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Item No. 15 - SA Investment Report for June 2023
Page 1 of 1 REPORT TO SUCCESSOR AGENCY To:Honorable Chair and Members of the Successor Agency From:Jason Simpson, Executive Director Prepared by:Shannon Buckley, Assistant Executive Director Date:July 25, 2023 Subject:SA Investment Report for June 2023 Recommendation Receive and file the Investment Report for June 2023. 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 June 2023 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT CHECKS BALANCE Bank Accounts: General Checking Account 6,568,738$ 178,117$ (208,923)$ 6,537,932$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 6,568,738 178,117 (208,923) 6,540,232 INVESTMENTS Local Agency Investment Funds 73,059,580 - - 73,059,580 CAMP Investments: CAMP Pool Account 99,539 - - 99,539 U.S. Treasury Bond / Note 25,664,513 - - 25,664,513 Supra-National Agency Bond / Note 1,133,455 - - 1,133,455 Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 1,948,172 - - 1,948,172 Federal Agency Bond / Note 5,011,578 - - 5,011,578 Corporate Note 11,571,470 - - 11,571,470 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 3,993,714 - - 3,993,714 Sub-total Investments 124,918,043 - - 124,918,043 Market Value Adjustment: Unrealized Gain/(Loss) at 03/31/2023 (2,162,400) - - (2,162,400) Total Investments 122,755,644 - - 122,755,644 Total Pooled Cash and Investments 129,324,382$ 178,117$ (208,923)$ 129,295,875$ TOTAL POOLED CASH AND INVESTMENTS 129,295,875$ 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 July 13, 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 June 30, 2023 FUND NO FUND NAME AMOUNT 100 General 20,039,767$ 102 Measure Z 20,647,062 104 Traffic Offender 9,625 105 Misc. General Project 83,375 106 Affordable Housing In Lieu 643,753 107 Developer Agreement Revenue 60,217 108 American Rescue Plan 9,395,048 109 Road Maintenance and Rehabilitation (SB1) 88,509 110 State Gas Tax 1,306,091 112 Measure A 1,499,745 114 SB1186 CASP Education Program 55,709 115 Traffic Safety 65,893 116 City Hall-Public Works DIF 935 117 Community Center DIF 161,104 118 Lake Side Facility DIF 271,769 119 Animal Shelter DIF 28,565 135 Lighting & Landscape Maintenance - Dist. No. 1 1,162,571 140 Geothermal 11,723 160 PEG Grant 80,853 180 Launch Pointe 1,097,078 202 La Strada RBBD 23,908 203 E.L.S.P. - S.T.I.F. 3,371,464 205 Traffic Impact Fee 203,141 211 Storm Drain C.I.P. 3,096,293 221 Quimby Park C.I.P. 88,071 231 Library C.I.P. 1,325,638 232 City Fire Protection 578,022 300 Insurance Service 712,065 305 Information Systems Service 2,679,108 310 Support Service 22,476 315 Fleet Service 445,165 320 Facilities Service 2,203,905 331 CFD 2006-1CC Summerly Improvement Area CC 95,671 332 CFD 2006-1 Improvement Area B, Summerly 102,702 334 CFD 2015-5 Trieste - Far West Industries 76,814 335 CFD 2003-2E Canyon Hills Improvement Area E 92,428 336 CFD 2006-1FF Summerly Improvement Area FF 111,361 337 CFD 2016-2 Canyon Hills 706,160 338 CFD 2006-1 IA-JJ Summerly Improvement Area 165,976 339 CFD 2006-1 IA-KK Summerly Improvement Area 154,391 340 CFD 2006-1 IA-EE Summerly Improvement Area 156,306 345 CFD 2003-2 Improvement Area D, Canyon Hills 849,817 346 CFD 2014-1 Southshore 68,141 347 CFD 2006-1 Improvement Area A, Summerly 154,299 350 CFD 98-1 Summerhill 852,772 351 CFD 2006-1 IA-II Summerly Improvement 162,527 354 CFD 90-2 Tuscany Hills 1,076,640 355 RAD 2021-1 Canyon Hills Improvement 835,112 357 CFD 2003-2 Canyon Hills Improvement Area 470,975 361 CFD 2022-2 Lakeshore Improvement 10,289 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 June 30, 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 June 30, 2023 362 CFD 2006-8S Running Deer Estates Services 24,355 363 CFD 2022-3 Lakeside 6,667 364 CFD 2023-2 Coastal Mission Trail Improvement 40,000 366 CFD 2005-6 City Center Townhomes 153,146 368 CFD 2006-2 Viscaya 311,343 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,187,777 370 CFD 2006-1 IA-HH Summerly Improvement 159,552 371 CFD 2005-1 Serenity 473,119 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,104,378 374 CFD 2005-4 Lakeview Villas 1,048 375 CFD 2006-4 Clurman 3,202 376 CFD 2006-3 La Strada 2 377 CFD 2006-6 Tessara 95,886 378 CFD 2006-8 Running Deer Estates 4,085 384 CFD 2003-2 Area B Canyon Hills Improvement Area 947,868 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,097,208 386 CFD 2007-4 Mekenna Court 77,477 387 CFD 2007-5 Red Kite 72,812 388 CFD 2007-6 Holiday Inn Express 363 390 CFD 2003-2 Area C Canyon Hills Improvement Area 472,274 392 CFD 95-1 City Center 100,993 394 CFD 2005-5 (2012A) Wasson Canyon 196,309 395 CFD 2018-1 Wasson Canyon II Improvement Area 1,598 396 CFD 2018-2 Nichols Ranch Improvement Area 276 397 CFD 2018-3 Village at Lakeshore 159,167 500 Capital Improvement Plan 3,287,758 510 Successor To RDA Area I, II, & III 4,766,673 540 Successor To RDA Diamond Stadium 549,249 603 Endowment Trust - Carl Graves 59,273 604 Endowment Trust - Korn Memorial 33,685 605 Public Improvement Trust 1,675,842 606 Mobile Source Air Polution Reduction 281,243 608 Trust Deposit & Pre Paid Expense 1,565,373 617 Successor Agency Housing 25,934,872 620 Cost Recovery System 5,970,161 631 Lake Destratification Equipment Replacement 505,028 653 CFD 2009-1 Parks & Lighting Service 355,042 655 CFD 2015-1s Law, Fire, Paramedic Services 19,742 Total Pooled Cash & Investments 129,295,875$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.08% 99,539$ U.S. Treasury Bond / Note Unlimited 20.55% 25,664,513$ Supra-National Agency Bond / Note 30% 0.91% 1,133,455$ Municipal Bond / Note Unlimited 1.23% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 1.56% 1,948,172$ Federal Agency Bond / Note Unlimited 4.01% (1)5,011,578$ Corporate Note 30% 9.26% 11,571,470$ Negotiable Certificates of Deposit 30% 0.72% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 3.20% 3,993,714$ LAIF (Local Agency Investment Funds) $150 Million 58.49% (2)73,059,580$ TOTAL 100.00% 124,918,043$ 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 June 30, 2023 Local Agency Investment Fund June 3.167 May 2.993 April 2.870 March 2.831 February 2.624 January 2.425 PMIA Average Life(1):275 LAIF Fair Value Factor(1):0.986510329 PMIA Daily(1):2.87 PMIA Quarter to Date(1):2.63 LAIF Apportionment Rate(2):2.74 LAIF Earnings Ratio(2):0.00007493902135155 LAIF Administrative Cost(1)*:0.34 Treasuries 64.47% Agencies 20.37% Certificates of Deposit/Bank Notes 6.96% Time Deposits 2.89% Commercial Paper 4.87% Corporate Bonds 0.25% 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). *The percentage of administrative cost equals the total administrative cost divided by the quarterly interest earnings. The law provides that administrative costs are not to exceed 5% of quarterly EARNINGS of the fund. However, if the 13 -week Daily Treasury Bill Rate on the last day of the fiscal year is below 1%, then administrative costs shall not exceed 8% of quarterly EARNINGS of the fund for the subseque nt fiscal year. 