Agenda Item No. 2
CITY OF YUCAIPA
AGENDA REPORT
TO: Ho rable Mayor and City Council
,X7— Raymond A. Casey, City Manager/Treasurer
QAndrew Hamilton, Director of Finance
tf Ryan Blackerby, Accounting Manager
FOR: City Council Meeting of March 14, 2022
SUBJECT: Monthly Treasurer's Report: January 2022
RECOMMENDATION:
That the City Council receive and file the Monthly Treasurer's Report for January 2022.
BACKGROUND:
To comply with the requirements of California Government Code Section 53607 and the recommendation of California Government Code Section 53646, a treasurer's report is to be submitted to Council monthly.
DISCUSSION:
It is the responsibility of the Finance Staff to develop the Monthly Treasurer's Report in a timely manner for review by the City Manager/Treasurer, and ultimately the City Council. It is the function of the Treasurer to deposit and invest funds in accordance with sound treasury management and the Investment Policy of the City of Yucaipa originally adopted by City Council on July 13, 2020 and last revised on August 9, 2021, as well as to safeguard the principal and maintain the liquidity needs of the City. The purpose of the Monthly Treasurer's Report is to keep the City Council informed of the City's cash and investment portfolio.
Attached is the Monthly Treasurer's Report, as well as the monthly statements from Public Financial Management ("PFM", the City's investment advisor) and the Local Agency Investment Fund ("LAIF") for the month ending January 31, 2022. The first page of the City's general operating bank statement for the same month is also attached. The City pools the cash and investments of all funds, including that of the Successor Agency.
The portfolio of investments complies with the Investment Policy of the City of Yucaipa. -11-
City Council Agenda
Meeting of March 14, 2022
Monthly Treasurer's Report: January 2022
The City maintains sufficient liquidity to meet its projected expenditure requirements for at least the next six months.
FISCAL IMPACT:
There is no fiscal impact.
Attachments:
1. Treasurer's Report — January 2022
2. PFM Statement January 2022
3. 2022-01 LAIF January Regular Monthly Statement
4. Wells Fargo Checking Bank Statement (1St page) — January 2022 -12-
City of Yucaipa
Treasurer's Report - January 31, 2022
Attachment 1
'Investment balances above are market values, while funds with fiscal agent are on a cost basis.
The City maintains sufficient liquidity to meet its projected for at least the next six months.
Treasurer
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expenditure requirements
% Lt45
Sign / D e
December 2021
January 2022
Institution/Investment Type
Balance
Balance
Funds Under Control of the City:
PFM Investment Portfolio (Custodian: US Bank)
U.S. Treasury Bond / Note
$
14,515,864.78
$
13,984,720.49
Supra -National Agency Bond / Note
$
311,471.02
$
308,994.32
Municapal Bond / Note
$
199,728.78
$
195,413.50
Fed Agcy Commercial
$
241,506.26
$
226,984.04
Federal Agency Bond / Note
$
-
$
-
Corporate Note
$
1,428,063.70
$
1,740,928.58
Certificate of Deposit
$
299,258.83
$
298,190.07
Asset -Backed Security
$
614,925.67
$
641,397.79
$
17,610,819.04
$ 17,396,628.79
Local Agency Investment Fund (LAIF)
$
21,411,134.44
$
21,423,460.59
City Checking Account (Wells Fargo)
$
12,806,032.36
$
16,531,750.93
Petty Cash / Change Drawers
$
1,800.00
$
1,800.00
Total
$
51,829,785.84
$ 55,353,640.31
Funds with Fiscal Agents:
Bank of New York Mellon
CFD 98-1- Invesco Govt Agency Private 1903
$
2,371,196.63
$
2,371,248.96
US Bank (previously Union Bank)
RDA 1998 TAB - Blackrock Instl Funds
$
44.42 $
44.42 RDA 1998 TAB - LAIF
$
54,032.92
$
54,064.03
RDA 2004 TAB - Blackrock Instl Funds
$
191,073.43
$
191,074.26
RDA 2010 TAB - Blackrock Instl Funds
$
534,427.53
$
534,429.85
First American Title - Escrow
$
549,235.19
$
550,035.19
Total
$
3,700,010.12
$
3,700,896.71
Grand Total
$
55,529,795.96
$ 59,054,537.02
'Investment balances above are market values, while funds with fiscal agent are on a cost basis.
The City maintains sufficient liquidity to meet its projected for at least the next six months.
Treasurer
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expenditure requirements
% Lt45
Sign / D e
i asset Customer Service
a
management ent HBox 11813
Harrisburg, PA 17108-1813
ACCOUNT STATEMENT
Client Management Team Contents
Sarah Meacham Cover/ Disclosures
Managing Director Summary Statement
633 W 5th St., 25th Floor Individual Accounts
Los Angeles, CA 90071
213-489-4075 Accounts included in Statement
[email protected]
995324 CITY OF YUCAIPA
Robert Cheddar, CFA
Managing Director
213 Market Street
Harrisburg, PA 17101-2141
717-231-6202
[email protected]
Important Messages
PFM Funds will be closed on 02/21/2022 for Presidents Day.
Richard Babbe, CCM
Senior Managing Consultant
633 W 5th St., 25th Floor
Los Angeles, CA 90071
949-230-6896
CITY OF YUCAIPA
[email protected]
MR. RYAN BLACKERBY
34272 YUCAIPA BLVD
YUCAIPA, CA 92399
Online Access www.pfmfunds.com
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Customer Service 1-800-338-3383
p .'
sr � " ,.
Important Disclosures
This statement is for general information purposes only and is not intended to provide specific advice or recommendations. PFM Asset Management LLC ("PFMAM") is an investment adviser registered with the U.S. Securities and Exchange Commission and a subsidiary of U.S. Bancorp Asset Management, Inc. ("USBAM"). USBAM is a subsidiary of U.S. Bank National Association ("U.S. Bank"). U.S. Bank is a separate entity and subsidiary of U.S. Bancorp. U.S. Bank is not responsible for and does not guarantee the products, services or performance of PFMAM. PFMAM maintains a written disclosure statement of our background and business experience. If you would like to receive a copy of our current disclosure statement, please contact Service Operations at the address below.
Proxy Voting PFMAM does not normally receive proxies to vote on behalf of its clients.
However, it does on occasion receive consent requests. In the event a consent request is received the portfolio manager contacts the client and then proceeds according to their instructions. PFMAM's Proxy Voting Policy is available upon request by contacting Service Operations at the address below.
Questions About an Account PFMAM's monthly statement is intended to detail our investment advisory activity as well as the activity of any accounts held by clients in pools that are managed by PFMAM. The custodian bank maintains the control of assets and executes (i.e., settles) all investment transactions. The custodian statement is the official record of security and cash holdings and transactions. PFMAM recognizes that clients may use these reports to facilitate record keeping and that the custodian bank statement and the PFMAM statement should be reconciled and differences resolved.
Many custodians use a settlement date basis which may result in the need to reconcile due to a timing difference.
Account Control PFMAM does not have the authority to withdraw funds from or deposit funds to the custodian outside the scope of services provided by PFMAM. Our clients retain responsibility for their internal accounting policies; implementing and enforcing internal controls and generating ledger entries or otherwise recording transactions.
Market Value Generally, PFMAM's market prices are derived from closing bid prices as of the last business day of the month as supplied by Refinitiv or Bloomberg. For certain short-term investments or where prices are not available from generally recognized sources the securities are priced using a yield -based matrix system to arrive at an estimated market value. Prices that fall between data points are interpolated.
Non-negotiable FDIC -insured bank certificates of deposit are priced at par. Although PFMAM believes the prices to be reliable, the values of the securities may not represent the prices at which the securities could have been bought or sold. Explanation of the valuation methods for a registered investment company or local government investment program is contained in the appropriate fund offering documentation or information statement.
Amortized Cost The original cost of the principal of the security is adjusted for the amount of the periodic reduction of any discount or premium from the purchase dale until the date of the report. Discount or premium with respect to short term securities (those with less than one year to maturity at time of issuance) is amortized on a straightline basis. Such discount or premium with respect to longer term securities is amortized using the constant yield basis.
Important Disclosures
Tax Reporting Cost data and realized gains / losses are provided for informational purposes only. Please review for accuracy and consult your tax advisor to determine the tax consequences of your security transactions. PFMAM does not report such information to the IRS or other taxing authorities and is not responsible for the accuracy of such information that may be required to be reported to federal, state or other taxing authorities.
Financial Situation In order to better serve you, PFMAM should be promptly notified of any material change in your investment objective or financial situation.
