) 99,036.53 94.32 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 5.05 1.29 (13,718.43)(13,604.85) 196,170.45 93.41 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 5.15 1.40 (15,190.27)(30,936.80) 391,979.20 97.99 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.29 1.47 (16,817.97)(15,496.40) 382,519.60 95.63 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.18 1.62 Page 19 For the Month Ending October 31, 2022Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (14,788.08)(27,786.40) 390,845.60 97.71 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 5.28 1.40 (5,303.80)(5,301.24) 64,692.46 92.42 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.26 1.77 (21,995.40)(20,962.40) 377,405.60 94.35 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 5.01 1.73 (7,309.93)(7,285.20) 92,649.80 92.65 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 4.80 1.85 (16,626.51)(20,333.42) 162,560.83 92.89 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.16 2.22 (5,650.40)(5,632.56) 74,286.64 92.86 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.54 2.20 (25,019.43)(25,019.43) 384,980.57 93.90 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 4.90 2.23 (1,185.83)(1,177.27) 23,778.98 95.12 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 4.83 2.31 (24,675.93)(36,193.50) 213,545.25 94.91 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 5.51 2.41 (2,200.42)(2,198.04) 62,787.66 96.60 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 4.91 2.38 (8,158.15)(8,048.92) 216,215.33 96.10 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.06 2.38 (47,315.62)(47,871.45) 503,234.05 91.50 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 4.73 2.41 (21,665.36)(34,246.35) 218,001.15 96.89 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 4.81 2.26 Page 20 For the Month Ending October 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 (24,889.09)(24,889.09) 290,110.91 92.10 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 4.07 1.57 (45,306.98)(45,194.82) 429,572.43 90.44 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 4.77 2.48 (10,802.25)(10,802.25) 239,197.75 95.68 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.29 2.48 (2,052.50)(2,050.35) 47,936.15 95.87 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.15 2.49 (2,452.65)(2,441.90) 97,463.10 97.46 MERRILL 100,000.00 89236TKC8TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 4.98 2.52 (5,659.87)(5,659.87) 219,340.13 97.48 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 4.99 2.60 (25,608.33)(39,792.37) 217,126.13 96.50 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.25 2.61 (24,041.11)(38,622.15) 219,223.35 97.43 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.84 2.51 (20,399.85)(20,399.85) 204,600.15 90.93 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 4.71 2.06 (12,645.85)(12,645.85) 162,354.15 92.77 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.98 2.25 (26,287.45)(26,173.35) 198,435.15 88.19 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.82 3.38 (18,682.88)(18,606.25) 126,071.85 86.95 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 5.11 3.55 Page 21 For the Month Ending October 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 (25,370.94)(25,358.20) 149,589.30 85.48 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.56 3.61 (26,840.20)(26,658.00) 197,205.75 87.65 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 5.00 4.03 (4,246.40)(4,235.88) 35,696.12 89.24 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.80 3.95 (56,307.99)(56,147.85) 417,797.65 87.96 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.26 3.97 (37,756.93)(36,638.17) 429,450.83 90.41 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.75 4.09 (714,887.40) 5.01 (631,300.39) 7,928,142.60 8,490,000.00 Security Type Sub-Total 2.37 Certificate of Deposit (4,081.50)(4,081.50) 245,918.50 98.37 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 4.92 0.39 (7.38)(7.38) 449,992.62 100.00 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.58 3.68 (4,088.88) 5.35 (4,088.88) 695,911.12 700,000.00 Security Type Sub-Total 2.52 Asset-Backed Security (2,190.94)(2,185.52) 82,801.65 97.41 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 1.47 0.58 (1,419.58)(1,418.52) 33,578.53 95.94 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 2.04 0.89 (2,824.50)(2,821.78) 72,170.33 96.23 BARCLAY 75,000.00 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.73 0.74 Page 22 For the Month Ending October 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 (13,992.83)(13,991.26) 281,003.75 95.26 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.98 0.97 (15,756.86)(15,745.93) 309,219.07 95.14 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.90 0.91 (5,586.26)(5,581.51) 94,397.41 94.40 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.70 1.42 (4,724.94)(4,717.43) 105,258.87 95.69 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.87 0.73 (4,783.95)(4,780.15) 75,201.99 94.00 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 2.51 1.33 (15,027.50)(15,018.29) 179,939.96 92.28 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.68 1.83 (5,497.42)(5,496.96) 79,500.87 93.53 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.43 1.31 (6,513.87)(6,513.57) 203,481.47 96.90 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.74 2.12 (1,936.61)(1,936.03) 138,035.00 98.60 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.80 2.20 (2,036.64)(2,036.13) 272,918.80 99.24 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.00 2.17 (10.56)(10.56) 244,951.00 99.98 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 4.95 2.68 (82,253.64) 3.21 (82,302.46) 2,172,458.70 2,255,000.00 Security Type Sub-Total 1.57 32,441,595.26 29,922,662.30 (2,428,892.89) (2,280,250.52) 4.59 Managed Account Sub-Total 2.41 Joint Powers Authority 0.00 0.00 34,554.95 1.00 34,554.95 CAMP Pool 0.00 34,554.95 34,554.95 0.00 0.00 Liquid Sub-Total 0.00 Page 23 For the Month Ending October 31, 2022Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $30,059,505.87 $102,288.62 $29,957,217.25 Accrued Interest Securities Sub-Total $32,476,150.21 ($2,428,892.89) ($2,280,250.52) 4.59% 2.41 Bolded items are forward settling trades. Page 24 For the Month Ending October 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 10/12/22 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 36265QAD8 (274,954.93) 0.00 (274,954.93) 275,000.00 10/04/22 10/11/22 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 (322,574.22)(2,834.24)(325,408.46) 350,000.00 10/05/22 10/31/22 TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 89115B6K1 (450,000.00) 0.00 (450,000.00) 450,000.00 10/27/22 11/03/22 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 14041NGB1 (244,961.56) 0.00 (244,961.56) 245,000.00 10/27/22 (2,834.24) (1,295,324.95)(1,292,490.71) 1,320,000.00 Transaction Type Sub-Total INTEREST 10/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 14.91 14.91 5,584.98 10/01/22 10/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 10/01/22 10/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 1.94 1.94 1,113.03 10/01/22 10/14/22 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 3130AJHU6 0.00 875.00 875.00 350,000.00 10/14/22 10/15/22 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 294.86 294.86 140,000.00 10/15/22 10/15/22 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 437076CM2 0.00 369.38 369.38 25,000.00 10/15/22 10/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 10/15/22 10/15/22 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 10/15/22 10/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 10/15/22 10/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 10/15/22 Page 25 For the Month Ending October 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 10/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 10/15/22 10/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 10/15/22 10/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 10/15/22 10/16/22 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 3137EAEY1 0.00 203.13 203.13 325,000.00 10/16/22 10/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 10/16/22 10/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 10/20/22 10/20/22 INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 459058JV6 0.00 154.35 154.35 0.00 10/20/22 10/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 10/20/22 10/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 10/21/22 10/22/22 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 3135G03U5 0.00 1,093.75 1,093.75 350,000.00 10/22/22 10/26/22 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 06406RAS6 0.00 525.00 525.00 210,000.00 10/26/22 10/27/22 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 172967JP7 0.00 3,712.50 3,712.50 225,000.00 10/27/22 10/29/22 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 61746BDQ6 0.00 7,750.00 7,750.00 400,000.00 10/29/22 10/31/22 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 91282CBW0 0.00 3,843.75 3,843.75 1,025,000.00 10/31/22 20,694.63 20,694.63 0.00 4,901,698.01 Transaction Type Sub-Total