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Item No. 04 - CC Investment Report for October 2023_20240119002351036
4)CC Investment Report for October 2023 Receive and file the Investment Report for October 2023. Page 1 of 1 REPORT TO CITY COUNCIL To:Honorable Mayor and Members of the City Council From:Jason Simpson, City Manager Prepared by:Shannon Buckley, Assistant City Manager Date:January 23, 2024 Subject:CC Investment Report for October 2023 Recommendation Receive and file the Investment Report for October 2023. Discussion The Investment Report is a listing of all funds invested for the City as of the date shown on the report. Fiscal Impact No fiscal impact. Attachments Attachment 1- Investment Report for October 2023 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE Bank Accounts: General Checking Account 2,286,435$ 33,903$ (27,686)$ 2,292,652$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,286,435 33,903 (27,686) 2,294,952 INVESTMENTS Local Agency Investment Funds 46,422,208 - - 46,422,208 CAMP Investments: CAMP Pool Account 31,933 - - 31,933 U.S. Treasury Bond / Note 20,689,534 - - 20,689,534 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 6,133,812 - - 6,133,812 Federal Agency Bond / Note 3,937,922 - - 3,937,922 Corporate Note 12,345,942 - - 12,345,942 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,231,132 - - 5,231,132 Sub-total Investments 98,361,961 - - 98,361,961 Market Value Adjustment: Unrealized Gain/(Loss) at 09/30/2023 (2,410,517) - - (2,410,517) Total Investments 95,951,444 - - 95,951,444 Total Pooled Cash and Investments 98,237,879$ 33,903$ (27,686)$ 98,246,396$ TOTAL POOLED CASH AND INVESTMENTS 98,246,396$ 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 January 5, 2024 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 OCTOBER 31, 2023 FUND NO FUND NAME AMOUNT 100 General 9,615,997$ 102 Measure Z 13,877,892 106 Affordable Housing In Lieu 759,168 107 Developer Agreement Revenue 109,646 108 American Rescue Plan 6,386,998 109 Road Maintenance and Rehabilitation (SB1) 545,477 110 State Gas Tax 700,646 112 Measure A 1,030,772 114 SB1186 CASP Education Program 59,372 115 Traffic Safety 30,095 116 City Hall-Public Works DIF 97,001 117 Community Center DIF 225,026 118 Lake Side Facility DIF 359,104 119 Animal Shelter DIF 39,946 121 T.R.I.P.-2014A 507 135 Lighting & Landscape Maintenance - Dist. No. 1 1,044,762 140 Geothermal 11,825 160 PEG Grant 51,063 180 Launch Pointe 653,346 202 La Strada RBBD 24,118 203 E.L.S.P. - S.T.I.F. 3,401,033 205 Traffic Impact Fee 378,445 211 Storm Drain C.I.P. 3,113,956 221 Quimby Park C.I.P. 181,646 231 Library C.I.P. 1,355,863 232 City Fire Protection 687,658 300 Insurance Service 858,156 305 Information Systems Service 2,891,429 310 Support Service 48,542 315 Fleet Service 509,967 320 Facilities Service 2,485,189 331 CFD 2006-1CC Summerly Improvement Area CC 3,897 335 CFD 2003-2E Canyon Hills Improvement Area E 5,941 337 CFD 2016-2 Canyon Hills 7,369 339 CFD 2006-1 IA-KK Summerly Improvement Area 6,257 340 CFD 2006-1 IA-EE Summerly Improvement Area 3,143 345 CFD 2003-2 Improvement Area D, Canyon Hills 21,971 346 CFD 2014-1 Southshore 68,739 347 CFD 2006-1 Improvement Area A, Summerly 4,033 354 CFD 90-2 Tuscany Hills 12,337 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 OCTOBER 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 OCTOBER 31, 2023 361 CFD 2022-2 Lakeshore Improvement 11,312 362 CFD 2006-8S Running Deer Estates Services 22,564 363 CFD 2022-3 Lakeside 1,366 364 CFD 2023-2 Coastal Mission Trail Improvement 20,269 366 CFD 2005-6 City Center Townhomes 8,842 368 CFD 2006-2 Viscaya 20,100 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 26,624 370 CFD 2006-1 IA-HH Summerly Improvement 8,576 374 CFD 2005-4 Lakeview Villas 52 375 CFD 2006-4 Clurman 2,162 378 CFD 2006-8 Running Deer Estates 1,446 388 CFD 2007-6 Holiday Inn Express 365 500 Capital Improvement Plan 7,830,628 510 Successor To RDA Area I, II, & III 3,735,774 603 Endowment Trust - Carl Graves 60,128 604 Endowment Trust - Korn Memorial 33,981 605 Public Improvement Trust 1,730,477 606 Mobile Source Air Polution Reduction 304,277 608 Trust Deposit & Pre Paid Expense 1,553,499 617 Successor Agency Housing 26,178,464 620 Cost Recovery System 4,486,562 631 Lake Destratification Equipment Replacement 502,390 650 CFD 2003-1 Law & Fire Service 29,641 655 CFD 2015-1s Law, Fire, Paramedic Services 8,567 Total Pooled Cash & Investments 98,246,396$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.03% 31,933$ U.S. Treasury Bond / Note Unlimited 21.03% 20,689,534$ Supra-National Agency Bond / Note 30% 1.15% 1,133,455$ Municipal Bond / Note Unlimited 1.56% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 6.24% 6,133,812$ Federal Agency Bond / Note Unlimited 4.00% (1)3,937,922$ Corporate Note 30% 12.55% 12,345,942$ Negotiable Certificates of Deposit 30% 0.91% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 5.32% 5,231,132$ LAIF (Local Agency Investment Funds) $150 Million 47.20% (2)46,422,208$ TOTAL 100.00% 98,361,961$ 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 $75 million in each agency. C I T Y O F L A K E E L S I N O R E SUMMARY OF POLICY LIMITATIONS FOR THE MONTH ENDING OCTOBER 31, 2023 Local Agency Investment Fund Yield Purchase Date Maturity Rate 3.670% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:49,450,572$ (3,028,364)$ 46,422,208$ 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 OCTOBER 31, 2023 November 3.843 October 3.670 September 3.534 August 3.434 July 3.305** June 3.167 LAIF Apportionment Rate(2):3.59 LAIF Earnings Ratio(2):0.00009812538629360 LAIF Administrative Cost(1)*:0.29 PMIA Average Life(1):256 LAIF Fair Value Factor(1):0.986307739 PMIA Daily(1):3.48 PMIA Quarter to Date(1):3.42 Treasuries 60.58% Agencies 22.04% Certificates of Deposit/Bank Notes 8.09% Time Deposits 3.28% Commercial Paper 5.47% Corporate Bonds 0.34% Loans 0.20% 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. ** 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 12/20/23 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 09/30/23 Chart does not include $2,218,000.00 in mortgages, which equates to 0.001%. Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 11/30/23 $159.4 billion CAMP Investment Portfolio For the Month Ending October 31, 2023Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 50,943.95 1,586,719.19 (1,605,730.02) 0.00 $31,933.12 CAMP Pool Unsettled Trades 0.00 563.81 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 50,158,301.78 1,598,355.88 (1,483,937.61) (69,419.06) $50,203,300.99 CAMP Managed Account Unsettled Trades 0.00 585.80 Cash Dividends and Income October 31, 2023 September 30, 2023 Asset Summary CAMP Pool 31,933.12 50,943.95 CAMP Managed Account 50,203,300.99 50,158,301.78 $50,235,234.11 $50,209,245.73 Total Asset Allocation 0.06% CAMP Pool 99.94% CAMP Managed Account Page 1 For the Month Ending October 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 $50,943.95 1,586,719.19 (1,605,730.02) $31,933.12 563.81 $50,158,301.78 (387,704.98) (1,096,232.63) 1,598,355.88 0.00 (69,419.06) $50,203,300.99 $50,209,245.73 $50,235,234.11 102,217.77 (3,305.11) (98,326.86) $585.80 325,203.13 1,101,709.05 96,538.22 62,704.98 (1,601,660.99) 15,505.61 0.00 Managed Account Total 52,161,583.49 52,193,516.61 284,900.85 1,101,709.05 387,908.11 96,538.22 (1,601,660.99) (52,095,010.99) (274,504.36) 0.00 284,900.85 2,707,439.07 387,908.11 96,538.22 (3,188,380.18) (52,145,954.94) (274,504.36) 563.81 Total Accrual Basis Earnings $61,463.38 $62,027.19 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending October 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 22,050,000.00 20,204,444.73 40.22 Supra-National Agency Bond / Note 1,135,000.00 1,105,217.60 2.20 Municipal Bond / Note 1,535,000.00 1,446,514.05 2.88 Federal Agency Commercial Mortgage-Backed Security 6,266,548.91 5,982,914.81 11.91 Federal Agency Bond / Note 3,950,000.00 3,708,787.98 7.38 Corporate Note 12,365,000.00 11,728,051.74 23.35 Certificate of Deposit 900,000.00 896,736.56 1.79 Asset-Backed Security 5,231,840.86 5,130,633.52 10.21 Managed Account Sub-Total 53,433,389.77 50,203,300.99 99.94% Accrued Interest 284,900.85 Total Portfolio 53,433,389.77 50,488,201.84 CAMP Pool 31,933.12 31,933.12 0.06 Total Investments 53,465,322.89 50,520,134.96 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 10.21% ABS 1.79% Cert of Deposit 23.35% Corporate Note 7.38% Fed Agy Bond / Note 11.91% Federal Agency Commercial Mortgage-Backed Security 0.06% Joint Powers Authority 2.88% Muni Bond / Note 2.20% Supra-National Agency Bond / Note 40.22% 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 4.99%4.77% 14.26%15.00% 42.83% 18.15% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1058 3.32% 5.19% Page 3 For the Month Ending October 31, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.83% A 3.80% A+ 7.51% A- 3.69% AA 61.19% AA+ 3.60% AA- 12.90% AAA 0.06% AAAm 1.47% BBB+ 1.95% NR Issuer Summary Percentof HoldingsIssuer Market Value 218,795.63 0.44 ABBOTT LABORATORIES 441,881.58 0.88 AMAZON.COM INC 937,919.59 1.87 AMERICAN EXPRESS CO 391,211.20 0.78 AMERICAN HONDA FINANCE 711,087.30 1.42 APPLE INC 597,044.16 1.19 BANK OF AMERICA CO 432,971.53 0.86 BERKSHIRE HATHAWAY INC 223,247.92 0.44 BMW FINANCIAL SERVICES NA LLC 352,715.63 0.70 BRISTOL-MYERS SQUIBB CO 77,930.55 0.16 CALIFORNIA STATE UNIVERSITY 31,933.12 0.06 CAMP Pool 717,863.20 1.43 CAPITAL ONE FINANCIAL CORP 255,789.35 0.51 CARMAX AUTO OWNER TRUST 200,881.13 0.40 CATERPILLAR INC 97,512.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 375,185.39 0.75 CHARLES SCHWAB 401,181.26 0.80 CHASE ISSURANCE 62,906.55 0.13 CINTAS CORPORATION NO. 2 740,879.25 1.47 CITIGROUP INC 365,272.88 0.73 DEERE & COMPANY 840,205.23 1.67 DISCOVER FINANCIAL SERVICES 2,085,016.63 4.15 FANNIE MAE 464,320.05 0.92 FEDERAL HOME LOAN BANKS 348,423.22 0.69 FIFTH THIRD AUTO TRUST 289,109.10 0.58 FLORIDA STATE BOARD OF ADMIN FIN CORP 127,163.48 0.25 FORD CREDIT AUTO OWNER TRUST 7,142,366.11 14.22 FREDDIE MAC 218,338.65 0.43 GENERAL DYNAMICS CORP 337,107.60 0.67 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 393,998.80 0.78 GOLDMAN SACHS GROUP INC 167,767.88 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST 24,032.75 0.05 HOME DEPOT INC Page 4 For the Month Ending October 31, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 394,915.28 0.79 HONDA AUTO RECEIVABLES 90,002.01 0.18 HYUNDAI AUTO RECEIVABLES 218,921.18 0.44 IBM CORP 606,804.10 1.21 INTER-AMERICAN DEVELOPMENT BANK 498,413.50 0.99 INTL BANK OF RECONSTRUCTION AND DEV 470,929.56 0.94 JP MORGAN CHASE & CO 57,372.84 0.11 LOCKHEED MARTIN CORP 129,277.40 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 708,468.75 1.41 MICROSOFT CORP 395,989.20 0.79 MORGAN STANLEY 711,547.25 1.42 NATIONAL AUSTRALIA BANK LTD 366,869.65 0.73 NATIONAL RURAL UTILITIES CO FINANCE CORP 303,433.00 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 293,419.87 0.58 NISSAN AUTO RECEIVABLES 446,886.45 0.89 NORDEA BANK ABP 167,123.25 0.33 PACCAR FINANCIAL CORP 397,505.60 0.79 PNC FINANCIAL SERVICES GROUP 392,019.86 0.78 ROCHE HOLDINGS INC 120,556.80 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 198,702.00 0.40 STATE OF CALIFORNIA 58,660.80 0.12 STATE OF CONNECTICUT 92,262.00 0.18 STATE OF MINNESOTA 36,026.20 0.07 TARGET CORP 82,525.14 0.16 TEXAS INSTRUMENTS INC 624,646.73 1.24 THE BANK OF NEW YORK MELLON CORPORATION 387,240.40 0.77 THE WALT DISNEY CORPORATION 449,850.11 0.90 TORONTO-DOMINION BANK 759,526.38 1.51 TOYOTA MOTOR CORP 20,204,444.73 40.23 UNITED STATES TREASURY 203,011.20 0.40 UNITEDHEALTH GROUP INC 79,070.40 0.16 UNIVERSITY OF CALIFORNIA 216,753.75 0.43 USAA CAPITAL CORP $50,235,234.11 Total 100.00% Page 5 For the Month Ending October 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 01/31/2022 0.875% 01/31/2024 296,671.86 297,253.79 663.38 288,562.50 01/17/2301/13/23AaaAA+ 300,000.00 91282CDV0 4.68 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 143,882.82 152,736.85 884.51 160,324.22 08/07/2008/05/20AaaAA+ 150,000.00 912828YY0 0.18 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 138,328.13 148,859.67 126.36 147,093.75 04/05/2104/01/21AaaAA+ 150,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 67,675.79 72,899.25 1.55 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92 US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 857,226.61 936,606.13 19.57 926,843.75 01/06/2201/04/22AaaAA+ 950,000.00 91282CBW0 1.33 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 178,187.50 185,214.07 315.90 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 222,734.38 234,611.60 394.87 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 668,203.12 709,018.64 1,184.61 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 712,750.00 754,272.76 1,263.59 732,343.75 07/08/2207/05/22AaaAA+ 800,000.00 91282CCP4 2.84 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 801,843.75 846,432.89 1,421.54 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 801,843.75 844,205.52 1,421.54 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 229,726.55 233,519.31 2,309.78 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 895,933.55 921,503.18 9,008.15 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,929,703.02 1,987,431.35 19,402.17 1,954,066.41 12/07/2212/05/22AaaAA+ 2,100,000.00 912828U24 3.92 Page 6 For the Month Ending October 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 8,729,608.90 9,041,531.99 87,771.74 8,922,578.13 01/17/2301/13/23AaaAA+ 9,500,000.00 912828U24 3.72 US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 1,118,625.00 1,163,230.98 90.66 1,155,421.88 02/03/2301/31/23AaaAA+ 1,200,000.00 91282CEN7 3.70 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 347,812.50 363,802.46 2,606.15 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 556,500.00 