Cities Index.
Agenda packet

Lake Elsinore City Council
January 23, 2024

Document
Agenda packet
Meeting
January 23, 2024
Body
Lake Elsinore City Council
Pages
35
Original file
35.9 MB
Text extracted from the city's file for reading and search. Open the original on lakeelsinore.primegov.com. That file is the official record.

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
U.S. Treasury Bond / Note

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
8,729,608.90 9,041,531.99 87,771.74 8,922,578.13 01/17/2301/13/23AaaAA+ 9,500,000.00 912828U24 3.72

US TREASURY NOTES
DTD 04/30/2022 2.750% 04/30/2027
1,118,625.00 1,163,230.98 90.66 1,155,421.88 02/03/2301/31/23AaaAA+ 1,200,000.00 91282CEN7 3.70

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
347,812.50 363,802.46 2,606.15 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
556,500.00 568,347.73 4,169.84 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
742,000.00 754,511.66 5,559.78 746,531.25 03/06/2303/02/23AaaAA+ 800,000.00 91282CFB2 4.44

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
765,187.50 790,510.61 5,733.52 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97 144,349.21 20,204,444.73 21,006,500.44 3.54 20,689,534.20 22,050,000.00 Security Type Sub-Total Supra-National Agency Bond / Note

INTL BK RECON & DEVELOP NOTES
DTD 11/24/2020 0.250% 11/24/2023
498,413.50 499,977.42 545.14 498,925.00 11/24/2011/17/20AaaAAA 500,000.00 459058JM6 0.32

INTER-AMERICAN DEVEL BK NOTES
DTD 09/23/2021 0.500% 09/23/2024
606,804.10 634,859.80 335.14 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 880.28 1,105,217.60 1,134,837.22 0.43 1,133,455.10 1,135,000.00 Security Type Sub-Total Municipal Bond / Note

CT ST TXBL GO BONDS
DTD 06/11/2020 1.998% 07/01/2024
58,660.80 60,000.00 399.60 60,000.00 06/11/2005/29/20Aa3AA- 60,000.00 20772KJW0 2.00

CHAFFEY UHSD, CA TXBL GO BONDS
DTD 12/05/2019 2.101% 08/01/2024
97,512.00 100,000.00 525.25 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10

NY ST URBAN DEV CORP TXBL REV BONDS
DTD 12/23/2020 0.870% 03/15/2025
303,433.00 325,000.00 361.29 325,000.00 12/23/2012/16/20NRNR 325,000.00 650036DT0 0.87

Page 7 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Municipal Bond / Note

UNIV OF CAL TXBL REV BONDS
DTD 07/16/2020 0.883% 05/15/2025
79,070.40 85,000.00 346.09 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
60,619.65 65,159.75 272.57 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
79,271.85 85,195.91 356.43 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
149,217.60 160,000.00 670.93 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26

MN ST TXBL GO BONDS
DTD 08/25/2020 0.630% 08/01/2025
92,262.00 100,000.00 157.50 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63

SAN JUAN USD, CA TXBL GO BONDS
DTD 10/29/2020 0.852% 08/01/2025
120,556.80 130,000.00 276.90 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85

LOS ANGELES CCD, CA TXBL GO BONDS
DTD 11/10/2020 0.773% 08/01/2025
129,277.40 140,000.00 270.55 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77

CA ST UNIV TXBL REV BONDS
DTD 07/29/2021 0.862% 11/01/2025
77,930.55 85,000.00 366.35 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86

CA ST MUNICIPAL BONDS
DTD 03/15/2023 4.846% 03/01/2027
198,702.00 200,000.00 1,615.33 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 5,618.79 1,446,514.05 1,535,355.66 1.58 1,536,023.10 1,535,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security
FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
240,089.37 250,069.12 630.87 259,482.46 03/25/2003/19/20AaaAA+ 247,236.53 3137BGK24 1.95 FHMS K054 A2
DTD 04/20/2016 2.745% 01/01/2026
259,990.41 265,918.14 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2
DTD 11/09/2016 2.653% 08/01/2026
511,241.59 530,735.05 1,215.96 526,839.84 04/12/2304/06/23AaaAA+ 550,000.00 3137BSP72 4.02 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
359,065.35 369,801.30 1,059.88 368,303.13 05/24/2305/19/23AaaAA+ 380,000.00 3137BTUM1 4.31

Page 8 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Federal Agency Commercial Mortgage-Backed Security
FHMS K064 A2
DTD 05/15/2017 3.224% 03/01/2027
514,725.33 520,616.97 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98

FHLMC MULTIFAMILY STRUCTURED P
DTD 07/01/2017 3.243% 04/01/2027
513,433.89 529,366.28 1,486.38 527,033.20 06/13/2306/08/23AaaAA+ 550,000.00 3137F1G44 4.44 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
429,319.39 439,302.01 1,748.83 439,301.41 07/27/2307/19/23AaaAA+ 439,312.38 3137HAD45 4.78 FHMS K505 A2
DTD 07/01/2023 4.819% 06/01/2028
534,530.74 555,172.08 2,208.71 555,493.40 07/20/2307/13/23AaaAA+ 550,000.00 3137HACX2 4.59 FNA 2023-M6 A2
DTD 07/01/2023 4.190% 07/01/2028
520,408.30 541,158.34 1,920.42 540,675.78 07/31/2307/18/23AaaAA+ 550,000.00 3136BQDE6 4.58 FHMS K508 A2
DTD 10/01/2023 4.740% 08/01/2028
483,211.60 489,102.53 1,975.00 489,032.00 10/19/2310/11/23AaaAA+ 500,000.00 3137HAQ74 5.26 FHMS K506 A2
DTD 09/01/2023 4.650% 08/01/2028
768,661.50 788,446.16 3,100.00 788,165.60 09/14/2309/07/23AaaAA+ 800,000.00 3137HAMH6 4.99 FHMS K509 A2
DTD 10/01/2023 4.850% 09/01/2028
363,043.88 363,049.67 1,515.63 363,043.88 10/31/2310/25/23AAAAA+ 375,000.00 3137HAST4 5.60 FHMS K507 A2
DTD 09/01/2023 4.800% 09/01/2028
485,193.46 494,121.67 2,000.00 494,023.50 09/28/2309/20/23AaaAA+ 500,000.00 3137HAMS2 5.07 20,968.41 5,982,914.81 6,136,859.32 4.65 6,133,812.17 6,266,548.91 Security Type Sub-Total Federal Agency Bond / Note

FREDDIE MAC NOTES
DTD 11/05/2020 0.250% 11/06/2023
349,747.30 349,998.56 425.35 349,685.00 11/05/2011/03/20AaaAA+ 350,000.00 3137EAEZ8 0.28

FANNIE MAE NOTES
DTD 11/25/2020 0.250% 11/27/2023
323,777.03 324,991.22 347.57 324,629.50 11/25/2011/23/20AaaAA+ 325,000.00 3135G06H1 0.29

FREDDIE MAC NOTES
DTD 12/04/2020 0.250% 12/04/2023
298,575.30 299,991.05 306.25 299,703.00 12/04/2012/02/20AaaAA+ 300,000.00 3137EAFA2 0.28

Page 9 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Federal Agency Bond / Note

FEDERAL HOME LOAN BANK NOTES
DTD 04/16/2020 0.500% 04/14/2025
326,818.80 349,495.57 82.64 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60

FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
327,044.20 349,787.34 54.69 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67

FREDDIE MAC NOTES
DTD 07/23/2020 0.375% 07/21/2025
391,455.60 424,271.29 442.71 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48

FANNIE MAE NOTES
DTD 08/27/2020 0.375% 08/25/2025
320,987.10 349,404.61 240.63 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47

FEDERAL HOME LOAN BANK NOTES
DTD 09/11/2020 0.375% 09/04/2025
137,501.25 149,833.51 89.06 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44

FREDDIE MAC NOTES
DTD 09/25/2020 0.375% 09/23/2025
640,081.40 699,200.63 277.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44

FANNIE MAE NOTES
DTD 11/12/2020 0.500% 11/07/2025
592,800.00 649,058.21 1,570.83 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 3,836.81 3,708,787.98 3,946,031.99 0.46 3,937,922.00 3,950,000.00 Security Type Sub-Total Corporate Note

PNC BANK NA CORP NOTES (CALLABLE)
DTD 01/23/2019 3.500% 01/23/2024
397,505.60 400,083.58 3,811.11 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34

CHARLES SCHWAB CORP NOTES
(CALLABLE)
DTD 03/18/2021 0.750% 03/18/2024
102,767.39 104,993.39 94.06 104,947.50 03/18/2103/16/21A2A- 105,000.00 808513BN4 0.77

BANK OF NY MELLON CORP NOTES
(CALLABLE)
DTD 04/26/2021 0.500% 04/26/2024
204,241.80 209,963.71 14.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54

MORGAN STANLEY CORP NOTES
DTD 04/28/2014 3.875% 04/29/2024
395,989.20 402,367.90 86.11 422,916.00 07/23/1907/19/19A1A- 400,000.00 61746BDQ6 2.59

AMERICAN HONDA FINANCE CORP NOTE
DTD 06/27/2019 2.400% 06/27/2024
391,211.20 399,737.88 3,306.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51

Page 10 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Corporate Note

GOLDMAN SACHS GROUP INC (CALLABLE)
BONDS
DTD 07/08/2014 3.850% 07/08/2024
393,998.80 401,709.46 4,833.89 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84

BMW US CAPITAL LLC CORPORATE NOTES
DTD 08/12/2021 0.750% 08/12/2024
67,277.07 69,998.36 115.21 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75

WALT DISNEY COMPANY/THE (CALLABLE)
DTD 09/06/2019 1.750% 08/30/2024
387,240.40 399,728.30 1,186.11 398,368.00 09/06/1909/03/19A2A- 400,000.00 254687FK7 1.84

PACCAR FINANCIAL CORP CORPORATE
NOTES
DTD 02/06/2020 1.800% 02/06/2025
167,123.25 177,341.47 743.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73

AMERICAN EXPRESS CO CORP NOTES
(CALLABLE
DTD 03/04/2022 2.250% 03/04/2025
76,056.48 79,963.95 285.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29

ROCHE HOLDINGS INC (CALLABLE)

CORPORATE
DTD 03/10/2022 2.132% 03/10/2025
392,019.86 410,000.00 1,238.34 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13

HOME DEPOT INC (CALLABLE) CORPORATE
NOTE
DTD 03/28/2022 2.700% 04/15/2025
24,032.75 24,979.15 30.00 24,956.25 03/28/2203/24/22A2A 25,000.00 437076CM2 2.76 CINTAS CORPORATION NO. 2 CORP NOTE
(CALL
DTD 05/03/2022 3.450% 05/01/2025
62,906.55 64,992.85 1,121.25 64,985.70 05/03/2204/26/22A3A- 65,000.00 17252MAP5 3.46

USAA CAPITAL CORP CORPORATE NOTES
DTD 05/26/2022 3.375% 05/01/2025
216,753.75 224,624.22 3,796.88 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49

GENERAL DYNAMICS CORP (CALLABLE)

CORP NO
DTD 05/11/2018 3.500% 05/15/2025
218,338.65 233,477.75 3,631.25 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80

JPMORGAN CHASE & CO (CALLABLE) CORP
NOTE
DTD 06/01/2021 0.824% 06/01/2025
304,313.63 315,000.00 1,081.50 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82

Page 11 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Corporate Note

AMAZON INC CORP NOTES (CALLABLE)
DTD 06/03/2020 0.800% 06/03/2025
441,881.58 474,925.99 1,562.22 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81

NATIONAL AUSTRALIA BK/NY CORPORATE
NOTES
DTD 06/09/2022 3.500% 06/09/2025
242,187.25 250,000.00 3,451.39 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50

NATIONAL RURAL UTIL COOP CORPORATE
NOTES
DTD 05/04/2022 3.450% 06/15/2025
48,214.95 49,992.98 651.67 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46

IBM CORP CORPORATE NOTES
DTD 07/27/2022 4.000% 07/27/2025
218,921.18 225,000.00 2,350.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00

BANK OF AMERICA CORP NOTES
DTD 07/30/2015 3.875% 08/01/2025
217,710.23 236,287.17 2,179.69 256,918.50 08/20/2008/18/20A1A- 225,000.00 06051GFS3 0.93

ABBOTT LABORATORIES CORPORATE

NOTES (CAL
DTD 03/22/2017 3.875% 09/15/2025
218,795.63 236,298.39 1,114.06 257,845.50 09/28/2009/24/20Aa3AA- 225,000.00 002824BM1 0.86

BANK OF AMERICA CORP NOTES
(CALLABLE)
DTD 12/06/2021 1.530% 12/06/2025
212,554.58 225,000.00 1,386.56 225,000.00 12/06/2112/01/21A1A- 225,000.00 06051GKE8 1.53

JPMORGAN CHASE & CO CORP NOTES
(CALLABLE
DTD 02/24/2022 2.595% 02/24/2026
166,615.93 175,000.00 845.18 175,000.00 02/24/2202/16/22A1A- 175,000.00 46647PCV6 2.60

UNITEDHEALTH GROUP INC (CALLABLE)
CORPOR
DTD 05/19/2021 1.150% 05/15/2026
203,011.20 224,801.03 1,193.13 224,608.50 05/19/2105/17/21A2A+ 225,000.00 91324PEC2 1.19

BMW US CAPITAL LLC (CALLABLE)

CORPORATE
DTD 08/12/2021 1.250% 08/12/2026
155,970.85 174,970.75 480.03 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26

CATERPILLAR FINL SERVICE CORPORATE
NOTES
DTD 01/10/2022 1.700% 01/08/2027
200,881.13 224,273.70 1,200.63 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81

Page 12 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Corporate Note

TARGET CORP CORP NOTES (CALLABLE)
DTD 01/24/2022 1.950% 01/15/2027
36,026.20 39,956.18 229.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99

BANK OF NY MELLON CORP (CALLABLE)
CORPOR
DTD 01/26/2022 2.050% 01/26/2027
420,404.93 474,316.66 2,569.62 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10

MICROSOFT CORP CORP NOTES (CALLABLE)
DTD 02/06/2017 3.300% 02/06/2027
708,468.75 726,460.90 5,843.75 721,942.50 03/17/2303/14/23AaaAAA 750,000.00 594918BY9 4.36

AMERICAN EXPRESS CO CORP NOTES
(CALLABLE
DTD 03/04/2022 2.550% 03/04/2027
268,840.20 281,547.45 1,211.25 277,203.00 01/18/2301/13/23A2BBB+ 300,000.00 025816CS6 4.59