PAYDOWNS 10/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 16.23 0.00 16.23 0.00 0.00 16.23 10/01/22 Page 26 For the Month Ending October 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 10/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 86.52 0.00 86.52 0.00 0.00 86.52 10/01/22 0.00 0.00 0.00 102.75 102.75 102.75 Transaction Type Sub-Total SELL 10/12/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 289,125.00 1,695.65 290,820.65 (15,292.97)(12,568.20)FIFO 300,000.00 10/04/22 10/11/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 192,578.13 1,119.57 193,697.70 (10,367.18)(8,552.47)FIFO 200,000.00 10/05/22 10/31/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 431,771.48 3,008.15 434,779.63 (24,855.47)(20,691.35)FIFO 450,000.00 10/27/22 11/03/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 239,980.47 1,711.96 241,692.43 (13,701.17)(11,381.02)FIFO 250,000.00 10/28/22 7,535.33 (53,193.04)(64,216.79) 1,160,990.41 1,153,455.08 1,200,000.00 Transaction Type Sub-Total (138,932.88) 25,395.72 (113,537.16) (64,216.79) (53,193.04)Managed Account Sub-Total Total Security Transactions ($64,216.79)($113,537.16)$25,395.72 ($138,932.88)($53,193.04) Bolded items are forward settling trades. Page 27 For the Month Ending October 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 147,318.92 Opening Balance 10/11/22 10/11/22 Purchase - Interest 912828XX3 1.00 1,119.57 148,438.49 10/11/22 10/11/22 Purchase - Principal 912828XX3 1.00 192,578.13 341,016.62 10/11/22 10/11/22 Redemption - Interest 912828U24 1.00 (2,834.24) 338,182.38 10/11/22 10/11/22 Redemption - Principal 912828U24 1.00 (322,574.22) 15,608.16 10/12/22 10/12/22 Purchase - Interest 912828XX3 1.00 1,695.65 17,303.81 10/12/22 10/12/22 Purchase - Principal 912828XX3 1.00 289,125.00 306,428.81 10/12/22 10/12/22 Redemption - Principal 36265QAD8 1.00 (274,954.93) 31,473.88 10/14/22 10/14/22 Purchase - Interest 3130AJHU6 1.00 875.00 32,348.88 10/17/22 10/17/22 Purchase - Interest 3137EAEY1 1.00 203.13 32,552.01 10/17/22 10/17/22 Purchase - Interest 437076CM2 1.00 369.38 32,921.39 10/17/22 10/17/22 Purchase - Interest 254683CP8 1.00 94.25 33,015.64 10/17/22 10/17/22 Purchase - Interest 14318MAD1 1.00 694.75 33,710.39 10/17/22 10/17/22 Purchase - Interest 14314QAC8 1.00 47.67 33,758.06 10/17/22 10/17/22 Purchase - Interest 89190GAC1 1.00 70.42 33,828.48 10/17/22 10/17/22 Purchase - Interest 65480JAC4 1.00 294.86 34,123.34 10/17/22 10/17/22 Purchase - Interest 65480BAC1 1.00 81.13 34,204.47 10/17/22 10/17/22 Purchase - Interest 44935FAD6 1.00 49.33 34,253.80 10/17/22 10/17/22 Purchase - Interest 44933LAC7 1.00 23.75 34,277.55 10/17/22 10/17/22 Purchase - Interest 362554AC1 1.00 48.17 34,325.72 10/20/22 10/20/22 Purchase - Interest 459058JV6 1.00 154.35 34,480.07 10/20/22 10/20/22 Purchase - Interest 36261RAD0 1.00 23.38 34,503.45 Page 28 For the Month Ending October 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 10/20/22 10/20/22 Purchase - Interest 380144AD7 1.00 11.96 34,515.41 10/21/22 10/21/22 Purchase - Interest 43815GAC3 1.00 73.33 34,588.74 10/24/22 10/24/22 Purchase - Interest 3135G03U5 1.00 1,093.75 35,682.49 10/24/22 10/24/22 IP Fees September 2022 1.00 (2,518.07) 33,164.42 10/24/22 10/24/22 U.S. Bank Fees August 2022 1.00 (163.18) 33,001.24 10/25/22 10/25/22 Purchase - Interest 3137BGK24 1.00 637.92 33,639.16 10/25/22 10/25/22 Purchase - Interest 3137FKK39 1.00 14.91 33,654.07 10/25/22 10/25/22 Purchase - Interest 3137FQ3V3 1.00 1.94 33,656.01 10/25/22 10/25/22 Purchase - Principal 3137FQ3V3 1.00 86.52 33,742.53 10/25/22 10/25/22 Purchase - Principal 3137FKK39 1.00 16.23 33,758.76 10/26/22 10/26/22 Purchase - Interest 06406RAS6 1.00 525.00 34,283.76 10/27/22 10/27/22 Purchase - Interest 172967JP7 1.00 3,712.50 37,996.26 10/31/22 10/31/22 Purchase - Interest 61746BDQ6 1.00 7,750.00 45,746.26 10/31/22 10/31/22 Purchase - Interest 91282CBW0 1.00 3,843.75 49,590.01 10/31/22 10/31/22 Purchase - Principal 912828XX3 1.00 431,771.48 481,361.49 10/31/22 10/31/22 Purchase - Interest 912828XX3 1.00 3,008.15 484,369.64 10/31/22 10/31/22 Redemption - Principal 89115B6K1 1.00 (450,000.00) 34,369.64 10/31/22 11/01/22 Accrual Income Div Reinvestment - Distributions 1.00 185.31 34,554.95 Page 29 For the Month Ending October 31, 2022Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 34,554.95 34,554.95 34,554.95 70,246.27 1,431.06 0.00 (8,788,348.49) 8,567,726.76 255,176.68 185.31 34,554.95 0.00 (1,053,044.64) 940,280.67 147,318.92 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 October January-October 3.14% Page 30