Loading...
The URL can be used to link to this page
Your browser does not support the video tag.
Home
My WebLink
About
Item No. 31 - Investment Report November 2022
Page 1 of 1 REPORT TO SUCCESSOR AGENCY BOARD OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To:Honorable Agency Chair and Members of the Successor Agency From:Jason Simpson, Executive Director Prepared by:Shannon Buckley, Assistant Executive Director Date:January 10, 2023 Subject:SA Investment Report for November 2022 Recommendation Receive and file the Investment Report for November 2022. Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Attachments Attachment 1- Investment Report for November 2022. CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 3,303,955$ 405,490$ (21,893)$ 3,687,551$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 3,303,955 405,490 (21,893) 3,689,851 INVESTMENTS Local Agency Investment Funds 69,692,247 - - 69,692,247 CAMP Investments: CAMP Pool Account 53,692 - - 53,692 U.S. Treasury Bond / Note 12,121,987 - - 12,121,987 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 267,936 - - 267,936 Federal Agency Bond / Note 5,161,605 - - 5,161,605 Corporate Note 8,643,030 - - 8,643,030 Certificate of Deposit 1,150,000 - - 1,150,000 Asset-Backed Security 2,254,187 - - 2,254,187 Sub-total Investments 102,058,655 - - 102,058,655 Market Value Adjustment: Unrealized Gain/(Loss) at 09/30/2022 (3,763,096) - - (3,763,096) Total Investments 98,295,559 - - 98,295,559 Total Pooled Cash and Investments 101,599,513$ 405,490$ (21,893)$ 101,985,409$ TOTAL POOLED CASH AND INVESTMENTS 101,985,409$ 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 December 22, 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 November 30, 2022 FUND NO FUND NAME AMOUNT 100 General 9,639,705$ 102 Measure Z 17,420,658 106 Affordable Housing In Lieu 599,503 107 Developer Agreement Revenue 59,032 108 American Rescue Plan 9,824,046 109 Road Maintenance and Rehabilitation (SB1) 782,067 110 State Gas Tax 721,936 112 Measure A 1,401,710 114 SB1186 CASP Education Program 48,516 115 Traffic Safety 8,998 116 City Hall-Public Works DIF 16,221 117 Community Center DIF 130,961 118 Lake Side Facility DIF 227,866 119 Animal Shelter DIF 10,780 135 Lighting & Landscape Maintenance - Dist. No. 1 591,387 140 Geothermal 11,492 160 PEG Grant 71,851 180 Launch Pointe 1,704,130 202 La Strada RBBD 23,438 203 E.L.S.P. - S.T.I.F. 3,305,121 205 Traffic Impact Fee 293,939 211 Storm Drain C.I.P. 3,013,297 221 Quimby Park C.I.P. 63,557 231 Library C.I.P. 1,292,108 232 City Fire Protection 526,927 300 Insurance Service 1,386,733 305 Information Systems Service 2,751,910 310 Support Service 21,400 315 Fleet Service 471,199 320 Facilities Service 2,145,738 337 CFD 2016-2 Canyon Hills 4,420 346 CFD 2014-1 Southshore 66,800 354 CFD 90-2 Tuscany Hills 10,070 361 CFD 2022-2 Lakeshore Improvement 13,266 363 CFD 2022-3 Lakeside 39,869 366 CFD 2005-6 City Center Townhomes 3,318 368 CFD 2006-2 Viscaya 8,879 377 CFD 2006-6 Tessara 5,093 378 CFD 2006-8 Running Deer Estates 5,925 384 CFD 2003-2 Area B Canyon Hills Improvement Area 481 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 November 30, 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 November 30, 2022 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 2,636 500 Capital Improvement Plan 9,236,465 540 Successor To RDA Diamond Stadium 1,890,833 603 Endowment Trust - Carl Graves 56,794 604 Endowment Trust - Korn Memorial 33,022 605 Public Improvement Trust 1,642,865 606 Mobile Source Air Polution Reduction 211,985 608 Trust Deposit & Pre Paid Expense 1,506,666 617 Successor Agency Housing 22,296,713 620 Cost Recovery System 5,911,745 631 Lake Destratification Equipment Replacement 453,751 655 CFD 2015-1s Law, Fire, Paramedic Services 15,267 Total Pooled Cash & Investments 101,985,409$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.05% 53,692$ U.S. Treasury Bond / Note Unlimited 11.88% 12,121,987$ Supra-National Agency Bond / Note 30% 1.35% 1,377,948$ Municipal Bond / Note Unlimited 1.31% 1,336,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.26% 267,936$ Federal Agency Bond / Note Unlimited 5.06% (1)5,161,605$ Corporate Note 30% 8.47% 8,643,030$ Negotiable Certificates of Deposit 30% 1.13% 1,150,000$ Asset-Backed Security / Collaterized Mortgage 20% 2.21% 2,254,187$ LAIF (Local Agency Investment Funds) $150 Million 68.29% (2)69,692,247$ TOTAL 100.00% 102,058,655$ 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 November 30, 2022 Local Agency Investment Fund November 2.007 October 1.772 September 1.513 PMIA Quarter to Date(1):1.29% 304PMIA Average Life(1): 1.35LAIF Apportionment Rate(2): 0.00003699565555327 0.980760962 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):1.63% 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 12/07/22 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 $215.3 billion Yield Purchase Date Maturity Rate 2.007% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:71,692,247$ (2,000,000)$ 69,692,247$ 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 November 30, 2022 CAMP Investment Portfolio For the Month Ending November 30, 2022Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 34,554.95 993,446.45 (974,309.86) 0.00 $53,691.54 CAMP Pool Unsettled Trades 0.00 143.55 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 29,922,662.30 723,773.44 (719,774.70) 296,832.09 $30,223,493.13 CAMP Managed Account Unsettled Trades 0.00 (25,811.89)Cash Dividends and Income November 30, 2022 October 31, 2022 Asset Summary CAMP Pool 53,691.54 34,554.95 CAMP Managed Account 30,223,493.13 29,922,662.30 $30,277,184.67 $29,957,217.25 Total Asset Allocation 0.18% CAMP Pool 99.82% CAMP Managed Account Page 1 For the Month Ending November 30, 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 $34,554.95 993,446.45 (974,309.86) $53,691.54 143.55 $29,922,662.30 (1,567.66) (718,207.04) 723,773.44 0.00 296,832.09 $30,223,493.13 $29,957,217.25 $30,277,184.67 33,547.73 (2,820.65) (56,538.97) ($25,811.89) 0.00 965,051.64 26,683.60 1,567.66 (971,555.65) (21,747.25) 0.00 Managed Account Total 32,174,266.31 32,227,957.85 111,146.54 723,359.21 1,567.66 26,683.60 (726,594.09) (32,202,912.82) (102,288.62) 0.00 111,146.54 1,697,669.07 1,567.66 26,683.60 (1,720,040.54) (32,237,467.77) (102,288.62) 143.55 Total Accrual Basis Earnings $5,227.79 $5,371.34 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2022Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 12,400,000.00 11,289,976.65 37.29 Supra-National Agency Bond / Note 1,380,000.00 1,310,329.87 4.33 Municipal Bond / Note 1,335,000.00 1,218,297.25 4.02 Federal Agency Commercial Mortgage-Backed Security 255,553.39 247,495.93 0.82 Federal Agency Bond / Note 5,175,000.00 4,805,606.13 15.87 Corporate Note 8,490,000.00 8,026,652.07 26.51 Certificate of Deposit 1,150,000.00 1,150,360.05 3.80 Asset-Backed Security 2,254,474.21 2,174,775.18 7.18 Managed Account Sub-Total 32,440,027.60 30,223,493.13 99.82% Accrued Interest 111,146.54 Total Portfolio 32,440,027.60 30,334,639.67 CAMP Pool 53,691.54 53,691.54 0.18 Total Investments 32,493,719.14 30,388,331.21 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.18% ABS 3.80% Cert of Deposit 26.51% Corporate Note 15.87% Fed Agy Bond / Note 0.82% Federal Agency Commercial Mortgage-Backed Security 0.18% Joint Powers Authority 4.02% Muni Bond / Note 4.33% Supra-National Agency Bond / Note 37.29% 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 1.79% 7.64% 14.19% 40.79% 29.09% 6.50% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 952 1.57% 4.35% Page 3 For the Month Ending November 30, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.78% A 1.96% A+ 8.62% A- 0.81% A-2 6.07% AA 57.06% AA+ 3.79% AA- 11.22% AAA 0.18% AAAm 3.53% BBB+ 0.98% NR Issuer Summary Percentof HoldingsIssuer Market Value 220,696.20 0.73 ABBOTT LABORATORIES 435,167.45 1.44 AMAZON.COM INC 75,429.52 0.25 AMERICAN EXPRESS CO 383,785.20 1.27 AMERICAN HONDA FINANCE 508,530.55 1.68 APPLE INC 427,872.38 1.41 BANK OF AMERICA CO 441,614.63 1.46 BERKSHIRE HATHAWAY INC 218,878.91 0.72 BMW FINANCIAL SERVICES NA LLC 75,860.80 0.25 CALIFORNIA STATE UNIVERSITY 53,691.54 0.18 CAMP Pool 245,777.64 0.81 CAPITAL ONE FINANCIAL CORP 309,159.22 1.02 CARMAX AUTO OWNER TRUST 201,954.15 0.67 CATERPILLAR INC 96,015.00 0.32 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 99,628.10 0.33 CHARLES SCHWAB 63,207.37 0.21 CINTAS CORPORATION NO. 2 217,977.30 0.72 CITIGROUP INC 246,693.00 0.81 CREDIT SUISSE GROUP RK 93,224.30 0.31 DEERE & COMPANY 179,256.38 0.59 DISCOVER FINANCIAL SERVICES 1,531,570.65 5.06 FANNIE MAE 455,192.25 1.50 FEDERAL HOME LOAN BANKS 278,804.70 0.92 FLORIDA STATE BOARD OF ADMIN FIN CORP 3,066,339.16 10.12 FREDDIE MAC 219,851.78 0.73 GENERAL DYNAMICS CORP 352,915.76 1.17 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 116,716.09 0.39 GM FINANCIAL LEASINGTRUST 394,030.40 1.30 GOLDMAN SACHS GROUP INC 24,041.53 0.08 HOME DEPOT INC 94,516.27 0.31 HONDA AUTO RECEIVABLES 146,857.06 0.49 HYUNDAI AUTO RECEIVABLES 221,259.15 0.73 IBM CORP Page 4 For the Month Ending November 30, 2022Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 590,591.28 1.95 INTER-AMERICAN DEVELOPMENT BANK 719,738.59 2.38 INTL BANK OF RECONSTRUCTION AND DEV 457,688.32 1.51 JP MORGAN CHASE & CO 126,974.40 0.42 LOS ANGELES COMMUNITY COLLEGE DISTRICT 393,345.20 1.30 MORGAN STANLEY 242,593.75 0.80 NATIONAL AUSTRALIA BANK LTD 48,253.40 0.16 NATIONAL RURAL UTILITIES CO FINANCE CORP 297,999.00 0.98 NEW YORK ST URBAN DEVELOPMENT CORP 418,952.87 1.38 NISSAN AUTO RECEIVABLES 453,730.50 1.50 NORDEA BANK ABP 165,265.80 0.55 PACCAR FINANCIAL CORP 393,689.20 1.30 PNC FINANCIAL SERVICES GROUP 388,709.93 1.28 Roche Holding AG 118,025.70 0.39 SAN JUAN UNIFIED SCHOOL DISTRICT 57,633.00 0.19 STATE OF CONNECTICUT 90,341.00 0.30 STATE OF MINNESOTA 36,617.08 0.12 TARGET CORP 625,821.78 2.07 THE BANK OF NEW YORK MELLON CORPORATION 380,259.60 1.26 THE WALT DISNEY CORPORATION 449,936.55 1.49 TORONTO-DOMINION BANK 537,403.88 1.77 TOYOTA MOTOR CORP 11,289,976.65 37.28 UNITED STATES TREASURY 202,837.05 0.67 UNITEDHEALTH GROUP INC 76,643.65 0.25 UNIVERSITY OF CALIFORNIA 217,642.05 0.72 USAA CAPITAL CORP $30,277,184.67 Total 100.00% Page 5 For the Month Ending November 30, 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 72,082.04 75,389.54 627.72 76,104.49 01/07/2001/02/20AaaAA+ 75,000.00 912828XX3 1.66 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 312,355.48 328,171.97 2,720.11 333,823.24 02/07/2002/03/20AaaAA+ 325,000.00 912828XX3 1.36 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 480,546.90 508,911.29 4,184.78 524,355.47 03/06/2003/02/20AaaAA+ 500,000.00 912828XX3 0.85 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 474,609.40 