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Item No. 05 - CC Investment Report for November 2023
5)CC Investment Report for November 2023 Receive and file the Investment Report for November 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:February 27, 2024 Subject:CC Investment Report for November 2023 Recommendation Receive and file the Investment Report for November 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 November 2023 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE Bank Accounts: General Checking Account 6,191,288$ 237,472$ (34,339)$ 6,394,420$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 6,191,288 237,472 (34,339) 6,396,720 INVESTMENTS Local Agency Investment Funds 42,722,208 - - 42,722,208 CAMP Investments: CAMP Pool Account 1,186,909 - - 1,186,909 U.S. Treasury Bond / Note 20,689,534 - - 20,689,534 Supra-National Agency Bond / Note 634,530 - - 634,530 Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 6,586,855 - - 6,586,855 Federal Agency Bond / Note 3,263,608 - - 3,263,608 Corporate Note 12,345,942 - - 12,345,942 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,264,982 - - 5,264,982 Sub-total Investments 95,130,590 - - 95,130,590 Market Value Adjustment: Unrealized Gain/(Loss) at 09/30/2023 (2,410,517) - - (2,410,517) Total Investments 92,720,073 - - 92,720,073 Total Pooled Cash and Investments 98,911,361$ 237,472$ (34,339)$ 99,116,793$ TOTAL POOLED CASH AND INVESTMENTS 99,116,793$ 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 February 8, 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 NOVEMBER 30, 2023 FUND NO FUND NAME AMOUNT 100 General 9,524,165$ 102 Measure Z 15,198,844 106 Affordable Housing In Lieu 759,168 107 Developer Agreement Revenue 180,106 108 American Rescue Plan 6,386,998 109 Road Maintenance and Rehabilitation (SB1) 709,496 110 State Gas Tax 636,400 112 Measure A 1,117,763 114 SB1186 CASP Education Program 60,184 115 Traffic Safety 41,781 116 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 1,011,228 140 Geothermal 11,825 160 PEG Grant 54,194 180 Launch Pointe 572,120 202 La Strada RBBD 24,118 203 E.L.S.P. - S.T.I.F. 3,401,033 205 Traffic Impact Fee 402,654 211 Storm Drain C.I.P. 3,147,375 221 Quimby Park C.I.P. 181,646 231 Library C.I.P. 1,359,763 232 City Fire Protection 687,658 300 Insurance Service 883,737 305 Information Systems Service 2,604,652 310 Support Service 37,563 315 Fleet Service 155,986 320 Facilities Service 2,405,331 331 CFD 2006-1CC Summerly Improvement Area CC 3,155 335 CFD 2003-2E Canyon Hills Improvement Area E 5,217 337 CFD 2016-2 Canyon Hills 6,664 339 CFD 2006-1 IA-KK Summerly Improvement Area 5,515 340 CFD 2006-1 IA-EE Summerly Improvement Area 2,419 345 CFD 2003-2 Improvement Area D, Canyon Hills 20,545 346 CFD 2014-1 Southshore 68,739 347 CFD 2006-1 Improvement Area A, Summerly 1,390 354 CFD 90-2 Tuscany Hills 8,891 C I T Y O F L A K E E L S I N O R E POOLED CASH AND INVESTMENTS BY FUND AS OF NOVEMBER 30, 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 NOVEMBER 30, 2023 361 CFD 2022-2 Lakeshore Improvement 10,687 362 CFD 2006-8S Running Deer Estates Services 22,021 363 CFD 2022-3 Lakeside 742 364 CFD 2023-2 Coastal Mission Trail Improvement 20,269 366 CFD 2005-6 City Center Townhomes 6,724 368 CFD 2006-2 Viscaya 17,983 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 24,306 370 CFD 2006-1 IA-HH Summerly Improvement 7,833 375 CFD 2006-4 Clurman 1,871 378 CFD 2006-8 Running Deer Estates 742 388 CFD 2007-6 Holiday Inn Express 365 500 Capital Improvement Plan 7,216,557 603 Endowment Trust - Carl Graves 60,461 604 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 1,596,423 617 Successor Agency Housing 29,265,435 620 Cost Recovery System 5,858,341 631 Lake Destratification Equipment Replacement 500,590 650 CFD 2003-1 Law & Fire Service 28,898 655 CFD 2015-1s Law, Fire, Paramedic Services 7,906 Total Pooled Cash & Investments 99,116,793$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 1.25% 1,186,909$ U.S. Treasury Bond / Note Unlimited 21.75% 20,689,534$ Supra-National Agency Bond / Note 30% 0.67% 634,530$ Municipal Bond / Note Unlimited 1.61% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 6.92% 6,586,855$ Federal Agency Bond / Note Unlimited 3.43% (1)3,263,608$ Corporate Note 30% 12.98% 12,345,942$ Negotiable Certificates of Deposit 30% 0.95% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 5.53% 5,264,982$ LAIF (Local Agency Investment Funds) $150 Million 44.91% (2)42,722,208$ TOTAL 100.00% 95,130,590$ Note: (1) No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. (2) Investment in LAIF may not exceed $75 million in each agency. C I T Y O F L A K E E L S I N O R E SUMMARY OF POLICY LIMITATIONS FOR THE MONTH ENDING NOVEMBER 30, 2023 Local Agency Investment Fund Yield Purchase Date Maturity Rate 3.843% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:46,422,208$ (3,700,000)$ 42,722,208$ 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 NOVEMBER 30, 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 November 30, 2023Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 31,933.12 1,424,169.00 (269,193.13) 0.00 $1,186,908.99 CAMP Pool Unsettled Trades 0.00 2,232.02 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 50,203,300.99 264,464.65 (1,226,767.16) 687,302.98 $50,202,511.39 CAMP Managed Account Unsettled Trades 274,209.93 196,408.85 Cash Dividends and Income November 30, 2023 October 31, 2023 Asset Summary CAMP Pool 1,186,908.99 31,933.12 CAMP Managed Account 50,202,511.39 50,203,300.99 $51,389,420.38 $50,235,234.11 Total Asset Allocation 2.31% CAMP Pool 97.69% CAMP Managed Account Page 1 For the Month Ending November 30, 2023Managed Account Summary Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dividend Closing Market Value Redemptions Purchases Opening Market Value Closing Market Value Change in Current Value Unsettled Trades Principal Acquisitions Principal Dispositions Maturities/Calls Opening Market Value Closing Market Value Opening Market Value Account Total Total Cash Basis Earnings Plus Net Realized Gains/Losses Less Purchased Interest Related to Interest/Coupons Interest/Dividends/Coupons Received Earnings Reconciliation (Cash Basis) - Managed Account Dividends Less Beginning Accrued Interest Less Beginning Amortized Value of Securities Less Cost of New Purchases Plus Coupons/Dividends Received Plus Proceeds of Maturities/Calls/Principal Payments Plus Proceeds from Sales Ending Accrued Interest Ending Amortized Value of Securities Earnings Reconciliation (Accrual Basis) Reconciling Transactions Net Cash Contribution Security Purchases Principal Payments Coupon/Interest/Dividend Income Sale Proceeds Maturities/Calls Cash Transactions