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Item No. 07 - Investment Report 03-2023
Page 1 of 1 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Jason Simpson, City Manager Prepared by:Shannon Buckley, Assistant City Manager Date:April 25, 2023 Subject:CC Investment Report for March 2023 Recommendation Receive and file the Investment Report for March 2023. Discussion The Investment Report lists all funds invested for the City as the date shown on the report. Fiscal Impact No fiscal impact. Attachments Attachment 1- Investment Report for March 2023 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 873,965$ 57,752$ (169,246)$ 762,471$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 873,965 57,752 (169,246) 764,771 INVESTMENTS Local Agency Investment Funds 67,511,627 - - 67,511,627 CAMP Investments: CAMP Pool Account 15,909 - - 15,909 U.S. Treasury Bond / Note 28,410,332 - - 28,410,332 Supra-National Agency Bond / Note 1,377,948 - - 1,377,948 Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 262,383 - - 262,383 Federal Agency Bond / Note 5,011,578 - - 5,011,578 Corporate Note 11,424,535 - - 11,424,535 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 2,692,368 - - 2,692,368 Sub-total Investments 119,142,702 - - 119,142,702 Market Value Adjustment: Unrealized Gain/(Loss) at 12/31/2022 (3,182,321) - - (3,182,321) Total Investments 115,960,381 - - 115,960,381 Total Pooled Cash and Investments 116,834,346$ 57,752$ (169,246)$ 116,725,152$ TOTAL POOLED CASH AND INVESTMENTS 116,725,152$ 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 April 14, 2023 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 March 31, 2023 FUND NO FUND NAME AMOUNT 100 General 20,308,467$ 102 Measure Z 17,308,741 106 Affordable Housing In Lieu 619,900 107 Developer Agreement Revenue 59,485 108 American Rescue Plan 9,665,915 109 Road Maintenance and Rehabilitation (SB1) 433,188 110 State Gas Tax 1,011,445 112 Measure A 1,665,512 114 SB1186 CASP Education Program 52,448 117 Community Center DIF 139,309 118 Lake Side Facility DIF 240,112 119 Animal Shelter DIF 15,551 135 Lighting & Landscape Maintenance - Dist. No. 1 869,824 140 Geothermal 11,580 160 PEG Grant 76,333 180 Launch Pointe 1,009,391 202 La Strada RBBD 23,618 203 E.L.S.P. - S.T.I.F. 3,330,507 205 Traffic Impact Fee 302,815 211 Storm Drain C.I.P. 3,048,146 221 Quimby Park C.I.P. 51,811 231 Library C.I.P. 1,304,054 232 City Fire Protection 541,072 300 Insurance Service 1,492,496 305 Information Systems Service 2,428,886 310 Support Service 17,768 315 Fleet Service 391,568 320 Facilities Service 2,320,310 331 CFD 2006-1CC Summerly Improvement Area CC 40,444 332 CFD 2006-1 Improvement Area B, Summerly 26,980 333 CFD 2015-3 Terracina 1,352 334 CFD 2015-5 Trieste - Far West Industries 39,397 335 CFD 2003-2E Canyon Hills Improvement Area E 11,662 336 CFD 2006-1FF Summerly Improvement Area FF 33,530 337 CFD 2016-2 Canyon Hills 156,011 338 CFD 2006-1 IA-JJ Summerly Improvement Area 50,761 339 CFD 2006-1 IA-KK Summerly Improvement Area 21,484 340 CFD 2006-1 IA-EE Summerly Improvement Area 48,399 345 CFD 2003-2 Improvement Area D, Canyon Hills 522,843 346 CFD 2014-1 Southshore 67,313 347 CFD 2006-1 Improvement Area A, Summerly 56,175 350 CFD 98-1 Summerhill 335,343 354 CFD 90-2 Tuscany Hills 606,075 355 RAD 2021-1 Canyon Hills Improvement 268,277 357 CFD 2003-2 Canyon Hills Improvement Area 16,973 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 March 31, 2023 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 March 31, 2023 361 CFD 2022-2 Lakeshore Improvement 13,368 362 CFD 2006-8S Running Deer Estates Services 10,144 363 CFD 2022-3 Lakeside 20,166 366 CFD 2005-6 City Center Townhomes 84,727 368 CFD 2006-2 Viscaya 135,214 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 406,916 370 CFD 2006-1 IA-HH Summerly Improvement 33,605 371 CFD 2005-1 Serenity 155,586 372 CFD 2005-2 Alberhill Ranch Improvement Area 407,409 374 CFD 2005-4 Lakeview Villas 1,619 375 CFD 2006-4 Clurman 120,438 377 CFD 2006-6 Tessara 18,835 378 CFD 2006-8 Running Deer Estates 28,939 384 CFD 2003-2 Area B Canyon Hills Improvement Area 568,625 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 480,519 386 CFD 2007-4 Mekenna Court 36,924 387 CFD 2007-5 Red Kite 26,116 388 CFD 2007-6 Holiday Inn Express 2,223 389 CFD 88-3 (2008A) West Lake Elsinore Series A 11,423 390 CFD 2003-2 Area C Canyon Hills Improvement Area 80,180 392 CFD 95-1 City Center 19,637 394 CFD 2005-5 (2012A) Wasson Canyon 99,525 395 CFD 2018-1 Wasson Canyon II Improvement Area 4,492 500 Capital Improvement Plan 5,266,193 540 Successor To RDA Diamond Stadium 1,599,313 603 Endowment Trust - Carl Graves 57,897 604 Endowment Trust - Korn Memorial 33,276 605 Public Improvement Trust 1,655,484 606 Mobile Source Air Polution Reduction 253,857 608 Trust Deposit & Pre Paid Expense 1,516,573 617 Successor Agency Housing 25,126,901 620 Cost Recovery System 6,889,059 631 Lake Destratification Equipment Replacement 504,049 655 CFD 2015-1s Law, Fire, Paramedic Services 12,652 Total Pooled Cash & Investments 116,725,152$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.01% 15,909$ U.S. Treasury Bond / Note Unlimited 23.85% 28,410,332$ Supra-National Agency Bond / Note 30% 1.16% 1,377,948$ Municipal Bond / Note Unlimited 1.29% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 0.22% 262,383$ Federal Agency Bond / Note Unlimited 4.21% (1)5,011,578$ Corporate Note 30% 9.59% 11,424,535$ Negotiable Certificates of Deposit 30% 0.76% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 2.26% 2,692,368$ LAIF (Local Agency Investment Funds) $150 Million 56.66% (2)67,511,627$ TOTAL 100.00% 119,142,702$ 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 March 31, 2023 Local Agency Investment Fund March 2.831 February 2.624 January 2.425 0.00005680946709337 0.981389258 LAIF Earnings Ratio(2): LAIF Fair Value Factor(1): PMIA Daily(1):2.29 2.07LAIF Apportionment Rate(2): PMIA Quarter to Date(1):1.98 287PMIA Average Life(1): Treasuries 64.81% Agencies 21.68% Certificates of Deposit/Bank Notes 6.21% Time Deposits 2.62% Commercial Paper 4.25% Corporate Bonds 0.24% Loans 0.19% 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 04/05/23 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 