516,296.89 3,661.68 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 1,898,437.60 2,060,650.17 14,646.74 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 226,601.55 247,050.54 261.55 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 407,882.79 446,214.28 470.79 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 134,273.43 147,973.98 235.39 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 313,304.67 346,529.77 549.25 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 358,062.48 390,883.45 627.72 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 402,820.29 447,318.29 706.18 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 581,851.53 636,835.11 1,020.04 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 738,503.87 817,309.71 1,294.67 814,236.33 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 67,207.04 72,126.75 48.17 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 Page 6 For the Month Ending November 30, 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 851,289.11 931,680.83 610.15 926,843.75 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 177,187.50 180,275.60 417.80 179,007.81 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 221,484.38 229,471.90 522.25 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03 US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 664,453.12 695,330.95 1,566.75 690,468.75 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 708,750.00 738,999.96 1,671.20 732,343.75 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 797,343.75 828,541.59 1,880.10 819,035.16 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 797,343.75 825,570.28 1,880.10 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 278,578.14 274,254.50 265.20 273,773.44 11/04/2211/01/22AaaAA+ 300,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 325,007.83 323,509.19 309.39 322,574.22 10/11/2210/05/22AaaAA+ 350,000.00 912828U24 4.10 40,177.73 11,289,976.65 12,069,296.54 1.57 12,121,987.31 12,400,000.00 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 240,867.59 244,902.74 34.88 244,492.85 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 478,871.00 499,648.54 24.31 498,925.00 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 590,591.28 634,716.17 599.72 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 658.91 1,310,329.87 1,379,267.45 0.40 1,377,947.95 1,380,000.00 Security Type Sub-Total Page 7 For the Month Ending November 30, 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 57,633.00 60,000.00 499.50 60,000.00 06/11/2005/29/20Aa3AA- 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 96,015.00 100,000.00 700.33 100,000.00 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 297,999.00 325,000.00 596.92 325,000.00 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 76,643.65 85,000.00 33.36 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 58,459.05 65,247.77 340.71 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 76,446.45 85,303.85 445.54 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 143,899.20 160,000.00 838.67 160,000.00 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 90,341.00 100,000.00 210.00 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 118,025.70 130,000.00 369.20 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 126,974.40 140,000.00 360.73 140,000.00 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 75,860.80 85,000.00 61.06 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 4,456.02 1,218,297.25 1,335,551.62 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 5,527.37 5,553.39 14.82 5,553.37 12/17/1812/07/18AaaAA+ 5,553.39 3137FKK39 3.20 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 241,968.56 255,287.29 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 Page 8 For the Month Ending November 30, 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 652.74 247,495.93 260,840.68 1.98 267,936.18 255,553.39 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 362,254.50 375,017.51 216.15 375,068.48 09/04/2009/02/20AaaAA+ 375,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 507,156.30 524,955.70 302.60 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 312,126.75 324,646.84 50.78 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 335,608.00 349,902.28 60.76 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 310,818.30 324,878.08 9.03 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 287,077.20 299,900.19 368.75 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 319,959.15 349,176.73 228.47 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 320,674.90 349,654.92 236.98 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 384,775.88 423,882.57 575.52 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 315,838.60 349,103.77 350.00 348,362.00 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 135,233.10 149,750.63 135.94 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 629,844.60 698,813.66 495.83 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 Page 9 For the Month Ending November 30, 2022Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 584,238.85 648,630.12 216.67 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 3,247.48 4,805,606.13 5,168,313.00 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 393,689.20 400,622.00 4,977.