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Item No. 23 - SA Investment Report for June 2024
23)SA Investment Report for June 2024 Receive and file the Investment Report for June 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:July 23, 2024 Subject:SA Investment Report for June 2024 Recommendation Receive and file the Investment Report for June 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 June 2024 Administrative Services CITY OF LAKE ELSINORE INVESTMENT REPORT BANK DEPOSITS OUTSTANDING BOOK CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE Bank Accounts: General Checking Account 2,469,307$ 624,595$ (8,728)$ 3,085,174$ Cash On Hand: Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 2,469,307 624,595 (8,728) 3,087,474 INVESTMENTS Local Agency Investment Funds 94,146,410 - - 94,146,410 CAMP Investments: CAMP Pool Account 88,805 - - 88,805 U.S. Treasury Bond / Note 22,321,837 - - 22,321,837 Supra-National Agency Bond / Note - - - - Municipal Bond / Note 1,396,023 - - 1,396,023 Federal Agency Commercial Mortgage-Backed Security 7,816,737 - - 7,816,737 Federal Agency Bond / Note 2,266,362 - - 2,266,362 Corporate Note 12,376,028 - - 12,376,028 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,595,314 - - 5,595,314 Sub-total Investments 146,907,515 - - 146,907,515 Market Value Adjustment: Unrealized Gain/(Loss) at 4/30/2024 (921,476) - - (921,476) Total Investments 145,986,039 - - 145,986,038 Total Pooled Cash and Investments 148,455,346$ 624,595$ (8,728)$ 149,073,512$ TOTAL POOLED CASH AND INVESTMENTS 149,073,512$ 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 11, 2024. 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 July 15, 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 JUNE 30, 2024 FUND NO FUND NAME AMOUNT 100 General 18,252,321$ 102 Measure Z 22,582,938 106 Affordable Housing In Lieu 1,370,841 107 Developer Agreement Revenue 529,144 108 American Rescue Plan 5,412,593 109 Road Maintenance and Rehabilitation (SB1) 1,789,314 110 State Gas Tax 877,342 111 TUMF C.I.P. 63,146 112 Measure A 840,282 114 SB1186 CASP Education Program 68,176 115 Traffic Safety 11,677 116 City Hall-Public Works DIF 319,496 117 Community Center DIF 431,408 118 Lake Side Facility DIF 643,415 119 Animal Shelter DIF 168,536 121 T.R.I.P.-2014A 520 135 Lighting & Landscape Maintenance - Dist. No. 1 1,708,741 140 Geothermal 12,172 160 PEG Grant 1,922 202 La Strada RBBD 24,824 203 E.L.S.P. - S.T.I.F. 3,500,625 205 Traffic Impact Fee 696,248 211 Storm Drain C.I.P. 3,345,440 221 Quimby Park C.I.P. 91,712 231 Library C.I.P. 1,105,351 232 City Fire Protection 994,860 300 Insurance Service 305,710 305 Information Systems Service 3,190,826 310 Support Service 37,452 315 Fleet Service 196,551 320 Facilities Service 2,416,460 331 CFD 2006-1CC Summerly Improvement Area CC 146,761 332 CFD 2006-1 Improvement Area B, Summerly 117,141 334 CFD 2015-5 Trieste - Far West Industries 116,912 335 CFD 2003-2E Canyon Hills Improvement Area E 137,349 336 CFD 2006-1FF Summerly Improvement Area FF 139,312 337 CFD 2016-2 Canyon Hills 862,770 338 CFD 2006-1 IA-JJ Summerly Improvement Area 230,933 339 CFD 2006-1 IA-KK Summerly Improvement Area 175,745 340 CFD 2006-1 IA-EE Summerly Improvement Area 201,377 345 CFD 2003-2 Improvement Area D, Canyon Hills 1,568,091 346 CFD 2014-1 Southshore 70,752 347 CFD 2006-1 Improvement Area A, Summerly 182,019 350 CFD 98-1 Summerhill 932,629 351 CFD 2006-1 IA-II Summerly Improvement 234,266 354 CFD 90-2 Tuscany Hills 1,036,521 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 JUNE 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 JUNE 30, 2024 355 RAD 2021-1 Canyon Hills Improvement 897,038 357 CFD 2003-2 Canyon Hills Improvement Area 580,121 361 CFD 2022-2 Lakeshore Improvement 13,632 363 CFD 2022-3 Lakeside 3,476 364 CFD 2023-2 Coastal Mission Trail Improvement 8,504 366 CFD 2005-6 City Center Townhomes 217,429 368 CFD 2006-2 Viscaya 451,469 369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 1,418,945 370 CFD 2006-1 IA-HH Summerly Improvement 217,236 371 CFD 2005-1 Serenity 534,504 372 CFD 2005-2 Alberhill Ranch Improvement Area 1,278,155 374 CFD 2005-4 Lakeview Villas 7,169 375 CFD 2006-4 Clurman 254,408 377 CFD 2006-6 Tessara 97,466 378 CFD 2006-8 Running Deer Estates 108,348 384 CFD 2003-2 Area B Canyon Hills Improvement Area 1,584,670 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 1,469,742 386 CFD 2007-4 Mekenna Court 122,057 387 CFD 2007-5 Red Kite 95,263 388 CFD 2007-6 Holiday Inn Express 6,002 389 CFD 88-3 (2008A) West Lake Elsinore Series A 1,092 390 CFD 2003-2 Area C Canyon Hills Improvement Area 552,866 392 CFD 95-1 City Center 126,610 394 CFD 2005-5 (2012A) Wasson Canyon 236,711 395 CFD 2018-1 Wasson Canyon II Improvement Area 5,003 396 CFD 2018-2 Nichols Ranch Improvement Area 196,124 397 CFD 2018-3 Village at Lakeshore 231,531 500 Capital Improvement Plan 6,234,911 510 Successor To RDA Area I, II, & III 9,669,473 603 Endowment Trust - Carl Graves 63,399 604 Endowment Trust - Korn Memorial 34,976 605 Public Improvement Trust 2,120,285 606 Mobile Source Air Polution Reduction 122,625 608 Trust Deposit & Pre Paid Expense 1,553,407 617 Successor Agency Housing 36,215,996 620 Cost Recovery System 4,742,248 631 Lake Destratification Equipment Replacement 458,002 Total Pooled Cash & Investments 149,073,512$ MAXIMUM DIVERSIFICATION CURRENT TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE CAMP - Pooled Sweep Account Unlimited 0.06% 88,805$ U.S. Treasury Bond / Note Unlimited 15.19% 22,321,837$ Supra-National Agency Bond / Note 30% 0.00% -$ Municipal Bond / Note Unlimited 0.95% 1,396,023$ Federal Agency Collaterized Mortgage Obligation 40% 5.32% 7,816,737$ Federal Agency Bond / Note Unlimited 1.54% (1)2,266,362$ Corporate Note 30% 8.42% 12,376,028$ Negotiable Certificates of Deposit 30% 0.61% 900,000$ Asset-Backed Security / Collaterized Mortgage 20% 3.81% 5,595,314$ LAIF (Local Agency Investment Funds) $150 Million 64.09% (2)94,146,410$ TOTAL 100.00% 146,907,515$ 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 JUNE 30, 2024 Local Agency Investment Fund June 4.480 May 4.332 April 4.272 March 4.232 February 4.122 January 4.012 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 56.98% Agencies 23.22% Certificates of Deposit/Bank Notes 9.18% Time Deposits 3.14% Commercial Paper 6.84% Corporate Bonds 0.42% 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 l aw provides that administrative costs are not to exceed 5% of quarterly EARNINGS of the fund. However, if the 13 -week Daily Treasury Bill Rate on the last day of the fiscal year is below 1%, then administrative costs shall not exceed 8% of quarterly EARNINGS of the fund for the subseque nt 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 7/10/24 Daily rates are now available here. View PMIA Daily Rates Quarterly Performance Quarter Ended 03/31/24 Chart does not include $1,943,000.00 in mortgages, which equates to 0.001%.Percentages may not total 100% due to rounding. Pooled Money Investment Account Monthly Portfolio Composition (1) 5/31/24 $162.3 billion Yield Purchase Date Maturity Rate 4.480% Daily 24-Hour Investment Beginning Balance Net Increase/(Decrease)Ending Balance Total Investments Held with Local Agency Investment Fund:80,146,410$ 14,000,000$ 94,146,410$ 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 JUNE 30, 2024 CAMP Investment Portfolio For the Month Ending June 30, 2024Account Statement - Transaction Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Opening Market Value Purchases