568,347.73 4,169.84 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 742,000.00 754,511.66 5,559.78 746,531.25 03/06/2303/02/23AaaAA+ 800,000.00 91282CFB2 4.44 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 765,187.50 790,510.61 5,733.52 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 144,349.21 20,204,444.73 21,006,500.44 3.54 20,689,534.20 22,050,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 498,413.50 499,977.42 545.14 498,925.00 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 606,804.10 634,859.80 335.14 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 880.28 1,105,217.60 1,134,837.22 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 58,660.80 60,000.00 399.60 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 97,512.00 100,000.00 525.25 100,000.00 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 303,433.00 325,000.00 361.29 325,000.00 12/23/2012/16/20NRNR 325,000.00 650036DT0 0.87 Page 7 For the Month Ending October 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 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 79,070.40 85,000.00 346.09 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 60,619.65 65,159.75 272.57 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 79,271.85 85,195.91 356.43 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 149,217.60 160,000.00 670.93 160,000.00 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 92,262.00 100,000.00 157.50 100,000.00 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 120,556.80 130,000.00 276.90 130,000.00 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 129,277.40 140,000.00 270.55 140,000.00 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 77,930.55 85,000.00 366.35 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 198,702.00 200,000.00 1,615.33 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 5,618.79 1,446,514.05 1,535,355.66 1.58 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 240,089.37 250,069.12 630.87 259,482.46 03/25/2003/19/20AaaAA+ 247,236.53 3137BGK24 1.95 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 259,990.41 265,918.14 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 511,241.59 530,735.05 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 359,065.35 369,801.30 1,059.88 368,303.13 05/24/2305/19/23AaaAA+ 380,000.00 3137BTUM1 4.31 Page 8 For the Month Ending October 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 K064 A2 DTD 05/15/2017 3.224% 03/01/2027 514,725.33 520,616.97 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 513,433.89 529,366.28 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 429,319.39 439,302.01 1,748.83 439,301.41 07/27/2307/19/23AaaAA+ 439,312.38 3137HAD45 4.78 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 534,530.74 555,172.08 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 520,408.30 541,158.34 1,920.42 540,675.78 07/31/2307/18/23AaaAA+ 550,000.00 3136BQDE6 4.58 FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 483,211.60 489,102.53 1,975.00 489,032.00 10/19/2310/11/23AaaAA+ 500,000.00 3137HAQ74 5.26 FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 768,661.50 788,446.16 3,100.00 788,165.60 09/14/2309/07/23AaaAA+ 800,000.00 3137HAMH6 4.99 FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 363,043.88 363,049.67 1,515.63 363,043.88 10/31/2310/25/23AAAAA+ 375,000.00 3137HAST4 5.60 FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 485,193.46 494,121.67 2,000.00 494,023.50 09/28/2309/20/23AaaAA+ 500,000.00 3137HAMS2 5.07 20,968.41 5,982,914.81 6,136,859.32 4.65 6,133,812.17 6,266,548.91 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 349,747.30 349,998.56 425.35 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 323,777.03 324,991.22 347.57 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29 FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 298,575.30 299,991.05 306.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 Page 9 For the Month Ending October 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 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 326,818.80 349,495.57 82.64 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 327,044.20 349,787.34 54.69 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 391,455.60 424,271.29 442.71 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 320,987.10 349,404.61 240.63 348,362.00 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 137,501.25 149,833.51 89.06 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 640,081.40 699,200.63 277.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 592,800.00 649,058.21 1,570.83 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 3,836.81 3,708,787.98 3,946,031.99 0.46 3,937,922.00 3,950,000.00 Security Type Sub-Total Corporate Note PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 397,505.60 400,083.58 3,811.11 402,848.00 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 102,767.39 104,993.39 94.06 104,947.50 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 204,241.80 209,963.71 14.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 395,989.20 402,367.90 86.11 422,916.00 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 391,211.20 399,737.88 3,306.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 Page 10 For the Month Ending October 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 GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 393,998.80 401,709.46 4,833.89 418,632.00 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 67,277.07 69,998.36 115.21 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 387,240.40 399,728.30 1,186.11 398,368.00 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 167,123.25 177,341.47 743.75 182,894.25 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 76,056.48 79,963.95 285.00 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 392,019.86 410,000.00 1,238.34 410,000.00 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 24,032.75 24,979.15 30.00 24,956.25 03/28/2203/24/22A2A 25,000.00 437076CM2 2.76 CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 62,906.55 64,992.85 1,121.25 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 216,753.75 224,624.22 3,796.88 224,264.25 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 218,338.65 233,477.75 3,631.25 252,247.50 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 304,313.63 315,000.00 1,081.50 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82 Page 11 For the Month Ending October 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 AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 441,881.58 474,925.99 1,562.22 474,767.25 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 242,187.25 250,000.00 3,451.39 250,000.00 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 48,214.95 49,992.98 651.67 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 218,921.18 225,000.00 2,350.00 225,000.00 