Summary- Managed Account $31,933.12 1,424,169.00 (269,193.13) $1,186,908.99 2,232.02 $50,203,300.99 (1,226,767.16) 0.00 264,464.65 274,209.93 687,302.98 $50,202,511.39 $50,235,234.11 $51,389,420.38 195,169.82 (506.90) 1,745.93 $196,408.85 1,176,468.75 0.00 193,701.07 51,767.16 (264,971.55) (1,156,965.43) 0.00 Managed Account Total 51,506,038.48 52,692,947.47 201,788.04 0.00 1,228,235.91 193,701.07 (539,404.23) (52,161,583.49) (284,900.85) 0.00 201,788.04 269,193.13 1,228,235.91 193,701.07 (1,963,573.23) (52,193,516.61) (284,900.85) 2,232.02 Total Accrual Basis Earnings $143,874.93 $146,106.95 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending November 30, 2023Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 22,050,000.00 20,499,848.37 39.89 Supra-National Agency Bond / Note 635,000.00 611,054.15 1.19 Municipal Bond / Note 1,535,000.00 1,457,600.40 2.84 Federal Agency Commercial Mortgage-Backed Security 6,720,921.71 6,551,405.70 12.75 Federal Agency Bond / Note 3,275,000.00 3,062,134.45 5.96 Corporate Note 12,365,000.00 11,910,993.18 23.18 Certificate of Deposit 900,000.00 896,708.70 1.74 Asset-Backed Security 5,265,700.90 5,212,766.44 10.14 Managed Account Sub-Total 52,746,622.61 50,202,511.39 97.69% Accrued Interest 201,788.04 Total Portfolio 52,746,622.61 50,404,299.43 CAMP Pool 1,186,908.99 1,186,908.99 2.31 Total Investments 53,933,531.60 51,591,208.42 100.00% Unsettled Trades 275,000.00 274,209.93 Sector Allocation 10.14% ABS 1.74% Cert of Deposit 23.18% Corporate Note 5.96% Fed Agy Bond / Note 12.75% Federal Agency Commercial Mortgage-Backed Security 2.31% Joint Powers Authority 2.84% Muni Bond / Note 1.19% Supra-National Agency Bond / Note 39.89% US TSY Bond / Note 0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years 5.61%3.92% 16.48% 36.28% 18.56%19.15% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1063 3.42% 4.78% Page 3 For the Month Ending November 30, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 3.80% A 3.81% A+ 7.41% A- 3.64% AA 60.27% AA+ 3.55% AA- 11.67% AAA 2.31% AAAm 1.46% BBB+ 2.08% NR Issuer Summary Percentof HoldingsIssuer Market Value 220,908.83 0.43 ABBOTT LABORATORIES 445,995.55 0.87 AMAZON.COM INC 951,883.37 1.85 AMERICAN EXPRESS CO 392,686.40 0.76 AMERICAN HONDA FINANCE 728,109.40 1.42 APPLE INC 603,261.36 1.17 BANK OF AMERICA CO 440,880.28 0.86 BERKSHIRE HATHAWAY INC 225,772.44 0.44 BMW FINANCIAL SERVICES NA LLC 363,147.75 0.71 BRISTOL-MYERS SQUIBB CO 78,482.20 0.15 CALIFORNIA STATE UNIVERSITY 1,186,908.99 2.31 CAMP Pool 726,677.57 1.41 CAPITAL ONE FINANCIAL CORP 252,862.62 0.49 CARMAX AUTO OWNER TRUST 204,235.65 0.40 CATERPILLAR INC 97,886.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 381,752.61 0.74 CHARLES SCHWAB 405,773.39 0.79 CHASE ISSURANCE 63,333.53 0.12 CINTAS CORPORATION NO. 2 764,781.75 1.49 CITIGROUP INC 375,303.38 0.73 DEERE & COMPANY 849,157.34 1.65 DISCOVER FINANCIAL SERVICES 1,785,015.48 3.47 FANNIE MAE 468,231.50 0.91 FEDERAL HOME LOAN BANKS 350,896.35 0.68 FIFTH THIRD AUTO TRUST 292,001.40 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,285.57 0.25 FORD CREDIT AUTO OWNER TRUST 7,360,293.17 14.32 FREDDIE MAC 219,871.58 0.43 GENERAL DYNAMICS CORP 335,122.83 0.65 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 395,506.40 0.77 GOLDMAN SACHS GROUP INC 168,599.80 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST 24,226.15 0.05 HOME DEPOT INC Page 4 For the Month Ending November 30, 2023Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 479,030.06 0.93 HONDA AUTO RECEIVABLES 82,477.09 0.16 HYUNDAI AUTO RECEIVABLES 220,516.20 0.43 IBM CORP 611,054.15 1.19 INTER-AMERICAN DEVELOPMENT BANK 474,609.77 0.92 JP MORGAN CHASE & CO 59,248.74 0.12 LOCKHEED MARTIN CORP 130,258.80 0.25 LOS ANGELES COMMUNITY COLLEGE DISTRICT 721,608.75 1.40 MICROSOFT CORP 396,992.80 0.77 MORGAN STANLEY 723,872.50 1.41 NATIONAL AUSTRALIA BANK LTD 375,524.85 0.73 NATIONAL RURAL UTILITIES CO FINANCE CORP 305,769.75 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 280,947.07 0.55 NISSAN AUTO RECEIVABLES 446,843.70 0.87 NORDEA BANK ABP 168,258.48 0.33 PACCAR FINANCIAL CORP 398,506.00 0.78 PNC FINANCIAL SERVICES GROUP 394,972.68 0.77 ROCHE HOLDINGS INC 121,466.80 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 199,890.00 0.39 STATE OF CALIFORNIA 58,800.60 0.11 STATE OF CONNECTICUT 93,059.00 0.18 STATE OF MINNESOTA 36,764.00 0.07 TARGET CORP 84,716.10 0.16 TEXAS INSTRUMENTS INC 637,775.81 1.24 THE BANK OF NEW YORK MELLON CORPORATION 388,887.60 0.76 THE WALT DISNEY CORPORATION 449,865.00 0.88 TORONTO-DOMINION BANK 755,408.89 1.47 TOYOTA MOTOR CORP 20,499,848.37 39.89 UNITED STATES TREASURY 205,932.83 0.40 UNITEDHEALTH GROUP INC 79,985.85 0.16 UNIVERSITY OF CALIFORNIA 218,677.50 0.43 USAA CAPITAL CORP $51,389,420.38 Total 100.00% Page 5 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 01/31/2022 0.875% 01/31/2024 297,750.00 298,159.14 877.38 288,562.50 01/17/2301/13/23AaaAA+ 300,000.00 91282CDV0 4.68 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 144,632.82 152,544.11 1,098.51 160,324.22 08/07/2008/05/20AaaAA+ 150,000.00 912828YY0 0.18 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 139,500.00 148,916.03 156.93 147,093.75 04/05/2104/01/21AaaAA+ 150,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 68,531.25 72,968.43 47.90 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 868,062.50 937,047.20 606.80 926,843.75 01/06/2201/04/22AaaAA+ 950,000.00 91282CBW0 1.33 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 180,625.00 185,656.32 417.80 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 225,781.25 235,071.87 522.25 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 677,343.75 710,244.40 1,566.75 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 722,500.00 755,640.48 1,671.20 732,343.75 07/08/2207/05/22AaaAA+ 800,000.00 91282CCP4 2.84 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 812,812.50 848,035.10 1,880.10 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 812,812.50 845,874.35 1,880.10 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 233,085.95 233,964.74 219.78 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 909,035.21 922,949.04 857.14 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,957,921.98 1,990,473.75 1,846.15 1,954,066.41 12/07/2212/05/22AaaAA+ 2,100,000.00 912828U24 3.92 Page 6 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par U.S. Treasury Bond / Note US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 8,857,266.10 9,053,923.02 8,351.65 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 1,136,812.56 1,164,095.45 2,810.44 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 354,140.63 364,048.02 3,446.84 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 