Attachment 1 - Investment Report for December 2023 — Lake Elsinore City Council, February 27, 2024

CITY OF LAKE ELSINORE

INVESTMENT REPORT

BANK DEPOSITS OUTSTANDING BOOK

CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE
Bank Accounts:

General Checking Account 4,553,042 $ 32,590 $ (3,257) $ 4,582,375 $ Cash On Hand:

Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 4,553,042 32,590 (3,257) 4,584,675

INVESTMENTS
Local Agency Investment Funds 43,522,208 - - 43,522,208 CAMP Investments:

CAMP Pool Account 116,773 - - 116,773 U.S. Treasury Bond / Note 21,307,464 - - 21,307,464 Supra-National Agency Bond / Note 634,530 - - 634,530 Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 6,985,576 - - 6,985,576 Federal Agency Bond / Note 2,963,905 - - 2,963,905 Corporate Note 12,345,942 - - 12,345,942 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,396,794 - - 5,396,794 Sub-total Investments 95,709,215 - - 95,709,215 Market Value Adjustment:

Unrealized Gain/(Loss) at 09/30/2023 (2,410,517) - - (2,410,517) Total Investments 93,298,697 - - 93,298,697 Total Pooled Cash and Investments 97,851,739 $ 32,590 $ (3,257) $ 97,883,372$ TOTAL POOLED CASH AND INVESTMENTS 97,883,372$
I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 28, 2022. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures.

Jason P. Simpson February 12, 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 DECEMBER 31, 2023

FUND NO FUND NAME AMOUNT
100 General 8,657,122 $
102 Measure Z 15,692,321
106 Affordable Housing In Lieu 759,168
107 Developer Agreement Revenue 180,106
108 American Rescue Plan 5,624,100
109 Road Maintenance and Rehabilitation (SB1) 834,838
110 State Gas Tax 286,318
112 Measure A 460,619
114 SB1186 CASP Education Program 60,888
116 City Hall-Public Works DIF 26,666
117 Community Center DIF 231,021
118 Lake Side Facility DIF 367,673
119 Animal Shelter DIF 43,774
121 T.R.I.P.-2014A 507
135 Lighting & Landscape Maintenance - Dist. No. 1 980,736 140 Geothermal 11,825
180 Launch Pointe 505,733
202 La Strada RBBD 24,118
203 E.L.S.P. - S.T.I.F. 3,401,033
205 Traffic Impact Fee 389,550
211 Storm Drain C.I.P. 3,147,375
221 Quimby Park C.I.P. 189,646
231 Library C.I.P. 1,361,413
232 City Fire Protection 695,919
300 Insurance Service 907,361
305 Information Systems Service 2,469,493
310 Support Service 33,151
320 Facilities Service 2,343,804
331 CFD 2006-1CC Summerly Improvement Area CC 2,453
335 CFD 2003-2E Canyon Hills Improvement Area E 4,533
337 CFD 2016-2 Canyon Hills 6,001
339 CFD 2006-1 IA-KK Summerly Improvement Area 4,813
345 CFD 2003-2 Improvement Area D, Canyon Hills 19,161
346 CFD 2014-1 Southshore 68,739
347 CFD 2006-1 Improvement Area A, Summerly 187
354 CFD 90-2 Tuscany Hills 6,887
361 CFD 2022-2 Lakeshore Improvement 10,104
362 CFD 2006-8S Running Deer Estates Services 21,520
363 CFD 2022-3 Lakeside 159
364 CFD 2023-2 Coastal Mission Trail Improvement 20,269

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 DECEMBER 31, 2023

FUND NO FUND NAME AMOUNT

C I T Y O F L A K E E L S I N O R E

POOLED CASH AND INVESTMENTS BY FUND
AS OF DECEMBER 31, 2023
366 CFD 2005-6 City Center Townhomes 6,223
368 CFD 2006-2 Viscaya 17,482
369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 23,605 370 CFD 2006-1 IA-HH Summerly Improvement 7,131
375 CFD 2006-4 Clurman 1,620
388 CFD 2007-6 Holiday Inn Express 365
390 CFD 2003-2 Area C Canyon Hills Improvement Area 3,000 500 Capital Improvement Plan 8,915,499
603 Endowment Trust - Carl Graves 60,628
604 Endowment Trust - Korn Memorial 33,981
605 Public Improvement Trust 1,730,477
606 Mobile Source Air Polution Reduction 67,799
608 Trust Deposit & Pre Paid Expense 1,567,654
617 Successor Agency Housing 29,260,615
620 Cost Recovery System 5,829,846
631 Lake Destratification Equipment Replacement 499,056 655 CFD 2015-1s Law, Fire, Paramedic Services 7,288
Total Pooled Cash & Investments 97,883,372$

MAXIMUM DIVERSIFICATION CURRENT

TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE
CAMP - Pooled Sweep Account Unlimited 0.12% 116,773 $
U.S. Treasury Bond / Note Unlimited 22.26% 21,307,464 $ Supra-National Agency Bond / Note 30% 0.66% 634,530 $
Municipal Bond / Note Unlimited 1.60% 1,536,023 $
Federal Agency Collaterized Mortgage Obligation 40% 7.30% 6,985,57 6$ Federal Agency Bond / Note Unlimited 3.10% (1) 2,963,905$ Corporate Note 30% 12.90% 12,345,942 $
Negotiable Certificates of Deposit 30% 0.94% 900,000 $
Asset-Backed Security / Collaterized Mortgage 20% 5.64% 5,396,794 $ LAIF (Local Agency Investment Funds) $150 Million 45.47% (2) 43,522,208$ TOTAL 100.00% 95,709, 215$
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 DECEMBER 31, 2023

Local Agency Investment Fund

Yield Purchase Date Maturity Rate

3.929% Daily 24-Hour
Investment Beginning Balance Net Increase/(Decrease) Ending Balance Total Investments Held with
Local Agency Investment Fund: 42,722,208$ 800,000 $ 43,522,208 $ Note:

Per California State Treasurer, LAIF Statute 16429.1: Separate accounts for each governmental unit shall be maintained.