BERKSHIRE HATHAWAY CORP NOTES
(CALLABLE)
DTD 03/15/2022 2.300% 03/15/2027
432,971.53 468,990.94 1,395.97 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70

CHARLES SCHWAB CORP NOTES
(CALLABLE)
DTD 09/24/2021 3.300% 04/01/2027
272,418.00 287,459.29 825.00 284,925.00 02/22/2302/17/23A2A- 300,000.00 808513BW4 4.66

NATIONAL AUSTRALIA BK/NY CORPORATE
NOTES
DTD 06/09/2022 3.905% 06/09/2027
469,360.00 490,415.28 7,701.53 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50

APPLE INC (CALLABLE) BONDS
DTD 09/12/2017 2.900% 09/12/2027
711,087.30 746,715.62 3,059.10 741,062.75 01/23/2301/19/23AaaAA+ 775,000.00 037833DB3 3.94

TOYOTA MOTOR CREDIT CORP CORPORATE
NOTES
DTD 01/12/2023 4.625% 01/12/2028
362,533.50 376,094.09 5,251.30 376,282.50 02/10/2302/08/23A1A+ 375,000.00 89236TKQ7 4.55

NATIONAL RURAL UTIL COOP CORP NOTES
(CAL
DTD 02/07/2018 3.400% 02/07/2028
318,654.70 332,084.84 2,776.67 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76

TEXAS INSTRUMENTS INC CORP NOTE
(CALLABL
DTD 11/18/2022 4.600% 02/15/2028
82,525.14 86,843.02 825.44 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04

Page 13 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Corporate Note

BRISTOL-MYERS SQUIBB CO CORP NOTES
(CALL
DTD 07/15/2020 3.900% 02/20/2028
352,715.63 360,424.16 2,884.38 358,263.75 03/13/2303/09/23A2A+ 375,000.00 110122DE5 4.93

LOCKHEED MARTIN CORP NOTES
(CALLABLE)
DTD 05/25/2023 4.450% 05/15/2028
57,372.84 59,901.51 1,157.00 59,892.00 05/25/2305/23/23A2A- 60,000.00 539830BZ1 4.49

JOHN DEERE CAPITAL CORP CORPORATE
NOTES
DTD 07/14/2023 4.950% 07/14/2028
365,272.88 377,708.81 5,517.19 377,865.00 07/25/2307/21/23A2A 375,000.00 24422EXB0 4.78

CITIBANK NA CORP NOTES (CALLABLE)
DTD 09/29/2023 5.803% 09/29/2028
740,879.25 746,329.56 3,868.67 746,280.00 10/04/2310/02/23Aa3A+ 750,000.00 17325FBB3 5.92 86,906.81 11,728,051.74 12,270,760.29 3.11 12,345,941.55 12,365,000.00 Security Type Sub-Total Certificate of Deposit

TORONTO DOMINION BANK NY CERT
DEPOS
DTD 10/31/2022 5.600% 10/27/2025
449,850.11 450,000.00 490.00 450,000.00 10/31/2210/27/22A1A 450,000.00 89115B6K1 5.58

NORDEA BANK ABP NEW YORK CERT DEPOS
DTD 11/03/2022 5.530% 11/03/2025
446,886.45 450,000.00 12,304.25 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 12,794.25 896,736.56 900,000.00 5.56 900,000.00 900,000.00 Security Type Sub-Total Asset-Backed Security
HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
28,237.10 28,770.68 4.86 28,768.95 04/28/2104/20/21NRAAA 28,771.97 44933LAC7 0.38 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
156,413.63 160,681.27 23.57 160,679.78 06/23/2106/15/21AaaAAA 160,682.51 65480BAC1 0.33 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
157,036.20 161,196.84 18.63 161,187.49 06/14/2106/08/21NRAAA 161,204.86 89190GAC1 0.26

Page 14 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Asset-Backed Security
HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
77,266.99 80,215.63 19.61 80,207.76 11/24/2111/16/21AaaNR 80,224.67 43815GAC3 0.89 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
51,512.90 52,941.18 12.24 52,935.19 04/21/2104/13/21NRAAA 52,946.61 14314QAC8 0.52 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
61,764.91 63,914.62 21.02 63,908.41 11/17/2111/09/21NRAAA 63,922.68 44935FAD6 0.75 DCENT 2021-A1 A1
DTD 09/27/2021 0.580% 09/15/2026
185,964.62 194,975.86 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
66,454.41 69,086.52 19.57 69,085.79 10/21/2110/13/21AaaAAA 69,087.56 362554AC1 0.68 CARMX 2022-3 A3
DTD 07/20/2022 3.970% 04/15/2027
204,276.45 209,996.38 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3
DTD 09/28/2022 4.460% 05/17/2027
137,006.24 139,977.86 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3
DTD 10/12/2022 4.820% 08/16/2027
270,653.19 274,964.74 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3
DTD 01/30/2023 4.630% 09/15/2027
239,956.68 244,999.90 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A
DTD 11/03/2022 4.950% 10/15/2027
241,971.48 244,969.28 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3
DTD 02/23/2023 5.050% 12/15/2027
167,767.88 169,985.33 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3
DTD 03/31/2023 4.650% 02/15/2028
127,163.48 129,988.08 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3
DTD 08/22/2023 5.410% 02/18/2028
317,648.29 319,936.87 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A
DTD 04/11/2023 4.310% 03/15/2028
310,580.16 319,983.54 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31

Page 15 ends

For the Month Ending October 31, 2023Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Asset-Backed Security
BACCT 2023-A1 A1
DTD 06/16/2023 4.790% 05/15/2028
166,779.35 169,964.47 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
186,762.23 189,984.46 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A
DTD 05/24/2023 4.420% 05/15/2028
475,891.72 489,897.59 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A
DTD 06/28/2023 4.930% 06/15/2028
343,660.45 349,956.00 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 FITAT 2023-1 A3
DTD 08/23/2023 5.530% 08/15/2028
348,423.22 349,979.14 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A
DTD 09/15/2023 5.160% 09/15/2028
401,181.26 404,890.28 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A
DTD 09/19/2023 5.230% 09/15/2028
406,260.68 409,982.05 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 9,546.29 5,130,633.52 5,231,238.57 4.20 5,231,131.56 5,231,840.86 Security Type Sub-Total 53,433,389.77 51,907,819.68 3.32 284,900.85 52,161,583.49 50,203,300.99 Managed Account Sub-Total Joint Powers Authority
CAMP Pool 31,933.12 31,933.12 0.00 31,933.12 NRAAAm 31,933.12 31,933.12 31,933.12 0.00 31,933.12 31,933.12 Liquid Sub-Total $53,465,322.89 $51,939,752.80 $284,900.85 $52,193,516.61 $50,235,234.11 3.32% $50,520,134.96
$284,900.85
Total Investments
Accrued Interest
Securities Sub-Total

Page 16 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
U.S. Treasury Bond / Note
(581.93) 8,109.36 296,671.86 98.89 CITIGRP 300,000.00 91282CDV0US TREASURY NOTES DTD 01/31/2022 0.875% 01/31/2024

5.36 0.25
(8,854.03)(16,441.40) 143,882.82 95.92 WELLS_F 150,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024

5.40 1.15
(10,531.54)(8,765.62) 138,328.13 92.22 GOLDMAN 150,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025

5.19 1.66
(5,223.46)(3,782.22) 67,675.79 90.23 BMO 75,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026