Callable Securities Securities subject to redemption prior to maturity may be redeemed in whole or in part before maturity, which could affect the yield represented.
Portfolio The securities in this portfolio, including shares of mutual funds, are not guaranteed or otherwise protected by PFMAM, the FDIC (except for certain non-negotiable certificates of deposit) or any government agency. Investment in securities involves risks, including the possible loss of the amount invested. Actual settlement values, accrued interest, and amortized cost amounts may vary for securities subject to an adjustable interest rate or subject to principal paydowns. Any changes to the values shown may be reflected within the next monthly statement's beginning values.
Rating Information provided for ratings is based upon a good faith inquiry of selected sources, but its accuracy and completeness cannot be guaranteed.
Shares of some local government investment programs and TERM funds are marketed through representatives of PFMAM's affiliate, PFM Fund Distributors, Inc. which is registered with the SEC as a broker/dealer and is a member of the Financial Industry Regulatory Authority ("FINRA") and the Municipal Securities Rulemaking Board ("MSRB"). You may reach the FINRA by calling the FINRA Hotline at 1-800-289-9999 or at the FINRA website address
https:/I www.finra.org/investors/investor-contacts . A brochure describing the FINRA Regulation Public Disclosure Program is also available from FINRA upon request.
Key Terms and Definitions
Dividends on local government investment program funds consist of interest earned, plus any discount ratably amortized to the dale of maturity, plus all realized gains and losses on the sale of securities prior to maturity, less ratable amortization of any premium and all accrued expenses to the fund. Dividends are accrued daily and may be paid either monthly or quarterly. The monthly earnings on this statement represent the estimated dividend accrued for the month for any program that distributes earnings on a quarterly basis. There is no guarantee that the estimated amount will be paid on the actual distribution date.
Current Yield is the net change, exclusive of capital changes and income other than investment income, in the value of a hypothetical fund account with a balance of one share over the seven-day base period including the statement date, expressed as a percentage of the value of one share (normally $1.00 per share) at the beginning of the seven-day period. This resulting net change in account value is then annualized by multiplying it by
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Account Statement
For the Month Dnding January 31, 2022
365 and dividing the result by 7. The yields quoted should not be considered a representation of the yield of the fund in the future, since the yield is not fixed.
Average maturity represents the average maturity of all securities and investments of a portfolio, determined by multiplying the par or principal value of each security or investment by its maturity (days or years), summing the products, and dividing the sum by the total principal value of the portfolio. The stated maturity date of mortgage backed or callable securities are used in this statement. However the actual maturity of these securities could vary depending on the level or prepayments on the underlying mortgages or whether a callable security has or is still able to be called.
Monthly distribution yield represents the net change in the value of one share (normally $1.00 per share) resulting from all dividends declared during the month by a fund expressed as a percentage of the value of one share at the beginning of the month. This resulting net change is then annualized by multiplying it by 365 and dividing it by the number of calendar days in the month.
YTM at Cost The yield to maturity at cost is the expected rate of return, based on the original cost, the annual interest receipts, maturity value and the time period from purchase date to maturity, stated as a percentage, on an annualized basis.
YTM at Market The yield to maturity at market is the rate of return, based on the current market value, the annual interest receipts, maturity value and the time period remaining until maturity, stated as a percentage, on an annualized basis.
Managed Account A portfolio of investments managed discretely by PFMAM according to the client's specific investment policy and requirements. The investments are directly owned by the client and held by the client's custodian.
Unsettled Trade A trade which has been executed however the final consummation of the security transaction and payment has not yet taken place.
Please review the detail pages of this statement carefully. If you think your statement is wrong, missing account information, or if you need more information about a transaction, please contact PFMAM within 60 days of receipt. If you have other concerns or questions regarding your account, or to request an updated copy of PFMAM's current disclosure statement, please contact a member of your client management team at PFMAM Service Operations at the address below.
PFM Asset Management LLC
Attn: Service Operations
213 Market Street
Harrisburg, PA 17101
NOT FDIC INSURED NO BANK GUARANTEE MAY LOSE VALUE
Account Statement - Transaction Summary
CITY OF YUCAIPA - CITY OF YUCAIPA - 995324
PFMAM Managed Account
Opening Market Value 17,610,819.04
Purchases 770,258.18
Redemptions (815,388.24)
Unsettled Trades 0.00
Change in Value
Closing Market Value
Cash Dividends and Income
PFM; Asset Man gement LLC
(169,060.19)
$17,396,628.79
16,140.08
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For the Month Ending January 31, 2022
Asset Summary
January 31, 2022 December 31, 2021
PFMAM Managed Account
17,396,628.79 17, 610, 819.04
Total $17,396,628.79 $17,610,819.04
Asset Allocation
PFMAM Managed
Account
100.00%
Account 995324 Page 1
')asset
management
Managed Account Summary Statement For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Transaction Summary - Money Market Transaction Summary - Managed Account Account Total Opening Market Value $0.00 Opening Market Value $17,610,819.04 Opening Market Value $17,610,819.04 Purchases 0.00 Maturities/Calls
(28,167.72)
Redemptions 0.00 Principal Dispositions
(787,220.52)
Principal Acquisitions
770,258.18
Unsettled Trades
0.00 Change in Current Value
(169,060.19)
Closing Market Value
Dividend
$0.00 Closing Market Value
0.00 $17,396,628.79 Closing Market Value
$17,396,628.79
Earnings Reconciliation (Cash Basis) - Managed Account I Cash Balance Interest/Dividends/Coupons Received 18,231.38 Closing Cash Balance $121,891.03 Less Purchased Interest Related to Interest/Coupons (300.10) Plus Net Realized Gains/Losses (1,791.20)
Total Cash Basis Earninqs
$16,140.08
Earnings Reconciliation (Accrual Basis)
Ending Amortized Value of Securities
Managed Account
17,709,440.59
Total
17,709,440.59
Ending Accrued Interest
24,136.49
24,136.49
Plus Proceeds from Sales
788,575.90
788,575.90
Plus Proceeds of Maturities/Calls/Principal Payments
28,167.72
28,167.72
Plus Coupons/ Dividends Received
16,876.00
16,876.00
Less Cost of New Purchases
Less Beginning Amortized Value of Securities
Less Beginning Accrued Interest
Dividends
Total Accrual Basis Earnings
PFM,asset Management LLC.
(770,558.28) (770,558.28)
(17,761,523.30) (17,761, 523.30)
(30,062.24) (30,062.24)
0.00 0.00
$5,052.88
-17-
$5,052.88
Cash Transactions Summary- Managed
Maturities/Calls
Account
0.00 Sale Proceeds
788,575.90
Coupon/Interest/Dividend Income
16,876.00
Principal Payments
28,167.72
Security Purchases
(770,558.28)
Net Cash Contribution
0.00 Reconciling Transactions
0.00 Account 995324 Page 2
rif m) asset
Portfolio Summary and Statistics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Account Summary Sector Allocation
Description
Par Value
Market Value
Percent
U.S. Treasury Bond / Note
14,220,000.00
13,984,720.49
80.39 Supra -National Agency Bond / Note
315,000.00
308,994.32
1.78 Municipal Bond / Note
200,000.00
195,413.50
1.12 Federal Agency Commercial
225,472.14
226,984.04
1.30 Mortgage -Backed Security
Corporate Note
1,750,000.00
1,740,928.58
10.01 Certificate of Deposit
300,000.00
298,190.07
1.71 Asset -Backed Security
649,956.74
641,397.79
3.69 Managed Account Sub -Total
17,660,428.88
17,396,628.79
100.00%
Accrued Interest
24,136.49
Total Portfolio
Unsettled Trades
7.99%
0.00%
0 - 6 Months 6 - 12 Months
17,660,428.88 17,420, 765.28
Maturity Distribution
29.02%
0.00 0.00
25.99%
9.98%
0.001%.
1- 2 Years 2- 3 Years 3- 4 Years 4- 5 Years Over 5 Years PFM, Asset Management LLC
US TSY Bond / Note
80.39%
Yield to Maturity at Cost
3.69%
Cert of Deposit
1.71%
_
I—Corporate Note
10.01%
Federal Agency
Commercial
i
r
Security
1.30%
Muni Bond / Note
1.12%
Supra -National
Agency Bond / Note
1.78%
0.64%
Yield to Maturity at Market 1.32%
Weighted Average Days to Maturity 983
Account 995324 Page 3
pf 'basset
management
Managed Account Issuer Summary For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Issuer Summary Credit Quality (S&P Ratings)
Total $17,396,628.79 100.000/0
1.;
3.(
1.(
2.:
o.'