566,625.00 569,041.86 5,514.95 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 755,500.00 755,509.21 7,353.26 746,531.25 03/06/2303/02/23AaaAA+ 800,000.00 91282CFB2 4.44 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 779,109.37 791,266.95 7,583.05 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 48,708.98 20,499,848.37 21,035,429.47 3.54 20,689,534.20 22,050,000.00 Security Type Sub-Total Supra-National Agency Bond / Note INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 611,054.15 634,872.66 599.72 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 599.72 611,054.15 634,872.66 0.52 634,530.10 635,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 58,800.60 60,000.00 499.50 60,000.00 06/11/2005/29/20Aa3AA- 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 97,886.00 100,000.00 700.33 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 305,769.75 325,000.00 596.92 325,000.00 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 79,985.85 85,000.00 33.36 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 Page 7 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Municipal Bond / Note FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 61,226.10 65,151.87 340.71 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 80,064.90 85,186.24 445.54 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 150,710.40 160,000.00 838.67 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 93,059.00 100,000.00 210.00 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 121,466.80 130,000.00 369.20 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 130,258.80 140,000.00 360.73 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 78,482.20 85,000.00 61.06 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 199,890.00 200,000.00 2,423.00 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 6,879.02 1,457,600.40 1,535,338.11 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 240,813.82 249,446.30 629.83 259,058.50 03/25/2003/19/20AaaAA+ 246,832.58 3137BGK24 1.95 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 262,356.42 266,262.15 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 517,917.45 531,310.69 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 363,827.23 370,080.46 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 522,808.21 521,341.88 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98 Page 8 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Commercial Mortgage-Backed Security FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 521,958.04 529,862.68 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 434,676.18 439,078.96 1,747.94 439,078.17 07/27/2307/19/23AaaAA+ 439,089.13 3137HAD45 4.78 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 545,797.26 555,079.39 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 532,511.73 541,314.00 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 494,639.22 489,271.24 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 786,953.55 788,626.19 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 373,847.88 363,229.54 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 497,484.67 494,211.31 2,000.00 494,023.50 09/28/2309/20/23AaaAA+ 500,000.00 3137HAMS2 5.07 FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 181,604.11 179,482.24 760.35 179,479.62 11/21/2311/14/23AaaAA+ 180,000.00 3137HB3D4 5.14 FHMS K511 A2 DTD 12/07/2023 4.860% 10/25/2028 274,209.93 274,209.93 222.75 274,209.93 12/07/2311/28/23AaaAA+ 275,000.00 3137HB3G7 4.93 21,949.58 6,551,405.70 6,592,806.96 4.68 6,586,854.52 6,720,921.71 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 299,870.40 299,999.19 368.75 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28 FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 329,394.80 349,524.12 228.47 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60 Page 9 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Federal Agency Bond / Note FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 329,608.30 349,799.20 236.98 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67 FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 395,120.80 424,306.10 575.52 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 324,198.00 349,431.55 350.00 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 138,836.70 149,840.93 135.94 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 646,408.00 699,235.29 495.83 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 598,697.45 649,096.55 216.67 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 2,608.16 3,062,134.45 3,271,232.93 0.50 3,263,607.50 3,275,000.00 Security Type Sub-Total Corporate Note PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 398,506.00 400,035.36 4,977.78 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 103,494.51 104,994.83 159.69 104,947.50 03/18/2103/16/21A2A- 105,000.00 808513BN4 0.77 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 205,751.91 209,969.86 102.08 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 396,992.80 401,973.25 1,377.78 422,916.00 07/23/1907/19/19A1A- 400,000.00 61746BDQ6 2.59 AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 392,686.40 399,770.78 4,106.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 Page 10 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 395,506.40 401,386.92 6,117.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 67,674.81 69,998.53 158.96 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 388,887.60 399,755.20 1,769.44 398,368.00 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 168,258.48 177,189.76 1,006.25 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 76,792.32 79,966.16 435.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 394,972.68 410,000.00 1,966.77 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 24,226.15 24,980.32 86.25 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 63,333.53 64,993.24 186.88 64,985.70 05/03/2204/26/22A3A- 65,000.00 17252MAP5 3.46 USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 218,677.50 224,644.83 632.81 224,264.25 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 219,871.58 232,969.09 350.00 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 306,386.64 315,000.00 1,297.80 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82 Page 11 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 445,995.55 474,929.82 1,878.89 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 243,736.50 250,000.00 4,180.56 250,000.00 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 48,575.50 49,993.33 795.42 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 220,516.20 225,000.00 3,100.