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 217,710.23 236,287.17 2,179.69 256,918.50 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 218,795.63 236,298.39 1,114.06 257,845.50 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 212,554.58 225,000.00 1,386.56 225,000.00 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 166,615.93 175,000.00 845.18 175,000.00 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 203,011.20 224,801.03 1,193.13 224,608.50 05/19/2105/17/21A2A+ 225,000.00 91324PEC2 1.19 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 155,970.85 174,970.75 480.03 174,947.50 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 200,881.13 224,273.70 1,200.63 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 Page 12 For the Month Ending October 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 TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 36,026.20 39,956.18 229.67 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 420,404.93 474,316.66 2,569.62 473,945.50 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 708,468.75 726,460.90 5,843.75 721,942.50 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 268,840.20 281,547.45 1,211.25 277,203.00 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 432,971.53 468,990.94 1,395.97 466,089.00 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 272,418.00 287,459.29 825.00 284,925.00 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 469,360.00 490,415.28 7,701.53 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 711,087.30 746,715.62 3,059.10 741,062.75 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 362,533.50 376,094.09 5,251.30 376,282.50 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 318,654.70 332,084.84 2,776.67 329,189.00 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 82,525.14 86,843.02 825.44 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04 Page 13 For the Month Ending October 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 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 352,715.63 360,424.16 2,884.38 358,263.75 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 57,372.84 59,901.51 1,157.00 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 365,272.88 377,708.81 5,517.19 377,865.00 07/25/2307/21/23A2A 375,000.00 24422EXB0 4.78 CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 740,879.25 746,329.56 3,868.67 746,280.00 10/04/2310/02/23Aa3A+ 750,000.00 17325FBB3 5.92 86,906.81 11,728,051.74 12,270,760.29 3.11 12,345,941.55 12,365,000.00 Security Type Sub-Total Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 449,850.11 450,000.00 490.00 450,000.00 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 446,886.45 450,000.00 12,304.25 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 12,794.25 896,736.56 900,000.00 5.56 900,000.00 900,000.00 Security Type Sub-Total Asset-Backed Security HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 28,237.10 28,770.68 4.86 28,768.95 04/28/2104/20/21NRAAA 28,771.97 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 156,413.63 160,681.27 23.57 160,679.78 06/23/2106/15/21AaaAAA 160,682.51 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 157,036.20 161,196.84 18.63 161,187.49 06/14/2106/08/21NRAAA 161,204.86 89190GAC1 0.26 Page 14 For the Month Ending October 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 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 77,266.99 80,215.63 19.61 80,207.76 11/24/2111/16/21AaaNR 80,224.67 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 51,512.90 52,941.18 12.24 52,935.19 04/21/2104/13/21NRAAA 52,946.61 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 61,764.91 63,914.62 21.02 63,908.41 11/17/2111/09/21NRAAA 63,922.68 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 185,964.62 194,975.86 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 66,454.41 69,086.52 19.57 69,085.79 10/21/2110/13/21AaaAAA 69,087.56 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 204,276.45 209,996.38 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 137,006.24 139,977.86 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 270,653.19 274,964.74 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 239,956.68 244,999.90 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 241,971.48 244,969.28 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 167,767.88 169,985.33 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 127,163.48 129,988.08 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 317,648.29 319,936.87 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 310,580.16 319,983.54 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 Page 15 For the Month Ending October 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 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 166,779.35 169,964.47 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 186,762.23 189,984.46 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 475,891.72 489,897.59 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 343,660.45 349,956.00 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 348,423.22 349,979.14 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 401,181.26 404,890.28 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 406,260.68 409,982.05 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 9,546.29 5,130,633.52 5,231,238.57 4.20 5,231,131.56 5,231,840.86 Security Type Sub-Total 53,433,389.77 51,907,819.68 3.32 284,900.85 52,161,583.49 50,203,300.99 Managed Account Sub-Total Joint Powers Authority CAMP Pool 31,933.12 31,933.12 0.00 31,933.12 NRAAAm 31,933.12 31,933.12 31,933.12 0.00 31,933.12 31,933.12 Liquid Sub-Total $53,465,322.89 $51,939,752.80 $284,900.85 $52,193,516.61 $50,235,234.11 3.32% $50,520,134.96 $284,900.85 Total Investments Accrued Interest Securities Sub-Total Page 16 For the Month Ending October 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 (581.93) 8,109.36 296,671.86 98.89 CITIGRP 300,000.00 91282CDV0US TREASURY NOTES DTD 01/31/2022 0.875% 01/31/2024 5.36 0.25 (8,854.03)(16,441.40) 143,882.82 95.92 WELLS_F 150,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.40 1.15 (10,531.54)(8,765.62) 138,328.13 92.22 GOLDMAN 150,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 5.19 1.66 (5,223.46)(3,782.22) 67,675.79 90.23 BMO 75,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 4.95 2.48 (79,379.52)(69,617.14) 857,226.61 90.23 CITIGRP 950,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 4.95 2.48 (7,026.57)(820.31) 178,187.50 89.09 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.91 2.72 (11,877.22)(3,515.62) 222,734.38 89.09 HSBC 250,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.91 2.72 (40,815.52)(22,265.63) 668,203.12 89.09 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.91 2.72 (41,522.76)(19,593.75) 712,750.00 89.09 HSBC 800,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.91 2.72 (44,589.14)(17,191.41) 