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 07/05/23 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 03/31/23 Chart does not include $2,938,000.00 in mortgages, which equates to 0.002%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 05/31/23 $179.6 billion Yield Purchase Date Maturity Rate 3.167% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:60,059,580$ 13,000,000$ 73,059,580$ 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 June 30, 2023 CAMP Investment Portfolio For the Month Ending June 30, 2023Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 19,445.64 2,116,482.59 (2,036,389.45) 0.00 $99,538.78 CAMP Pool Unsettled Trades 0.00 273.70 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 50,471,000.19 2,023,709.88 (2,065,487.30) (379,784.21) $50,049,438.56 CAMP Managed Account Unsettled Trades 0.00 10,019.50 Cash Dividends and Income June 30, 2023 May 31, 2023 Asset Summary CAMP Pool 99,538.78 19,445.64 CAMP Managed Account 50,049,438.56 50,471,000.19 $50,148,977.34 $50,490,445.83 Total Asset Allocation 0.20% CAMP Pool 99.80% CAMP Managed Account Page 1 For the Month Ending June 30, 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 $19,445.64 2,116,482.59 (2,036,389.45) $99,538.78 273.70 $50,471,000.19 (78,435.54) (1,987,051.76) 2,023,709.88 0.00 (379,784.21) $50,049,438.56 $50,490,445.83 $50,148,977.34 50,721.59 (8,491.30) (32,210.79) $10,019.50 0.00 1,993,054.00 44,719.35 78,435.54 (2,032,201.18) (84,007.71) 0.00 Managed Account Total 51,922,252.76 52,021,791.54 224,627.01 1,993,054.00 78,435.54 44,719.35 (2,032,201.18) (51,977,203.83) (183,338.84) 0.00 224,627.01 4,029,443.45 78,435.54 44,719.35 (4,148,683.77) (51,996,649.47) (183,338.84) 273.70 Total Accrual Basis Earnings $70,344.81 $70,618.51 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 30, 2023Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 27,125,000.00 25,080,027.35 50.01 Supra-National Agency Bond / Note 1,135,000.00 1,088,421.68 2.17 Municipal Bond / Note 1,535,000.00 1,439,911.25 2.87 Federal Agency Commercial Mortgage-Backed Security 2,005,000.00 1,901,240.98 3.79 Federal Agency Bond / Note 5,025,000.00 4,731,554.96 9.43 Corporate Note 11,565,000.00 10,996,344.90 21.93 Certificate of Deposit 900,000.00 895,777.34 1.79 Asset-Backed Security 3,994,229.88 3,916,160.10 7.81 Managed Account Sub-Total 53,284,229.88 50,049,438.56 99.80% Accrued Interest 224,627.01 Total Portfolio 53,284,229.88 50,274,065.57 CAMP Pool 99,538.78 99,538.78 0.20 Total Investments 53,383,768.66 50,373,604.35 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 7.81%ABS 1.79% Cert of Deposit 21.93% Corporate Note 9.43% Fed Agy Bond / Note 3.79% Federal Agency Commercial Mortgage-Backed Security 0.20% Joint Powers Authority 2.87% Muni Bond / Note 2.17% Supra-National Agency Bond / Note50.01% 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 5.21% 8.58% 11.50% 18.92% 43.08% 12.71% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1002 2.91% 4.76% Page 3 For the Month Ending June 30, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.31% A 2.37% A+ 7.51% A- 3.70% AA 64.93% AA+ 3.63% AA- 10.45% AAA 0.20% AAAm 1.91% BBB+ 1.99% NR Issuer Summary Percentof HoldingsIssuer Market Value 219,933.90 0.44 ABBOTT LABORATORIES 438,335.70 0.87 AMAZON.COM INC 537,732.35 1.07 AMERICAN EXPRESS CO 387,818.00 0.77 AMERICAN HONDA FINANCE 727,032.15 1.45 APPLE INC 596,847.43 1.19 BANK OF AMERICA CO 443,520.33 0.88 BERKSHIRE HATHAWAY INC 222,079.17 0.44 BMW FINANCIAL SERVICES NA LLC 364,047.75 0.73 BRISTOL-MYERS SQUIBB CO 77,533.60 0.15 CALIFORNIA STATE UNIVERSITY 99,538.78 0.20 CAMP Pool 724,461.16 1.44 CAPITAL ONE FINANCIAL CORP 275,189.41 0.55 CARMAX AUTO OWNER TRUST 203,145.08 0.41 CATERPILLAR INC 96,663.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 377,541.80 0.75 CHARLES SCHWAB 62,752.17 0.13 CINTAS CORPORATION NO. 2 216,426.60 0.43 CITIGROUP INC 94,533.80 0.19 DEERE & COMPANY 844,943.83 1.68 DISCOVER FINANCIAL SERVICES 1,548,718.98 3.09 FANNIE MAE 459,509.25 0.92 FEDERAL HOME LOAN BANKS 287,224.30 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,407.21 0.26 FORD CREDIT AUTO OWNER TRUST 4,624,567.71 9.22 FREDDIE MAC 218,419.43 0.44 GENERAL DYNAMICS CORP 352,793.17 0.70 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 34,645.31 0.07 GM FINANCIAL LEASINGTRUST 392,475.20 0.78 GOLDMAN SACHS GROUP INC 168,592.93 0.34 HARLEY-DAVIDSON MOTORCYCLE TRUST 23,930.10 0.05 HOME DEPOT INC 96,140.85 0.19 HONDA AUTO RECEIVABLES Page 4 For the Month Ending June 30, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 120,150.11 0.24 HYUNDAI AUTO RECEIVABLES 219,920.40 0.44 IBM CORP 598,427.18 1.19 INTER-AMERICAN DEVELOPMENT BANK 489,994.50 0.98 INTL BANK OF RECONSTRUCTION AND DEV 465,253.01 0.93 JP MORGAN CHASE & CO 59,106.90 0.12 LOCKHEED MARTIN CORP 128,535.40 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 721,335.00 1.44 MICROSOFT CORP 394,123.60 0.79 MORGAN STANLEY 718,941.25 1.43 NATIONAL AUSTRALIA BANK LTD 373,547.45 0.74 NATIONAL RURAL UTILITIES CO FINANCE CORP 300,485.25 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 353,538.39 0.70 NISSAN AUTO RECEIVABLES 446,081.40 0.89 NORDEA BANK ABP 165,232.73 0.33 PACCAR FINANCIAL CORP 395,134.00 0.79 PNC FINANCIAL SERVICES GROUP 389,790.69 0.78 Roche Holding AG 119,705.30 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 200,784.00 0.40 STATE OF CALIFORNIA 58,098.00 0.12 STATE OF CONNECTICUT 91,710.00 0.18 STATE OF MINNESOTA 36,601.04 0.07 TARGET CORP 85,101.41 0.17 TEXAS INSTRUMENTS INC 628,504.00 1.25 THE BANK OF NEW YORK MELLON CORPORATION 383,641.60 0.77 THE WALT DISNEY CORPORATION 449,695.94 0.90 TORONTO-DOMINION BANK 831,456.13 1.66 TOYOTA MOTOR CORP 25,080,027.35 50.00 UNITED STATES TREASURY 203,450.63 0.41 UNITEDHEALTH GROUP INC 79,172.40 0.16 UNIVERSITY OF CALIFORNIA 215,931.83 0.43 USAA CAPITAL CORP $50,148,977.34 Total 100.00% Page 5 For the Month Ending June 30, 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 2,825,234.52 2,837,571.57 10,584.60 2,789,437.50 01/17/2301/13/23AaaAA+ 2,900,000.00 91282CDV0 4.68 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 380,250.00 409,405.51 19.02 427,531.25 08/07/2008/05/20AaaAA+ 400,000.00 912828YY0 0.18 