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Item No. 13 - SA Investment Report for April 2024
13)SA Investment Report for April 2024 Receive and file the Investment Report for April 2024. Page 1 of 1 REPORT TO SUCCESSOR AGENCY OF THE REDEVELOPMENT AGENCY OF THE CITY OF LAKE ELSINORE To:Honorable Agency Chair and Members of the Successor Agency From:Jason Simpson, Executive Director Prepared by:Shannon Buckley, Assistant Executive Director Date:May 28, 2024 Subject:SA Investment Report for April 2024 Recommendation Receive and file the Investment Report for April 2024. Discussion The Investment Report is a listing of all funds invested for the City of Lake Elsinore and includes funds held for the Successor Agency of the Redevelopment Agency of the City of Lake Elsinore as of the date shown on the report. Fiscal Impact No fiscal impact. Attachments Attachment 1- Investment Report for April 2024 CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE Bank Accounts: General Checking Account 4,728,278$ 238,858$ (816)$ 4,966,319$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 4,728,278 238,858 (816) 4,968,619 INVESTMENTS Local Agency Investment Funds 71,646,410 - - 71,646,410 CAMP Investments: CAMP Pool Account 276,871 - - 276,871 U.S. Treasury Bond / Note 22,190,592 - - 22,190,592 Supra-National Agency Bond / Note - - - - Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 7,270,686 - - 7,270,686 Federal Agency Bond / Note 2,266,362 - - 2,266,362 Corporate Note 12,318,206 - - 12,318,206 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,702,602 - - 5,702,602 Sub-total Investments 124,107,751 - - 124,107,751 Market Value Adjustment: Unrealized Gain/(Loss) at 4/30/2024 (921,476) - - (921,476) Total Investments 123,186,275 - - 123,186,275 Total Pooled Cash and Investments 127,914,553$ 238,858$ (816)$ 128,154,894$ TOTAL POOLED CASH AND INVESTMENTS 128,154,894$ 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 May 9, 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 APRIL 30, 2024 FUND NO FUND NAME AMOUNT 100 General 15,983,064$ 102 Measure Z 19,760,826 106 Affordable Housing In Lieu 1,092,727 107 Developer Agreement Revenue 445,134 108 American Rescue Plan 5,545,845 109 Road Maintenance and Rehabilitation (SB1) 1,459,354 110 State Gas Tax 646,807 112 Measure A 847,022 114 SB1186 CASP Education Program 66,000 115 Traffic Safety 7,007 116 City Hall-Public Works DIF 227,270 117 Community Center DIF 369,278 118 Lake Side Facility DIF 554,609 119 Animal Shelter DIF 128,864 135 Lighting & Landscape Maintenance - Dist. No. 1 1,387,379 140 Geothermal 12,172 155 CSA152 -- N.P.D.E.S. 5,666 202 La Strada RBBD 24,824 203 E.L.S.P. - S.T.I.F. 3,500,625 205 Traffic Impact Fee 549,051 211 Storm Drain C.I.P. 3,343,765 221 Quimby Park C.I.P. 85,312 231 Library C.I.P. 1,088,251 232 City Fire Protection 909,246 300 Insurance Service 1,017,757 305 Information Systems Service 2,830,403 310 Support Service 19,990 315 Fleet Service 46,563 320 Facilities Service 2,088,850 331 CFD 2006-1CC Summerly Improvement Area CC 55,636 332 CFD 2006-1 Improvement Area B, Summerly 29,679 334 CFD 2015-5 Trieste - Far West Industries 38,753 335 CFD 2003-2E Canyon Hills Improvement Area E 46,690 336 CFD 2006-1FF Summerly Improvement Area FF 29,397 337 CFD 2016-2 Canyon Hills 228,325 338 CFD 2006-1 IA-JJ Summerly Improvement Area 69,006 339 CFD 2006-1 IA-KK Summerly Improvement Area 42,066 340 CFD 2006-1 IA-EE Summerly Improvement Area 58,525 345 CFD 2003-2 Improvement Area D, Canyon Hills 652,935 346 CFD 2014-1 Southshore 70,752 347 CFD 2006-1 Improvement Area A, Summerly 69,950 350 CFD 98-1 Summerhill 425,918 351 CFD 2006-1 IA-II Summerly Improvement 24,070 354 CFD 90-2 Tuscany Hills 548,919 355 RAD 2021-1 Canyon Hills Improvement 326,831 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 APRIL 30, 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 APRIL 30, 2024 357 CFD 2003-2 Canyon Hills Improvement Area 110,412 361 CFD 2022-2 Lakeshore Improvement 9,691 364 CFD 2023-2 Coastal Mission Trail Improvement 8,504 366 CFD 2005-6 City Center Townhomes 98,283 368 CFD 2006-2 Viscaya 208,571 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 618,986 370 CFD 2006-1 IA-HH Summerly Improvement 53,861 371 CFD 2005-1 Serenity 215,370 372 CFD 2005-2 Alberhill Ranch Improvement Area 508,831 374 CFD 2005-4 Lakeview Villas 2,481 375 CFD 2006-4 Clurman 126,451 378 CFD 2006-8 Running Deer Estates 44,174 384 CFD 2003-2 Area B Canyon Hills Improvement Area 631,798 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 556,995 386 CFD 2007-4 Mekenna Court 33,341 387 CFD 2007-5 Red Kite 30,720 388 CFD 2007-6 Holiday Inn Express 2,637 389 CFD 88-3 (2008A) West Lake Elsinore Series A 1,092 390 CFD 2003-2 Area C Canyon Hills Improvement Area 144,925 392 CFD 95-1 City Center 45,468 394 CFD 2005-5 (2012A) Wasson Canyon 105,273 395 CFD 2018-1 Wasson Canyon II Improvement Area 817 396 CFD 2018-2 Nichols Ranch Improvement Area 91,458 397 CFD 2018-3 Village at Lakeshore 49,661 500 Capital Improvement Plan 11,440,824 603 Endowment Trust - Carl Graves 63,065 604 Endowment Trust - Korn Memorial 34,976 605 Public Improvement Trust 1,781,152 606 Mobile Source Air Polution Reduction 97,628 608 Trust Deposit & Pre Paid Expense 1,539,123 617 Successor Agency Housing 34,639,522 620 Cost Recovery System 7,608,889 631 Lake Destratification Equipment Replacement 490,447 Total Pooled Cash & Investments 128,154,894$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.22% 276,871$ U.S. Treasury Bond / Note Unlimited 17.88% 22,190,592$ Supra-National Agency Bond / Note 30% 0.00% -$ Municipal Bond / Note Unlimited 1.24% 1,536,023$ Federal Agency Collaterized Mortgage Obligation 40% 5.86% 7,270,686$ Federal Agency Bond / Note Unlimited 1.83% (1)2,266,362$ Corporate Note 30% 9.93% 12,318,206$ Negotiable Certificates of Deposit 30% 0.73% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 4.59% 5,702,602$ LAIF (Local Agency Investment Funds) $150 Million 57.73% (2)71,646,410$ TOTAL 100.00% 124,107,751$ 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 APRIL 30, 2024 Local Agency Investment Fund April 4.272 March 4.232 February 4.122 January 4.012 December 3.929 November 3.843 LAIF Apportionment Rate(2):4.30 LAIF Earnings Ratio(2):0.00011755619077389 LAIF Administrative Cost(1)*:0.27 PMIA Average Life(1):226 LAIF Fair Value Factor(1):0.994191267 PMIA Daily(1):4.22 PMIA Quarter to Date(1):4.12 Treasuries 58.24% Agencies 22.16% Certificates of Deposit/Bank Notes 9.23% Time Deposits 3.25% Commercial Paper 6.47% Corporate Bonds 0.43% Loans 0.22% 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 5/8/24 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 03/31/24 Chart does not include $2,005,000.00 in mortgages, which equates to 0.001%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 3/31/24 $156.5 billion Yield Purchase Date Maturity Rate 4.272% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:70,976,822$ 669,587$ 71,646,410$ 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 APRIL 30, 2024 CAMP Investment Portfolio For the Month Ending April 30, 