801,843.75 89.09 MERRILL 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.91 2.72 (42,361.77)(17,718.75) 801,843.75 89.09 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.91 2.72 (3,792.76) 1,582.02 229,726.55 91.89 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.90 2.93 (25,569.63)(11,159.22) 895,933.55 91.89 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.90 2.93 (57,728.33)(24,363.39) 1,929,703.02 91.89 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.90 2.93 (311,923.09)(192,969.23) 8,729,608.90 91.89 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.90 2.93 (44,605.98)(36,796.88) 1,118,625.00 93.22 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 4.88 3.35 (15,989.96)(14,516.60) 347,812.50 92.75 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.89 3.56 Page 17 For the Month Ending October 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 (11,847.73)(9,140.63) 556,500.00 92.75 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.89 3.56 (12,511.66)(4,531.25) 742,000.00 92.75 BMO 800,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.89 3.56 (25,323.11)(21,591.80) 765,187.50 92.75 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.89 3.56 (485,089.47) 4.91 (802,055.71) 20,204,444.73 22,050,000.00 Security Type Sub-Total 2.91 Supra-National Agency Bond / Note (1,563.92)(511.50) 498,413.50 99.68 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 5.02 0.07 (28,055.70)(27,726.00) 606,804.10 95.56 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 5.64 0.90 (28,237.50) 5.36 (29,619.62) 1,105,217.60 1,135,000.00 Security Type Sub-Total 0.52 Municipal Bond / Note (1,339.20)(1,339.20) 58,660.80 97.77 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 5.43 0.66 (2,488.00)(2,488.00) 97,512.00 97.51 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 5.52 0.75 (21,567.00)(21,567.00) 303,433.00 93.36 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.97 1.37 (5,929.60)(5,929.60) 79,070.40 93.02 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.67 1.45 (4,540.10)(4,839.90) 60,619.65 93.26 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.54 1.65 (5,924.06)(6,291.70) 79,271.85 93.26 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.54 1.65 (10,782.40)(10,782.40) 149,217.60 93.26 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.54 1.65 (7,738.00)(7,738.00) 92,262.00 92.26 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 5.31 1.74 Page 18 For the Month Ending October 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 (9,443.20)(9,443.20) 120,556.80 92.74 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 5.24 1.74 (10,722.60)(10,722.60) 129,277.40 92.34 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 5.41 1.74 (7,069.45)(7,069.45) 77,930.55 91.68 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 5.29 1.98 (1,298.00)(1,298.00) 198,702.00 99.35 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 5.06 3.10 (89,509.05) 5.50 (88,841.61) 1,446,514.05 1,535,000.00 Security Type Sub-Total 1.72 Federal Agency Commercial Mortgage-Backed Security (9,979.75)(19,393.09) 240,089.37 97.11 CITIGRP 247,236.53 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 5.81 1.03 (5,927.73)(3,622.87) 259,990.41 94.54 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 5.42 1.99 (19,493.46)(15,598.25) 511,241.59 92.95 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 5.41 2.60 (10,735.95)(9,237.78) 359,065.35 94.49 CITIGRP 380,000.00 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 5.34 2.68 (5,891.64)(4,079.36) 514,725.33 93.59 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 5.33 2.99 (15,932.39)(13,599.31) 513,433.89 93.35 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 5.38 3.13 (9,982.62)(9,982.02) 429,319.39 97.73 JPM_CHA 439,312.38 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 5.34 3.22 (20,641.34)(20,962.66) 534,530.74 97.19 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 5.51 3.98 (20,750.04)(20,267.48) 520,408.30 94.62 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 5.50 4.14 (5,890.93)(5,820.40) 483,211.60 96.64 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 5.55 4.13 (19,784.66)(19,504.10) 768,661.50 96.08 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 5.59 4.11 Page 19 For the Month Ending October 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 (5.79) 0.00 363,043.88 96.81 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 5.60 4.36 (8,928.21)(8,830.04) 485,193.46 97.04 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 5.50 4.16 (150,897.36) 5.48 (153,944.51) 5,982,914.81 6,266,548.91 Security Type Sub-Total 3.45 Federal Agency Bond / Note (251.26) 62.30 349,747.30 99.93 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 4.58 0.02 (1,214.19)(852.47) 323,777.03 99.62 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 5.28 0.08 (1,415.75)(1,127.70) 298,575.30 99.53 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 5.30 0.10 (22,676.77)(21,445.20) 326,818.80 93.38 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 5.29 1.45 (22,743.14)(22,234.80) 327,044.20 93.44 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 5.30 1.47 (32,815.69)(31,427.90) 391,455.60 92.11 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 5.22 1.72 (28,417.51)(27,374.90) 320,987.10 91.71 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 5.21 1.81 (12,332.26)(12,048.75) 137,501.25 91.67 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 5.17 1.84 (59,119.23)(57,811.60) 640,081.40 91.44 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 5.17 1.89 (56,258.21)(54,873.00) 592,800.00 91.20 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 5.14 2.01 (229,134.02) 5.16 (237,244.01) 3,708,787.98 3,950,000.00 Security Type Sub-Total 1.33 Corporate Note (2,577.98)(5,342.40) 397,505.60 99.38 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 6.19 0.15 Page 20 For the Month Ending October 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 (2,226.00)(2,180.11) 102,767.39 97.87 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 6.43 0.30 (5,721.91)(5,533.50) 204,241.80 97.26 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 6.28 0.41 (6,378.70)(26,926.80) 395,989.20 99.00 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.95 0.50 (8,526.68)(6,804.80) 391,211.20 97.80 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.84 0.65 (7,710.66)(24,633.20) 393,998.80 98.50 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 6.10 0.43 (2,721.29)(2,716.63) 67,277.07 96.11 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.90 0.78 (12,487.90)(11,127.60) 387,240.40 96.81 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 5.72 0.75 (10,218.22)(15,771.00) 167,123.25 95.50 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.53 1.25 (3,907.47)(3,862.72) 76,056.48 95.07 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 6.12 1.24 (17,980.14)(17,980.14) 392,019.86 95.61 