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 136,992.18 148,628.60 1.02 147,093.75 04/05/2104/01/21AaaAA+ 150,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 135,210.93 148,355.43 1.53 147,052.73 07/07/2107/01/21AaaAA+ 150,000.00 91282CBC4 0.82 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 315,492.17 347,183.14 3.57 344,859.38 06/07/2106/02/21AaaAA+ 350,000.00 91282CBC4 0.70 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 360,562.48 392,599.89 4.08 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 405,632.79 447,823.20 4.59 446,167.97 08/05/2108/03/21AaaAA+ 450,000.00 91282CBC4 0.57 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 585,914.03 639,313.76 6.62 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 743,660.12 818,757.62 8.41 814,236.33 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 67,546.88 72,615.61 94.77 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 855,593.75 934,797.74 1,200.41 926,843.75 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 178,187.50 183,400.84 521.41 179,007.81 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 222,734.38 232,724.48 651.76 226,250.00 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 668,203.12 703,993.01 1,955.28 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74 Page 6 For the Month Ending June 30, 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 712,750.00 748,665.14 2,085.64 732,343.75 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 801,843.75 839,863.85 2,346.34 819,035.16 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 801,843.75 837,363.33 2,346.34 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 231,250.00 231,693.07 638.59 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 901,875.00 915,575.15 2,490.49 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,942,500.00 1,974,957.53 5,364.13 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 8,787,500.00 8,990,728.78 24,266.30 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 1,133,625.00 1,159,686.63 5,559.78 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 353,554.69 362,795.66 4,301.62 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62 US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 754,250.00 750,421.70 9,176.80 746,531.25 03/06/2303/02/23AaaAA+ 800,000.00 91282CFB2 4.44 US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 777,820.31 787,409.59 9,463.57 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 83,096.67 25,080,027.35 25,916,330.83 3.33 25,664,512.71 27,125,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 489,994.50 499,856.67 128.47 498,925.00 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 598,427.18 634,807.07 864.31 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 Page 7 For the Month Ending June 30, 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 992.78 1,088,421.68 1,134,663.74 0.43 1,133,455.10 1,135,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 58,098.00 60,000.00 599.40 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 96,663.00 100,000.00 875.42 100,000.00 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 300,485.25 325,000.00 832.54 325,000.00 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 79,172.40 85,000.00 95.90 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 60,224.45 65,192.07 408.85 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 78,755.05 85,235.54 534.65 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 148,244.80 160,000.00 1,006.40 160,000.00 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 91,710.00 100,000.00 262.50 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 119,705.30 130,000.00 461.50 130,000.00 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 128,535.40 140,000.00 450.92 140,000.00 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 77,533.60 85,000.00 122.12 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 200,784.00 200,000.00 2,853.76 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 8,503.96 1,439,911.25 1,535,427.61 1.59 1,536,023.10 1,535,000.00 Security Type Sub-Total Page 8 For the Month Ending June 30, 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 241,662.97 253,753.90 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 260,239.61 264,507.71 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 515,094.55 528,374.90 1,215.96 526,839.84 04/12/2304/06/23AaaAA+ 550,000.00 3137BSP72 4.02 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 362,853.07 368,656.73 1,059.88 368,303.13 05/24/2305/19/23AaaAA+ 380,000.00 3137BTUM1 4.31 FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 521,390.78 527,331.04 1,486.38 527,033.20 06/13/2306/08/23AaaAA+ 550,000.00 3137F1G44 4.44 5,029.20 1,901,240.98 1,942,624.28 3.97 1,948,172.26 2,005,000.00 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 222,928.20 225,002.58 176.56 225,041.09 09/04/2009/02/20AaaAA+ 225,000.00 3137EAEW5 0.24 FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 520,165.80 524,989.12 411.98 524,826.75 09/04/2009/02/20AaaAA+ 525,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 320,163.35 324,881.54 84.64 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 343,944.30 349,963.21 133.68 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 318,425.58 324,949.68 76.74 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 293,526.60 299,957.69 56.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 323,222.55 349,378.50 374.31 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 323,704.15 349,738.72 419.27 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 Page 9 For the Month Ending June 30, 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 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 387,795.08 424,128.57 708.33 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 318,219.65 349,294.15 459.38 348,362.00 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 136,286.70 149,803.08 182.81 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 634,803.40 699,058.55 714.58 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 588,369.60 648,901.03 487.50 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 4,286.03 4,731,554.96 5,020,046.42 0.41 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 395,134.00 400,281.26 6,144.44 402,848.00 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 101,266.10 104,987.50 225.31 104,947.50 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 201,586.35 209,938.49 189.