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SA Investment Report for August 2023_20231006163421604
20)SA Investment Report for August 2023 Receive and file the Investment Report for August 2023. Page 1 of 1 REPORT TO SUCCESSOR AGENCY OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To:Honorable Agency Chair and Members of the Successor Agency From:Jason Simpson, Executive Director Prepared by:Shannon Buckley, Assistant Executive Director Date:October 10, 2023 Subject:SA Investment Report for August 2023 Recommendation Receive and file the Investment Report for August 2023. Discussion The Investment Report lists all funds invested for the City of Lake Elsinore. It 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 August 2023 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE Bank Accounts: General Checking Account 2,542,473$ 269,643$ (427,785)$ 2,384,332$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,542,473 269,643 (427,785) 2,386,632 INVESTMENTS Local Agency Investment Funds 54,450,572 - - 54,450,572 CAMP Investments: CAMP Pool Account 50,055 - - 50,055 U.S. Treasury Bond / Note 23,409,521 - - 23,409,521 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 4,002,923 - - 4,002,923 Federal Agency Bond / Note 4,511,627 - - 4,511,627 Corporate Note 11,849,400 - - 11,849,400 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 4,546,486 - - 4,546,486 Sub-total Investments 106,390,062 - - 106,390,062 Market Value Adjustment: Unrealized Gain/(Loss) at 06/30/2023 (2,817,910) - - (2,817,910) Total Investments 103,572,152 - - 103,572,152 Total Pooled Cash and Investments 106,114,625$ 269,643$ (427,785)$ 105,958,784$ TOTAL POOLED CASH AND INVESTMENTS 105,958,784$ 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 September 20, 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 August 31, 2023 FUND NO FUND NAME AMOUNT 100 General 13,874,999$ 102 Measure Z 21,363,354 106 Affordable Housing In Lieu 670,491 107 Developer Agreement Revenue 79,276 108 American Rescue Plan 9,130,923 109 Road Maintenance and Rehabilitation (SB1) 241,439 110 State Gas Tax 1,232,946 112 Measure A 1,054,862 114 SB1186 CASP Education Program 57,572 116 City Hall-Public Works DIF 20,549 117 Community Center DIF 173,858 118 Lake Side Facility DIF 290,060 119 Animal Shelter DIF 36,599 135 Lighting & Landscape Maintenance - Dist. No. 1 1,089,261 140 Geothermal 11,740 160 PEG Grant 84,326 180 Launch Pointe 915,764 202 La Strada RBBD 23,944 203 E.L.S.P. - S.T.I.F. 3,376,452 205 Traffic Impact Fee 171,167 211 Storm Drain C.I.P. 3,078,723 221 Quimby Park C.I.P. 103,493 231 Library C.I.P. 1,331,195 232 City Fire Protection 600,684 300 Insurance Service 743,257 305 Information Systems Service 2,787,387 310 Support Service 35,520 315 Fleet Service 585,791 320 Facilities Service 2,388,257 331 CFD 2006-1CC Summerly Improvement Area CC 4,974 332 CFD 2006-1 Improvement Area B, Summerly 4,579 334 CFD 2015-5 Trieste - Far West Industries 3,033 335 CFD 2003-2E Canyon Hills Improvement Area E 6,937 336 CFD 2006-1FF Summerly Improvement Area FF 3,346 337 CFD 2016-2 Canyon Hills 78,533 338 CFD 2006-1 IA-JJ Summerly Improvement Area 8,111 339 CFD 2006-1 IA-KK Summerly Improvement Area 19,798 340 CFD 2006-1 IA-EE Summerly Improvement Area 3,960 345 CFD 2003-2 Improvement Area D, Canyon Hills 24,149 346 CFD 2014-1 Southshore 68,242 347 CFD 2006-1 Improvement Area A, Summerly 3,808 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 August 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 August 31, 2023 354 CFD 90-2 Tuscany Hills 1,099,399 361 CFD 2022-2 Lakeshore Improvement 9,141 362 CFD 2006-8S Running Deer Estates Services 23,376 363 CFD 2022-3 Lakeside 5,014 364 CFD 2023-2 Coastal Mission Trail Improvement 40,038 366 CFD 2005-6 City Center Townhomes 13,459 368 CFD 2006-2 Viscaya 34,572 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 23,885 370 CFD 2006-1 IA-HH Summerly Improvement 10,701 371 CFD 2005-1 Serenity 9,103 372 CFD 2005-2 Alberhill Ranch Improvement Area 18,174 374 CFD 2005-4 Lakeview Villas 550 375 CFD 2006-4 Clurman 2,838 377 CFD 2006-6 Tessara 3,090 378 CFD 2006-8 Running Deer Estates 2,793 384 CFD 2003-2 Area B Canyon Hills Improvement Area 25,818 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 20,524 386 CFD 2007-4 Mekenna Court 3,735 387 CFD 2007-5 Red Kite 3,868 388 CFD 2007-6 Holiday Inn Express 365 394 CFD 2005-5 (2012A) Wasson Canyon 390 395 CFD 2018-1 Wasson Canyon II Improvement Area 656 510 Successor To RDA Area I, II, & III 2,746,318 603 Endowment Trust - Carl Graves 59,527 604 Endowment Trust - Korn Memorial 33,735 605 Public Improvement Trust 1,682,408 606 Mobile Source Air Polution Reduction 302,117 608 Trust Deposit & Pre Paid Expense 1,568,921 617 Successor Agency Housing 25,933,152 620 Cost Recovery System 5,946,150 631 Lake Destratification Equipment Replacement 502,060 650 CFD 2003-1 Law & Fire Service 31,044 655 CFD 2015-1s Law, Fire, Paramedic Services 18,504 Total Pooled Cash & Investments 105,958,784$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.05% 50,055$ U.S. Treasury Bond / Note Unlimited 22.00% 23,409,521$ Supra-National Agency Bond / Note 30% 1.07% 1,133,455$ Municipal Bond / Note Unlimited 1.44% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 3.76% 4,002,923$ Federal Agency Bond / Note Unlimited 4.24% (1)4,511,627$ Corporate Note 30% 11.14% 11,849,400$ Negotiable Certificates of Deposit 30% 0.85% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 4.27% 4,546,486$ LAIF (Local Agency Investment Funds) $150 Million 51.18% (2)54,450,572$ TOTAL 100.00% 106,390,062$ 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 August 31, 2023 Local Agency Investment Fund August 3.434 July 3.305** June 3.167 May 2.993 April 2.870 March 2.831 PMIA Average Life(1):260 LAIF Fair Value Factor(1):0.984828499 PMIA Daily(1):3.26 PMIA Quarter to Date(1):3.01 LAIF Apportionment Rate(2):3.15 LAIF Earnings Ratio(2):0.00008636172883763 LAIF Administrative Cost(1)*:0.06 Treasuries 59.91% Agencies 24.30% Certificates of Deposit/Bank Notes 7.59% Time Deposits 3.10% Commercial Paper 4.61% Corporate Bonds 0.26% Loans 0.23% 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 l aw 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 subsequent fiscal year. ** Revised 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 09/14/23 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 06/30/23 Chart does not include $2,496,000.00 in mortgages, which equates to 0.002%. Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 08/31/23 $168.1 billion Yield Purchase Date Maturity Rate 3.434% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:73,550,572$ (19,100,000)$ 54,450,572$ 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 August 31, 2023 CAMP Investment Portfolio For the Month Ending August 31, 2023Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 51,530.66 1,192,291.77 (1,193,767.25) 0.00 $50,055.18 CAMP Pool Unsettled Trades 0.00 418.40 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 50,264,323.24 1,188,717.01 (1,124,235.62) 37,831.08 $50,366,635.71 CAMP Managed Account Unsettled Trades 0.00 24,644.20 Cash Dividends and Income August 31, 2023 July 31, 2023 Asset Summary CAMP Pool 50,055.18 51,530.66 CAMP Managed Account 50,366,635.71 50,264,323.24 $50,416,690.89 $50,315,853.90 Total Asset Allocation 0.10% CAMP Pool 99.90% CAMP Managed Account Page 1 For the Month Ending August 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 $51,530.66 1,192,291.77 (1,193,767.25) $50,055.18 418.40 $50,264,323.24 (67,769.80) (1,056,465.82) 1,188,717.01 0.00 37,831.08 $50,366,635.71 $50,315,853.90 $50,416,690.89 67,637.75 (837.34) (42,156.21) $24,644.20 0.00 1,057,014.57 67,089.00 67,769.80 (1,189,554.35) (2,319.02) 0.00 Managed Account Total 52,088,404.01 52,138,459.19 239,216.32 1,057,014.57 67,769.80 67,089.00 (1,189,554.35) (52,043,829.93) (210,256.88) 0.00 239,216.32 2,250,781.82 67,769.80 67,089.00 (2,381,846.12) (52,095,360.59) (210,256.88) 418.40 Total Accrual Basis Earnings $75,852.54 $76,270.94 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending August 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 24,825,000.00 22,951,378.77 45.51 Supra-National Agency Bond / Note 1,135,000.00 1,097,908.57 2.18 Municipal Bond / Note 1,535,000.00 1,445,721.15 2.87 Federal Agency Commercial Mortgage-Backed Security 4,094,787.86 3,935,140.18 7.81 Federal Agency Bond / Note 4,525,000.00 4,265,396.46 8.46 Corporate Note 11,840,000.00 11,296,228.09 22.41 Certificate of Deposit 900,000.00 896,118.30 1.78 Asset-Backed Security 4,547,077.85 4,478,744.19 8.88 Managed Account Sub-Total 53,401,865.71 50,366,635.71 99.90% Accrued Interest 239,216.32 Total Portfolio 53,401,865.71 50,605,852.03 CAMP Pool 50,055.18 50,055.18 0.10 Total Investments 53,451,920.89 50,655,907.21 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 8.88% ABS 1.78% Cert of Deposit 22.41% Corporate Note 8.46% Fed Agy Bond / Note 7.81% Federal Agency Commercial Mortgage-Backed Security 0.10% Joint Powers Authority 2.87% Muni Bond / Note 2.18% Supra-National Agency Bond / Note 45.51% 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 7.29% 4.15% 13.11% 20.78% 41.24% 13.43% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1027 3.07% 4.82% Page 3 For the Month Ending August 31, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.86% A 2.35% A+ 7.50% A- 3.68% AA 63.49% AA+ 3.61% AA- 11.54% AAA 0.10% AAAm 1.90% BBB+ 1.97% NR Issuer Summary Percentof HoldingsIssuer Market Value 219,812.40 0.44 ABBOTT LABORATORIES 440,790.03 0.87 AMAZON.COM INC 537,422.33 1.07 AMERICAN EXPRESS CO 389,396.80 0.77 AMERICAN HONDA FINANCE 725,179.13 1.44 APPLE INC 600,391.48 1.19 BANK OF AMERICA CO 440,146.40 0.87 BERKSHIRE HATHAWAY INC 223,467.23 0.44 BMW FINANCIAL SERVICES NA LLC 359,886.00 0.71 BRISTOL-MYERS SQUIBB CO 77,548.05 0.15 CALIFORNIA STATE UNIVERSITY 50,055.18 0.10 CAMP Pool 724,289.97 1.44 CAPITAL ONE FINANCIAL CORP 265,970.38 0.53 CARMAX AUTO OWNER TRUST 203,932.80 0.40 CATERPILLAR INC 97,154.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 379,546.88 0.75 CHARLES SCHWAB 62,918.31 0.12 CINTAS CORPORATION NO. 2 217,166.40 0.43 CITIGROUP INC 375,715.88 0.75 DEERE & COMPANY 846,747.71 1.68 DISCOVER FINANCIAL SERVICES 2,091,141.33 4.15 FANNIE MAE 462,668.45 0.92 FEDERAL HOME LOAN BANKS 350,647.92 0.70 FIFTH THIRD AUTO TRUST 288,575.90 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,184.12 0.25 FORD CREDIT AUTO OWNER TRUST 5,646,726.86 11.20 FREDDIE MAC 218,445.08 0.43 GENERAL DYNAMICS CORP 346,989.99 0.69 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 22,537.02 0.04 GM FINANCIAL LEASINGTRUST 392,510.80 0.78 GOLDMAN SACHS GROUP INC 168,492.63 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST 24,004.40 0.05 HOME DEPOT INC Page 4 For the Month Ending August 31, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 409,125.80 0.81 HONDA AUTO RECEIVABLES 106,499.39 0.21 HYUNDAI AUTO RECEIVABLES 219,810.60 0.44 IBM CORP 603,643.07 1.20 INTER-AMERICAN DEVELOPMENT BANK 494,265.50 0.98 INTL BANK OF RECONSTRUCTION AND DEV 469,630.74 0.93 JP MORGAN CHASE & CO 59,016.84 0.12 LOCKHEED MARTIN CORP 129,113.60 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 720,991.50 1.43 MICROSOFT CORP 395,004.40 0.78 MORGAN STANLEY 720,470.25 1.43 NATIONAL AUSTRALIA BANK LTD 374,270.85 0.74 NATIONAL RURAL UTILITIES CO FINANCE CORP 302,428.75 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 322,804.15 0.64 NISSAN AUTO RECEIVABLES 446,325.30 0.89 NORDEA BANK ABP 166,505.15 0.33 PACCAR FINANCIAL CORP 395,684.80 0.78 PNC FINANCIAL SERVICES GROUP 392,373.69 0.78 ROCHE HOLDINGS INC 120,441.10 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 200,628.00 0.40 STATE OF CALIFORNIA 58,413.60 0.12 STATE OF CONNECTICUT 92,216.00 0.18 STATE OF MINNESOTA 36,533.48 0.07 TARGET CORP 84,545.42 0.17 TEXAS INSTRUMENTS INC 631,883.81 1.25 THE BANK OF NEW YORK MELLON CORPORATION 385,690.00 0.77 THE WALT DISNEY CORPORATION 449,793.00 0.89 TORONTO-DOMINION BANK 799,557.69 1.59 TOYOTA MOTOR CORP 22,951,378.77 45.53 UNITED STATES TREASURY 203,411.03 0.40 UNITEDHEALTH GROUP INC 79,202.15 0.16 UNIVERSITY OF CALIFORNIA 216,570.60 0.43 USAA CAPITAL CORP $50,416,690.89 Total 100.00% Page 5 For the Month Ending August 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 1,202,222.60 1,206,269.46 932.07 1,178,296.87 01/17/2301/13/23AaaAA+ 1,225,000.00 91282CDV0 4.68 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 382,312.48 408,343.32 1,198.37 427,531.25 08/07/2008/05/20AaaAA+ 400,000.00 912828YY0 0.18 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 137,835.93 148,745.07 64.20 147,093.75 04/05/2104/01/21AaaAA+ 150,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 362,375.00 393,101.87 256.79 387,968.75 12/06/2112/02/21AaaAA+ 400,000.00 91282CBC4 1.13 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 498,265.63 546,120.71 353.09 542,824.22 09/07/2109/01/21AaaAA+ 550,000.00 91282CBC4 0.68 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 588,859.37 640,038.64 417.29 632,251.95 11/04/2111/02/21AaaAA+ 650,000.00 91282CBC4 1.05 US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 67,828.13 72,758.58 189.54 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 859,156.25 935,709.29 2,400.81 926,843.75 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 178,812.50 184,314.82 108.70 179,007.81 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 223,515.63 233,675.71 135.87 226,250.00 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 670,546.87 706,526.25 407.61 690,468.75 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 715,250.00 751,491.75 434.78 732,343.75 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 804,656.25 843,175.07 