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.52 1.26 (946.40)(923.50) 24,032.75 96.13 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.50 1.36 (2,086.30)(2,079.15) 62,906.55 96.78 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.72 1.37 (7,870.47)(7,510.50) 216,753.75 96.34 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.96 1.45 Page 21 For the Month Ending October 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 (15,139.10)(33,908.85) 218,338.65 97.04 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.53 1.33 (10,686.37)(10,686.37) 304,313.63 96.61 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 3.03 0.58 (33,044.41)(32,885.67) 441,881.58 93.03 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.43 1.50 (7,812.75)(7,812.75) 242,187.25 96.87 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.56 1.56 (1,778.03)(1,771.55) 48,214.95 96.43 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.78 1.57 (6,078.82)(6,078.82) 218,921.18 97.30 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.65 1.68 (18,576.94)(39,208.27) 217,710.23 96.76 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.84 1.70 (17,502.76)(39,049.87) 218,795.63 97.24 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 5.44 1.58 (12,445.42)(12,445.42) 212,554.58 94.47 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 4.31 1.09 (8,384.07)(8,384.07) 166,615.93 95.21 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.80 1.30 (21,789.83)(21,597.30) 203,011.20 90.23 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 5.31 2.42 (18,999.90)(18,976.65) 155,970.85 89.13 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.52 2.65 Page 22 For the Month Ending October 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 (23,392.57)(22,982.62) 200,881.13 89.28 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 5.40 3.09 (3,929.98)(3,905.80) 36,026.20 90.07 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 5.36 3.02 (53,911.73)(53,540.57) 420,404.93 88.51 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 6.01 3.05 (17,992.15)(13,473.75) 708,468.75 94.46 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 5.16 2.87 (12,707.25)(8,362.80) 268,840.20 89.61 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 6.02 3.12 (36,019.41)(33,117.47) 432,971.53 91.15 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 5.19 3.17 (15,041.29)(12,507.00) 272,418.00 90.81 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 6.33 3.02 (21,055.28)(18,965.00) 469,360.00 93.87 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 5.81 3.34 (35,628.32)(29,975.45) 711,087.30 91.75 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 5.29 3.44 (13,560.59)(13,749.00) 362,533.50 96.68 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 5.52 3.81 (13,430.14)(10,534.30) 318,654.70 91.04 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 5.80 3.75 (4,317.88)(4,518.26) 82,525.14 97.09 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 5.37 3.83 Page 23 For the Month Ending October 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 (7,708.53)(5,548.12) 352,715.63 94.06 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 5.47 3.75 (2,528.67)(2,519.16) 57,372.84 95.62 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 5.55 4.07 (12,435.93)(12,592.12) 365,272.88 97.41 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 5.58 4.19 (5,450.31)(5,400.75) 740,879.25 98.78 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 6.09 4.25 (617,889.81) 5.59 (542,708.55) 11,728,051.74 12,365,000.00 Security Type Sub-Total 2.27 Certificate of Deposit (149.89)(149.89) 449,850.11 99.97 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.57 1.95 (3,113.55)(3,113.55) 446,886.45 99.31 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.90 1.88 (3,263.44) 5.73 (3,263.44) 896,736.56 900,000.00 Security Type Sub-Total 1.91 Asset-Backed Security (533.58)(531.85) 28,237.10 98.14 BARCLAY 28,771.97 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.38 0.32 (4,267.64)(4,266.15) 156,413.63 97.34 MITSU 160,682.51 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.71 0.47 (4,160.64)(4,151.29) 157,036.20 97.41 CITIGRP 161,204.86 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.54 0.43 (2,948.64)(2,940.77) 77,266.99 96.31 MERRILL 80,224.67 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.59 0.67 Page 24 For the Month Ending October 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 (1,428.28)(1,422.29) 51,512.90 97.29 MERRILL 52,946.61 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.72 0.43 (2,149.71)(2,143.50) 61,764.91 96.62 SMBC 63,922.68 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 2.11 0.59 (9,011.24)(8,993.63) 185,964.62 95.37 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 2.25 0.85 (2,632.11)(2,631.38) 66,454.41 96.19 JPM_CHA 69,087.56 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.04 0.70 (5,719.93)(5,718.59) 204,276.45 97.27 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.83 1.19 (2,971.62)(2,964.79) 137,006.24 97.86 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 5.12 1.43 (4,311.55)(4,301.74) 270,653.19 98.42 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.28 1.36 (5,043.22)(5,043.20) 239,956.68 97.94 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 5.22 1.56 (2,997.80)(2,990.08) 241,971.48 98.76 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.30 1.81 (2,217.45)(2,215.00) 167,767.88 98.69 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.41 1.50 (2,824.60)(2,822.96) 127,163.48 97.82 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 5.22 1.77 (2,288.58)(2,285.73) 317,648.29 99.27 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 5.60 2.01 (9,403.38)(9,401.28) 310,580.16 97.06 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 5.06 2.19 (3,185.12)(3,182.16) 166,779.35 98.11 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 5.26 2.32 (3,222.23)(3,220.92) 186,762.23 98.30 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 5.29 2.32 (14,005.87)(13,995.92) 475,891.72 97.12 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 5.13 2.33 (6,295.55)(6,292.27) 343,660.45 98.19 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 5.37 2.39 Page 25 For the Month Ending October 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 (1,555.92)(1,555.08) 348,423.22 99.55 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 5.64 2.06 (3,709.02)(3,706.47) 401,181.26 99.06 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 5.38 2.60 (3,721.37)(3,720.99) 406,260.68 99.09 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 5.44 2.59 (100,498.04) 4.79 (100,605.05) 5,130,633.52 5,231,840.86 Security Type Sub-Total 1.84 53,433,389.77 50,203,300.99 (1,704,518.69) (1,958,282.50) 5.19 Managed Account Sub-Total 2.49 Joint Powers Authority 0.00 0.00 31,933.12 1.00 31,933.12 CAMP Pool 0.00 31,933.12 31,933.12 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $50,520,134.96 $284,900.85 $50,235,234.11 Accrued Interest Securities Sub-Total $53,465,322.89 ($1,704,518.69) ($1,958,282.50) 5.19% 2.49 Page 26 For the Month Ending October 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 10/04/23 CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 17325FBB3 (746,280.00)(604.48)(746,884.48) 750,000.00 10/02/23 10/19/23 FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 3137HAQ74 (489,032.00)(1,185.00)(490,217.00) 500,000.00 10/11/23 10/31/23 FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 3137HAST4 (363,043.88)(1,515.63)(364,559.51) 375,000.00 10/25/23 (3,305.11) (1,601,660.99)(1,598,355.88) 1,625,000.00 Transaction Type Sub-Total INTEREST 10/01/23 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 808513BW4 0.00 4,950.00 4,950.00 300,000.00 10/01/23 10/25/23 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 10/01/23 10/25/23 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 10/01/23 10/25/23 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 0.00 1,749.87 1,749.87 439,574.59 10/01/23 10/25/23 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 10/01/23 10/25/23 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 10/01/23 10/25/23 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 3137HACX2 0.00 2,208.71 2,208.71 550,000.00 10/01/23 10/25/23 FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 10/01/23 10/25/23 FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 10/01/23 10/25/23 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,059.88 1,059.88 380,000.00 10/01/23 10/25/23 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 10/01/23 10/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 637.92 637.92 250,000.00 10/01/23 Page 27 For the Month Ending October 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 10/14/23 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 3130AJHU6 0.00 875.00 875.00 350,000.00 10/14/23 10/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 42.27 42.27 68,549.39 10/15/23 10/15/23 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 0.00 678.58 678.58 170,000.00 10/15/23 10/15/23 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 10/15/23 10/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 24.97 24.97 57,634.38 10/15/23 10/15/23 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 10/15/23 10/15/23 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 10/15/23 10/15/23 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 10/15/23 10/15/23 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 10/15/23 10/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 48.06 48.06 174,780.61 10/15/23 10/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 38.15 38.15 176,061.06 10/15/23 10/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 10.32 10.32 32,583.46 10/15/23 10/15/23 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 10/15/23 10/15/23 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 10/15/23 10/15/23 CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 161571HT4 0.00 1,741.50 1,741.50 405,000.00 10/15/23 10/15/23 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 0.00 771.08 771.08 190,000.00 10/15/23 10/15/23 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 10/15/23 Page 28 For the Month Ending October 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 10/15/23 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 437076CM2 0.00 337.50 337.50 25,000.00 10/15/23 10/15/23 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 02582JKD1 0.00 1,548.66 1,548.66 410,000.00 10/15/23 10/15/23 FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 31680EAD3 0.00 1,612.92 1,612.92 350,000.00 10/15/23 10/15/23 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 10/15/23 10/15/23 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 10/15/23 10/16/23 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 10/16/23 10/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 41.53 41.53 73,291.67 10/16/23 10/18/23 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 43815QAC1 0.00 1,442.67 1,442.67 320,000.00 10/18/23 10/20/23 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 0.00 2.70 2.70 7,905.67 10/20/23 10/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 62.86 62.86 85,713.92 10/21/23 10/22/23 FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 3135G03U5 0.00 1,093.75 1,093.75 350,000.00 10/22/23 10/25/23 TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 89115B6K1 0.00 25,130.00 25,130.00 450,000.00 10/25/23 10/26/23 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 06406RAS6 0.00 525.00 525.00 210,000.00 10/26/23 10/29/23 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 61746BDQ6 0.00 7,750.00 7,750.00 400,000.00 10/29/23 10/31/23 US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 91282CBW0 0.00 3,843.75 3,843.75 1,025,000.00 10/31/23 Page 29 For the Month Ending October 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 10/31/23 US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 91282CEN7 0.00 16,500.00 16,500.00 1,200,000.00 10/31/23 96,538.22 96,538.22 0.00 14,996,094.75 Transaction Type Sub-Total MATURITY 10/16/23 FREDDIE MAC NOTES DTD 10/16/2020 0.125% 10/16/2023 3137EAEY1 325,000.00 203.13 325,203.13 1,212.25 0.00 325,000.00 10/16/23 203.13 0.00 1,212.25 325,203.13 325,000.00 325,000.00 Transaction Type Sub-Total PAYDOWNS 10/25/23 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 262.21 0.00 262.21 0.01 0.00 262.21 10/01/23 10/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 2,763.47 0.00 2,763.47 (136.88) 0.00 2,763.47 10/01/23 10/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 14,856.20 0.00 14,856.20 1.60 0.00 14,856.20 10/15/23 10/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 3,811.49 0.00 3,811.49 0.40 0.00 3,811.49 10/15/23 10/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 4,687.77 0.00 4,687.77 1.01 0.00 4,687.77 10/15/23 10/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 4,626.71 0.00 4,626.71 1.03 0.00 4,626.71 10/15/23 10/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 14,098.10 0.00 14,098.10 0.24 0.00 14,098.10 10/15/23 10/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 4,204.11 0.00 4,204.11 0.11 0.00 4,204.11 10/16/23 10/20/23 GMALT 2021-2 A4 DTD 05/26/2021 0.410% 05/20/2025 380144AD7 7,905.67 0.00 7,905.67 0.67 0.00 7,905.67 10/20/23 10/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 5,489.25 0.00 5,489.25 1.16 0.00 5,489.25 10/21/23 0.00 0.00 (130.65) 62,704.98 62,704.98 62,704.98 Transaction Type Sub-Total Page 30 For the Month Ending October 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 10/04/23 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 180,570.31 195.65 180,765.96 (13,968.75)(16,483.37)FIFO 200,000.00 10/02/23 10/04/23 CITIGROUP INC CORP NOTES DTD 04/27/2015 3.300% 04/27/2025 172967JP7 215,779.50 3,238.13 219,017.63 (33,959.25)(17,534.70)FIFO 