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 394,123.60 403,985.96 2,669.44 422,916.00 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 387,818.00 399,602.98 106.67 398,016.00 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 392,475.20 403,031.87 7,400.56 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 Page 10 For the Month Ending June 30, 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 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 66,367.49 69,997.65 202.71 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 383,641.60 399,618.00 2,352.78 398,368.00 09/06/1909/03/19A2A- 400,000.00 254687FK7 1.84 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 94,533.80 99,974.08 192.71 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 165,232.73 177,963.50 1,268.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 75,661.20 79,954.88 585.00 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 389,790.69 410,000.00 2,695.20 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 23,930.10 24,974.32 142.50 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 216,426.60 234,697.47 1,320.00 249,738.75 09/01/2008/28/20A3BBB+ 225,000.00 172967JP7 0.88 CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 62,752.17 64,991.24 373.75 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 215,931.83 224,539.73 1,265.63 224,264.25 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 218,419.43 235,563.28 1,006.25 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 Page 11 For the Month Ending June 30, 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 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 299,329.38 315,000.00 216.30 315,000.00 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 438,335.70 474,910.29 295.56 474,767.25 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 241,470.75 250,000.00 534.72 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50 NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 48,106.25 49,991.52 76.67 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 219,920.40 225,000.00 3,850.00 225,000.00 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 218,097.68 238,459.82 3,632.81 256,918.50 08/20/2008/18/20A1A- 225,000.00 06051GFS3 0.93 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 219,933.90 238,645.86 2,567.19 257,845.50 09/28/2009/24/20Aa3AA- 225,000.00 002824BM1 0.86 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 210,101.40 225,000.00 239.06 225,000.00 12/06/2112/01/21A1A- 225,000.00 06051GKE8 1.53 JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 165,923.63 175,000.00 1,602.05 175,000.00 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 203,450.63 224,774.60 330.63 224,608.50 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 155,711.68 174,967.21 844.62 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 Page 12 For the Month Ending June 30, 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 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 203,145.08 224,196.95 1,838.13 223,863.75 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 36,601.04 39,951.57 359.67 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 426,917.65 474,245.55 4,192.53 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 721,335.00 724,033.99 9,968.75 721,942.50 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 273,174.90 279,685.54 2,486.25 277,203.00 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 443,520.33 468,390.03 3,216.81 466,089.00 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 276,275.70 286,222.31 2,475.00 284,925.00 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 477,470.50 489,519.45 1,193.19 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 727,032.15 744,250.01 6,804.93 741,062.75 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 371,703.00 376,181.87 8,141.93 376,282.50 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 325,441.20 330,671.40 4,760.00 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76 Page 13 For the Month Ending June 30, 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 TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 85,101.41 86,990.61 1,477.11 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 364,047.75 359,283.69 5,321.88 358,263.75 03/13/2303/09/23A2A+ 375,000.00 110122DE5 4.93 LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 59,106.90 59,894.20 267.00 59,892.00 05/25/2305/23/23A3A- 60,000.00 539830BZ1 4.49 94,834.07 10,996,344.90 11,479,368.68 2.81 11,571,470.30 11,565,000.00 Security Type Sub-Total Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 449,695.94 450,000.00 17,010.00 450,000.00 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 446,081.40 450,000.00 4,009.25 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 21,019.25 895,777.34 900,000.00 5.56 900,000.00 900,000.00 Security Type Sub-Total Asset-Backed Security GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 34,645.31 34,998.60 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 43,257.25 44,389.49 7.50 44,387.18 04/28/2104/20/21NRAAA 44,391.84 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 216,074.21 222,477.99 32.63 222,476.22 06/23/2106/15/21AaaAAA 222,479.99 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 217,617.52 224,595.55 25.95 224,584.37 06/14/2106/08/21NRAAA 224,608.57 89190GAC1 0.26 Page 14 For the Month Ending June 30, 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 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 96,140.85 99,987.02 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 70,191.00 72,740.92 16.81 72,733.80 04/21/2104/13/21NRAAA 72,749.48 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 76,892.86 79,988.58 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 183,495.96 194,973.03 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 81,344.85 84,998.58 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 204,998.41 209,996.03 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 137,464.18 139,975.76 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 271,448.32 274,961.61 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 242,135.61 244,999.89 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 243,184.53 244,966.67 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 168,592.93 169,984.13 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 128,407.21 129,987.14 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 312,857.70 319,982.28 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 168,648.35 169,961.83 339.29 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 Page 15 For the Month Ending June 30, 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 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 188,896.25 189,983.31 436.94 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 