489.13 819,035.16 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 804,656.25 840,812.24 489.13 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 Page 6 For the Month Ending August 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 NOTES DTD 11/15/2016 2.000% 11/15/2026 231,484.38 232,613.62 1,480.98 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 902,789.06 918,563.26 5,775.81 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,944,468.75 1,981,245.15 12,440.22 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 8,796,406.25 9,016,336.90 56,277.17 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 1,132,687.44 1,161,473.21 11,119.57 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 352,968.75 363,303.15 896.74 362,329.10 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 564,750.00 566,936.34 1,434.78 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30 US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 753,000.00 752,483.31 1,913.04 746,531.25 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 776,531.25 788,972.70 1,972.83 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 101,188.52 22,951,378.77 23,693,010.42 3.38 23,409,520.52 24,825,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 494,265.50 499,917.53 336.81 498,925.00 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 603,643.07 634,833.65 1,393.47 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 1,730.28 1,097,908.57 1,134,751.18 0.43 1,133,455.10 1,135,000.00 Security Type Sub-Total Municipal Bond / Note Page 7 For the Month Ending August 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 Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 58,413.60 60,000.00 199.80 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 97,154.00 100,000.00 175.08 100,000.00 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 302,428.75 325,000.00 1,303.79 325,000.00 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 79,202.15 85,000.00 221.00 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 60,507.85 65,175.78 136.28 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 79,125.65 85,215.56 178.22 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 148,942.40 160,000.00 335.47 160,000.00 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 92,216.00 100,000.00 52.50 100,000.00 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 120,441.10 130,000.00 92.30 130,000.00 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 129,113.60 140,000.00 90.18 140,000.00 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 77,548.05 85,000.00 244.23 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 200,628.00 200,000.00 4,469.09 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 7,497.94 1,445,721.15 1,535,391.34 1.59 1,536,023.10 1,535,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 242,309.12 253,305.46 637.92 262,382.81 03/25/2003/19/20AaaAA+ 250,000.00 3137BGK24 1.95 Page 8 For the Month Ending August 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 K054 A2 DTD 04/20/2016 2.745% 01/01/2026 260,479.27 265,218.66 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 514,423.82 529,564.56 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 361,789.54 369,233.67 1,059.88 368,303.13 05/24/2305/19/23AaaAA+ 380,000.00 3137BTUM1 4.31 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 519,358.33 519,142.98 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98 FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 519,468.61 528,356.93 1,486.38 527,033.20 06/13/2306/08/23AaaAA+ 550,000.00 3137F1G44 4.44 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 435,938.13 439,777.09 1,750.72 439,776.87 07/27/2307/19/23AaaAA+ 439,787.86 3137HAD45 4.78 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 548,732.31 555,360.54 2,208.71 555,493.40 07/20/2307/13/23AaaAA+ 550,000.00 3137HACX2 4.59 FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 532,641.05 540,841.82 1,920.42 540,675.78 07/31/2307/18/23AaaAA+ 550,000.00 3136BQDE6 4.58 12,386.72 3,935,140.18 4,000,801.71 4.36 4,002,923.00 4,094,787.86 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 249,741.25 249,999.47 300.35 249,917.50 09/04/2009/02/20AaaAA+ 250,000.00 3137EAEW5 0.26 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 322,813.08 324,950.18 152.34 323,787.75 10/16/2010/14/20AaaAA+ 325,000.00 3137EAEY1 0.25 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 346,716.65 349,981.03 279.51 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 320,956.68 324,970.62 212.15 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 Page 9 For the Month Ending August 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 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 295,953.30 299,974.50 181.25 299,703.00 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 325,476.20 349,437.51 665.97 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 325,677.80 349,763.22 783.85 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 390,268.15 424,200.51 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 320,160.40 349,349.83 21.88 348,362.00 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 137,192.25 149,818.42 276.56 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 638,735.30 699,130.17 1,152.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 591,705.40 648,980.26 1,029.17 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 5,232.19 4,265,396.46 4,520,555.72 0.43 4,511,627.25 4,525,000.00 Security Type Sub-Total Corporate Note PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 395,684.80 400,181.62 1,477.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 102,067.88 104,990.47 356.56 104,947.50 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 202,928.88 209,951.21 364.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 395,004.40 403,170.35 5,252.78 422,916.00 07/23/1907/19/19A1A- 400,000.00 61746BDQ6 2.59 Page 10 For the Month Ending August 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 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 389,396.80 399,670.98 1,706.67 398,016.00 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 392,510.80 402,365.29 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 66,924.83 69,998.01 27.71 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 385,690.00 399,673.60 19.44 398,368.00 09/06/1909/03/19A2A- 400,000.00 254687FK7 1.84 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 166,505.15 177,649.96 218.75 182,894.25 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 75,952.48 79,959.45 885.00 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 392,373.69 410,000.00 4,152.07 410,000.00 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 24,004.40 24,976.75 255.00 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 217,166.40 233,794.71 2,557.50 249,738.75 