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Item No. 04 - CC Investment Report February 2024_20240321233152435
4)CC Investment Report February 2024 Receive and file the Investment Report for February 2024. 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:March 26, 2024 Subject:CC Investment Report February 2024 Recommendation Receive and file the Investment Report for February 2024. 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 February 2024 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE Bank Accounts: General Checking Account 4,718,785$ 141,350$ (464,341)$ 4,395,794$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 4,718,785 141,350 (464,341) 4,398,094 INVESTMENTS Local Agency Investment Funds 72,976,822 - - 72,976,822 CAMP Investments: CAMP Pool Account 44,628 - - 44,628 U.S. Treasury Bond / Note 22,316,458 - - 22,316,458 Supra-National Agency Bond / Note - - - - Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 7,274,865 - - 7,274,865 Federal Agency Bond / Note 2,266,362 - - 2,266,362 Corporate Note 12,702,494 - - 12,702,494 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,300,233 - - 5,300,233 Sub-total Investments 125,317,885 - - 125,317,885 Market Value Adjustment: Unrealized Gain/(Loss) at 09/30/2023 (584,093) - - (584,093) Total Investments 124,733,793 - - 124,733,793 Total Pooled Cash and Investments 129,452,578$ 141,350$ (464,341)$ 129,131,887$ TOTAL POOLED CASH AND INVESTMENTS 129,131,887$ 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 March 11, 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 FEBRUARY 29, 2024 FUND NO FUND NAME AMOUNT 100 General 17,400,861$ 102 Measure Z 19,065,245 106 Affordable Housing In Lieu 902,914 107 Developer Agreement Revenue 335,461 108 American Rescue Plan 5,788,473 109 Road Maintenance and Rehabilitation (SB1) 1,155,101 110 State Gas Tax 509,311 112 Measure A 839,261 114 SB1186 CASP Education Program 64,012 115 Traffic Safety 20,014 116 City Hall-Public Works DIF 144,717 117 Community Center DIF 312,716 118 Lake Side Facility DIF 485,403 119 Animal Shelter DIF 93,716 135 Lighting & Landscape Maintenance - Dist. No. 1 1,408,686 140 Geothermal 12,119 180 Launch Pointe 388,488 202 La Strada RBBD 24,716 203 E.L.S.P. - S.T.I.F. 3,485,332 205 Traffic Impact Fee 582,559 211 Storm Drain C.I.P. 3,226,176 221 Quimby Park C.I.P. 202,240 231 Library C.I.P. 1,416,920 232 City Fire Protection 829,713 300 Insurance Service 949,849 305 Information Systems Service 2,249,130 310 Support Service 13,279 320 Facilities Service 2,100,845 331 CFD 2006-1CC Summerly Improvement Area CC 57,013 332 CFD 2006-1 Improvement Area B, Summerly 31,128 334 CFD 2015-5 Trieste - Far West Industries 40,145 335 CFD 2003-2E Canyon Hills Improvement Area E 48,045 336 CFD 2006-1FF Summerly Improvement Area FF 30,795 337 CFD 2016-2 Canyon Hills 228,710 338 CFD 2006-1 IA-JJ Summerly Improvement Area 70,237 339 CFD 2006-1 IA-KK Summerly Improvement Area 43,418 340 CFD 2006-1 IA-EE Summerly Improvement Area 59,799 345 CFD 2003-2 Improvement Area D, Canyon Hills 653,767 346 CFD 2014-1 Southshore 70,443 347 CFD 2006-1 Improvement Area A, Summerly 72,396 350 CFD 98-1 Summerhill 426,327 351 CFD 2006-1 IA-II Summerly Improvement 25,508 354 CFD 90-2 Tuscany Hills 574,242 355 RAD 2021-1 Canyon Hills Improvement 334,298 357 CFD 2003-2 Canyon Hills Improvement Area 112,278 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 FEBRUARY 29, 2024 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 FEBRUARY 29, 2024 361 CFD 2022-2 Lakeshore Improvement 10,959 363 CFD 2022-3 Lakeside 844 364 CFD 2023-2 Coastal Mission Trail Improvement 20,812 366 CFD 2005-6 City Center Townhomes 99,072 368 CFD 2006-2 Viscaya 209,105 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 618,399 370 CFD 2006-1 IA-HH Summerly Improvement 55,150 371 CFD 2005-1 Serenity 216,212 372 CFD 2005-2 Alberhill Ranch Improvement Area 508,683 374 CFD 2005-4 Lakeview Villas 3,037 375 CFD 2006-4 Clurman 126,650 378 CFD 2006-8 Running Deer Estates 45,533 384 CFD 2003-2 Area B Canyon Hills Improvement Area 635,023 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 556,590 386 CFD 2007-4 Mekenna Court 34,704 387 CFD 2007-5 Red Kite 32,101 388 CFD 2007-6 Holiday Inn Express 2,631 389 CFD 88-3 (2008A) West Lake Elsinore Series A 1,092 390 CFD 2003-2 Area C Canyon Hills Improvement Area 148,381 392 CFD 95-1 City Center 46,948 394 CFD 2005-5 (2012A) Wasson Canyon 106,065 395 CFD 2018-1 Wasson Canyon II Improvement Area 1,879 396 CFD 2018-2 Nichols Ranch Improvement Area 92,708 397 CFD 2018-3 Village at Lakeshore 50,932 500 Capital Improvement Plan 11,973,134 603 Endowment Trust - Carl Graves 62,458 604 Endowment Trust - Korn Memorial 34,823 605 Public Improvement Trust 1,773,370 606 Mobile Source Air Polution Reduction 97,263 608 Trust Deposit & Pre Paid Expense 1,596,414 617 Successor Agency Housing 34,951,818 620 Cost Recovery System 7,580,479 631 Lake Destratification Equipment Replacement 504,436 650 CFD 2003-1 Law & Fire Service 25,161 653 CFD 2009-1 Parks & Lighting Service 5,318 655 CFD 2015-1s Law, Fire, Paramedic Services 17,902 Total Pooled Cash & Investments 129,131,887$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.04% 44,628$ U.S. Treasury Bond / Note Unlimited 17.81% 22,316,458$ Supra-National Agency Bond / Note 30% 0.00% -$ Municipal Bond / Note Unlimited 1.23% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 5.81% 7,274,865$ Federal Agency Bond / Note Unlimited 1.81% (1)2,266,362$ Corporate Note 30% 10.14% 12,702,494$ Negotiable Certificates of Deposit 30% 0.72% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 4.23% 5,300,233$ LAIF (Local Agency Investment Funds) $150 Million 58.23% (2)72,976,822$ TOTAL 100.00% 125,317,885$ 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 FEBRUARY 29, 2024 Local Agency Investment Fund February 4.122 January 4.012 December 3.929 November 3.843 October 3.670 September 3.534 PMIA Average Life(1):230 LAIF Fair Value Factor(1):0.993543131 PMIA Daily(1):3.96 PMIA Quarter to Date(1):3.81 LAIF Apportionment Rate(2):4.00 LAIF Earnings Ratio(2):0.00010932476863589 LAIF Administrative Cost(1)*:0.29 Treasuries 58.88%Agencies 22.53% Certificates of Deposit/Bank Notes 8.98% Time Deposits 3.13% Commercial Paper 5.91% Corporate Bonds 0.37% 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 subsequent fiscal year. Source: (1) State of California, Office of the Treasurer (2) State of Calfiornia, Office of the Controller PMIA Average Monthly Effective Yields(1) PMIA/LAIF Performance Report as of 3/06/24 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 12/31/23 Chart does not include $2,112,000.00 in mortgages, which equates to 0.001%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 1/31/24 $165.8 billion Yield Purchase Date Maturity Rate 4.122% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:50,976,822$ 22,000,000$ 72,976,822$ 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 FEBRUARY 29, 2024 CAMP Investment Portfolio For the Month Ending February 29, 2024Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 191,349.05 1,523,058.04 (1,669,779.40) 0.00 $44,627.69 CAMP Pool Unsettled Trades 0.00 536.45 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 51,870,987.01 1,654,808.32 (1,420,773.47) (442,424.61) $51,662,597.25 CAMP Managed Account Unsettled Trades 0.00 62,554.16 Cash Dividends and Income February 29, 2024 January 31, 2024 Asset Summary