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 99,628.10 104,977.34 159.69 104,947.50 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 197,737.05 209,895.03 102.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 393,345.20 406,774.82 1,377.78 422,916.00 07/23/1907/19/19A1A- 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 383,785.20 399,370.47 4,106.67 398,016.00 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 394,030.40 405,311.14 6,117.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 65,357.53 69,996.44 158.96 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 380,259.60 399,427.90 1,769.44 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 93,224.30 99,961.51 140.63 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 165,265.80 179,035.63 1,006.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 Page 10 For the Month Ending November 30, 2022Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 75,429.52 79,939.25 435.00 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 388,709.93 410,000.00 1,966.77 410,000.00 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 24,041.53 24,965.99 86.25 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 217,977.30 237,784.36 701.25 249,738.75 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 63,207.37 64,988.47 186.88 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 217,642.05 224,394.09 632.81 224,264.25 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 508,530.55 550,531.18 343.75 551,105.50 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 219,851.78 239,157.85 350.00 252,247.50 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 293,005.44 315,000.00 1,297.80 315,000.00 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 435,167.45 474,883.24 1,878.89 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 242,593.75 250,000.00 4,180.56 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50 Page 11 For the Month Ending November 30, 2022Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 48,253.40 49,989.00 991.88 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 98,287.80 99,918.35 1,656.81 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 221,259.15 225,000.00 3,100.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 221,775.75 242,204.55 2,906.25 256,918.50 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 220,696.20 242,691.91 1,840.63 257,845.50 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 206,096.63 225,000.00 1,673.44 225,000.00 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 164,682.88 175,000.00 1,223.61 175,000.00 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 202,837.05 224,729.04 115.00 224,608.50 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 128,492.19 144,760.29 738.59 144,678.10 09/13/2109/08/21A1A+ 145,000.00 89236TJK2 1.17 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 153,521.38 174,961.10 662.33 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 Page 12 For the Month Ending November 30, 2022Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 201,954.15 224,064.67 1,519.38 223,863.75 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 36,617.08 39,943.64 294.67 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 428,084.73 474,122.98 3,381.08 473,945.50 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 441,614.63 467,354.32 2,306.39 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 54,386.52 8,026,652.07 8,556,756.56 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 246,693.00 250,000.00 1,061.18 250,000.00 03/23/2103/19/21P-2A-2 250,000.00 22552G3C2 0.59 TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 449,936.55 450,000.00 2,170.00 450,000.00 10/31/2210/27/22A1A 450,000.00 89115B6K1 5.58 NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 453,730.50 450,000.00 1,935.50 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 5,166.68 1,150,360.05 1,150,000.00 4.49 1,150,000.00 1,150,000.00 Security Type Sub-Total Asset-Backed Security GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 83,072.34 84,992.85 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 33,643.75 34,998.17 4.38 34,997.05 05/26/2105/18/21NRAAA 35,000.00 380144AD7 0.41 Page 13 For the Month Ending November 30, 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 71,792.16 74,469.23 12.58 74,466.38 04/28/2104/20/21NRAAA 74,474.21 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 280,734.10 294,996.68 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 310,623.89 324,976.58 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 94,516.27 99,984.08 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 105,471.23 109,984.22 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 75,064.90 79,986.27 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 179,256.38 194,968.15 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 79,641.71 84,998.32 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 203,687.99 209,995.42 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 138,218.77 139,972.13 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 273,274.05 274,956.20 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 245,777.64 244,962.16 943.25 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 2,400.46 2,174,775.18 2,254,240.46 2.10 2,254,186.61 2,254,474.21 Security Type Sub-Total 32,440,027.60 32,312,716.13 1.57 111,146.54 32,174,266.31 30,223,493.13 Managed Account Sub-Total Joint Powers