City of
Finance Department - Treasury Division
MEMORANDUM
To: Mayor and Members of the City Council
From: Emily Combs, Director of Finance
Mubeen Qader, Deputy Director of Finance
Jerry Gurule, Accounting Manager
Antonio Banuelos, Accounting Manager
Date: July 28, 2026
Subject: MONTHLY CASH BALANCES & INVESTMENT REPORT =
May 2026
Enclosed for your information are the Investment Report, Portfolio Summary, and Comparative Cash Report for the month of May 2026 prepared by the City Treasurer pursuant to the statutory requirements of the State of California.
It is the policy of the City of Richmond (City) to invest public funds in a manner which prioritizes safety and liquidity over yield while meeting the daily cash flow demands of the City and conforming to all state and local statutes governing the investment of public funds. In accordance with California Government Code Section 53646 and the City's Investment Policy, the Director of Finance shall report monthly on the City's pooled and Bond funds to the City Manager and City Council and shall report quarterly on other investments.
City of Richmond
Investment Report for May 2026
Pooled Investment Portfolio Analysis
UNAUDITED
Investment Composition:
444,594,692.91 Book & Market Value History
443,711,182.03
$450.00 $444.5
447,655,013.54 $441.1
Unrealized Gain (Loss) - amount (883,510.88)
Unrealized Gain (Loss) - percentage -0.1991% $425.00 $420.4 $411.0
$405.1
$400.00 $398/2
% Book Value $381.8 $378.4
$374.9
Local Agency Investment Fund (LAIF) 0.04% 171,850.05 $375.00 $368-5- JPFA Pooled Investment (CalTrust) 14.17% 62,979,553.88 in millions Bank Deposits 19.03% 84,594,675.11
$350.00
Money Market Fund 0.16% 721,792.89
U.S. Treasuries 17.50% 77,799,726.55
1.50% 6,663, 109.30 $325.00
19.93% 88,617,074.49
4.43% 19,697,027.57 $300.00
4.40% 19,563,101.15
13.46% 59,827,622.58
5.33% 23,714.771.84 $275.00
Aug '25 Sept '25 Oct '25 Nov '25 Dec '25 Jan '26 Feb '26 Mar'26 Apr'26 May'26
0.05% 244,387.50
• Book Value $381.8 $378.4 $374.9 $368.5 $420.4 $411.0 $405.1 $398.2 $441.1 $444.5 Total Investments Held 100.00% 444,594,692.91
•Market Value $383.0 $379.7 $376.3 $370.7 $422.3 $412.9 $408.1 $398.4 $440.9 $443.7 Book Value by Investment Type
Asset-Backed Securities
23,714,771.84
5.33% JPFA Pooled Investment
Agency Mortgage-Backed
Securities (CalTrust)
Pooled Cash & Investments: 62,979,553.88
59,827,622.58
Pooled Investments (Unrestricted) 444,594,692.91 13.46% 14.17% General Checking 10,199,314.60
Total Pooled Cash & Investment 454,794,007.51
Municipal Bonds.
Fiscal Agent & Other Restricted Investments: 19,563,101.15 15,312,938.24 4.40% Bank Deposits
84,594,675.11
iccessor Agency to the RCF 25,347,983.37
19.03%
tal Fiscal Agent & Other Investmer 40,660,921.61 Commercial Paper 19,697,027.57
ther Operating Accounts: 4.43%
All Other Cash 20,768,949.62
CaPERS CERBT (RPOA-OPEB)
14,906,660.06
PARS Combo Trust (City-OPEB) 64,841,547.22
Corporate Bonds
Total scenerating Percounts 6,983,875.24 88,617,074.49
19.93% _ U.S. Treasuries
107,501,032.14 U.S. Agencies 77,799,726.55
6,663,109.30 17.50%
Total Cash Balance (Fund detail attached) 602.955,961.26 1.50% City of Richmond City of Richmond
Portfolio Management Finance Department
450 Civic Center Plaza
Portfolio Summary Richmond, CA 94804
5/31/2026 (510)620-6740
% of Days to
Investment Type Par Value Market Value Book Value Portfolio WAM Maturity Book Yield Local Agency Investment Funds 171,850.05 171,850.05 171,850.05 0.00
0.0% 1 3.81
CalTrust Short-Term 62,979,553.88 62,979,553.88 1
62,979,553.88 14.2% 0.00 3.78
Bank Deposits 84,594,675.11 84,594,675.11 84,594,675.11 19.0% 0.00 1 3.92 Money Market Funds 721,792.89 721,792.89 721,792.89 0.2% 0.00 1 3.52 U.S. Treasuries 78,550,000.00 77,437,121.32 77,799,726.55 17.5% 1038 3.81
2.84 U.S. Agencies 6,995,000.00 6,793,225.25 6,663,109.30 1.5% 468 3.97
1.28 Corporate Bonds 88,383,000.00 88,205,893.38 88,617,074.49 19.9% 2.41 879 4.13 Commercial Paper 20,250,000.00 19,868,439.51 19,697,027.57 4.4% 0.48 177 3.94 Municipal Bonds 20,615,000.00 19,519,827.63 19,563,101.15
4.4% 2.64 962 3.97