12/31/22 Chart does not include $3,158,000.00 in mortgages, which equates to 0.002%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 02/28/23 $200.5 billion Yield Purchase Date Maturity Rate 2.831% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:70,511,627$ (3,000,000)$ 67,511,627$ 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 March 31, 2023 CAMP Investment Portfolio For the Month Ending March 31, 2023Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 622,218.03 1,559,937.13 (2,166,246.01) 0.00 $15,909.15 CAMP Pool Unsettled Trades 0.00 524.72 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 48,902,312.71 2,156,723.94 (1,511,111.40) 815,550.66 $50,363,475.91 CAMP Managed Account Unsettled Trades 0.00 43,482.58 Cash Dividends and Income March 31, 2023 February 28, 2023 Asset Summary CAMP Pool 15,909.15 622,218.03 CAMP Managed Account 50,363,475.91 48,902,312.71 $50,379,385.06 $49,524,530.74 Total Asset Allocation 0.03% CAMP Pool 99.97% CAMP Managed Account Page 1 For the Month Ending March 31, 2023Managed 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 $622,218.03 1,559,937.13 (2,166,246.01) $15,909.15 524.72 $48,902,312.71 (293,719.26) (1,217,392.14) 2,156,723.94 0.00 815,550.66 $50,363,475.91 $49,524,530.74 $50,379,385.06 47,495.98 (5,819.43) 1,806.03 $43,482.58 251,495.49 1,221,056.23 42,336.40 43,719.26 (2,162,543.37) 603,935.99 0.00 Managed Account Total 51,690,828.28 51,706,737.43 236,084.47 1,221,056.23 295,214.75 42,336.40 (2,162,543.37) (51,002,349.06) (203,046.60) 0.00 236,084.47 3,387,302.24 295,214.75 42,336.40 (3,722,480.50) (51,624,567.09) (203,046.60) 524.72 Total Accrual Basis Earnings $117,581.10 $118,105.82 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending March 31, 2023Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 29,950,000.00 28,122,808.34 55.83 Supra-National Agency Bond / Note 1,380,000.00 1,330,455.57 2.64 Municipal Bond / Note 1,535,000.00 1,449,049.80 2.88 Federal Agency Commercial Mortgage-Backed Security 250,000.00 243,603.55 0.48 Federal Agency Bond / Note 5,025,000.00 4,733,010.18 9.39 Corporate Note 11,420,000.00 10,940,837.65 21.72 Certificate of Deposit 900,000.00 902,878.65 1.79 Asset-Backed Security 2,692,674.37 2,640,832.17 5.24 Managed Account Sub-Total 53,152,674.37 50,363,475.91 99.97% Accrued Interest 236,084.47 Total Portfolio 53,152,674.37 50,599,560.38 CAMP Pool 15,909.15 15,909.15 0.03 Total Investments 53,168,583.52 50,615,469.53 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 5.24%ABS 1.79% Cert of Deposit 21.72% Corporate Note 9.39% Fed Agy Bond / Note 0.48% Federal Agency Commercial Mortgage-Backed Security 0.03% Joint Powers Authority 2.88% Muni Bond / Note 2.64% Supra-National Agency Bond / Note55.83% 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 1.98% 16.51% 8.78% 22.35% 38.62% 11.76% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 992 2.86% 4.19% Page 3 For the Month Ending March 31, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.04% A 2.22% A+ 5.87% A- 3.71% AA 67.42% AA+ 3.66% AA- 8.83% AAA 0.03% AAAm 2.68% BBB+ 1.54% NR Issuer Summary Percentof HoldingsIssuer Market Value 222,825.15 0.44 ABBOTT LABORATORIES 440,467.03 0.87 AMAZON.COM INC 353,265.42 0.70 AMERICAN EXPRESS CO 388,121.20 0.77 AMERICAN HONDA FINANCE 739,968.45 1.47 APPLE INC 430,807.95 0.86 BANK OF AMERICA CO 448,794.25 0.89 BERKSHIRE HATHAWAY INC 223,161.16 0.44 BMW FINANCIAL SERVICES NA LLC 367,566.75 0.73 BRISTOL-MYERS SQUIBB CO 77,776.70 0.15 CALIFORNIA STATE UNIVERSITY 15,909.15 0.03 CAMP Pool 247,525.53 0.49 CAPITAL ONE FINANCIAL CORP 291,596.64 0.58 CARMAX AUTO OWNER TRUST 205,272.23 0.41 CATERPILLAR INC 96,740.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 376,492.61 0.75 CHARLES SCHWAB 63,522.68 0.13 CINTAS CORPORATION NO. 2 217,125.90 0.43 CITIGROUP INC 94,694.50 0.19 DEERE & COMPANY 183,240.37 0.36 DISCOVER FINANCIAL SERVICES 1,556,053.15 3.09 FANNIE MAE 462,565.20 0.92 FEDERAL HOME LOAN BANKS 288,796.00 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 130,238.44 0.26 FORD CREDIT AUTO OWNER TRUST 2,957,995.38 5.87 FREDDIE MAC 220,095.45 0.44 GENERAL DYNAMICS CORP 356,261.82 0.71 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 118,429.64 0.24 GM FINANCIAL LEASINGTRUST 393,069.60 0.78 GOLDMAN SACHS GROUP INC 171,302.59 0.34 HARLEY-DAVIDSON MOTORCYCLE TRUST 24,187.50 0.05 HOME DEPOT INC 95,414.99 0.19 HONDA AUTO RECEIVABLES Page 4 For the Month Ending March 31, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 131,798.31 0.26 HYUNDAI AUTO RECEIVABLES 222,448.73 0.44 IBM CORP 600,476.32 1.19 INTER-AMERICAN DEVELOPMENT BANK 729,979.25 1.45 INTL BANK OF RECONSTRUCTION AND DEV 465,272.68 0.92 JP MORGAN CHASE & CO 128,746.80 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 735,940.50 1.46 MICROSOFT CORP 395,051.60 0.78 MORGAN STANLEY 732,226.00 1.45 NATIONAL AUSTRALIA BANK LTD 380,961.35 0.76 NATIONAL RURAL UTILITIES CO FINANCE CORP 302,646.50 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 401,768.57 0.80 NISSAN AUTO RECEIVABLES 453,139.65 0.90 NORDEA BANK ABP 166,429.73 0.33 PACCAR FINANCIAL CORP 392,482.80 0.78 PNC FINANCIAL SERVICES GROUP 391,755.41 0.78 Roche Holding AG 119,988.70 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 205,352.00 0.41 STATE OF CALIFORNIA 58,020.60 0.12 STATE OF CONNECTICUT 91,890.00 0.18 STATE OF MINNESOTA 36,981.84 0.07 TARGET CORP 625,894.30 1.24 THE BANK OF NEW YORK MELLON CORPORATION 384,575.60 0.76 THE WALT DISNEY CORPORATION 449,739.00 0.89 TORONTO-DOMINION BANK 892,296.27 1.77 TOYOTA MOTOR CORP 28,122,808.34 55.82 UNITED STATES TREASURY 204,341.18 0.41 UNITEDHEALTH GROUP INC 79,092.50 0.16 UNIVERSITY OF CALIFORNIA 217,997.10 0.43 USAA CAPITAL CORP $50,379,385.06 Total 100.00% Page 5 For the Month Ending March 31, 2023Managed 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 01/31/2022 0.875% 01/31/2024 6,075,964.53 6,082,476.29 9,100.48 6,035,765.62 01/17/2301/13/23AaaAA+ 6,275,000.00 91282CDV0 4.68 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 479,609.40 513,705.66 2,199.59 534,414.06 08/07/2008/05/20AaaAA+ 500,000.00 912828YY0 0.18 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 230,390.62 247,429.40 157.11 245,156.25 04/05/2104/01/21AaaAA+ 