2024Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 221,402.57 1,324,282.41 (1,268,814.28) 0.00 $276,870.70 CAMP Pool Unsettled Trades 0.00 456.60 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 51,668,359.01 1,263,009.31 (1,227,331.24) (491,629.54) $51,212,407.54 CAMP Managed Account Unsettled Trades 0.00 48,300.49 Cash Dividends and Income April 30, 2024 March 31, 2024 Asset Summary CAMP Pool 276,870.70 221,402.57 CAMP Managed Account 51,212,407.54 51,668,359.01 $51,489,278.24 $51,889,761.58 Total Asset Allocation 0.54% CAMP Pool 99.46% CAMP Managed Account Page 1 For the Month Ending April 30, 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 $221,402.57 1,324,282.41 (1,268,814.28) $276,870.70 456.60 $51,668,359.01 (259,122.76) (968,208.48) 1,263,009.31 0.00 (491,629.54) $51,212,407.54 $51,889,761.58 $51,489,278.24 74,733.32 (1,565.22) (24,867.61) $48,300.49 210,525.00 975,766.93 66,649.87 49,122.76 (1,264,574.53) (37,490.03) 0.00 Managed Account Total 52,565,464.87 52,842,335.57 353,696.78 975,766.93 259,647.76 66,649.87 (1,264,574.53) (52,526,496.32) (294,317.35) 0.00 353,696.78 2,244,581.21 259,647.76 66,649.87 (2,588,856.94) (52,747,898.89) (294,317.35) 456.60 Total Accrual Basis Earnings $135,838.01 $136,294.61 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending April 30, 2024Portfolio Summary and Statistics CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Account Summary Percent Par Value Market ValueDescription U.S. Treasury Bond / Note 23,400,000.00 21,937,410.16 42.60 Municipal Bond / Note 1,535,000.00 1,477,207.90 2.87 Federal Agency Commercial Mortgage-Backed Security 7,401,852.95 7,184,116.82 13.95 Federal Agency Bond / Note 2,275,000.00 2,130,504.90 4.14 Corporate Note 12,360,000.00 11,929,567.18 23.17 Certificate of Deposit 900,000.00 902,023.08 1.75 Asset-Backed Security 5,703,421.05 5,651,577.50 10.98 Managed Account Sub-Total 53,575,274.00 51,212,407.54 99.46% Accrued Interest 353,696.78 Total Portfolio 53,575,274.00 51,566,104.32 CAMP Pool 276,870.70 276,870.70 0.54 Total Investments 53,852,144.70 51,842,975.02 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 10.98% ABS 1.75% Cert of Deposit 23.17% Corporate Note 4.14% Fed Agy Bond / Note 13.95% Federal Agency Commercial Mortgage-Backed Security 0.54% Joint Powers Authority 2.87% Muni Bond / Note 42.60% 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 1.75%2.47% 13.61% 39.93% 21.00%21.24% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1068 3.76% 5.03% Page 3 For the Month Ending April 30, 2024Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 4.75% A 3.81% A+ 4.16% A- 3.67% AA 62.37% AA+ 5.84% AA- 11.01% AAA 0.54% AAAm 1.46% BBB+ 2.39% NR Issuer Summary Percentof HoldingsIssuer Market Value 221,133.83 0.43 ABBOTT LABORATORIES 370,995.38 0.72 ADOBE INC 331,603.36 0.64 AIR PRODUCTS & CHEMICALS 452,383.83 0.88 AMAZON.COM INC 1,446,270.99 2.81 AMERICAN EXPRESS CO 723,248.60 1.40 APPLE INC 785,964.44 1.53 BANK OF AMERICA CO 440,238.55 0.86 BERKSHIRE HATHAWAY INC 759,781.33 1.48 BLACKROCK INC 228,628.37 0.44 BMW FINANCIAL SERVICES NA LLC 357,972.00 0.70 BRISTOL-MYERS SQUIBB CO 79,820.95 0.16 CALIFORNIA STATE UNIVERSITY 276,870.70 0.54 CAMP Pool 723,823.20 1.41 CAPITAL ONE FINANCIAL CORP 234,059.06 0.45 CARMAX AUTO OWNER TRUST 205,554.15 0.40 CATERPILLAR INC 99,263.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 282,566.40 0.55 CHARLES SCHWAB 402,761.08 0.78 CHASE ISSURANCE 63,622.20 0.12 CINTAS CORPORATION NO. 2 414,287.58 0.80 CISCO SYSTEMS INC 764,463.00 1.48 CITIGROUP INC 371,959.88 0.72 DEERE & COMPANY 851,612.00 1.65 DISCOVER FINANCIAL SERVICES 1,463,833.49 2.84 FANNIE MAE 140,632.20 0.27 FEDERAL HOME LOAN BANKS 349,979.21 0.68 FIFTH THIRD AUTO TRUST 295,203.70 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,368.66 0.25 FORD CREDIT AUTO OWNER TRUST 7,710,156.03 14.97 FREDDIE MAC 220,433.40 0.43 GENERAL DYNAMICS CORP 317,447.83 0.62 GM FINANCIAL CONSUMER AUTOMOBILE TRUST Page 4 For the Month Ending April 30, 2024Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 398,540.00 0.77 GOLDMAN SACHS GROUP INC 169,007.81 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST 24,382.53 0.05 HOME DEPOT INC 452,763.54 0.88 HONDA AUTO RECEIVABLES 45,962.29 0.09 HYUNDAI AUTO RECEIVABLES 220,875.08 0.43 IBM CORP 483,725.34 0.94 JP MORGAN CHASE & CO 58,350.24 0.11 LOCKHEED MARTIN CORP 132,448.40 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 718,455.75 1.40 MICROSOFT CORP 724,583.50 1.41 NATIONAL AUSTRALIA BANK LTD 375,507.25 0.73 NATIONAL RURAL UTILITIES CO FINANCE CORP 312,451.75 0.61 NEW YORK ST URBAN DEVELOPMENT CORP 218,786.62 0.42 NISSAN AUTO RECEIVABLES 451,502.10 0.88 NORDEA BANK ABP 170,218.83 0.33 PACCAR FINANCIAL CORP 398,582.73 0.77 ROCHE HOLDINGS INC 123,185.40 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 199,454.00 0.39 STATE OF CALIFORNIA 59,657.40 0.12 STATE OF CONNECTICUT 94,499.00 0.18 STATE OF MINNESOTA 36,923.80 0.07 TARGET CORP 83,596.40 0.16 TEXAS INSTRUMENTS INC 437,141.55 0.85 THE BANK OF NEW YORK MELLON CORPORATION 450,520.98 0.87 TORONTO-DOMINION BANK 687,148.33 1.33 TOYOTA MOTOR CORP 21,937,410.16 42.62 UNITED STATES TREASURY 206,969.18 0.40 UNITEDHEALTH GROUP INC 81,224.30 0.16 UNIVERSITY OF CALIFORNIA 220,465.58 0.43 USAA CAPITAL CORP $51,489,278.24 Total 100.00% Page 5 For the Month Ending April 30, 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 48,843.75 50,522.53 293.27 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 47,210.94 49,733.86 41.90 49,031.25 04/05/2104/01/21AaaAA+ 50,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 181,593.76 187,897.06 312.50 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 453,984.40 476,606.39 781.25 457,714.84 07/08/2207/05/22AaaAA+ 500,000.00 91282CCP4 2.84 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 680,976.60 716,454.94 1,171.88 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 817,171.92 854,329.75 1,406.25 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 232,578.12 236,221.55 2,307.69 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 907,054.69 930,274.73 9,000.00 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 1,953,656.25 2,005,888.55 19,384.62 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 8,837,968.75 9,116,704.22 87,692.31 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 1,129,500.00 1,168,475.46 89.67 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 351,445.31 365,292.19 2,578.12 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 374,875.00 380,281.73 2,750.00 373,265.62 03/06/2303/02/23AaaAA+ 400,000.00 91282CFB2 4.44 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 562,312.50 572,558.78 4,125.00 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30 Page 6 For the Month Ending April 30, 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 07/31/2022 2.750% 07/31/2027 773,179.69 795,099.11 5,671.88 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 1,138,464.79 1,170,871.26 19,033.56 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 1,162,687.44 1,185,724.64 19,438.52 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 388,750.00 393,756.66 2,695.65 393,640.63 