Agency Mortgage-Backed Securities 60,529,141.61 59,513,841.75 59,827,622.58 13.5% 3.24 1183 4.07 Asset-Backed Securities 23,620,000.00 23,660,474.14 23,714,771.84 5.3% 3.58 1308 4.10 Certificate of Deposits 245,000.00 244,487.12 244,387.50 0.1% 4.19 1530 4.06 Subtotal and Weighted Average: 447,655,013.54 443,711,182.03 444,594,692.91 100% 1.75 645 3.96 Cash
Mechanics Bank 10,199,314.60 10,199,314.60 1
10,199,314.60 0.00 0.00
Subtotal and Weighted Average: 10,199,314.60 10,199,314.60 10,199,314.60 0.00 1 0.00 Total Cash and Investment: 457,854,328.14 453,910,496.63 454,794,007.51 1.75 645 3.96 The bore nearns seconster mite city rest men policy at lomale under trent lad ace an erite atri elemen doe euremen, recry nas. ash flow to cover anticipated exenditures through the next six months 6/17/24
Emily Combs, Director of Finance Date
1 City of Richmond
City of Richmond
Finance Department
City of Portfolio Management
450 Civic Center Plaza
Ilelana Portfolio Summary Richmond, CA 94804
(510)620-6740
5/31/2026
12-Month Book Yield S&P Ratings
4.50%
A-1+ 0.0%
4.40%
A-1 4.4%
4.30% AAA • 7.1%
AA+ 32.8%
4.20%
AA 3.9%
4.10%
AA- I 7.2%
4.00% A+ 3.5%
A • 3.7%
3.90%
A- • 0.7%
3.80%
NA* | 36.7%
3.70%
0% 5% 10% 15% 20% 25% 30% 35% 40%
Jun-25 Jul-25 Aug-25 Sep-25 Oct-25 Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26 May-26 *NA includes LAIF, CalTrust, Banking, CDs, and ABS that don't have an S&P Rating but are rated by other rating agencies
Maturity Distribution
40.0%
35.0%
35.0%
30.0%
25.0%
20.0%
15.6% 15.2%
15.0%
11.6% 10.7% 11.9%
10.0%
5.0%
0.0%
Overnight 0-1 year 1-2 years 2-3 years 3-4 years 4-5 years 2 City of Richmond City of Richmond
City of Finance Department
Portfolio Management
450 Civic Center Plaza
Portfolio Summary Richmond, CA 94804
5/31/2026 (510)620-6740
12-Month Book Value History (in millions)
500
450
400
350
300
250
200
May-25 Jun-25 Jul-25 Aug-25 Sep-25 Oct-25 Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26 May-26
12-Month Investment Earnings
2,500,000
2,025,305
2,000,000
1,526,241
1,500,000 1,401,006
1,358,740 1,303,956
1,198,020 1,202,459 1,192,372 1,259,205
1,075,171 1,106,417
1,000,000
500,000
Jul-25 Aug-25 Sep-25 Oct-25 Nov-25 Dec-25 Jan-26 Feb-26 Mar-26 Apr-26 Jun-26 May-26
3 City of Richmond City of Richmond
Finance Department
City of Portfolio Management
450 Civic Center Plaza
Holdings Report Richmond, CA 94804
(510)620-6740
5/31/2026
Days to Effective Unrealized
Identifier Issuer Coupon Rate Book Yield Maturity WAM Mty. Duration S&P Par Value Book Value Market Value Gain/Loss 31846V567 FIRST AMER:GVT OBLG Z 3.520 3.52 05/29/26 0.00 0.00 AAAm 721.792.89 721.792.89 721.792.89 0.00 CALTRUST CalTrust Short Term Fund 3.780 3.78 05/29/26 0.00 0.00 NA 62.979.553.88 62.979.553.88 62.979.553.88 0.00 CALAIF Califomia LAIF 3.810 3.81 05/29/26 0.00 0.00 NA 171.850.05 171.850.05 171.850.05 0.00 1690MEED Mechanics Bank 3.920 3.92 05/29/26 0.00 0.00 NA 84.594.675.11 84.594.675.11 84.594.675.11 0.00 63873KGA9 Natixis, New York Branch 0,000 3.88 07/10/26 0.11 42 0.12 A-I 2,750,000.00 2.673.107.71 2.738.192.57 65.084.86 89236TKX2 TOYOTA MOTOR CREDIT CORP 5.000 4.36 08/14/26 0.21 77 0.21 A+ 3.778.000.00 3.802.292.54 3.785.215.98 (17.076.56) 74153WCP2 PRICOA GLOBAL FUNDING I 1.200 3.88 09/01/26 0.26 95 0.25 AA- 3,500,000.00 3.416.385.00 3.474.380.00 57,995.00 22533UKK8 Credit Agricole Corporate And Investment Bank, New 0.000 3.70 10/19/26 0.39 143 0.39 A-I 4,000.000.00 3.902.931.11 3.943.042.22 40.111.11 3137BTUM1 HMS K-061 A2 3.347 3.87 11/25/26 0.49 180 0.41 2,536.066.34 2.508.724.38 2.524.401.50 15.677.12 AAT
857449AC6 STATE STREET BANK AND TRUST CO 4.594 3.98 11/25/26 0.49 180 0.48 AA- 4,000,000.00 4.029.560.00 4,011.880.00 (17,680.00) 91282CJP7 UNITED STATES TREASURY 4.375 3.84 12/15/26 0.55 200 0.53 AA+ 3,000,000.00 3.020.976.56 3.009.609.39 (11.367.17) 22533UMF7 Credit Agricole Corporate And Investment Bank, New 0.000 4.08 12/15/26 0.55 200 0.54 A-1 5.000.000.00 4,853.150.00 4.890,550.00 37,400.00 62479MMG5 MUFG Bank, Ltd., New York Branch 0,000 3.98 12/16/26 0.55 201 0.55 A-I 5.000,000.00 4.869.050.00 4.892.222.22 23.172.22 91282CJT9 UNITED STATES TREASURY 4,000 3.94 01/15/27 0.63 231 0.61 AA+ 3.600.000.00 3.602.812.50 3.604.640.62 1.828.12 63873KP84 Natixis. New York Branch 0.000 3.99 