CAMP Pool 44,627.69 191,349.05 CAMP Managed Account 51,662,597.25 51,870,987.01 $51,707,224.94 $52,062,336.06 Total Asset Allocation 0.09% CAMP Pool 99.91% CAMP Managed Account Page 1 For the Month Ending February 29, 2024Managed 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 $191,349.05 1,523,058.04 (1,669,779.40) $44,627.69 536.45 $51,870,987.01 (50,687.36) (1,370,086.11) 1,654,808.32 0.00 (442,424.61) $51,662,597.25 $52,062,336.06 $51,707,224.94 101,748.12 (10,741.33) (28,452.63) $62,554.16 0.00 1,372,257.05 99,577.18 50,687.36 (1,665,549.65) 143,028.06 0.00 Managed Account Total 52,661,254.75 52,705,882.44 271,738.41 1,372,257.05 50,687.36 99,577.18 (1,665,549.65) (52,436,031.88) (240,417.99) 0.00 271,738.41 3,042,036.45 50,687.36 99,577.18 (3,188,607.69) (52,627,380.93) (240,417.99) 536.45 Total Accrual Basis Earnings $113,515.23 $114,051.68 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending February 29, 2024Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 23,650,000.00 22,247,046.99 43.02 Municipal Bond / Note 1,535,000.00 1,475,034.65 2.85 Federal Agency Commercial Mortgage-Backed Security 7,406,035.88 7,280,345.28 14.08 Federal Agency Bond / Note 2,275,000.00 2,128,222.18 4.12 Corporate Note 12,725,000.00 12,354,405.69 23.89 Certificate of Deposit 900,000.00 904,652.74 1.75 Asset-Backed Security 5,300,960.96 5,272,889.72 10.20 Managed Account Sub-Total 53,791,996.84 51,662,597.25 99.91% Accrued Interest 271,738.41 Total Portfolio 53,791,996.84 51,934,335.66 CAMP Pool 44,627.69 44,627.69 0.09 Total Investments 53,836,624.53 51,978,963.35 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 10.20% ABS 1.75% Cert of Deposit 23.89% Corporate Note 4.12% Fed Agy Bond / Note 14.08% Federal Agency Commercial Mortgage-Backed Security 0.09% Joint Powers Authority 2.85% Muni Bond / Note 43.02% 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 3.43%1.65% 15.25% 36.63% 23.05% 19.99% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1057 3.61% 4.69% Page 3 For the Month Ending February 29, 2024Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.17% A 3.10% A+ 6.65% A- 3.65% AA 62.88% AA+ 4.37% AA- 10.22% AAA 0.09% AAAm 1.46% BBB+ 2.41% NR Issuer Summary Percentof HoldingsIssuer Market Value 221,432.18 0.43 ABBOTT LABORATORIES 335,886.34 0.65 AIR PRODUCTS & CHEMICALS 450,834.85 0.87 AMAZON.COM INC 958,354.57 1.85 AMERICAN EXPRESS CO 396,085.20 0.77 AMERICAN HONDA FINANCE 729,803.55 1.41 APPLE INC 788,479.38 1.52 BANK OF AMERICA CO 444,361.08 0.86 BERKSHIRE HATHAWAY INC 228,376.93 0.44 BMW FINANCIAL SERVICES NA LLC 362,759.63 0.70 BRISTOL-MYERS SQUIBB CO 79,591.45 0.15 CALIFORNIA STATE UNIVERSITY 44,627.69 0.09 CAMP Pool 728,638.11 1.41 CAPITAL ONE FINANCIAL CORP 241,492.22 0.47 CARMAX AUTO OWNER TRUST 206,967.83 0.40 CATERPILLAR INC 98,794.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 388,096.94 0.75 CHARLES SCHWAB 406,772.69 0.79 CHASE ISSURANCE 63,629.61 0.12 CINTAS CORPORATION NO. 2 419,955.48 0.81 CISCO SYSTEMS INC 769,284.00 1.49 CITIGROUP INC 376,980.00 0.73 DEERE & COMPANY 855,139.68 1.65 DISCOVER FINANCIAL SERVICES 1,471,448.06 2.85 FANNIE MAE 140,483.40 0.27 FEDERAL HOME LOAN BANKS 350,577.05 0.68 FIFTH THIRD AUTO TRUST 294,602.30 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,754.47 0.25 FORD CREDIT AUTO OWNER TRUST 7,796,636.00 15.08 FREDDIE MAC 220,582.35 0.43 GENERAL DYNAMICS CORP 325,469.81 0.63 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 397,088.40 0.77 GOLDMAN SACHS GROUP INC Page 4 For the Month Ending February 29, 2024Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 169,660.12 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST 24,323.48 0.05 HOME DEPOT INC 465,040.65 0.90 HONDA AUTO RECEIVABLES 60,407.11 0.12 HYUNDAI AUTO RECEIVABLES 221,503.95 0.43 IBM CORP 481,122.19 0.93 JP MORGAN CHASE & CO 59,218.08 0.11 LOCKHEED MARTIN CORP 131,875.80 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 725,124.00 1.40 MICROSOFT CORP 398,100.80 0.77 MORGAN STANLEY 729,287.00 1.41 NATIONAL AUSTRALIA BANK LTD 379,980.30 0.73 NATIONAL RURAL UTILITIES CO FINANCE CORP 311,106.25 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 243,148.20 0.47 NISSAN AUTO RECEIVABLES 450,785.70 0.87 NORDEA BANK ABP 169,612.10 0.33 PACCAR FINANCIAL CORP 397,751.25 0.77 ROCHE HOLDINGS INC 122,872.10 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 201,816.00 0.39 STATE OF CALIFORNIA 59,325.60 0.11 STATE OF CONNECTICUT 94,268.00 0.18 STATE OF MINNESOTA 36,996.32 0.07 TARGET CORP 84,821.50 0.16 TEXAS INSTRUMENTS INC 645,728.79 1.25 THE BANK OF NEW YORK MELLON CORPORATION 392,735.20 0.76 THE WALT DISNEY CORPORATION 453,867.04 0.88 TORONTO-DOMINION BANK 718,840.72 1.39 TOYOTA MOTOR CORP 22,247,046.99 43.02 UNITED STATES TREASURY 207,443.25 0.40 UNITEDHEALTH GROUP INC 80,783.15 0.16 UNIVERSITY OF CALIFORNIA 220,648.05 0.43 USAA CAPITAL CORP $51,707,224.94 Total 100.00% Page 5 For the Month Ending February 29, 2024Managed 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 12/31/2019 1.750% 12/31/2024 48,632.81 50,653.16 146.63 53,441.41 08/07/2008/05/20AaaAA+ 50,000.00 912828YY0 0.18 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 47,046.88 49,695.66 20.95 49,031.25 04/05/2104/01/21AaaAA+ 50,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 69,117.19 73,178.27 188.53 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 437,742.19 469,192.56 1,194.02 463,421.87 01/06/2201/04/22AaaAA+ 475,000.00 91282CBW0 1.33 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 182,312.50 186,997.81 103.02 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 227,890.63 236,468.02 128.78 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 683,671.87 713,962.55 386.33 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 729,250.00 759,789.21 412.09 732,343.75 07/08/2207/05/22AaaAA+ 800,000.00 91282CCP4 2.84 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 820,406.25 852,895.13 463.60 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 820,406.25 850,936.46 463.60 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 234,375.00 235,315.86 1,469.78 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 914,062.50 927,334.81 5,732.14 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,968,750.00 1,999,702.35 12,346.15 1,954,066.41 12/07/2212/05/22AaaAA+ 2,100,000.00 912828U24 3.92 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 8,906,250.00 9,091,509.13 55,851.65 8,922,578.13 01/17/2301/13/23AaaAA+ 9,500,000.00 912828U24 3.72 Page 6 For the Month Ending February 29, 2024Managed 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 04/30/2022 2.750% 04/30/2027 1,141,875.00 1,166,717.69 11,060.44 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 355,722.68 364,792.89 849.93 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 379,437.52 379,267.55 906.59 373,265.62 03/06/2303/02/23AaaAA+ 400,000.00 91282CFB2 4.44 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 569,156.28 571,147.38 1,359.89 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 782,589.88 793,561.21 1,869.85 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 1,155,539.06 1,170,678.72 11,445.01 1,170,501.95 01/05/2401/02/24AaaAA+ 1,175,000.00 91282CFZ9 3.98 US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 1,180,125.00 1,185,058.89 11,688.53 1,184,109.38 12/05/2312/01/23AaaAA+ 1,200,000.00 91282CFZ9 4.24 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 592,687.50 602,467.25 