BI
2.E
5.:
AA
5%
82.54%
PFM. Asset Management LLC Account 995324 Page 4
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Market Value
Issuer
of Holdings
Percent
AMAZON.COM INC
44,029.53
0.25 AMERICAN EXPRESS CO
122,218.63
0.70 AMERICAN HONDA FINANCE
121,083.25
0.70 ASTRAZENECA PLC
126,363.41
0.73 BANK OF AMERICA CO
131,308.25
0.75 CAPITAL ONE FINANCIAL CORP
123,235.63
0.71 CARMAX AUTO OWNER TRUST
131,739.73
0.76 CITIGROUP INC
84,154.51
0.48 DEERE & COMPANY
152,080.97
0.87 DISCOVER FINANCIAL SERVICES
87,828.80
0.50 FORD CREDIT AUTO OWNER TRUST
44,945.71
0.26 FREDDIE MAC
226,984.04
1.30 GM FINANCIAL CONSUMER AUTOMOBILE TRUST
41,095.56
0.24 GM FINANCIAL LEASINGTRUST
108,757.24
0.63 GOLDMAN SACHS GROUP INC
120,562.25
0.69 HONDA AUTO RECEIVABLES
54,428.27
0.31 INTER -AMERICAN DEVELOPMENT BANK
239,678.36
1.38 INTL BANK OF RECONSTRUCTION AND DEV
69,315.96
0.40 JP MORGAN CHASE & CO
121,866.38
0.70 LOS ANGELES UNIFIED SCHOOL DISTRICT
48,583.00
0.28 MORGAN STANLEY
170,274.55
0.98 NEW YORK ST URBAN DEVELOPMENT CORP
146,830.50
0.84 TARGET CORP
109,784.51
0.63 THE BANK OF NEW YORK MELLON CORPORATION
124,073.28
0.71 TOYOTA MOTOR CORP
150,059.85
0.86 TRUIST FIN CORP
128,832.00
0.74 UBS AG
298,190.07
1.72 UNITED STATES TREASURY
13,984,720.49
80.40 UNITEDHEALTH GROUP INC
34,237.21
0.20 WORLD OMNI AUTO REC TRUST
49,366.85
0.28 Total $17,396,628.79 100.000/0
1.;
3.(
1.(
2.:
o.'
BI
2.E
5.:
AA
5%
82.54%
PFM. Asset Management LLC Account 995324 Page 4
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t asset
management
Managed Account Detail of Securities Held For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
S&P
Moody's
Trade
Settle
Original
YTM
Accrued
Amortized
Market
Dated Date/Coupon/Maturity
Note
CUSIP
Par
Rating
Rating
Date
Date
Cost
at Cost
Interest
Cost
Value
U.S. Treasury Bond /
US TREASURY NOTES
912828L57
60,000.00
AA+
Aaa
06/05/18
06/07/18
57,609.37
2.74 357.69
59,634.43
60,459.37
DTD 09/30/2015 1.750% 09/30/2022
US TREASURY NOTES
91282CBG5
810,000.00
AA+
Aaa
04/02/21
04/06/21
809,367.19
0.17 2.80
809,653.62
804,431.25
DTD 01/31/20210.125% 01/31/2023
US TREASURY NOTES
91282CBU4
200,000.00
AA+
Aaa
04/02/21
04/06/21
199,765.63
0.18 85.17
199,863.07
198,250.00
DTD 03/31/20210.125% 03/31/2023
US TREASURY NOTES
91282CBU4
950,000.00
AA+
Aaa
04/02/21
04/06/21
948,998.04
0.18 404.53
949,414.60
941,687.50
DTD 03/31/20210.125% 03/31/2023
US TREASURY NOTES
912828535
1,200,000.00
AA+
Aaa
04/02/21
04/06/21
1,230,796.88
0.22 1,458.56
1,219,422.82
1.,206,375.00
DTD 06/30/2016 1.375% 06/30/2023
US TREASURY N/B NOTES
91282CCN9
500,000.00
AA+
Aaa
08/02/21
08/04/21
499,492.19
0.18 1.73
499,618.79
493,281.25
DTD 07/31/20210.125% 07/31/2023
US TREASURY N/B NOTES
91282CCU3
295,000.00
AA+
Aaa
09/22/21
09/24/21
294,458.40
0.22 156.87
294,558.13
290,713.30
DTD 08/31/20210.125% 08/31/2023
US TREASURY N/6 NOTES
91282CDDO
975,000.00
AA+
Aaa
11/01/21
11/03/21
972,257.81
0.52 939.31
972,597.28
962,660.21
DTD 10/31/20210.375% 10/31/2023
US TREASURY NOTES
91282CBEO
750,000.00
AA+
Aaa
04/02/21
04/06/21
745,664.06
0.33 44.03
746,951.16
734,882.85
DTD 01/15/20210.125% 01/15/2024
US TREASURY N/B NOTES
91282CBV2
545,000.00
AA+
Aaa
05/04/21
05/05/21
545,915.43
0.32 612.00
545,684.02
534,951.56
DTD 04/15/20210.375% 04/15/2024
US TREASURY NOTES
912828X70
795,000.00
AA+
Aaa
04/02/21
04/06/21
833,663.09
0.40 4,084.81
823,272.38
808,415.63
DTD 05/01/2017 2.000% 04/30/2024
US TREASURY N/B NOTES
91282CCL3
500,000.00
AA+
Aaa
08/02/21
08/04/21
500,683.59
0.33 88.05
500,568.60
489,062.50
DTD 07/15/20210.375% 07/15/2024
US TREASURY NOTES
912828YM6
285,000.00
AA+
Aaa
04/02/21
04/06/21
294,551.95
0.55 1,098.27
292,347.09
286,1.57.81
DTD 10/31/2019 1.500% 10/31/2024
US TREASURY NOTES
912828Z52
1,200,000.00
AA+
Aaa
04/02/21
04/06/21
1,233,656.25
0.63 45.58
1,226,399.42
1,199,625.00
DTD 01/31/2020 1.375% 01/31/2025
PFM: Asset Management LLC Account 995324 Page 5
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pf
a asset
Managed Account Detail of Securities Held For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
S&P
Moody's
Trade
Settle
Original
YTM
Accrued
Amortized
Market
Dated Date/Coupon/Maturity
U.S. Treasury Bond / Note
CUSIP
Par
Rating
Rating
Date
Date
Cost
at Cost
Interest
Cost
Value
US TREASURY NOTES
912828ZL7
400,000.00
AA+
Aaa
01/03/22
01/05/22
390,421.88
1.11 385.36
390,635.43
386,687.52
DTD 04/30/2020 0.375% 04/30/2025
US TREASURY NOTES
912828ZL7
750,000.00
AA+
Aaa
04/02/21
04/06/21
740,068.36
0.71 722.55
742,081.44
725,039.10
DTD 04/30/2020 0.375% 04/30/2025
US TREASURY NOTES
91282CAB7
750,000.00
AA+
Aaa
04/02/21
04/06/21
733,095.70
0.78 5.18
736,322.20
718,828.13
DTD 07/31/2020 0.250% 07/31/2025
US TREASURY NOTES
91282CBH3
900,000.00
AA+
Aaa
09/01/21
09/03/21
887,800.78
0.69 9.32
888,944.22
859,218.75
DTD 01/31/20210.375% 01/31/2026
US TREASURY N/B NOTES
91282CBT7
1,015,000.00
AA+
Aaa
04/02/21
04/06/21
1,005,206.84
0.95 2,593.27
1,006,826.48
981,695.31
DTD 03/31/20210.750% 03/31/2026
US TREASURY N/B NOTES
91282CBW0
490,000.00
AA+
Aaa
08/02/21
08/04/21
492,583.98
0.64 944.13
492,313.63
473,462.50
DTD 04/30/20210.750% 04/30/2026
US TREASURY N/B NOTES
91282CCF6
300,000.00
AA+
Aaa
06/02/21
06/04/21
299,367.19
0.79 389.42
299,451.24
289,593.75
DTD 05/31/20210.750% 05/31/2026
US TREASURY N/B NOTES
91282CDG3
300,000.00
AA+
Aaa
1.1/01/21
11/03/21
298,605.47
1.22 867.06
298,674.32
293,343.75
DTD 10/31/2021 1.125% 10/31/2026
US TREASURY N/B NOTES
91282CDK4
250,000.00
AA+
Aaa
12/01/21
12/03/21
250,712.89
1.19 540.87
250,689.43
245,898.45