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 219,937.50 235,757.26 2,906.25 256,918.50 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 220,908.83 235,725.84 1,840.63 257,845.50 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 214,407.90 225,000.00 1,673.44 225,000.00 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 168,223.13 175,000.00 1,223.61 175,000.00 02/24/2202/16/22A1A- 175,000.00 46647PCV6 2.60 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 205,932.83 224,807.47 115.00 224,608.50 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 158,097.63 174,971.62 662.33 174,947.50 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 204,235.65 224,292.42 1,519.38 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 Page 12 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 36,764.00 39,957.30 294.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 432,023.90 474,334.00 3,381.08 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 721,608.75 727,052.83 7,906.25 721,942.50 03/17/2303/14/23AaaAAA 750,000.00 594918BY9 4.36 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 275,699.40 282,001.57 1,848.75 277,203.00 01/18/2301/13/23A2BBB+ 300,000.00 025816CS6 4.59 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 440,880.28 469,137.50 2,306.39 466,089.00 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 278,258.10 287,760.99 1,650.00 284,925.00 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 480,136.00 490,633.78 9,328.61 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 728,109.40 747,316.99 4,932.01 741,062.75 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 370,779.75 376,072.68 6,696.61 376,282.50 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 326,949.35 332,429.59 3,768.33 329,189.00 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 84,716.10 86,807.02 1,151.28 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04 Page 13 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 363,147.75 360,702.33 4,103.13 358,263.75 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 59,248.74 59,903.29 118.67 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 375,303.38 377,661.48 7,064.06 377,865.00 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 764,781.75 746,382.90 7,495.54 746,280.00 10/04/2310/02/23Aa3A+ 750,000.00 17325FBB3 5.92 106,672.27 11,910,993.18 12,271,260.14 3.12 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 449,865.00 450,000.00 2,590.00 450,000.00 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 446,843.70 450,000.00 1,935.50 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 4,525.50 896,708.70 900,000.00 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 24,741.46 25,147.43 4.25 25,145.87 04/28/2104/20/21NRAAA 25,148.51 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 142,986.06 146,396.60 21.47 146,395.19 06/23/2106/15/21AaaAAA 146,397.68 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 142,781.43 146,422.92 16.92 146,414.14 06/14/2106/08/21NRAAA 146,429.92 89190GAC1 0.26 Page 14 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Asset-Backed Security HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 72,424.79 74,781.48 18.28 74,773.83 11/24/2111/16/21AaaNR 74,789.59 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 47,201.89 48,375.43 11.18 48,369.78 04/21/2104/13/21NRAAA 48,380.22 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 57,735.63 59,464.47 19.56 59,458.45 11/17/2111/09/21NRAAA 59,471.73 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 187,525.14 194,976.55 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 62,692.59 65,082.30 18.44 65,081.58 10/21/2110/13/21AaaAAA 65,083.25 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 205,660.73 209,996.47 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 137,961.01 139,978.38 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 272,430.24 274,965.50 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 241,847.71 244,999.90 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 244,185.15 244,969.92 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 168,599.80 169,985.62 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 128,285.57 129,988.30 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 320,864.32 319,938.08 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 313,500.67 319,983.85 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 Page 15 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Asset-Backed Security BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 168,915.96 169,965.11 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 189,180.21 189,984.74 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 482,492.42 489,899.44 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 348,131.53 349,956.79 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 85,740.95 84,985.21 307.92 84,985.03 11/08/2311/01/23AaaNR 85,000.00 438123AC5 5.67 FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 350,896.35 349,979.49 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 405,773.39 404,891.91 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 410,211.44 409,982.32 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 9,844.81 5,212,766.44 5,265,098.21 4.27 5,264,982.06 5,265,700.90 Security Type Sub-Total 52,746,622.61 51,221,473.03 3.42 201,788.04 51,506,038.48 50,202,511.39 Managed Account Sub-Total Joint Powers Authority CAMP Pool 1,186,908.99 1,186,908.99 0.00 1,186,908.99 NRAAAm 1,186,908.99 1,186,908.99 1,186,908.99 0.00 1,186,908.99 1,186,908.99 Liquid Sub-Total $53,933,531.60 $52,408,382.02 $201,788.04 $52,692,947.47 $51,389,420.38 3.42% $51,591,208.42 $201,788.04 Total Investments Accrued Interest Securities Sub-Total Page 16 For the Month Ending November 30, 2023Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Bolded items are forward settling trades. Page 17 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration U.S. Treasury Bond / Note (409.14) 9,187.50 297,750.00 99.25 CITIGRP 300,000.00 91282CDV0US TREASURY NOTES DTD 01/31/2022 0.875% 01/31/2024 5.35 0.17 (7,911.29)(15,691.40) 144,632.82 96.42 WELLS_F 150,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.18 1.07 (9,416.03)(7,593.75) 139,500.00 93.00 GOLDMAN 150,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.90 1.58 (4,437.18)(2,926.76) 68,531.25 91.38 BMO 75,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 4.56 2.40 (68,984.70)(58,781.25) 868,062.50 91.38 CITIGRP 950,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 4.56 2.40 (5,031.32) 1,617.19 180,625.00 90.31 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.64 (9,290.62)(468.75) 225,781.25 90.31 HSBC 250,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.64 (32,900.65)(13,125.00) 677,343.75 90.31 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.64 (33,140.48)(9,843.75) 722,500.00 90.31 HSBC 800,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.64 (35,222.60)(6,222.66) 812,812.50 90.31 MERRILL 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.64 (33,061.85)(6,750.00) 812,812.50 90.31 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.64 (878.79) 4,941.42 233,085.95 93.23 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.88 (13,913.83) 1,942.44 909,035.21 93.23 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.88 (32,551.77) 3,855.57 1,957,921.98 93.23 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.88 (196,656.92)(65,312.03) 8,857,266.10 93.23 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.88 (27,282.89)(18,609.32) 1,136,812.56 94.73 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 4.43 3.27 (9,907.39)(8,188.47) 354,140.63 94.44 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.41 3.48 Page 18 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration U.S. Treasury Bond / Note (2,416.86) 984.37 566,625.00 94.44 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.41 3.48 (9.21) 8,968.75 755,500.00 94.44 BMO 800,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.41 3.48 (12,157.58)(7,669.93) 779,109.37 94.44 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.41 3.48 (189,685.83) 4.49 (535,581.10) 20,499,848.37 22,050,000.00 Security Type Sub-Total 2.85 Supra-National Agency Bond / Note (23,818.51)(23,475.95) 611,054.15 96.23 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 5.29 0.81 (23,475.95) 5.29 (23,818.51) 611,054.15 635,000.00 Security Type Sub-Total 0.81 Municipal Bond / Note (1,199.40)(1,199.40) 58,800.60 98.00 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 5.51 0.58 (2,114.00)(2,114.00) 97,886.00 97.89 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 5.35 0.66 (19,230.25)(19,230.25) 305,769.75 94.08 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.68 1.28 (5,014.15)(5,014.15) 79,985.85 94.10 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.13 1.37 (3,925.77)(4,233.45) 61,226.10 94.19 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.11 1.57 (5,121.34)(5,498.65) 80,064.90 94.19 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.11 1.57 (9,289.60)(9,289.60) 150,710.40 94.19 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.11 1.57 (6,941.00)(6,941.00) 93,059.00 93.06 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 5.02 1.66 (8,533.20)(8,533.20) 121,466.80 93.44 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 5.00 1.66 Page 19 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Municipal Bond / Note (9,741.20)(9,741.20) 130,258.80 93.04 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 5.18 1.66 (6,517.80)(6,517.80) 78,482.20 92.33 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 5.11 1.91 (110.00)(110.00) 199,890.00 99.95 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.86 3.01 (78,422.70) 5.22 (77,737.71) 1,457,600.40 1,535,000.00 Security Type Sub-Total 1.63 Federal Agency Commercial Mortgage-Backed Security (8,632.48)(18,244.68) 240,813.82 97.56 CITIGRP 246,832.58 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 5.57 0.95 (3,905.73)(1,256.86) 262,356.42 95.40 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 5.07 1.91 (13,393.24)(8,922.39) 517,917.45 94.17 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 4.99 2.52 (6,253.23)(4,475.90) 363,827.23 95.74 CITIGRP 380,000.00 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 4.91 2.61 1,466.33 4,003.52 522,808.21 95.06 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 4.87 2.91 (7,904.64)(5,075.16) 521,958.04 94.90 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 4.90 3.05 (4,402.78)(4,401.99) 434,676.18 99.00 JPM_CHA 439,089.13 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 5.03 3.15 (9,282.13)(9,696.14) 545,797.26 99.24 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 5.01 3.91 (8,802.27)(8,164.05) 532,511.73 96.82 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 4.97 4.07 5,367.98 5,607.22 494,639.22 98.93 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 5.00 4.07 (1,672.64)(1,212.05) 786,953.55 98.37 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 5.04 4.05 10,618.34 10,804.00 373,847.88 99.69 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 4.92 4.14 Page 20 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Federal Agency Commercial Mortgage-Backed Security 3,273.36 3,461.17 497,484.67 99.50 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 4.92 4.10 2,121.87 2,124.49 181,604.11 100.89 JPM_CHA 180,000.00 3137HB3D4FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 4.86 4.16 0.00 0.00 274,209.93 99.71 MERRILL 275,000.00 3137HB3G7FHMS K511 A2 DTD 12/07/2023 4.860% 10/25/2028 4.93 0.00 (35,448.82) 4.99 (41,401.26) 6,551,405.70 6,720,921.71 Security Type Sub-Total 3.25 Federal Agency Bond / Note (128.79) 167.40 299,870.40 99.96 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023 4.13 0.01 (20,129.32)(18,869.20) 329,394.80 94.11 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025 4.99 1.37 (20,190.90)(19,670.70) 329,608.30 94.17 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025 5.00 1.39 (29,185.30)(27,762.70) 395,120.80 92.97 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.88 1.64 (25,233.55)(24,164.00) 324,198.00 92.63 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.85 1.73 (11,004.23)(10,713.30) 138,836.70 92.56 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.83 1.76 (52,827.29)(51,485.00) 646,408.00 92.34 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.83 1.81 (50,399.10)(48,975.55) 598,697.45 92.11 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.82 1.93 (201,473.05) 4.80 (209,098.48) 3,062,134.45 3,275,000.00 Security Type Sub-Total 1.53 Corporate Note (1,529.36)(4,342.00) 398,506.00 99.63 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024 5.99 0.07 Page 21 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (1,500.32)(1,452.99) 103,494.51 98.57 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 5.60 0.22 (4,217.95)(4,023.39) 205,751.91 97.98 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 5.60 0.33 (4,980.45)(25,923.20) 396,992.80 99.25 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 5.72 0.42 (7,084.38)(5,329.60) 392,686.40 98.17 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.67 0.57 (5,880.52)(23,125.60) 395,506.40 98.88 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 5.76 0.35 (2,323.72)(2,318.89) 67,674.81 96.68 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.65 0.70 (10,867.60)(9,480.40) 388,887.60 97.22 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 5.58 0.66 (8,931.28)(14,635.77) 168,258.48 96.15 