250,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 414,703.13 446,700.56 282.81 443,654.30 03/04/2103/01/21AaaAA+ 450,000.00 912828ZW3 0.58 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 136,687.50 148,191.69 141.40 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 318,937.50 346,902.68 329.94 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 364,500.00 391,863.12 377.07 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 410,062.50 447,606.47 424.21 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 592,312.50 638,249.81 612.74 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 751,781.25 818,136.11 777.71 814,236.33 09/07/2109/01/21AaaAA+ 825,000.00 91282CBC4 0.68 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 68,367.19 72,405.77 236.19 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 865,984.37 933,459.82 2,991.71 926,843.75 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 180,375.00 182,059.34 207.18 179,007.81 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 225,468.75 231,328.33 258.98 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03 Page 6 For the Month Ending March 31, 2023Managed 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 07/31/2021 0.625% 07/31/2026 676,406.25 700,274.86 776.93 690,468.75 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 721,500.00 744,516.40 828.73 732,343.75 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 811,687.50 835,003.82 932.32 819,035.16 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 811,687.50 832,301.22 932.32 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 235,078.12 230,341.95 1,892.27 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 916,804.69 911,189.37 7,379.83 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,974,656.25 1,965,728.93 15,895.03 1,954,066.41 12/07/2212/05/22AaaAA+ 2,100,000.00 912828U24 3.92 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 8,932,968.75 8,953,142.66 71,906.07 8,922,578.13 01/17/2301/13/23AaaAA+ 9,500,000.00 912828U24 3.72 US TREASURY N/B NOTES DTD 04/30/2022 2.750% 04/30/2027 1,156,500.00 1,157,064.38 13,856.35 1,155,421.88 02/03/2301/31/23AaaAA+ 1,200,000.00 91282CEN7 3.70 US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 770,375.04 747,395.79 3,646.41 746,531.25 03/06/2303/02/23AaaAA+ 800,000.00 91282CFB2 4.44 136,143.38 28,122,808.34 28,577,474.43 3.40 28,410,332.04 29,950,000.00 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 244,412.25 244,986.80 136.96 244,492.85 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 485,567.00 499,767.33 440.97 498,925.00 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 600,476.32 634,768.05 70.56 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 Page 7 For the Month Ending March 31, 2023Managed 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 Supra-National Agency Bond / Note 648.49 1,330,455.57 1,379,522.18 0.40 1,377,947.95 1,380,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 58,020.60 60,000.00 299.70 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 96,740.00 100,000.00 350.17 100,000.00 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 302,646.50 325,000.00 125.67 325,000.00 12/23/2012/16/20NRNR 325,000.00 650036DT0 0.87 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 79,092.50 85,000.00 283.54 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 60,554.00 65,215.98 204.42 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 79,186.00 85,264.86 267.32 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 149,056.00 160,000.00 503.20 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 91,890.00 100,000.00 105.00 100,000.00 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 119,988.70 130,000.00 184.60 130,000.00 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 128,746.80 140,000.00 180.37 140,000.00 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 77,776.70 85,000.00 305.29 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 205,352.00 200,000.00 430.76 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 3,240.04 1,449,049.80 1,535,480.84 1.60 1,536,023.10 1,535,000.00 Security Type Sub-Total Page 8 For the Month Ending March 31, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Commercial Mortgage-Backed Security FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 243,603.55 254,412.10 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 637.92 243,603.55 254,412.10 1.95 262,382.81 250,000.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 220,536.23 225,005.98 35.94 225,041.09 09/04/2009/02/20AaaAA+ 225,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 514,584.52 524,974.78 83.85 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 316,844.13 324,780.80 186.20 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 340,590.60 349,937.06 352.43 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 315,434.60 324,918.94 279.86 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 290,929.50 299,933.01 243.75 299,703.00 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 325,178.70 349,291.89 811.81 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 325,835.30 349,702.75 966.15 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 390,681.25 424,022.98 309.90 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 320,782.70 349,212.43 131.25 348,362.00 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 137,386.50 149,780.57 42.19 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 640,225.60 698,953.43 58.33 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 Page 9 For the Month Ending March 31, 2023Managed 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 594,000.55 648,784.75 1,300.00 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 4,801.66 4,733,010.18 5,019,299.37 0.42 5,011,577.59 5,025,000.00 Security Type Sub-Total Corporate Note PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 392,482.80 400,427.52 2,644.44 402,848.00 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 99,888.71 104,983.14 28.44 104,947.50 03/18/2103/16/21A2A 105,000.00 808513BN4 0.77 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 199,771.32 209,919.84 452.