DTD 11/30/2021 1.250% 11/30/2026
Security Type Sub -Total 14,220,000.00 14,264,742.97 0.53 15,836.56 14,245,923.80 13,984,720.49 Supra-Natlonal Agency Bond / Note
INTL BK OF RECON AND DEV NOTE 459058JV6 70,000.00 AAA Aaa 04/13/21 04/20/21 69,855.10 0.23 24.75 69,912.07 69,315.96 DTD 04/20/20210.126% 04/20/2023
INTER -AMERICAN DEVEL BK NOTES 4581XODZ8 245,000.00 AAA Aaa 09/15/21 09/23/21 244,818.70 0.52 435.56 244,840.37 239,678.36 DTD 09/23/20210.500% 09/23/2024
Security Type Sub -Total 315,000.00 314,673.80 0.46 460.31 314,752.44 308,994.32 Municipal
PFMAsset Management LLC Account 995324 Page 6
-21-
Managed Account Detail of Securities Held For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
S&P
Moody's
Trade
Settle
Original
YTM
Accrued
Amortized
Market
Dated Date/Coupon/Maturity CUSIP
Municipal Bond Note
Par Rating
Rating
Date
Date
Cost
at Cost
Interest
Cost
Value
NY ST URBAN DEV CORP TXBL REV BONDS 64985TDC2
150,000.00 AA+
NR
10/15/21
10/21/21
150,000.00
1.31 545.83
150,000.00
146,830.50
DTD 10/21/2021 1.310% 03/15/2026
MORGAN STANLEY CORP NOTES
61772BAAI
10,000.00 BBB+
Al
04/19/21
04/22/21
10,000.00
LOS ANGELES USD, CA TXBL GO BONDS 544647FC9
50,000.00 NR
Aa3
10/28/21
11/10/21
50,000.00
1.46 60.63
50,000.00
48,583.00
DTD 11/10/2021 1.455% 07/01/2026
DTD 04/22/20210.731% 04/05/2024
Security Type Sub -Total 200,000.00 200,000.00 1.35 606.46 200,000.00 195,413.50 Federal Agency Commercial Mortgage -Backed Security
FHLMC SERIES K721 A2 3137BM6P6 225,472.14 AA+ Aaa 04/04/18 04/09/18 227,392.18 2.88 580.59 225,692.79 226,984.04 DTD 12/01/2015 3.090% 08/01/2022
Security Type Sub -Total
225,472.14
227,392.18
2.88 580.59
225,692.79
226,984.04
Corporate Note
BANK OF AMERICA CORP NOTE
06051GFBO
125,000.00 A-
A2
04/02/21
04/06/21
136.807.50
0.71 128.91
133,326.54
131,308.25
DTD 01/21/2014 4.125% 01/22/2024
MORGAN STANLEY CORP NOTES
61772BAAI
10,000.00 BBB+
Al
04/19/21
04/22/21
10,000.00
0.73 23.56
10,000.00
9,920.23
(CALLABLE)
DTD 04/22/20210.731% 04/05/2024
MORGAN STANLEY CORP NOTES
61772BAAI
30,000.00 BBB+
Al
04/20/21
04/22/21
30,034.80
0.69 70.67
30,020.89
29,760.69
(CALLABLE)
DTD 04/22/20210.731% 04/05/2024
BANK OF NY MELLON CORP NOTES
06406RAS6
25,000.00 A
Al
04/19/21
04/26/21
24,973.25
0.54 32.99
24,980.11
24,445.98
(CALLABLE)
DTD 04/26/20210.500% 04/26/2024
MORGAN STANLEY CORP NOTES
61746BDO6
125,000.00 BBB+
Al
04/02/21
04/06/21
136,637.50
0.79 1,237.85
133,507.13
130.593.63
DTD 04/28/2014 3.875% 04/29/2024
AMAZON.COM INC CORPORATE NOTES
023135BW5
45,000.00 AA
Al
05/10/21
05/12/21
44,934.30
0.50 44.44
44,950.19
44,029.53
DTD 05/12/20210.450% 05/12/2024
PFM Asset Management LLC Account 995324 Page 7
-22-
M) asset
p°
Lw,fffav�,Wir
Managed Account Detail of Securities Held For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
S&P
Moody's
Trade
Settle
Original
YTM
Accrued
Amortized
Market
Dated Date/Coupon/Maturity
Corporate
CUSIP
Par Rating
Rating
Date
Date
Cost
at Cost
Interest
Cost
Value
UNITEDHEALTH GROUP INC (CALLABLE)
91324PEB4
35,000.00 A+
A3
05/17/21
05/19/21
34,963.60
0.59 40.64
34,972.20
34,237.21
CORP N
DTD 05/19/20210.550% 05/15/2024
ASTRAZENECA FINANCE LLC (CALLABLE)
04636NAC7
50,000.00 A-
A3
05/25/21
05/28/21
49,995.50
0.70 61.25
49,996.52
48,973.65
CORP
DTD 05/28/20210.700% 05/28/2024
JOHN DEERE CAPITAL CORP CORPORATE
24422EV09
40,000.00 A
A2
06/07/21
06/10/21
39,950.00
0.49 27.00
39,960.80
39.116.80
NOTES
DTD 06/10/20210.450% 06/07/2024
JOHN DEERE CAPITAL CORP CORPORATE
24422EVUO
40,000.00 A
A2
09/07/21
09/10/21
39,974.00
0.65 97.92
39,977.42
39,026.84
NOTES
DTD 09/10/20210.625% 09/10/2024
TRUIST FIN CORP NOTES (CALLABLE)
05531FBB8
125,000.00 A-
A3
04/02/21
04/06/21
133,660.00
0.87 940.10
131,605.89
128.832.00
DTD 10/26/2017 2.850% 10/26/2024
TOYOTA MOTOR CREDIT CORP CORP
89236TGT6
150,000.00 A+
Al
09/22/21
09/24/21
154,461.00
0.91 1,260.00
153,992.56
150,059.85
NOTES
DTD 02/13/2020 1.800% 02/13/2025
CITIGROUP INC CORPORATE NOTES
172967MX6
15,000.00 BBB+
A3
04/27/21
05/04/21
15,000.00
0.98 36.79
15,000.00
14,664.09
DTD 05/04/20210.981% 05/01/2025
CITIGROUP INC CORPORATE NOTES
172967MX6
20,000.00 BBB+
A3
04/28/21
05/04/21
20,039.40
0.93 49.05
20,032.02
19,552.12
DTD 05/04/20210.981% 05/01/2025
JPMORGAN CHASE & CO CORPORATE
46647PCH7
125,000.00 A-
A2
05/24/21
06/01/21
125,000.00
0.82 171.67
125,000.00
121,866.38
NOTES
DTD 06/01/20210.824% 06/01/2025
CITIGROUP INC CORP NOTES (CALLABLE)
17327CAN3
50,000.00 BBB+
A3
01/18/22
01/25/22
50,000.00
2.01 16.78
50,000.00
49,938.30
DTD 01/25/2022 2.014% 01/25/2026
GOLDMAN SACHS GROUP INC CORPORATE
38141GXSS
125,000.00 BBB+
A2
04/02/21
04/06/21
123,251.25
1.15 501.72
123,548.13
120,562.25
NOTES
DTD 02/12/20210.855% 02/12/2026
PFM Asset Management ent LLC Account 995324 Page 8
-23-
Managed Account Detail of Securities Held For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
S&P
Moody's
Trade
Settle
Original
YTM
Accrued
Amortized
Market
Dated Date/Coupon/Maturity
CUSIP
Par
Rating
Rating
Date
Date
Cost
at Cost
Interest
Cost
Value
Corporate
ASTRAZENECA FINANCE LLC (CALLABLE)
04636NAAI
80,000.00
A-
A3
07/15/21
07/19/21
80,084.80
1.18 168.00
80,075.22
77,389.76
CORP
DTD 05/28/2021 1.200% 05/28/2026
AMERICAN HONDA FINANCE CORPORATE
02665WDZ1
125,000.00
A-
A3
11/29/21
12/01/21
123,203.75
1.61 640.97
123,267.64
121,083.25
NOTES
DTD 09/09/2021 1.300% 09/09/2026
AMERICAN EXPRESS CO (CALLABLE)
025816CM9
125,000.00
BBB+
A3
11/23/21
11/26/21
124,111.25
1.80 498.44
124,144.26
122,218.63
CORPORATE
DTD 11/04/2021 1.650% 11/04/2026
JOHN DEERE CAPITAL CORP CORPORATE
24422EWA3
75,000.00
A
A2