04/05/2404/03/24AaaAA+ 400,000.00 91282CGP0 4.45 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 583,125.00 602,364.17 4,043.48 602,507.81 02/06/2402/02/24AaaAA+ 600,000.00 91282CGP0 3.89 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 1,312,031.25 1,335,853.38 9,097.83 1,335,287.11 03/06/2403/01/24AaaAA+ 1,350,000.00 91282CGP0 4.30 191,915.38 21,937,410.16 22,594,910.96 3.79 22,190,591.81 23,400,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 59,657.40 60,000.00 399.60 60,000.00 06/11/2005/29/20Aa3AA- 60,000.00 20772KJW0 2.00 CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 99,263.00 100,000.00 525.25 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10 NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 312,451.75 325,000.00 361.29 325,000.00 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 81,224.30 85,000.00 346.09 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 61,897.55 65,111.93 272.57 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 80,942.95 85,137.26 356.43 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12 FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 152,363.20 160,000.00 670.93 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 Page 7 For the Month Ending April 30, 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 MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 94,499.00 100,000.00 157.50 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 123,185.40 130,000.00 276.90 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 132,448.40 140,000.00 270.55 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 79,820.95 85,000.00 366.35 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 199,454.00 200,000.00 1,615.33 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 5,618.79 1,477,207.90 1,535,249.19 1.57 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 240,791.14 246,234.70 624.44 256,840.80 03/25/2003/19/20AaaAA+ 244,719.54 3137BGK24 1.95 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 263,663.43 268,005.14 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 518,750.36 534,227.30 1,215.96 526,839.84 04/12/2304/06/23AaaAA+ 550,000.00 3137BSP72 4.02 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 359,676.41 368,053.38 1,050.06 364,891.20 05/24/2305/19/23AaaAA+ 376,479.71 3137BTUM1 4.31 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 521,398.93 525,014.76 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98 FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 520,532.18 532,377.78 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 391,752.62 397,846.47 1,610.63 397,846.21 12/14/2312/06/23AaaAA+ 397,849.40 3137HBC69 4.86 Page 8 For the Month Ending April 30, 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 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 431,247.51 437,795.11 1,742.83 437,793.39 07/27/2307/19/23AaaAA+ 437,804.30 3137HAD45 4.78 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 540,868.32 554,609.76 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 529,332.89 542,102.69 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 490,518.47 490,125.96 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 782,443.54 789,537.66 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 369,344.14 364,141.58 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 491,549.43 494,665.24 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 178,727.89 179,522.00 760.35 179,479.62 11/21/2311/14/23AaaAA+ 180,000.00 3137HB3D4 5.14 FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 270,894.26 274,268.73 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 282,625.30 292,774.54 1,104.90 292,899.71 02/08/2402/01/24AaaAA+ 290,000.00 3137HBLV4 4.34 25,535.79 7,184,116.82 7,291,302.80 4.67 7,270,686.03 7,401,852.95 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 400,746.10 424,482.48 442.71 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 328,534.85 349,568.05 240.63 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47 FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 140,632.20 149,878.53 89.06 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 Page 9 For the Month Ending April 30, 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 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 654,626.00 699,410.87 277.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 605,965.75 649,290.78 1,570.83 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 2,620.31 2,130,504.90 2,272,630.71 0.49 2,266,361.50 2,275,000.00 Security Type Sub-Total Corporate Note GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 398,540.00 400,000.00 4,833.89 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84 BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 69,018.39 69,999.41 115.21 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75 PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 170,218.83 176,421.07 743.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 77,741.28 79,977.37 285.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29 ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 398,582.73 410,000.00 1,238.34 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 24,382.53 24,986.29 30.00 24,956.25 03/28/2203/24/22A2A 25,000.00 437076CM2 2.76 CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 63,622.20 64,995.23 1,121.25 64,985.70 05/03/2204/26/22A3A- 65,000.00 17252MAP5 3.46 USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 220,465.58 224,749.25 3,796.88 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49 Page 10 For the Month Ending April 30, 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 GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 220,433.40 230,391.85 3,631.25 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 313,373.34 315,000.00 1,081.50 315,000.00 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 452,383.83 474,949.21 1,562.22 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 244,683.50 250,000.00 3,451.39 250,000.00 06/09/2205/31/22Aa2AA- 250,000.00 63254ABD9 3.50 NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 48,796.25 49,995.14 651.67 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46 IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 220,875.08 225,000.00 2,350.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00 BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 220,114.35 233,072.36 2,179.69 256,918.50 08/20/2008/18/20A1A- 225,000.00 06051GFS3 0.93 ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 221,133.83 232,824.90 1,114.06 257,845.50 09/28/2009/24/20Aa3AA- 225,000.00 002824BM1 0.86 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 219,145.05 225,000.00 1,386.56 225,000.00 12/06/2112/01/21A1A- 225,000.00 06051GKE8 1.53 JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 170,352.00 175,000.00 845.18 175,000.00 02/24/2202/16/22A1A- 175,000.00 46647PCV6 2.60 UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 206,969.18 224,840.13 1,193.13 224,608.50 05/19/2105/17/21A2A+ 225,000.00 91324PEC2 1.19 Page 11 For the Month Ending April 30, 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 BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 159,609.98 174,976.00 480.03 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26 CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 205,554.15 224,387.26 1,200.63 223,863.75 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 36,923.80 39,962.99 229.