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 62,918.31 64,992.05 747.50 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 216,570.60 224,582.32 2,531.25 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49 Page 11 For the Month Ending August 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 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 218,445.08 234,512.04 2,318.75 252,247.50 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 302,467.41 315,000.00 648.90 315,000.00 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 440,790.03 474,918.21 928.89 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 242,385.75 250,000.00 1,993.06 250,000.00 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 48,223.45 49,992.25 364.17 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 219,810.60 225,000.00 850.00 225,000.00 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 218,987.10 237,364.67 726.56 256,918.50 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 219,812.40 237,462.59 4,020.31 257,845.50 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 212,390.33 225,000.00 812.81 225,000.00 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 167,163.33 175,000.00 88.30 175,000.00 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 203,411.03 224,787.92 761.88 224,608.50 05/19/2105/17/21A2A+ 225,000.00 91324PEC2 1.19 Page 12 For the Month Ending August 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 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 156,542.40 174,969.00 115.45 174,947.50 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 203,932.80 224,235.64 563.13 223,863.75 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 36,533.48 39,953.89 99.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 428,954.93 474,281.39 946.70 473,945.50 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 720,991.50 725,257.31 1,718.75 721,942.50 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 272,516.10 280,624.06 3,761.25 277,203.00 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 440,146.40 468,692.93 5,037.64 466,089.00 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 277,479.00 286,845.83 4,125.00 284,925.00 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 478,084.50 489,971.01 4,447.36 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 725,179.13 745,492.83 10,550.76 741,062.75 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 371,070.38 376,137.62 2,360.68 376,282.50 02/10/2302/08/23A1A+ 375,000.00 89236TKQ7 4.55 Page 13 For the Month Ending August 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 CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 326,047.40 331,383.87 793.33 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76 TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 84,545.42 86,916.21 173.78 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 359,886.00 359,858.56 446.88 358,263.75 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 59,016.84 59,897.88 712.00 59,892.00 05/25/2305/23/23A2A- 60,000.00 539830BZ1 4.49 JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 375,715.88 377,805.05 2,423.44 377,865.00 07/25/2307/21/23A2A 375,000.00 24422EXB0 4.78 74,609.26 11,296,228.09 11,757,317.53 2.89 11,849,400.30 11,840,000.00 Security Type Sub-Total Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 449,793.00 450,000.00 21,350.00 450,000.00 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 446,325.30 450,000.00 8,156.75 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 29,506.75 896,118.30 900,000.00 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 22,537.02 22,614.50 2.83 22,613.41 05/26/2105/18/21NRAAA 22,615.32 380144AD7 0.41 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 35,634.12 36,415.11 6.15 36,413.07 04/28/2104/20/21NRAAA 36,416.89 44933LAC7 0.38 Page 14 For the Month Ending August 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 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 185,097.43 190,325.16 27.91 190,323.52 06/23/2106/15/21AaaAAA 190,326.75 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 186,659.08 192,207.42 22.21 192,197.06 06/14/2106/08/21NRAAA 192,217.77 89190GAC1 0.26 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 88,239.40 91,577.21 22.39 91,569.00 11/24/2111/16/21AaaNR 91,588.31 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 60,811.38 62,781.59 14.51 62,774.96 04/21/2104/13/21NRAAA 62,788.50 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 70,865.27 73,364.98 24.13 73,358.46 11/17/2111/09/21NRAAA 73,374.84 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 185,174.26 194,974.45 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 74,577.82 77,748.24 22.03 77,747.48 10/21/2110/13/21AaaAAA 77,749.47 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 205,159.00 209,996.21 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 137,706.72 139,976.82 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 272,412.17 274,963.18 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 241,828.23 244,999.90 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 243,152.11 244,967.98 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 168,492.63 169,984.73 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 128,184.12 129,987.61 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 Page 15 For the Month Ending August 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 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 320,886.40 319,934.42 432.80 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 313,480.70 319,982.91 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 169,014.05 169,963.16 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 188,953.75 189,983.89 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 481,137.86 489,893.82 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 348,092.75 349,954.41 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 350,647.92 349,978.41 430.11 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 7,064.66 4,478,744.19 4,546,576.11 3.92 4,546,485.75 4,547,077.85 Security Type Sub-Total 53,401,865.71 51,889,435.02 3.07 239,216.32 52,088,404.01 50,366,635.71 Managed Account Sub-Total Joint Powers Authority CAMP Pool 50,055.18 50,055.18 0.00 50,055.18 NRAAAm 50,055.18 50,055.18 50,055.18 0.00 50,055.18 50,055.18 Liquid Sub-Total $53,451,920.89 $51,939,490.20 $239,216.32 $52,138,459.19 $50,416,690.89 3.07% $50,655,907.21 $239,216.32 Total Investments Accrued Interest Securities Sub-Total Page 16 For the Month Ending August 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 (4,046.86) 23,925.73 1,202,222.60 98.14 CITIGRP 1,225,000.00 91282CDV0US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 5.44 0.42 (26,030.84)(45,218.77) 382,312.48 95.58 WELLS_F 400,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.23 1.32 (10,909.14)(9,257.82) 137,835.93 