Authority Page 14 For the Month Ending November 30, 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 53,691.54 53,691.54 0.00 53,691.54 NRAAAm 53,691.54 53,691.54 53,691.54 0.00 53,691.54 53,691.54 Liquid Sub-Total $32,493,719.14 $32,366,407.67 $111,146.54 $32,227,957.85 $30,277,184.67 1.57% $30,388,331.21 $111,146.54 Total Investments Accrued Interest Securities Sub-Total Page 15 For the Month Ending November 30, 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 (3,307.50)(4,022.45) 72,082.04 96.11 HSBC 75,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 4.57 1.55 (15,816.49)(21,467.76) 312,355.48 96.11 HSBC 325,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 4.57 1.55 (28,364.39)(43,808.57) 480,546.90 96.11 HSBC 500,000.00 912828XX3US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 4.57 1.55 (41,687.49)(59,804.66) 474,609.40 94.92 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 4.32 2.04 (162,212.57)(232,187.40) 1,898,437.60 94.92 WELLS_F 2,000,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 4.32 2.04 (20,448.99)(18,554.70) 226,601.55 90.64 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.10 2.57 (38,331.49)(35,771.51) 407,882.79 90.64 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.10 2.57 (13,700.55)(12,779.30) 134,273.43 89.52 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.02 3.06 (33,225.10)(31,554.71) 313,304.67 89.52 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.02 3.06 (32,820.97)(29,906.27) 358,062.48 89.52 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.02 3.06 (44,498.00)(43,347.68) 402,820.29 89.52 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.02 3.06 (54,983.58)(50,400.42) 581,851.53 89.52 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.02 3.06 (78,805.84)(75,732.46) 738,503.87 89.52 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.02 3.06 (4,919.71)(4,250.97) 67,207.04 89.61 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.04 3.37 (80,391.72)(75,554.64) 851,289.11 89.61 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.04 3.37 (3,088.10)(1,820.31) 177,187.50 88.59 BMO 200,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.00 3.62 (7,987.52)(4,765.62) 221,484.38 88.59 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.00 3.62 Page 16 For the Month Ending November 30, 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 (30,877.83)(26,015.63) 664,453.12 88.59 BMO 750,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.00 3.62 (30,249.96)(23,593.75) 708,750.00 88.59 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.00 3.62 (31,197.84)(21,691.41) 797,343.75 88.59 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.00 3.62 (28,226.53)(22,218.75) 797,343.75 88.59 BMO 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.00 3.62 4,323.64 4,804.70 278,578.14 92.86 BMO 300,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 3.97 3.82 1,498.64 2,433.61 325,007.83 92.86 BMO 350,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 3.97 3.82 (832,010.66) 4.12 (779,319.89) 11,289,976.65 12,400,000.00 Security Type Sub-Total 2.94 Supra-National Agency Bond / Note (4,035.15)(3,625.26) 240,867.59 98.31 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 4.54 0.39 (20,777.54)(20,054.00) 478,871.00 95.77 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 4.70 0.98 (44,124.89)(43,938.82) 590,591.28 93.01 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 4.56 1.81 (67,618.08) 4.61 (68,937.58) 1,310,329.87 1,380,000.00 Security Type Sub-Total 1.24 Municipal Bond / Note (2,367.00)(2,367.00) 57,633.00 96.06 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 4.60 1.56 (3,985.00)(3,985.00) 96,015.00 96.02 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 4.61 1.64 (27,001.00)(27,001.00) 297,999.00 91.69 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 4.74 2.27 (8,356.35)(8,356.35) 76,643.65 90.17 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.19 2.35 Page 17 For the Month Ending November 30, 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 (6,788.72)(7,000.50) 58,459.05 89.94 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.48 2.54 (8,857.40)(9,117.10) 76,446.45 89.94 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.48 2.54 (16,100.80)(16,100.80) 143,899.20 89.94 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.48 2.54 (9,659.00)(9,659.00) 90,341.00 90.34 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 4.51 2.64 (11,974.30)(11,974.30) 118,025.70 90.79 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 4.56 2.64 (13,025.60)(13,025.60) 126,974.40 90.70 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 4.51 2.64 (9,139.20)(9,139.20) 75,860.80 89.25 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 4.86 2.89 (117,725.85) 4.87 (117,254.37) 1,218,297.25 1,335,000.00 Security Type Sub-Total 2.39 Federal Agency Commercial Mortgage-Backed Security (26.02)(26.00) 5,527.37 99.53 CSFB 5,553.39 3137FKK39FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 4.01 0.63 (13,318.73)(20,414.25) 241,968.56 96.79 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 4.75 1.89 (20,440.25) 4.73 (13,344.75) 247,495.93 255,553.39 Security Type Sub-Total 1.86 Federal Agency Bond / Note (12,763.01)(12,813.98) 362,254.50 96.60 NOMURA 375,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.79 0.77 (17,799.40)(17,670.45) 507,156.30 96.60 