481,276.63 489,889.99 2,225.96 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 348,590.17 349,952.80 143.79 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 6,865.05 3,916,160.10 3,993,791.20 3.56 3,993,713.98 3,994,229.88 Security Type Sub-Total 53,284,229.88 51,758,925.04 2.91 224,627.01 51,922,252.76 50,049,438.56 Managed Account Sub-Total Joint Powers Authority CAMP Pool 99,538.78 99,538.78 0.00 99,538.78 NRAAAm 99,538.78 99,538.78 99,538.78 0.00 99,538.78 99,538.78 Liquid Sub-Total $53,383,768.66 $51,858,463.82 $224,627.01 $52,021,791.54 $50,148,977.34 2.91% $50,373,604.35 $224,627.01 Total Investments Accrued Interest Securities Sub-Total Page 16 For the Month Ending June 30, 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 (12,337.05) 35,797.02 2,825,234.52 97.42 CITIGRP 2,900,000.00 91282CDV0US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 5.41 0.58 (29,155.51)(47,281.25) 380,250.00 95.06 WELLS_F 400,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.21 1.49 (11,636.42)(10,101.57) 136,992.18 91.33 GOLDMAN 150,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.85 2.00 (13,144.50)(11,841.80) 135,210.93 90.14 CITIGRP 150,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.59 2.49 (31,690.97)(29,367.21) 315,492.17 90.14 JPM_CHA 350,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.59 2.49 (32,037.41)(27,406.27) 360,562.48 90.14 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.59 2.49 (42,190.41)(40,535.18) 405,632.79 90.14 JPM_CHA 450,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.59 2.49 (53,399.73)(46,337.92) 585,914.03 90.14 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.59 2.49 (75,097.50)(70,576.21) 743,660.12 90.14 CITIGRP 825,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.59 2.49 (5,068.73)(3,911.13) 67,546.88 90.06 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.52 2.80 (79,203.99)(71,250.00) 855,593.75 90.06 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.52 2.80 (5,213.34)(820.31) 178,187.50 89.09 BMO 200,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.45 3.05 (9,990.10)(3,515.62) 222,734.38 89.09 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.45 3.05 (35,789.89)(22,265.63) 668,203.12 89.09 BMO 750,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.45 3.05 (35,915.14)(19,593.75) 712,750.00 89.09 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.45 3.05 (38,020.10)(17,191.41) 801,843.75 89.09 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.45 3.05 (35,519.58)(17,718.75) 801,843.75 89.09 BMO 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.45 3.05 Page 17 For the Month Ending June 30, 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 (443.07) 3,105.47 231,250.00 92.50 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.42 3.27 (13,700.15)(5,217.77) 901,875.00 92.50 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.42 3.27 (32,457.53)(11,566.41) 1,942,500.00 92.50 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.42 3.27 (203,228.78)(135,078.13) 8,787,500.00 92.50 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.42 3.27 (26,061.63)(21,796.88) 1,133,625.00 94.47 BNP_PAR 1,200,000.00 91282CEN7US TREASURY N/B NOTES DTD 04/30/2022 2.750% 04/30/2027 4.33 3.64 (9,240.97)(8,774.41) 353,554.69 94.28 MORGAN_ 375,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.29 3.84 3,828.30 7,718.75 754,250.00 94.28 BMO 800,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.29 3.84 (9,589.28)(8,958.99) 777,820.31 94.28 HSBC 825,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.29 3.84 (584,485.36) 4.56 (836,303.48) 25,080,027.35 27,125,000.00 Security Type Sub-Total 2.87 Supra-National Agency Bond / Note (9,862.17)(8,930.50) 489,994.50 98.00 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 5.36 0.40 (36,379.89)(36,102.92) 598,427.18 94.24 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 5.40 1.23 (45,033.42) 5.38 (46,242.06) 1,088,421.68 1,135,000.00 Security Type Sub-Total 0.86 Municipal Bond / Note (1,902.00)(1,902.00) 58,098.00 96.83 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 5.29 0.99 (3,337.00)(3,337.00) 96,663.00 96.66 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 5.30 1.07 (24,514.75)(24,514.75) 300,485.25 92.46 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.56 1.69 Page 18 For the Month Ending June 30, 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 (5,827.60)(5,827.60) 79,172.40 93.14 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 4.75 1.78 (4,967.62)(5,235.10) 60,224.45 92.65 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.17 1.97 (6,480.49)(6,808.50) 78,755.05 92.65 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.17 1.97 (11,755.20)(11,755.20) 148,244.80 92.65 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.17 1.97 (8,290.00)(8,290.00) 91,710.00 91.71 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 4.86 2.07 (10,294.70)(10,294.70) 119,705.30 92.08 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 4.89 2.06 (11,464.60)(11,464.60) 128,535.40 91.81 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 4.95 2.07 (7,466.40)(7,466.40) 77,533.60 91.22 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 4.89 2.31 784.00 784.00 200,784.00 100.39 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.73 3.36 (96,111.85) 5.10 (95,516.36) 1,439,911.25 1,535,000.00 Security Type Sub-Total 2.04 Federal Agency Commercial Mortgage-Backed Security (12,090.93)(20,719.84) 241,662.97 96.67 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 5.51 1.35 (4,268.10)(3,373.67) 260,239.61 94.63 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 5.03 2.31 (13,280.35)(11,745.29) 515,094.55 93.65 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 4.87 2.93 (5,803.66)(5,450.06) 362,853.07 95.49 CITIGRP 380,000.00 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 4.81 3.00 (5,940.26)(5,642.42) 521,390.78 94.80 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 4.76 3.44 (46,931.28) 4.93 (41,383.30) 1,901,240.98 2,005,000.00 Security Type Sub-Total 2.80 Page 19 For the Month Ending June 30, 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 (2,074.38)(2,112.89) 222,928.20 99.08 NOMURA 225,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 5.17 0.19 (4,823.32)(4,660.95) 520,165.80 99.08 WELLS_F 525,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 5.17 0.19 (4,718.19)(3,624.40) 320,163.35 98.51 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 5.26 0.30 (6,018.91)(5,740.70) 343,944.30 98.27 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 5.28 0.35 (6,524.10)(6,203.92) 318,425.58 97.98 