01/11/22
01/13/22
74,577.00
1.82 74.37
74,581.41
73,937.33
NOTES
DTD 01/10/2022 1.700% 01/11/2027
TARGET CORP CORPORATE NOTES
87612EBM7
25.000.00
A
A2
01/1.9/22
01/24/22
24,957.50
1.99 9.48
24,957.69
24,951.03
DTD 01/24/2022 1.950% 01/15/2027
TARGET CORP CORPORATE NOTES
87612EBM7
85,000.00
A
A2
01/21/22
01/25/22
85,186.15
1.90 32.23
85,185.43
84,833.48
DTD 01/24/2022 1.950% 01/15/2027
BANK OF NY MELLON CORP (CALLABLE)
06406RBA4
100,000.00
A
Al
01/26/22
01/28/22
100,121.00
2.02 28.47
100,120.73
99,627.30
CORPOR
DTD 01/26/2022 2.050% 01/26/2027
Security Type Sub -Total 1,750,000.00 1,781,923.55 1,17 6,193.30 1,773,202.78 1,740,928.58 DepositCertificate of
UBS AG STAMFORD CT CERT DEPOS 90275DPH7 300,000.00 A-1 P-1 11/04/21 11/05/21 300,000.00 0.35 256.67 300,000.00 298,190.07 DTD 11/05/20210.350% 11/04/2022
Security Type Sub -Total 300,000.00 300,000.00 0.35 256.67 300,000.00 298,190.07 Asset -Backed Security
GMCAR 2018-3 A3 36255JAD6 6,509.66 AAA NR 07/11/18 07/18/18 6,508.14 3.03 8.19 6,509.26 6,516.64 DTD 07/18/2018 3.020% 05/16/2023
PFM Asset Management LLC Account 995324 Page 9
-24-
Managed Account Detail of Securities Held
CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) For the Month Ending January 31, 2022
Security Type/ Description
S&P
Moody's
Trade
Settle
Original
YTM
Accrued
Amortized
Market
Dated Date/Coupon/Maturity
Asset -Backed Security
CUSIP
Par
Rating
Rating
Date
Date
Cost
at Cost
Interest
Cost
Value
CARMAX AUTO OWNER TRUST
14313FAD1
13,447.08
AAA
NR
07/18/18
07/25/18
13,445.25
3.13 18.71
13,446.57
13,471.39
DTD 07/25/2018 3.130% 06/15/2023
GMALT 2021-2 A3
380144AC9
75,000.00
AAA
NR
05/18/21
05/26/21
74,988.23
0.35 7.79
74,990.94
74,440.43
DTD 05/26/20210.340% 05/20/2024
GMALT 2021-3 A4
36262XAD6
35,000.00
AAA
NR
08/10/21
08/18/21
34,998.74
0.50 5.35
34,998.89
34,316.81
DTD 08/18/20210.500% 07/21/2025
HAROT 2021-4 A3
43815GAC3
55,000.00
NR
Aaa
11/16/21
11/24/21
54,988.41
0.89 13.44
54,988.94
54,428.27
DTD 11/24/20210.880% 01/21/2026
CARMX 2021-2 A3
14314OAC8
30,000.00
AAA
NR
04/13/21
04/21/21
29,993.54
0.52 6.93
29,994.59
29,646.82
DTD 04/21/20210.520% 02/17/2026
FORDO 2022-A A3
345286AC2
45,000.00
AAA
NR
01/19/22
01/24/22
44,994.65
1.29 11.29
44,994.68
44,945.71
DTD 01/24/2022 1.290% 06/15/2026
CARMX 2021-3 A3
14317DAC4
90,000.00
AAA
Aaa
07/21/21
07/28/21
89,985.20
0.55 22.00
89,986.76
88,621.52
DTD 07/28/20210.550% 06/15/2026
DCENT 2021-A1 Al
254683CP8
90,000.00
AAA
Aaa
09/20/21
09/27/21
89,980.73
0.58 23.20
89,982.08
87,828.80
DTD 09/27/20210.580% 09/15/2026
GMCAR 2021-4 A3
362554AC1
35,000.00
AAA
Aaa
10/13/21
10/21/21
34,999.11
0.68 9.92
34,999.16
34,578.92
DTD 10/21/20210.680% 09/16/2026
WOART 2021-D A3
98163KAC6
50,000.00
AAA
NR
10/26/21
11/03/21
49,993.19
0.81 18.00
49,993.53
49,366.85
DTD 11/03/20210.810% 10/15/2026
COMET 2021-A3 A3
14041NFY2
125,000.00
AAA
NR
11/18/21
11/30/21
124,982.78
1.04 57.78
124,983.38
123,235.63
DTD 11/30/2021 1.040% 11/16/2026
Security Type Sub -Total 649,956.74 649,857.97 0.81 202.60 649,868.78 641,397.79 Managed Account Sub -Total 17,660,428.88 17,738,590.47 0.64 24,136.49 17,709,440.59 17,396,628.79 PFM Asset Management LLC Account 995324 Page 10
-25-
Managed Account Detail of Securities Held For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Securities Sub -Total $17,660,428.88 $17,738,590.47 0.64% $24,136.49 $17,709,440.59 $17,396,628.79 Accrued Interest $24,136.49
Total Investments
PFM asset Management LLC
-26-
$17,420,765.28
Account 995324 Page 11
pf m) asset
0 .I! ' 1
Managed Account Fair Market Value & Analytics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
Next Call Market
Market
Unreal G/L
Unreal G/L
Effective
YTM
Dated Date/Coupon/Maturity
CUSIP
Par Broker
Date Price
Value
On Cost
Amort Cost
Duration
at Mkt
U.S. Treasury :o
US TREASURY NOTES
912828L57
60,000.00 MORGANS
100.77
60,459.37
2,850.00
824.94
0.66 0.59
DTD 09/30/2015 1.750% 09/30/2022
US TREASURY NOTES
91282CBG5
810.000.00 WELLS_F
99.31 804,431.25
(4,935.94)
(5,222.37)
1.00 0.82
DTD 01/31/20210.125% 01/31/2023
US TREASURY NOTES
91282CBU4
200,000.00 MORGAN_
99.13 198,250.00
(1,515.63)
(1,613.07)
1.16 0.88
DTD 03/31/20210.125% 03/31/2023
US TREASURY NOTES
91282CBU4
950,000.00 CITIGRP
99.13 941,687.50
(7,310.54)
(7,727.10)
1.16 0.88
DTD 03/31/20210.125% 03/31/2023
US TREASURY NOTES
912828535
1,200,000.00 CITIGRP
100.53
1,206,375.00
(24,421.88)
(13,047.82)
1.40 1.00
DTD 06/30/2016 1.375% 06/30/2023
US TREASURY N/B NOTES
91282CCN9
500,000.00 NOMURA
98.66 493,281.25
(6,210.94)
(6,337.54)
1.50 1.03
DTD 07/31/20210.125% 07/31/2023
US TREASURY N/B NOTES
91282CCU3
295,000.00 CITIGRP
98.55 290,713.30
(3,745.10)
(3,844.83)
1.58 1.06
DTD 08/31/20210.125% 08/31/2023
US TREASURY N/B NOTES
91282CDDO
975,000.00 WELLS_F
98.73 962,660.21
(9,597.60)
(9,937.07)
1.74 1.11
DTD 10/31/20210.375% 10/31/2023
US TREASURY NOTES
91282CBEO
750,000.00 WELLS_F
97.98 734,882.85
(10,781.21)
(12,068.31)
1.95 1.17
DTD 01/15/20210.125% 01/15/2024
US TREASURY N/B NOTES
91282CBV2
545,000.00 CITIGRP
98.16 534,951.56
(10,963.87)
(10,732.46)
2.19 1.23
DTD 04/15/20210.375% 04/15/2024
US TREASURY NOTES
912828X70
795,000.00 CITIGRP
101.69
808,415.63
(25,247.46)
(14,856.75)
2.20 1.24
DTD 05/01/2017 2.000% 04/30/2024
US TREASURY N/B NOTES
91282CCL3
500,000.00 NOMURA
97.81 489,062.50
(11,621.09)
(11,506.10)
2.45 1.28
DTD 07/15/20210.375% 07/15/2024
US TREASURY NOTES
912828YM6
285,000.00 WELLS_F
100.41
286,157.81
(8,394.14)
(6,189.28)
2.69 1.35
DTD 10/31/2019 1.500% 10/31/2024
US TREASURY NOTES
912828Z52
1,200,000.00 WELLS_F