4.95 2.48
(79,379.52)(69,617.14) 857,226.61 90.23 CITIGRP 950,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026

4.95 2.48
(7,026.57)(820.31) 178,187.50 89.09 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.91 2.72
(11,877.22)(3,515.62) 222,734.38 89.09 HSBC 250,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.91 2.72
(40,815.52)(22,265.63) 668,203.12 89.09 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.91 2.72
(41,522.76)(19,593.75) 712,750.00 89.09 HSBC 800,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.91 2.72
(44,589.14)(17,191.41) 801,843.75 89.09 MERRILL 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.91 2.72
(42,361.77)(17,718.75) 801,843.75 89.09 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.91 2.72
(3,792.76) 1,582.02 229,726.55 91.89 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.90 2.93
(25,569.63)(11,159.22) 895,933.55 91.89 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.90 2.93
(57,728.33)(24,363.39) 1,929,703.02 91.89 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.90 2.93
(311,923.09)(192,969.23) 8,729,608.90 91.89 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.90 2.93
(44,605.98)(36,796.88) 1,118,625.00 93.22 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027

4.88 3.35
(15,989.96)(14,516.60) 347,812.50 92.75 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.89 3.56

Page 17 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
U.S. Treasury Bond / Note
(11,847.73)(9,140.63) 556,500.00 92.75 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.89 3.56
(12,511.66)(4,531.25) 742,000.00 92.75 BMO 800,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.89 3.56
(25,323.11)(21,591.80) 765,187.50 92.75 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.89 3.56
(485,089.47) 4.91 (802,055.71) 20,204,444.73 22,050,000.00 Security Type Sub-Total 2.91 Supra-National Agency Bond / Note
(1,563.92)(511.50) 498,413.50 99.68 TD 500,000.00 459058JM6INTL BK RECON & DEVELOP NOTES DTD 11/24/2020 0.250% 11/24/2023

5.02 0.07
(28,055.70)(27,726.00) 606,804.10 95.56 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024

5.64 0.90
(28,237.50) 5.36 (29,619.62) 1,105,217.60 1,135,000.00 Security Type Sub-Total 0.52 Municipal Bond / Note
(1,339.20)(1,339.20) 58,660.80 97.77 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024

5.43 0.66
(2,488.00)(2,488.00) 97,512.00 97.51 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024

5.52 0.75
(21,567.00)(21,567.00) 303,433.00 93.36 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025

5.97 1.37
(5,929.60)(5,929.60) 79,070.40 93.02 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025

5.67 1.45
(4,540.10)(4,839.90) 60,619.65 93.26 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

5.54 1.65
(5,924.06)(6,291.70) 79,271.85 93.26 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

5.54 1.65
(10,782.40)(10,782.40) 149,217.60 93.26 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

5.54 1.65
(7,738.00)(7,738.00) 92,262.00 92.26 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025

5.31 1.74

Page 18 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Municipal Bond / Note
(9,443.20)(9,443.20) 120,556.80 92.74 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025

5.24 1.74
(10,722.60)(10,722.60) 129,277.40 92.34 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025

5.41 1.74
(7,069.45)(7,069.45) 77,930.55 91.68 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025

5.29 1.98
(1,298.00)(1,298.00) 198,702.00 99.35 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027

5.06 3.10
(89,509.05) 5.50 (88,841.61) 1,446,514.05 1,535,000.00 Security Type Sub-Total 1.72 Federal Agency Commercial Mortgage-Backed Security
(9,979.75)(19,393.09) 240,089.37 97.11 CITIGRP 247,236.53 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024

5.81 1.03
(5,927.73)(3,622.87) 259,990.41 94.54 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026

5.42 1.99
(19,493.46)(15,598.25) 511,241.59 92.95 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026

5.41 2.60
(10,735.95)(9,237.78) 359,065.35 94.49 CITIGRP 380,000.00 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026

5.34 2.68
(5,891.64)(4,079.36) 514,725.33 93.59 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027

5.33 2.99
(15,932.39)(13,599.31) 513,433.89 93.35 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027

5.38 3.13
(9,982.62)(9,982.02) 429,319.39 97.73 JPM_CHA 439,312.38 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028

5.34 3.22
(20,641.34)(20,962.66) 534,530.74 97.19 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028

5.51 3.98
(20,750.04)(20,267.48) 520,408.30 94.62 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028

5.50 4.14
(5,890.93)(5,820.40) 483,211.60 96.64 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028

5.55 4.13
(19,784.66)(19,504.10) 768,661.50 96.08 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028

5.59 4.11

Page 19 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Federal Agency Commercial Mortgage-Backed Security
(5.79) 0.00 363,043.88 96.81 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028

5.60 4.36
(8,928.21)(8,830.04) 485,193.46 97.04 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028

5.50 4.16
(150,897.36) 5.48 (153,944.51) 5,982,914.81 6,266,548.91 Security Type Sub-Total 3.45 Federal Agency Bond / Note
(251.26) 62.30 349,747.30 99.93 CITIGRP 350,000.00 3137EAEZ8FREDDIE MAC NOTES DTD 11/05/2020 0.250% 11/06/2023

4.58 0.02
(1,214.19)(852.47) 323,777.03 99.62 NOMURA 325,000.00 3135G06H1FANNIE MAE NOTES DTD 11/25/2020 0.250% 11/27/2023

5.28 0.08
(1,415.75)(1,127.70) 298,575.30 99.53 CITIGRP 300,000.00 3137EAFA2FREDDIE MAC NOTES DTD 12/04/2020 0.250% 12/04/2023

5.30 0.10
(22,676.77)(21,445.20) 326,818.80 93.38 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025

5.29 1.45
(22,743.14)(22,234.80) 327,044.20 93.44 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025

5.30 1.47
(32,815.69)(31,427.90) 391,455.60 92.11 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025

5.22 1.72
(28,417.51)(27,374.90) 320,987.10 91.71 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025

5.21 1.81
(12,332.26)(12,048.75) 137,501.25 91.67 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025

5.17 1.84
(59,119.23)(57,811.60) 640,081.40 91.44 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025

5.17 1.89
(56,258.21)(54,873.00) 592,800.00 91.20 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025

5.14 2.01
(229,134.02) 5.16 (237,244.01) 3,708,787.98 3,950,000.00 Security Type Sub-Total 1.33 Corporate Note
(2,577.98)(5,342.40) 397,505.60 99.38 12/23/23CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024

6.19 0.15

Page 20 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Corporate Note
(2,226.00)(2,180.11) 102,767.39 97.87 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE)
DTD 03/18/2021 0.750% 03/18/2024

6.43 0.30
(5,721.91)(5,533.50) 204,241.80 97.26 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE)
DTD 04/26/2021 0.500% 04/26/2024

6.28 0.41
(6,378.70)(26,926.80) 395,989.20 99.00 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024

5.95 0.50
(8,526.68)(6,804.80) 391,211.20 97.80 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024

5.84 0.65
(7,710.66)(24,633.20) 393,998.80 98.50 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS
DTD 07/08/2014 3.850% 07/08/2024

6.10 0.43
(2,721.29)(2,716.63) 67,277.07 96.11 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024

5.90 0.78
(12,487.90)(11,127.60) 387,240.40 96.81 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024

5.72 0.75
(10,218.22)(15,771.00) 167,123.25 95.50 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES
DTD 02/06/2020 1.800% 02/06/2025