C I T Y O F L A K E E L S I N O R E

LOCAL AGENCY INVESTMENT FUND

TRANSACTION SUMMARY
FOR THE MONTH ENDING DECEMBER 31, 2023
December 3.929
November 3.843
October 3.670
September 3.534
August 3.434
July 3.305**
LAIF Apportionment Rate(2): 4.00
LAIF Earnings Ratio(2): 0.00010932476863589
LAIF Administrative Cost(1)*: 0.29
PMIA Average Life(1): 230
LAIF Fair Value Factor(1): 0.993543131
PMIA Daily(1): 3.96
PMIA Quarter to Date(1): 3.81
Treasuries

61.22%
Agencies

21.44%
Certificates of
Deposit/Bank Notes

7.72%
Time
Deposits

3.34%
Commercial
Paper

5.71%
Corporate
Bonds

0.36%
Loans

0.21%
Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). *The percentage of administrative cost equals the total administrative cost divided by the quarterly interest earnings. The law provides that administrative costs are not to exceed 5% of quarterly EARNINGS of the fund. However, if the 13-week Daily Treasury Bill Rate on the last day of the fiscal year is below 1%, then administrative costs shall not exceed 8% of quarterly EARNINGS of the fund for the subsequent fiscal year. ** Revised
Source:
(1) State of California, Office of the Treasurer
(2) State of Calfiornia, Office of the Controller
PMIA Average Monthly
Effective Yields(1)
PMIA/LAIF Performance Report
as of 1/17/23
Daily rates are now available here. View PMIA Daily Rates Quarterly Performance
Quarter Ended 12/31/23
Chart does not include $2,164,000.00 in mortgages, which equatesto 0.001%. Percentages may not total 100% due to rounding.

Pooled Money Investment Account
Monthly Portfolio Composition (1)
12/31/23
$158.0 billion

CAMP
Investment Portfolio

For the Month Ending December 31, 2023Account Statement - Transaction Summary

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Opening Market Value
Purchases
Redemptions
Change in Value
Closing Market Value
1,186,908.99
973,788.96
(2,043,924.99)

0.00 $116,772.96
CAMP Pool
Unsettled Trades 0.00
1,159.20 Cash Dividends and Income
Opening Market Value
Purchases
Redemptions
Change in Value
Closing Market Value
50,202,511.39
1,764,082.01
(905,066.24)
705,630.88
$51,767,158.04
CAMP Managed Account
Unsettled Trades 0.00
56,373.47 Cash Dividends and Income
December 31, 2023 November 30, 2023
Asset Summary
CAMP Pool 116,772.96 1,186,908.99
CAMP Managed Account 51,767,158.04 50,202,511.39
$51,883,931.00 $51,389,420.38 Total
Asset Allocation

0.23%
CAMP Pool

99.77%
CAMP Managed
Account

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For the Month Ending December 31, 2023Managed Account Summary Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dividend
Closing Market Value
Redemptions
Purchases
Opening Market Value
Closing Market Value
Change in Current Value
Unsettled Trades
Principal Acquisitions
Principal Dispositions
Maturities/Calls
Opening Market Value
Closing Market Value
Opening Market Value
Account Total
Total Cash Basis Earnings
Plus Net Realized Gains/Losses
Less Purchased Interest Related to Interest/Coupons
Interest/Dividends/Coupons Received
Earnings Reconciliation (Cash Basis) - Managed Account
Dividends
Less Beginning Accrued Interest
Less Beginning Amortized Value of Securities
Less Cost of New Purchases
Plus Coupons/Dividends Received
Plus Proceeds of Maturities/Calls/Principal Payments
Plus Proceeds from Sales
Ending Accrued Interest
Ending Amortized Value of Securities
Earnings Reconciliation (Accrual Basis)
Reconciling Transactions
Net Cash Contribution
Security Purchases
Principal Payments
Coupon/Interest/Dividend Income
Sale Proceeds
Maturities/Calls
Cash Transactions Summary- Managed Account
$1,186,908.99
973,788.96
(2,043,924.99)
$116,772.96
1,159.20
$50,202,511.39
(349,440.26)
(555,625.98)
1,764,082.01

0.00 705,630.88
$51,767,158.04
$51,389,420.38
$51,883,931.00
68,188.52
(1,559.71)
(10,255.34)
$56,373.47
300,375.00
557,548.90
65,890.60
49,440.26
(2,039,851.65)
1,066,596.89

0.00 Managed Account Total
52,381,236.70 52,498,009.66
253,286.16
557,548.90
349,815.26
65,890.60
(1,765,418.97)
(51,506,038.48)
(201,788.04)

0.00 253,286.16
2,601,473.89
349,815.26
65,890.60
(2,739,207.93)
(52,692,947.47)
(201,788.04)
1,159.20
Total Accrual Basis Earnings $134,532.13 $135,691.33
Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance
$0.00 Closing Cash Balance

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For the Month Ending December 31, 2023
Portfolio Summary and Statistics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Account Summary
Percent Par Value Market ValueDescription
U.S. Treasury Bond / Note 22,675,000.00 21,432,937.28 41.32 Supra-National Agency Bond / Note 635,000.00 614,581.58 1.18 Municipal Bond / Note 1,535,000.00 1,470,816.10 2.83 Federal Agency Commercial
Mortgage-Backed Security
7,119,650.24 7,087,968.21 13.66
Federal Agency Bond / Note 2,975,000.00 2,792,702.03 5.38 Corporate Note 12,365,000.00 12,064,740.63 23.25
Certificate of Deposit 900,000.00 905,579.15 1.75
Asset-Backed Security 5,397,532.11 5,397,833.06 10.40 Managed Account Sub-Total 53,602,182.35 51,767,158.04 99.77% Accrued Interest 253,286.16
Total Portfolio 53,602,182.35 52,020,444.20
CAMP Pool 116,772.96 116,772.96 0.23
Total Investments 53,718,955.31 52,137,217.16 100.00%
Unsettled Trades 0.00 0.00
Sector Allocation

10.40%
ABS

1.75%
Cert of Deposit

23.25%
Corporate Note

5.38%
Fed Agy Bond /
Note

13.66%
Federal Agency
Commercial
Mortgage-Backed
Security

0.23%
Joint Powers
Authority

2.83%
Muni Bond / Note

1.18%
Supra-National
Agency Bond / Note

41.32%
US TSY Bond / Note
0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years

3.13% 3.60%

16.17%

35.66%

21.31% 20.13%

0.00%
Maturity Distribution Characteristics
Yield to Maturity at Cost
Yield to Maturity at Market
Weighted Average Days to Maturity 1064

3.49%

4.34%

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For the Month Ending December 31, 2023
Managed Account Issuer Summary

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Credit Quality (S&P Ratings)