91.89 GOLDMAN 150,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.93 1.83 (30,726.87)(25,593.75) 362,375.00 90.59 CITIGRP 400,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.68 2.32 (47,855.08)(44,558.59) 498,265.63 90.59 CITIGRP 550,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.68 2.32 (51,179.27)(43,392.58) 588,859.37 90.59 BNP_PAR 650,000.00 91282CBC4US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 4.68 2.32 (4,930.45)(3,629.88) 67,828.13 90.44 BMO 75,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.60 2.64 (76,553.04)(67,687.50) 859,156.25 90.44 CITIGRP 950,000.00 91282CBW0US TREASURY N/B NOTES DTD 04/30/2021 0.750% 04/30/2026 4.60 2.64 (5,502.32)(195.31) 178,812.50 89.41 BMO 200,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.55 2.89 (10,160.08)(2,734.37) 223,515.63 89.41 HSBC 250,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.55 2.89 (35,979.38)(19,921.88) 670,546.87 89.41 BMO 750,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.55 2.89 (36,241.75)(17,093.75) 715,250.00 89.41 HSBC 800,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.55 2.89 (38,518.82)(14,378.91) 804,656.25 89.41 MERRILL 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.55 2.89 (36,155.99)(14,906.25) 804,656.25 89.41 BMO 900,000.00 91282CCP4US TREASURY N/B NOTES DTD 07/31/2021 0.625% 07/31/2026 4.55 2.89 (1,129.24) 3,339.85 231,484.38 92.59 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.51 3.10 (15,774.20)(4,303.71) 902,789.06 92.59 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.51 3.10 (36,776.40)(9,597.66) 1,944,468.75 92.59 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.51 3.10 Page 17 For the Month Ending August 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 (219,930.65)(126,171.88) 8,796,406.25 92.59 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.51 3.10 (28,785.77)(22,734.44) 1,132,687.44 94.39 BNP_PAR 1,200,000.00 91282CEN7US TREASURY N/B NOTES DTD 04/30/2022 2.750% 04/30/2027 4.42 3.47 (10,334.40)(9,360.35) 352,968.75 94.13 MORGAN_ 375,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.40 3.72 (2,186.34)(890.63) 564,750.00 94.13 CITIGRP 600,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.40 3.72 516.69 6,468.75 753,000.00 94.13 BMO 800,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.40 3.72 (12,441.45)(10,248.05) 776,531.25 94.13 HSBC 825,000.00 91282CFB2US TREASURY N/B NOTES DTD 07/31/2022 2.750% 07/31/2027 4.40 3.72 (458,141.75) 4.58 (741,631.65) 22,951,378.77 24,825,000.00 Security Type Sub-Total 2.91 Supra-National Agency Bond / Note (5,652.03)(4,659.50) 494,265.50 98.85 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 5.22 0.24 (31,190.58)(30,887.03) 603,643.07 95.06 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 5.34 1.06 (35,546.53) 5.29 (36,842.61) 1,097,908.57 1,135,000.00 Security Type Sub-Total 0.69 Municipal Bond / Note (1,586.40)(1,586.40) 58,413.60 97.36 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 5.27 0.83 (2,846.00)(2,846.00) 97,154.00 97.15 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 5.31 0.91 (22,571.25)(22,571.25) 302,428.75 93.06 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.64 1.53 (5,797.85)(5,797.85) 79,202.15 93.18 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.10 1.61 (4,667.93)(4,951.70) 60,507.85 93.09 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.25 1.82 Page 18 For the Month Ending August 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 (6,089.91)(6,437.90) 79,125.65 93.09 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.25 1.82 (11,057.60)(11,057.60) 148,942.40 93.09 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.25 1.82 (7,784.00)(7,784.00) 92,216.00 92.22 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 4.93 1.91 (9,558.90)(9,558.90) 120,441.10 92.65 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 4.91 1.91 (10,886.40)(10,886.40) 129,113.60 92.22 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 5.08 1.91 (7,451.95)(7,451.95) 77,548.05 91.23 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 5.19 2.15 628.00 628.00 200,628.00 100.31 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.75 3.19 (90,301.95) 5.19 (89,670.19) 1,445,721.15 1,535,000.00 Security Type Sub-Total 1.87 Federal Agency Commercial Mortgage-Backed Security (10,996.34)(20,073.69) 242,309.12 96.92 CITIGRP 250,000.00 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 5.61 1.18 (4,739.39)(3,134.01) 260,479.27 94.72 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 5.15 2.15 (15,140.74)(12,416.02) 514,423.82 93.53 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 5.04 2.76 (7,444.13)(6,513.59) 361,789.54 95.21 CITIGRP 380,000.00 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 4.98 2.84 215.35 553.64 519,358.33 94.43 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 4.96 3.14 (8,888.32)(7,564.59) 519,468.61 94.45 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 4.94 3.28 (3,838.96)(3,838.74) 435,938.13 99.12 JPM_CHA 439,787.86 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 4.98 3.36 (6,628.23)(6,761.09) 548,732.31 99.77 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 4.87 4.12 Page 19 For the Month Ending August 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 Commercial Mortgage-Backed Security (8,200.77)(8,034.73) 532,641.05 96.84 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 4.92 4.28 (67,782.82) 5.01 (65,661.53) 3,935,140.18 4,094,787.86 Security Type Sub-Total 3.21 Federal Agency Bond / Note (258.22)(176.25) 249,741.25 99.90 WELLS_F 250,000.00 3137EAEW5FREDDIE MAC NOTES DTD 09/04/2020 0.250% 09/08/2023 4.90 0.02 (2,137.10)(974.67) 322,813.08 99.33 WELLS_F 325,000.00 3137EAEY1FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 5.42 0.13 (3,264.38)(2,968.35) 346,716.65 99.06 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 5.41 0.19 (4,013.94)(3,672.82) 320,956.68 98.76 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 5.46 0.25 (4,021.20)(3,749.70) 295,953.30 98.65 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 5.49 0.26 (23,961.31)(22,787.80) 325,476.20 92.99 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 5.05 1.61 (24,085.42)(23,601.20) 325,677.80 93.05 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 5.08 1.63 (33,932.36)(32,615.35) 390,268.15 91.83 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.95 1.89 (29,189.43)(28,201.60) 320,160.40 91.47 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.93 1.98 (12,626.17)(12,357.75) 137,192.25 91.46 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.88 2.00 (60,394.87)(59,157.70) 638,735.30 91.25 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.88 2.05 (57,274.86)(55,967.60) 591,705.40 91.03 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.87 2.17 (246,230.79) 5.09 (255,159.26) 4,265,396.46 4,525,000.00 Security Type Sub-Total 1.31 Corporate