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 395,051.60 405,183.07 6,544.44 422,916.00 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 388,121.20 399,503.18 2,506.67 398,016.00 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 393,069.60 404,010.23 3,550.56 418,632.00 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 66,240.58 69,997.13 71.46 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 384,575.60 399,536.40 602.78 398,368.00 09/06/1909/03/19A2BBB+ 400,000.00 254687FK7 1.84 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 94,694.50 99,968.69 36.46 99,935.00 09/10/2109/07/21A2A 100,000.00 24422EVU0 0.65 Page 10 For the Month Ending March 31, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 166,429.73 178,423.71 481.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 75,933.12 79,948.17 135.00 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 391,755.41 410,000.00 509.90 410,000.00 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 24,187.50 24,970.74 311.25 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 217,125.90 236,022.50 3,176.25 249,738.75 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 63,522.68 64,990.05 934.38 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 217,997.10 224,477.21 3,164.06 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 220,095.45 237,106.23 2,975.00 252,247.50 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 298,597.95 315,000.00 865.20 315,000.00 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 440,467.03 474,898.68 1,245.56 474,767.25 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 242,419.00 250,000.00 2,722.22 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50 Page 11 For the Month Ending March 31, 2023Managed 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 48,522.25 49,990.44 507.92 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 222,448.73 225,000.00 1,600.00 225,000.00 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 220,001.40 240,067.23 1,453.13 256,918.50 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 222,825.15 240,382.61 387.50 257,845.50 09/28/2009/24/20A1AA- 225,000.00 002824BM1 0.86 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 210,806.55 225,000.00 1,099.69 225,000.00 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 166,674.73 175,000.00 466.74 175,000.00 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 204,341.18 224,755.04 977.50 224,608.50 05/19/2105/17/21A3A+ 225,000.00 91324PEC2 1.19 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 156,920.58 174,964.59 297.74 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 205,272.23 224,140.17 881.88 223,863.75 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 36,981.84 39,948.17 164.67 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 426,122.98 474,192.94 1,758.16 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 Page 12 For the Month Ending March 31, 2023Managed 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 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 735,940.50 722,238.47 3,781.25 721,942.50 03/17/2303/14/23AaaAAA 750,000.00 594918BY9 4.36 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 277,332.30 278,308.03 573.75 277,203.00 01/18/2301/13/23A2BBB+ 300,000.00 025816CS6 4.59 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 448,794.25 467,945.46 485.56 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 276,603.90 285,307.15 4,950.00 284,925.00 02/22/2302/17/23A2A 300,000.00 808513BW4 4.66 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 489,807.00 488,856.67 6,074.44 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 739,968.45 742,425.85 1,186.18 741,062.75 01/23/2301/19/23AaaAA+ 775,000.00 037833DB3 3.94 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 379,041.00 376,246.82 3,805.99 376,282.50 02/10/2302/08/23A1A+ 375,000.00 89236TKQ7 4.55 NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 332,439.10 329,625.67 1,785.00 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 367,566.75 358,439.92 1,665.63 358,263.75 03/13/2303/09/23A2A+ 375,000.00 110122DE5 4.93 66,860.13 10,940,837.65 11,332,201.72 2.80 11,424,534.90 11,420,000.00 Security Type Sub-Total Certificate of Deposit Page 13 For the Month Ending March 31, 2023Managed 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 Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 449,739.00 450,000.00 10,640.00 450,000.00 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 453,139.65 450,000.00 10,230.50 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 20,870.50 902,878.65 900,000.00 5.56 900,000.00 900,000.00 Security Type Sub-Total Asset-Backed Security GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 84,252.35 84,993.92 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 34,177.29 34,998.42 4.38 34,997.05 05/26/2105/18/21NRAAA 35,000.00 380144AD7 0.41 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 55,424.05 57,125.27 9.65 57,122.63 04/28/2104/20/21NRAAA 57,128.64 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 262,799.39 273,070.16 40.05 273,068.26 06/23/2106/15/21AaaAAA 273,072.88 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 268,579.06 278,366.17 32.17 278,354.01 06/14/2106/08/21NRAAA 278,383.99 89190GAC1 0.26 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 95,414.99 99,985.76 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 86,011.81 89,077.39 20.59 89,069.66 04/21/2104/13/21NRAAA 89,088.86 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 76,374.26 79,987.59 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 183,240.37 194,970.93 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 80,596.32 84,998.47 24.08 84,997.83 10/21/2110/13/21AaaAAA 85,000.00 362554AC1 0.68 Page 14 For the Month Ending March 31, 2023Managed 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 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 205,584.83 209,995.77 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 138,969.18 139,974.20 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 275,665.50 274,959.29 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 244,676.21 244,999.88 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 247,525.53 244,964.73 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 171,302.59 169,983.24 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 130,238.44 