4.55%
A

3.13%
A+

7.40%
A-

3.65%
AA

62.03%
AA+

3.55%
AA-

11.59%
AAA

0.23%
AAAm

1.45%
BBB+

2.42%
NR
Issuer Summary
Percentof HoldingsIssuer
Market Value
222,583.05 0.43 ABBOTT LABORATORIES
450,045.88 0.87 AMAZON.COM INC
966,691.42 1.86 AMERICAN EXPRESS CO
394,030.80 0.76 AMERICAN HONDA FINANCE
742,405.83 1.43 APPLE INC
790,898.79 1.52 BANK OF AMERICA CO
447,941.15 0.86 BERKSHIRE HATHAWAY INC
228,298.81 0.44 BMW FINANCIAL SERVICES NA LLC
368,560.88 0.71 BRISTOL-MYERS SQUIBB CO
79,352.60 0.15 CALIFORNIA STATE UNIVERSITY
116,772.96 0.23 CAMP Pool
734,001.45 1.41 CAPITAL ONE FINANCIAL CORP
250,190.30 0.48 CARMAX AUTO OWNER TRUST
207,993.83 0.40 CATERPILLAR INC
98,242.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 389,852.03 0.75 CHARLES SCHWAB
411,241.05 0.79 CHASE ISSURANCE
63,830.39 0.12 CINTAS CORPORATION NO. 2
780,822.75 1.50 CITIGROUP INC
384,516.00 0.74 DEERE & COMPANY
859,104.83 1.66 DISCOVER FINANCIAL SERVICES
1,812,644.94 3.49 FANNIE MAE
472,933.95 0.91 FEDERAL HOME LOAN BANKS
353,832.05 0.68 FIFTH THIRD AUTO TRUST
294,391.50 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 129,403.27 0.25 FORD CREDIT AUTO OWNER TRUST
7,595,091.35 14.65 FREDDIE MAC
220,957.65 0.43 GENERAL DYNAMICS CORP
333,118.10 0.64 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 396,079.60 0.76 GOLDMAN SACHS GROUP INC
169,586.32 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST
24,381.63 0.05 HOME DEPOT INC

Page 4 ends

For the Month Ending December 31, 2023Managed Account Issuer Summary

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Percentof HoldingsIssuer
Market Value
478,820.74 0.92 HONDA AUTO RECEIVABLES
75,160.63 0.14 HYUNDAI AUTO RECEIVABLES
222,493.28 0.43 IBM CORP
614,581.58 1.18 INTER-AMERICAN DEVELOPMENT BANK
479,085.50 0.92 JP MORGAN CHASE & CO
60,281.76 0.12 LOCKHEED MARTIN CORP
131,584.60 0.25 LOS ANGELES COMMUNITY COLLEGE DISTRICT 730,581.75 1.41 MICROSOFT CORP
397,572.00 0.77 MORGAN STANLEY
734,938.00 1.42 NATIONAL AUSTRALIA BANK LTD
383,307.65 0.74 NATIONAL RURAL UTILITIES CO FINANCE CORP 308,376.25 0.59 NEW YORK ST URBAN DEVELOPMENT CORP
269,407.81 0.52 NISSAN AUTO RECEIVABLES
446,945.85 0.86 NORDEA BANK ABP
169,285.73 0.33 PACCAR FINANCIAL CORP
399,574.80 0.77 PNC FINANCIAL SERVICES GROUP
397,900.49 0.77 ROCHE HOLDINGS INC
122,638.10 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT
202,548.00 0.39 STATE OF CALIFORNIA
58,998.60 0.11 STATE OF CONNECTICUT
94,005.00 0.18 STATE OF MINNESOTA
37,327.28 0.07 TARGET CORP
86,368.59 0.17 TEXAS INSTRUMENTS INC
648,464.13 1.25 THE BANK OF NEW YORK MELLON CORPORATION 390,472.00 0.75 THE WALT DISNEY CORPORATION
458,633.30 0.88 TORONTO-DOMINION BANK
752,268.24 1.45 TOYOTA MOTOR CORP
21,432,937.28 41.32 UNITED STATES TREASURY
208,299.60 0.40 UNITEDHEALTH GROUP INC
80,679.45 0.16 UNIVERSITY OF CALIFORNIA
220,595.85 0.43 USAA CAPITAL CORP
$51,883,931.00 Total 100.00%

Page 5 ends

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

US TREASURY NOTES
DTD 12/31/2019 1.750% 12/31/2024
48,523.44 50,781.65 2.40 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
140,859.38 148,974.26 1.03 147,093.75 04/05/2104/01/21AaaAA+ 150,000.00 912828ZW3 0.72

US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
69,386.71 73,039.91 95.81 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92

US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
716,996.06 764,805.06 990.04 756,109.37 01/06/2201/04/22AaaAA+ 775,000.00 91282CBW0 1.33

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
183,187.50 186,113.31 523.10 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
228,984.38 235,547.48 653.87 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
686,953.12 711,511.02 1,961.62 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
732,750.00 757,053.78 2,092.39 732,343.75 07/08/2207/05/22AaaAA+ 800,000.00 91282CCP4 2.84

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
824,343.75 849,690.71 2,353.94 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
824,343.75 847,598.81 2,353.94 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
236,406.25 234,425.01 645.60 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
921,984.38 924,443.09 2,517.86 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
1,985,812.50 1,993,617.56 5,423.08 1,954,066.41 12/07/2212/05/22AaaAA+ 2,100,000.00 912828U24 3.92

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
8,983,437.50 9,066,727.08 24,532.97 8,922,578.13 01/17/2301/13/23AaaAA+ 9,500,000.00 912828U24 3.72

Page 6 ends

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

US TREASURY NOTES
DTD 04/30/2022 2.750% 04/30/2027
1,154,625.00 1,164,988.74 5,620.88 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
360,058.58 364,301.77 4,315.56 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
576,093.72 569,759.13 6,904.89 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
768,124.96 756,540.01 9,206.52 746,531.25 03/06/2303/02/23AaaAA+ 800,000.00 91282CFB2 4.44

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
792,128.86 792,048.51 9,494.23 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97

US TREASURY NOTES
DTD 11/30/2022 3.875% 11/30/2027
1,197,937.44 1,184,404.05 4,065.57 1,184,109.38 12/05/2312/01/23AaaAA+ 1,200,000.00 91282CFZ9 4.24 83,755.30 21,432,937.28 21,676,370.94 3.59 21,307,463.89 22,675,000.00 Security Type Sub-Total Supra-National Agency Bond / Note

INTER-AMERICAN DEVEL BK NOTES
DTD 09/23/2021 0.500% 09/23/2024
614,581.58 634,885.95 864.31 634,530.10 09/23/2109/15/21AaaAAA 635,000.00 4581X0DZ8 0.52 864.31 614,581.58 634,885.95 0.52 634,530.10 635,000.00 Security Type Sub-Total Municipal Bond / Note

CT ST TXBL GO BONDS
DTD 06/11/2020 1.998% 07/01/2024
58,998.60 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
98,242.00 100,000.00 875.42 100,000.00 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
308,376.25 325,000.00 832.54 325,000.00 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
80,679.45 85,000.00 95.90 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88

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

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
61,727.25 65,143.72 408.85 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
80,720.25 85,176.25 534.65 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
151,944.00 160,000.00 1,006.40 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26

MN ST TXBL GO BONDS
DTD 08/25/2020 0.630% 08/01/2025
94,005.00 100,000.00 262.50 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63

SAN JUAN USD, CA TXBL GO BONDS
DTD 10/29/2020 0.852% 08/01/2025
122,638.10 130,000.00 461.50 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85