Redemptions Change in Value Closing Market Value 312,890.23 3,285,354.95 (3,509,439.91) 0.00 $88,805.27 CAMP Pool Unsettled Trades 0.00 1,677.00 Cash Dividends and Income Opening Market Value Purchases Redemptions Change in Value Closing Market Value 51,723,392.89 3,488,073.51 (3,212,080.28) 198,686.45 $52,198,072.57 CAMP Managed Account Unsettled Trades 0.00 101,187.70 Cash Dividends and Income June 30, 2024 May 31, 2024 Asset Summary CAMP Pool 88,805.27 312,890.23 CAMP Managed Account 52,198,072.57 51,723,392.89 $52,286,877.84 $52,036,283.12 Total Asset Allocation 0.17% CAMP Pool 99.83% CAMP Managed Account Page 1 For the Month Ending June 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 $312,890.23 3,285,354.95 (3,509,439.91) $88,805.27 1,677.00 $51,723,392.89 (373,362.93) (2,838,717.35) 3,488,073.51 0.00 198,686.45 $52,198,072.57 $52,036,283.12 $52,286,877.84 90,222.67 (17,113.38) 28,078.41 $101,187.70 316,297.80 2,843,442.02 84,200.20 58,362.93 (3,505,186.89) 202,883.94 0.00 Managed Account Total 52,942,503.35 53,031,308.62 329,637.31 2,843,442.02 374,660.73 84,200.20 (3,505,186.89) (52,688,139.35) (261,969.47) 0.00 329,637.31 6,352,881.93 374,660.73 84,200.20 (6,790,541.84) (53,001,029.58) (261,969.47) 1,677.00 Total Accrual Basis Earnings $119,147.90 $120,824.90 Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance $0.00 Closing Cash Balance Page 2 For the Month Ending June 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 23,525,000.00 22,313,070.15 42.68 Municipal Bond / Note 1,395,000.00 1,354,197.05 2.59 Federal Agency Commercial Mortgage-Backed Security 7,947,901.51 7,812,521.09 14.94 Federal Agency Bond / Note 2,275,000.00 2,151,470.53 4.11 Corporate Note 12,420,000.00 12,093,783.12 23.13 Certificate of Deposit 900,000.00 901,796.39 1.72 Asset-Backed Security 5,596,123.15 5,571,234.24 10.66 Managed Account Sub-Total 54,059,024.66 52,198,072.57 99.83% Accrued Interest 329,637.31 Total Portfolio 54,059,024.66 52,527,709.88 CAMP Pool 88,805.27 88,805.27 0.17 Total Investments 54,147,829.93 52,616,515.15 100.00% Unsettled Trades 0.00 0.00 Sector Allocation 10.66% ABS 1.72% Cert of Deposit 23.13% Corporate Note 4.11% Fed Agy Bond / Note 14.94% Federal Agency Commercial Mortgage-Backed Security 0.17% Joint Powers Authority 2.59% Muni Bond / Note 42.68% 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 1.83% 4.64% 10.29% 31.12%29.51% 22.61% 0.00% Maturity Distribution Characteristics Yield to Maturity at Cost Yield to Maturity at Market Weighted Average Days to Maturity 1083 3.92% 4.80% Page 3 For the Month Ending June 30, 2024Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Credit Quality (S&P Ratings) 5.43% A 3.79% A+ 3.53% A- 3.64% AA 63.13% AA+ 5.80% AA- 10.71% AAA 0.17% AAAm 1.45% BBB+ 2.35% NR Issuer Summary Percentof HoldingsIssuer Market Value 222,124.50 0.42 ABBOTT LABORATORIES 375,413.63 0.72 ADOBE INC 336,717.30 0.64 AIR PRODUCTS & CHEMICALS 455,986.23 0.87 AMAZON.COM INC 1,457,945.12 2.80 AMERICAN EXPRESS CO 730,308.08 1.40 APPLE INC 790,266.77 1.51 BANK OF AMERICA CO 445,140.08 0.85 BERKSHIRE HATHAWAY INC 771,176.93 1.47 BLACKROCK INC 230,689.76 0.44 BMW FINANCIAL SERVICES NA LLC 361,091.25 0.69 BRISTOL-MYERS SQUIBB CO 80,328.40 0.15 CALIFORNIA STATE UNIVERSITY 88,805.27 0.17 CAMP Pool 726,456.71 1.39 CAPITAL ONE FINANCIAL CORP 208,687.80 0.40 CARMAX AUTO OWNER TRUST 207,750.60 0.40 CATERPILLAR INC 99,818.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 286,387.50 0.55 CHARLES SCHWAB 405,319.46 0.78 CHASE ISSURANCE 63,959.29 0.12 CINTAS CORPORATION NO. 2 419,643.00 0.80 CISCO SYSTEMS INC 770,231.25 1.47 CITIGROUP INC 375,077.25 0.72 DEERE & COMPANY 856,545.34 1.64 DISCOVER FINANCIAL SERVICES 1,478,852.44 2.84 FANNIE MAE 141,896.25 0.27 FEDERAL HOME LOAN BANKS 350,731.12 0.67 FIFTH THIRD AUTO TRUST 297,578.30 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,779.51 0.25 FORD CREDIT AUTO OWNER TRUST 8,343,242.93 15.97 FREDDIE MAC 221,365.35 0.42 GENERAL DYNAMICS CORP 310,495.05 0.59 GM FINANCIAL CONSUMER AUTOMOBILE TRUST Page 4 For the Month Ending June 30, 2024Managed Account Issuer Summary CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Percentof HoldingsIssuer Market Value 399,649.20 0.76 GOLDMAN SACHS GROUP INC 169,168.62 0.32 HARLEY-DAVIDSON MOTORCYCLE TRUST 396,673.35 0.76 HOME DEPOT INC 445,227.95 0.85 HONDA AUTO RECEIVABLES 32,122.46 0.06 HYUNDAI AUTO RECEIVABLES 221,827.28 0.42 IBM CORP 171,540.78 0.33 JP MORGAN CHASE & CO 59,111.70 0.11 LOCKHEED MARTIN CORP 723,738.75 1.38 MICROSOFT CORP 730,680.00 1.40 NATIONAL AUSTRALIA BANK LTD 381,093.35 0.73 NATIONAL RURAL UTILITIES CO FINANCE CORP 314,788.50 0.60 NEW YORK ST URBAN DEVELOPMENT CORP 194,313.72 0.37 NISSAN AUTO RECEIVABLES 450,107.10 0.86 NORDEA BANK ABP 171,197.25 0.33 PACCAR FINANCIAL CORP 400,779.92 0.77 ROCHE HOLDINGS INC 124,069.40 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT 200,364.00 0.38 STATE OF CALIFORNIA 60,000.00 0.11 STATE OF CONNECTICUT 95,267.10 0.18 STATE OF MINNESOTA 37,202.80 0.07 TARGET CORP 84,300.11 0.16 TEXAS INSTRUMENTS INC 441,090.23 0.84 THE BANK OF NEW YORK MELLON CORPORATION 451,689.29 0.86 TORONTO-DOMINION BANK 666,671.05 1.28 TOYOTA MOTOR CORP 22,313,070.15 42.68 UNITED STATES TREASURY 209,029.73 0.40 UNITEDHEALTH GROUP INC 81,983.35 0.16 UNIVERSITY OF CALIFORNIA 221,310.23 0.42 USAA CAPITAL CORP $52,286,877.84 Total 100.00% Page 5 For the Month Ending June 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 49,117.19 50,391.90 2.38 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 47,648.44 49,772.06 0.34 49,031.25 04/05/2104/01/21AaaAA+ 50,000.00 912828ZW3 0.72 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 423,421.88 430,714.45 1,149.46 418,658.20 01/06/2301/04/23AaaAA+ 450,000.00 912828U24 3.96 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 8,938,906.25 9,141,899.31 24,266.30 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 1,143,187.44 1,170,233.23 5,559.78 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 356,074.20 365,791.50 4,306.32 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 379,812.48 381,295.91 4,593.41 373,265.62 03/06/2303/02/23AaaAA+ 400,000.00 91282CFB2 4.44 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 569,718.72 573,970.17 6,890.11 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30 US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 783,363.24 796,637.01 9,473.90 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 1,152,601.56 1,171,063.81 3,856.47 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 1,177,125.00 1,186,390.38 3,938.53 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 393,875.00 394,028.89 5,347.83 393,640.63 04/05/2404/03/24AaaAA+ 400,000.00 91282CGP0 4.45 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 590,812.50 602,261.08 8,021.74 602,507.81 02/06/2402/02/24AaaAA+ 600,000.00 91282CGP0 3.89 US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 1,329,328.13 1,336,470.21 18,048.91 1,335,287.11 03/06/2403/01/24AaaAA+ 1,350,000.00 91282CGP0 4.30 Page 6 For the Month Ending June 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 02/28/2023 4.000% 02/29/2028 2,412,484.37 2,386,066.47 32,755.43 2,383,390.63 05/06/2405/01/24AaaAA+ 2,450,000.00 91282CGP0 4.79 US TREASURY NOTES DTD 06/30/2021 1.250% 06/30/2028 2,565,593.75 2,569,777.51 98.51 2,565,253.91 06/11/2406/06/24AaaAA+ 2,900,000.00 91282CCH2 4.39 128,309.42 22,313,070.15 22,606,763.89 4.03 22,321,836.94 23,525,000.00 Security Type Sub-Total Municipal Bond / Note CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 