5.53 1.25
(3,907.47)(3,862.72) 76,056.48 95.07 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE
DTD 03/04/2022 2.250% 03/04/2025

6.12 1.24
(17,980.14)(17,980.14) 392,019.86 95.61 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE)

CORPORATE
DTD 03/10/2022 2.132% 03/10/2025

5.52 1.26
(946.40)(923.50) 24,032.75 96.13 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE
DTD 03/28/2022 2.700% 04/15/2025

5.50 1.36
(2,086.30)(2,079.15) 62,906.55 96.78 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL
DTD 05/03/2022 3.450% 05/01/2025

5.72 1.37
(7,870.47)(7,510.50) 216,753.75 96.34 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025

5.96 1.45

Page 21 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Corporate Note
(15,139.10)(33,908.85) 218,338.65 97.04 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE)

CORP NO
DTD 05/11/2018 3.500% 05/15/2025

5.53 1.33
(10,686.37)(10,686.37) 304,313.63 96.61 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE
DTD 06/01/2021 0.824% 06/01/2025

3.03 0.58
(33,044.41)(32,885.67) 441,881.58 93.03 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025

5.43 1.50
(7,812.75)(7,812.75) 242,187.25 96.87 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES
DTD 06/09/2022 3.500% 06/09/2025

5.56 1.56
(1,778.03)(1,771.55) 48,214.95 96.43 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES
DTD 05/04/2022 3.450% 06/15/2025

5.78 1.57
(6,078.82)(6,078.82) 218,921.18 97.30 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025

5.65 1.68
(18,576.94)(39,208.27) 217,710.23 96.76 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025

5.84 1.70
(17,502.76)(39,049.87) 218,795.63 97.24 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE

NOTES (CAL
DTD 03/22/2017 3.875% 09/15/2025

5.44 1.58
(12,445.42)(12,445.42) 212,554.58 94.47 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE)
DTD 12/06/2021 1.530% 12/06/2025

4.31 1.09
(8,384.07)(8,384.07) 166,615.93 95.21 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE
DTD 02/24/2022 2.595% 02/24/2026

4.80 1.30
(21,789.83)(21,597.30) 203,011.20 90.23 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR
DTD 05/19/2021 1.150% 05/15/2026

5.31 2.42
(18,999.90)(18,976.65) 155,970.85 89.13 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE)

CORPORATE
DTD 08/12/2021 1.250% 08/12/2026

5.52 2.65

Page 22 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Corporate Note
(23,392.57)(22,982.62) 200,881.13 89.28 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES
DTD 01/10/2022 1.700% 01/08/2027

5.40 3.09
(3,929.98)(3,905.80) 36,026.20 90.07 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027

5.36 3.02
(53,911.73)(53,540.57) 420,404.93 88.51 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR
DTD 01/26/2022 2.050% 01/26/2027

6.01 3.05
(17,992.15)(13,473.75) 708,468.75 94.46 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE)
DTD 02/06/2017 3.300% 02/06/2027

5.16 2.87
(12,707.25)(8,362.80) 268,840.20 89.61 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE
DTD 03/04/2022 2.550% 03/04/2027

6.02 3.12
(36,019.41)(33,117.47) 432,971.53 91.15 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE)
DTD 03/15/2022 2.300% 03/15/2027

5.19 3.17
(15,041.29)(12,507.00) 272,418.00 90.81 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE)
DTD 09/24/2021 3.300% 04/01/2027

6.33 3.02
(21,055.28)(18,965.00) 469,360.00 93.87 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES
DTD 06/09/2022 3.905% 06/09/2027

5.81 3.34
(35,628.32)(29,975.45) 711,087.30 91.75 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027

5.29 3.44
(13,560.59)(13,749.00) 362,533.50 96.68 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP

CORPORATE NOTES
DTD 01/12/2023 4.625% 01/12/2028

5.52 3.81
(13,430.14)(10,534.30) 318,654.70 91.04 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL
DTD 02/07/2018 3.400% 02/07/2028

5.80 3.75
(4,317.88)(4,518.26) 82,525.14 97.09 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL
DTD 11/18/2022 4.600% 02/15/2028

5.37 3.83

Page 23 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Corporate Note
(7,708.53)(5,548.12) 352,715.63 94.06 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL
DTD 07/15/2020 3.900% 02/20/2028

5.47 3.75
(2,528.67)(2,519.16) 57,372.84 95.62 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE)
DTD 05/25/2023 4.450% 05/15/2028

5.55 4.07
(12,435.93)(12,592.12) 365,272.88 97.41 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES
DTD 07/14/2023 4.950% 07/14/2028

5.58 4.19
(5,450.31)(5,400.75) 740,879.25 98.78 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028

6.09 4.25
(617,889.81) 5.59 (542,708.55) 11,728,051.74 12,365,000.00 Security Type Sub-Total 2.27 Certificate of Deposit
(149.89)(149.89) 449,850.11 99.97 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS
DTD 10/31/2022 5.600% 10/27/2025

5.57 1.95
(3,113.55)(3,113.55) 446,886.45 99.31 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS
DTD 11/03/2022 5.530% 11/03/2025

5.90 1.88
(3,263.44) 5.73 (3,263.44) 896,736.56 900,000.00 Security Type Sub-Total 1.91 Asset-Backed Security
(533.58)(531.85) 28,237.10 98.14 BARCLAY 28,771.97 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025

1.38 0.32
(4,267.64)(4,266.15) 156,413.63 97.34 MITSU 160,682.51 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025

1.71 0.47
(4,160.64)(4,151.29) 157,036.20 97.41 CITIGRP 161,204.86 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025

1.54 0.43
(2,948.64)(2,940.77) 77,266.99 96.31 MERRILL 80,224.67 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026

2.59 0.67

Page 24 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Asset-Backed Security
(1,428.28)(1,422.29) 51,512.90 97.29 MERRILL 52,946.61 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026

1.72 0.43
(2,149.71)(2,143.50) 61,764.91 96.62 SMBC 63,922.68 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026

2.11 0.59
(9,011.24)(8,993.63) 185,964.62 95.37 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026

2.25 0.85
(2,632.11)(2,631.38) 66,454.41 96.19 JPM_CHA 69,087.56 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026

2.04 0.70
(5,719.93)(5,718.59) 204,276.45 97.27 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027

4.83 1.19
(2,971.62)(2,964.79) 137,006.24 97.86 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027

5.12 1.43
(4,311.55)(4,301.74) 270,653.19 98.42 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027

5.28 1.36
(5,043.22)(5,043.20) 239,956.68 97.94 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027

5.22 1.56
(2,997.80)(2,990.08) 241,971.48 98.76 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027

5.30 1.81
(2,217.45)(2,215.00) 167,767.88 98.69 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027

5.41 1.50
(2,824.60)(2,822.96) 127,163.48 97.82 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028

5.22 1.77
(2,288.58)(2,285.73) 317,648.29 99.27 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028

5.60 2.01
(9,403.38)(9,401.28) 310,580.16 97.06 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028

5.06 2.19
(3,185.12)(3,182.16) 166,779.35 98.11 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028

5.26 2.32
(3,222.23)(3,220.92) 186,762.23 98.30 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028

5.29 2.32
(14,005.87)(13,995.92) 475,891.72 97.12 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028

5.13 2.33
(6,295.55)(6,292.27) 343,660.45 98.19 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028