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 5.31 0.41 (6,431.09)(6,176.40) 293,526.60 97.84 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 5.41 0.43 (26,155.95)(25,041.45) 323,222.55 92.35 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 5.02 1.78 (26,034.57)(25,574.85) 323,704.15 92.49 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 5.02 1.80 (36,333.49)(35,088.42) 387,795.08 91.25 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.90 2.05 (31,074.50)(30,142.35) 318,219.65 90.92 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.87 2.14 (13,516.38)(13,263.30) 136,286.70 90.86 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.85 2.17 (64,255.15)(63,089.60) 634,803.40 90.69 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.83 2.22 (60,531.43)(59,303.40) 588,369.60 90.52 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.81 2.34 (280,022.63) 5.05 (288,491.46) 4,731,554.96 5,025,000.00 Security Type Sub-Total 1.34 Corporate Note (5,147.26)(7,714.00) 395,134.00 98.78 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 5.72 0.47 Page 20 For the Month Ending June 30, 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 (3,721.40)(3,681.40) 101,266.10 96.44 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 5.89 0.63 (8,352.14)(8,188.95) 201,586.35 95.99 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 5.55 0.74 (9,862.36)(28,792.40) 394,123.60 98.53 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.70 0.82 (11,784.98)(10,198.00) 387,818.00 96.95 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.60 0.99 (10,556.67)(26,156.80) 392,475.20 98.12 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 5.77 0.75 (3,630.16)(3,626.21) 66,367.49 94.81 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.61 1.11 (15,976.40)(14,726.40) 383,641.60 95.91 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 5.41 1.07 (5,440.28)(5,401.20) 94,533.80 94.53 HSBC 100,000.00 24422EVU0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 09/10/2021 0.625% 09/10/2024 5.41 1.19 (12,730.77)(17,661.52) 165,232.73 94.42 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.49 1.57 (4,293.68)(4,258.00) 75,661.20 94.58 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.68 1.55 (20,209.31)(20,209.31) 389,790.69 95.07 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.21 1.58 (1,044.22)(1,026.15) 23,930.10 95.72 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.23 1.67 (18,270.87)(33,312.15) 216,426.60 96.19 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 5.52 1.78 Page 21 For the Month Ending June 30, 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 (2,239.07)(2,233.53) 62,752.17 96.54 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.45 1.71 (8,607.90)(8,332.42) 215,931.83 95.97 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.72 1.79 (17,143.85)(33,828.07) 218,419.43 97.08 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.15 1.67 (15,670.62)(15,670.62) 299,329.38 95.03 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.53 0.92 (36,574.59)(36,431.55) 438,335.70 92.28 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.06 1.83 (8,529.25)(8,529.25) 241,470.75 96.59 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.37 1.89 (1,885.27)(1,880.25) 48,106.25 96.21 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.52 1.91 (5,079.60)(5,079.60) 219,920.40 97.74 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.16 1.98 (20,362.14)(38,820.82) 218,097.68 96.93 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.45 1.99 (18,711.96)(37,911.60) 219,933.90 97.75 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.96 1.88 (14,898.60)(14,898.60) 210,101.40 93.38 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 4.43 1.42 (9,076.37)(9,076.37) 165,923.63 94.81 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.70 1.61 Page 22 For the Month Ending June 30, 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 (21,323.97)(21,157.87) 203,450.63 90.42 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.75 2.75 (19,255.53)(19,235.82) 155,711.68 88.98 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.12 2.97 (21,051.87)(20,718.67) 203,145.08 90.29 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.73 3.40 (3,350.53)(3,330.96) 36,601.04 91.50 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.58 3.32 (47,327.90)(47,027.85) 426,917.65 89.88 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.19 3.34 (2,698.99)(607.50) 721,335.00 96.18 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 4.46 3.15 (6,510.64)(4,028.10) 273,174.90 91.06 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 5.25 3.41 (24,869.70)(22,568.67) 443,520.33 93.37 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.25 3.47 (9,946.61)(8,649.30) 276,275.70 92.09 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.67 3.30 (12,048.95)(10,854.50) 477,470.50 95.49 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 5.18 3.68 (17,217.86)(14,030.60) 727,032.15 93.81 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 4.53 3.72 (4,478.87)(4,579.50) 371,703.00 99.12 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 4.84 4.05 Page 23 For the Month Ending June 30, 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 (5,230.20)(3,747.80) 325,441.20 92.98 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 5.13 4.01 (1,889.20)(1,941.99) 85,101.41 100.12 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 4.57 4.08 4,764.06 5,784.00 364,047.75 97.08 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 4.61 4.01 (787.30)(785.10) 59,106.90 98.51 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 4.80 4.41 (575,125.40) 5.07 (483,023.78) 10,996,344.90 11,565,000.00 Security Type Sub-Total 2.36 Certificate of Deposit (304.06)(304.06) 449,695.94 99.93 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.59 3.02 (3,918.60)(3,918.60) 446,081.40 99.13 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.93 2.21 (4,222.66) 5.76 (4,222.66) 895,777.34 900,000.00 Security Type Sub-Total 2.61 Asset-Backed Security (353.29)(351.74) 34,645.31 98.99 SOCGEN 35,000.00 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 0.95 0.23 (1,132.24)(1,129.93) 43,257.25 97.44 BARCLAY 44,391.84 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.56 0.50 (6,403.78)(6,402.01) 216,074.21 97.12 MITSU 222,479.99 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.61 0.61 (6,978.03)(6,966.85) 217,617.52 96.89 CITIGRP 224,608.57 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.59 0.61 Page 24 For the Month Ending June 30, 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 (3,846.17)(3,838.07) 96,140.85 96.14 