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.20 1.17 (3,173.84)(3,126.88) 76,792.32 95.99 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.58 1.15 (15,027.32)(15,027.32) 394,972.68 96.33 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.13 1.18 (754.17)(730.10) 24,226.15 96.90 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.06 1.27 (1,659.71)(1,652.17) 63,333.53 97.44 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.35 1.31 (5,967.33)(5,586.75) 218,677.50 97.19 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.46 1.39 Page 22 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (13,097.51)(32,375.92) 219,871.58 97.72 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.14 1.27 (8,613.36)(8,613.36) 306,386.64 97.27 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 2.69 0.50 (28,934.27)(28,771.70) 445,995.55 93.89 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.06 1.41 (6,263.50)(6,263.50) 243,736.50 97.49 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.23 1.47 (1,417.83)(1,411.00) 48,575.50 97.15 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.40 1.49 (4,483.80)(4,483.80) 220,516.20 98.01 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.27 1.60 (15,819.76)(36,981.00) 219,937.50 97.75 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.30 1.61 (14,817.01)(36,936.67) 220,908.83 98.18 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.94 1.50 (10,592.10)(10,592.10) 214,407.90 95.29 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.98 1.01 (6,776.87)(6,776.87) 168,223.13 96.13 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.43 1.21 (18,874.64)(18,675.67) 205,932.83 91.53 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.85 2.35 (16,873.99)(16,849.87) 158,097.63 90.34 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.13 2.57 Page 23 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (20,056.77)(19,628.10) 204,235.65 90.77 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.94 3.01 (3,193.30)(3,168.00) 36,764.00 91.91 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.77 2.94 (42,310.10)(41,921.60) 432,023.90 90.95 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.19 2.97 (5,444.08)(333.75) 721,608.75 96.21 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 4.59 2.79 (6,302.17)(1,503.60) 275,699.40 91.90 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 5.29 3.04 (28,257.22)(25,208.72) 440,880.28 92.82 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.68 3.09 (9,502.89)(6,666.90) 278,258.10 92.75 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.72 2.94 (10,497.78)(8,189.00) 480,136.00 96.03 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 5.15 3.26 (19,207.59)(12,953.35) 728,109.40 93.95 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 4.66 3.36 (5,292.93)(5,502.75) 370,779.75 98.87 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 4.93 3.73 (5,480.24)(2,239.65) 326,949.35 93.41 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 5.17 3.67 (2,090.92)(2,327.30) 84,716.10 99.67 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 4.69 3.75 Page 24 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note 2,445.42 4,884.00 363,147.75 96.84 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 4.73 3.67 (654.55)(643.26) 59,248.74 98.75 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 4.76 4.01 (2,358.10)(2,561.62) 375,303.38 100.08 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 4.93 4.11 18,398.85 18,501.75 764,781.75 101.97 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 5.33 4.18 (434,948.37) 5.08 (360,266.96) 11,910,993.18 12,365,000.00 Security Type Sub-Total 2.20 Certificate of Deposit (135.00)(135.00) 449,865.00 99.97 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.56 1.87 (3,156.30)(3,156.30) 446,843.70 99.30 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.92 1.85 (3,291.30) 5.74 (3,291.30) 896,708.70 900,000.00 Security Type Sub-Total 1.86 Asset-Backed Security (405.97)(404.41) 24,741.46 98.38 BARCLAY 25,148.51 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.29 0.29 (3,410.54)(3,409.13) 142,986.06 97.67 MITSU 146,397.68 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.59 0.43 (3,641.49)(3,632.71) 142,781.43 97.51 CITIGRP 146,429.92 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.55 0.39 (2,356.69)(2,349.04) 72,424.79 96.84 MERRILL 74,789.59 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.40 0.63 Page 25 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Asset-Backed Security (1,173.54)(1,167.89) 47,201.89 97.56 MERRILL 48,380.22 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.64 0.40 (1,728.84)(1,722.82) 57,735.63 97.08 SMBC 59,471.73 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.96 0.55 (7,451.41)(7,433.11) 187,525.14 96.17 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 1.99 0.77 (2,389.71)(2,388.99) 62,692.59 96.33 JPM_CHA 65,083.25 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 2.03 0.66 (4,335.74)(4,334.31) 205,660.73 97.93 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.63 1.11 (2,017.37)(2,010.02) 137,961.01 98.54 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.92 1.38 (2,535.26)(2,524.69) 272,430.24 99.07 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.10 1.29 (3,152.19)(3,152.17) 241,847.71 98.71 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 5.00 1.49 (784.77)(776.41) 244,185.15 99.67 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.04 1.74 (1,385.82)(1,383.08) 168,599.80 99.18 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.28 1.46 (1,702.73)(1,700.87) 128,285.57 98.68 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 5.00 1.70 926.24 930.30 320,864.32 100.27 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 5.34 1.94 (6,483.18)(6,480.77) 313,500.67 97.97 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 4.83 2.11 (1,049.15)(1,045.55) 168,915.96 99.36 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 4.95 2.24 (804.53)(802.94) 189,180.21 99.57 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 4.98 2.24 (7,407.02)(7,395.22) 482,492.42 98.47 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 4.80 2.25 (1,825.26)(1,821.19) 348,131.53 99.47 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 5.06 2.31 Page 26 For the Month Ending November 30, 2023Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Asset-Backed Security 755.74 755.92 85,740.95 100.87 JPM_CHA 85,000.00 438123AC5HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 5.45 2.18 916.86 918.05 350,896.35 100.26 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 5.47 1.99 881.48 885.66 405,773.39 100.19 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 5.11 2.52 229.12 229.77 410,211.44 