02/08/27 0.70 255 0.69 A-1 3.500.000.00 3.398.788.75 3.404.432.50 5.643.75 3130AL5A8 FEDERAL HOME LOAN BANKS 0.900 4.04 02/26/27 0.75 273 0.73 AA+ 3,250.000.00 3.093.707.50 3.178,727.50 85.020.00 24422EXM6 JOHN DEERE CAPITAL CORP 4.850 4.03 03/05/27 0.77 280 0,74 3.000,000.00 3.038.160.00 3.017.850.00 (20,310,00) 3137F1G44 FHMS K-065 A2 3.243 4.11 04/25/27 0.91 331 0.79 AA+ 3,000.000.00 2,949,609.38 2.976.325.92 26.716.54 91282CEN7 UNITED STATES TREASURY 2.750 3.72 04/30/27 0.92 336 0.90 AA+ 400,000.00 393.734.38 396.000.00 2.265.62 637639AN5 NATIONAL SECURITIES CLEARING CORP 4.350 3.79 05/20/27 0.97 356 0.95 AA 3.000.000.00 3.021,360.00 3,009.750.00 (11.610.00) 17325FBN7 CITIBANK NA 4.576 4.25 05/29/27 1.00 365 0.91 A+ 3.000,000.00 3.016.560.00 3.015.060.00 (1,500.00) 91282CKV2 UNITED STATES TREASURY 4.625 3.85 06/15/27 1.05 382 0.99 AA+ 3.600.000.00 3.650.203.12 3.626.015.62 (24.187.50) 576004HD0 MASSACHUSETTS (COMMONWEALTH OF) 3.680 4.10 07/15/27 1.13 412 1.08 NA 2.335.000.00 2.316.903.75 2.326.056.95 9.153.20 91282CNP2 UNITED STATES TREASURY 3.875 3.67 07/31/27 1.17 428 1.12 AA+ 4,500,000.00 4.517.050.78 4 496.484 38 (20,566.40) 73208PBH3 POMONA CALIF PENSION OBLIG 2.674 3.79 08/01/27 1.18 429 1.13 AA- 1.250.000.00 1.226.850.00 1.229.430.00 2,580.00 023135BC9 AMAZON.COM INC 3.150 4.01 08/22/27 1.23 450 1.17 AA 3.000.000.00 2.949.210.00 2,969.760.00 20.550.00 66815L2K4 NORTHWESTERN MUTUAL GLOBAL FUNDING 4.350 3.81 09/15/27 1.30 474 1.24 AA+ 5,000.000.00 S.043.850.00 5.001.800.00 (42 050.00) 15654VBX5 CENTURY HOUSING CORPORATION 4,500 4.50 09/15/27 1.30 474 1.23 AA 4,000.000.00 4.000.000.00 4.029.920.00 29.920.00 64952WFL2 NEW YORK LIFE GLOBAL FUNDING 4.400 3.80 12/13/27 1.54 563 1.44 AA+ 5.000.000.00 5.055.750.00 5.001.800.00 (53,950.00) 3130AMZY1 FEDERAL HOME LOAN BANKS 1.750 3.95 12/29/27 1.59 579 1.53 AA+ 2,745.000.00 2,606.761.80 2,648.787.75 42,025.95 13063DC48 CALIFORNIA ST 1.700 3.89 02/01/28 1.68 613 1.61 AA- 1.775.000.00 1.684.936.50 1,707.035.25 22.098.75 9128283W8 NITED STATES TREASUR 2,750 3.81 02/15/28 1.72 627 1.64 AA+ 3.600.000.00 3.507.609.38 3.526.453.12 18.843.74 89236TJF3 TOYOTA MOTOR CREDIT CORI 1.900 4.08 04/06/28 1.86 678 1.79 > 7 3.000.000.00 2,834,070.00 2.882.880.00 48.810.00 91159HHS2 US BANCORP 3.900 04/26/28 191 698 1.81 3.000.000.00 2.976.420.00 2.980.230.00 3.810.00 977100HA7 • WISCONSIN ST GEN FD ANNUAL APPROPRIATION RET 2.299 4.13 05/01/28 1.93 703 1.85 NA 3.130,000.00 3.025.082.40 3.020.700.40 (4,382.00) 24422EYDS JOHN DEERE CAPITAL CORP 4,250 3.88 06/05/28 2.02 738 1.88 4.000.000.00 4.038.640.00 4,004.880.00 (33.760.00) 91282CNH0 UNITED STATES TREASURY 3.875 3.78 06/15/28 2.05 748 1.91 AA+ 3.600,000.00 3,609.000.00 3.590,437.50 (18.562.50) 64952WFP3 NEW YORK LIFE GLOBAL FUNDING 4.150 3.86 07/25/28 2.16 788 2.01 AA+ 3.000.000.00 3.023.100.00 2.984.820.00 (38,280.00) 3130ANCS7 FEDERAL HOME LOAN BANKS 2.000 3.83 07/28/28 216 791 2.06 AA+ 1,000,000.00 962.640.00 965.710.00 3,070.00 801139AG1 SANTA ANA CALIE PENSION OBLIG 1.665 3.74 08/01/28 2.18 795 2.08 AA 3.650,000.00 3.472.719.50 3.447.775.40 (24.944.10) 14041NFV8 COMET 2019-3 A 2,060 4,18 08/15/28 221 809 0.21 AAA 3.000.000.00 2.938.359.39 2.988.923.70 50.564.31 91282CNU1 UNITED STATES TREASURY 3.625 3.60 08/15/28 2.21 809 2.09 AA+ 1.000.000.00 1.000.742.19 991.796 88 (8.945.31) 91282CCYS UNITED STATES TREASURY 1,250 3.66 09/30/28 2.34 855 226 AA+ 3.500.000.00 3.250.898.44 3.285.351.58 34.453.14 532457DB1 ELI LILLY AND CO 4.000 3.97 10/15/28 2.38 870 2.21 AA- 4,650,000.00 4.653.394.50 4.635.352.50 (18,042.00) 91282CDF5 UNITED STATES TREASURY 1.375 3.66 10/31/28 2.42 886 234 AA+ 3.500.000.00 3.258.007.81 3.287,539.08 29.531.27 3137HBLV4 FHMS K-514 A2 4.572 4.21 12/25/28 2.57 941 2.25 AA+ 3.000.000.00 3.025.429,69 3.009 908.76 (15.520.93) 59217GFRS METROPOLITAN LIFE GLOBAL FUNDING I 4,850 4,18 01/08/29 2.61 955 2.38 AA- 3.000.000.00 3.057.120.00 3.027.360.00 (29.760.00) 3137FKZZ2 FHMS K-088 A2 3.690 4.11 01/25/29 2.66 972 2,40 AA+ 2.500.000.00 2.459.277.34 2.459.504.45 227.11 3137FLMV3 FHMS K-090 A2 3.422 4.14 02/25/29 2.74 1003 250 AAA 3.000.000.00 2.921.601.56 2,929.785.66 8.184.10 3137FLN91 FHMS K-091 A2 3.505 3.73 03/25/29 2.82 1031 2.53 AAA 5,000,000.00 4.953.710.94 4.891.625.45 (62.085.49) 4 City of Richmond City of Richmond