LOS ANGELES CCD, CA TXBL GO BONDS
DTD 11/10/2020 0.773% 08/01/2025
131,584.60 140,000.00 450.92 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77

CA ST UNIV TXBL REV BONDS
DTD 07/29/2021 0.862% 11/01/2025
79,352.60 85,000.00 122.12 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
202,548.00 200,000.00 3,230.67 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 8,880.87 1,470,816.10 1,535,319.97 1.58 1,536,023.10 1,535,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security
FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
241,470.71 248,791.42 628.74 258,607.89 03/25/2003/19/20AaaAA+ 246,403.24 3137BGK24 1.95 FHMS K054 A2
DTD 04/20/2016 2.745% 01/01/2026
265,159.80 266,617.63 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2
DTD 11/09/2016 2.653% 08/01/2026
525,101.46 531,905.53 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
368,373.42 369,815.34 1,058.30 367,752.63 05/24/2305/19/23AaaAA+ 379,432.02 3137BTUM1 4.31 FHMS K064 A2
DTD 05/15/2017 3.224% 03/01/2027
531,336.07 522,090.95 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98

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

FHLMC MULTIFAMILY STRUCTURED P
DTD 07/01/2017 3.243% 04/01/2027
530,852.51 530,375.63 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
405,352.19 399,996.83 1,619.33 399,996.80 12/14/2312/06/23AaaAA+ 400,000.00 3137HBC69 4.86 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
440,732.53 438,805.01 1,746.85 438,804.03 07/27/2307/19/23AaaAA+ 438,814.98 3137HAD45 4.78 FHMS K505 A2
DTD 07/01/2023 4.819% 06/01/2028
559,019.43 554,983.61 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
546,132.14 541,474.85 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
507,553.87 489,440.69 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
809,248.43 788,806.98 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
382,526.16 363,410.25 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
509,185.98 494,301.33 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
185,097.21 179,490.12 760.35 179,479.62 11/21/2311/14/23AaaAA+ 180,000.00 3137HB3D4 5.14 FHMS K511 A2
DTD 12/01/2023 4.860% 10/01/2028
280,826.30 274,219.71 1,113.75 274,209.93 12/07/2311/28/23AaaAA+ 275,000.00 3137HB3G7 4.93 24,456.15 7,087,968.21 6,994,525.88 4.69 6,985,576.07 7,119,650.24 Security Type Sub-Total Federal Agency Bond / Note

FEDERAL HOME LOAN BANK NOTES
DTD 04/16/2020 0.500% 04/14/2025
332,520.30 349,553.63 374.31 348,264.00 04/16/2004/15/20AaaAA+ 350,000.00 3130AJHU6 0.60

Page 9 ends

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

FANNIE MAE NOTES
DTD 04/24/2020 0.625% 04/22/2025
332,732.05 349,811.45 419.27 349,279.00 04/24/2004/22/20AaaAA+ 350,000.00 3135G03U5 0.67

FREDDIE MAC NOTES
DTD 07/23/2020 0.375% 07/21/2025
399,351.68 424,342.07 708.33 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48

FANNIE MAE NOTES
DTD 08/27/2020 0.375% 08/25/2025
327,743.50 349,459.39 459.38 348,362.00 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
140,413.65 149,848.60 182.81 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44

FREDDIE MAC NOTES
DTD 09/25/2020 0.375% 09/23/2025
653,903.60 699,271.10 714.58 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44

FANNIE MAE NOTES
DTD 11/12/2020 0.500% 11/07/2025
606,037.25 649,136.16 487.50 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 3,346.18 2,792,702.03 2,971,422.40 0.52 2,963,904.50 2,975,000.00 Security Type Sub-Total Corporate Note

PNC BANK NA CORP NOTES (CALLABLE)
DTD 01/23/2019 3.500% 01/23/2024
399,574.80 400,000.00 6,144.44 402,848.00 02/15/1902/12/19A3A- 400,000.00 693475AV7 3.34

CHARLES SCHWAB CORP NOTES
(CALLABLE)
DTD 03/18/2021 0.750% 03/18/2024
103,883.33 104,996.31 225.31 104,947.50 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
206,645.25 209,976.22 189.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54

MORGAN STANLEY CORP NOTES
DTD 04/28/2014 3.875% 04/29/2024
397,572.00 401,565.44 2,669.44 422,916.00 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
394,030.80 399,804.78 106.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51

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

GOLDMAN SACHS GROUP INC (CALLABLE)
BONDS
DTD 07/08/2014 3.850% 07/08/2024
396,079.60 401,053.63 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
68,080.18 69,998.71 202.71 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75

WALT DISNEY COMPANY/THE (CALLABLE)
DTD 09/06/2019 1.750% 08/30/2024
390,472.00 399,783.00 2,352.78 398,368.00 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
169,285.73 177,032.98 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
77,427.60 79,968.45 585.00 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
397,900.49 410,000.00 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
24,381.63 24,981.54 142.50 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
63,830.39 64,993.65 373.75 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
220,595.85 224,666.13 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
220,957.65 232,443.47 1,006.25 252,247.50 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
309,543.57 315,000.00 216.30 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82

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

AMAZON INC CORP NOTES (CALLABLE)
DTD 06/03/2020 0.800% 06/03/2025
450,045.88 474,933.77 295.56 474,767.25 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
245,772.50 250,000.00 534.72 250,000.00 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
48,968.05 49,993.70 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
222,493.28 225,000.00 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
222,185.03 235,209.68 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
222,583.05 235,134.20 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
216,295.43 225,000.00 239.06 225,000.00 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
169,541.93 175,000.00 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
208,299.60 224,814.13 330.63 224,608.50 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
160,218.63 174,972.51 844.62 174,947.50 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
207,993.83 224,311.76 1,838.13 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81

Page 12 ends

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

TARGET CORP CORP NOTES (CALLABLE)
DTD 01/24/2022 1.950% 01/15/2027
37,327.28 39,958.46 359.67 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
441,818.88 474,351.92 4,192.53 473,945.50 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
730,581.75 727,664.49 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
280,753.50 282,470.83 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
447,941.15 469,288.95 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
285,968.70 288,072.75 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
489,165.50 490,859.56 1,193.19 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50

APPLE INC (CALLABLE) BONDS
DTD 09/12/2017 2.900% 09/12/2027
742,405.83 747,938.40 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
379,230.38 376,050.55 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
334,339.60 332,785.82 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
86,368.59 86,769.83 1,477.11 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04