5.37 2.39

Page 25 ends

For the Month Ending October 31, 2023Managed Account Fair Market Value & Analytics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Value On Cost Amort CostCUSIP Broker Date PriceDated Date/Coupon/Maturity Par at Mkt Market Unreal G/L Unreal G/LNext Call MarketSecurity Type/Description YTMEffective Duration
Asset-Backed Security
(1,555.92)(1,555.08) 348,423.22 99.55 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028

5.64 2.06
(3,709.02)(3,706.47) 401,181.26 99.06 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028

5.38 2.60
(3,721.37)(3,720.99) 406,260.68 99.09 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028

5.44 2.59
(100,498.04) 4.79 (100,605.05) 5,130,633.52 5,231,840.86 Security Type Sub-Total 1.84 53,433,389.77 50,203,300.99 (1,704,518.69) (1,958,282.50) 5.19 Managed Account Sub-Total 2.49 Joint Powers Authority

0.00 0.00 31,933.12 1.00 31,933.12 CAMP Pool 0.00
31,933.12 31,933.12 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $50,520,134.96
$284,900.85
$50,235,234.11
Accrued Interest
Securities Sub-Total $53,465,322.89 ($1,704,518.69) ($1,958,282.50) 5.19% 2.49

Page 26 ends

For the Month Ending October 31, 2023Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method
BUY
10/04/23 CITIBANK NA CORP NOTES (CALLABLE)
DTD 09/29/2023 5.803% 09/29/2028
17325FBB3 (746,280.00) (604.48) (746,884.48) 750,000.00 10/02/23 10/19/23 FHMS K508 A2
DTD 10/01/2023 4.740% 08/01/2028
3137HAQ74 (489,032.00) (1,185.00) (490,217.00) 500,000.00 10/11/23 10/31/23 FHMS K509 A2
DTD 10/01/2023 4.850% 09/01/2028
3137HAST4 (363,043.88) (1,515.63) (364,559.51) 375,000.00 10/25/23 (3,305.11) (1,601,660.99)(1,598,355.88) 1,625,000.00 Transaction Type Sub-Total

INTEREST
10/01/23 CHARLES SCHWAB CORP NOTES
(CALLABLE)
DTD 09/24/2021 3.300% 04/01/2027
808513BW4 0.00 4,950.00 4,950.00 300,000.00 10/01/23 10/25/23 FHMS K054 A2
DTD 04/20/2016 2.745% 01/01/2026
3137BNGT5 0.00 629.06 629.06 275,000.00 10/01/23
10/25/23 FHMS K064 A2
DTD 05/15/2017 3.224% 03/01/2027
3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 10/01/23 10/25/23 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
3137HAD45 0.00 1,749.87 1,749.87 439,574.59 10/01/23 10/25/23 FHMS K058 A2
DTD 11/09/2016 2.653% 08/01/2026
3137BSP72 0.00 1,215.96 1,215.96 550,000.00 10/01/23 10/25/23 FHLMC MULTIFAMILY STRUCTURED P
DTD 07/01/2017 3.243% 04/01/2027
3137F1G44 0.00 1,486.38 1,486.38 550,000.00 10/01/23 10/25/23 FHMS K505 A2
DTD 07/01/2023 4.819% 06/01/2028
3137HACX2 0.00 2,208.71 2,208.71 550,000.00 10/01/23 10/25/23 FHMS K506 A2
DTD 09/01/2023 4.650% 08/01/2028
3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 10/01/23 10/25/23 FHMS K507 A2
DTD 09/01/2023 4.800% 09/01/2028
3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 10/01/23 10/25/23 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
3137BTUM1 0.00 1,059.88 1,059.88 380,000.00 10/01/23 10/25/23 FNA 2023-M6 A2
DTD 07/01/2023 4.190% 07/01/2028
3136BQDE6 0.00 1,920.42 1,920.42 550,000.00 10/01/23 10/25/23 FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
3137BGK24 0.00 637.92 637.92 250,000.00 10/01/23

Page 27 ends

For the Month Ending October 31, 2023Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method

INTEREST
10/14/23 FEDERAL HOME LOAN BANK NOTES
DTD 04/16/2020 0.500% 04/14/2025
3130AJHU6 0.00 875.00 875.00 350,000.00 10/14/23
10/15/23 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 0.00 42.27 42.27 68,549.39 10/15/23
10/15/23 BACCT 2023-A1 A1
DTD 06/16/2023 4.790% 05/15/2028
05522RDG0 0.00 678.58 678.58 170,000.00 10/15/23
10/15/23 TAOT 2023-A A3
DTD 01/30/2023 4.630% 09/15/2027
891940AC2 0.00 945.29 945.29 245,000.00 10/15/23
10/15/23 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 0.00 24.97 24.97 57,634.38 10/15/23
10/15/23 COMET 2022-A3 A
DTD 11/03/2022 4.950% 10/15/2027
14041NGB1 0.00 1,010.63 1,010.63 245,000.00 10/15/23 10/15/23 CARMX 2022-3 A3
DTD 07/20/2022 3.970% 04/15/2027
14318MAD1 0.00 694.75 694.75 210,000.00 10/15/23
10/15/23 DCENT 2021-A1 A1
DTD 09/27/2021 0.580% 09/15/2026
254683CP8 0.00 94.25 94.25 195,000.00 10/15/23
10/15/23 NAROT 2022-B A3
DTD 09/28/2022 4.460% 05/17/2027
65480JAC4 0.00 520.33 520.33 140,000.00 10/15/23
10/15/23 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
65480BAC1 0.00 48.06 48.06 174,780.61 10/15/23
10/15/23 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
89190GAC1 0.00 38.15 38.15 176,061.06 10/15/23
10/15/23 HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 0.00 10.32 10.32 32,583.46 10/15/23
10/15/23 HDMOT 2023-A A3
DTD 02/23/2023 5.050% 12/15/2027
41285JAD0 0.00 715.42 715.42 170,000.00 10/15/23
10/15/23 DCENT 2023-A2 A
DTD 06/28/2023 4.930% 06/15/2028
254683CZ6 0.00 1,437.92 1,437.92 350,000.00 10/15/23 10/15/23 CHAIT 2023-A1 A
DTD 09/15/2023 5.160% 09/15/2028
161571HT4 0.00 1,741.50 1,741.50 405,000.00 10/15/23 10/15/23 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
02582JJZ4 0.00 771.08 771.08 190,000.00 10/15/23
10/15/23 FORDO 2023-A A3
DTD 03/31/2023 4.650% 02/15/2028
344928AD8 0.00 503.75 503.75 130,000.00 10/15/23

Page 28 ends

For the Month Ending October 31, 2023Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method

INTEREST
10/15/23 HOME DEPOT INC (CALLABLE)