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.79 0.77 (12,520.09)(11,661.00) 312,126.75 96.04 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 4.79 0.88 (14,294.28)(14,077.00) 335,608.00 95.89 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 4.81 0.93 Page 18 For the Month Ending November 30, 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 (14,059.78)(13,811.20) 310,818.30 95.64 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 4.81 0.99 (12,822.99)(12,625.80) 287,077.20 95.69 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 4.66 1.01 (29,217.58)(28,304.85) 319,959.15 91.42 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 4.35 2.36 (28,980.02)(28,604.10) 320,674.90 91.62 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 4.35 2.38 (39,106.69)(38,107.62) 384,775.88 90.54 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.20 2.63 (33,265.17)(32,523.40) 315,838.60 90.24 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.19 2.72 (14,517.53)(14,316.90) 135,233.10 90.16 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.19 2.75 (68,969.06)(68,048.40) 629,844.60 89.98 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.19 2.80 (64,391.27)(63,434.15) 584,238.85 89.88 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.20 2.92 (355,998.85) 4.47 (362,706.87) 4,805,606.13 5,175,000.00 Security Type Sub-Total 1.89 Corporate Note (6,932.80)(9,158.80) 393,689.20 98.42 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 4.93 1.04 (5,349.24)(5,319.40) 99,628.10 94.88 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 4.86 1.21 (12,157.98)(12,038.25) 197,737.05 94.16 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 4.85 1.32 (13,429.62)(29,570.80) 393,345.20 98.34 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.11 1.39 (15,585.27)(14,230.80) 383,785.20 95.95 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.11 1.54 Page 19 For the Month Ending November 30, 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 (11,280.74)(24,601.60) 394,030.40 98.51 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 4.82 1.31 (4,638.91)(4,636.17) 65,357.53 93.37 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 4.86 1.69 (19,168.30)(18,108.40) 380,259.60 95.06 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 4.72 1.64 (6,737.21)(6,710.70) 93,224.30 93.22 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 4.64 1.77 (13,769.83)(17,628.45) 165,265.80 94.44 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 4.50 2.14 (4,509.73)(4,489.68) 75,429.52 94.29 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 4.95 2.12 (21,290.07)(21,290.07) 388,709.93 94.81 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 4.56 2.14 (924.46)(914.72) 24,041.53 96.17 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 4.42 2.23 (19,807.06)(31,761.45) 217,977.30 96.88 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 4.68 2.33 (1,781.10)(1,778.33) 63,207.37 97.24 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 4.67 2.26 (6,752.04)(6,622.20) 217,642.05 96.73 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 4.82 2.34 (42,000.63)(42,574.95) 508,530.55 92.46 04/11/25GOLDMAN 550,000.00 037833DT4APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 4.41 2.34 (19,306.07)(32,395.72) 219,851.78 97.71 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 4.49 2.22 Page 20 For the Month Ending November 30, 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 (21,994.56)(21,994.56) 293,005.44 93.02 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.77 1.49 (39,715.79)(39,599.80) 435,167.45 91.61 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 4.37 2.39 (7,406.25)(7,406.25) 242,593.75 97.04 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 4.76 2.40 (1,735.60)(1,733.10) 48,253.40 96.51 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 4.93 2.40 (1,630.55)(1,617.20) 98,287.80 98.29 MERRILL 100,000.00 89236TKC8TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/30/2022 3.950% 06/30/2025 4.66 2.44 (3,740.85)(3,740.85) 221,259.15 98.34 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 4.67 2.51 (20,428.80)(35,142.75) 221,775.75 98.57 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 4.45 2.53 (21,995.71)(37,149.30) 220,696.20 98.09 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.61 2.42 (18,903.37)(18,903.37) 206,096.63 91.60 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 4.54 1.98 (10,317.12)(10,317.12) 164,682.88 94.10 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.58 2.17 (21,891.99)(21,771.45) 202,837.05 90.15 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.24 3.31 (16,268.10)(16,185.91) 128,492.19 88.62 JPM_CHA 145,000.00 89236TJK2TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 06/18/2021 1.125% 06/18/2026 4.64 3.47 Page 21 For the Month Ending November 30, 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 (21,439.72)(21,426.12) 153,521.38 87.73 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 4.92 3.53 (22,110.52)(21,909.60) 201,954.15 89.76 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.46 3.95 (3,326.56)(3,314.92) 36,617.08 91.54 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.20 3.87 (46,038.25)(45,860.77) 428,084.73 90.12 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 4.69 3.89 (25,739.69)(24,474.37) 441,614.63 92.97 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.10 4.01 (616,377.93) 4.62 (530,104.49) 8,026,652.07 8,490,000.00 Security Type Sub-Total 2.30 Certificate of Deposit (3,307.00)(3,307.00) 246,693.00 98.68 CSFB 250,000.00 22552G3C2CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 5.06 0.31 (63.45)(63.45) 449,936.55 99.99 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.58 3.60 3,730.50 3,730.50 453,730.50 100.83 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.22 2.73 360.05 5.33 360.05 1,150,360.05 1,150,000.00 Security Type Sub-Total 2.55 Asset-Backed Security (1,920.51)(1,914.83) 83,072.34 97.73 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 1.37 0.53 (1,354.42)(1,353.30) 33,643.75 96.13 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 2.02 0.85 Page 22 For the Month Ending November 30, 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 (2,677.07)(2,674.22) 71,792.16 96.40 BARCLAY 74,474.21 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.70 0.70 (14,262.58)(14,260.91) 280,734.10 95.16 MITSU 295,000.00 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 2.06 0.94 (14,352.69)(14,341.11) 310,623.89 95.58 CITIGRP 325,000.00 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.79 0.85 (5,467.81)(5,462.65) 94,516.27 94.52 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.70 1.33 (4,512.99)(4,505.07) 105,471.23 95.88 MERRILL 110,000.00 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.84 0.70 (4,921.37)(4,917.24) 75,064.90 93.83 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 2.61 1.27 (15,711.77)(15,701.87) 179,256.38 91.93 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.83 1.74 (5,356.61)(5,356.12) 79,641.71 93.70 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.42 1.30 (6,307.43)(6,307.05) 203,687.99 96.99 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.73 2.03 (1,753.36)(1,752.26) 138,218.77 98.73 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.78 2.13 (1,682.15)(1,680.88) 273,274.05 99.37 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 4.97 2.16 815.48 816.08 245,777.64 100.32 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 4.88 2.61 (79,411.43) 3.20 (79,465.28) 2,174,775.18 2,254,474.21 Security Type Sub-Total 1.52 32,440,027.60 30,223,493.13 (2,089,223.00) (1,950,773.18) 4.35 Managed Account Sub-Total 2.38 Joint Powers Authority 0.00 0.00 53,691.54 1.00 53,691.54 CAMP Pool 0.00 53,691.54 53,691.54 0.00 0.00 Liquid Sub-Total 0.00 Page 23 For the Month Ending November 30, 2022Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Investments $30,388,331.21 $111,146.54 $30,277,184.67 Accrued Interest Securities Sub-Total $32,493,719.14 ($2,089,223.00) ($1,950,773.18) 4.35% 2.38 Page 24 For the Month Ending November 30, 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 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 11/04/22 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 (273,773.44)(2,820.65)(276,594.09) 300,000.00 11/01/22 11/03/22 NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 65558UYF3 (450,000.00) 0.00 (450,000.00) 450,000.00 11/02/22 (2,820.65) (971,555.65)(968,735.00) 995,000.00 Transaction Type Sub-Total INTEREST 11/01/22 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 13077DQD7 0.00 366.35 366.35 85,000.00 11/01/22 11/01/22 USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 90327QD89 0.00 3,269.53 3,269.53 225,000.00 11/01/22 11/01/22 CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 17252MAP5 0.00 1,108.79 1,108.79 65,000.00 11/01/22 11/25/22 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 11/01/22 11/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 0.00 1.79 1.79 1,026.51 11/01/22 11/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 0.00 14.86 14.86 5,568.75 11/01/22 11/06/22 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 3137EAEZ8 0.00 437.50 437.50 350,000.00 11/06/22 11/07/22 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 3135G06G3 0.00 1,625.00 1,625.00 650,000.00 11/07/22 11/11/22 APPLE INC (CALLABLE) CORP NOTES DTD 05/11/2020 1.125% 05/11/2025 037833DT4 0.00 3,093.75 3,093.75 550,000.00 11/11/22 11/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 23.75 23.75 75,000.00 11/15/22 11/15/22 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 11/15/22 Page 25 For the Month Ending November 30, 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 11/15/22 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 11/15/22 11/15/22 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 81.13 81.13 295,000.00 11/15/22 11/15/22 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 91412HGE7 0.00 375.28 375.28 85,000.00 11/15/22 11/15/22 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 11/15/22 11/15/22 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 47.67 47.67 110,000.00 11/15/22 11/15/22 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 91324PEC2 0.00 1,293.75 1,293.75 225,000.00 11/15/22 11/15/22 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 369550BG2 0.00 3,937.50 3,937.50 225,000.00 11/15/22 11/15/22 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 0.00 6,500.00 6,500.00 650,000.00 11/15/22 11/15/22 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 70.42 70.42 325,000.00 11/15/22 11/15/22 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 11/15/22 11/16/22 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 36265QAD8 0.00 1,251.86 1,251.86 275,000.00 11/16/22 