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

BRISTOL-MYERS SQUIBB CO CORP NOTES
(CALL
DTD 07/15/2020 3.900% 02/20/2028
368,560.88 360,989.77 5,321.88 358,263.75 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
60,281.76 59,905.14 341.17 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
384,516.00 377,612.58 8,610.94 377,865.00 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
780,822.75 746,438.29 11,122.42 746,280.00 10/04/2310/02/23Aa3A+ 750,000.00 17325FBB3 5.92 113,128.89 12,064,740.63 12,271,791.40 3.13 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
458,633.30 450,000.00 4,760.00 450,000.00 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
446,945.85 450,000.00 4,009.25 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 8,769.25 905,579.15 900,000.00 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
21,394.07 21,689.28 3.66 21,687.89 04/28/2104/20/21NRAAA 21,690.17 44933LAC7 0.38 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
130,387.22 133,304.43 19.55 133,303.10 06/23/2106/15/21AaaAAA 133,305.37 65480BAC1 0.33 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
129,378.38 132,369.78 15.30 132,361.56 06/14/2106/08/21NRAAA 132,375.83 89190GAC1 0.26

Page 14 ends

For the Month Ending December 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
67,579.09 69,647.95 17.03 69,640.53 11/24/2111/16/21AaaNR 69,655.21 43815GAC3 0.89 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
43,051.23 44,023.22 10.18 44,017.91 04/21/2104/13/21NRAAA 44,027.41 14314QAC8 0.52 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
53,766.56 55,234.63 18.17 55,228.80 11/17/2111/09/21NRAAA 55,241.14 44935FAD6 0.75 DCENT 2021-A1 A1
DTD 09/27/2021 0.580% 09/15/2026
188,543.45 194,977.26 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
59,216.83 61,236.11 17.35 61,235.41 10/21/2110/13/21AaaAAA 61,236.98 362554AC1 0.68 CARMX 2022-3 A3
DTD 07/20/2022 3.970% 04/15/2027
207,139.07 209,996.56 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3
DTD 09/28/2022 4.460% 05/17/2027
139,020.59 139,978.91 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3
DTD 10/12/2022 4.820% 08/16/2027
273,901.27 274,966.29 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3
DTD 01/30/2023 4.630% 09/15/2027
243,659.48 244,999.90 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A
DTD 11/03/2022 4.950% 10/15/2027
246,024.61 244,970.58 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3
DTD 02/23/2023 5.050% 12/15/2027
169,586.32 169,985.92 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3
DTD 03/31/2023 4.650% 02/15/2028
129,403.27 129,988.54 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3
DTD 08/22/2023 5.410% 02/18/2028
324,447.46 319,939.33 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42 DCENT 2023-A1 A
DTD 04/11/2023 4.310% 03/15/2028
317,760.99 319,984.17 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31

Page 15 ends

For the Month Ending December 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
170,556.34 169,965.78 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
191,464.35 189,985.03 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A
DTD 05/24/2023 4.420% 05/15/2028
487,976.84 489,901.36 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A
DTD 06/28/2023 4.930% 06/15/2028
352,800.39 349,957.59 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 HAROT 2023-4 A3
DTD 11/08/2023 5.670% 06/21/2028
86,794.19 84,985.45 133.88 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
353,832.05 349,979.86 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A
DTD 09/15/2023 5.160% 09/15/2028
411,241.05 404,893.60 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A
DTD 09/19/2023 5.230% 09/15/2028
417,045.97 409,982.59 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 BACCT 2023-A2 A2
DTD 12/14/2023 4.980% 11/15/2028
181,861.99 179,976.04 423.30 179,975.83 12/14/2312/07/23AaaNR 180,000.00 05522RDH8 4.98 10,085.21 5,397,833.06 5,396,920.16 4.33 5,396,794.25 5,397,532.11 Security Type Sub-Total 53,602,182.35 52,070,233.46 3.49 253,286.16 52,381,236.70 51,767,158.04 Managed Account Sub-Total Joint Powers Authority
CAMP Pool 116,772.96 116,772.96 0.00 116,772.96 NRAAAm 116,772.96 116,772.96 116,772.96 0.00 116,772.96 116,772.96 Liquid Sub-Total

Page 16 ends

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

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
$53,718,955.31 $52,187,006.42 $253,286.16 $52,498,009.66 $51,883,931.00 3.49% $52,137,217.16
$253,286.16
Total Investments
Accrued Interest
Securities Sub-Total

Page 17 ends

For the Month Ending December 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
(2,258.21)(4,917.97) 48,523.44 97.05 WELLS_F 50,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024

4.81 0.99
(8,114.88)(6,234.37) 140,859.38 93.91 GOLDMAN 150,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025

4.50 1.50
(3,653.20)(2,071.30) 69,386.71 92.52 BMO 75,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026

4.15 2.32
(47,809.00)(39,113.31) 716,996.06 92.52 CITIGRP 775,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026

4.15 2.32
(2,925.81) 4,179.69 183,187.50 91.59 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.09 2.57
(6,563.10) 2,734.38 228,984.38 91.59 HSBC 250,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.09 2.57
(24,557.90)(3,515.63) 686,953.12 91.59 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.09 2.57
(24,303.78) 406.25 732,750.00 91.59 HSBC 800,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.09 2.57
(25,346.96) 5,308.59 824,343.75 91.59 MERRILL 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.09 2.57
(23,255.06) 4,781.25 824,343.75 91.59 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.09 2.57
1,981.24 8,261.72 236,406.25 94.56 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.02 2.80
(2,458.71) 14,891.61 921,984.38 94.56 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.02 2.80
(7,805.06) 31,746.09 1,985,812.50 94.56 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.02 2.80
(83,289.58) 60,859.37 8,983,437.50 94.56 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.02 2.80
(10,363.74)(796.88) 1,154,625.00 96.22 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027

3.97 3.20
(4,243.19)(2,270.52) 360,058.58 96.02 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

3.95 3.40
6,334.59 10,453.09 576,093.72 96.02 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

3.95 3.40

Page 18 ends

For the Month Ending December 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
11,584.95 21,593.71 768,124.96 96.02 BMO 800,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

3.95 3.40

80.35 5,349.56 792,128.86 96.02 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

3.95 3.40
13,533.39 13,828.06 1,197,937.44 99.83 HSBC 1,200,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027

3.92 3.66
125,473.39 4.02 (243,433.66) 21,432,937.28 22,675,000.00 Security Type Sub-Total 2.87 Supra-National Agency Bond / Note
(20,304.37)(19,948.52) 614,581.58 96.78 JPM_CHA 635,000.00 4581X0DZ8INTER-AMERICAN DEVEL BK NOTES DTD 09/23/2021 0.500% 09/23/2024

5.04 0.73
(19,948.52) 5.04 (20,304.37) 614,581.58 635,000.00 Security Type Sub-Total 0.73 Municipal Bond / Note
(1,001.40)(1,001.40) 58,998.60 98.33 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024

5.41 0.50
(1,758.00)(1,758.00) 98,242.00 98.24 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024

5.18 0.58
(16,623.75)(16,623.75) 308,376.25 94.89 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025

5.29 1.20
(4,320.55)(4,320.55) 80,679.45 94.92 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025