60,000.00 60,000.00 599.40 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 99,818.00 100,000.00 875.42 100,000.00 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 314,788.50 325,000.00 832.54 325,000.00 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 81,983.35 85,000.00 95.90 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 62,395.45 65,095.90 408.85 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 81,594.05 85,117.61 534.65 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 153,588.80 160,000.00 1,006.40 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26 MINNESOTA ST-F-UNREF MUNICIPAL BONDS DTD 08/25/2020 0.630% 08/01/2025 95,267.10 100,000.00 262.50 100,000.00 05/07/2405/07/24AaaAAA 100,000.00 60412AK85 5.30 SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 124,069.40 130,000.00 461.50 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85 CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 80,328.40 85,000.00 122.12 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86 Page 7 For the Month Ending June 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 CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 200,364.00 200,000.00 3,230.67 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 8,429.95 1,354,197.05 1,395,213.51 1.98 1,396,023.10 1,395,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 240,897.11 244,948.44 622.27 255,948.07 03/25/2003/19/20AaaAA+ 243,868.94 3137BGK24 1.95 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 265,348.76 268,704.62 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 523,885.05 535,397.78 1,215.96 526,839.84 04/12/2304/06/23AaaAA+ 550,000.00 3137BSP72 4.02 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 361,458.82 367,163.12 1,045.93 363,453.25 05/24/2305/19/23AaaAA+ 374,996.09 3137BTUM1 4.31 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 526,662.46 526,488.74 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 525,933.24 533,387.13 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 395,827.32 396,743.07 1,606.16 396,742.69 12/14/2312/06/23AaaAA+ 396,745.88 3137HBC69 4.86 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 435,542.85 437,281.80 1,740.78 437,279.71 07/27/2307/19/23AaaAA+ 437,290.60 3137HAD45 4.78 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 548,362.33 554,421.29 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 534,912.64 542,419.21 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 497,049.35 490,473.11 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 792,911.26 789,907.58 3,100.00 788,165.60 09/14/2309/07/23AaaAA+ 800,000.00 3137HAMH6 4.99 Page 8 For the Month Ending June 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 K509 A2 DTD 10/01/2023 4.850% 09/01/2028 374,269.41 364,512.38 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 498,198.56 494,849.51 2,000.00 494,023.50 09/28/2309/20/23AaaAA+ 500,000.00 3137HAMS2 5.07 FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 181,077.57 179,538.14 760.35 179,479.62 11/21/2311/14/23AaaAA+ 180,000.00 3137HB3D4 5.14 FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 274,542.66 274,293.53 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 286,422.34 292,683.00 1,104.90 292,899.71 02/08/2402/01/24AaaAA+ 290,000.00 3137HBLV4 4.34 FHMS K522 A2 DTD 06/01/2024 4.803% 05/01/2029 549,219.36 549,998.37 2,201.38 549,998.35 06/13/2406/05/24AaaAA+ 550,000.00 3137HDJJ0 4.80 27,724.35 7,812,521.09 7,843,210.82 4.68 7,816,736.50 7,947,901.51 Security Type Sub-Total Federal Agency Bond / Note FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 404,228.98 424,553.26 708.33 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48 FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 331,481.85 349,622.83 459.38 348,362.00 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 141,896.25 149,893.62 182.81 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44 FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 661,405.50 699,481.34 714.58 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44 FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 612,457.95 649,368.73 487.50 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 2,552.60 2,151,470.53 2,272,919.78 0.49 2,266,361.50 2,275,000.00 Security Type Sub-Total Corporate Note Page 9 For the Month Ending June 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 GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 399,649.20 400,000.00 7,400.56 418,632.00 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 69,598.41 69,999.76 202.71 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 171,197.25 176,112.58 1,268.75 182,894.25 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 78,266.96 79,981.86 585.00 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 400,779.92 410,000.00 2,695.20 410,000.00 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 24,512.10 24,988.69 142.50 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 63,959.29 64,996.03 373.75 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 221,310.23 224,791.16 1,265.63 224,264.25 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 221,365.35 229,357.57 1,006.25 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80 AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 455,986.23 474,957.00 295.56 474,767.25 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 245,744.50 250,000.00 534.72 250,000.00 06/09/2205/31/22Aa2AA- 250,000.00 63254ABD9 3.50 Page 10 For the Month Ending June 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 CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 49,026.30 49,995.86 76.67 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 221,827.28 225,000.00 3,850.00 225,000.00 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 221,355.00 231,994.87 3,632.81 256,918.50 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 222,124.50 231,660.71 2,567.19 257,845.50 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 220,224.60 225,000.00 239.06 225,000.00 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 171,540.78 175,000.00 1,602.05 175,000.00 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 209,029.73 224,853.24 330.63 224,608.50 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 161,091.35 174,977.76 844.62 174,947.50 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 207,750.60 224,425.32 1,838.13 223,863.75 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 37,202.80 39,965.27 359.67 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 441,090.23 474,457.14 4,192.53 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10 Page 11 For the Month Ending June 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 MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 723,738.75 731,255.54 9,968.75 721,942.50 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 280,176.00 285,225.85 2,486.25 277,203.00 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 445,140.08 470,178.09 3,216.81 466,089.00 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 286,387.50 289,903.07 2,475.00 284,925.00 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 484,935.50 492,185.11 1,193.19 488,325.00 01/18/2301/13/23Aa2AA- 500,000.00 63254ABE7 4.50 APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 730,308.08 751,586.71 6,804.93 741,062.75 01/23/2301/19/23AaaAA+ 775,000.00 037833DB3 3.94 TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 371,473.88 375,920.66 8,141.93 376,282.50 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 332,067.05 334,877.26 