65.22 602,507.81 02/06/2402/02/24AaaAA+ 600,000.00 91282CGP0 3.89 118,152.73 22,247,046.99 22,731,322.56 3.65 22,316,458.02 23,650,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 59,325.60 60,000.00 199.80 60,000.00 06/11/2005/29/20Aa3AA- 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 98,794.00 100,000.00 175.08 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 311,106.25 325,000.00 1,303.79 325,000.00 12/23/2012/16/20NRNR 325,000.00 650036DT0 0.87 UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 80,783.15 85,000.00 221.00 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 61,771.45 65,127.96 136.28 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 Page 7 For the Month Ending February 29, 2024Managed 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 80,778.05 85,156.92 178.22 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 152,052.80 160,000.00 335.47 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 94,268.00 100,000.00 52.50 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 122,872.10 130,000.00 92.30 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 131,875.80 140,000.00 90.18 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 79,591.45 85,000.00 244.23 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 201,816.00 200,000.00 4,846.00 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 7,874.85 1,475,034.65 1,535,284.88 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 241,111.94 247,542.11 626.66 257,752.43 03/25/2003/19/20AaaAA+ 245,588.15 3137BGK24 1.95 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 264,384.83 267,305.65 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 522,209.22 533,056.82 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 364,198.87 368,981.41 1,054.32 366,371.06 05/24/2305/19/23AaaAA+ 378,006.57 3137BTUM1 4.31 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 526,587.95 523,540.77 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98 Page 8 For the Month Ending February 29, 2024Managed 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 525,982.91 531,368.43 1,486.38 527,033.20 06/13/2306/08/23AaaAA+ 550,000.00 3137F1G44 4.44 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 397,601.41 399,076.18 1,615.61 399,076.03 12/14/2312/06/23AaaAA+ 399,079.23 3137HBC69 4.86 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 434,750.88 438,352.35 1,745.05 438,351.00 07/27/2307/19/23AaaAA+ 438,361.93 3137HAD45 4.78 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 550,268.88 554,798.23 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 537,683.56 541,786.18 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 498,916.96 489,781.83 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 795,367.29 789,170.80 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 375,969.36 363,774.21 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 500,177.93 494,482.52 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 182,015.22 179,505.99 760.35 179,479.62 11/21/2311/14/23AaaAA+ 180,000.00 3137HB3D4 5.14 FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 275,701.53 274,244.12 1,113.75 274,209.93 12/07/2311/28/23AaaAA+ 275,000.00 3137HB3G7 4.93 FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 287,416.54 292,865.41 1,104.90 292,899.71 02/08/2402/01/24AaaAA+ 290,000.00 3137HBLV4 4.34 25,549.47 7,280,345.28 7,289,633.01 4.67 7,274,864.95 7,406,035.88 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 399,883.78 424,411.70 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 Page 9 For the Month Ending February 29, 2024Managed 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 08/27/2020 0.375% 08/25/2025 328,007.40 349,513.27 21.88 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 140,483.40 149,863.44 276.56 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 654,090.50 699,340.41 1,152.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 605,757.10 649,212.83 1,029.17 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 2,656.77 2,128,222.18 2,272,341.65 0.49 2,266,361.50 2,275,000.00 Security Type Sub-Total Corporate Note CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 104,605.94 104,999.19 356.56 104,947.50 03/18/2103/16/21A2A- 105,000.00 808513BN4 0.77 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 208,484.64 209,988.52 364.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 398,100.80 400,776.14 5,252.78 422,916.00 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 396,085.20 399,870.58 1,706.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51 GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 397,088.40 400,408.55 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 68,391.75 69,999.06 27.71 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 392,735.20 399,836.80 58.33 398,368.00 09/06/1909/03/19A2A- 400,000.00 254687FK7 1.83 Page 10 For the Month Ending February 29, 2024Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 169,612.10 176,729.55 218.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 77,599.92 79,972.87 885.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 397,751.25 410,000.00 4,152.07 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 24,323.48 24,983.90 255.00 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 63,629.61 64,994.43 747.50 64,985.70 05/03/2204/26/22A3A- 65,000.00 17252MAP5 3.46 USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 220,648.05 224,707.35 2,531.25 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 220,582.35 231,426.14 2,318.75 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 310,882.01 315,000.00 648.90 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82 AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 450,834.85 474,941.43 928.89 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 245,012.00 250,000.00 1,993.06 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50 Page 11 For the Month Ending February 29, 2024Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 48,865.95 49,994.41 364.17 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 221,503.95 225,000.00 850.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 220,937.18 234,149.85 726.56 256,918.50 08/20/2008/18/20A1A- 225,000.00 06051GFS3 0.93 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 221,432.18 233,989.09 4,020.31 257,845.50 09/28/2009/24/20Aa3AA- 225,000.00 002824BM1 0.86 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 217,731.38 225,000.00 812.81 225,000.00 12/06/2112/01/21A1A- 225,000.00 06051GKE8 1.53 JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 170,240.18 175,000.00 88.30 175,000.00 02/24/2202/16/22A1A- 175,000.00 46647PCV6 2.60 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 207,443.25 224,827.03 761.88 224,608.50 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 159,985.18 174,974.24 115.45 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 206,967.83 224,349.20 563.13 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81 TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 36,996.32 39,960.70 99.