4.74 1.29
(3,416.47)(3,732.30) 61,727.25 94.97 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

4.77 1.49
(4,456.00)(4,843.30) 80,720.25 94.97 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

4.77 1.49
(8,056.00)(8,056.00) 151,944.00 94.97 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

4.77 1.49
(5,995.00)(5,995.00) 94,005.00 94.01 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025

4.59 1.58
(7,361.90)(7,361.90) 122,638.10 94.34 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025

4.59 1.58

Page 19 ends

For the Month Ending December 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
(8,415.40)(8,415.40) 131,584.60 93.99 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025

4.75 1.58
(5,647.40)(5,647.40) 79,352.60 93.36 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025

4.68 1.83
2,548.00 2,548.00 202,548.00 101.27 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027

4.41 2.94
(65,207.00) 4.85 (64,503.87) 1,470,816.10 1,535,000.00 Security Type Sub-Total 1.56 Federal Agency Commercial Mortgage-Backed Security
(7,320.71)(17,137.18) 241,470.71 98.00 CITIGRP 246,403.24 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024

5.30 0.88
(1,457.83) 1,546.52 265,159.80 96.42 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026

4.62 1.84
(6,804.07)(1,738.38) 525,101.46 95.47 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026

4.51 2.45
(1,441.92) 620.79 368,373.42 97.09 CITIGRP 379,432.02 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026

4.44 2.55
9,245.12 12,531.38 531,336.07 96.61 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027

4.37 2.85
476.88 3,819.31 530,852.51 96.52 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027

4.39 2.99
5,355.36 5,355.39 405,352.19 101.34 JPM_CHA 400,000.00 3137HBC69FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028

4.52 3.91
1,927.52 1,928.50 440,732.53 100.44 JPM_CHA 438,814.98 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028

4.67 3.10
4,035.82 3,526.03 559,019.43 101.64 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028

4.41 3.86
4,657.29 5,456.36 546,132.14 99.30 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028

4.36 4.02
18,113.18 18,521.87 507,553.87 101.51 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028

4.38 4.02
20,441.45 21,082.83 809,248.43 101.16 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028

4.37 4.00

Page 20 ends

For the Month Ending December 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
19,115.91 19,482.28 382,526.16 102.01 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028

4.37 4.09
14,884.65 15,162.48 509,185.98 101.84 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028

4.36 4.05
5,607.09 5,617.59 185,097.21 102.83 JPM_CHA 180,000.00 3137HB3D4FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028

4.41 4.10
6,606.59 6,616.37 280,826.30 102.12 MERRILL 275,000.00 3137HB3G7FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028

4.37 4.15
102,392.14 4.46 93,442.33 7,087,968.21 7,119,650.24 Security Type Sub-Total 3.41 Federal Agency Bond / Note
(17,033.33)(15,743.70) 332,520.30 95.01 CITIGRP 350,000.00 3130AJHU6FEDERAL HOME LOAN BANK NOTES DTD 04/16/2020 0.500% 04/14/2025

4.53 1.29
(17,079.40)(16,546.95) 332,732.05 95.07 CITIGRP 350,000.00 3135G03U5FANNIE MAE NOTES DTD 04/24/2020 0.625% 04/22/2025

4.54 1.31
(24,990.39)(23,531.82) 399,351.68 93.97 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025

4.43 1.56
(21,715.89)(20,618.50) 327,743.50 93.64 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025

4.41 1.65
(9,434.95)(9,136.35) 140,413.65 93.61 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025

4.37 1.67
(45,367.50)(43,989.40) 653,903.60 93.41 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025

4.37 1.73
(43,098.91)(41,635.75) 606,037.25 93.24 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025

4.34 1.85
(171,202.47) 4.42 (178,720.37) 2,792,702.03 2,975,000.00 Security Type Sub-Total 1.62 Corporate Note
(425.20)(3,273.20) 399,574.80 99.89 CITIGRP 400,000.00 693475AV7PNC BANK NA CORP NOTES (CALLABLE) DTD 01/23/2019 3.500% 01/23/2024

5.09 0.07

Page 21 ends

For the Month Ending December 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
(1,112.98)(1,064.17) 103,883.33 98.94 02/18/24CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE)
DTD 03/18/2021 0.750% 03/18/2024

5.71 0.14
(3,330.97)(3,130.05) 206,645.25 98.40 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE)
DTD 04/26/2021 0.500% 04/26/2024

5.54 0.25
(3,993.44)(25,344.00) 397,572.00 99.39 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024

5.71 0.34
(5,773.98)(3,985.20) 394,030.80 98.51 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024

5.52 0.49
(4,974.03)(22,552.40) 396,079.60 99.02 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS
DTD 07/08/2014 3.850% 07/08/2024

5.78 0.27
(1,918.53)(1,913.52) 68,080.18 97.26 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024

5.33 0.62
(9,311.00)(7,896.00) 390,472.00 97.62 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024

5.43 0.58
(7,747.25)(13,608.52) 169,285.73 96.73 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES
DTD 02/06/2020 1.800% 02/06/2025

4.88 1.09
(2,540.85)(2,491.60) 77,427.60 96.78 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE
DTD 03/04/2022 2.250% 03/04/2025

5.09 1.07
(12,099.51)(12,099.51) 397,900.49 97.05 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE)

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

4.70 1.10
(599.91)(574.62) 24,381.63 97.53 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE
DTD 03/28/2022 2.700% 04/15/2025

4.69 1.19
(1,163.26)(1,155.31) 63,830.39 98.20 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL
DTD 05/03/2022 3.450% 05/01/2025

4.85 1.23
(4,070.28)(3,668.40) 220,595.85 98.04 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025

4.90 1.31

Page 22 ends

For the Month Ending December 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
(11,485.82)(31,289.85) 220,957.65 98.20 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE)

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

4.86 1.19
(5,456.43)(5,456.43) 309,543.57 98.27 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE
DTD 06/01/2021 0.824% 06/01/2025

2.07 0.42
(24,887.89)(24,721.37) 450,045.88 94.75 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025

4.65 1.34
(4,227.50)(4,227.50) 245,772.50 98.31 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES
DTD 06/09/2022 3.500% 06/09/2025

4.73 1.42
(1,025.65)(1,018.45) 48,968.05 97.94 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES
DTD 05/04/2022 3.450% 06/15/2025

4.93 1.44
(2,506.72)(2,506.72) 222,493.28 98.89 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025

4.74 1.52
(13,024.65)(34,733.47) 222,185.03 98.75 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025

4.70 1.53
(12,551.15)(35,262.45) 222,583.05 98.93 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE

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

4.53 1.42
(8,704.57)(8,704.57) 216,295.43 96.13 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE)
DTD 12/06/2021 1.530% 12/06/2025

3.62 0.93
(5,458.07)(5,458.07) 169,541.93 96.88 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE
DTD 02/24/2022 2.595% 02/24/2026