4,760.00 329,189.00 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 84,300.11 86,551.45 1,477.11 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 361,091.25 362,677.30 5,321.88 358,263.75 03/13/2303/09/23A2A 375,000.00 110122DE5 4.93 Page 12 For the Month Ending June 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 LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 59,111.70 59,915.95 341.17 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 375,077.25 377,325.45 8,610.94 377,865.00 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 770,231.25 746,767.23 11,122.42 746,280.00 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 336,717.30 339,579.93 6,212.56 339,547.80 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 419,643.00 419,862.08 7,072.92 419,853.00 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 49,753.35 49,914.29 698.47 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 721,423.58 725,336.09 10,127.85 725,355.25 03/14/2403/06/24Aa3AA- 725,000.00 09290DAA9 4.69 ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 170,187.51 169,785.21 1,972.00 169,775.60 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 205,226.12 204,707.63 2,378.00 204,694.55 04/04/2404/01/24A1A+ 205,000.00 00724PAF6 4.83 HOME DEPOT INC CORPORATE NOTES (CALLABLE DTD 06/25/2024 4.750% 06/25/2029 124,053.75 124,196.09 98.96 124,193.75 06/25/2406/17/24A2A 125,000.00 437076DC3 4.90 HOME DEPOT INC CORPORATE NOTES (CALLABLE DTD 06/25/2024 4.750% 06/25/2029 248,107.50 248,631.48 197.92 248,627.50 06/25/2406/18/24A2A 250,000.00 437076DC3 4.88 Page 13 For the Month Ending June 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 129,983.05 12,093,783.12 12,328,897.29 3.62 12,376,027.70 12,420,000.00 Security Type Sub-Total Certificate of Deposit TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 451,689.29 450,000.00 17,500.00 450,000.00 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 450,107.10 450,000.00 4,009.25 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 21,509.25 901,796.39 900,000.00 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 2,406.80 2,412.81 0.41 2,412.62 04/28/2104/20/21NRAAA 2,412.88 44933LAC7 0.38 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 55,723.56 56,309.40 8.26 56,308.73 06/23/2106/15/21AaaAAA 56,309.69 65480BAC1 0.33 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 52,350.47 52,901.32 6.11 52,897.40 06/14/2106/08/21NRAAA 52,903.10 89190GAC1 0.26 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 39,148.41 39,954.38 9.77 39,949.11 11/24/2111/16/21AaaNR 39,957.53 43815GAC3 0.89 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 18,395.20 18,596.59 4.30 18,593.93 04/21/2104/13/21NRAAA 18,597.95 14314QAC8 0.52 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 29,715.66 30,238.02 9.95 30,234.08 11/17/2111/09/21NRAAA 30,240.83 44935FAD6 0.75 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 192,927.54 194,981.45 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 37,149.17 38,017.26 10.77 38,016.73 10/21/2110/13/21AaaAAA 38,017.70 362554AC1 0.68 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 190,292.60 192,680.79 339.98 192,678.92 07/20/2207/12/22NRAAA 192,683.47 14318MAD1 3.97 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 138,590.16 139,982.02 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 Page 14 For the Month Ending June 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 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 273,345.88 274,970.93 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 242,846.70 244,999.92 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 243,193.13 244,974.45 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 169,168.62 169,987.70 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 128,779.51 129,989.93 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 320,400.93 319,946.65 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 315,108.06 319,986.05 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 168,965.47 169,969.68 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 189,215.28 189,986.74 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 483,263.58 489,912.61 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 348,509.74 349,962.34 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 85,678.61 84,986.90 133.88 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 350,731.12 349,982.03 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 405,319.46 404,903.69 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 Page 15 For the Month Ending June 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 AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 411,510.97 409,984.24 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 179,721.70 179,978.24 398.40 179,975.83 12/14/2312/07/23AaaNR 180,000.00 05522RDH8 4.98 AMXCA 2024-1 A DTD 04/23/2024 5.230% 04/16/2029 498,775.91 494,901.92 1,150.60 494,898.53 04/23/2404/16/24NRAAA 495,000.00 02582JKH2 5.23 11,128.69 5,571,234.24 5,595,498.06 4.59 5,595,314.06 5,596,123.15 Security Type Sub-Total 54,059,024.66 52,672,299.80 3.92 329,637.31 52,942,503.35 52,198,072.57 Managed Account Sub-Total Joint Powers Authority CAMP Pool 88,805.27 88,805.27 0.00 88,805.27 NRAAAm 88,805.27 88,805.27 88,805.27 0.00 88,805.27 88,805.27 Liquid Sub-Total $54,147,829.93 $52,761,105.07 $329,637.31 $53,031,308.62 $52,286,877.84 3.92% $52,616,515.15 $329,637.31 Total Investments Accrued Interest Securities Sub-Total Page 16 For the Month Ending June 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 (1,274.71)(4,324.22) 49,117.19 98.23 WELLS_F 50,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 5.38 0.50 (2,123.62)(1,382.81) 47,648.44 95.30 GOLDMAN 50,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 5.13 1.00 (7,292.57) 4,763.68 423,421.88 94.09 BMO 450,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.65 2.33 (202,993.06) 16,328.12 8,938,906.25 94.09 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 4.65 2.33 (27,045.79)(12,234.44) 1,143,187.44 95.27 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027 4.55 2.74 (9,717.30)(6,254.90) 356,074.20 94.95 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.52 2.95 (1,483.43) 6,546.86 379,812.48 94.95 BMO 400,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.52 2.95 (4,251.45) 4,078.09 569,718.72 94.95 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.52 2.95 (13,273.77)(3,416.06) 783,363.24 94.95 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027 4.52 2.95 (18,462.25)(17,900.39) 1,152,601.56 98.09 CITIGRP 1,175,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 4.48 3.23 (9,265.38)(6,984.38) 1,177,125.00 98.09 HSBC 1,200,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027 4.48 3.23 (153.89) 234.37 393,875.00 98.47 JPM_CHA 400,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.46 3.41 (11,448.58)(11,695.31) 590,812.50 98.47 CITIGRP 600,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.46 3.41 (7,142.08)(5,958.98) 1,329,328.13 98.47 CITIGRP 1,350,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.46 3.41 26,417.90 29,093.74 2,412,484.37 98.47 HSBC 2,450,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028 4.46 3.41 (4,183.76) 339.84 2,565,593.75 88.47 BMO 2,900,000.00 91282CCH2US TREASURY NOTES DTD 06/30/2021 1.250% 06/30/2028 4.43 3.89 (8,766.79) 4.55 (293,693.74) 22,313,070.15 23,525,000.00 Security Type Sub-Total 2.90 Page 17 For the Month Ending June 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 Municipal Bond / Note 