99.97 1,199,625.00
(34,031.25)
(26,774.42)
2.95 1.39
DTD 01/31/2020 1.375% 01/31/2025
US TREASURY NOTES
912828ZL7
400,000.00 JPM_CHA
96.67 386,687.52
(3,734.36)
(3,947.91)
3.23 1.43
DTD 04/30/2020 0.375% 04/30/2025
US TREASURY NOTES
912828ZL7
750,000.00 WELLS_F
96.67 725,039.10
(15,029.26)
(17,042.34)
3.23 1.43
DTD 04/30/2020 0.375% 04/30/2025
US TREASURY NOTES
91282CAB7
750,000.00 MERRILL
95.84 718,828.13
(14,267.57)
(17,494.07)
3.49 1.47
DTD 07/31/2020 0.250% 07/31/2025
PFM .Asset Management LLC
-27-
Account 995324 Page 12
Managed Account Fair Market Value & Analytics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
Next Call Market
Market
Unreal G/L
Unreal G/L
Effective
YTM
Dated Date/Coupon/Maturity
CUSIP
Par Broker
Date Price
Value
On Cost
Amort Cost
Duration
at Mkt
U.S. Treasury Bond / Note
US TREASURY NOTES
91282CBH3
900,000.00 CITIGRP
95.47 859,218.75
(28,582.03)
(29,725.47)
3.97 1.55
DTD 01/31/20210.375% 01/31/2026
US TREASURY N/B NOTES
91282CBT7
1,015,000.00 MERRILL
96.72 981,695.31
(23,511.53)
(25,131.17)
4.09 1.57
DTD 03/31/20210.750% 03/31/2026
US TREASURY N/B NOTES
91282CBW0
490,000.00 BMO
96.63 473,462.50
(19,121.48)
(18,851.13)
4.18 1.57
DTD 04/30/20210.750% 04/30/2026
US TREASURY N/B NOTES
91282CCF6
300,000.00 SIEBERT
96.53 289,593.75
(9,773.44)
(9,857.49)
4.26 1.58
DTD 05/31/20210,750% 05/31/2026
US TREASURY N/B NOTES
91282CDG3
300,000.00 MERRILL
97.78 293,343.75
(5,261.72)
(5,330.57)
4.63 1.61
DTD 10/31/20211.125% 10/31/2026
US TREASURY N/B NOTES
91282CDK4
250,000.00 NOMURA
98.36 245,898.45
(4,814.44)
(4,790.98)
4.69 1.60
DTD 11/30/2021 1.250% 11/30/2026
Security Type Sub -Total
14,220,000.00
13,984,720.49
(280,022.48)
(261,203.31)
2.57 1.26
Supra -National Agency Bond Note
INTL BK OF RECON AND DEV NOTE
4590583V6
70,000.00 TD
99.02 69,315.96
(539.14)
(596.11)
1.22 0.93
DTD 04/20/20210.126% 04/20/2023
INTER -AMERICAN DEVEL BK NOTES
4581XODZ8
245,000.00 JPM_CHA
97.83 239,678.36
(5,140.34)
(5,162.01)
2.63 1.34
DTD 09/23/20210.500% 09/23/2024
Security Type Sub -Total
315,000.00
308,994.32
(5,679.48)
(5,758.12)
2.31 1.25
Municipal Bond / Note
NY ST URBAN DEV CORP TXBL REV BONDS
64985TDC2
150,000.00 JPM_CHA
97.89 146,830.50
(3,169.50)
(3,169.50)
4.01 1.84
DTD 10/21/2021 1.310% 03/15/2026
LOS ANGELES USD, CA TXBL GO BONDS
544647FC9
50,000.00 BARCLAY
97.17 48,583.00
(1,417.00)
(1,417.00)
4.29 2.13
DTD 11/10/2021 1.455% 07/01/2026
Security Type Sub -Total
200,000.00
195,413.50
(4,586.50)
(4,586.50)
4.08 1.91
Federal Agency Commercial Mortgage
FHLMC SERIES K721 A2
-Backed Security
3137BM6P6
225,472.14 CITIGRP
100.67
226,984.04
(408.14)
1,291.25
0.38 1.75
DTD 12/01/2015 3.090% 08/01/2022
PFM Asset Management LLC
ME
Account 995324 Page 13
f'`asset
management
Managed Account Fair Market Value & Analytics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt Security Type Sub -Total
225,472.14
226,984.04
(408.14)
1,291.25
0.38 1.75
Corporate
BANK OF AMERICA CORP NOTE
06051GFBO
125,000.00 JSEB
105.05
131,308.25
(5,499.25)
(2,018.29)
1.92 1.52
DTD 01/21/2014 4.125% 01/22/2024
MORGAN STANLEY CORP NOTES
61772BAAl
10,000.00 MORGAN_
04/05/23
99.20 9,920.23
(79.77)
(79.77)
1.18 1.10
(CALLABLE)
DTD 04/22/20210.731% 04/05/2024
MORGAN STANLEY CORP NOTES
61772BAAI
30,000.00 JPM_CHA
04/05/23
99.20 29,760.69
(274.11)
(260.20)
1.18 1.10
(CALLABLE)
DTD 04/22/20210.731% 04/05/2024
BANK OF NY MELLON CORP NOTES
06406RAS6
25,000.00 JPM_CHA
03/26/24
97.78 24,445.98
(527.27)
(534.13)
2.14 1.51
(CALLABLE)
DTD 04/26/20210.500% 04/26/2024
MORGAN STANLEY CORP NOTES
61746BDO6
125,000.00 DEUTSCH
104.47
130,593.63
(6,043.87)
(2,913.50)
2.16 1.83
DTD 04/28/2014 3.875% 04/29/2024
AMAZON.COM INC CORPORATE NOTES
023135BW5
45,000.00 JPM_CHA
97.84 44,029.53
(904.77)
(920.66)
2.27 1.41
DTD 05/12/20210.450% 05/12/2024
UNITEDHEALTH GROUP INC (CALLABLE)
91324PEB4
35,000.00 CITIGRP
05/15/22
97.82 34,237.21
(726.391
(734.99)
0.30 1.52
CORP N
DTD 05/19/20210.550% 05/15/2024
ASTRAZENECA FINANCE LLC (CALLABLE)
04636NAC7
50,000.00 MORGAN_
05/28/22
97.95 48,973.65
(1,021.85)
(1,022.87)
0.33 1.60
CORP
DTD 05/28/20210.700% 05/28/2024
JOHN DEERE CAPITAL CORP CORPORATE
24422EV09
40,000.00 LOOP
97.79 39,116.80
(833.20)
(844.00)
2.34 1.41
NOTES
DTD 06/10/20210.450% 06/07/2024
JOHN DEERE CAPITAL CORP CORPORATE
24422EVUO
40,000.00 HSBC
97.57 39,026.84
(947.16)
(950.SII)
2.59 1.58
NOTES
DTD 09/10/20210.625% 09/10/2024
TRUIST FIN CORP NOTES (CALLABLE)
05531FBB8
125,000.00 JSEB
09/26/24
103.07
128,832.00
(4,828.00)
(2,773.89)
2.56 1.70
DTD 10/26/2017 2.850% 10/26/2024
TOYOTA MOTOR CREDIT CORP CORP
89236TGT6
150,000.00 TD
100.04
150,059.85
(4,401.15)
(3,932.71)
2.94 1.79
NOTES
DTD 02/13/2020 1.800% 02/13/2025
PFM Asset Management LLC Account 995324 Page 14
-29-
pf m) asset
o, ,
Managed Account Fair Market Value & Analytics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description Next Call Market Market Unreal G/L Unreal G/L Effective YTM Dated Date/Coupon/Maturity CUSIP Par Broker Date Price Value On Cost Amort Cost Duration at Mkt CITIGROUP INC CORPORATE NOTES 172967MX6 15,000.00 CITIGRP 97.76 14,664.09 (335.91) (335.91) 3.20 1.69 DTD 05/04/20210.981% 05/01/2025
CITIGROUP INC CORPORATE NOTES
172967MX6
20,000.00 CSFB
97.76 19,552.12
(487.28)
(479.90)
3.20 1.69
DTD 05/04/20210.981% 05/01/2025
JPMORGAN CHASE & CO CORPORATE
46647PCH7
1.25,000.00 JPM_CHA
97.49 121,866.38
(3,133.62)
(3,133.62)
3.29 1.60
NOTES
DTD 06/01/20210.824% 06/01/2025
CITIGROUP INC CORP NOTES (CALLABLE)
17327CAN3
50,000.00 CITIGRP
99.88 49,938.30
(61.70)
(61.70)
3.85 2.05
DTD 01/25/2022 2.014% 01/25/2026