4.12 1.13
(16,514.53)(16,308.90) 208,299.60 92.58 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR
DTD 05/19/2021 1.150% 05/15/2026

4.48 2.27
(14,753.88)(14,728.87) 160,218.63 91.55 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE)

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

4.72 2.49

Page 23 ends

For the Month Ending December 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
(16,317.93)(15,869.92) 207,993.83 92.44 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES
DTD 01/10/2022 1.700% 01/08/2027

4.40 2.93
(2,631.18)(2,604.72) 37,327.28 93.32 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027

4.32 2.86
(32,533.04)(32,126.62) 441,818.88 93.01 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR
DTD 01/26/2022 2.050% 01/26/2027

4.51 2.89
2,917.26 8,639.25 730,581.75 97.41 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE)
DTD 02/06/2017 3.300% 02/06/2027

4.20 2.71
(1,717.33) 3,550.50 280,753.50 93.58 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE
DTD 03/04/2022 2.550% 03/04/2027

4.75 2.96
(21,347.80)(18,147.85) 447,941.15 94.30 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE)
DTD 03/15/2022 2.300% 03/15/2027

4.22 3.01
(2,104.05) 1,043.70 285,968.70 95.32 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE)
DTD 09/24/2021 3.300% 04/01/2027

4.87 2.86
(1,694.06) 840.50 489,165.50 97.83 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES
DTD 06/09/2022 3.905% 06/09/2027

4.59 3.25
(5,532.57) 1,343.08 742,405.83 95.79 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027

4.14 3.28
3,179.83 2,947.88 379,230.38 101.13 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP

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

4.32 3.65
1,553.78 5,150.60 334,339.60 95.53 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL
DTD 02/07/2018 3.400% 02/07/2028

4.61 3.59
(401.24)(674.81) 86,368.59 101.61 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL
DTD 11/18/2022 4.600% 02/15/2028

4.17 3.68

Page 24 ends

For the Month Ending December 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
7,571.11 10,297.13 368,560.88 98.28 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL
DTD 07/15/2020 3.900% 02/20/2028

4.36 3.59
376.62 389.76 60,281.76 100.47 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE)
DTD 05/25/2023 4.450% 05/15/2028

4.33 3.94
6,903.42 6,651.00 384,516.00 102.54 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES
DTD 07/14/2023 4.950% 07/14/2028

4.33 4.04
34,384.46 34,542.75 780,822.75 104.11 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028

4.82 4.11
(281,200.92) 4.64 (207,050.77) 12,064,740.63 12,365,000.00 Security Type Sub-Total 2.14 Certificate of Deposit
8,633.30 8,633.30 458,633.30 101.92 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS
DTD 10/31/2022 5.600% 10/27/2025

4.43 1.79
(3,054.15)(3,054.15) 446,945.85 99.32 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS
DTD 11/03/2022 5.530% 11/03/2025

5.92 1.76
5,579.15 5.17 5,579.15 905,579.15 900,000.00 Security Type Sub-Total 1.78 Asset-Backed Security
(295.21)(293.82) 21,394.07 98.63 BARCLAY 21,690.17 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025

1.19 0.25
(2,917.21)(2,915.88) 130,387.22 97.81 MITSU 133,305.37 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025

1.57 0.39
(2,991.40)(2,983.18) 129,378.38 97.74 CITIGRP 132,375.83 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025

1.48 0.36
(2,068.86)(2,061.44) 67,579.09 97.02 MERRILL 69,655.21 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026

2.36 0.60

Page 25 ends

For the Month Ending December 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
(971.99)(966.68) 43,051.23 97.78 MERRILL 44,027.41 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026

1.58 0.37
(1,468.07)(1,462.24) 53,766.56 97.33 SMBC 55,241.14 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026

1.89 0.52
(6,433.81)(6,414.80) 188,543.45 96.69 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026

1.83 0.68
(2,019.28)(2,018.58) 59,216.83 96.70 JPM_CHA 61,236.98 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026

1.93 0.63
(2,857.49)(2,855.97) 207,139.07 98.64 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027

4.42 1.02
(958.32)(950.44) 139,020.59 99.30 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027

4.68 1.31
(1,065.02)(1,053.66) 273,901.27 99.60 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027

4.94 1.22
(1,340.42)(1,340.40) 243,659.48 99.45 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027

4.79 1.43
1,054.03 1,063.05 246,024.61 100.42 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027

4.83 1.66
(399.60)(396.56) 169,586.32 99.76 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027

5.12 1.50
(585.27)(583.17) 129,403.27 99.54 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028

4.77 1.65
4,508.13 4,513.44 324,447.46 101.39 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028

5.04 1.87
(2,223.18)(2,220.45) 317,760.99 99.30 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028

4.49 2.04
590.56 594.83 170,556.34 100.33 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028

4.71 2.18
1,479.32 1,481.20 191,464.35 100.77 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028

4.67 2.18
(1,924.52)(1,910.80) 487,976.84 99.59 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028

4.52 2.19
2,842.80 2,847.67 352,800.39 100.80 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028

4.73 2.25

Page 26 ends

For the Month Ending December 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
1,808.74 1,809.16 86,794.19 102.11 JPM_CHA 85,000.00 438123AC5HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028

5.14 2.15
3,852.19 3,853.75 353,832.05 101.09 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028

5.26 1.93
6,347.45 6,353.32 411,241.05 101.54 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028

4.79 2.46
7,063.38 7,064.30 417,045.97 101.72 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028

4.82 2.46
1,885.95 1,886.16 181,861.99 101.03 MERRILL 180,000.00 05522RDH8BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028

4.74 4.33
1,038.81 4.40 912.90 5,397,833.06 5,397,532.11 Security Type Sub-Total 1.83 53,602,182.35 51,767,158.04 (303,075.42) (614,078.66) 4.34 Managed Account Sub-Total 2.52 Joint Powers Authority

0.00 0.00 116,772.96 1.00 116,772.96 CAMP Pool 0.00 116,772.96 116,772.96 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $52,137,217.16
$253,286.16
$51,883,931.00
Accrued Interest
Securities Sub-Total $53,718,955.31 ($303,075.42) ($614,078.66) 4.34% 2.52

Page 27 ends

For the Month Ending December 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
12/07/23 FHMS K511 A2
DTD 12/01/2023 4.860% 10/01/2028
3137HB3G7 (274,209.93) (222.75) (274,432.68) 275,000.00 11/28/23 12/05/23 US TREASURY NOTES
DTD 11/30/2022 3.875% 11/30/2027
91282CFZ9 (1,184,109.38) (635.25) (1,184,744.63) 1,200,000.00 12/01/23 12/14/23 FHMS KJ48 A1
DTD 12/01/2023 4.858% 05/01/2028
3137HBC69 (399,996.80) (701.71) (400,698.51) 400,000.00 12/06/23 12/14/23 BACCT 2023-A2 A2
DTD 12/14/2023 4.980% 11/15/2028
05522RDH8 (179,975.83) 0.00 (179,975.83) 180,000.00 12/07/23 (1,559.71) (2,039,851.65)(2,038,291.94) 2,055,000.00 Transaction Type Sub-Total