0.00 0.00 60,000.00 100.00 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024 1.98 0.01 (182.00)(182.00) 99,818.00 99.82 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024 4.19 0.09 (10,211.50)(10,211.50) 314,788.50 96.86 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025 5.45 0.71 (3,016.65)(3,016.65) 81,983.35 96.45 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025 5.08 0.80 (2,700.45)(3,064.10) 62,395.45 95.99 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.42 1.00 (3,523.56)(3,969.50) 81,594.05 95.99 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.42 1.00 (6,411.20)(6,411.20) 153,588.80 95.99 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025 5.42 1.00 (4,732.90)(4,732.90) 95,267.10 95.27 MORGAN_ 100,000.00 60412AK85MINNESOTA ST-F-UNREF MUNICIPAL BONDS DTD 08/25/2020 0.630% 08/01/2025 5.17 1.09 (5,930.60)(5,930.60) 124,069.40 95.44 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025 5.23 1.09 (4,671.60)(4,671.60) 80,328.40 94.50 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025 5.17 1.33 364.00 364.00 200,364.00 100.18 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027 4.77 2.50 (41,826.05) 5.02 (41,016.46) 1,354,197.05 1,395,000.00 Security Type Sub-Total 1.07 Federal Agency Commercial Mortgage-Backed Security (4,051.33)(15,050.96) 240,897.11 98.78 CITIGRP 243,868.94 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 6.01 0.41 (3,355.86) 1,735.48 265,348.76 96.49 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 5.18 1.37 (11,512.73)(2,954.79) 523,885.05 95.25 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 5.06 2.00 Page 18 For the Month Ending June 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 (5,704.30)(1,994.43) 361,458.82 96.39 CITIGRP 374,996.09 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 4.99 2.13 173.72 7,857.77 526,662.46 95.76 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 4.92 2.40 (7,453.89)(1,099.96) 525,933.24 95.62 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027 4.95 2.54 (915.75)(915.37) 395,827.32 99.77 JPM_CHA 396,745.88 3137HBC69FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 4.92 3.12 (1,738.95)(1,736.86) 435,542.85 99.60 JPM_CHA 437,290.60 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 4.89 2.68 (6,058.96)(7,131.07) 548,362.33 99.70 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 4.90 3.45 (7,506.57)(5,763.14) 534,912.64 97.26 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028 4.95 3.60 6,576.24 8,017.35 497,049.35 99.41 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 4.90 3.61 3,003.68 4,745.66 792,911.26 99.11 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 4.89 3.59 9,757.03 11,225.53 374,269.41 99.81 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 4.90 3.68 3,349.05 4,175.06 498,198.56 99.64 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 4.90 3.64 1,539.43 1,597.95 181,077.57 100.60 JPM_CHA 180,000.00 3137HB3D4FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 4.91 3.70 249.13 332.73 274,542.66 99.83 MERRILL 275,000.00 3137HB3G7FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 4.90 3.75 (6,260.66)(6,477.37) 286,422.34 98.77 JPM_CHA 290,000.00 3137HBLV4FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 4.88 3.84 (779.01)(778.99) 549,219.36 99.86 MORGAN_ 550,000.00 3137HDJJ0FHMS K522 A2 DTD 06/01/2024 4.803% 05/01/2029 4.84 4.31 (4,215.41) 4.96 (30,689.73) 7,812,521.09 7,947,901.51 Security Type Sub-Total 3.09 Federal Agency Bond / Note Page 19 For the Month Ending June 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 Bond / Note (20,324.28)(18,654.52) 404,228.98 95.11 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025 5.18 1.06 (18,140.98)(16,880.15) 331,481.85 94.71 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025 5.16 1.15 (7,997.37)(7,653.75) 141,896.25 94.60 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025 5.16 1.18 (38,075.84)(36,487.50) 661,405.50 94.49 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025 5.05 1.23 (36,910.78)(35,215.05) 612,457.95 94.22 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025 4.97 1.35 (114,890.97) 5.08 (121,449.25) 2,151,470.53 2,275,000.00 Security Type Sub-Total 1.22 Corporate Note (350.80)(18,982.80) 399,649.20 99.91 SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS DTD 07/08/2014 3.850% 07/08/2024 7.66 0.03 (401.35)(395.29) 69,598.41 99.43 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024 5.68 0.12 (4,915.33)(11,697.00) 171,197.25 97.83 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES DTD 02/06/2020 1.800% 02/06/2025 5.53 0.60 (1,714.90)(1,652.24) 78,266.96 97.83 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.250% 03/04/2025 5.55 0.59 (9,220.08)(9,220.08) 400,779.92 97.75 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE) CORPORATE DTD 03/10/2022 2.132% 03/10/2025 5.47 0.61 (476.59)(444.15) 24,512.10 98.05 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE DTD 03/28/2022 2.700% 04/15/2025 5.24 0.71 (1,036.74)(1,026.41) 63,959.29 98.40 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL DTD 05/03/2022 3.450% 05/01/2025 5.43 0.75 Page 20 For the Month Ending June 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 (3,480.93)(2,954.02) 221,310.23 98.36 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025 5.40 0.83 (7,992.22)(30,882.15) 221,365.35 98.38 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE) CORP NO DTD 05/11/2018 3.500% 05/15/2025 5.41 0.71 (18,970.77)(18,781.02) 455,986.23 96.00 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 5.29 0.85 (4,255.50)(4,255.50) 245,744.50 98.30 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 5.38 0.94 (969.56)(960.20) 49,026.30 98.05 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 5.56 0.95 (3,172.72)(3,172.72) 221,827.28 98.59 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025 5.36 1.05 (10,639.87)(35,563.50) 221,355.00 98.38 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025 5.43 1.06 (9,536.21)(35,721.00) 222,124.50 98.72 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE NOTES (CAL DTD 03/22/2017 3.875% 09/15/2025 4.97 0.95 (4,775.40)(4,775.40) 220,224.60 97.88 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 3.05 0.44 (3,459.22)(3,459.22) 171,540.78 98.02 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE DTD 02/24/2022 2.595% 02/24/2026 3.84 0.65 (15,823.51)(15,578.77) 209,029.73 92.90 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR DTD 05/19/2021 1.150% 05/15/2026 5.17 1.78 (13,886.41)(13,856.15) 161,091.35 92.05 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE) CORPORATE DTD 08/12/2021 1.250% 08/12/2026 5.27 2.01 Page 21 For the Month Ending June 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 (16,674.72)(16,113.15) 207,750.60 92.33 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES DTD 01/10/2022 1.700% 01/08/2027 4.97 2.46 (2,762.47)(2,729.20) 37,202.80 93.01 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027 4.91 2.39 (33,366.91)(32,855.27) 441,090.23 92.86 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR DTD 01/26/2022 2.050% 01/26/2027 5.04 2.42 (7,516.79) 1,796.25 723,738.75 96.50 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE) DTD 02/06/2017 3.300% 02/06/2027 4.75 2.25 (5,049.85) 2,973.00 280,176.00 93.39 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE DTD 03/04/2022 2.550% 03/04/2027 5.22 2.50 (25,038.01)(20,948.92) 445,140.08 93.71 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE) DTD 03/15/2022 2.300% 03/15/2027 4.80 2.55 (3,515.57) 1,462.50 286,387.50 95.46 