225,000.00 10/02/23 10/04/23 US TREASURY NOTES DTD 12/31/2020 0.375% 12/31/2025 91282CBC4 361,140.63 391.31 361,531.94 (26,828.12)(32,228.42)FIFO 400,000.00 10/02/23 10/18/23 US TREASURY NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 49,363.28 93.92 49,457.20 1,269.53 (108.60)FIFO 50,000.00 10/11/23 10/19/23 US TREASURY NOTES DTD 01/31/2022 0.875% 01/31/2024 91282CDV0 49,369.14 95.11 49,464.25 1,275.39 (107.77)FIFO 50,000.00 10/16/23 10/31/23 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 912828YY0 240,009.77 1,462.30 241,472.07 (27,197.26)(14,562.35)FIFO 250,000.00 10/26/23 5,476.42 (81,025.21)(99,408.46) 1,101,709.05 1,096,232.63 1,175,000.00 Transaction Type Sub-Total (114,418.27) 98,912.66 (15,505.61) (98,326.86) (81,025.21)Managed Account Sub-Total Total Security Transactions ($98,326.86)($15,505.61)$98,912.66 ($114,418.27)($81,025.21) Page 31 For the Month Ending October 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 50,943.95 Opening Balance 10/02/23 10/02/23 Purchase - Interest 808513BW4 1.00 4,950.00 55,893.95 10/04/23 10/04/23 Purchase - Interest 91282CBC4 1.00 586.96 56,480.91 10/04/23 10/04/23 Purchase - Principal 91282CBC4 1.00 541,710.94 598,191.85 10/04/23 10/04/23 Purchase - Interest 172967JP7 1.00 3,238.13 601,429.98 10/04/23 10/04/23 Purchase - Principal 172967JP7 1.00 215,779.50 817,209.48 10/04/23 10/04/23 Redemption - Principal 17325FBB3 1.00 (746,280.00) 70,929.48 10/04/23 10/04/23 Redemption - Interest 17325FBB3 1.00 (604.48) 70,325.00 10/16/23 10/16/23 Purchase - Interest 3130AJHU6 1.00 875.00 71,200.00 10/16/23 10/16/23 Purchase - Interest 437076CM2 1.00 337.50 71,537.50 10/16/23 10/16/23 Purchase - Interest 02582JJZ4 1.00 771.08 72,308.58 10/16/23 10/16/23 Purchase - Interest 02582JKD1 1.00 1,548.66 73,857.24 10/16/23 10/16/23 Purchase - Interest 05522RDG0 1.00 678.58 74,535.82 10/16/23 10/16/23 Purchase - Interest 14041NGB1 1.00 1,010.63 75,546.45 10/16/23 10/16/23 Purchase - Interest 14041NGD7 1.00 1,804.83 77,351.28 10/16/23 10/16/23 Purchase - Interest 14314QAC8 1.00 24.97 77,376.25 10/16/23 10/16/23 Purchase - Interest 14318MAD1 1.00 694.75 78,071.00 10/16/23 10/16/23 Purchase - Interest 161571HT4 1.00 1,741.50 79,812.50 10/16/23 10/16/23 Purchase - Interest 254683CP8 1.00 94.25 79,906.75 10/16/23 10/16/23 Purchase - Interest 254683CY9 1.00 1,149.33 81,056.08 10/16/23 10/16/23 Purchase - Interest 254683CZ6 1.00 1,437.92 82,494.00 10/16/23 10/16/23 Purchase - Interest 31680EAD3 1.00 1,612.92 84,106.92 Page 32 For the Month Ending October 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 10/16/23 10/16/23 Purchase - Interest 344928AD8 1.00 503.75 84,610.67 10/16/23 10/16/23 Purchase - Interest 362554AC1 1.00 41.53 84,652.20 10/16/23 10/16/23 Purchase - Interest 36265QAD8 1.00 1,104.58 85,756.78 10/16/23 10/16/23 Purchase - Interest 41285JAD0 1.00 715.42 86,472.20 10/16/23 10/16/23 Purchase - Interest 44933LAC7 1.00 10.32 86,482.52 10/16/23 10/16/23 Purchase - Interest 44935FAD6 1.00 42.27 86,524.79 10/16/23 10/16/23 Purchase - Interest 65480BAC1 1.00 48.06 86,572.85 10/16/23 10/16/23 Purchase - Interest 65480JAC4 1.00 520.33 87,093.18 10/16/23 10/16/23 Purchase - Interest 89190GAC1 1.00 38.15 87,131.33 10/16/23 10/16/23 Purchase - Interest 891940AC2 1.00 945.29 88,076.62 10/16/23 10/16/23 Purchase - Principal 3137EAEY1 1.00 325,203.13 413,279.75 10/16/23 10/16/23 Purchase - Principal 362554AC1 1.00 4,204.11 417,483.86 10/16/23 10/16/23 Purchase - Principal 14314QAC8 1.00 4,687.77 422,171.63 10/16/23 10/16/23 Purchase - Principal 65480BAC1 1.00 14,098.10 436,269.73 10/16/23 10/16/23 Purchase - Principal 44933LAC7 1.00 3,811.49 440,081.22 10/16/23 10/16/23 Purchase - Principal 89190GAC1 1.00 14,856.20 454,937.42 10/16/23 10/16/23 Purchase - Principal 44935FAD6 1.00 4,626.71 459,564.13 10/18/23 10/18/23 Purchase - Interest 43815QAC1 1.00 1,442.67 461,006.80 10/18/23 10/18/23 Purchase - Principal 91282CDV0 1.00 49,363.28 510,370.08 10/18/23 10/18/23 Purchase - Interest 91282CDV0 1.00 93.92 510,464.00 10/19/23 10/19/23 Purchase - Principal 91282CDV0 1.00 49,369.14 559,833.14 10/19/23 10/19/23 Purchase - Interest 91282CDV0 1.00 95.11 559,928.25 Page 33 For the Month Ending October 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 10/19/23 10/19/23 Redemption - Interest 3137HAQ74 1.00 (1,185.00) 558,743.25 10/19/23 10/19/23 Redemption - Principal 3137HAQ74 1.00 (489,032.00) 69,711.25 10/20/23 10/20/23 Purchase - Interest 380144AD7 1.00 2.70 69,713.95 10/20/23 10/20/23 Purchase - Principal 380144AD7 1.00 7,905.67 77,619.62 10/23/23 10/23/23 Purchase - Interest 3135G03U5 1.00 1,093.75 78,713.37 10/23/23 10/23/23 Purchase - Interest 43815GAC3 1.00 62.86 78,776.23 10/23/23 10/23/23 Purchase - Principal 43815GAC3 1.00 5,489.25 84,265.48 10/25/23 10/25/23 Purchase - Interest 89115B6K1 1.00 25,130.00 109,395.48 10/25/23 10/25/23 Purchase - Interest 3136BQDE6 1.00 1,920.42 111,315.90 10/25/23 10/25/23 Purchase - Interest 3137BGK24 1.00 637.92 111,953.82 10/25/23 10/25/23 Purchase - Interest 3137BNGT5 1.00 629.06 112,582.88 10/25/23 10/25/23 Purchase - Interest 3137BSP72 1.00 1,215.96 113,798.84 10/25/23 10/25/23 Purchase - Interest 3137BTUM1 1.00 1,059.88 114,858.72 10/25/23 10/25/23 Purchase - Interest 3137BXQY1 1.00 1,477.67 116,336.39 10/25/23 10/25/23 Purchase - Interest 3137F1G44 1.00 1,486.38 117,822.77 10/25/23 10/25/23 Purchase - Interest 3137HACX2 1.00 2,208.71 120,031.48 10/25/23 10/25/23 Purchase - Interest 3137HAD45 1.00 1,749.87 121,781.35 10/25/23 10/25/23 Purchase - Interest 3137HAMH6 1.00 3,100.00 124,881.35 10/25/23 10/25/23 Purchase - Interest 3137HAMS2 1.00 2,000.00 126,881.35 10/25/23 10/25/23 Purchase - Principal 3137HAD45 1.00 262.21 127,143.56 10/25/23 10/25/23 Purchase - Principal 3137BGK24 1.00 2,763.47 129,907.03 10/25/23 10/25/23 IP Fees September 2023 1.00 (3,849.07) 126,057.96 Page 34 For the Month Ending October 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 10/25/23 10/25/23 U.S. Bank Fees August 2023 1.00 (219.96) 125,838.00 10/26/23 10/26/23 Purchase - Interest 06406RAS6 1.00 525.00 126,363.00 10/30/23 10/30/23 Purchase - Interest 61746BDQ6 1.00 7,750.00 134,113.00 10/31/23 10/31/23 Purchase - Interest 91282CBW0 1.00 3,843.75 137,956.75 10/31/23 10/31/23 Purchase - Interest 91282CEN7 1.00 16,500.00 154,456.75 10/31/23 10/31/23 Purchase - Principal 912828YY0 1.00 240,009.77 394,466.52 10/31/23 10/31/23 Purchase - Interest 912828YY0 1.00 1,462.30 395,928.82 10/31/23 10/31/23 Redemption - Interest 3137HAST4 1.00 (1,515.63) 394,413.19 10/31/23 10/31/23 Redemption - Principal 3137HAST4 1.00 (363,043.88) 31,369.31 10/31/23 11/01/23 Accrual Income Div Reinvestment - Distributions 1.00 563.81 31,933.12 31,933.12 31,933.12 31,933.12 119,505.20 26,511.30 0.00 (34,822,141.88) 34,807,204.59 46,870.41 563.81 31,933.12 0.00 (1,605,730.02) 1,586,719.19 50,943.95 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance October January-October 5.56% Page 35