MERRILL 100,000.00 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.44 0.84 (2,549.92)(2,542.80) 70,191.00 96.48 MERRILL 72,749.48 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.89 0.62 (3,095.72)(3,089.28) 76,892.86 96.12 SMBC 80,000.00 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 2.13 0.81 (11,477.07)(11,462.29) 183,495.96 94.10 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.50 1.18 (3,653.73)(3,652.98) 81,344.85 95.70 JPM_CHA 85,000.00 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.07 0.87 (4,997.62)(4,996.63) 204,998.41 97.62 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.66 1.39 (2,511.58)(2,506.85) 137,464.18 98.19 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.97 1.73 (3,513.29)(3,506.61) 271,448.32 98.71 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.17 1.75 (2,864.28)(2,864.27) 242,135.61 98.83 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 4.94 1.88 (1,782.14)(1,777.03) 243,184.53 99.26 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.14 2.12 (1,391.20)(1,389.95) 168,592.93 99.17 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.26 1.94 (1,579.93)(1,579.23) 128,407.21 98.77 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 4.95 2.11 (7,124.58)(7,123.74) 312,857.70 97.77 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 4.84 2.50 (1,313.48)(1,313.16) 168,648.35 99.20 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 4.97 2.63 (1,087.06)(1,086.90) 188,896.25 99.42 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 5.00 2.63 (8,613.36)(8,611.01) 481,276.63 98.22 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 4.83 2.64 (1,362.63)(1,362.55) 348,590.17 99.60 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 5.02 2.70 Page 25 For the Month Ending June 30, 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 (77,553.88) 4.17 (77,631.10) 3,916,160.10 3,994,229.88 Security Type Sub-Total 1.85 53,284,229.88 50,049,438.56 (1,709,486.48) (1,872,814.20) 4.76 Managed Account Sub-Total 2.46 Joint Powers Authority 0.00 0.00 99,538.78 1.00 99,538.78 CAMP Pool 0.00 99,538.78 99,538.78 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $50,373,604.35 $224,627.01 $50,148,977.34 Accrued Interest Securities Sub-Total $53,383,768.66 ($1,709,486.48) ($1,872,814.20) 4.76% 2.46 Page 26 For the Month Ending June 30, 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 06/06/23 US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 91282CFB2 (786,779.30)(7,896.75)(794,676.05) 825,000.00 06/02/23 06/14/23 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 (189,983.15) 0.00 (189,983.15) 190,000.00 06/07/23 06/13/23 FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 3137F1G44 (527,033.20)(594.55)(527,627.75) 550,000.00 06/08/23 06/16/23 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 (169,961.51) 0.00 (169,961.51) 170,000.00 06/08/23 06/28/23 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 254683CZ6 (349,952.72) 0.00 (349,952.72) 350,000.00 06/21/23 (8,491.30) (2,032,201.18)(2,023,709.88) 2,085,000.00 Transaction Type Sub-Total INTEREST 06/01/23 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 46647PCH7 0.00 1,297.80 1,297.80 315,000.00 06/01/23 06/25/23 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 06/01/23 06/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 06/01/23 06/25/23 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 06/01/23 06/25/23 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,059.88 1,059.88 380,000.00 06/01/23 06/03/23 AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 023135BQ8 0.00 1,900.00 1,900.00 475,000.00 06/03/23 06/04/23 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 3137EAFA2 0.00 375.00 375.00 300,000.00 06/04/23 06/06/23 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 06051GKE8 0.00 1,721.25 1,721.25 225,000.00 06/06/23 06/09/23 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 63254ABE7 0.00 9,762.50 9,762.50 500,000.00 06/09/23 Page 27 For the Month Ending June 30, 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 06/09/23 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 63254ABD9 0.00 4,375.00 4,375.00 250,000.00 06/09/23 06/15/23 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 06/15/23 06/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 33.86 33.86 78,133.52 06/15/23 06/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 52.53 52.53 242,459.20 06/15/23 06/15/23 NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 63743HFE7 0.00 862.50 862.50 50,000.00 06/15/23 06/15/23 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 06/15/23 06/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 65.88 65.88 239,559.41 06/15/23 06/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 15.37 15.37 48,545.97 06/15/23 06/15/23 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 06/15/23 06/15/23 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 06/15/23 06/15/23 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 254683CY9 0.00 1,149.33 1,149.33 320,000.00 06/15/23 06/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 49.33 49.33 80,000.00 06/15/23 06/15/23 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 06/15/23 06/15/23 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 06/15/23 06/15/23 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 06/15/23 06/16/23 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 06/16/23 Page 28 For the Month Ending June 30, 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 06/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 48.17 48.17 85,000.00 06/16/23 06/20/23 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 06/20/23 06/20/23 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 0.00 9.34 9.34 33,967.32 06/20/23 06/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 73.33 73.33 100,000.00 06/21/23 06/27/23 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 02665WCZ2 0.00 4,800.00 4,800.00 400,000.00 06/27/23 06/30/23 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 0.00 5,296.88 5,296.88 2,825,000.00 06/30/23 06/30/23 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 912828YY0 0.00 3,500.00 3,500.00 400,000.00 06/30/23 06/30/23 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 0.00 187.50 187.50 150,000.00 06/30/23 44,719.35 44,719.35 0.00 10,217,665.42 Transaction Type Sub-Total PAYDOWNS 06/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 4,154.13 0.00 4,154.13 0.44 0.00 4,154.13 06/15/23 06/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 17,079.42 0.00 17,079.42 0.29 0.00 17,079.42 06/15/23 06/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 