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE) DTD 09/24/2021 3.300% 04/01/2027 5.09 2.41 (7,249.61)(3,389.50) 484,935.50 96.99 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 5.02 2.80 (21,278.63)(10,754.67) 730,308.08 94.23 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027 4.87 2.82 (4,446.78)(4,808.62) 371,473.88 99.06 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP CORPORATE NOTES DTD 01/12/2023 4.625% 01/12/2028 4.92 3.23 (2,810.21) 2,878.05 332,067.05 94.88 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL DTD 02/07/2018 3.400% 02/07/2028 4.97 3.15 (2,251.34)(2,743.29) 84,300.11 99.18 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL DTD 11/18/2022 4.600% 02/15/2028 4.85 3.26 Page 22 For the Month Ending June 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 (1,586.05) 2,827.50 361,091.25 96.29 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL DTD 07/15/2020 3.900% 02/20/2028 5.03 3.16 (804.25)(780.30) 59,111.70 98.52 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE) DTD 05/25/2023 4.450% 05/15/2028 4.87 3.51 (2,248.20)(2,787.75) 375,077.25 100.02 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES DTD 07/14/2023 4.950% 07/14/2028 4.94 3.63 23,464.02 23,951.25 770,231.25 102.70 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028 5.09 3.72 (2,862.63)(2,830.50) 336,717.30 99.03 01/08/29BARCLAY 340,000.00 009158BH8AIR PRODUCTS & CHEMICALS CORP NOTES (CAL DTD 02/08/2024 4.600% 02/08/2029 4.84 4.06 (219.08)(210.00) 419,643.00 99.92 01/26/29CITIGRP 420,000.00 17275RBR2CISCO SYSTEMS INC CORPORATE NOTES (CALLA DTD 02/26/2024 4.850% 02/26/2029 4.87 4.09 (160.94)(156.15) 49,753.35 99.51 02/14/29CITIGRP 50,000.00 09290DAA9BLACKROCK FUNDING INC CORPORATE NOTES (C DTD 03/14/2024 4.700% 03/14/2029 4.82 4.16 (3,912.51)(3,931.67) 721,423.58 99.51 02/14/29MERRILL 725,000.00 09290DAA9BLACKROCK FUNDING INC CORPORATE NOTES (C DTD 03/14/2024 4.700% 03/14/2029 4.82 4.16 402.30 411.91 170,187.51 100.11 03/04/29SEEL 170,000.00 00724PAF6ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 4.77 4.20 518.49 531.57 205,226.12 100.11 03/04/29MERRILL 205,000.00 00724PAF6ADOBE INC CORP NOTES (CALLABLE) DTD 04/04/2024 4.800% 04/04/2029 4.77 4.20 (142.34)(140.00) 124,053.75 99.24 05/25/29MORGAN_ 125,000.00 437076DC3HOME DEPOT INC CORPORATE NOTES (CALLABLE DTD 06/25/2024 4.750% 06/25/2029 4.92 4.43 (523.98)(520.00) 248,107.50 99.24 05/25/29PNC 250,000.00 437076DC3HOME DEPOT INC CORPORATE NOTES (CALLABLE DTD 06/25/2024 4.750% 06/25/2029 4.92 4.43 Page 23 For the Month Ending June 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 (282,244.58) 5.07 (235,114.17) 12,093,783.12 12,420,000.00 Security Type Sub-Total 2.47 Certificate of Deposit 1,689.29 1,689.29 451,689.29 100.38 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS DTD 10/31/2022 5.600% 10/27/2025 5.20 1.28 107.10 107.10 450,107.10 100.02 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS DTD 11/03/2022 5.530% 11/03/2025 5.51 1.31 1,796.39 5.35 1,796.39 901,796.39 900,000.00 Security Type Sub-Total 1.29 Asset-Backed Security (6.01)(5.82) 2,406.80 99.75 BARCLAY 2,412.88 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 0.59 0.04 (585.84)(585.17) 55,723.56 98.96 MITSU 56,309.69 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 1.14 0.19 (550.85)(546.93) 52,350.47 98.96 CITIGRP 52,903.10 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 1.02 0.17 (805.97)(800.70) 39,148.41 97.98 MERRILL 39,957.53 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 2.20 0.42 (201.39)(198.73) 18,395.20 98.91 MERRILL 18,597.95 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 1.20 0.18 (522.36)(518.42) 29,715.66 98.26 SMBC 30,240.83 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 1.68 0.32 (2,053.91)(2,030.71) 192,927.54 98.94 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 1.07 0.21 (868.09)(867.56) 37,149.17 97.72 JPM_CHA 38,017.70 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 1.73 0.45 (2,388.19)(2,386.32) 190,292.60 98.76 RBC 192,683.47 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 4.44 0.67 (1,391.86)(1,380.87) 138,590.16 98.99 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 4.84 0.87 (1,625.05)(1,609.05) 273,345.88 99.40 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027 5.03 0.81 Page 24 For the Month Ending June 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 (2,153.22)(2,153.18) 242,846.70 99.12 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 4.93 1.04 (1,781.32)(1,768.43) 243,193.13 99.26 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027 5.19 1.22 (819.08)(814.26) 169,168.62 99.51 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 5.20 0.97 (1,210.42)(1,206.93) 128,779.51 99.06 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 4.93 1.25 454.28 466.91 320,400.93 100.13 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028 5.37 1.48 (4,877.99)(4,873.38) 315,108.06 98.47 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028 4.76 1.60 (1,004.21)(996.04) 168,965.47 99.39 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 4.96 1.74 (771.46)(767.87) 189,215.28 99.59 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 4.99 1.74 (6,649.03)(6,624.06) 483,263.58 98.63 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028 4.81 1.75 (1,452.60)(1,442.98) 348,509.74 99.57 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028 5.05 1.82 691.71 693.58 85,678.61 100.80 JPM_CHA 85,000.00 438123AC5HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 5.45 1.76 749.09 752.82 350,731.12 100.21 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028 5.47 1.59 415.77 431.73 405,319.46 100.08 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028 5.14 2.03 1,526.73 1,529.30 411,510.97 100.37 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028 5.13 2.03 (256.54)(254.13) 179,721.70 99.85 MERRILL 180,000.00 05522RDH8BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 5.02 2.18 3,873.99 3,877.38 498,775.91 100.76 BARCLAY 495,000.00 02582JKH2AMXCA 2024-1 A DTD 04/23/2024 5.230% 04/16/2029 5.05 2.53 (24,079.82) 4.76 (24,263.82) 5,571,234.24 5,596,123.15 Security Type Sub-Total 1.54 Page 25 For the Month Ending June 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 54,059,024.66 52,198,072.57 (474,227.23) (744,430.78) 4.80 Managed Account Sub-Total 2.54 Joint Powers Authority 0.00 0.00 88,805.27 1.00 88,805.27 CAMP Pool 0.00 88,805.27 88,805.27 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $52,616,515.15 $329,637.31 $52,286,877.84 Accrued Interest Securities Sub-Total $54,147,829.93 ($474,227.23) ($744,430.78) 4.80% 2.54 Page 26 For the Month Ending June 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 06/13/24 FHMS K522 A2 DTD 06/01/2024 4.803% 05/01/2029 3137HDJJ0 (549,998.35)(880.55)(550,878.90) 550,000.00 06/05/24 06/11/24 US TREASURY NOTES DTD 06/30/2021 1.250% 06/30/2028 91282CCH2 (2,565,253.91)(16,232.83)(2,581,486.74) 2,900,000.00 06/06/24 06/25/24 HOME DEPOT INC CORPORATE NOTES (CALLABLE DTD 06/25/2024 4.750% 06/25/2029 437076DC3 (124,193.75) 0.00 (124,193.75) 125,000.00 06/17/24 06/25/24 HOME DEPOT INC CORPORATE NOTES (CALLABLE DTD 06/25/2024 4.750% 06/25/2029 437076DC3 (248,627.50) 0.00 (248,627.50) 250,000.00 06/18/24 (17,113.38) (3,505,186.89)(3,488,073.51) 3,825,000.00 Transaction Type Sub-Total INTEREST 06/25/24 FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028 3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 06/01/24 06/25/24 FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028 3137HACX2 0.00 2,208.71 2,208.71 