129,986.45 16.79 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 2,882.35 2,640,832.17 2,692,437.64 2.71 2,692,367.68 2,692,674.37 Security Type Sub-Total 53,152,674.37 51,615,166.07 2.86 236,084.47 51,690,828.28 50,363,475.91 Managed Account Sub-Total Joint Powers Authority CAMP Pool 15,909.15 15,909.15 0.00 15,909.15 NRAAAm 15,909.15 15,909.15 15,909.15 0.00 15,909.15 15,909.15 Liquid Sub-Total $53,168,583.52 $51,631,075.22 $236,084.47 $51,706,737.43 $50,379,385.06 2.86% $50,615,469.53 $236,084.47 Total Investments Accrued Interest Securities Sub-Total Page 15 For the Month Ending March 31, 2023Managed 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 (6,511.76) 40,198.91 6,075,964.53 96.83 CITIGRP 6,275,000.00 91282CDV0US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 4.78 0.83 (34,096.26)(54,804.66) 479,609.40 95.92 WELLS_F 500,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 4.19 1.72 (17,038.78)(14,765.63) 230,390.62 92.16 GOLDMAN 250,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 3.92 2.25 (31,997.43)(28,951.17) 414,703.13 92.16 MERRILL 450,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 3.92 2.25 (11,504.19)(10,365.23) 136,687.50 91.13 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.80 2.74 (27,965.18)(25,921.88) 318,937.50 91.13 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.80 2.74 (27,363.12)(23,468.75) 364,500.00 91.13 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.80 2.74 (37,543.97)(36,105.47) 410,062.50 91.13 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.80 2.74 (45,937.31)(39,939.45) 592,312.50 91.13 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.80 2.74 (66,354.86)(62,455.08) 751,781.25 91.13 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 3.80 2.74 (4,038.58)(3,090.82) 68,367.19 91.16 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 3.82 3.04 (67,475.45)(60,859.38) 865,984.37 91.16 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 3.82 3.04 (1,684.34) 1,367.19 180,375.00 90.19 BMO 200,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.78 3.30 (5,859.58)(781.25) 225,468.75 90.19 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.78 3.30 (23,868.61)(14,062.50) 676,406.25 90.19 BMO 750,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.78 3.30 (23,016.40)(10,843.75) 721,500.00 90.19 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.78 3.30 (23,316.32)(7,347.66) 811,687.50 90.19 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.78 3.30 Page 16 For the Month Ending March 31, 2023Managed 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 (20,613.72)(7,875.00) 811,687.50 90.19 BMO 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 3.78 3.30 4,736.17 6,933.59 235,078.12 94.03 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 3.78 3.48 5,615.32 9,711.92 916,804.69 94.03 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 3.78 3.48 8,927.32 20,589.84 1,974,656.25 94.03 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 3.78 3.48 (20,173.91) 10,390.62 8,932,968.75 94.03 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 3.78 3.48 (564.38) 1,078.12 1,156,500.00 96.38 BNP_PAR 1,200,000.00 91282CEN7US TREASURY N/B NOTES DTD 04/30/2022 2.750% 04/30/2027 3.71 3.84 22,979.25 23,843.79 770,375.04 96.30 BMO 800,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 3.68 4.09 (287,523.70) 4.00 (454,666.09) 28,122,808.34 29,950,000.00 Security Type Sub-Total 2.78 Supra-National Agency Bond / Note (574.55)(80.60) 244,412.25 99.76 TD 245,000.00 459058JV6INTL BK OF RECON AND DEV NOTE DTD 04/20/2021 0.125% 04/20/2023 4.45 0.06 (14,200.33)(13,358.00) 485,567.00 97.11 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 4.81 0.65 (34,291.73)(34,053.78) 600,476.32 94.56 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 4.33 1.48 (47,492.38) 4.53 (49,066.61) 1,330,455.57 1,380,000.00 Security Type Sub-Total 0.91 Municipal Bond / Note (1,979.40)(1,979.40) 58,020.60 96.70 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 4.74 1.24 (3,260.00)(3,260.00) 96,740.00 96.74 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 4.64 1.32 (22,353.50)(22,353.50) 302,646.50 93.12 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 4.58 1.94 Page 17 For the Month Ending March 31, 2023Managed 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 (5,907.50)(5,907.50) 79,092.50 93.05 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 4.34 2.02 (4,661.98)(4,905.55) 60,554.00 93.16 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 4.48 2.22 (6,078.86)(6,377.55) 79,186.00 93.16 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 4.48 2.22 (10,944.00)(10,944.00) 149,056.00 93.16 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 4.48 2.22 (8,110.00)(8,110.00) 91,890.00 91.89 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 4.32 2.32 (10,011.30)(10,011.30) 119,988.70 92.30 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 4.35 2.31 (11,253.20)(11,253.20) 128,746.80 91.96 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 4.43 2.32 (7,223.30)(7,223.30) 77,776.70 91.50 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 4.37 2.55 5,352.00 5,352.00 205,352.00 102.68 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.10 3.61 (86,973.30) 4.43 (86,431.04) 1,449,049.80 1,535,000.00 Security Type Sub-Total 2.29 Federal Agency Commercial Mortgage-Backed Security (10,808.55)(18,779.26) 243,603.55 97.44 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 4.66 1.58 (18,779.26) 4.66 (10,808.55) 243,603.55 250,000.00 Security Type Sub-Total 1.58 Federal Agency Bond / Note (4,469.75)(4,504.86) 220,536.23 98.02 NOMURA 225,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.87 0.44 (10,390.26)(10,242.23) 514,584.52 98.02 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.87 0.44 (7,936.67)(6,943.62) 316,844.13 97.49 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 4.85 0.54 Page 18 For the Month Ending March 31, 2023Managed 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 (9,346.46)(9,094.40) 340,590.60 97.31 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 4.85 0.60 (9,484.34)(9,194.90) 315,434.60 97.06 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 4.85 0.66 (9,003.51)(8,773.50) 290,929.50 96.98 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 