Note Page 20 For the Month Ending August 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 (4,496.82)(7,163.20) 395,684.80 98.92 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 6.26 0.32 (2,922.59)(2,879.62) 102,067.88 97.21 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 5.99 0.46 (7,022.33)(6,846.42) 202,928.88 96.63 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 5.81 0.57 (8,165.95)(27,911.60) 395,004.40 98.75 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.81 0.65 (10,274.18)(8,619.20) 389,396.80 97.35 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.73 0.82 (9,854.49)(26,121.20) 392,510.80 98.13 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 6.12 0.60 (3,073.18)(3,068.87) 66,924.83 95.61 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.56 0.95 (13,983.60)(12,678.00) 385,690.00 96.42 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 5.48 0.91 (11,144.81)(16,389.10) 166,505.15 95.15 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.36 1.42 (4,006.97)(3,966.72) 75,952.48 94.94 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.79 1.39 (17,626.31)(17,626.31) 392,373.69 95.70 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.09 1.41 (972.35)(951.85) 24,004.40 96.02 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.29 1.50 (16,628.31)(32,572.35) 217,166.40 96.52 MKTX 225,000.00 172967JP7CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 5.52 1.61 Page 21 For the Month Ending August 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 (2,073.74)(2,067.39) 62,918.31 96.80 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.48 1.54 (8,011.72)(7,693.65) 216,570.60 96.25 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.76 1.62 (16,066.96)(33,802.42) 218,445.08 97.09 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.30 1.50 (12,532.59)(12,532.59) 302,467.41 96.02 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.18 0.75 (34,128.18)(33,977.22) 440,790.03 92.80 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.14 1.66 (7,614.25)(7,614.25) 242,385.75 96.95 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.32 1.72 (1,768.80)(1,763.05) 48,223.45 96.45 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.56 1.74 (5,189.40)(5,189.40) 219,810.60 97.69 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.28 1.85 (18,377.57)(37,931.40) 218,987.10 97.33 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.36 1.86 (17,650.19)(38,033.10) 219,812.40 97.69 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 5.08 1.72 (12,609.67)(12,609.67) 212,390.33 94.40 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 4.15 1.25 (7,836.67)(7,836.67) 167,163.33 95.52 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.52 1.46 Page 22 For the Month Ending August 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 (21,376.89)(21,197.47) 203,411.03 90.40 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.98 2.58 (18,426.60)(18,405.10) 156,542.40 89.45 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.15 2.82 (20,302.84)(19,930.95) 203,932.80 90.64 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.75 3.26 (3,420.41)(3,398.52) 36,533.48 91.33 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.76 3.19 (45,326.46)(44,990.57) 428,954.93 90.31 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.19 3.22 (4,265.81)(951.00) 720,991.50 96.13 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 4.53 3.04 (8,107.96)(4,686.90) 272,516.10 90.84 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 5.45 3.24 (28,546.53)(25,942.60) 440,146.40 92.66 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.57 3.30 (9,366.83)(7,446.00) 277,479.00 92.49 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.64 3.13 (11,886.51)(10,240.50) 478,084.50 95.62 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 5.20 3.51 (20,313.70)(15,883.62) 725,179.13 93.57 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 4.67 3.55 (5,067.24)(5,212.12) 371,070.38 98.95 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 4.89 3.98 Page 23 For the Month Ending August 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 (5,336.47)(3,141.60) 326,047.40 93.16 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 5.14 3.92 (2,370.79)(2,497.98) 84,545.42 99.47 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 4.73 4.00 27.44 1,622.25 359,886.00 95.97 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 4.91 3.92 (881.04)(875.16) 59,016.84 98.36 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 4.84 4.25 (2,089.17)(2,149.12) 375,715.88 100.19 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 4.90 4.36 (553,172.21) 5.15 (461,089.44) 11,296,228.09 11,840,000.00 Security Type Sub-Total 2.29 Certificate of Deposit (207.00)(207.00) 449,793.00 99.95 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.59 2.85 (3,674.70)(3,674.70) 446,325.30 99.18 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.93 2.04 (3,881.70) 5.76 (3,881.70) 896,118.30 900,000.00 Security Type Sub-Total 2.45 Asset-Backed Security (77.48)(76.39) 22,537.02 99.65 SOCGEN 22,615.32 380144AD7GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 0.61 0.08 (780.99)(778.95) 35,634.12 97.85 BARCLAY 36,416.89 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.45 0.40 Page 24 For the Month Ending August 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 (5,227.73)(5,226.09) 185,097.43 97.25 MITSU 190,326.75 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.65 0.53 (5,548.34)(5,537.98) 186,659.08 97.11 CITIGRP 192,217.77 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.59 0.53 (3,337.81)(3,329.60) 88,239.40 96.34 MERRILL 91,588.31 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.46 0.74 (1,970.21)(1,963.58) 60,811.38 96.85 MERRILL 62,788.50 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.83 0.55 (2,499.71)(2,493.19) 70,865.27 96.58 SMBC 73,374.84 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 2.04 0.69 (9,800.19)(9,783.99) 185,174.26 94.96 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.30 1.01 (3,170.42)(3,169.66) 74,577.82 95.92 JPM_CHA 77,749.47 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.06 0.78 (4,837.21)(4,836.04) 205,159.00 97.69 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.66 1.29 (2,270.10)(2,264.31) 137,706.72 98.36 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.94 1.57 (2,551.01)(2,542.76) 272,412.17 99.06 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.08 1.59 (3,171.67)(3,171.65) 241,828.23 98.71 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 4.98 1.80 (1,815.87)(1,809.45) 243,152.11 99.25 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.15 1.97 (1,492.10)(1,490.25) 168,492.63 99.11 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.28 1.59 (1,803.49)(1,802.32) 128,184.12 98.60 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 5.00 1.97 951.98 