100.05 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 5.22 2.52 (52,215.62) 4.61 (52,331.77) 5,212,766.44 5,265,700.90 Security Type Sub-Total 1.79 52,746,622.61 50,202,511.39 (1,018,961.64) (1,303,527.09) 4.78 Managed Account Sub-Total 2.48 Joint Powers Authority 0.00 0.00 1,186,908.99 1.00 1,186,908.99 CAMP Pool 0.00 1,186,908.99 1,186,908.99 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $51,591,208.42 $201,788.04 $51,389,420.38 Accrued Interest Securities Sub-Total $53,933,531.60 ($1,018,961.64) ($1,303,527.09) 4.78% 2.48 Bolded items are forward settling trades. Page 27 For the Month Ending November 30, 2023Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method BUY 11/08/23 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 438123AC5 (84,985.03) 0.00 (84,985.03) 85,000.00 11/01/23 11/21/23 FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 3137HB3D4 (179,479.62)(506.90)(179,986.52) 180,000.00 11/14/23 12/07/23 FHMS K511 A2 DTD 12/07/2023 4.860% 10/25/2028 3137HB3G7 (274,209.93)(222.75)(274,432.68) 275,000.00 11/28/23 (729.65) (539,404.23)(538,674.58) 540,000.00 Transaction Type Sub-Total INTEREST 11/01/23 CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 17252MAP5 0.00 1,121.25 1,121.25 65,000.00 11/01/23 11/01/23 USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 90327QD89 0.00 3,796.88 3,796.88 225,000.00 11/01/23 11/01/23 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 13077DQD7 0.00 366.35 366.35 85,000.00 11/01/23 11/25/23 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 11/01/23 11/25/23 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 11/01/23 11/25/23 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 11/01/23 11/25/23 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,059.88 1,059.88 380,000.00 11/01/23 11/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 630.87 630.87 247,236.53 11/01/23 11/25/23 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 0.00 1,748.83 1,748.83 439,312.38 11/01/23 11/25/23 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 11/01/23 11/25/23 FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 3137HAQ74 0.00 1,975.00 1,975.00 500,000.00 11/01/23 Page 28 For the Month Ending November 30, 2023Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 11/25/23 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 11/01/23 11/25/23 FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 3137HAST4 0.00 1,515.63 1,515.63 375,000.00 11/01/23 11/25/23 FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 11/01/23 11/25/23 FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 11/01/23 11/25/23 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 3137HACX2 0.00 2,208.71 2,208.71 550,000.00 11/01/23 11/03/23 NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 65558UYF3 0.00 12,442.50 12,442.50 450,000.00 11/03/23 11/07/23 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 3135G06G3 0.00 1,625.00 1,625.00 650,000.00 11/07/23 11/15/23 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 0.00 771.08 771.08 190,000.00 11/15/23 11/15/23 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 11/15/23 11/15/23 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 02582JKD1 0.00 1,786.92 1,786.92 410,000.00 11/15/23 11/15/23 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 11/15/23 11/15/23 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 11/15/23 11/15/23 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 11/15/23 11/15/23 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 11/15/23 11/15/23 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 11/15/23 11/15/23 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 91412HGE7 0.00 375.28 375.28 85,000.00 11/15/23 Page 29 For the Month Ending November 30, 2023Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 11/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 44.19 44.19 160,682.51 11/15/23 11/15/23 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 11/15/23 11/15/23 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 11/15/23 11/15/23 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 11/15/23 11/15/23 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 0.00 128,250.00 128,250.00 12,825,000.00 11/15/23 11/15/23 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 11/15/23 11/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 34.93 34.93 161,204.86 11/15/23 11/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 22.94 22.94 52,946.61 11/15/23 11/15/23 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 369550BG2 0.00 3,937.50 3,937.50 225,000.00 11/15/23 11/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 9.11 9.11 28,771.97 11/15/23 11/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 39.42 39.42 63,922.68 11/15/23 11/15/23 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 0.00 678.58 678.58 170,000.00 11/15/23 11/15/23 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 11/15/23 11/15/23 LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 539830BZ1 0.00 1,260.83 1,260.83 60,000.00 11/15/23 11/15/23 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 11/15/23 Page 30 For the Month Ending November 30, 2023Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method INTEREST 11/15/23 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 91324PEC2 0.00 1,293.75 1,293.75 225,000.00 11/15/23 11/16/23 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 11/16/23 11/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 39.15 39.15 69,087.56 11/16/23 11/18/23 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 11/18/23 11/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 58.83 58.83 80,224.67 11/21/23 193,701.07 193,701.07 0.00 26,393,389.77 Transaction Type Sub-Total MATURITY 11/06/23 FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023 3137EAEZ8 350,000.00 437.50 350,437.50 315.00 0.00 350,000.00 11/06/23 11/24/23 INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023 459058JM6 500,000.00 625.00 500,625.00 1,075.00 0.00 500,000.00 11/24/23 11/27/23 FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023 3135G06H1 325,000.00 406.25 325,406.25 370.50 0.00 325,000.00 11/27/23 1,468.75 0.00 1,760.50 1,176,468.75 1,175,000.00 1,175,000.00 Transaction Type Sub-Total PAYDOWNS 11/25/23 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 223.25 0.00 223.25 0.01 0.00 223.25 11/01/23 11/25/23 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 403.95 0.00 403.95 (20.01) 0.00 403.95 11/01/23 11/15/23 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 3,623.46 0.00 3,623.46 0.38 0.00 3,623.46 11/15/23 11/15/23 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 4,566.39 0.00 4,566.39 0.98 0.00 4,566.39 