4.84 0.68 (24,113.19)(23,085.30) 325,178.70 92.91 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 4.16 2.03 (23,867.45)(23,443.70) 325,835.30 93.10 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 4.15 2.04 (33,341.73)(32,202.25) 390,681.25 91.93 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.08 2.30 (28,429.73)(27,579.30) 320,782.70 91.65 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.06 2.39 (12,394.07)(12,163.50) 137,386.50 91.59 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.05 2.42 (58,727.83)(57,667.40) 640,225.60 91.46 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.03 2.47 (54,784.20)(53,672.45) 594,000.55 91.38 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.02 2.58 (278,567.41) 4.40 (286,289.19) 4,733,010.18 5,025,000.00 Security Type Sub-Total 1.59 Corporate Note (7,944.72)(10,365.20) 392,482.80 98.12 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 5.89 0.72 (5,094.43)(5,058.79) 99,888.71 95.13 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 6.01 0.88 (10,148.52)(10,003.98) 199,771.32 95.13 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 5.23 0.99 (10,131.47)(27,864.40) 395,051.60 98.76 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.06 1.05 Page 19 For the Month Ending March 31, 2023Managed 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 (11,381.98)(9,894.80) 388,121.20 97.03 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 4.89 1.22 (10,940.63)(25,562.40) 393,069.60 98.27 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 5.27 1.00 (3,756.55)(3,753.12) 66,240.58 94.63 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 4.86 1.36 (14,960.80)(13,792.40) 384,575.60 96.14 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 4.59 1.32 (5,274.19)(5,240.50) 94,694.50 94.69 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 4.46 1.44 (11,993.98)(16,464.52) 166,429.73 95.10 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 4.59 1.82 (4,015.05)(3,986.08) 75,933.12 94.92 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.05 1.80 (18,244.59)(18,244.59) 391,755.41 95.55 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 4.55 1.83 (783.24)(768.75) 24,187.50 96.75 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 4.38 1.90 (18,896.60)(32,612.85) 217,125.90 96.50 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 5.10 1.99 (1,467.37)(1,463.02) 63,522.68 97.73 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 4.60 1.92 (6,480.11)(6,267.15) 217,997.10 96.89 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 4.96 2.00 (17,010.78)(32,152.05) 220,095.45 97.82 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 4.59 1.88 Page 20 For the Month Ending March 31, 2023Managed 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 (16,402.05)(16,402.05) 298,597.95 94.79 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.33 1.16 (34,431.65)(34,300.22) 440,467.03 92.73 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 4.34 2.07 (7,581.00)(7,581.00) 242,419.00 96.97 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 4.98 2.11 (1,468.19)(1,464.25) 48,522.25 97.04 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 4.88 2.12 (2,551.27)(2,551.27) 222,448.73 98.87 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 4.52 2.23 (20,065.83)(36,917.10) 220,001.40 97.78 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 4.89 2.24 (17,557.46)(35,020.35) 222,825.15 99.03 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.29 2.13 (14,193.45)(14,193.45) 210,806.55 93.69 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 4.03 1.66 (8,325.27)(8,325.27) 166,674.73 95.24 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.36 1.86 (20,413.86)(20,267.32) 204,341.18 90.82 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.32 2.98 (18,044.01)(18,026.92) 156,920.58 89.67 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 4.60 3.22 (18,867.94)(18,591.52) 205,272.23 91.23 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.24 3.65 Page 21 For the Month Ending March 31, 2023Managed 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 (2,966.33)(2,950.16) 36,981.84 92.45 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.12 3.57 (48,069.96)(47,822.52) 426,122.98 89.71 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.04 3.60 13,702.03 13,998.00 735,940.50 98.13 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 3.83 3.40 (975.73) 129.30 277,332.30 92.44 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 4.68 3.66 (19,151.21)(17,294.75) 448,794.25 94.48 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 3.81 3.72 (8,703.25)(8,321.10) 276,603.90 92.20 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.50 3.49 950.33 1,482.00 489,807.00 97.96 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 4.44 3.86 (2,457.40)(1,094.30) 739,968.45 95.48 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 4.02 3.97 2,794.18 2,758.50 379,041.00 101.08 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 4.37 4.31 2,813.43 3,250.10 332,439.10 94.98 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 4.56 4.27 9,126.83 9,303.00 367,566.75 98.02 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 4.35 4.26 (483,697.25) 4.57 (391,364.07) 10,940,837.65 11,420,000.00 Security Type Sub-Total 2.59 Page 22 For the Month Ending March 31, 2023Managed 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 Certificate of Deposit (261.00)(261.00) 449,739.00 99.94 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.59 3.26 3,139.65 3,139.65 453,139.65 100.70 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.24 2.40 2,878.65 5.41 2,878.65 902,878.65 900,000.00 Security Type Sub-Total 2.83 Asset-Backed Security (741.57)(734.82) 84,252.35 99.12 RBC 85,000.00 36261RAD0GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 0.80 0.21 (821.13)(819.76) 34,177.29 97.65 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 1.53 0.55 (1,701.22)(1,698.58) 55,424.05 97.02 BARCLAY 57,128.64 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.62 0.61 (10,270.77)(10,268.87) 262,799.39 96.24 MITSU 273,072.88 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.85 0.74 (9,787.11)(9,774.95) 268,579.06 96.48 CITIGRP 278,383.99 