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99 BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 437,141.55 474,421.87 2,569.62 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 718,455.75 730,051.95 5,843.75 721,942.50 03/17/2303/14/23AaaAAA 750,000.00 594918BY9 4.36 AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 277,405.50 284,302.46 1,211.25 277,203.00 01/18/2301/13/23A2BBB+ 300,000.00 025816CS6 4.59 BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 440,238.55 469,880.08 1,395.97 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 282,566.40 289,289.61 825.00 284,925.00 02/22/2302/17/23A2A- 300,000.00 808513BW4 4.66 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 479,900.00 491,740.83 7,701.53 488,325.00 01/18/2301/13/23Aa2AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 723,248.60 750,363.92 3,059.10 741,062.75 01/23/2301/19/23AaaAA+ 775,000.00 037833DB3 3.94 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 367,971.38 375,964.19 5,251.30 376,282.50 02/10/2302/08/23A1A+ 375,000.00 89236TKQ7 4.55 Page 12 For the Month Ending April 30, 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 CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 326,711.00 334,176.29 2,776.67 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76 TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 83,596.40 86,624.64 825.44 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 357,972.00 362,111.70 2,884.38 358,263.75 03/13/2303/09/23A2A 375,000.00 110122DE5 4.93 LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 58,350.24 59,912.33 1,231.17 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 371,959.88 377,421.68 5,517.19 377,865.00 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 764,463.00 746,656.50 3,868.67 746,280.00 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 331,603.36 339,566.25 3,605.89 339,547.80 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 414,287.58 419,857.66 3,677.92 419,853.00 02/26/2402/21/24A1AA- 420,000.00 17275RBR2 4.86 BLACKROCK FUNDING INC CORPORATE NOTES (C DTD 03/14/2024 4.700% 03/14/2029 49,018.15 49,911.60 306.81 49,909.50 03/14/2403/05/24Aa3AA- 50,000.00 09290DAA9 4.74 BLACKROCK FUNDING INC CORPORATE NOTES (C DTD 03/14/2024 4.700% 03/14/2029 710,763.18 725,346.84 4,448.68 725,355.25 03/14/2403/06/24Aa3AA- 725,000.00 09290DAA9 4.69 Page 13 For the Month Ending April 30, 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 ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 168,184.57 169,778.54 612.00 169,775.60 04/04/2404/02/24A1A+ 170,000.00 00724PAF6 4.83 ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 202,810.81 204,698.55 738.00 204,694.55 04/04/2404/01/24A1A+ 205,000.00 00724PAF6 4.83 91,871.64 11,929,567.18 12,268,605.95 3.50 12,318,206.45 12,360,000.00 Security Type Sub-Total Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 450,520.98 450,000.00 13,230.00 450,000.00 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 451,502.10 450,000.00 12,304.25 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 25,534.25 902,023.08 900,000.00 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 8,509.59 8,563.92 1.45 8,563.30 04/28/2104/20/21NRAAA 8,564.20 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 80,379.99 81,606.80 11.97 81,605.88 06/23/2106/15/21AaaAAA 81,607.27 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 77,019.05 78,125.66 9.03 78,120.18 06/14/2106/08/21NRAAA 78,128.60 89190GAC1 0.26 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 48,202.53 49,434.59 12.09 49,428.49 11/24/2111/16/21AaaNR 49,438.91 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 26,312.97 26,691.91 6.17 26,688.30 04/21/2104/13/21NRAAA 26,694.06 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 37,452.70 38,238.51 12.58 38,233.84 11/17/2111/09/21NRAAA 38,242.38 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 191,415.28 194,980.05 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 Page 14 For the Month Ending April 30, 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 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 44,405.80 45,745.06 12.96 45,744.46 10/21/2110/13/21AaaAAA 45,745.63 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 207,746.09 209,996.91 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 138,406.63 139,980.98 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 273,042.03 274,969.38 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 242,157.90 244,999.91 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 243,086.06 244,973.15 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 169,007.81 169,987.10 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 128,368.66 129,989.46 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 319,275.39 319,944.19 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 313,587.52 319,985.42 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 168,091.90 169,968.37 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 187,911.16 189,986.17 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 480,737.14 489,908.84 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 346,609.20 349,960.75 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 Page 15 For the Month Ending April 30, 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 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 85,285.62 84,986.41 133.88 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 349,979.21 349,981.31 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 402,761.08 404,900.29 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 408,725.60 409,983.69 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 178,613.14 179,977.50 398.40 179,975.83 12/14/2312/07/23AaaNR 180,000.00 05522RDH8 4.98 AMXCA 2024-1 A DTD 04/23/2024 5.230% 04/16/2029 494,487.45 494,898.93 575.30 494,898.53 04/23/2404/16/24NRAAA 495,000.00 02582JKH2 5.23 10,600.62 5,651,577.50 5,702,765.26 4.52 5,702,602.03 5,703,421.05 Security Type Sub-Total 53,575,274.00 52,184,470.92 3.76 353,696.78 52,565,464.87 51,212,407.54 Managed Account Sub-Total Joint Powers Authority CAMP Pool 276,870.70 276,870.70 0.00 276,870.70 NRAAAm 276,870.70 276,870.70 276,870.70 0.00 276,870.70 276,870.70 Liquid Sub-Total $53,852,144.70 $52,461,341.62 $353,696.78 $52,842,335.57 $51,489,278.24 3.76% $51,842,975.02 $353,696.78 Total Investments Accrued Interest Securities Sub-Total Page 16 For the Month Ending April 30, 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 (1,678.78)(4,597.66) 48,843.75 97.69 WELLS_F 50,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.32 0.66 (2,522.92)(1,820.31) 47,210.94 94.42 GOLDMAN 50,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 5.24 1.17 (6,303.30) 2,585.95 181,593.76 90.80 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.99 2.24 (22,621.99)(3,730.44) 453,984.40 90.80 HSBC 500,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.99 2.24 (35,478.34)(9,492.15) 680,976.60 90.80 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.99 2.24 (37,157.83)(2,390.58) 817,171.92 90.80 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 4.99 2.24 (3,643.43) 4,433.59 232,578.12 93.03 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.95 2.46 (23,220.04)(38.08) 907,054.69 93.03 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.95 2.46 (52,232.30)(410.16) 1,953,656.25 93.03 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.95 2.46 (278,735.47)(84,609.38) 8,837,968.75 93.03 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.95 2.46 (38,975.46)(25,921.88) 1,129,500.00 94.13 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 4.88 2.90 (13,846.88)(10,883.79) 351,445.31 93.72 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.86 3.11 (5,406.73) 1,609.38 374,875.00 93.72 BMO 400,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.86 3.11 (10,246.28)(3,328.13) 562,312.50 93.72 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.86 3.11 (21,919.42)(13,599.61) 773,179.69 93.72 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.86 3.11 (32,406.47)(32,037.16) 1,138,464.79 96.89 CITIGRP 1,175,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 4.83 3.32 (23,037.20)(21,421.94) 1,162,687.44 96.89 HSBC 1,200,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 4.83 3.32 Page 17 For the Month Ending April 30, 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 (5,006.66)(4,890.63) 388,750.00 97.19 JPM_CHA 400,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.81 3.56 (19,239.17)(19,382.81) 583,125.00 97.19 CITIGRP 600,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.81 3.56 (23,822.13)(23,255.86) 1,312,031.25 97.19 CITIGRP 1,350,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.81 3.56 (253,181.65) 4.92 (657,500.80) 21,937,410.16 23,400,000.00 Security Type Sub-Total 2.72 Municipal Bond / Note (342.60)(342.60) 59,657.40 99.43 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 5.36 0.17 (737.00)(737.00) 99,263.00 99.26 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 5.03 0.26 (12,548.25)(12,548.25) 312,451.75 96.14 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.45 0.87 (3,775.70)(3,775.70) 81,224.30 95.56 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.32 0.95 (3,214.38)(3,562.00) 61,897.55 95.23 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.53 1.16 (4,194.31)(4,620.60) 80,942.95 95.23 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.53 1.16 (7,636.80)(7,636.80) 152,363.20 95.23 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.53 1.16 (5,501.00)(5,501.00) 94,499.00 94.50 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025 5.22 1.25 (6,814.60)(6,814.60) 123,185.40 94.76 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 5.23 1.25 (7,551.60)(7,551.60) 132,448.40 94.61 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 5.28 1.25 (5,179.05)(5,179.05) 79,820.95 93.91 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 5.13 1.49 (546.00)(546.00) 199,454.00 99.73 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.95 2.66 Page 18 For the Month Ending April 30, 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 (58,815.20) 5.29 (58,041.29) 1,477,207.90 1,535,000.00 Security Type Sub-Total 1.23 Federal Agency Commercial Mortgage-Backed Security (5,443.56)(16,049.66) 240,791.14 98.39 CITIGRP 244,719.54 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 5.85 0.57 (4,341.71) 50.15 263,663.43 95.88 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 5.33 1.53 (15,476.94)(8,089.48) 518,750.36 94.32 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 5.34 2.15 (8,376.97)(5,214.79) 359,676.41 95.54 CITIGRP 376,479.71 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 5.25 2.27 (3,615.83) 2,594.24 521,398.93 94.80 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 5.20 2.55 (11,845.60)(6,501.02) 520,532.18 94.64 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 5.23 2.69 (6,093.85)(6,093.59) 391,752.62 98.47 JPM_CHA 397,849.40 3137HBC69FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 5.28 3.24 (6,547.60)(6,545.88) 431,247.51 98.50 JPM_CHA 437,804.30 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 5.18 2.82 (13,741.44)(14,625.08) 540,868.32 98.34 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 5.27 3.58 (12,769.80)(11,342.89) 529,332.89 96.24 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 5.19 3.74 392.51 1,486.47 490,518.47 98.10 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 5.24 3.74 (7,094.12)(5,722.06) 782,443.54 97.81 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 5.23 3.72 5,202.56 6,300.26 369,344.14 98.49 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 5.24 3.81 (3,115.81)(2,474.07) 491,549.43 98.31 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 5.24 3.77 (794.11)(751.73) 178,727.89 99.29 JPM_CHA 180,000.00 3137HB3D4FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 5.25 3.83 (3,374.47)(3,315.67) 270,894.26 98.51 MERRILL 275,000.00 3137HB3G7FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 5.24 3.87 Page 19 For the Month Ending April 30, 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 (10,149.24)(10,274.41) 282,625.30 97.46 JPM_CHA 290,000.00 3137HBLV4FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 5.20 3.97 (86,569.21) 5.26 (107,185.98) 7,184,116.82 7,401,852.95 Security Type Sub-Total 3.13 Federal Agency Bond / Note (23,736.38)(22,137.40) 400,746.10 94.29 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 5.25 1.22 (21,033.20)(19,827.15) 328,534.85 93.87 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 5.25 1.32 (9,246.33)(8,917.80) 140,632.20 93.75 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 5.25 1.34 (44,784.87)(43,267.00) 654,626.00 93.52 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 5.25 1.39 (43,325.03)(41,707.25) 605,965.75 93.23 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 5.19 1.51 (135,856.60) 5.23 (142,125.81) 2,130,504.90 2,275,000.00 Security Type Sub-Total 1.38 Corporate Note (1,460.00)(20,092.00) 398,540.00 99.64 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 5.73 0.19 (981.02)(975.31) 69,018.39 98.60 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.77 0.29 (6,202.24)(12,675.42) 170,218.83 97.27 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.48 0.76 (2,236.09)(2,177.92) 77,741.28 97.18 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.72 0.75 (11,417.27)(11,417.27) 398,582.73 97.22 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.48 0.77 Page 20 For the Month Ending April 30, 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 (603.76)(573.72) 24,382.53 97.53 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.38 0.87 (1,373.03)(1,363.50) 63,622.20 97.88 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.65 0.90 (4,283.67)(3,798.67) 220,465.58 97.98 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.47 0.98 (9,958.45)(31,814.10) 220,433.40 97.97 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.53 0.85 (1,626.66)(1,626.66) 