GOLDMAN SACHS GROUP INC CORPORATE
38141GXS8
125,000.00 GOLDMAN
96.45 120,562.25
(2,689.00)
(2,985.88)
3.96 1.77
NOTES
DTD 02/12/20210.855% 02/12/2026
ASTRAZENECA FINANCE LLC (CALLABLE)
04636NAAI
80,000.00 DEUTSCH 04/28/26
96.74 77,389.76
(2,695.04)
(2,685.46)
4.14 1.99
CORP
DTD 05/28/2021 1.200% 05/28/2026
AMERICAN HONDA FINANCE CORPORATE
02665WDZI
125,000.00 JSEB
96.87 121,083.25
(2,120.50)
(2,184.39)
4.46 2.02
NOTES
DTD 09/09/20211.300% 09/09/2026
AMERICAN EXPRESS CO (CALLABLE)
025816CM9
125,000.00 MITSU 10/04/26
97.77 122,218.63
(1,892.62)
(1,925.63)
4.50 2.14
CORPORATE
DTD 11/04/2021 1.650% 11/04/2026
JOHN DEERE CAPITAL CORP CORPORATE
24422EWA3
75.000.00 JPM_CHA
98.58 73,937.33
(639.67)
(644.08)
4.76 2.00
NOTES
DTD 01/10/2022 1.700% 01/11/2027
TARGET CORP CORPORATE NOTES
87612EBM7
25,000.00 CITIGRP
99.80 24,951.03
(6.47)
(6.66)
4.75 1.99
DTD 01/24/2022 1.950% 01/15/2027
TARGET CORP CORPORATE NOTES
87612EBM7
85,000.00 WELLS_F
99.80 84,833.48
(352.67)
(351.95)
4.75 1.99
DTD 01/24/2022 1.950% 01/15/2027
BANK OF NY MELLON CORP (CALLABLE)
06406RBA4
100,000.00 JPM_CHA 12/26/26
99.63 99,627.30
(493.70)
(493.43)
4.69 2.13
CORPOR
DTD 01/26/2022 2.050% 01/26/2027
Security Type Sub -Total 1,750,000.00 1,740,928.58 (40,994.97) (32,274.20) 3.25 1.79 PFM Asset Management LLC Account 995324 Page 15
-30-
pf:m') asset
Hfidahwma
Managed Account Fair Market Value & Analytics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Security Type/ Description
Next Call Market
Market
Unreal G/L
Unreal G/L
Effective
YTM
Dated Date/Coupon/Maturity
CUSIP
Par Broker
Date Price
Value
On Cost
Amort Cost
Duration
at Mkt
e of Deposit
UBS AG STAMFORD CT CERT DEPOS
90275DPH7
300,000.00 UBS
99.40 298,190.07
(1,809.93)
(1,809.93)
0.77 1.14
DTD 11/05/20210.350% 11/04/2022
Security Type Sub -Total
300,000.00
298,190.07
(1,809.93)
(1,809.93)
0.77 1.14
Asset -Backed Security
GMCAR 2018-3 A3
362553AD6
6,509.66 3PM_CHAS
100.11
6,516.64
8.50 7.38
0.07 2.94
DTD 07/18/2018 3.020% 05/16/2023
CARMAX AUTO OWNER TRUST
14313FADI
13,447.08 BARCLAYS
100.18
13,471.39
26.14 24.82
0.08 3.00
DTD 07/25/2018 3.130% 06/15/2023
GMALT 2021-2 A3
380144AC9
75,000.00 SOCGEN
99.25 74,440.43
(547.80)
(550.51)
1.15 0.67
DTD 05/26/20210.340% 05/20/2024
GMALT 2021-3 A4
36262XAD6
35,000.00 3PM_CHA
98.05 34,316.81
(681.93)
(682.08)
1.99 1.07
DTD 08/18/20210.500% 07/21/2025
HAROT 2021-4 A3
43815GAC3
55,000.00 MERRILL
98.96 54,428.27
(560.14)
(560.67)
2.08 1.15
DTD 11/24/20210.880% 01/21/2026
CARMX 2021-2 A3
14314OAC8
30,000.00 MERRILL
98.82 29,646.82
(346.72)
(347.77)
1.29 0.82
DTD 04/21/20210.520% 02/17/2026
FORDO 2022-A A3
345286AC2
45,000.00 CITIGRP
99.88 44,945.71
(48.94)
(48.97)
2.14 1.32
DTD 01/24/2022 1.290% 06/15/2026
CARMX 2021-3 A3
14317DAC4
90,000.00 RBC
98.47 88,621.52
(1,363.68)
(1,365.24)
1.66 0.91
DTD 07/28/20210.550% 06/15/2026
DCENT 2021-A1 Al
254683CP8
90,000.00 CITIGRP
97.59 87,828.80
(2,151.93)
(2,153.28)
2.60 1.12
DTD 09/27/20210.580% 09/15/2026
GMCAR 2021-4 A3
362554AC1
35,000.00 3PM_CHA
98.80 34,578.92
(420.19)
(420.24)
2.13 0.95
DTD 10/21/20210.680% 09/16/2026
WOART 2021-D A3
98163KAC6
50,000.00 WELLS_F
98.73 49,366.85
(626.34)
(626.68)
2.21 1.09
DTD 11/03/20210.810% 10/15/2026
COMET 2021-A3 A3
14041NFY2
125,000.00 BARCLAY
98.59 123,235.63
(1,747.15)
(1,747.75)
2.74 1.34
DTD 11/30/2021 1.040% 11/16/2026
Security Type Sub -Total
649,956.74
641,397.79
(8,460.18)
(8,470.99)
2.03 1.13
Managed Account Sub -Total 17,660,428.88 17,396,628.79 (341,961.68) (312,811.80) 2.57 1.32 PFM Asset Management LLC
-31-
Account 995324 Page 16
f `asset
management
Managed Account Fair Market Value & Analytics For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Securities Sub -Total $17,660,428.88 $17,396,628.79 ($341,961.68) ($312,811.80) 2.57 1.32% Accrued Interest $24,136.49
Total Investments $17,420,765.28
PFM' Management LLC
-32-
Account 995324 Page 17
pf m asset
management
Managed Account Security Transactions & Interest For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Securitv Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 01/03/22
01/05/22
US TREASURY NOTES
912828ZL7
400,000.00
(390,421.88)
(273.48)
(390,695.36)
DTD 04/30/2020 0.375% 04/30/2025
01/11/22
01/13/22
JOHN DEERE CAPITAL CORP
24422EWA3
75,000.00
(74,577.00)
(10.63)
(74,587.63)
CORPORATE NOTES
DTD 01/10/2022 1.700% 01/11/2027
01/18/22
01/25/22
CITIGROUP INC CORP NOTES
17327CAN3
50,000.00
(50,000.00)
0.00 (50,000.00)
(CALLABLE)
DTD 01/25/2022 2.014% 01/25/2026
01/19/22
01/24/22
FORDO 2022-A A3
345286AC2
45,000.00
(44,994.65)
0.00 (44,994.65)
DTD 01/24/2022 1.290% 06/15/2026
01/19/22
01/24/22
TARGET CORP CORPORATE NOTES
87612EBM7
25,000.00
(24,957.50)
0.00 (24,957.50)
DTD 01/24/2022 1.950% 01/15/2027
01/21/22
01/25/22
TARGET CORP CORPORATE NOTES
87612EBM7
85,000.00
(85,186.15)
(4.60)
(85,190.75)
DTD 01/24/2022 1.950% 01/15/2027
01/26/22
01/28/22
BANK OF NY MELLON CORP (CALLABLE)
06406RBA4
100,000.00
(100,121.00)
(11.39)
(100,132.39)
CORPOR
DTD 01/26/2022 2.050% 01/26/2027
Transaction Type Sub -Total
780,000.00
(770,258.18)
(300.10)
(770,558.28)
INTEREST
01/01/22
01/01/22
LOS ANGELES USD, CA TXBL GO BONDS
544647FC9
50,000.00
0.00 103.06
103.06
DTD 11/10/2021 1.455% 07/01/2026
01/01/22
01/25/22
FHLMC SERIES K721 A2
3137BM6P6
239,429.86
0.00 616.53
616.53
DTD 12/01/2015 3.090% 08/01/2022
01/03/22
01/03/22
MONEY MARKET FUND
MONEY0002
0.00 0.00
0.26 0.26
01/15/22
01/15/22
US TREASURY NOTES
91282CBEO
750.000.00
0.00 468.75
468.75
DTD 01/15/20210.125% 01/15/2024
01/15/22
01/15/22
US TREASURY N/B NOTES