11/15/23 11/15/23 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 4,450.95 0.00 4,450.95 0.99 0.00 4,450.95 11/15/23 Page 31 For the Month Ending November 30, 2023Managed Account Security Transactions & Interest CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Transaction Type Trade CUSIPSecurity DescriptionSettle Par Proceeds Principal Accrued Interest Total Cost Realized G/L Realized G/L Sale Amort Cost Method PAYDOWNS 11/15/23 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 14,774.94 0.00 14,774.94 1.59 0.00 14,774.94 11/15/23 11/15/23 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 14,284.83 0.00 14,284.83 0.24 0.00 14,284.83 11/15/23 11/16/23 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 4,004.31 0.00 4,004.31 0.10 0.00 4,004.31 11/16/23 11/21/23 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 5,435.08 0.00 5,435.08 1.15 0.00 5,435.08 11/21/23 0.00 0.00 (14.57) 51,767.16 51,767.16 51,767.16 Transaction Type Sub-Total 688,092.58 194,440.17 882,532.75 1,745.93 0.00 Managed Account Sub-Total Total Security Transactions $1,745.93 $882,532.75 $194,440.17 $688,092.58 $0.00 Bolded items are forward settling trades. Page 32 For the Month Ending November 30, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 31,933.12 Opening Balance 11/01/23 11/01/23 Purchase - Interest 13077DQD7 1.00 366.35 32,299.47 11/01/23 11/01/23 Purchase - Interest 17252MAP5 1.00 1,121.25 33,420.72 11/01/23 11/01/23 Purchase - Interest 90327QD89 1.00 3,796.88 37,217.60 11/03/23 11/03/23 Purchase - Interest 65558UYF3 1.00 12,442.50 49,660.10 11/06/23 11/06/23 Purchase - Principal 3137EAEZ8 1.00 350,437.50 400,097.60 11/07/23 11/07/23 Purchase - Interest 3135G06G3 1.00 1,625.00 401,722.60 11/08/23 11/08/23 Redemption - Principal 438123AC5 1.00 (84,985.03) 316,737.57 11/15/23 11/15/23 Purchase - Interest 369550BG2 1.00 3,937.50 320,675.07 11/15/23 11/15/23 Purchase - Interest 539830BZ1 1.00 1,260.83 321,935.90 11/15/23 11/15/23 Purchase - Interest 912828U24 1.00 128,250.00 450,185.90 11/15/23 11/15/23 Purchase - Interest 91324PEC2 1.00 1,293.75 451,479.65 11/15/23 11/15/23 Purchase - Interest 91412HGE7 1.00 375.28 451,854.93 11/15/23 11/15/23 Purchase - Interest 891940AC2 1.00 945.29 452,800.22 11/15/23 11/15/23 Purchase - Interest 89190GAC1 1.00 34.93 452,835.15 11/15/23 11/15/23 Purchase - Interest 65480JAC4 1.00 520.33 453,355.48 11/15/23 11/15/23 Purchase - Interest 65480BAC1 1.00 44.19 453,399.67 11/15/23 11/15/23 Purchase - Interest 44935FAD6 1.00 39.42 453,439.09 11/15/23 11/15/23 Purchase - Interest 44933LAC7 1.00 9.11 453,448.20 11/15/23 11/15/23 Purchase - Interest 41285JAD0 1.00 715.42 454,163.62 11/15/23 11/15/23 Purchase - Interest 344928AD8 1.00 503.75 454,667.37 11/15/23 11/15/23 Purchase - Interest 31680EAD3 1.00 1,612.92 456,280.29 Page 33 For the Month Ending November 30, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 11/15/23 11/15/23 Purchase - Interest 254683CZ6 1.00 1,437.92 457,718.21 11/15/23 11/15/23 Purchase - Interest 254683CY9 1.00 1,149.33 458,867.54 11/15/23 11/15/23 Purchase - Interest 254683CP8 1.00 94.25 458,961.79 11/15/23 11/15/23 Purchase - Interest 161571HT4 1.00 1,741.50 460,703.29 11/15/23 11/15/23 Purchase - Interest 14318MAD1 1.00 694.75 461,398.04 11/15/23 11/15/23 Purchase - Interest 14314QAC8 1.00 22.94 461,420.98 11/15/23 11/15/23 Purchase - Interest 14041NGD7 1.00 1,804.83 463,225.81 11/15/23 11/15/23 Purchase - Interest 14041NGB1 1.00 1,010.63 464,236.44 11/15/23 11/15/23 Purchase - Interest 05522RDG0 1.00 678.58 464,915.02 11/15/23 11/15/23 Purchase - Interest 02582JKD1 1.00 1,786.92 466,701.94 11/15/23 11/15/23 Purchase - Interest 02582JJZ4 1.00 771.08 467,473.02 11/15/23 11/15/23 Purchase - Principal 14314QAC8 1.00 4,566.39 472,039.41 11/15/23 11/15/23 Purchase - Principal 65480BAC1 1.00 14,284.83 486,324.24 11/15/23 11/15/23 Purchase - Principal 44935FAD6 1.00 4,450.95 490,775.19 11/15/23 11/15/23 Purchase - Principal 44933LAC7 1.00 3,623.46 494,398.65 11/15/23 11/15/23 Purchase - Principal 89190GAC1 1.00 14,774.94 509,173.59 11/16/23 11/16/23 Purchase - Interest 362554AC1 1.00 39.15 509,212.74 11/16/23 11/16/23 Purchase - Interest 36265QAD8 1.00 1,104.58 510,317.32 11/16/23 11/16/23 Purchase - Principal 362554AC1 1.00 4,004.31 514,321.63 11/20/23 11/20/23 Purchase - Interest 43815QAC1 1.00 1,442.67 515,764.30 11/21/23 11/21/23 Purchase - Interest 43815GAC3 1.00 58.83 515,823.13 11/21/23 11/21/23 Purchase - Principal 43815GAC3 1.00 5,435.08 521,258.21 Page 34 For the Month Ending November 30, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 11/21/23 11/21/23 Redemption - Principal 3137HB3D4 1.00 (179,479.62) 341,778.59 11/21/23 11/21/23 Redemption - Interest 3137HB3D4 1.00 (506.90) 341,271.69 11/24/23 11/24/23 Purchase - Principal 459058JM6 1.00 500,625.00 841,896.69 11/24/23 11/24/23 IP Fees October 2023 1.00 (3,980.17) 837,916.52 11/24/23 11/24/23 U.S. Bank Fees September 2023 1.00 (241.41) 837,675.11 11/27/23 11/27/23 Purchase - Interest 3136BQDE6 1.00 1,920.42 839,595.53 11/27/23 11/27/23 Purchase - Interest 3137BGK24 1.00 630.87 840,226.40 11/27/23 11/27/23 Purchase - Interest 3137BNGT5 1.00 629.06 840,855.46 11/27/23 11/27/23 Purchase - Interest 3137BSP72 1.00 1,215.96 842,071.42 11/27/23 11/27/23 Purchase - Interest 3137BTUM1 1.00 1,059.88 843,131.30 11/27/23 11/27/23 Purchase - Interest 3137BXQY1 1.00 1,477.67 844,608.97 11/27/23 11/27/23 Purchase - Interest 3137F1G44 1.00 1,486.38 846,095.35 11/27/23 11/27/23 Purchase - Interest 3137HACX2 1.00 2,208.71 848,304.06 11/27/23 11/27/23 Purchase - Interest 3137HAD45 1.00 1,748.83 850,052.89 11/27/23 11/27/23 Purchase - Interest 3137HAMH6 1.00 3,100.00 853,152.89 11/27/23 11/27/23 Purchase - Interest 3137HAMS2 1.00 2,000.00 855,152.89 11/27/23 11/27/23 Purchase - Interest 3137HAQ74 1.00 1,975.00 857,127.89 11/27/23 11/27/23 Purchase - Interest 3137HAST4 1.00 1,515.63 858,643.52 11/27/23 11/27/23 Purchase - Principal 3135G06H1 1.00 325,406.25 1,184,049.77 11/27/23 11/27/23 Purchase - Principal 3137BGK24 1.00 403.95 1,184,453.72 11/27/23 11/27/23 Purchase - Principal 3137HAD45 1.00 223.25 1,184,676.97 11/30/23 12/01/23 Accrual Income Div Reinvestment - Distributions 1.00 2,232.02 1,186,908.99 Page 35 For the Month Ending November 30, 2023Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 1,186,908.99 1,186,908.99 1,186,908.99 486,746.78 28,743.32 0.00 (35,091,335.01) 36,231,373.59 46,870.41 2,232.02 1,186,908.99 0.00 (269,193.13) 1,424,169.00 31,933.12 Monthly Distribution Yield Average Monthly Balance Closing Balance Fiscal YTDMonth of Cash Dividends and Income Closing Balance Check Disbursements Redemptions (Excl. Checks) Purchases Opening Balance Closing Balance November January-November 5.58% Page 36