313,373.34 99.48 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE DTD 06/01/2021 0.824% 06/01/2025 1.30 0.09 (22,565.38)(22,383.42) 452,383.83 95.24 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.35 1.00 (5,316.50)(5,316.50) 244,683.50 97.87 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.50 1.08 (1,198.89)(1,190.25) 48,796.25 97.59 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.69 1.10 (4,124.92)(4,124.92) 220,875.08 98.17 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.54 1.21 (12,958.01)(36,804.15) 220,114.35 97.83 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.69 1.22 (11,691.07)(36,711.67) 221,133.83 98.28 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 5.18 1.11 (5,854.95)(5,854.95) 219,145.05 97.40 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.21 0.60 Page 21 For the Month Ending April 30, 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 (4,648.00)(4,648.00) 170,352.00 97.34 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 4.13 0.81 (17,870.95)(17,639.32) 206,969.18 91.99 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 5.34 1.93 (15,366.02)(15,337.52) 159,609.98 91.21 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.39 2.17 (18,833.11)(18,309.60) 205,554.15 91.36 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 5.18 2.62 (3,039.19)(3,008.20) 36,923.80 92.31 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 5.02 2.55 (37,280.32)(36,803.95) 437,141.55 92.03 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.21 2.58 (11,596.20)(3,486.75) 718,455.75 95.79 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 4.94 2.41 (6,896.96) 202.50 277,405.50 92.47 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 5.44 2.66 (29,641.53)(25,850.45) 440,238.55 92.68 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 5.07 2.71 (6,723.21)(2,358.60) 282,566.40 94.19 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.48 2.57 (11,840.83)(8,425.00) 479,900.00 95.98 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 5.32 2.91 (27,115.32)(17,814.15) 723,248.60 93.32 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 5.08 2.99 Page 22 For the Month Ending April 30, 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 (7,992.81)(8,311.12) 367,971.38 98.13 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 5.19 3.39 (7,465.29)(2,478.00) 326,711.00 93.35 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 5.37 3.31 (3,028.24)(3,447.00) 83,596.40 98.35 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 5.08 3.42 (4,139.70)(291.75) 357,972.00 95.46 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 5.23 3.32 (1,562.09)(1,541.76) 58,350.24 97.25 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 5.21 3.59 (5,461.80)(5,905.12) 371,959.88 99.19 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 5.16 3.79 17,806.50 18,183.00 764,463.00 101.93 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 5.31 3.88 (7,962.89)(7,944.44) 331,603.36 97.53 01/08/29BARCLAY 340,000.00 009158BH8AIR PRODUCTS & CHEMICALS CORP NOTES (CAL DTD 02/08/2024 4.600% 02/08/2029 5.19 4.22 (5,570.08)(5,565.42) 414,287.58 98.64 01/26/29CITIGRP 420,000.00 17275RBR2CISCO SYSTEMS INC CORPORATE NOTES (CALLA DTD 02/26/2024 4.850% 02/26/2029 5.17 4.25 (893.45)(891.35) 49,018.15 98.04 02/14/29CITIGRP 50,000.00 09290DAA9BLACKROCK FUNDING INC CORPORATE NOTES (C DTD 03/14/2024 4.700% 03/14/2029 5.16 4.32 (14,583.66)(14,592.07) 710,763.18 98.04 02/14/29MERRILL 725,000.00 09290DAA9BLACKROCK FUNDING INC CORPORATE NOTES (C DTD 03/14/2024 4.700% 03/14/2029 5.16 4.32 (1,593.97)(1,591.03) 168,184.57 98.93 03/04/29SEEL 170,000.00 00724PAF6ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 5.05 4.36 Page 23 For the Month Ending April 30, 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 (1,887.74)(1,883.74) 202,810.81 98.93 03/04/29MERRILL 205,000.00 00724PAF6ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 5.05 4.36 (388,639.27) 5.12 (339,038.77) 11,929,567.18 12,360,000.00 Security Type Sub-Total 2.50 Certificate of Deposit 520.98 520.98 450,520.98 100.12 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.43 1.45 1,502.10 1,502.10 451,502.10 100.33 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.30 1.43 2,023.08 5.36 2,023.08 902,023.08 900,000.00 Security Type Sub-Total 1.44 Asset-Backed Security (54.33)(53.71) 8,509.59 99.36 BARCLAY 8,564.20 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.85 0.11 (1,226.81)(1,225.89) 80,379.99 98.50 MITSU 81,607.27 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.37 0.26 (1,106.61)(1,101.13) 77,019.05 98.58 CITIGRP 78,128.60 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.19 0.23 (1,232.06)(1,225.96) 48,202.53 97.50 MERRILL 49,438.91 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.36 0.48 (378.94)(375.33) 26,312.97 98.57 MERRILL 26,694.06 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.32 0.24 (785.81)(781.14) 37,452.70 97.94 SMBC 38,242.38 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.77 0.39 (3,564.77)(3,542.97) 191,415.28 98.16 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 1.37 0.36 (1,339.26)(1,338.66) 44,405.80 97.07 JPM_CHA 45,745.63 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.94 0.52 (2,250.82)(2,248.95) 207,746.09 98.93 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.36 0.75 Page 24 For the Month Ending April 30, 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 (1,574.35)(1,564.40) 138,406.63 98.86 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.86 1.01 (1,927.35)(1,912.90) 273,042.03 99.29 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.05 0.94 (2,842.01)(2,841.98) 242,157.90 98.84 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 5.00 1.18 (1,887.09)(1,875.50) 243,086.06 99.22 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.20 1.37 (979.29)(975.07) 169,007.81 99.42 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.23 1.21 (1,620.80)(1,617.78) 128,368.66 98.75 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 5.01 1.39 (668.80)(658.63) 319,275.39 99.77 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 5.48 1.62 (6,397.90)(6,393.92) 313,587.52 98.00 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 4.88 1.75 (1,876.47)(1,869.61) 168,091.90 98.88 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 5.10 1.89 (2,075.01)(2,071.99) 187,911.16 98.90 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 5.17 1.89 (9,171.70)(9,150.50) 480,737.14 98.11 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 4.94 1.90 (3,351.55)(3,343.52) 346,609.20 99.03 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 5.19 1.96 299.21 300.59 85,285.62 100.34 JPM_CHA 85,000.00 438123AC5HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 5.58 1.90 (2.10) 0.91 349,979.21 99.99 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 5.53 1.72 (2,139.21)(2,126.65) 402,761.08 99.45 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 5.30 2.18 (1,258.09)(1,256.07) 408,725.60 99.69 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 5.31 2.17 (1,364.36)(1,362.69) 178,613.14 99.23 MERRILL 180,000.00 05522RDH8BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 