952.38 320,886.40 100.28 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 5.34 2.13 (6,502.21)(6,500.74) 313,480.70 97.96 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 4.81 2.34 (949.11)(947.46) 169,014.05 99.42 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 4.93 2.53 Page 25 For the Month Ending August 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 (1,030.14)(1,029.40) 188,953.75 99.45 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 5.00 2.47 (8,755.96)(8,749.78) 481,137.86 98.19 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 4.85 2.49 (1,861.66)(1,859.97) 348,092.75 99.46 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 5.06 2.54 669.51 669.62 350,647.92 100.19 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 5.49 2.20 (67,741.56) 4.41 (67,831.92) 4,478,744.19 4,547,077.85 Security Type Sub-Total 1.81 53,401,865.71 50,366,635.71 (1,522,799.31) (1,721,768.30) 4.82 Managed Account Sub-Total 2.47 Joint Powers Authority 0.00 0.00 50,055.18 1.00 50,055.18 CAMP Pool 0.00 50,055.18 50,055.18 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $50,655,907.21 $239,216.32 $50,416,690.89 Accrued Interest Securities Sub-Total $53,451,920.89 ($1,522,799.31) ($1,721,768.30) 4.82% 2.47 Page 26 For the Month Ending August 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 08/22/23 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 43815QAC1 (319,934.02) 0.00 (319,934.02) 320,000.00 08/15/23 08/23/23 FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 31680EAD3 (349,978.30) 0.00 (349,978.30) 350,000.00 08/15/23 08/18/23 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 3137BXQY1 (518,804.69)(837.34)(519,642.03) 550,000.00 08/16/23 (837.34) (1,189,554.35)(1,188,717.01) 1,220,000.00 Transaction Type Sub-Total INTEREST 08/01/23 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 60412AVJ9 0.00 315.00 315.00 100,000.00 08/01/23 08/01/23 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 06051GFS3 0.00 4,359.38 4,359.38 225,000.00 08/01/23 08/01/23 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 798306WP7 0.00 553.80 553.80 130,000.00 08/01/23 08/01/23 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 0.00 541.10 541.10 140,000.00 08/01/23 08/01/23 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 157411TK5 0.00 1,050.50 1,050.50 100,000.00 08/01/23 08/25/23 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 3137HACX2 0.00 2,208.71 2,208.71 550,000.00 08/01/23 08/25/23 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 0.00 1,751.57 1,751.57 440,000.00 08/01/23 08/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 08/01/23 08/25/23 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,059.88 1,059.88 380,000.00 08/01/23 08/25/23 FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 3136BQDE6 0.00 1,920.42 1,920.42 550,000.00 08/01/23 08/25/23 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 08/01/23 08/25/23 FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 3137F1G44 0.00 1,486.38 1,486.38 550,000.00 08/01/23 Page 27 For the Month Ending August 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 08/25/23 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 08/01/23 08/06/23 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 69371RQ66 0.00 1,575.00 1,575.00 175,000.00 08/06/23 08/06/23 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 594918BY9 0.00 12,375.00 12,375.00 750,000.00 08/06/23 08/07/23 NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 637432NP6 0.00 5,950.00 5,950.00 350,000.00 08/07/23 08/12/23 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 05565EBU8 0.00 262.50 262.50 70,000.00 08/12/23 08/12/23 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 05565EBW4 0.00 1,093.75 1,093.75 175,000.00 08/12/23 08/15/23 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 14041NGD7 0.00 1,804.83 1,804.83 490,000.00 08/15/23 08/15/23 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 08/15/23 08/15/23 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 08/15/23 08/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 56.63 56.63 205,927.99 08/15/23 08/15/23 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 08/15/23 08/15/23 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 254683CZ6 0.00 1,437.92 1,437.92 350,000.00 08/15/23 08/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 45.05 45.05 207,937.59 08/15/23 08/15/23 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 08/15/23 Page 28 For the Month Ending August 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 08/15/23 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 08/15/23 08/15/23 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 08/15/23 08/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 12.76 12.76 40,296.85 08/15/23 08/15/23 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 0.00 771.08 771.08 190,000.00 08/15/23 08/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 48.24 48.24 78,227.49 08/15/23 08/15/23 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 08/15/23 08/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 29.31 29.31 67,628.11 08/15/23 08/15/23 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 08/15/23 08/15/23 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 0.00 1,334.55 1,334.55 170,000.00 08/15/23 08/15/23 TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 882508BV5 0.00 1,955.00 1,955.00 85,000.00 08/15/23 08/16/23 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 08/16/23 08/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 46.54 46.54 82,127.25 08/16/23 08/20/23 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 110122DE5 0.00 7,312.50 7,312.50 375,000.00 08/20/23 08/20/23 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 11.96 11.96 35,000.00 08/20/23 08/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 71.49 71.49 97,490.23 08/21/23 Page 29 For the Month Ending August 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 08/24/23 JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 46647PCV6 0.00 2,270.63 2,270.63 175,000.00 08/24/23 08/25/23 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3135G05X7 0.00 656.25 656.25 350,000.00 08/25/23 08/30/23 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 254687FK7 0.00 3,500.00 3,500.00 400,000.00 08/30/23 67,089.00 67,089.00 0.00 11,089,635.51 Transaction Type Sub-Total PAYDOWNS 08/25/23 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 212.14 0.00 212.14 0.01 0.00 212.14 08/01/23 08/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 4,839.61 0.00 4,839.61 1.04 0.00 4,839.61 08/15/23 08/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 3,879.96 0.00 3,879.96 0.41 0.00 3,879.96 08/15/23 08/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 15,719.82 0.00 15,719.82 1.69 0.00 15,719.82 08/15/23 08/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 