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 437,244.15 474,386.61 946.70 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 Page 12 For the Month Ending February 29, 2024Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par Corporate Note MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 725,124.00 728,848.35 1,718.75 721,942.50 03/17/2303/14/23AaaAAA 750,000.00 594918BY9 4.36 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 278,492.70 283,379.08 3,761.25 277,203.00 01/18/2301/13/23A2BBB+ 300,000.00 025816CS6 4.59 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 444,361.08 469,582.07 5,037.64 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 283,491.00 288,676.15 4,125.00 284,925.00 02/22/2302/17/23A2A- 300,000.00 808513BW4 4.66 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 484,275.00 491,296.55 4,447.36 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 729,803.55 749,141.14 10,550.76 741,062.75 01/23/2301/19/23AaaAA+ 775,000.00 037833DB3 3.94 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 373,123.88 376,007.73 2,360.68 376,282.50 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 331,114.35 333,475.31 793.33 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76 TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 84,821.50 86,697.83 173.78 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 362,759.63 361,546.09 446.88 358,263.75 03/13/2303/09/23A2A 375,000.00 110122DE5 4.93 Page 13 For the Month Ending February 29, 2024Managed 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 LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 59,218.08 59,908.70 786.17 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 376,980.00 377,517.92 2,423.44 377,865.00 07/25/2307/21/23A1A 375,000.00 24422EXB0 4.78 CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 769,284.00 746,546.29 18,376.17 746,280.00 10/04/2310/02/23Aa3A+ 750,000.00 17325FBB3 5.92 AIR PRODUCTS & CHEMICALS CORP NOTES (CAL DTD 02/08/2024 4.600% 02/08/2029 335,886.34 339,552.67 999.22 339,547.80 02/08/2402/06/24A2A 340,000.00 009158BH8 4.63 CISCO SYSTEMS INC CORPORATE NOTES (CALLA DTD 02/26/2024 4.850% 02/26/2029 419,955.48 419,853.29 282.92 419,853.00 02/26/2402/21/24A1AA- 420,000.00 17275RBR2 4.86 90,345.35 12,354,405.69 12,632,294.81 3.21 12,702,494.35 12,725,000.00 Security Type Sub-Total Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 453,867.04 450,000.00 8,960.00 450,000.00 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 450,785.70 450,000.00 8,156.75 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 17,116.75 904,652.74 900,000.00 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 14,858.75 15,013.89 2.54 15,012.87 04/28/2104/20/21NRAAA 15,014.45 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 104,751.49 106,745.43 15.66 106,744.30 06/23/2106/15/21AaaAAA 106,746.12 65480BAC1 0.33 Page 14 For the Month Ending February 29, 2024Managed 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 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 102,707.17 104,508.52 12.08 104,501.62 06/14/2106/08/21NRAAA 104,512.88 89190GAC1 0.26 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 57,737.26 59,281.06 14.49 59,274.25 11/24/2111/16/21AaaNR 59,286.74 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 34,540.24 35,188.37 8.13 35,183.87 04/21/2104/13/21NRAAA 35,191.47 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 45,548.36 46,675.56 15.35 46,670.25 11/17/2111/09/21NRAAA 46,680.68 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 189,936.77 194,978.64 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 51,926.40 53,527.91 15.17 53,527.25 10/21/2110/13/21AaaAAA 53,528.62 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 206,951.98 209,996.73 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 138,396.71 139,979.93 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 273,543.41 274,967.82 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 243,009.67 244,999.91 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 244,626.50 244,971.86 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 169,660.12 169,986.51 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 128,754.47 129,989.00 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 321,378.82 319,941.74 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 Page 15 For the Month Ending February 29, 2024Managed 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 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 315,847.26 319,984.79 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 169,332.02 169,967.06 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 189,453.37 189,985.60 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 484,011.61 489,905.07 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 349,355.65 349,959.16 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 85,924.57 84,985.92 133.88 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 350,577.05 349,980.58 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 406,772.69 404,896.89 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 412,808.58 409,983.13 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 180,478.80 179,976.76 398.40 179,975.83 12/14/2312/07/23AaaNR 180,000.00 05522RDH8 4.98 10,042.49 5,272,889.72 5,300,377.84 4.39 5,300,233.46 5,300,960.96 Security Type Sub-Total 53,791,996.84 52,296,435.38 3.61 271,738.41 52,661,254.75 51,662,597.25 Managed Account Sub-Total Joint Powers Authority CAMP Pool 44,627.69 44,627.69 0.00 44,627.69 NRAAAm 44,627.69 44,627.69 44,627.69 0.00 44,627.69 44,627.69 Liquid Sub-Total Page 16 For the Month Ending February 29, 2024Managed Account Detail of Securities Held CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS $53,836,624.53 $52,341,063.07 $271,738.41 $52,705,882.44 $51,707,224.94 3.61% $51,978,963.35 $271,738.41 Total Investments Accrued Interest Securities Sub-Total Page 17 For the Month Ending February 29, 2024Managed 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 (2,020.35)(4,808.60) 48,632.81 97.27 WELLS_F 50,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.13 0.83 (2,648.78)(1,984.37) 47,046.88 94.09 GOLDMAN 50,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 4.87 1.33 (4,061.08)(2,340.82) 69,117.19 92.16 BMO 75,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 4.59 2.15 (31,450.37)(25,679.68) 437,742.19 92.16 CITIGRP 475,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 4.59 2.15 (4,685.31) 3,304.69 182,312.50 91.16 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.40 (8,577.39) 1,640.63 227,890.63 91.16 HSBC 250,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.40 (30,290.68)(6,796.88) 683,671.87 91.16 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.40 (30,539.21)(3,093.75) 729,250.00 91.16 HSBC 800,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.40 (32,488.88) 1,371.09 820,406.25 91.16 MERRILL 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.40 (30,530.21) 843.75 820,406.25 91.16 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.52 2.40 (940.86) 6,230.47 234,375.00 93.75 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.63 (13,272.31) 6,969.73 914,062.50 93.75 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.63 (30,952.35) 14,683.59 1,968,750.00 93.75 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.63 (185,259.13)(16,328.13) 8,906,250.00 93.75 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.47 2.63 (24,842.69)(13,546.88) 1,141,875.00 95.16 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 4.40 3.02 (9,070.21)(6,606.42) 355,722.68 94.86 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.38 3.28 169.97 6,171.90 379,437.52 94.86 BMO 400,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.38 3.28 Page 18 For the Month Ending February 