5.17 2.32 Page 25 For the Month Ending April 30, 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 (411.48)(411.08) 494,487.45 99.90 BARCLAY 495,000.00 02582JKH2AMXCA 2024-1 A DTD 04/23/2024 5.230% 04/16/2029 5.25 2.67 (51,024.53) 4.82 (51,187.76) 5,651,577.50 5,703,421.05 Security Type Sub-Total 1.65 53,575,274.00 51,212,407.54 (972,063.38) (1,353,057.33) 5.03 Managed Account Sub-Total 2.49 Joint Powers Authority 0.00 0.00 276,870.70 1.00 276,870.70 CAMP Pool 0.00 276,870.70 276,870.70 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $51,842,975.02 $353,696.78 $51,489,278.24 Accrued Interest Securities Sub-Total $53,852,144.70 ($972,063.38) ($1,353,057.33) 5.03% 2.49 Page 26 For the Month Ending April 30, 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 04/04/24 ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 00724PAF6 (204,694.55) 0.00 (204,694.55) 205,000.00 04/01/24 04/04/24 ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 00724PAF6 (169,775.60) 0.00 (169,775.60) 170,000.00 04/02/24 04/05/24 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 91282CGP0 (393,640.63)(1,565.22)(395,205.85) 400,000.00 04/03/24 04/23/24 AMXCA 2024-1 A DTD 04/23/2024 5.230% 04/16/2029 02582JKH2 (494,898.53) 0.00 (494,898.53) 495,000.00 04/16/24 (1,565.22) (1,264,574.53)(1,263,009.31) 1,270,000.00 Transaction Type Sub-Total INTEREST 04/01/24 CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 808513BW4 0.00 4,950.00 4,950.00 300,000.00 04/01/24 04/25/24 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 3137HBC69 0.00 1,612.53 1,612.53 398,318.67 04/01/24 04/25/24 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 625.49 625.49 245,130.79 04/01/24 04/25/24 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 04/01/24 04/25/24 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 0.00 1,743.74 1,743.74 438,034.42 04/01/24 04/25/24 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 04/01/24 04/25/24 FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 3137HB3G7 0.00 1,113.75 1,113.75 275,000.00 04/01/24 04/25/24 FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 3137HBLV4 0.00 1,104.90 1,104.90 290,000.00 04/01/24 04/25/24 FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 04/01/24 04/25/24 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 04/01/24 04/25/24 FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 04/01/24 Page 27 For the Month Ending April 30, 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 04/25/24 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 04/01/24 04/25/24 FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 3137HB3D4 0.00 760.35 760.35 180,000.00 04/01/24 04/25/24 FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 3137HAST4 0.00 1,515.63 1,515.63 375,000.00 04/01/24 04/25/24 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 3137HACX2 0.00 2,208.71 2,208.71 550,000.00 04/01/24 04/25/24 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 04/01/24 04/25/24 FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 3137HAQ74 0.00 1,975.00 1,975.00 500,000.00 04/01/24 04/25/24 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,052.07 1,052.07 377,198.75 04/01/24 04/15/24 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 3.75 3.75 11,826.43 04/15/24 04/15/24 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 04/15/24 04/15/24 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 04/15/24 04/15/24 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 19.84 19.84 91,573.46 04/15/24 04/15/24 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 04/15/24 04/15/24 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 04/15/24 04/15/24 HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 437076CM2 0.00 337.50 337.50 25,000.00 04/15/24 04/15/24 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 0.00 771.08 771.08 190,000.00 04/15/24 04/15/24 BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 05522RDH8 0.00 747.00 747.00 180,000.00 04/15/24 Page 28 For the Month Ending April 30, 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 04/15/24 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 26.04 26.04 94,704.98 04/15/24 04/15/24 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 04/15/24 04/15/24 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 04/15/24 04/15/24 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 04/15/24 04/15/24 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 04/15/24 04/15/24 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 04/15/24 04/15/24 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 04/15/24 04/15/24 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 13.45 13.45 31,040.41 04/15/24 04/15/24 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 04/15/24 04/15/24 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 0.00 678.58 678.58 170,000.00 04/15/24 04/15/24 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 26.26 26.26 42,575.89 04/15/24 04/15/24 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 04/15/24 04/15/24 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 694.75 694.75 210,000.00 04/15/24 04/16/24 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 04/16/24 04/16/24 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 28.14 28.14 49,658.13 04/16/24 04/18/24 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 04/18/24 04/21/24 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 438123AC5 0.00 401.63 401.63 85,000.00 04/21/24 Page 29 For the Month Ending April 30, 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 04/21/24 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 39.85 39.85 54,334.83 04/21/24 04/30/24 US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 91282CEN7 0.00 16,500.00 16,500.00 1,200,000.00 04/30/24 66,649.87 66,649.87 0.00 14,184,396.76 Transaction Type Sub-Total MATURITY 04/26/24 BANK OF NY MELLON CORP NOTES (CALLABLE) DTD 04/26/2021 0.500% 04/26/2024 06406RAS6 210,000.00 525.00 210,525.00 224.70 0.00 210,000.00 04/26/24 525.00 0.00 224.70 210,525.00 210,000.00 210,000.00 Transaction Type Sub-Total PAYDOWNS 04/25/24 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 719.04 0.00 719.04 22.13 0.00 719.04 04/01/24 04/25/24 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 230.12 0.00 230.12 0.01 0.00 230.12 04/01/24 04/25/24 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 411.25 0.00 411.25 (20.37) 0.00 411.25 04/01/24 04/25/24 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 3137HBC69 469.27 0.00 469.27 0.00 0.00 469.27 04/01/24 04/15/24 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 13,097.71 0.00 13,097.71 0.22 0.00 13,097.71 04/15/24 04/15/24 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 13,444.86 0.00 13,444.86 1.45 0.00 13,444.86 04/15/24 04/15/24 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 4,333.51 0.00 4,333.51 0.97 0.00 4,333.51 04/15/24 04/15/24 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 3,262.23 0.00 3,262.23 0.34 0.00 3,262.23 04/15/24 04/15/24 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 4,346.35 0.00 4,346.35 0.94 0.00 4,346.35 04/15/24 