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.63 0.70 (4,570.77)(4,563.93) 95,414.99 95.42 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.57 1.08 (3,065.58)(3,057.85) 86,011.81 96.55 MERRILL 89,088.86 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.75 0.68 (3,613.33)(3,607.88) 76,374.26 95.47 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 2.24 1.04 (11,730.56)(11,717.88) 183,240.37 93.97 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.40 1.42 (4,402.15)(4,401.51) 80,596.32 94.82 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.24 1.12 (4,410.94)(4,410.21) 205,584.83 97.90 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.54 1.60 (1,005.02)(1,001.85) 138,969.18 99.26 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.66 1.93 Page 23 For the Month Ending March 31, 2023Managed 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 706.21 710.57 275,665.50 100.24 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 4.76 1.90 (323.67)(323.67) 244,676.21 99.87 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 4.66 2.07 2,560.80 2,563.97 247,525.53 101.03 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 4.70 2.34 1,319.35 1,319.71 171,302.59 100.77 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 4.87 2.18 251.99 252.00 130,238.44 100.18 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 4.61 2.25 (51,535.51) 3.39 (51,605.47) 2,640,832.17 2,692,674.37 Security Type Sub-Total 1.48 53,152,674.37 50,363,475.91 (1,251,690.16) (1,327,352.37) 4.19 Managed Account Sub-Total 2.49 Joint Powers Authority 0.00 0.00 15,909.15 1.00 15,909.15 CAMP Pool 0.00 15,909.15 15,909.15 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $50,615,469.53 $236,084.47 $50,379,385.06 Accrued Interest Securities Sub-Total $53,168,583.52 ($1,251,690.16) ($1,327,352.37) 4.19% 2.49 Page 24 For the Month Ending March 31, 2023Managed 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 03/06/23 US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 91282CFB2 (746,531.25)(2,066.30)(748,597.55) 800,000.00 03/02/23 03/13/23 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 110122DE5 (358,263.75)(934.38)(359,198.13) 375,000.00 03/09/23 03/15/23 CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 13063D3N6 (200,000.00) 0.00 (200,000.00) 200,000.00 03/09/23 03/17/23 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 594918BY9 (721,942.50)(2,818.75)(724,761.25) 750,000.00 03/14/23 03/31/23 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 (129,986.44) 0.00 (129,986.44) 130,000.00 03/28/23 (5,819.43) (2,162,543.37)(2,156,723.94) 2,255,000.00 Transaction Type Sub-Total INTEREST 03/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 03/01/23 03/04/23 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 025816CQ0 0.00 900.00 900.00 80,000.00 03/04/23 03/04/23 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 025816CS6 0.00 3,825.00 3,825.00 300,000.00 03/04/23 03/04/23 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 3130AK5E2 0.00 281.25 281.25 150,000.00 03/04/23 03/08/23 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 3137EAEW5 0.00 937.50 937.50 750,000.00 03/08/23 03/10/23 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 24422EVU0 0.00 312.50 312.50 100,000.00 03/10/23 03/10/23 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 771196BT8 0.00 4,370.60 4,370.60 410,000.00 03/10/23 Page 25 For the Month Ending March 31, 2023Managed 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 03/12/23 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 037833DB3 0.00 11,237.50 11,237.50 775,000.00 03/12/23 03/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 40.93 40.93 94,444.15 03/15/23 03/15/23 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 03/15/23 03/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 19.42 19.42 61,330.92 03/15/23 03/15/23 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 03/15/23 03/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 79.57 79.57 289,336.83 03/15/23 03/15/23 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 650036DT0 0.00 1,413.75 1,413.75 325,000.00 03/15/23 03/15/23 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 03/15/23 03/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 64.19 64.19 296,281.73 03/15/23 03/15/23 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 03/15/23 03/15/23 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 002824BM1 0.00 4,359.38 4,359.38 225,000.00 03/15/23 03/15/23 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 084664CZ2 0.00 5,462.50 5,462.50 475,000.00 03/15/23 03/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 03/15/23 03/15/23 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 524.64 524.64 170,000.00 03/15/23 03/15/23 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 14041NGB1 0.00 1,010.63 1,010.63 245,000.00 03/15/23 Page 26 For the Month Ending March 31, 2023Managed 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 03/16/23 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 36265QAD8 0.00 1,104.58 1,104.58 275,000.00 03/16/23 03/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 03/16/23 03/18/23 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 808513BN4 0.00 393.75 393.75 105,000.00 03/18/23 03/20/23 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 03/20/23 03/20/23 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 23.38 23.38 85,000.00 03/20/23 03/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 03/21/23 03/23/23 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 3137EAEX3 0.00 1,312.50 1,312.50 700,000.00 03/23/23 03/23/23 INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 4581X0DZ8 0.00 1,587.50 1,587.50 635,000.00 03/23/23 42,336.40 42,336.40 0.00 7,886,393.63 Transaction Type Sub-Total MATURITY 03/17/23 CREDIT SUISSE NEW YORK CERT DEPOS DTD 03/23/2021 0.590% 03/17/2023 22552G3C2 250,000.00 1,495.49 251,495.49 0.00 0.00 250,000.00 03/17/23 1,495.49 0.00 0.00 251,495.49 250,000.00 250,000.00 Transaction Type Sub-Total PAYDOWNS 03/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 17,897.74 0.00 17,897.74 1.93 0.00 17,897.74 03/15/23 03/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 5,355.29 0.00 5,355.29 1.15 0.00 5,355.29 03/15/23 