City of Finance Department
Portfolio Management 450 Civic Center Plaza
Holdings Report Richmond, CA 94804
(510)620-6740
5/31/2026
Days to Effective Unrealized
Identifier Issuer Coupon Rate Book Yield Maturity WAM Mty. Duration S&P Book Value Market Value Gain/Loss Par Value
02582JKH2 AMXCA 2024-1 A 5.230 4.19 04/16/29 2.88 1053 0.84 AAA 2,525,000.00 2,568,299.81 2.551,584.64 (16,715.17) 91282CEM9 UNITED STATES TREASURY 2.875 3.83 04/30/29 2.92 1067 2.76 AA+ 3,387,617.21 4,648.46
3.500,000.00 3,382,968.75
91282CEM9 UNITED STATES TREASURY 2.875 3.55 04/30/29 2.92 1067 2.76 AA+ 1,500,000.00 1,468,593.75 1,451,835.95 (16,757.80) 91282CES6 UNITED STATES TREASURY 2.750 3.68 05/31/29 3.01 1098 2.81 AA+ 3.500.000.00 3.384,472.66 3.372,304.71 (12,167.95) 91282CES6 UNITED STATES TREASURY 2.750 3.55 05/31/29 3.01 1098 2.81 AA+ 1,500,000.00 1,461,679.69 1,445,273.45 (16,406.24)
3137FPJF3 FHMS K-099 A1 2.258 3.19 06/25/29 3.07 1123 1.34 AA+ 985,886.01 950.840.85 955,731.63 4,890.78 91282CKX8 UNITED STATES TREASURY 4.250 3.85 06/30/29 3.09 1128 2.82 AA+ 3,551,269.53 3.518,593.75 (32,675.78) 3,500,000.00
3137FNX54 FHMS K-097 A2 2.508 3.77 07/25/29 3.16 1153 2.93 AA+ 5,000,000.00 4,781,835.94 4,732,956.00 (48,879.94) 3137HFNZ4 FHMS K-528 A2 4.508 4.22 07/25/29 3.16 1153 2.86 AA+ 3,000,000.00 3.022.968.75 (14.881.32) 3,008,087.43
73208PBK6 POMONA CALIF PENSION OBLIG 2.953 3.95 08/01/29 3.18 1160 2.95 AA- 1.000.000.00 965,900.00 957,254.00 (8,646.00)
91282CLKS UNITED STATES TREASURY 3.625 3.58 08/31/29 3.26 1190 3.01 AA+ 5,000,000.00 5.007.226.56 4.931.640.65 (75.585.91) 3132XFS58 FH WN1439 4.610 4.26 09/01/29 3.26 1191 2.98 AA+ 5,000,000.00 S,049.414.06 5,009.293.65 (40,120.41) 13063DRE0 CALIFORNIA ST 2.500 3.85 10/01/29 3.34 1221 3.14 AA- 1,000,000.00 948.770.00 946,183.00 (2,587.00) 91282CLRO UNITED STATES TREASURY 4.125 3.91 10/31/29 3.42 1251 3.15 AA+ 3.000,000.00 3.024.492.19 3,003,750.00 (20,742.19)
3132XKXN2 FH WN5184 4.500 4.38 11/01/29 3.43 1252 3.10 AA+ 2,275.000.00 2,285.041.99 2,272,311.54 (12,730.45)
89231HADS TAOT 2025-B A3 4.340 4.25 11/15/29 3.47 1266 1.48 AAA 3,500,000.00 3.510,664.08 3,507,060.23 (3.603.85) 857449AE2 STATE STREET BANK AND TRUST CO 4.782 4.25 11/23/29 3.49 1274 3.18 AA- 3,000,000.00 3,062,670.00 3,042,720.00 (19.950.00) 3137FG6R1 FHMS K-1505 A1 3.750 3.96 11/25/29 3.49 1276 1.52 AA+ 1,094,465.78 1.082,794.34 1.082,345.84 (448.50) 02582JKM1 AMXCA 2025-1 A 4.560 4.14 12/17/29 3.55 1298 1.46 AAA 1.650,000.00 1,665.726.56 1,659,958.97 (5,767.59) 91282CMD0 UNITED STATES TREASURY 4.375 3.92 12/31/29 3.59 1312 AA- 3,000,000.00 3.054.843.75 3.028.359.39 (26.484.36) 91282CMG3 UNITED STATES TREASURY 4,250 3.93 01/31/30 3.68 1343 3.33 AA+ 3.000,000.00 3.039.726.56 3.015.468.75 (24,257.81) 6944PL3F4 PACIFIC LIFE GLOBAL FUNDING II 4.850 4.26 02/10/30 3.70 1353 3.30 AA- 1.300.000.00 1,330,121.00 1,306,773.00 (23,348.00) 91282CGQS UNITED STATES TREASURY 4.000 02/28/30 3.75 1371 3.42 1,250,000.00 1,254.199.22 1.245.800,79 (8,398.43) 3140HXXU9 FN BL6090 2.035 4.13 03/01/30 3.76 1372 2,84 3,763.123.48 3.424.442.37 3,468.745.81 44,303.44 91282CGS4 UNITED STATES TREASURY 3.625 03/31/30 3.84 1402 3.52 3.500,000.00 3.459.121.09 3.441.757.83 (17.363.26) 02582JKP4 AMXCA 2025-2 A 4.280 4.15 04/15/30 3.88 1417 1.77 3.091.000.00 3.101.383.84
3.094,249.20 (7,134.64)
91282CMZ1 UNITED STATES TREASURY 3.875 04/30/30 3.92 3.59 3,000.000.00 2.992,382.81 2.975.390,64 (16.992.17) 05522RDK1 BACCT 2025-1 A 4,310 05/15/30 3.96 1447 1.84 3.000.000.00 3.015.234.39 3.004.211.22 (11,023.17) 58933YBJ3 MERCK & CONC 4,300 05/17/30 3.97 1449 3.56 3.000.000.00 3.013.020.00 2,985,660.00 (27,360.00) 74153WCW7 PRICOA GLOBAL FUNDING I 4.700 05/28/30 4.00 1460 3.855.000.00 3.936.687.45 3.856,464.90 (80.222.55) 3140NVJN8 EN BZ1168 4,740 06/01/30 4.01 1464 2,284,600.00
2.319.582.93 2,294,769.67 (24,813.26)