04/16/24 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 3,912.50 0.00 3,912.50 0.10 0.00 3,912.50 04/16/24 Page 30 For the Month Ending April 30, 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 PAYDOWNS 04/21/24 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 4,895.92 0.00 4,895.92 1.03 0.00 4,895.92 04/21/24 0.00 0.00 6.82 49,122.76 49,122.76 49,122.76 Transaction Type Sub-Total SELL 04/04/24 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 136,828.13 164.84 136,992.97 322.27 (5,623.70)FIFO 150,000.00 04/02/24 04/05/24 MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024 61746BDQ6 399,520.00 6,716.67 406,236.67 (23,396.00)(795.72)FIFO 400,000.00 04/03/24 04/23/24 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 272,753.91 427.54 273,181.45 (1,875.00)(13,073.16)FIFO 300,000.00 04/16/24 04/23/24 US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026 91282CCP4 159,106.44 249.40 159,355.84 (150.40)(7,284.67)FIFO 175,000.00 04/16/24 7,558.45 (26,777.25)(25,099.13) 975,766.93 968,208.48 1,025,000.00 Transaction Type Sub-Total (35,678.07) 73,168.10 37,490.03 (24,867.61) (26,777.25)Managed Account Sub-Total Total Security Transactions ($24,867.61)$37,490.03 $73,168.10 ($35,678.07)($26,777.25) Page 31 For the Month Ending April 30, 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 221,402.57 Opening Balance 04/01/24 04/01/24 Purchase - Interest 17325FBB3 1.00 21,761.25 243,163.82 04/01/24 04/01/24 Purchase - Interest 808513BW4 1.00 4,950.00 248,113.82 04/04/24 04/04/24 Purchase - Principal 91282CCP4 1.00 136,828.13 384,941.95 04/04/24 04/04/24 Purchase - Interest 91282CCP4 1.00 164.84 385,106.79 04/04/24 04/04/24 Redemption - Principal 00724PAF6 1.00 (204,694.55) 180,412.24 04/04/24 04/04/24 Redemption - Principal 00724PAF6 1.00 (169,775.60) 10,636.64 04/05/24 04/05/24 Purchase - Interest 61746BDQ6 1.00 6,716.67 17,353.31 04/05/24 04/05/24 Purchase - Principal 61746BDQ6 1.00 399,520.00 416,873.31 04/05/24 04/05/24 Redemption - Principal 91282CGP0 1.00 (393,640.63) 23,232.68 04/05/24 04/05/24 Redemption - Interest 91282CGP0 1.00 (1,565.22) 21,667.46 04/15/24 04/15/24 Purchase - Interest 437076CM2 1.00 337.50 22,004.96 04/15/24 04/15/24 Purchase - Interest 02582JJZ4 1.00 771.08 22,776.04 04/15/24 04/15/24 Purchase - Interest 02582JKD1 1.00 1,786.92 24,562.96 04/15/24 04/15/24 Purchase - Interest 05522RDG0 1.00 678.58 25,241.54 04/15/24 04/15/24 Purchase - Interest 05522RDH8 1.00 747.00 25,988.54 04/15/24 04/15/24 Purchase - Interest 14041NGB1 1.00 1,010.63 26,999.17 04/15/24 04/15/24 Purchase - Interest 14041NGD7 1.00 1,804.83 28,804.00 04/15/24 04/15/24 Purchase - Interest 14314QAC8 1.00 13.45 28,817.45 04/15/24 04/15/24 Purchase - Interest 14318MAD1 1.00 694.75 29,512.20 04/15/24 04/15/24 Purchase - Interest 161571HT4 1.00 1,741.50 31,253.70 04/15/24 04/15/24 Purchase - Interest 254683CP8 1.00 94.25 31,347.95 Page 32 For the Month Ending April 30, 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 04/15/24 04/15/24 Purchase - Interest 254683CY9 1.00 1,149.33 32,497.28 04/15/24 04/15/24 Purchase - Interest 254683CZ6 1.00 1,437.92 33,935.20 04/15/24 04/15/24 Purchase - Interest 31680EAD3 1.00 1,612.92 35,548.12 04/15/24 04/15/24 Purchase - Interest 344928AD8 1.00 503.75 36,051.87 04/15/24 04/15/24 Purchase - Interest 41285JAD0 1.00 715.42 36,767.29 04/15/24 04/15/24 Purchase - Interest 44933LAC7 1.00 3.75 36,771.04 04/15/24 04/15/24 Purchase - Interest 44935FAD6 1.00 26.26 36,797.30 04/15/24 04/15/24 Purchase - Interest 65480BAC1 1.00 26.04 36,823.34 04/15/24 04/15/24 Purchase - Interest 65480JAC4 1.00 520.33 37,343.67 04/15/24 04/15/24 Purchase - Interest 89190GAC1 1.00 19.84 37,363.51 04/15/24 04/15/24 Purchase - Interest 891940AC2 1.00 945.29 38,308.80 04/15/24 04/15/24 Purchase - Principal 14314QAC8 1.00 4,346.35 42,655.15 04/15/24 04/15/24 Purchase - Principal 89190GAC1 1.00 13,444.86 56,100.01 04/15/24 04/15/24 Purchase - Principal 44935FAD6 1.00 4,333.51 60,433.52 04/15/24 04/15/24 Purchase - Principal 65480BAC1 1.00 13,097.71 73,531.23 04/15/24 04/15/24 Purchase - Principal 44933LAC7 1.00 3,262.23 76,793.46 04/16/24 04/16/24 Purchase - Interest 362554AC1 1.00 28.14 76,821.60 04/16/24 04/16/24 Purchase - Interest 36265QAD8 1.00 1,104.58 77,926.18 04/16/24 04/16/24 Purchase - Principal 362554AC1 1.00 3,912.50 81,838.68 04/18/24 04/18/24 Purchase - Interest 43815QAC1 1.00 1,442.67 83,281.35 04/22/24 04/22/24 Purchase - Interest 43815GAC3 1.00 39.85 83,321.20 04/22/24 04/22/24 Purchase - Interest 438123AC5 1.00 401.63 83,722.83 Page 33 For the Month Ending April 30, 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 04/22/24 04/22/24 Purchase - Principal 43815GAC3 1.00 4,895.92 88,618.75 04/23/24 04/23/24 Purchase - Principal 91282CCP4 1.00 431,860.35 520,479.10 04/23/24 04/23/24 Purchase - Interest 91282CCP4 1.00 676.94 521,156.04 04/23/24 04/23/24 Redemption - Principal 02582JKH2 1.00 (494,898.53) 26,257.51 04/25/24 04/25/24 Purchase - Interest 3136BQDE6 1.00 1,920.42 28,177.93 04/25/24 04/25/24 Purchase - Interest 3137BGK24 1.00 625.49 28,803.42 04/25/24 04/25/24 Purchase - Interest 3137BNGT5 1.00 629.06 29,432.48 04/25/24 04/25/24 Purchase - Interest 3137BSP72 1.00 1,215.96 30,648.44 04/25/24 04/25/24 Purchase - Interest 3137BTUM1 1.00 1,052.07 31,700.51 04/25/24 04/25/24 Purchase - Interest 3137BXQY1 1.00 1,477.67 33,178.18 04/25/24 04/25/24 Purchase - Interest 3137F1G44 1.00 1,486.38 34,664.56 04/25/24 04/25/24 Purchase - Interest 3137HACX2 1.00 2,208.71 36,873.27 04/25/24 04/25/24 Purchase - Interest 3137HAD45 1.00 1,743.74 38,617.01 04/25/24 04/25/24 Purchase - Interest 3137HAMH6 1.00 3,100.00 41,717.01 04/25/24 04/25/24 Purchase - Interest 3137HAMS2 1.00 2,000.00 43,717.01 04/25/24 04/25/24 Purchase - Interest 3137HAQ74 1.00 1,975.00 45,692.01 04/25/24 04/25/24 Purchase - Interest 3137HAST4 1.00 1,515.63 47,207.64 04/25/24 04/25/24 Purchase - Interest 3137HB3D4 1.00 760.35 47,967.99 04/25/24 04/25/24 Purchase - Interest 3137HB3G7 1.00 1,113.75 49,081.74 04/25/24 04/25/24 Purchase - Interest 3137HBC69 1.00 1,612.53 50,694.27 04/25/24 04/25/24 Purchase - Interest 3137HBLV4 1.00 1,104.90 51,799.17 04/25/24 04/25/24 Purchase - Principal 3137HBC69 1.00 469.27 52,268.44 Page 34 For the Month Ending April 30, 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 04/25/24 04/25/24 Purchase - Principal 3137HAD45 1.00 230.12 52,498.56 04/25/24 04/25/24 Purchase - Principal 3137BTUM1 1.00 719.04 53,217.60 04/25/24 04/25/24 Purchase - Principal 3137BGK24 1.00 411.25 53,628.85 04/26/24 04/26/24 Purchase - Principal 06406RAS6 1.00 210,525.00 264,153.85 04/29/24 04/29/24 IP Fees March 2024 1.00 (4,006.64) 260,147.21 04/29/24 04/29/24 U.S. Bank Fees February 2024 1.00 (233.11) 259,914.10 04/30/24 04/30/24 Purchase - Interest 91282CEN7 1.00 16,500.00 276,414.10 04/30/24 05/01/24 Accrual Income Div Reinvestment - Distributions 1.00 456.60 276,870.70 276,870.70 276,870.70 276,870.70 102,308.60 2,122.65 0.00 (6,233,174.35) 6,393,272.09 116,772.96 456.60 276,870.70 0.00 (1,268,814.28) 1,324,282.41 221,402.57 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 April January-April 5.44% Page 35