4,852.65 0.00 4,852.65 1.08 0.00 4,852.65 08/15/23 08/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 15,601.24 0.00 15,601.24 0.26 0.00 15,601.24 08/15/23 08/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 4,377.78 0.00 4,377.78 0.11 0.00 4,377.78 08/16/23 08/20/23 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 12,384.68 0.00 12,384.68 1.04 0.00 12,384.68 08/20/23 08/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 5,901.92 0.00 5,901.92 1.24 0.00 5,901.92 08/21/23 0.00 0.00 6.88 67,769.80 67,769.80 67,769.80 Transaction Type Sub-Total SELL Page 30 For the Month Ending August 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 SELL 08/22/23 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 248,391.60 148.52 248,540.12 (23,020.51)(24,645.99)FIFO 275,000.00 08/15/23 08/22/23 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 293,553.71 175.53 293,729.24 (28,678.71)(29,963.60)FIFO 325,000.00 08/15/23 08/18/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 318,512.70 139.10 318,651.80 5,903.32 (1,060.27)FIFO 325,000.00 08/16/23 08/18/23 US TREASURY N/B NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 196,007.81 85.60 196,093.41 3,632.81 (652.48)FIFO 200,000.00 08/16/23 548.75 (56,322.34)(42,163.09) 1,057,014.57 1,056,465.82 1,125,000.00 Transaction Type Sub-Total (64,481.39) 66,800.41 2,319.02 (42,156.21) (56,322.34)Managed Account Sub-Total Total Security Transactions ($42,156.21)$2,319.02 $66,800.41 ($64,481.39)($56,322.34) Page 31 For the Month Ending August 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 51,530.66 Opening Balance 08/01/23 08/01/23 Purchase - Interest 06051GFS3 1.00 4,359.38 55,890.04 08/01/23 08/01/23 Purchase - Interest 157411TK5 1.00 1,050.50 56,940.54 08/01/23 08/01/23 Purchase - Interest 54438CYK2 1.00 541.10 57,481.64 08/01/23 08/01/23 Purchase - Interest 60412AVJ9 1.00 315.00 57,796.64 08/01/23 08/01/23 Purchase - Interest 798306WP7 1.00 553.80 58,350.44 08/07/23 08/07/23 Purchase - Interest 594918BY9 1.00 12,375.00 70,725.44 08/07/23 08/07/23 Purchase - Interest 637432NP6 1.00 5,950.00 76,675.44 08/07/23 08/07/23 Purchase - Interest 69371RQ66 1.00 1,575.00 78,250.44 08/14/23 08/14/23 Purchase - Interest 05565EBU8 1.00 262.50 78,512.94 08/14/23 08/14/23 Purchase - Interest 05565EBW4 1.00 1,093.75 79,606.69 08/15/23 08/15/23 Purchase - Interest 882508BV5 1.00 1,955.00 81,561.69 08/15/23 08/15/23 Purchase - Interest 891940AC2 1.00 945.29 82,506.98 08/15/23 08/15/23 Purchase - Interest 89190GAC1 1.00 45.05 82,552.03 08/15/23 08/15/23 Purchase - Interest 65480JAC4 1.00 520.33 83,072.36 08/15/23 08/15/23 Purchase - Interest 65480BAC1 1.00 56.63 83,128.99 08/15/23 08/15/23 Purchase - Interest 44935FAD6 1.00 48.24 83,177.23 08/15/23 08/15/23 Purchase - Interest 44933LAC7 1.00 12.76 83,189.99 08/15/23 08/15/23 Purchase - Interest 41285JAD0 1.00 715.42 83,905.41 08/15/23 08/15/23 Purchase - Interest 344928AD8 1.00 503.75 84,409.16 08/15/23 08/15/23 Purchase - Interest 254683CZ6 1.00 1,437.92 85,847.08 08/15/23 08/15/23 Purchase - Interest 254683CY9 1.00 1,149.33 86,996.41 Page 32 For the Month Ending August 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 08/15/23 08/15/23 Purchase - Interest 254683CP8 1.00 94.25 87,090.66 08/15/23 08/15/23 Purchase - Interest 14318MAD1 1.00 694.75 87,785.41 08/15/23 08/15/23 Purchase - Interest 14314QAC8 1.00 29.31 87,814.72 08/15/23 08/15/23 Purchase - Interest 14041NGD7 1.00 1,804.83 89,619.55 08/15/23 08/15/23 Purchase - Interest 14041NGB1 1.00 1,010.63 90,630.18 08/15/23 08/15/23 Purchase - Interest 05522RDG0 1.00 1,334.55 91,964.73 08/15/23 08/15/23 Purchase - Interest 02582JJZ4 1.00 771.08 92,735.81 08/15/23 08/15/23 Purchase - Principal 14314QAC8 1.00 4,839.61 97,575.42 08/15/23 08/15/23 Purchase - Principal 89190GAC1 1.00 15,719.82 113,295.24 08/15/23 08/15/23 Purchase - Principal 44935FAD6 1.00 4,852.65 118,147.89 08/15/23 08/15/23 Purchase - Principal 44933LAC7 1.00 3,879.96 122,027.85 08/15/23 08/15/23 Purchase - Principal 65480BAC1 1.00 15,601.24 137,629.09 08/16/23 08/16/23 Purchase - Interest 36265QAD8 1.00 1,104.58 138,733.67 08/16/23 08/16/23 Purchase - Interest 362554AC1 1.00 46.54 138,780.21 08/16/23 08/16/23 Purchase - Principal 362554AC1 1.00 4,377.78 143,157.99 08/18/23 08/18/23 Purchase - Interest 91282CDV0 1.00 139.10 143,297.09 08/18/23 08/18/23 Purchase - Principal 91282CDV0 1.00 196,007.81 339,304.90 08/18/23 08/18/23 Purchase - Interest 91282CDV0 1.00 85.60 339,390.50 08/18/23 08/18/23 Purchase - Principal 91282CDV0 1.00 318,512.70 657,903.20 08/18/23 08/18/23 Redemption - Interest 3137BXQY1 1.00 (837.34) 657,065.86 08/18/23 08/18/23 Redemption - Principal 3137BXQY1 1.00 (518,804.69) 138,261.17 08/21/23 08/21/23 Purchase - Interest 110122DE5 1.00 7,312.50 145,573.67 Page 33 For the Month Ending August 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 08/21/23 08/21/23 Purchase - Interest 43815GAC3 1.00 71.49 145,645.16 08/21/23 08/21/23 Purchase - Interest 380144AD7 1.00 11.96 145,657.12 08/21/23 08/21/23 Purchase - Principal 380144AD7 1.00 12,384.68 158,041.80 08/21/23 08/21/23 Purchase - Principal 43815GAC3 1.00 5,901.92 163,943.72 08/22/23 08/22/23 Purchase - Interest 91282CBC4 1.00 324.05 164,267.77 08/22/23 08/22/23 Purchase - Principal 91282CBC4 1.00 541,945.31 706,213.08 08/22/23 08/22/23 Redemption - Principal 43815QAC1 1.00 (319,934.02) 386,279.06 08/23/23 08/23/23 Redemption - Principal 31680EAD3 1.00 (349,978.30) 36,300.76 08/24/23 08/24/23 Purchase - Interest 46647PCV6 1.00 2,270.63 38,571.39 08/24/23 08/24/23 IP Fees July 2023 1.00 (3,963.82) 34,607.57 08/24/23 08/24/23 U.S. Bank Fees June 2023 1.00 (249.08) 34,358.49 08/25/23 08/25/23 Purchase - Interest 3135G05X7 1.00 656.25 35,014.74 08/25/23 08/25/23 Purchase - Interest 3136BQDE6 1.00 1,920.42 36,935.16 08/25/23 08/25/23 Purchase - Interest 3137BGK24 1.00 637.92 37,573.08 08/25/23 08/25/23 Purchase - Interest 3137BNGT5 1.00 629.06 38,202.14 08/25/23 08/25/23 Purchase - Interest 3137BSP72 1.00 1,215.96 39,418.10 08/25/23 08/25/23 Purchase - Interest 3137BTUM1 1.00 1,059.88 40,477.98 08/25/23 08/25/23 Purchase - Interest 3137F1G44 1.00 1,486.38 41,964.36 08/25/23 08/25/23 Purchase - Interest 3137HACX2 1.00 2,208.71 44,173.07 08/25/23 08/25/23 Purchase - Interest 3137HAD45 1.00 1,751.57 45,924.64 08/25/23 08/25/23 Purchase - Principal 3137HAD45 1.00 212.14 46,136.78 08/30/23 08/30/23 Purchase - Interest 254687FK7 1.00 3,500.00 49,636.78 Page 34 For the Month Ending August 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 08/31/23 09/01/23 Accrual Income Div Reinvestment - Distributions 1.00 418.40 50,055.18 50,055.18 50,055.18 50,055.18 89,272.54 25,435.03 0.00 (31,111,987.78) 31,115,172.55 46,870.41 418.40 50,055.18 0.00 (1,193,767.25) 1,192,291.77 51,530.66 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 August January-August 5.52% Page 35