CORPORATE NOTE
DTD 03/28/2022 2.700% 04/15/2025
437076CM2 0.00 337.50 337.50 25,000.00 10/15/23
10/15/23 AMXCA 2023-3 A
DTD 09/19/2023 5.230% 09/15/2028
02582JKD1 0.00 1,548.66 1,548.66 410,000.00 10/15/23 10/15/23 FITAT 2023-1 A3
DTD 08/23/2023 5.530% 08/15/2028
31680EAD3 0.00 1,612.92 1,612.92 350,000.00 10/15/23 10/15/23 DCENT 2023-A1 A
DTD 04/11/2023 4.310% 03/15/2028
254683CY9 0.00 1,149.33 1,149.33 320,000.00 10/15/23 10/15/23 COMET 2023-A1 A
DTD 05/24/2023 4.420% 05/15/2028
14041NGD7 0.00 1,804.83 1,804.83 490,000.00 10/15/23 10/16/23 GMCAR 2022-4 A3
DTD 10/12/2022 4.820% 08/16/2027
36265QAD8 0.00 1,104.58 1,104.58 275,000.00 10/16/23 10/16/23 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
362554AC1 0.00 41.53 41.53 73,291.67 10/16/23
10/18/23 HAROT 2023-3 A3
DTD 08/22/2023 5.410% 02/18/2028
43815QAC1 0.00 1,442.67 1,442.67 320,000.00 10/18/23 10/20/23 GMALT 2021-2 A4
DTD 05/26/2021 0.410% 05/20/2025
380144AD7 0.00 2.70 2.70 7,905.67 10/20/23
10/21/23 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 0.00 62.86 62.86 85,713.92 10/21/23
10/22/23 FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
3135G03U5 0.00 1,093.75 1,093.75 350,000.00 10/22/23 10/25/23 TORONTO DOMINION BANK NY CERT
DEPOS
DTD 10/31/2022 5.600% 10/27/2025
89115B6K1 0.00 25,130.00 25,130.00 450,000.00 10/25/23 10/26/23 BANK OF NY MELLON CORP NOTES
(CALLABLE)
DTD 04/26/2021 0.500% 04/26/2024
06406RAS6 0.00 525.00 525.00 210,000.00 10/26/23
10/29/23 MORGAN STANLEY CORP NOTES
DTD 04/28/2014 3.875% 04/29/2024
61746BDQ6 0.00 7,750.00 7,750.00 400,000.00 10/29/23 10/31/23 US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
91282CBW0 0.00 3,843.75 3,843.75 1,025,000.00 10/31/23

Page 29 ends

For the Month Ending October 31, 2023Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method

INTEREST
10/31/23 US TREASURY NOTES
DTD 04/30/2022 2.750% 04/30/2027
91282CEN7 0.00 16,500.00 16,500.00 1,200,000.00 10/31/23 96,538.22 96,538.22 0.00 14,996,094.75 Transaction Type Sub-Total

MATURITY
10/16/23 FREDDIE MAC NOTES
DTD 10/16/2020 0.125% 10/16/2023
3137EAEY1 325,000.00 203.13 325,203.13 1,212.25 0.00 325,000.00 10/16/23 203.13 0.00 1,212.25 325,203.13 325,000.00 325,000.00 Transaction Type Sub-Total

PAYDOWNS
10/25/23 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
3137HAD45 262.21 0.00 262.21 0.01 0.00 262.21 10/01/23 10/25/23 FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
3137BGK24 2,763.47 0.00 2,763.47 (136.88) 0.00 2,763.47 10/01/23 10/15/23 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
89190GAC1 14,856.20 0.00 14,856.20 1.60 0.00 14,856.20 10/15/23 10/15/23 HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 3,811.49 0.00 3,811.49 0.40 0.00 3,811.49 10/15/23 10/15/23 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 4,687.77 0.00 4,687.77 1.01 0.00 4,687.77 10/15/23 10/15/23 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 4,626.71 0.00 4,626.71 1.03 0.00 4,626.71 10/15/23 10/15/23 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
65480BAC1 14,098.10 0.00 14,098.10 0.24 0.00 14,098.10 10/15/23 10/16/23 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
362554AC1 4,204.11 0.00 4,204.11 0.11 0.00 4,204.11 10/16/23 10/20/23 GMALT 2021-2 A4
DTD 05/26/2021 0.410% 05/20/2025
380144AD7 7,905.67 0.00 7,905.67 0.67 0.00 7,905.67 10/20/23 10/21/23 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 5,489.25 0.00 5,489.25 1.16 0.00 5,489.25 10/21/23

0.00 0.00 (130.65) 62,704.98 62,704.98 62,704.98 Transaction Type Sub-Total

Page 30 ends

For the Month Ending October 31, 2023Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method
SELL
10/04/23 US TREASURY NOTES
DTD 12/31/2020 0.375% 12/31/2025
91282CBC4 180,570.31 195.65 180,765.96 (13,968.75) (16,483.37) FIFO 200,000.00 10/02/23 10/04/23 CITIGROUP INC CORP NOTES
DTD 04/27/2015 3.300% 04/27/2025
172967JP7 215,779.50 3,238.13 219,017.63 (33,959.25) (17,534.70) FIFO 225,000.00 10/02/23 10/04/23 US TREASURY NOTES
DTD 12/31/2020 0.375% 12/31/2025
91282CBC4 361,140.63 391.31 361,531.94 (26,828.12) (32,228.42) FIFO 400,000.00 10/02/23 10/18/23 US TREASURY NOTES
DTD 01/31/2022 0.875% 01/31/2024
91282CDV0 49,363.28 93.92 49,457.20 1,269.53 (108.60) FIFO 50,000.00 10/11/23 10/19/23 US TREASURY NOTES
DTD 01/31/2022 0.875% 01/31/2024
91282CDV0 49,369.14 95.11 49,464.25 1,275.39 (107.77) FIFO 50,000.00 10/16/23 10/31/23 US TREASURY NOTES
DTD 12/31/2019 1.750% 12/31/2024
912828YY0 240,009.77 1,462.30 241,472.07 (27,197.26) (14,562.35) FIFO 250,000.00 10/26/23 5,476.42 (81,025.21)(99,408.46) 1,101,709.05 1,096,232.63 1,175,000.00 Transaction Type Sub-Total (114,418.27) 98,912.66 (15,505.61) (98,326.86) (81,025.21)Managed Account Sub-Total Total Security Transactions ($98,326.86)($15,505.61)$98,912.66 ($114,418.27) ($81,025.21)

Page 31 ends

For the Month Ending October 31, 2023Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
50,943.95 Opening Balance
10/02/23 10/02/23 Purchase - Interest 808513BW4 1.00 4,950.00 55,893.95 10/04/23 10/04/23 Purchase - Interest 91282CBC4 1.00 586.96 56,480.91 10/04/23 10/04/23 Purchase - Principal 91282CBC4 1.00 541,710.94 598,191.85 10/04/23 10/04/23 Purchase - Interest 172967JP7 1.00 3,238.13 601,429.98 10/04/23 10/04/23 Purchase - Principal 172967JP7 1.00 215,779.50 817,209.48 10/04/23 10/04/23 Redemption - Principal 17325FBB3 1.00 (746,280.00) 70,929.48 10/04/23 10/04/23 Redemption - Interest 17325FBB3 1.00 (604.48) 70,325.00 10/16/23 10/16/23 Purchase - Interest 3130AJHU6 1.00 875.00 71,200.00 10/16/23 10/16/23 Purchase - Interest 437076CM2 1.00 337.50 71,537.50 10/16/23 10/16/23 Purchase - Interest 02582JJZ4 1.00 771.08 72,308.58 10/16/23 10/16/23 Purchase - Interest 02582JKD1 1.00 1,548.66 73,857.24 10/16/23 10/16/23 Purchase - Interest 05522RDG0 1.00 678.58 74,535.82 10/16/23 10/16/23 Purchase - Interest 14041NGB1 1.00 1,010.63 75,546.45 10/16/23 10/16/23 Purchase - Interest 14041NGD7 1.00 1,804.83 77,351.28 10/16/23 10/16/23 Purchase - Interest 14314QAC8 1.00 24.97 77,376.25 10/16/23 10/16/23 Purchase - Interest 14318MAD1 1.00 694.75 78,071.00 10/16/23 10/16/23 Purchase - Interest 161571HT4 1.00 1,741.50 79,812.50 10/16/23 10/16/23 Purchase - Interest 254683CP8 1.00 94.25 79,906.75 10/16/23 10/16/23 Purchase - Interest 254683CY9 1.00 1,149.33 81,056.08 10/16/23 10/16/23 Purchase - Interest 254683CZ6 1.00 1,437.92 82,494.00 10/16/23 10/16/23 Purchase - Interest 31680EAD3 1.00 1,612.92 84,106.92