17,850.63 0.00 17,850.63 1.92 0.00 17,850.63 06/15/23 06/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 5,384.04 0.00 5,384.04 1.16 0.00 5,384.04 06/15/23 06/20/23 GMALT 2021-1 A4 DTD 02/24/2021 0.330% 02/20/2025 36261RAD0 33,967.32 0.00 33,967.32 5.12 0.00 33,967.32 06/20/23 0.00 0.00 8.93 78,435.54 78,435.54 78,435.54 Transaction Type Sub-Total SELL Page 29 For the Month Ending June 30, 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 SELL 06/06/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 801,764.65 2,512.60 804,277.25 8,217.78 (3,400.79)FIFO 825,000.00 06/02/23 06/14/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 194,570.31 647.79 195,218.10 2,195.31 (782.26)FIFO 200,000.00 06/07/23 06/13/23 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 413,578.13 509.67 414,087.80 (30,076.17)(33,415.80)FIFO 450,000.00 06/08/23 06/13/23 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 91,906.25 113.26 92,019.51 (6,156.25)(7,156.94)FIFO 100,000.00 06/08/23 06/15/23 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 912828YY0 95,531.25 802.49 96,333.74 (11,351.56)(6,888.66)FIFO 100,000.00 06/08/23 06/16/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 48,656.25 164.36 48,820.61 562.50 (191.95)FIFO 50,000.00 06/15/23 06/28/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 341,044.92 1,252.07 342,296.99 4,388.67 (1,314.99)FIFO 350,000.00 06/21/23 6,002.24 (53,151.39)(32,219.72) 1,993,054.00 1,987,051.76 2,075,000.00 Transaction Type Sub-Total 41,777.42 42,230.29 84,007.71 (32,210.79) (53,151.39)Managed Account Sub-Total Total Security Transactions ($32,210.79)$84,007.71 $42,230.29 $41,777.42 ($53,151.39) Page 30 For the Month Ending June 30, 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 19,445.64 Opening Balance 06/01/23 06/01/23 Purchase - Interest 46647PCH7 1.00 1,297.80 20,743.44 06/05/23 06/05/23 Purchase - Interest 023135BQ8 1.00 1,900.00 22,643.44 06/05/23 06/05/23 Purchase - Interest 3137EAFA2 1.00 375.00 23,018.44 06/06/23 06/06/23 Purchase - Interest 06051GKE8 1.00 1,721.25 24,739.69 06/06/23 06/06/23 Purchase - Principal 91282CDV0 1.00 801,764.65 826,504.34 06/06/23 06/06/23 Purchase - Interest 91282CDV0 1.00 2,512.60 829,016.94 06/06/23 06/06/23 Redemption - Interest 91282CFB2 1.00 (7,896.75) 821,120.19 06/06/23 06/06/23 Redemption - Principal 91282CFB2 1.00 (786,779.30) 34,340.89 06/09/23 06/09/23 Purchase - Interest 63254ABD9 1.00 4,375.00 38,715.89 06/09/23 06/09/23 Purchase - Interest 63254ABE7 1.00 9,762.50 48,478.39 06/13/23 06/13/23 Purchase - Interest 912828ZW3 1.00 622.93 49,101.32 06/13/23 06/13/23 Purchase - Principal 912828ZW3 1.00 505,484.38 554,585.70 06/13/23 06/13/23 Redemption - Principal 3137F1G44 1.00 (527,033.20) 27,552.50 06/13/23 06/13/23 Redemption - Interest 3137F1G44 1.00 (594.55) 26,957.95 06/14/23 06/14/23 Purchase - Interest 91282CDV0 1.00 647.79 27,605.74 06/14/23 06/14/23 Purchase - Principal 91282CDV0 1.00 194,570.31 222,176.05 06/14/23 06/14/23 Redemption - Principal 02582JJZ4 1.00 (189,983.15) 32,192.90 06/15/23 06/15/23 Purchase - Interest 63743HFE7 1.00 862.50 33,055.40 06/15/23 06/15/23 Purchase - Interest 891940AC2 1.00 945.29 34,000.69 06/15/23 06/15/23 Purchase - Interest 89190GAC1 1.00 52.53 34,053.22 06/15/23 06/15/23 Purchase - Interest 65480JAC4 1.00 520.33 34,573.55 Page 31 For the Month Ending June 30, 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 06/15/23 06/15/23 Purchase - Interest 65480BAC1 1.00 65.88 34,639.43 06/15/23 06/15/23 Purchase - Interest 44935FAD6 1.00 49.33 34,688.76 06/15/23 06/15/23 Purchase - Interest 44933LAC7 1.00 15.37 34,704.13 06/15/23 06/15/23 Purchase - Interest 41285JAD0 1.00 715.42 35,419.55 06/15/23 06/15/23 Purchase - Interest 344928AD8 1.00 503.75 35,923.30 06/15/23 06/15/23 Purchase - Interest 254683CY9 1.00 1,149.33 37,072.63 06/15/23 06/15/23 Purchase - Interest 254683CP8 1.00 94.25 37,166.88 06/15/23 06/15/23 Purchase - Interest 14318MAD1 1.00 694.75 37,861.63 06/15/23 06/15/23 Purchase - Interest 14314QAC8 1.00 33.86 37,895.49 06/15/23 06/15/23 Purchase - Interest 14041NGB1 1.00 1,010.63 38,906.12 06/15/23 06/15/23 Purchase - Principal 912828YY0 1.00 95,531.25 134,437.37 06/15/23 06/15/23 Purchase - Interest 912828YY0 1.00 802.49 135,239.86 06/15/23 06/15/23 Purchase - Principal 14314QAC8 1.00 5,384.04 140,623.90 06/15/23 06/15/23 Purchase - Principal 44933LAC7 1.00 4,154.13 144,778.03 06/15/23 06/15/23 Purchase - Principal 65480BAC1 1.00 17,079.42 161,857.45 06/15/23 06/15/23 Purchase - Principal 89190GAC1 1.00 17,850.63 179,708.08 06/16/23 06/16/23 Purchase - Interest 362554AC1 1.00 48.17 179,756.25 06/16/23 06/16/23 Purchase - Interest 36265QAD8 1.00 1,104.58 180,860.83 06/16/23 06/16/23 Purchase - Interest 91282CDV0 1.00 164.36 181,025.19 06/16/23 06/16/23 Purchase - Principal 91282CDV0 1.00 48,656.25 229,681.44 06/16/23 06/16/23 Redemption - Principal 05522RDG0 1.00 (169,961.51) 59,719.93 06/20/23 06/20/23 Purchase - Interest 36261RAD0 1.00 9.34 59,729.27 Page 32 For the Month Ending June 30, 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 06/20/23 06/20/23 Purchase - Interest 380144AD7 1.00 11.96 59,741.23 06/20/23 06/20/23 Purchase - Principal 36261RAD0 1.00 33,967.32 93,708.55 06/21/23 06/21/23 Purchase - Interest 43815GAC3 1.00 73.33 93,781.88 06/23/23 06/23/23 IP Fees May 2023 1.00 (3,958.65) 89,823.23 06/23/23 06/23/23 U.S. Bank Fees April 2023 1.00 (229.62) 89,593.61 06/26/23 06/26/23 Purchase - Interest 3137BGK24 1.00 637.92 90,231.53 06/26/23 06/26/23 Purchase - Interest 3137BNGT5 1.00 629.06 90,860.59 06/26/23 06/26/23 Purchase - Interest 3137BSP72 1.00 1,215.96 92,076.55 06/26/23 06/26/23 Purchase - Interest 3137BTUM1 1.00 1,059.88 93,136.43 06/27/23 06/27/23 Purchase - Interest 02665WCZ2 1.00 4,800.00 97,936.43 06/28/23 06/28/23 Purchase - Interest 91282CDV0 1.00 1,252.07 99,188.50 06/28/23 06/28/23 Purchase - Principal 91282CDV0 1.00 341,044.92 440,233.42 06/28/23 06/28/23 Redemption - Principal 254683CZ6 1.00 (349,952.72) 90,280.70 06/30/23 06/30/23 Purchase - Interest 912828YY0 1.00 3,500.00 93,780.70 06/30/23 06/30/23 Purchase - Interest 912828ZW3 1.00 187.50 93,968.20 06/30/23 06/30/23 Purchase - Interest 91282CBC4 1.00 5,296.88 99,265.08 06/30/23 07/03/23 Accrual Income Div Reinvestment - Distributions 1.00 273.70 99,538.78 Page 33 For the Month Ending June 30, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 99,538.78 99,538.78 99,538.78 63,396.44 24,175.15 0.00 (27,421,928.81) 27,474,597.18 46,870.41 273.70 99,538.78 0.00 (2,036,389.45) 2,116,482.59 19,445.64 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 June January-June 5.24% Page 34