3140NYEY3 EN BZ3750 4.210 06/01/30 4.01 1464 2,390,000.00 2,373.101.95 2,371,091.78 (2.010.17) 91282CHU3 UNITED STATES TREASURY 3.750 3.91 06/30/30 4.09 1493 3,500,000.00 3.474,433.59 3,452,421.88 (22,011.71) 3132XK4RS FH WNS331 3.950 4.02 07/01/30 4.09 1494 3.64 5,300,000.00 5.271.636.72 5,204,172.13 (67,464,59) 02582JKV1 AMXCA 2025-4 A 4,300 3.94 07/15/30 4.13 1508 2,00 2,500,000.00 2 524.707.03 2,500.574.13 (24,132.90) 713448GHS PEPSICO INC 4.300 4.39 07/23/30 4.15 1516 3.69 3,000,000.00 2,987.460.00 3,003.510.00 16,050.00 796720NWG SAN BERNARDINO CALIF CMNTY COLLEGE DIST 1,898 3.95 08/01/30 4.18 1525 3.92 1,500.000.00 1,381.185.00 1,372,198.50 (8.986.50) 73208PBL4 POMONA CALIF PENSION OBLIG 3.003 08/01/30 4.18 1525 1,250,000.00 1.194.437.50 1,178,816.25 (15.621.25) 3140Q0CB6 EN BZAS6S 4.530 08/01/30 4.18 ·*************32****2*3 3,650,000.00 3.685.216.81 3.661,182.72 (24.034.09) 3140Q0CX8 EN BZ4S8S 4.170 08/01/30 4.18 3,000,000.00 3.010,781.25 2.970.231.90 (40,549.35) 795451DYG Sallie Mae Bank 4,000 08/06/30 4.19 245,000.00 244,387.50 244.487.12. 99.62 379957 ADS GMCAR 2025-3 A3 4.180 08/16/30 4.22 4,354,000.00 4.390,396.74 4.353.912.05 (36,484.69) 378460C49 GLENDALE CALIF UNI SCH DIST 1.580 09/01/30 4.26 3,725,000.00 3.346.316.50 3.334,377.88 (11.938.62) 91282CPD7 UNITED STATES TREASURY 3.625 10/31/30 4.42 4,500,000.00 4.486.992.19 4.410,000.00 (76.992 19) 3140QIDT4 EN BZS513 4.050 4.04 11/01/30 4.43 3.750,000.00 3,751,611.33 3,691,369.91 (60,241.42) 717081FD0 PFIZER INC 4.200 11/15/30 447 3,000.000.00 3.028.200.00 2,971,860.00 (56,340,00) O6055JQJ1 BANK OF AMERICA CORP 4.350 02/10/31 4,70 3,000,000.00 3.000.000.00 2,964,060,00 (35,940.00) 02313SDDS AMAZON.COM INC 4.250 03/13/31 4,79 3,000,000.00 3.002,550,00 2,965,860.00 (36.690.00) 66989HBG2 NOVARTIS CAPITAL CORP 4.400 03/18/31 4.80 3,300,000.00 3,310.494.00 3,284,127.00 (26,367.00) 91282CQK0 UNITED STATES TREASURY 3.875 30/3 4.92 5.000.000.00 4.946.289.05 4.942 578.15 (3,710.90) 5 City of Richmond City of Richmond
City of Portfolio Management Finance Department
Elenamo 450 Civic Center Plaza
Holdings Report Richmond, CA 94804
(510)620-6740
5/31/2026
Unrealized
Identifier Techer Coupon Rate Book Yield Maturity WAM Duration Par Value Book Value Market Value Gain/Loss 17291W2W0 CITIGROUP GLOBAL MARKETS HOLDINGS INC 4,000,000.00 3,990,000.00 3.991.920.00 Totals 3.60 3.96 1.76 642 1.47 447.655.013.54 444,594,692.91 443.711,182.03 (883,510.88) City of Richmond City of Richmond
City of Finance Department
Belamon Portfolio Management 450 Civic Center Plaza
Accrued Interest/Earnings Report Richmond, CA 94804
(510)620-6740
05/01/2026 - 05/31/2026
Ending Par Coupon Beginning Purchased Sold Interest Interest Realized Identifier Issuer Value Maturity Rate Accrued Ending Accrued Accrued Accrued Received Income Gains/Losses Earnings
63873KE86 Natixis, New York Branch 0.00 5/8/2026 0.000 0.00 0.00 0,00 0.00 0.00 0.00 121.050.00 121,050.00 22533UEF6 Credit Agricole Corporate And Investment Bank, New 0.00 5/15/2026 0.000 0.00 0.00 0.00 0.00 0.00 0.00 150,565.30 150,565.30 14041NGD7 COMET 2023-1 A 0.00 5/15/2026 4.420 7,152.54 0.00 0.00 0.00 13,411.02 6,258.48 -1,848.94 4,409.54 31846V567 FIRST AMER:GVT OBLGZ 721,792.89 5/29/2026 3.520 0.00 5.735.42 0.00 0.00 5,125.23 5,735.42 0.00 5.735.42 1690MEED Mechanics Bank 84,594,675.11 5/29/2026 3.920 0.00 0.00 0.00 258,219.73 0.00
0.00 258,219.73 258,219.73
CALAIF Califomia LAIF 171,850.05 5/29/2026 3.810 0.00 0.00 0.00 0.00 0.00 0.00 0.00 CALTRUST CalTrust Short Term Fund 62,979,553.88 5/29/2026 3.780 0.00 0.00 0.00 0.00 189,420.75 0.00 189,420.75 CCYUSD Cash 0.00 5/29/2026 0.000 0.00 0.00 0.00 0.00 0.00 0.00 -10,169.03 63873KGA9 Natixis, New York Branch 2,750,000.00 7/10/2026 0.000 0,00 0.00 0.00 0.00 0.00
0.00 0.00
89236TKX2 TOYOTA MOTOR CREDIT CORP 3.778,000.00 8/14/2026 5.000 40.403.61 55.620.56 0.00 0.00 15,216.94 0.00 15,216.94 74153WCP2 PRICO GLOBAL FUNDING I 3,500,000.00 9/1/2026 1.200 7,000.00 10,383.33 0.00 0.00 3,383.33 0.00 3,383.33 22533UKK8 Credit Agricole Corporate And Investment Bank, New 4,000,000.00 10/19/2026 0.000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 857449AC6 STATE STREET BANK AND TRUST CO 4,000.000.00 11/25/2026 4.594 79.629.33 2,552.22 0.00 14.802.89
0.00 0.00 14,802.89
3137BTUMI FHMS K-061 A2 2,536,066.34 11/25/2026 3.347 7,089.74 6.837.73 0,00 0.00 6,837.73 6,900.47 91282CJP7 UNITED STATES TREASURY 3,000,000.00 12/15/2026 4.375 49,399.04 59,855.77 0.00 10,456.73 10,456.73