29, 2024Managed 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 (1,991.10) 3,515.65 569,156.28 94.86 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.38 3.28 (10,971.33)(4,189.42) 782,589.88 94.86 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.38 3.28 (15,139.66)(14,962.89) 1,155,539.06 98.34 CITIGRP 1,175,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 4.36 3.49 (4,933.89)(3,984.38) 1,180,125.00 98.34 HSBC 1,200,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 4.36 3.49 (9,779.75)(9,820.31) 592,687.50 98.78 CITIGRP 600,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.34 3.73 (69,411.03) 4.46 (484,275.57) 22,247,046.99 23,650,000.00 Security Type Sub-Total 2.78 Municipal Bond / Note (674.40)(674.40) 59,325.60 98.88 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 5.39 0.34 (1,206.00)(1,206.00) 98,794.00 98.79 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 5.03 0.42 (13,893.75)(13,893.75) 311,106.25 95.73 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.14 1.03 (4,216.85)(4,216.85) 80,783.15 95.04 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.17 1.12 (3,356.51)(3,688.10) 61,771.45 95.03 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.15 1.33 (4,378.87)(4,785.50) 80,778.05 95.03 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.15 1.33 (7,947.20)(7,947.20) 152,052.80 95.03 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.15 1.33 (5,732.00)(5,732.00) 94,268.00 94.27 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 4.86 1.41 (7,127.90)(7,127.90) 122,872.10 94.52 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 4.90 1.41 (8,124.20)(8,124.20) 131,875.80 94.20 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 5.06 1.41 Page 19 For the Month Ending February 29, 2024Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Municipal Bond / Note (5,408.55)(5,408.55) 79,591.45 93.64 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 4.88 1.66 1,816.00 1,816.00 201,816.00 100.91 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.52 2.77 (60,988.45) 5.00 (60,250.23) 1,475,034.65 1,535,000.00 Security Type Sub-Total 1.39 Federal Agency Commercial Mortgage-Backed Security (6,430.17)(16,640.49) 241,111.94 98.18 CITIGRP 245,588.15 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 5.54 0.72 (2,920.82) 771.55 264,384.83 96.14 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 4.95 1.68 (10,847.60)(4,630.62) 522,209.22 94.95 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 4.87 2.29 (4,782.54)(2,172.19) 364,198.87 96.35 CITIGRP 378,006.57 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 4.81 2.41 3,047.18 7,783.26 526,587.95 95.74 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 4.75 2.70 (5,385.52)(1,050.29) 525,982.91 95.63 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 4.77 2.83 (1,474.77)(1,474.62) 397,601.41 99.63 JPM_CHA 399,079.23 3137HBC69FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 4.96 3.37 (3,601.47)(3,600.12) 434,750.88 99.18 JPM_CHA 438,361.93 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 4.99 2.95 (4,529.35)(5,224.52) 550,268.88 100.05 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 4.81 3.72 (4,102.62)(2,992.22) 537,683.56 97.76 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 4.76 3.87 9,135.13 9,884.96 498,916.96 99.78 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 4.79 3.88 6,196.49 7,201.69 795,367.29 99.42 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 4.80 3.86 12,195.15 12,925.48 375,969.36 100.26 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 4.79 3.95 Page 20 For the Month Ending February 29, 2024Managed 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 5,695.41 6,154.43 500,177.93 100.04 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 4.79 3.91 2,509.23 2,535.60 182,015.22 101.12 JPM_CHA 180,000.00 3137HB3D4FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 4.80 3.97 1,457.41 1,491.60 275,701.53 100.26 MERRILL 275,000.00 3137HB3G7FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 4.80 4.01 (5,448.87)(5,483.17) 287,416.54 99.11 JPM_CHA 290,000.00 3137HBLV4FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 4.78 4.10 5,480.33 4.84 (9,287.73) 7,280,345.28 7,406,035.88 Security Type Sub-Total 3.27 Federal Agency Bond / Note (24,527.92)(22,999.72) 399,883.78 94.09 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 4.82 1.39 (21,505.87)(20,354.60) 328,007.40 93.72 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 4.81 1.48 (9,380.04)(9,066.60) 140,483.40 93.66 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 4.78 1.51 (45,249.91)(43,802.50) 654,090.50 93.44 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 4.78 1.56 (43,455.73)(41,915.90) 605,757.10 93.19 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.75 1.68 (138,139.32) 4.78 (144,119.47) 2,128,222.18 2,275,000.00 Security Type Sub-Total 1.55 Corporate Note (393.25)(341.56) 104,605.94 99.62 CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 03/18/2021 0.750% 03/18/2024 8.26 0.05 (1,503.88)(1,290.66) 208,484.64 99.28 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 5.17 0.08 (2,675.34)(24,815.20) 398,100.80 99.53 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 6.72 0.17 Page 21 For the Month Ending February 29, 2024Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (3,785.38)(1,930.80) 396,085.20 99.02 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024 5.44 0.33 (3,320.15)(21,543.60) 397,088.40 99.27 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 5.91 0.11 (1,607.31)(1,601.95) 68,391.75 97.70 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.99 0.45 (7,101.60)(5,632.80) 392,735.20 98.18 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 5.48 0.42 (7,117.45)(13,282.15) 169,612.10 96.92 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.22 0.93 (2,372.95)(2,319.28) 77,599.92 97.00 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.34 0.90 (12,248.75)(12,248.75) 397,751.25 97.01 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.15 0.93 (660.42)(632.77) 24,323.48 97.29 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.20 1.02 (1,364.82)(1,356.09) 63,629.61 97.89 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.33 1.06 (4,059.30)(3,616.20) 220,648.05 98.07 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.10 1.14 (10,843.79)(31,665.15) 220,582.35 98.04 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.19 1.02 (4,117.99)(4,117.99) 310,882.01 98.69 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 1.88 0.26 (24,106.58)(23,932.40) 450,834.85 94.91 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.02 1.17 Page 22 For the Month Ending February 29, 2024Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (4,988.00)(4,988.00) 245,012.00 98.00 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.13 1.25 (1,128.46)(1,120.55) 48,865.95 97.73 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.29 1.27 (3,496.05)(3,496.05) 221,503.95 98.45 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.16 1.38 (13,212.67)(35,981.32) 220,937.18 98.19 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.21 1.39 (12,556.91)(36,413.32) 221,432.18 98.41 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.95 1.25 (7,268.62)(7,268.62) 217,731.38 96.77 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.43 0.76 (4,759.82)(4,759.82) 170,240.18 97.28 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.04 0.98 (17,383.78)(17,165.25) 207,443.25 92.20 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 4.92 2.10 (14,989.06)(14,962.32) 159,985.18 91.42 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.01 2.34 (17,381.37)(16,895.92) 206,967.83 91.99 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.73 2.79 (2,964.38)(2,935.68) 36,996.32 92.49 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.78 2.72 (37,142.46)(36,701.35) 437,244.15 92.05 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.02 2.75 Page 23 For the Month Ending February 29, 2024Managed Account Fair Market Value & Analytics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Value On Cost Amort CostCUSIPBrokerDate PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration Corporate Note (3,724.35) 3,181.50 725,124.00 96.68 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 4.52 2.58 (4,886.38) 1,289.70 278,492.70 92.83 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 5.15 2.79 (25,220.99)(21,727.92) 444,361.08 93.55 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.60 2.84 (5,185.15)(1,434.00) 283,491.00 94.50 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.25 2.69 (7,021.55)(4,050.00) 484,275.00 96.86 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 4.96 3.08 (19,337.59)(11,259.20) 729,803.55 94.17 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 4.71 3.11 (2,883.85)(3,158.62) 373,123.88 99.50 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 4.77 3.56 (2,360.96) 1,925.35 331,114.35 94.60 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 4.92 3.48 (1,876.33)(2,221.90) 84,821.50 99.79 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 4.66 3.59 1,213.54 4,495.88 362,759.63 96.74 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 4.81 3.49 (690.62)(673.92) 59,218.08 98.70 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 4.79 3.76 Page 24 For the Month Ending February 29, 2024Managed 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 (537.92)(885.00) 376,980.00 100.53 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 4.81 3.96 22,737.71 23,004.00 769,284.00 102.57 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 5.17 3.93 (3,666.33)(3,661.46) 335,886.34 98.79 01/08/29BARCLAY 340,000.00 009158BH8AIR PRODUCTS & CHEMICALS CORP NOTES (CAL DTD 02/08/2024 4.600% 02/08/2029 4.88 4.39 102.19 102.48 419,955.48 99.99 01/26/29CITIGRP 420,000.00 17275RBR2CISCO SYSTEMS INC CORPORATE NOTES (CALLA DTD 02/26/2024 4.850% 02/26/2029 4.85 4.42 (348,088.66) 4.98 (277,889.12) 12,354,405.69 12,725,000.00 Security Type Sub-Total 2.19 Certificate of Deposit 3,867.04 3,867.04 453,867.04 100.86 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 4.97 1.62 785.70 785.70 450,785.70 100.17 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.41 1.60 4,652.74 5.19 4,652.74 904,652.74 900,000.00 Security Type Sub-Total 1.61 Asset-Backed Security (155.14)(154.12) 14,858.75 98.96 BARCLAY 15,014.45 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 1.06 0.18 (1,993.94)(1,992.81) 104,751.49 98.13 MITSU 106,746.12 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.49 0.32 (1,801.35)(1,794.45) 102,707.17 98.27 CITIGRP 104,512.88 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.28 0.30 (1,543.80)(1,536.99) 57,737.26 97.39 MERRILL 59,286.74 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.29 0.53 Page 25 For the Month Ending February 29, 2024Managed 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 (648.13)(643.63) 34,540.24 98.15 MERRILL 35,191.47 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.48 0.30 (1,127.20)(1,121.89) 45,548.36 97.57 SMBC 46,680.68 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.86 0.45 (5,041.87)(5,021.48) 189,936.77 97.40 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 1.62 0.52 (1,601.51)(1,600.85) 51,926.40 97.01 JPM_CHA 53,528.62 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.89 0.58 (3,044.75)(3,043.06) 206,951.98 98.55 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.47 0.89 (1,583.22)(1,574.32) 138,396.71 98.85 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.85 1.16 (1,424.41)(1,411.52) 273,543.41 99.47 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 4.99 1.08 (1,990.24)(1,990.21) 243,009.67 99.19 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 4.88 1.29 (345.36)(335.06) 244,626.50 99.85 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.00 1.52 (326.39)(322.76) 169,660.12 99.80 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.11 1.49 (1,234.53)(1,231.97) 128,754.47 99.04 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 4.92 1.51 1,437.08 1,444.80 321,378.82 100.43 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 5.29 1.76 (4,137.53)(4,134.18) 315,847.26 98.70 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 4.66 1.89 (635.04)(629.49) 169,332.02 99.61 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 4.89 2.03 (532.23)(529.78) 189,453.37 99.71 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 4.95 2.03 (5,893.46)(5,876.03) 484,011.61 98.78 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 4.74 2.04 (603.51)(597.07) 349,355.65 99.82 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 4.98 2.10 Page 26 For the Month Ending February 29, 2024Managed 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 938.65 939.54 85,924.57 101.09 JPM_CHA 85,000.00 438123AC5HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 5.39 2.01 596.47 598.75 350,577.05 100.16 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 5.49 1.84 1,875.80 1,884.96 406,772.69 100.44 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 5.05 2.31 2,825.45 2,826.91 412,808.58 100.69 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 5.06 2.31 502.04 502.97 180,478.80 100.27 MERRILL 180,000.00 05522RDH8BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 4.92 2.46 (27,343.74) 4.60 (27,488.12) 5,272,889.72 5,300,960.96 Security Type Sub-Total 1.67 53,791,996.84 51,662,597.25 (633,838.13) (998,657.50) 4.69 Managed Account Sub-Total 2.48 Joint Powers Authority 0.00 0.00 44,627.69 1.00 44,627.69 CAMP Pool 0.00 44,627.69 44,627.69 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $51,978,963.35 $271,738.41 $51,707,224.94 Accrued Interest Securities Sub-Total $53,836,624.53 ($633,838.13) ($998,657.50) 4.69% 2.48 Page 27 For the Month Ending February 29, 2024Managed 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 02/08/24 FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 3137HBLV4 (292,899.71)(257.81)(293,157.52) 290,000.00 02/01/24 02/06/24 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 91282CGP0 (602,507.81)(10,483.52)(612,991.33) 600,000.00 02/02/24 02/08/24 AIR PRODUCTS & CHEMICALS CORP NOTES (CAL DTD 02/08/2024 4.600% 02/08/2029 009158BH8 (339,547.80) 0.00 (339,547.80) 340,000.00 02/06/24 02/26/24 CISCO SYSTEMS INC CORPORATE NOTES (CALLA DTD 02/26/2024 4.850% 02/26/2029 17275RBR2 (419,853.00) 0.00 (419,853.00) 420,000.00 02/21/24 (10,741.33) (1,665,549.65)(1,654,808.32) 1,650,000.00 Transaction Type Sub-Total INTEREST 02/01/24 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 06051GFS3 0.00 4,359.38 4,359.38 225,000.00 02/01/24 02/01/24 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 798306WP7 0.00 553.80 553.80 130,000.00 02/01/24 02/01/24 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 157411TK5 0.00 1,050.50 1,050.50 100,000.00 02/01/24 02/01/24 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 