Page 32 ends

For the Month Ending October 31, 2023Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
10/16/23 10/16/23 Purchase - Interest 344928AD8 1.00 503.75 84,610.67 10/16/23 10/16/23 Purchase - Interest 362554AC1 1.00 41.53 84,652.20 10/16/23 10/16/23 Purchase - Interest 36265QAD8 1.00 1,104.58 85,756.78 10/16/23 10/16/23 Purchase - Interest 41285JAD0 1.00 715.42 86,472.20 10/16/23 10/16/23 Purchase - Interest 44933LAC7 1.00 10.32 86,482.52 10/16/23 10/16/23 Purchase - Interest 44935FAD6 1.00 42.27 86,524.79 10/16/23 10/16/23 Purchase - Interest 65480BAC1 1.00 48.06 86,572.85 10/16/23 10/16/23 Purchase - Interest 65480JAC4 1.00 520.33 87,093.18 10/16/23 10/16/23 Purchase - Interest 89190GAC1 1.00 38.15 87,131.33 10/16/23 10/16/23 Purchase - Interest 891940AC2 1.00 945.29 88,076.62 10/16/23 10/16/23 Purchase - Principal 3137EAEY1 1.00 325,203.13 413,279.75 10/16/23 10/16/23 Purchase - Principal 362554AC1 1.00 4,204.11 417,483.86 10/16/23 10/16/23 Purchase - Principal 14314QAC8 1.00 4,687.77 422,171.63 10/16/23 10/16/23 Purchase - Principal 65480BAC1 1.00 14,098.10 436,269.73 10/16/23 10/16/23 Purchase - Principal 44933LAC7 1.00 3,811.49 440,081.22 10/16/23 10/16/23 Purchase - Principal 89190GAC1 1.00 14,856.20 454,937.42 10/16/23 10/16/23 Purchase - Principal 44935FAD6 1.00 4,626.71 459,564.13 10/18/23 10/18/23 Purchase - Interest 43815QAC1 1.00 1,442.67 461,006.80 10/18/23 10/18/23 Purchase - Principal 91282CDV0 1.00 49,363.28 510,370.08 10/18/23 10/18/23 Purchase - Interest 91282CDV0 1.00 93.92 510,464.00 10/19/23 10/19/23 Purchase - Principal 91282CDV0 1.00 49,369.14 559,833.14 10/19/23 10/19/23 Purchase - Interest 91282CDV0 1.00 95.11 559,928.25

Page 33 ends

For the Month Ending October 31, 2023Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
10/19/23 10/19/23 Redemption - Interest 3137HAQ74 1.00 (1,185.00) 558,743.25 10/19/23 10/19/23 Redemption - Principal 3137HAQ74 1.00 (489,032.00) 69,711.25 10/20/23 10/20/23 Purchase - Interest 380144AD7 1.00 2.70 69,713.95 10/20/23 10/20/23 Purchase - Principal 380144AD7 1.00 7,905.67 77,619.62 10/23/23 10/23/23 Purchase - Interest 3135G03U5 1.00 1,093.75 78,713.37 10/23/23 10/23/23 Purchase - Interest 43815GAC3 1.00 62.86 78,776.23 10/23/23 10/23/23 Purchase - Principal 43815GAC3 1.00 5,489.25 84,265.48 10/25/23 10/25/23 Purchase - Interest 89115B6K1 1.00 25,130.00 109,395.48 10/25/23 10/25/23 Purchase - Interest 3136BQDE6 1.00 1,920.42 111,315.90 10/25/23 10/25/23 Purchase - Interest 3137BGK24 1.00 637.92 111,953.82 10/25/23 10/25/23 Purchase - Interest 3137BNGT5 1.00 629.06 112,582.88 10/25/23 10/25/23 Purchase - Interest 3137BSP72 1.00 1,215.96 113,798.84 10/25/23 10/25/23 Purchase - Interest 3137BTUM1 1.00 1,059.88 114,858.72 10/25/23 10/25/23 Purchase - Interest 3137BXQY1 1.00 1,477.67 116,336.39 10/25/23 10/25/23 Purchase - Interest 3137F1G44 1.00 1,486.38 117,822.77 10/25/23 10/25/23 Purchase - Interest 3137HACX2 1.00 2,208.71 120,031.48 10/25/23 10/25/23 Purchase - Interest 3137HAD45 1.00 1,749.87 121,781.35 10/25/23 10/25/23 Purchase - Interest 3137HAMH6 1.00 3,100.00 124,881.35 10/25/23 10/25/23 Purchase - Interest 3137HAMS2 1.00 2,000.00 126,881.35 10/25/23 10/25/23 Purchase - Principal 3137HAD45 1.00 262.21 127,143.56 10/25/23 10/25/23 Purchase - Principal 3137BGK24 1.00 2,763.47 129,907.03 10/25/23 10/25/23 IP Fees September 2023 1.00 (3,849.07) 126,057.96

Page 34 ends

For the Month Ending October 31, 2023Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
10/25/23 10/25/23 U.S. Bank Fees August 2023 1.00 (219.96) 125,838.00 10/26/23 10/26/23 Purchase - Interest 06406RAS6 1.00 525.00 126,363.00 10/30/23 10/30/23 Purchase - Interest 61746BDQ6 1.00 7,750.00 134,113.00 10/31/23 10/31/23 Purchase - Interest 91282CBW0 1.00 3,843.75 137,956.75 10/31/23 10/31/23 Purchase - Interest 91282CEN7 1.00 16,500.00 154,456.75 10/31/23 10/31/23 Purchase - Principal 912828YY0 1.00 240,009.77 394,466.52 10/31/23 10/31/23 Purchase - Interest 912828YY0 1.00 1,462.30 395,928.82 10/31/23 10/31/23 Redemption - Interest 3137HAST4 1.00 (1,515.63) 394,413.19 10/31/23 10/31/23 Redemption - Principal 3137HAST4 1.00 (363,043.88) 31,369.31 10/31/23 11/01/23 Accrual Income Div Reinvestment - Distributions 1.00 563.81 31,933.12 31,933.12
31,933.12
31,933.12
119,505.20
26,511.30

0.00 (34,822,141.88)
34,807,204.59
46,870.41
563.81
31,933.12

0.00 (1,605,730.02)
1,586,719.19
50,943.95
Monthly Distribution Yield
Average Monthly Balance
Closing Balance
Fiscal YTDMonth of
Cash Dividends and Income
Closing Balance
Check Disbursements
Redemptions (Excl. Checks)
Purchases
Opening Balance
Closing Balance
October January-October

5.56%

Page 35 ends
← All documents from this meeting