0.00 22533UMF7 Credit Agricole Corporate And Investment Bank, New 5,000,000.00 12/15/2026 0.000 0.00 0.00 0.00 0.00 0.00 0.00 62479MMGS MUFG Bank, Ltd., New York Branch 5,000.000.00 12/16/2026 0.000 0.00 0.00 0.00 0.00 0.00
0.00 91282CJT9 UNITED STATES TREASURY 3.600,000.00 1/15/2027 4.000 42,165.75 53,701.66 0,00 0.00 11,535.91 11,535.91 63873KP84 Natixis, New York Branch 3,500,000.00 2/8/2027 0.000 0.00 0.00 0.00 0.00 0.00 0.00 3130ALSA8 FEDERAL HOME LOAN BANKS 3,250.000.00 2/26/2027 0.900 5,281.25 7.637.50 0.00 0.00 0.00 2,356.25 2,356.25 24422EXM6 JOHN DEERE CAPITAL CORP 3.000,000.00 3/5/2027 4.850 22,633.33 34.354.17 0.00 0.00 0.00 11,720.83 11.720.83 3137F1G44 FHMS K-065 A2 3,000,000.00 4/25/2027 3.243 8,107.50 7.837.25 0.00 0,00 7837.25 7,837.25 91282CEN7 UNITED STATES TREASURY 400,000.00 4/30/2027 2.750 29.89 896.74 0.00 0.00 0.00 866.85 866.85 637639ANS NATIONAL SECURITIES CLEARING CORP 3,000.000.00 5/20/2027 4.350 58.362.50 3.625,00 0.00 0.00 10,512.50 10.512.50 17325FBN7 CITIBANK NA 3,000.000.00 5/29/2027 4.576 57.962,67 381.33 0.00 0.00 11.058.67 11,058.67 91282CKV2 UNITED STATES TREASURY 3,600,000.00 6/15/2027 4.625 62,666.21 75.931.32 0.00 0.00 0.00 13.265.11 13,265.11 576004HD0 MASSACHUSETTS (COMMONWEALTH OF) 2,335,000.00 7/15/2027 3.680 25,301.02 32,223.00 0.00 0.00 0.00 6.921.98 6.921.98 91282CNP2 UNITED STATES TREASURY 4,500,000.00 7/31/2027 3.875 43,352.90 57,322.17 0.00 0.00 88884888884388888888888381183838838118333818 0.00 13,969.27 13,969.27 73208PBH3 POMONA CALIF PENSION OBLIG 1,250,000.00 8/1/2027 2.674 8,356.25 11,048.82 0.00 0.00 0.00 2.692.57 2,692.57 023135BC9 AMAZON.COM INC 3,000,000.00 8/22/2027 3.150 18,112.50 25.725.00 0.00 0.00 0.00 7,612.50 7,612.50 15654VBXS CENTURY HOUSING CORPORATION 4,000,000.00 9/15/2027 4.500 23,000.00 37,500.00 0.00 0.00 14,500.00 14,500.00 66815L.2K4 NORTHWESTERN MUTUAL GLOBAL FUNDING 5,000,000.00 9/15/2027 4.350 27,791.67 45,312.50 0,00 0.00 0.00 17,520.83 17,520.83 64952WFL2 NEW YORK LIFE GLOBAL FUNDING 5,000,000.00 12/13/2027 4.400 84,333.33 102,055.56 0.00 0.00 0.00 17,722.22 17,722.22 3130AMZY1 FEDERAL HOME LOAN BANKS 2,745.000.00 12/29/2027 1.750 16,279.38 20,149.06 0.00 0.00 3,869.69 3,869.69 13063DC4S CALIFORNIA ST 1,775.000.00 2/1/2028 1.700 7,543.75 9,974.51 0.00 0.00 0.00 2,430.76 2,430.76 9128283W8 UNITED STATES TREASURY 3,600,000.00 2/15/2028 2,750 20.511.05 28,441.99 0.00 0.00 7,930.94 7,930.94 89236TJF3 TOYOTA MOTOR CREDIT CORP 3,000,000.00 4/6/2028 1.900 3,958.33 8,550.00 0.00 0.00 4.591.67 4.591.67 91159HHS2 US BANCORP 3.000,000.00 4/26/2028 3.900 1.625.00 11.050.00 0,00 0.00 9,425.00 9,425.00 977100HA7 WISCONSIN ST GEN FD ANNUAL APPROPRIATION RET 3,130,000.00 5/1/2028 2,299 0.00 5.796.67 -5.596.79 0.00 0,00 199.88 199,88 91282CND9 UNITED STATES TREASURY 0.00 5/15/2028 3.750 $1,899.17 0.00 0.00 4,279.89 8.630.72 2,185.41 24422EYDS JOHN DEERE CAPITAL CORP 4.000.000.00 6/5/2028 4.250 68.944.44 82,638.89 0.00 0.00 0.00 13,694.44 13,694.44 91282CNH0 UNITED STATES TREASURY 3.600,000.00 6/15/2028 3.875 52.504.12 63.618.13 0.00 0.00 0.00 11.114.01 11.114.01 64952WFP3 NEW YORK LIFE GLOBAL FUNDING 3.000,000.00 7/25/2028 4.150 33,200.00 43.229.17 0.00 0.00 0.00 10,029.17 10.029.17 3130ANCS7 FEDERAL HOME LOAN BANKS 1,000.000.00 7/28/2028 2.000 5.166.67 6.777.78 0.00 0.00 0.00 1.611.11 1,611.11 801139AG1 SANTA ANA CALIF PENSION OBLIG 3,650,000,00 8/1/2028 1.665 15,193.13 20,088.69 0.00 0.00 4,895.56 4,895.56 1404INFV8 COMET 2019-3 A 3,000,000.00 8/15/2028 2.060 2,746.67 2,575.00 0.00 0.00 4,978.33 4,978.33 91282CNU1 UNITED STATES TREASURY 1.000.000.00 8/15/2028 3.625 7,510.36 10,414.36 0.00 0.00 0.00 2,904.01 2,904.01 91282CCYS NITED STATES TREASU 3,500,000.00 9/30/2028 1.250 3.705.60 7.172,13 0.00 0.00 3.466.53 3,466.53 532457DB1 LILILLY AND C 4.650,000.00 10/15/2028 4.000 8,266.67 23,250.00 0.00 0.00 14,983.33 14,983.33 91282CDFS UNITED STATES TREASURY 3,500,000.00 10/31/2028 1.375 130.77 3.923.23 0.00 3.792,46
0.00 3,792.46
7 City of Richmond City of Richmond
City of Finance Department
Portfolio Management 450 Civic Center Plaza
Blelumo Richmond, CA 94804