91282CCL3
500,000.00
0.00 937.50
937.50
DTD 07/15/20210.375% 07/15/2024
01/15/22
01/15/22
WOART 2021-D A3
98163KAC6
50,000.00
0.00 33.75
33.75 DTD 11/03/20210.810% 10/15/2026
01/15/22
01/15/22
CARMX 2021-2 A3
14314OAC8
30,000.00
0.00 13.00
13.00 DTD 04/21/20210.520% 02/17/2026
PFM Asset Management LLC Account 995324 Page 18
-33-
Managed Account Security Transactions & Interest For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Securitv Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 01/15/22
01/15/22
CARMAX AUTO OWNER TRUST
14313FAD1
22,299.13
0.00 58.16
58.16 DTD 07/25/2018 3.130% 06/15/2023
01/15/22
01/15/22
CARMX 2021-3 A3
14317DAC4
90,000.00
0.00 41.25
41.25 DTD 07/28/20210.550% 06/15/2026
01/15/22
01/15/22
COMET 2021-A3 A3
14041NFY2
125,000.00
0.00 162.50
162.50
DTD 11/30/2021 1.040% 11/16/2026
01/15/22
01/15/22
DCENT 2021-A1 Al
254683CP8
90,000.00
0.00 43.50
43.50 DTD 09/27/20210.580% 09/15/2026
01/16/22
01/16/22
GMCAR 2021-4 A3
362554AC1
35,000.00
0.00 19.83
19.83 DTD 10/21/20210.680% 09/16/2026
01/16/22
01/16/22
GMCAR 2018-3 A3
362551AD6
11,867.61
0.00 29.87
29.87 DTD 07/18/2018 3.020% 05/16/2023
01/20/22
01/20/22
GMALT 2021-2 A3
380144AC9
75,000.00
0.00 21.25
21.25 DTD 05/26/20210.340% 05/20/2024
01/20/22
01/20/22
GMALT 2021-3 A4
36262XAD6
35,000.00
0.00 14.58
14.58 DTD 08/18/20210.500% 07/21/2025
01/21/22
01/21/22
HAROT 2021-4 A3
43815GAC3
55,000.00
0.00 40.33
40.33 DTD 11/24/20210.880% 01/21/2026
01/22/22
01/22/22
BANK OF AMERICA CORP NOTE
06051GFBO
125,000.00
0.00 2,578.13
2,578.13
DTD 01/21/2014 4.125% 01/22/2024
01/31/22
01/31/22
US TREASURY NOTES
91282CAB7
750,000.00
0.00 937.50
937.50
DTD 07/31/2020 0.250% 07/31/2025
01/31/22
01/31/22
US TREASURY NOTES
91282CBH3
900,000.00
0.00 1,687.50
1,687.50
DTD 01/31/20210.375% 01/31/2026
01/31/22
01/31/22
US TREASURY N/B NOTES
91282CCN9
500,000.00
0.00 312.50
312.50
DTD 07/31/20210.125% 07/31/2023
01/31/22
01/31/22
US TREASURY NOTES
912828Z52
1,200,000.00
0.00 8,250.00
8,250.00
DTD 01/31/2020 1.375% 01/31/2025
01/31/22
01/31/22
US TREASURY NOTES
91282CBG5
810,000.00
0.00 506.25
506.25
DTD 01/31/20210.125% 01/31/2023
Transaction Type Sub -Total
6,443,596.60
0.00 16,876.00
16,876.00
PAYDOWNS
PFM Asset Management LLC Account 995324 Page 19
-34-
'asset
management
Managed Account Security Transactions & Interest For the Month Ending January 31, 2022 CITY OF YUCAIPA - CITY OF YUCAIPA - 995324 - (14209787) Transaction Type Principal Accrued Realized G/L Realized G/L Sale Trade Settle Security Description CUSIP Par Proceeds Interest Total Cost Amort Cost Method 01/01/22
01/25/22
FHLMC SERIES K721 A2
3137BM6P6
13,957.72
13,957.72
0.00 13,957.72
(118.86)
0.00 DTD 12/01/2015 3.090% 08/01/2022
01/15/22
01/15/22
CARMAX AUTO OWNER TRUST
14313FADI
8,852.05
8,852.05
0.00 8.852.05
1.21 0.00
DTD 07/25/2018 3.130% 06/15/2023
01/16/22
01/16/22
GMCAR 2018-3 A3
362553AD6
5,357.95
5,357.95
0.00 5,357.95
1.25 0.00
DTD 07/18/2018 3.020% 05/16/2023
Transaction Type Sub -Total
28,167.72
28,167.72
0.00 28,167.72
(116.40)
0.00 01/03/22
01/05/22
US TREASURY NOTES
91282CBG5
400,000.00
398,609.38
214.67
398,824.05
(1,078.12)
(1,206.88)
FIFO
DTD 01/31/20210.125% 01/31/2023
01/11/22
01/13/22
US TREASURY NOTES
912828X70
75,000.00
76,628.91
306.63
76,935.54
(2,018.55)
(1,100.17)
FIFO
DTD 05/01/2017 2.000% 04/30/2024
01/18/22
01/21/22
US TREASURY NOTES
91282CBU4
50,000.00
49,642.58
19.40 49,661.98
(304.69)
(325.81)
FIFO
DTD 03/31/20210.125% 03/31/2023
01/20/22
01/24/22
US TREASURY N/B NOTES
91282CBT7
60,000.00
58,040.63
143.41
58,184.04
(1,380.46)
(1.473.66)
FIFO
DTD 03/31/20210.750% 03/31/2026
01/21/22
01/24/22
US TREASURY NOTES
912828L57
100,000.00
100,894.53
557.69
101,452.22
4,878.90
1,524.04
FIFO
DTD 09/30/2015 1.750% 09/30/2022
01/26/22
01/28/22
US TREASURY N/B NOTES
91282CBV2
105,000.00
103,404.49
113.58
103,518.07
(1,771.88)
(1,727.95)
FIFO
DTD 04/15/20210.375% 04/15/2024
Transaction Type Sub -Total
790,000.00
787,220.52
1,355.38
788,575.90
(1,674.80)
(4,310.43)
Managed Account Sub -Total 45,130.06 17,931.28 63,061.34 (1,791.20) (4,310.43) Total Security Transactions $45,130.06 $17,931.28 $63,061.34 ($1,791.20) ($4,310.43) PFM Asset Management LLC Account 995324 Page 20
-35-
2/16/22, 8:23 AM
California State Treasurer
Fiona Ma, cpA
Local Agency Investment Fund
P.O. Box 942809
Sacramento, CA 94209-0001
(916) 653-3001
CITY OF YUCAIPA
TREASURER
34272 YUCAIPA BLVD.
YUCAIPA, CA 92399
Account Number: 98-36-999
January 2022 Statement
LAIF Regular Monthly Statement
Tran web
Effective Transaction Confirm Confirm
Date Date Type Number Number
1/14/2022 1/13/2022 QRD 1695665 N/A
Account Summary
February 16, 2022
LAIF Home
PMIA Average Monthly_
Yields
Tran Type Definitions
Authorized Caller
SYSTEM
Total Deposit: 12,326.15 Beginning Balance:
Total Withdrawal: 0.00 Ending Balance:
Amount
12,326.15
21,411,134.44
21,423,460.59
https://Iaifms.treasurer.ca.gov/RegularStatement.aspx 1/1 -36-
Analyzed Business Checking - PF
Account number: _4500 ■ January 1,2022- January 31, 2022 ■ Pagel of 6
CITY OF YUCAIPA
GENERAL OPERATING ACCOUNT
34272 YUCAIPA BLVD
YUCAIPA CA 92399-2434
Account summary
Analyzed Business Checking - PF
Questions?
Call your Customer Service Officer or Client Services
1 -800 -AT WELLS (1-800-289-3557)
5:00 AM TO 6:00 PM Pacific Time Monday - Friday
Online. wellsfargo.com
Write. Wells Fargo Bank, N.A. (114)
P.O. Box 6995
Portland, OR 97228-6995
Aacountnumber Beginning balance Total credits Total debits Ending balance _4500 $12,806,032.36 5,006,725.53 -$1,281,006.96 16,531,750.93 =a -37-