11/16/22 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 11/16/22 11/20/22 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 11/20/22 11/20/22 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 11/20/22 11/21/22 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 11/21/22 11/24/22 INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 459058JM6 0.00 625.00 625.00 500,000.00 11/24/22 Page 26 For the Month Ending November 30, 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 11/27/22 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 3135G06H1 0.00 406.25 406.25 325,000.00 11/27/22 26,683.60 26,683.60 0.00 6,201,595.26 Transaction Type Sub-Total PAYDOWNS 11/25/22 FHMS KP05 A DTD 12/01/2018 3.203% 07/01/2023 3137FKK39 15.36 0.00 15.36 0.00 0.00 15.36 11/01/22 11/25/22 FHMS KJ27 A1 DTD 11/01/2019 2.092% 07/01/2024 3137FQ3V3 1,026.51 0.00 1,026.51 0.03 0.00 1,026.51 11/01/22 11/15/22 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 525.79 0.00 525.79 0.06 0.00 525.79 11/15/22 0.00 0.00 0.09 1,567.66 1,567.66 1,567.66 Transaction Type Sub-Total SELL 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 11/04/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 287,296.88 2,070.65 289,367.53 (17,121.09)(14,334.20)FIFO 300,000.00 11/01/22 11/03/22 US TREASURY NOTES DTD 06/30/2017 2.000% 06/30/2024 912828XX3 430,910.16 3,081.52 433,991.68 (25,716.80)(21,540.52)FIFO 450,000.00 11/02/22 6,864.13 (47,255.74)(56,539.06) 965,051.64 958,187.51 1,000,000.00 Transaction Type Sub-Total (8,979.83) 30,727.08 21,747.25 (56,538.97) (47,255.74)Managed Account Sub-Total Total Security Transactions ($56,538.97)$21,747.25 $30,727.08 ($8,979.83)($47,255.74) Page 27 For the Month Ending November 30, 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 34,554.95 Opening Balance 11/01/22 11/01/22 Purchase - Interest 13077DQD7 1.00 366.35 34,921.30 11/01/22 11/01/22 Purchase - Interest 17252MAP5 1.00 1,108.79 36,030.09 11/01/22 11/01/22 Purchase - Interest 90327QD89 1.00 3,269.53 39,299.62 11/03/22 11/03/22 Purchase - Interest 912828XX3 1.00 3,081.52 42,381.14 11/03/22 11/03/22 Purchase - Interest 912828XX3 1.00 1,711.96 44,093.10 11/03/22 11/03/22 Purchase - Principal 912828XX3 1.00 430,910.16 475,003.26 11/03/22 11/03/22 Purchase - Principal 912828XX3 1.00 239,980.47 714,983.73 11/03/22 11/03/22 Redemption - Principal 14041NGB1 1.00 (244,961.56) 470,022.17 11/03/22 11/03/22 Redemption - Principal 65558UYF3 1.00 (450,000.00) 20,022.17 11/04/22 11/04/22 Purchase - Interest 912828XX3 1.00 2,070.65 22,092.82 11/04/22 11/04/22 Purchase - Principal 912828XX3 1.00 287,296.88 309,389.70 11/04/22 11/04/22 Redemption - Principal 912828U24 1.00 (273,773.44) 35,616.26 11/04/22 11/04/22 Redemption - Interest 912828U24 1.00 (2,820.65) 32,795.61 11/07/22 11/07/22 Purchase - Interest 3137EAEZ8 1.00 437.50 33,233.11 11/07/22 11/07/22 Purchase - Interest 3135G06G3 1.00 1,625.00 34,858.11 11/14/22 11/14/22 Purchase - Interest 037833DT4 1.00 3,093.75 37,951.86 11/15/22 11/15/22 Purchase - Interest 369550BG2 1.00 3,937.50 41,889.36 11/15/22 11/15/22 Purchase - Interest 912828U24 1.00 6,500.00 48,389.36 11/15/22 11/15/22 Purchase - Interest 91324PEC2 1.00 1,293.75 49,683.11 11/15/22 11/15/22 Purchase - Interest 91412HGE7 1.00 375.28 50,058.39 11/15/22 11/15/22 Purchase - Interest 14314QAC8 1.00 47.67 50,106.06 Page 28 For the Month Ending November 30, 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 11/15/22 11/15/22 Purchase - Interest 14318MAD1 1.00 694.75 50,800.81 11/15/22 11/15/22 Purchase - Interest 254683CP8 1.00 94.25 50,895.06 11/15/22 11/15/22 Purchase - Interest 44933LAC7 1.00 23.75 50,918.81 11/15/22 11/15/22 Purchase - Interest 44935FAD6 1.00 49.33 50,968.14 11/15/22 11/15/22 Purchase - Interest 65480BAC1 1.00 81.13 51,049.27 11/15/22 11/15/22 Purchase - Interest 65480JAC4 1.00 520.33 51,569.60 11/15/22 11/15/22 Purchase - Interest 89190GAC1 1.00 70.42 51,640.02 11/15/22 11/15/22 Purchase - Principal 44933LAC7 1.00 525.79 52,165.81 11/16/22 11/16/22 Purchase - Interest 362554AC1 1.00 48.17 52,213.98 11/16/22 11/16/22 Purchase - Interest 36265QAD8 1.00 1,251.86 53,465.84 11/21/22 11/21/22 Purchase - Interest 36261RAD0 1.00 23.38 53,489.22 11/21/22 11/21/22 Purchase - Interest 380144AD7 1.00 11.96 53,501.18 11/21/22 11/21/22 Purchase - Interest 43815GAC3 1.00 73.33 53,574.51 11/25/22 11/25/22 Purchase - Interest 459058JM6 1.00 625.00 54,199.51 11/25/22 11/25/22 Purchase - Interest 3137BGK24 1.00 637.92 54,837.43 11/25/22 11/25/22 Purchase - Interest 3137FKK39 1.00 14.86 54,852.29 11/25/22 11/25/22 Purchase - Interest 3137FQ3V3 1.00 1.79 54,854.08 11/25/22 11/25/22 Purchase - Principal 3137FQ3V3 1.00 1,026.51 55,880.59 11/25/22 11/25/22 Purchase - Principal 3137FKK39 1.00 15.36 55,895.95 11/25/22 11/25/22 IP Fees October 2022 1.00 (2,617.60) 53,278.35 11/25/22 11/25/22 U.S. Bank Fees September 2022 1.00 (136.61) 53,141.74 11/28/22 11/28/22 Purchase - Interest 3135G06H1 1.00 406.25 53,547.99 Page 29 For the Month Ending November 30, 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 11/30/22 12/01/22 Accrual Income Div Reinvestment - Distributions 1.00 143.55 53,691.54 53,691.54 53,691.54 53,691.54 44,432.42 1,574.61 0.00 (9,762,658.35) 9,561,173.21 255,176.68 143.55 53,691.54 0.00 (974,309.86) 993,446.45 34,554.95 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 November January-November 3.90% Page 30