60412AVJ9 0.00 315.00 315.00 100,000.00 02/01/24 02/01/24 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 0.00 541.10 541.10 140,000.00 02/01/24 02/25/24 FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 3137HAQ74 0.00 1,975.00 1,975.00 500,000.00 02/01/24 02/25/24 FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 02/01/24 02/25/24 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 02/01/24 02/25/24 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 3137HBC69 0.00 1,617.48 1,617.48 399,541.01 02/01/24 02/25/24 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,056.31 1,056.31 378,720.49 02/01/24 Page 28 For the Month Ending February 29, 2024Managed 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 02/25/24 FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 3137HAST4 0.00 1,515.63 1,515.63 375,000.00 02/01/24 02/25/24 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 02/01/24 02/25/24 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 0.00 1,745.95 1,745.95 438,589.06 02/01/24 02/25/24 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 02/01/24 02/25/24 FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 3137HB3D4 0.00 760.35 760.35 180,000.00 02/01/24 02/25/24 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 02/01/24 02/25/24 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 3137HACX2 0.00 2,208.71 2,208.71 550,000.00 02/01/24 02/25/24 FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 02/01/24 02/25/24 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 02/01/24 02/25/24 FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 3137HB3G7 0.00 1,113.75 1,113.75 275,000.00 02/01/24 02/25/24 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 627.70 627.70 245,996.40 02/01/24 02/06/24 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 594918BY9 0.00 12,375.00 12,375.00 750,000.00 02/06/24 02/06/24 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 69371RQ66 0.00 1,575.00 1,575.00 175,000.00 02/06/24 02/07/24 NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 637432NP6 0.00 5,950.00 5,950.00 350,000.00 02/07/24 02/12/24 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 05565EBW4 0.00 1,093.75 1,093.75 175,000.00 02/12/24 Page 29 For the Month Ending February 29, 2024Managed 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 02/12/24 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 05565EBU8 0.00 262.50 262.50 70,000.00 02/12/24 02/15/24 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 02/15/24 02/15/24 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 0.00 678.58 678.58 170,000.00 02/15/24 02/15/24 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 02/15/24 02/15/24 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 31.44 31.44 50,986.18 02/15/24 02/15/24 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 02/15/24 02/15/24 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 02/15/24 02/15/24 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 25.73 25.73 118,768.93 02/15/24 02/15/24 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 02/15/24 02/15/24 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 02/15/24 02/15/24 BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 05522RDH8 0.00 747.00 747.00 180,000.00 02/15/24 02/15/24 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 02/15/24 02/15/24 TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 882508BV5 0.00 1,955.00 1,955.00 85,000.00 02/15/24 02/15/24 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 02/15/24 02/15/24 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 02/15/24 02/15/24 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 02/15/24 Page 30 For the Month Ending February 29, 2024Managed 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 02/15/24 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 33.08 33.08 120,292.16 02/15/24 02/15/24 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 17.17 17.17 39,613.16 02/15/24 02/15/24 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 02/15/24 02/15/24 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 02/15/24 02/15/24 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 02/15/24 02/15/24 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 5.81 5.81 18,336.11 02/15/24 02/15/24 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 0.00 771.08 771.08 190,000.00 02/15/24 02/16/24 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 32.52 32.52 57,381.81 02/16/24 02/16/24 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 02/16/24 02/18/24 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 02/18/24 02/20/24 BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 110122DE5 0.00 7,312.50 7,312.50 375,000.00 02/20/24 02/21/24 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 47.27 47.27 64,458.89 02/21/24 02/21/24 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 438123AC5 0.00 401.63 401.63 85,000.00 02/21/24 02/24/24 JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 46647PCV6 0.00 2,270.63 2,270.63 175,000.00 02/24/24 02/25/24 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 3135G05X7 0.00 656.25 656.25 350,000.00 02/25/24 Page 31 For the Month Ending February 29, 2024Managed 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 02/28/24 WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024 254687FK7 0.00 3,500.00 3,500.00 400,000.00 02/28/24 02/29/24 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 91282CGP0 0.00 12,000.00 12,000.00 600,000.00 02/29/24 99,577.18 99,577.18 0.00 16,667,684.20 Transaction Type Sub-Total PAYDOWNS 02/25/24 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 713.92 0.00 713.92 21.98 0.00 713.92 02/01/24 02/25/24 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 408.25 0.00 408.25 (20.22) 0.00 408.25 02/01/24 02/25/24 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 227.13 0.00 227.13 0.01 0.00 227.13 02/01/24 02/25/24 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 3137HBC69 461.78 0.00 461.78 0.00 0.00 461.78 02/01/24 02/15/24 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 3,321.66 0.00 3,321.66 0.35 0.00 3,321.66 02/15/24 02/15/24 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 14,256.05 0.00 14,256.05 1.54 0.00 14,256.05 02/15/24 02/15/24 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 4,305.50 0.00 4,305.50 0.96 0.00 4,305.50 02/15/24 02/15/24 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 13,546.04 0.00 13,546.04 0.23 0.00 13,546.04 02/15/24 02/15/24 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 4,421.69 0.00 4,421.69 0.95 0.00 4,421.69 02/15/24 02/16/24 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 3,853.19 0.00 3,853.19 0.10 0.00 3,853.19 02/16/24 02/21/24 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 5,172.15 0.00 5,172.15 1.09 0.00 5,172.15 02/21/24 0.00 0.00 6.99 50,687.36 50,687.36 50,687.36 Transaction Type Sub-Total SELL Page 32 For the Month Ending February 29, 2024Managed 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 02/08/24 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 94,457.03 26.79 94,483.82 (3,605.47)(4,906.74)FIFO 100,000.00 02/01/24 02/06/24 INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024 4581X0DZ8 616,953.30 1,172.99 618,126.29 (17,576.80)(17,948.09)FIFO 635,000.00 02/02/24 02/08/24 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 91282CFB2 382,218.75 241.76 382,460.51 8,953.12 3,316.96 FIFO 