Accrued Interest/Earnings Report
(510)620-6740
05/01/2026 - 05/31/2026
Ending Par Coupon Beginning Purchased Sold Interest Interest Realized Identifier Issuer Value Maturity Rate Accrued Ending Accrued Accrued Accrued Received Income Gains/Losses Earnings 3137HBLV4 FHMS K-514 A2 3.000.000.00 12/25/2028 4.572 11.430.00 11.049.00 0.00 0.00 11,430,00 11.049.00 0.00 11,049.00 59217GFR5 METROPOLITAN LIFE GLOBAL FUNDING I 3.000.000.00 1/8/2029 4,850 45.670.83 57,391.67 0.00 0.00 0.00 11.720.83 0.00 11,720.83 3137FKZZ2 FHMS K-088 A2 2,500.000.00 1/25/2029 3.690 7,687.50 7.431.25 0.00 0.00 7.687.50 7.431.25 0.00 7.431.25 3137FLMV3 FHMS K-090 A2 3,000,000.00 2/25/2029 3.422 8.555.00 8,269.83 0.00 0.00 8,555.00 8.269.83 0.00 8.269.83 3137FLN91 FHMS K-091 A2 5.000,000.00 3/25/2029 3.505 14.604.17 14.117.36 0.00 0.00 14.604.17 14,117.36 0.00 14,117.36 02582JKH2 AMXCA 2024-1 A 2.525,000.00 4/16/2029 5.230 5,869.22 5,502.40 0.00 0.00 11,004.79 10,637.96 0.00 10,637.96 91282CEM9 UNITED STATES TREASURY 3,500,000,00 4/30/2029 2.875 273.44 8.203.13 0.00 0.00 0.00 7.929.69 0.00 7.929.69 91282CEM9 UNITED STATES TREASURY 1,500,000.00 4/30/2029 2,875 117.19 3.515.63 0.00 0,00 0,00 3,398.44 0.00 3,398.44 91282CES6 UNITED STATES TREASURY 3.500,000.00 5/31/2029 2.750 40.192.31 47,860.58 0.00 0.00 0.00 7.668.27 0.00 7.668.27 91282CES6 UNITED STATES TREASURY 1.500.000.00 5/31/2029 2.750 17.225.27 20,511.68 0.00 0.00 0.00 3.286.40 0.00 3,286.40 3137FPJF3 FHMS K-099 A1 985.886.01 6/25/2029 2.258 1.902.66 1,793.27 0.00 0.00 1.902.66 1.793.28 898.24 2.691.51 91282CKX8 UNITED STATES TREASURY 3,500,000.00 6/30/2029 49.720.30 61.636.74 0.00 0.00 0.00 11.916.44 0.00 11,916.44 3137HFNZ4 FHMS K-528 A2 3.000.000.00 7/25/2029 4.508 11.270.00 10.894.33 0.00 0.00 11.270.00 10.894.33 0.00 10.894.33 3137FNX54 FHMS K-097 A2 5.000.000.00 7/25/2029 2.508 10,101.67 0.00 0.00 10,450.00 10,101.67 0.00 10.101.67 73208PBK6 POMONA CALIF PENSION OBLIG 1.000.000.00 8/1/2029 2.953 7,382.50 9.761.31 0.00 0.00 0.00 2.378.81 0.00 2.378.81 91282CLK5 UNITED STATES TREASURY 5.000,000.00 8/31/2029 3.625 30.536.68 44.819.97 0.00 0.00 0.00 14,283.29 0.00 14,283.29 3132XFS58 FH WN1439 5.000,000.00 9/1/2029 4.610 19.208.33 18,568.06 0.00 0.00 19.208.33 18.568.05 0.00 18.568.05 13063DRE0 CALIFORNIA ST 1.000.000.00 10/1/2029 2.500 2,083.33 4.097.22 0.00 0.00 0.00 2.013.89 0.00 2,013.89 91282CLR0 UNITED STATES TREASURY 3.000.000.00 10/31/2029 4.125 336.28 10.088.32 0.00 0.00 0.00 9.752.04 0.00 9.752.04 3132XKXN2 FH WN5184 2,275.000.00 11/1/2029 4,500 8 531.25 8,246.88 0,00 0.00 8,531.25 8.246.88 0.00 8.246.88 89231HAD8 TAOT 2025-B A3 3.500.000.00 11/15/2029 4.340 6.751.11 6,329.17 0.00 0.00 12.658.33 12,236.39 0.00 12.236.39 857449AE2 STATE STREET BANK AND TRUST CO 3.000.000.00 11/23/2029 4.782 62,963.00 2,789.50 0.00 0,00 71.730.00 11.556.50 0.00 11.556.50 3137FG6R1 FHMS K-1505 A1 1.094.465.78 11/25/2029 3.750 3.496.00 3.306.20 0.00 0.00 3.496.00 3.306.20 258.65 3.564.85 02582JKM1 AMXCA 2025-1 A 1.650.000.00 12/17/2029 4,560 3344.00 3.135.00 0.00 0.00 6.270.00 6.061.00 0.00 6.061.00 91282CMD0 UNITED STATES TREASURY 3.000,000.00 12/31/2029 4.375 43.870.86 54.385.36 0.00 0.00 0.00 10.514.50 0.00 10.514.50. 91282CMG3 UNITED STATES TREASURY 3.000,000.00 1/31/2030 4.250 31.698.90 41,912.98 0.00 0.00 0.00 10.214.09 0.00 10.214.09 6944PL3F4 PACIFIC LIFE GLOBAL FUNDING II 1.300.000.00 2/10/2030 4.850 14.186.25 19,265.28 0,00 0.00 0,00 5.079.03 0,00 5.079.03 91282CGQ8 UNITED STATES TREASURY 1,250,000.00 2/28/2030 4,000 8.423.91 12,364.13 0.00 0.00 0.00 3.940.22 0.00 3.940.22 3140HXXU9 FN BL6090 3.763.123.48 3/1/2030 2.035 6.392.60 6.168.91 0.00 0.00 6.392.60 6,168.91 582.24 6,751.16 91282CGS4 UNITED STATES TREASURY 3.500.000.00 3/31/2030 3.625 10.746.24 20,799.18 0.00 0.00 0.00 10.052.94 0.00 10.052.94 02582JKP4 AMXCA 2025-2 A 3.091,000.00 4/15/2030 4.280 5.879.77 5.512,28 0.00 0.00 11.024.57 10,657.08 0.00 10.657.08 91282CMZ1 UNITED STATES TREASURY 3.000,000,00 4/30/2030 3.875 315.90 9.476.90 0.00 0.00 0.00 9,161.01 0.00 9.161.01 05522RDK1 ВАСС 2025-1 A 3.000.000.00 5/15/2030 4.310 5.746.67 5.387.50 0.00 0.00 10.775.00 10.415.83 0.00 10.415.83 58933YBJ3 MERCK & CO INC 3.000.000.00 5/17/2030 