03/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 4,202.28 0.00 4,202.28 0.44 0.00 4,202.28 03/15/23 Page 27 For the Month Ending March 31, 2023Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method PAYDOWNS 03/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 16,263.95 0.00 16,263.95 0.27 0.00 16,263.95 03/15/23 0.00 0.00 3.79 43,719.26 43,719.26 43,719.26 Transaction Type Sub-Total SELL 03/06/23 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 3137EAEW5 146,293.50 185.42 146,478.92 (3,733.89)(3,711.14)FIFO 150,000.00 03/02/23 03/15/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 192,343.75 207.87 192,551.62 (31.25)(1,178.02)FIFO 200,000.00 03/08/23 03/13/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 384,890.63 396.41 385,287.04 140.63 (2,072.43)FIFO 400,000.00 03/09/23 03/17/23 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 46,576.17 337.02 46,913.19 947.26 552.32 FIFO 50,000.00 03/14/23 03/17/23 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 326,033.21 2,359.11 328,392.32 3,458.99 580.75 FIFO 350,000.00 03/14/23 03/31/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 121,254.88 178.26 121,433.14 1,020.50 102.58 FIFO 125,000.00 03/28/23 3,664.09 (5,725.94) 1,802.24 1,221,056.23 1,217,392.14 1,275,000.00 Transaction Type Sub-Total (645,612.54) 41,676.55 (603,935.99) 1,806.03 (5,725.94)Managed Account Sub-Total Total Security Transactions $1,806.03 ($603,935.99)$41,676.55 ($645,612.54)($5,725.94) Page 28 For the Month Ending March 31, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 622,218.03 Opening Balance 03/06/23 03/06/23 Purchase - Interest 025816CQ0 1.00 900.00 623,118.03 03/06/23 03/06/23 Purchase - Interest 025816CS6 1.00 3,825.00 626,943.03 03/06/23 03/06/23 Purchase - Interest 3130AK5E2 1.00 281.25 627,224.28 03/06/23 03/06/23 Purchase - Principal 3137EAEW5 1.00 146,293.50 773,517.78 03/06/23 03/06/23 Purchase - Interest 3137EAEW5 1.00 185.42 773,703.20 03/06/23 03/06/23 Redemption - Interest 91282CFB2 1.00 (2,066.30) 771,636.90 03/06/23 03/06/23 Redemption - Principal 91282CFB2 1.00 (746,531.25) 25,105.65 03/08/23 03/08/23 Purchase - Interest 3137EAEW5 1.00 937.50 26,043.15 03/10/23 03/10/23 Purchase - Interest 24422EVU0 1.00 312.50 26,355.65 03/10/23 03/10/23 Purchase - Interest 771196BT8 1.00 4,370.60 30,726.25 03/13/23 03/13/23 Purchase - Interest 037833DB3 1.00 11,237.50 41,963.75 03/13/23 03/13/23 Purchase - Interest 91282CDV0 1.00 396.41 42,360.16 03/13/23 03/13/23 Purchase - Principal 91282CDV0 1.00 384,890.63 427,250.79 03/13/23 03/13/23 Redemption - Principal 110122DE5 1.00 (358,263.75) 68,987.04 03/13/23 03/13/23 Redemption - Interest 110122DE5 1.00 (934.38) 68,052.66 03/15/23 03/15/23 Class Action GSE Proceeds Individual Portfolio Interest from 3/13/2023 1.00 805.03 68,857.69 03/15/23 03/15/23 Purchase - Interest 14041NGB1 1.00 1,010.63 69,868.32 03/15/23 03/15/23 Purchase - Interest 002824BM1 1.00 4,359.38 74,227.70 03/15/23 03/15/23 Purchase - Interest 084664CZ2 1.00 5,462.50 79,690.20 03/15/23 03/15/23 Purchase - Interest 650036DT0 1.00 1,413.75 81,103.95 03/15/23 03/15/23 Purchase - Interest 14314QAC8 1.00 40.93 81,144.88 Page 29 For the Month Ending March 31, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 03/15/23 03/15/23 Purchase - Interest 14318MAD1 1.00 694.75 81,839.63 03/15/23 03/15/23 Purchase - Interest 254683CP8 1.00 94.25 81,933.88 03/15/23 03/15/23 Purchase - Interest 41285JAD0 1.00 524.64 82,458.52 03/15/23 03/15/23 Purchase - Interest 44933LAC7 1.00 19.42 82,477.94 03/15/23 03/15/23 Purchase - Interest 44935FAD6 1.00 49.33 82,527.27 03/15/23 03/15/23 Purchase - Interest 65480BAC1 1.00 79.57 82,606.84 03/15/23 03/15/23 Purchase - Interest 65480JAC4 1.00 520.33 83,127.17 03/15/23 03/15/23 Purchase - Interest 89190GAC1 1.00 64.19 83,191.36 03/15/23 03/15/23 Purchase - Interest 891940AC2 1.00 945.29 84,136.65 03/15/23 03/15/23 Purchase - Interest 91282CDV0 1.00 207.87 84,344.52 03/15/23 03/15/23 Purchase - Principal 91282CDV0 1.00 192,343.75 276,688.27 03/15/23 03/15/23 Purchase - Principal 14314QAC8 1.00 5,355.29 282,043.56 03/15/23 03/15/23 Purchase - Principal 44933LAC7 1.00 4,202.28 286,245.84 03/15/23 03/15/23 Purchase - Principal 65480BAC1 1.00 16,263.95 302,509.79 03/15/23 03/15/23 Purchase - Principal 89190GAC1 1.00 17,897.74 320,407.53 03/15/23 03/15/23 Redemption - Principal 13063D3N6 1.00 (200,000.00) 120,407.53 03/16/23 03/16/23 Purchase - Interest 36265QAD8 1.00 1,104.58 121,512.11 03/16/23 03/16/23 Purchase - Interest 362554AC1 1.00 48.17 121,560.28 03/17/23 03/17/23 Purchase - Interest 912828U24 1.00 2,696.13 124,256.41 03/17/23 03/17/23 Purchase - Principal 912828U24 1.00 372,609.38 496,865.79 03/17/23 03/17/23 Purchase - Principal 22552G3C2 1.00 251,495.49 748,361.28 03/17/23 03/17/23 Redemption - Principal 594918BY9 1.00 (721,942.50) 26,418.78 Page 30 For the Month Ending March 31, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 03/17/23 03/17/23 Redemption - Interest 594918BY9 1.00 (2,818.75) 23,600.03 03/20/23 03/20/23 Purchase - Interest 808513BN4 1.00 393.75 23,993.78 03/20/23 03/20/23 Purchase - Interest 380144AD7 1.00 11.96 24,005.74 03/20/23 03/20/23 Purchase - Interest 36261RAD0 1.00 23.38 24,029.12 03/21/23 03/21/23 Purchase - Interest 43815GAC3 1.00 73.33 24,102.45 03/23/23 03/23/23 Purchase - Interest 3137EAEX3 1.00 1,312.50 25,414.95 03/23/23 03/23/23 Purchase - Interest 4581X0DZ8 1.00 1,587.50 27,002.45 03/24/23 03/24/23 IP Fees February 2023 1.00 (3,480.21) 23,522.24 03/24/23 03/24/23 U.S. Bank Fees January 2023 1.00 (222.43) 23,299.81 03/27/23 03/27/23 Purchase - Interest 3137BGK24 1.00 637.92 23,937.73 03/31/23 03/31/23 Purchase - Interest 91282CDV0 1.00 178.26 24,115.99 03/31/23 03/31/23 Purchase - Principal 91282CDV0 1.00 121,254.88 145,370.87 03/31/23 03/31/23 Redemption - Principal 344928AD8 1.00 (129,986.44) 15,384.43 03/31/23 04/03/23 Accrual Income Div Reinvestment - Distributions 1.00 524.72 15,909.15 Page 31 For the Month Ending March 31, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 15,909.15 15,909.15 15,909.15 130,168.89 22,838.37 0.00 (22,894,197.78) 22,863,236.52 46,870.41 524.72 15,909.15 0.00 (2,166,246.01) 1,559,937.13 622,218.03 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 March January-March 4.80% Page 32