400,000.00 02/06/24 02/26/24 US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026 91282CBW0 276,457.03 729.40 277,186.43 (16,230.47)(19,856.54)FIFO 300,000.00 02/21/24 2,170.94 (39,394.41)(28,459.62) 1,372,257.05 1,370,086.11 1,435,000.00 Transaction Type Sub-Total (234,034.85) 91,006.79 (143,028.06) (28,452.63) (39,394.41)Managed Account Sub-Total Total Security Transactions ($28,452.63)($143,028.06)$91,006.79 ($234,034.85)($39,394.41) Page 33 For the Month Ending February 29, 2024Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 191,349.05 Opening Balance 02/01/24 02/01/24 Purchase - Interest 06051GFS3 1.00 4,359.38 195,708.43 02/01/24 02/01/24 Purchase - Interest 157411TK5 1.00 1,050.50 196,758.93 02/01/24 02/01/24 Purchase - Interest 54438CYK2 1.00 541.10 197,300.03 02/01/24 02/01/24 Purchase - Interest 60412AVJ9 1.00 315.00 197,615.03 02/01/24 02/01/24 Purchase - Interest 798306WP7 1.00 553.80 198,168.83 02/06/24 02/06/24 Purchase - Interest 594918BY9 1.00 12,375.00 210,543.83 02/06/24 02/06/24 Purchase - Interest 69371RQ66 1.00 1,575.00 212,118.83 02/06/24 02/06/24 Purchase - Interest 4581X0DZ8 1.00 1,172.99 213,291.82 02/06/24 02/06/24 Purchase - Principal 4581X0DZ8 1.00 616,953.30 830,245.12 02/06/24 02/06/24 Redemption - Interest 91282CGP0 1.00 (10,483.52) 819,761.60 02/06/24 02/06/24 Redemption - Principal 91282CGP0 1.00 (602,507.81) 217,253.79 02/07/24 02/07/24 Purchase - Interest 637432NP6 1.00 5,950.00 223,203.79 02/08/24 02/08/24 Purchase - Interest 912828ZW3 1.00 26.79 223,230.58 02/08/24 02/08/24 Purchase - Principal 912828ZW3 1.00 94,457.03 317,687.61 02/08/24 02/08/24 Purchase - Principal 91282CFB2 1.00 382,218.75 699,906.36 02/08/24 02/08/24 Purchase - Interest 91282CFB2 1.00 241.76 700,148.12 02/08/24 02/08/24 Redemption - Principal 009158BH8 1.00 (339,547.80) 360,600.32 02/08/24 02/08/24 Redemption - Principal 3137HBLV4 1.00 (292,899.71) 67,700.61 02/08/24 02/08/24 Redemption - Interest 3137HBLV4 1.00 (257.81) 67,442.80 02/12/24 02/12/24 Purchase - Interest 05565EBU8 1.00 262.50 67,705.30 02/12/24 02/12/24 Purchase - Interest 05565EBW4 1.00 1,093.75 68,799.05 Page 34 For the Month Ending February 29, 2024Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/15/24 02/15/24 Purchase - Interest 882508BV5 1.00 1,955.00 70,754.05 02/15/24 02/15/24 Purchase - Interest 02582JJZ4 1.00 771.08 71,525.13 02/15/24 02/15/24 Purchase - Interest 02582JKD1 1.00 1,786.92 73,312.05 02/15/24 02/15/24 Purchase - Interest 05522RDG0 1.00 678.58 73,990.63 02/15/24 02/15/24 Purchase - Interest 05522RDH8 1.00 747.00 74,737.63 02/15/24 02/15/24 Purchase - Interest 14041NGB1 1.00 1,010.63 75,748.26 02/15/24 02/15/24 Purchase - Interest 14041NGD7 1.00 1,804.83 77,553.09 02/15/24 02/15/24 Purchase - Interest 14314QAC8 1.00 17.17 77,570.26 02/15/24 02/15/24 Purchase - Interest 14318MAD1 1.00 694.75 78,265.01 02/15/24 02/15/24 Purchase - Interest 161571HT4 1.00 1,741.50 80,006.51 02/15/24 02/15/24 Purchase - Interest 254683CP8 1.00 94.25 80,100.76 02/15/24 02/15/24 Purchase - Interest 254683CY9 1.00 1,149.33 81,250.09 02/15/24 02/15/24 Purchase - Interest 254683CZ6 1.00 1,437.92 82,688.01 02/15/24 02/15/24 Purchase - Interest 31680EAD3 1.00 1,612.92 84,300.93 02/15/24 02/15/24 Purchase - Interest 344928AD8 1.00 503.75 84,804.68 02/15/24 02/15/24 Purchase - Interest 41285JAD0 1.00 715.42 85,520.10 02/15/24 02/15/24 Purchase - Interest 44933LAC7 1.00 5.81 85,525.91 02/15/24 02/15/24 Purchase - Interest 44935FAD6 1.00 31.44 85,557.35 02/15/24 02/15/24 Purchase - Interest 65480BAC1 1.00 33.08 85,590.43 02/15/24 02/15/24 Purchase - Interest 65480JAC4 1.00 520.33 86,110.76 02/15/24 02/15/24 Purchase - Interest 89190GAC1 1.00 25.73 86,136.49 02/15/24 02/15/24 Purchase - Interest 891940AC2 1.00 945.29 87,081.78 Page 35 For the Month Ending February 29, 2024Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/15/24 02/15/24 Purchase - Principal 14314QAC8 1.00 4,421.69 91,503.47 02/15/24 02/15/24 Purchase - Principal 44933LAC7 1.00 3,321.66 94,825.13 02/15/24 02/15/24 Purchase - Principal 89190GAC1 1.00 14,256.05 109,081.18 02/15/24 02/15/24 Purchase - Principal 44935FAD6 1.00 4,305.50 113,386.68 02/15/24 02/15/24 Purchase - Principal 65480BAC1 1.00 13,546.04 126,932.72 02/16/24 02/16/24 Purchase - Interest 362554AC1 1.00 32.52 126,965.24 02/16/24 02/16/24 Purchase - Interest 36265QAD8 1.00 1,104.58 128,069.82 02/16/24 02/16/24 Purchase - Principal 362554AC1 1.00 3,853.19 131,923.01 02/20/24 02/20/24 Purchase - Interest 110122DE5 1.00 7,312.50 139,235.51 02/20/24 02/20/24 Purchase - Interest 43815QAC1 1.00 1,442.67 140,678.18 02/21/24 02/21/24 Purchase - Interest 43815GAC3 1.00 47.27 140,725.45 02/21/24 02/21/24 Purchase - Interest 438123AC5 1.00 401.63 141,127.08 02/21/24 02/21/24 Purchase - Principal 43815GAC3 1.00 5,172.15 146,299.23 02/26/24 02/26/24 Purchase - Interest 3135G05X7 1.00 656.25 146,955.48 02/26/24 02/26/24 Purchase - Interest 46647PCV6 1.00 2,270.63 149,226.11 02/26/24 02/26/24 Purchase - Interest 3137BNGT5 1.00 629.06 149,855.17 02/26/24 02/26/24 Purchase - Interest 3137BSP72 1.00 1,215.96 151,071.13 02/26/24 02/26/24 Purchase - Interest 3137BTUM1 1.00 1,056.31 152,127.44 02/26/24 02/26/24 Purchase - Interest 3137HAMH6 1.00 3,100.00 155,227.44 02/26/24 02/26/24 Purchase - Interest 3137HAMS2 1.00 2,000.00 157,227.44 02/26/24 02/26/24 Purchase - Interest 3137HAQ74 1.00 1,975.00 159,202.44 02/26/24 02/26/24 Purchase - Interest 3137HAST4 1.00 1,515.63 160,718.07 Page 36 For the Month Ending February 29, 2024Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool 02/26/24 02/26/24 Purchase - Interest 3137HB3D4 1.00 760.35 161,478.42 02/26/24 02/26/24 Purchase - Interest 3137HB3G7 1.00 1,113.75 162,592.17 02/26/24 02/26/24 Purchase - Interest 3137HBC69 1.00 1,617.48 164,209.65 02/26/24 02/26/24 Purchase - Interest 3137BXQY1 1.00 1,477.67 165,687.32 02/26/24 02/26/24 Purchase - Interest 3137HACX2 1.00 2,208.71 167,896.03 02/26/24 02/26/24 Purchase - Interest 3137HAD45 1.00 1,745.95 169,641.98 02/26/24 02/26/24 Purchase - Interest 3137F1G44 1.00 1,486.38 171,128.36 02/26/24 02/26/24 Purchase - Interest 3136BQDE6 1.00 1,920.42 173,048.78 02/26/24 02/26/24 Purchase - Interest 3137BGK24 1.00 627.70 173,676.48 02/26/24 02/26/24 Purchase - Principal 91282CBW0 1.00 276,457.03 450,133.51 02/26/24 02/26/24 Purchase - Interest 91282CBW0 1.00 729.40 450,862.91 02/26/24 02/26/24 Purchase - Principal 3137BTUM1 1.00 713.92 451,576.83 02/26/24 02/26/24 Purchase - Principal 3137HAD45 1.00 227.13 451,803.96 02/26/24 02/26/24 Purchase - Principal 3137HBC69 1.00 461.78 452,265.74 02/26/24 02/26/24 Purchase - Principal 3137BGK24 1.00 408.25 452,673.99 02/26/24 02/26/24 Redemption - Principal 17275RBR2 1.00 (419,853.00) 32,820.99 02/26/24 02/26/24 IP Fees January 2024 1.00 (3,994.95) 28,826.04 02/26/24 02/26/24 U.S. Bank Fees December 2023 1.00 (234.80) 28,591.24 02/28/24 02/28/24 Purchase - Interest 254687FK7 1.00 3,500.00 32,091.24 02/29/24 02/29/24 Purchase - Interest 91282CGP0 1.00 12,000.00 44,091.24 02/29/24 03/01/24 Accrual Income Div Reinvestment - Distributions 1.00 536.45 44,627.69 Page 37 For the Month Ending February 29, 2024Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 44,627.69 44,627.69 44,627.69 123,040.36 1,014.34 0.00 (2,848,969.92) 2,776,824.65 116,772.96 536.45 44,627.69 0.00 (1,669,779.40) 1,523,058.04 191,349.05 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 February January-February 5.50% Page 38