4.300 58,766.67 4.658.33 0.00 0.00 64.500.00 10.391.67 0.00 10,391.67 74153WCW7 PRICOA GLOBAL FUNDINGI 3.855.000.00 5/28/2030 4.700 1006.58 0.00 0.00 90,592.50 14.595.46 0.00 14,595.46 3140NYEY3 EN BZ3750 2,390,000.00 6/1/2030 4.210 8.105.42 0.00 0.00 8.384.92 8.105.42 0,00 8,105.42 3140NVJN8 FN BZ1168 2.284.600.00 6/1/2030 4.740 $.723.36 0.00 0.00 9.031.65 8,723.37 -28.98 8,694.39 91282CHJ3 UNITED STATES TREASURY 3,500,000.00 6/30/2030 3.750 54,385.36 0.00 0.00 0.00 10.514.50 0.00 10.514.50 3132XK4R5 FH WN5331 5.300,000.00 7/1/2030 3.950 16.864.31 0,00 0.00 17.445.83 16.864.30 0.00 16.864.30 02582JKV1 AMXCA 2025-4 A 2,500.000.00 7/15/2030 4.300 4.479.17 0.00 0.00 8.958.33 8.659.72 0.00 8.659.72 713448GHS PEPSICO INC 3.000.000.00 7/23/2030 4.300 45,508.33 0.00 0.00 0.00 10,391.67 0.00 10.391.67 314000CB6 FN BZ4S6S 3.650.000.00 8/1/2030 4.530 0.00 0,00 13.778.75 13.319.46 0.00 13,319.46 73208PBL4 POMONA CALIF PENSION OBLIG 1.250.000.00 8/1/2030 3.003 0.00 0.00 0.00 3,023.85 0.00 3,023.85 3140Q0CX8 FN BZ4585 3.000.000.00 8/1/2030 4.170 0.00 0.00 10.425.00 10.077.50 0.00 10.077.50 796720NW6 SAN BERNARDINO CALIF CMNTY COLLEGE DIST 1.500.000.00 8/1/2030 1.898 -7,908.33 0.00 1,502.59 0.00 1.502.59 195451DY6 Sallie Mae Bank 245.000.00 8/6/2030 4.000 0.00 0.00 778.63 0.00 778.63 379957AD5 GMCAR 2025-3 A3 4354.000,00 8/16/2030 4,180 0.00 0.00 14,660.88 0.00 14,660,88 378460C49 GLENDALE CALIF UNI SCH DIST 3.725.000.00 9/1/2030 1.580 0.00 0.00 4,741.10 0.00 4.741.10 91282CPD7 UNITED STATES TREASURY 4.500,000.00 10/31/2030 3.625 0.00 0.00 12,854.96 0.00 12,854.96 3140Q1DT4 EN BZS513 3.750.000.00 11/1/2030 4.050 0,00 0.00 12.234.38 0.00 12,234.38 8 City of Richmond City of Richmond
City of Finance Department
Portfolio Management
450 Civic Center Plaza
Accrued Interest/Earnings Report Richmond, CA 94804
05/01/2026 - 05/31/2026 (510)620-6740
Ending Par Coupon Purchased Sold Interest Interest Realized Identifier Issuer Value Maturity Rate Accrued
717081FD0 Ending Accrued Accrued Received Income Gains/Losses Earnings PFIZER INC 3,000,000.00 11/15/2030 4,200 5,250.00
0.00 0.00 60,900.00 10,150.00 0.00 0.150.01
BANK OF AMERICA CORP 3.000,000.00 2/10/2031 4.350 39.875.00 0.00
0.00 0.00 10.512.50 0.00 10,512.50
02313SDD5 AMAZON.COM INC 27.270.83
3.000,000.00 3/13/2031 4.250 0.00 0.00 0.00 10.270.83 0.00 10,270.83 66989HBG2 NOVARTIS CAPITAL CORP 3/18/2031
3,300,000.00 4.400 29,040.00 0.00 0.00 0.00 11,696.67 0.00 11.696.67 91282CQK0 UNITED STATES TREASURY 5,000,000.00 4/30/2031 3.875 0.00 15,794,84 -7,897.42 0.00 0.00 7,897.42 0.00 7,897.42
17291W2W0 CITIGROUP GLOBAL MARKETS HOLDINGS INC
4.000.000.00 5/20/2031 5.000 0.00 5.555.56 0.00 0.00 0.00 5,555.56 0.00 5,555.56 Totals 447.655.013.54 1.914,616.83
1.900.807.06 -21.402.54 4.279.89 1.307.373.83 1.271.316.20 265.093.94 1.526.241.11 6/3/26, 5:25 PM PMIA Average Monthly Effective Yields | State of California Office of the State Treasurer Official website of the State of California
State of California
Office of the
=
State Treasurer
PMIA Average Monthly
Effective Yields
Jan Feb Mar Apr May Jun
2026 3.931 3.871 3.826 3.811 3.810
2025 4.366 4.333 4.313 4.281 4.272 4.269
2024 4.012 4.122 4.232 4.272 4.332 4.480
2023 2.425 2.624 2.831 2.870 2.993 3.167
2022 0.234 0.278 0.365 0.523 0.684 0.861
2021 0.458 0.407 0.357 0.339 0.315 0.262
2020 1.967 1.912 1.787 1.648 1.363 1.217
2019 2.355 2.392 2.436 2.445 2.449 2.428
2018 1.350 1.412 1.524 1.661 1.755 1.854
2017 0.751 0.777 0.821 0.884 0.925 0.978
11015
https://www.treasurer.ca.gov/pmia-investment/historical/avg_mn_ylds 1/4 1/4 CalTRUST Short Term Fund
CALTRUST Month End Portfolio Statistics
May 31, 2026
CalTRUST Short Term LAIF Yield
Net Assets
NAV per Share 0.32%
$10.04
30 day SEC Yield 0.93%
3.91% Six Month
Distribution Yield 1.92%
3.78% One Year* 4.09%
Yield to Maturity 4.15% Two Year* 4.40%
4.30%
Period Net Total Return 0.20% 4.60%
Spread Duration 4.16%
0.18 yrs Five Year* 2.96%
Effective Duration 0.77 yrs Ten Year*
2.41% 2.16%
Average Maturity 0.85 Yrs
1.93%
Weighted Average Life 0.81 yrs
Portfolio Sector Breakdown
• ABS - 7.90%
• Government Related - 1.05%
• STIF Funds - 2.82%
• Treasuries - 74.96%
Rated AAf by S&P Global Ratings