550,000.00 06/01/24 06/25/24 FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026 3137BNGT5 0.00 629.06 629.06 275,000.00 06/01/24 06/25/24 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 0.00 1,741.71 1,741.71 437,523.47 06/01/24 06/25/24 FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028 3137HB3D4 0.00 760.35 760.35 180,000.00 06/01/24 06/25/24 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 06/01/24 06/25/24 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 3137HBC69 0.00 1,608.12 1,608.12 397,229.54 06/01/24 06/25/24 FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028 3137HAQ74 0.00 1,975.00 1,975.00 500,000.00 06/01/24 06/25/24 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 06/01/24 06/25/24 FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028 3137HAST4 0.00 1,515.63 1,515.63 375,000.00 06/01/24 Page 27 For the Month Ending June 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 06/25/24 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 0.00 623.33 623.33 244,283.12 06/01/24 06/25/24 FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026 3137BSP72 0.00 1,215.96 1,215.96 550,000.00 06/01/24 06/25/24 FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028 3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 06/01/24 06/25/24 FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028 3137HB3G7 0.00 1,113.75 1,113.75 275,000.00 06/01/24 06/25/24 FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027 3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 06/01/24 06/25/24 FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028 3137HBLV4 0.00 1,104.90 1,104.90 290,000.00 06/01/24 06/25/24 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 0.00 1,047.93 1,047.93 375,712.67 06/01/24 06/03/24 AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025 023135BQ8 0.00 1,900.00 1,900.00 475,000.00 06/03/24 06/06/24 BANK OF AMERICA CORP NOTES (CALLABLE) DTD 12/06/2021 1.530% 12/06/2025 06051GKE8 0.00 1,721.25 1,721.25 225,000.00 06/06/24 06/09/24 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.500% 06/09/2025 63254ABD9 0.00 4,375.00 4,375.00 250,000.00 06/09/24 06/09/24 NATIONAL AUSTRALIA BK/NY CORPORATE NOTES DTD 06/09/2022 3.905% 06/09/2027 63254ABE7 0.00 9,762.50 9,762.50 500,000.00 06/09/24 06/15/24 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 0.00 676.84 676.84 204,587.81 06/15/24 06/15/24 NATIONAL RURAL UTIL COOP CORPORATE NOTES DTD 05/04/2022 3.450% 06/15/2025 63743HFE7 0.00 862.50 862.50 50,000.00 06/15/24 06/15/24 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 0.00 21.10 21.10 34,223.25 06/15/24 06/15/24 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 06/15/24 Page 28 For the Month Ending June 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 06/15/24 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 06/15/24 06/15/24 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 0.00 9.79 9.79 22,598.32 06/15/24 06/15/24 FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028 344928AD8 0.00 503.75 503.75 130,000.00 06/15/24 06/15/24 BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028 05522RDH8 0.00 747.00 747.00 180,000.00 06/15/24 06/15/24 BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028 05522RDG0 0.00 678.58 678.58 170,000.00 06/15/24 06/15/24 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 0.00 1.74 1.74 5,481.70 06/15/24 06/15/24 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 06/15/24 06/15/24 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 06/15/24 06/15/24 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 06/15/24 06/15/24 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 0.00 18.94 18.94 68,866.64 06/15/24 06/15/24 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 06/15/24 06/15/24 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 06/15/24 06/15/24 AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028 02582JJZ4 0.00 771.08 771.08 190,000.00 06/15/24 06/15/24 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 0.00 14.17 14.17 65,396.39 06/15/24 06/15/24 AMXCA 2024-1 A DTD 04/23/2024 5.230% 04/16/2029 02582JKH2 0.00 2,157.37 2,157.37 495,000.00 06/15/24 06/15/24 DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026 254683CP8 0.00 94.25 94.25 195,000.00 06/15/24 06/15/24 TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027 891940AC2 0.00 945.29 945.29 245,000.00 06/15/24 Page 29 For the Month Ending June 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 06/15/24 HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027 41285JAD0 0.00 715.42 715.42 170,000.00 06/15/24 06/15/24 NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027 65480JAC4 0.00 520.33 520.33 140,000.00 06/15/24 06/16/24 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 0.00 23.71 23.71 41,843.76 06/16/24 06/16/24 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 06/16/24 06/18/24 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 06/18/24 06/21/24 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 0.00 32.74 32.74 44,640.91 06/21/24 06/21/24 HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028 438123AC5 0.00 401.63 401.63 85,000.00 06/21/24 06/30/24 US TREASURY NOTES DTD 06/30/2021 1.250% 06/30/2028 91282CCH2 0.00 18,125.00 18,125.00 2,900,000.00 06/30/24 06/30/24 US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025 912828ZW3 0.00 62.50 62.50 50,000.00 06/30/24 06/30/24 US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024 912828YY0 0.00 437.50 437.50 50,000.00 06/30/24 84,200.20 84,200.20 0.00 17,552,387.58 Transaction Type Sub-Total MATURITY 06/01/24 JPMORGAN CHASE CORP NOTES (CALLED, OMD 6 DTD 06/01/2021 0.824% 06/01/2024 46647PCH7 315,000.00 1,297.80 316,297.80 0.00 0.00 315,000.00 06/01/24 1,297.80 0.00 0.00 316,297.80 315,000.00 315,000.00 Transaction Type Sub-Total PAYDOWNS 06/25/24 FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028 3137HBC69 483.66 0.00 483.66 0.00 0.00 483.66 06/01/24 06/25/24 FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024 3137BGK24 414.18 0.00 414.18 (20.51) 0.00 414.18 06/01/24 Page 30 For the Month Ending June 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 06/25/24 FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028 3137HAD45 232.87 0.00 232.87 0.01 0.00 232.87 06/01/24 06/25/24 FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026 3137BTUM1 716.58 0.00 716.58 22.06 0.00 716.58 06/01/24 06/15/24 HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026 44935FAD6 3,982.42 0.00 3,982.42 0.89 0.00 3,982.42 06/15/24 06/15/24 CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026 14314QAC8 4,000.37 0.00 4,000.37 0.86 0.00 4,000.37 06/15/24 06/15/24 NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025 65480BAC1 12,556.95 0.00 12,556.95 0.21 0.00 12,556.95 06/15/24 06/15/24 TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025 89190GAC1 12,493.29 0.00 12,493.29 1.35 0.00 12,493.29 06/15/24 06/15/24 HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025 44933LAC7 3,068.82 0.00 3,068.82 0.32 0.00 3,068.82 06/15/24 06/15/24 CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027 14318MAD1 11,904.34 0.00 11,904.34 0.28 0.00 11,904.34 06/15/24 06/16/24 GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026 362554AC1 3,826.06 0.00 3,826.06 0.10 0.00 3,826.06 06/16/24 06/21/24 HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026 43815GAC3 4,683.39 0.00 4,683.39 1.00 0.00 4,683.38 06/21/24 0.00 0.00 6.57 58,362.93 58,362.93 58,362.92 Transaction Type Sub-Total SELL 06/05/24 LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025 54438CYK2 134,232.00 372.76 134,604.76 (5,768.00)(5,768.00)FIFO 140,000.00 06/05/24 06/11/24 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 235,146.48 366.85 235,513.33 7,001.95 (1,683.82)FIFO 250,000.00 06/06/24 06/11/24 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 329,205.08 513.59 329,718.67 3,582.03 (5,449.03)FIFO 350,000.00 06/06/24 06/11/24 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 1,975,230.47 3,081.52 1,978,311.99 21,164.06 (34,816.02)FIFO 2,100,000.00 06/06/24 06/25/24 US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026 912828U24 164,903.32 389.95 165,293.27 2,091.80 (2,544.84)FIFO 175,000.00 06/18/24 Page 31 For the Month Ending June 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 4,724.67 (50,261.71) 28,071.84 2,843,442.02 2,838,717.35 3,015,000.00 Transaction Type Sub-Total (275,993.23) 73,109.29 (202,883.94) 28,078.41 (50,261.71)Managed Account Sub-Total Total Security Transactions $28,078.41 ($202,883.94)$73,109.29 ($275,993.23)($50,261.71) Page 32 For the Month Ending June 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 312,890.23 Opening Balance 06/03/24 06/03/24 Purchase - Interest 023135BQ8 1.00 1,900.00 314,790.23 06/03/24 06/03/24 Purchase - Principal 46647PCH7 1.00 316,297.80 631,088.03 06/06/24 06/06/24 Purchase - Interest 06051GKE8 1.00 1,721.25 632,809.28 06/06/24 06/06/24 Individual Portfolio Interest 54438CYK2 from 6/5/2024 1.00 372.76 633,182.04 06/06/24 06/06/24 Individual Portfolio Maturity 54438CYK2 from 6/5/2024 1.00 134,232.00 767,414.04 06/10/24 06/10/24 Purchase - Interest 63254ABD9 1.00 4,375.00 771,789.04 06/10/24 06/10/24 Purchase - Interest 63254ABE7 1.00 9,762.50 781,551.54 06/11/24 06/11/24 Purchase - Principal 912828U24 1.00 2,539,582.03 3,321,133.57 06/11/24 06/11/24 Purchase - Interest 912828U24 1.00 3,961.96 3,325,095.53 06/11/24 06/11/24 Redemption - Principal 91282CCH2 1.00 (2,565,253.91) 759,841.62 06/11/24 06/11/24 Redemption - Interest 91282CCH2 1.00 (16,232.83) 743,608.79 06/13/24 06/13/24 Redemption - Interest 3137HDJJ0 1.00 (880.55) 742,728.24 06/13/24 06/13/24 Redemption - Principal 3137HDJJ0 1.00 (549,998.35) 192,729.89 06/17/24 06/17/24 Purchase - Interest 63743HFE7 1.00 862.50 193,592.39 06/17/24 06/17/24 Purchase - Interest 02582JJZ4 1.00 771.08 194,363.47 06/17/24 06/17/24 Purchase - Interest 02582JKD1 1.00 1,786.92 196,150.39 06/17/24 06/17/24 Purchase - Interest 02582JKH2 1.00 2,157.37 198,307.76 06/17/24 06/17/24 Purchase - Interest 05522RDG0 1.00 678.58 198,986.34 06/17/24 06/17/24 Purchase - Interest 05522RDH8 1.00 747.00 199,733.34 06/17/24 06/17/24 Purchase - Interest 14041NGB1 1.00 1,010.63 200,743.97 06/17/24 06/17/24 Purchase - Interest 14041NGD7 1.00 1,804.83 202,548.80 Page 33 For the Month Ending June 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 06/17/24 06/17/24 Purchase - Interest 14314QAC8 1.00 9.79 202,558.59 06/17/24 06/17/24 Purchase - Interest 14318MAD1 1.00 676.84 203,235.43 06/17/24 06/17/24 Purchase - Interest 161571HT4 1.00 1,741.50 204,976.93 06/17/24 06/17/24 Purchase - Interest 254683CP8 1.00 94.25 205,071.18 06/17/24 06/17/24 Purchase - Interest 254683CY9 1.00 1,149.33 206,220.51 06/17/24 06/17/24 Purchase - Interest 254683CZ6 1.00 1,437.92 207,658.43 06/17/24 06/17/24 Purchase - Interest 31680EAD3 1.00 1,612.92 209,271.35 06/17/24 06/17/24 Purchase - Interest 344928AD8 1.00 503.75 209,775.10 06/17/24 06/17/24 Purchase - Interest 362554AC1 1.00 23.71 209,798.81 06/17/24 06/17/24 Purchase - Interest 36265QAD8 1.00 1,104.58 210,903.39 06/17/24 06/17/24 Purchase - Interest 41285JAD0 1.00 715.42 211,618.81 06/17/24 06/17/24 Purchase - Interest 44933LAC7 1.00 1.74 211,620.55 06/17/24 06/17/24 Purchase - Interest 44935FAD6 1.00 21.10 211,641.65 06/17/24 06/17/24 Purchase - Interest 65480BAC1 1.00 18.94 211,660.59 06/17/24 06/17/24 Purchase - Interest 65480JAC4 1.00 520.33 212,180.92 06/17/24 06/17/24 Purchase - Interest 89190GAC1 1.00 14.17 212,195.09 06/17/24 06/17/24 Purchase - Interest 891940AC2 1.00 945.29 213,140.38 06/17/24 06/17/24 Purchase - Principal 14314QAC8 1.00 4,000.37 217,140.75 06/17/24 06/17/24 Purchase - Principal 14318MAD1 1.00 11,904.34 229,045.09 06/17/24 06/17/24 Purchase - Principal 44935FAD6 1.00 3,982.42 233,027.51 06/17/24 06/17/24 Purchase - Principal 44933LAC7 1.00 3,068.82 236,096.33 06/17/24 06/17/24 Purchase - Principal 362554AC1 1.00 3,826.06 239,922.39 Page 34 For the Month Ending June 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 06/17/24 06/17/24 Purchase - Principal 65480BAC1 1.00 12,556.95 252,479.34 06/17/24 06/17/24 Purchase - Principal 89190GAC1 1.00 12,493.29 264,972.63 06/18/24 06/18/24 Purchase - Interest 43815QAC1 1.00 1,442.67 266,415.30 06/21/24 06/21/24 Purchase - Interest 438123AC5 1.00 401.63 266,816.93 06/21/24 06/21/24 Purchase - Interest 43815GAC3 1.00 32.74 266,849.67 06/21/24 06/21/24 Purchase - Principal 43815GAC3 1.00 4,683.39 271,533.06 06/25/24 06/25/24 Purchase - Interest 3137HBC69 1.00 1,608.12 273,141.18 06/25/24 06/25/24 Purchase - Interest 3137HB3G7 1.00 1,113.75 274,254.93 06/25/24 06/25/24 Purchase - Interest 3137HB3D4 1.00 760.35 275,015.28 06/25/24 06/25/24 Purchase - Interest 3137HAST4 1.00 1,515.63 276,530.91 06/25/24 06/25/24 Purchase - Interest 3137HAQ74 1.00 1,975.00 278,505.91 06/25/24 06/25/24 Purchase - Interest 3137HAMS2 1.00 2,000.00 280,505.91 06/25/24 06/25/24 Purchase - Interest 3137HAMH6 1.00 3,100.00 283,605.91 06/25/24 06/25/24 Purchase - Interest 3137HAD45 1.00 1,741.71 285,347.62 06/25/24 06/25/24 Purchase - Interest 3137HACX2 1.00 2,208.71 287,556.33 06/25/24 06/25/24 Purchase - Interest 3137F1G44 1.00 1,486.38 289,042.71 06/25/24 06/25/24 Purchase - Interest 3137BXQY1 1.00 1,477.67 290,520.38 06/25/24 06/25/24 Purchase - Interest 3137BTUM1 1.00 1,047.93 291,568.31 06/25/24 06/25/24 Purchase - Interest 3137BSP72 1.00 1,215.96 292,784.27 06/25/24 06/25/24 Purchase - Interest 3137BNGT5 1.00 629.06 293,413.33 06/25/24 06/25/24 Purchase - Interest 3137BGK24 1.00 623.33 294,036.66 06/25/24 06/25/24 Purchase - Interest 3136BQDE6 1.00 1,920.42 295,957.08 Page 35 For the Month Ending June 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 06/25/24 06/25/24 Purchase - Interest 3137HBLV4 1.00 1,104.90 297,061.98 06/25/24 06/25/24 Purchase - Interest 912828U24 1.00 389.95 297,451.93 06/25/24 06/25/24 Purchase - Principal 912828U24 1.00 164,903.32 462,355.25 06/25/24 06/25/24 Purchase - Principal 3137BGK24 1.00 414.18 462,769.43 06/25/24 06/25/24 Purchase - Principal 3137BTUM1 1.00 716.58 463,486.01 06/25/24 06/25/24 Purchase - Principal 3137HAD45 1.00 232.87 463,718.88 06/25/24 06/25/24 Purchase - Principal 3137HBC69 1.00 483.66 464,202.54 06/25/24 06/25/24 Redemption - Principal 437076DC3 1.00 (124,193.75) 340,008.79 06/25/24 06/25/24 Redemption - Principal 437076DC3 1.00 (248,627.50) 91,381.29 06/26/24 06/26/24 IP Fees May 2024 1.00 (4,017.19) 87,364.10 06/26/24 06/26/24 U.S. Bank Fees April 2024 1.00 (235.83) 87,128.27 06/28/24 07/01/24 Accrual Income Div Reinvestment - Distributions 1.00 1,677.00 88,805.27 Page 36 For the Month Ending June 30, 2024Account Statement CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS Total Settlement Dollar AmountShare or Trade Shares OwnedDate Transaction Description of TransactionUnit PriceDate 88,805.27 88,805.27 88,805.27 377,026.46 4,685.88 0.00 (12,148,257.50) 12,120,289.81 116,772.96 1,677.00 88,805.27 0.00 (3,509,439.91) 3,285,354.95 312,890.23 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 June January-June 5.43% Page 37