INTEREST
12/01/23 JPMORGAN CHASE & CO (CALLABLE)

CORP NOTE
DTD 06/01/2021 0.824% 06/01/2025
46647PCH7 0.00 1,297.80 1,297.80 315,000.00 12/01/23 12/25/23 FHMS K505 A2
DTD 07/01/2023 4.819% 06/01/2028
3137HACX2 0.00 2,208.71 2,208.71 550,000.00 12/01/23 12/25/23 FHMS K507 A2
DTD 09/01/2023 4.800% 09/01/2028
3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 12/01/23 12/25/23 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 12/01/23 12/25/23 FHMS K508 A2
DTD 10/01/2023 4.740% 08/01/2028
3137HAQ74 0.00 1,975.00 1,975.00 500,000.00 12/01/23 12/25/23 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
3137BTUM1 0.00 1,059.88 1,059.88 380,000.00 12/01/23 12/25/23 FHMS K054 A2
DTD 04/20/2016 2.745% 01/01/2026
3137BNGT5 0.00 629.06 629.06 275,000.00 12/01/23
12/25/23 FHMS K509 A2
DTD 10/01/2023 4.850% 09/01/2028
3137HAST4 0.00 1,515.63 1,515.63 375,000.00 12/01/23 12/25/23 FHMS K064 A2
DTD 05/15/2017 3.224% 03/01/2027
3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 12/01/23 12/25/23 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
3137HAD45 0.00 1,747.94 1,747.94 439,089.13 12/01/23 12/25/23 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 12/01/23

Page 28 ends

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

INTEREST
12/25/23 FHMS K058 A2
DTD 11/09/2016 2.653% 08/01/2026
3137BSP72 0.00 1,215.96 1,215.96 550,000.00 12/01/23 12/25/23 FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
3137BGK24 0.00 629.83 629.83 246,832.58 12/01/23
12/25/23 FHMS K510 A2
DTD 11/01/2023 5.069% 10/01/2028
3137HB3D4 0.00 760.35 760.35 180,000.00 12/01/23
12/25/23 FHMS K506 A2
DTD 09/01/2023 4.650% 08/01/2028
3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 12/01/23 12/03/23 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 12/03/23 12/06/23 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 12/06/23 12/09/23 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 12/09/23 12/09/23 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 12/09/23 12/15/23 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 12/15/23 12/15/23 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
89190GAC1 0.00 31.73 31.73 146,429.92 12/15/23
12/15/23 BACCT 2023-A1 A1
DTD 06/16/2023 4.790% 05/15/2028
05522RDG0 0.00 678.58 678.58 170,000.00 12/15/23
12/15/23 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 12/15/23
12/15/23 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 12/15/23 12/15/23 FORDO 2023-A A3
DTD 03/31/2023 4.650% 02/15/2028
344928AD8 0.00 503.75 503.75 130,000.00 12/15/23
12/15/23 HDMOT 2023-A A3
DTD 02/23/2023 5.050% 12/15/2027
41285JAD0 0.00 715.42 715.42 170,000.00 12/15/23

Page 29 ends

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

INTEREST
12/15/23 AMXCA 2023-3 A
DTD 09/19/2023 5.230% 09/15/2028
02582JKD1 0.00 1,786.92 1,786.92 410,000.00 12/15/23 12/15/23 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 12/15/23 12/15/23 HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 0.00 7.96 7.96 25,148.51 12/15/23
12/15/23 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 12/15/23 12/15/23 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 12/15/23 12/15/23 CARMX 2022-3 A3
DTD 07/20/2022 3.970% 04/15/2027
14318MAD1 0.00 694.75 694.75 210,000.00 12/15/23
12/15/23 DCENT 2021-A1 A1
DTD 09/27/2021 0.580% 09/15/2026
254683CP8 0.00 94.25 94.25 195,000.00 12/15/23
12/15/23 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
65480BAC1 0.00 40.26 40.26 146,397.68 12/15/23
12/15/23 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 0.00 36.67 36.67 59,471.73 12/15/23
12/15/23 NAROT 2022-B A3
DTD 09/28/2022 4.460% 05/17/2027
65480JAC4 0.00 520.33 520.33 140,000.00 12/15/23
12/15/23 TAOT 2023-A A3
DTD 01/30/2023 4.630% 09/15/2027
891940AC2 0.00 945.29 945.29 245,000.00 12/15/23
12/15/23 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 0.00 20.96 20.96 48,380.22 12/15/23
12/15/23 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 12/15/23 12/15/23 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
02582JJZ4 0.00 771.08 771.08 190,000.00 12/15/23
12/16/23 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 12/16/23 12/16/23 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
362554AC1 0.00 36.88 36.88 65,083.25 12/16/23
12/18/23 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 12/18/23

Page 30 ends

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

INTEREST
12/21/23 HAROT 2023-4 A3
DTD 11/08/2023 5.670% 06/21/2028
438123AC5 0.00 575.66 575.66 85,000.00 12/21/23
12/21/23 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 0.00 54.85 54.85 74,789.59 12/21/23
12/27/23 AMERICAN HONDA FINANCE CORP
NOTE
DTD 06/27/2019 2.400% 06/27/2024
02665WCZ2 0.00 4,800.00 4,800.00 400,000.00 12/27/23 12/31/23 US TREASURY NOTES
DTD 06/30/2020 0.250% 06/30/2025
912828ZW3 0.00 187.50 187.50 150,000.00 12/31/23
12/31/23 US TREASURY NOTES
DTD 12/31/2019 1.750% 12/31/2024
912828YY0 0.00 437.50 437.50 50,000.00 12/31/23
65,890.60 65,890.60 0.00 14,126,622.61 Transaction Type Sub-Total

MATURITY
12/04/23 FREDDIE MAC NOTES
DTD 12/04/2020 0.250% 12/04/2023
3137EAFA2 300,000.00 375.00 300,375.00 297.00 0.00 300,000.00 12/04/23 375.00 0.00 297.00 300,375.00 300,000.00 300,000.00 Transaction Type Sub-Total

PAYDOWNS
12/25/23 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
3137BTUM1 567.98 0.00 567.98 17.48 0.00 567.98 12/01/23 12/25/23 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
3137HAD45 274.15 0.00 274.15 0.01 0.00 274.15 12/01/23 12/25/23 FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
3137BGK24 429.34 0.00 429.34 (21.27) 0.00 429.34 12/01/23 12/15/23 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 4,352.81 0.00 4,352.81 0.94 0.00 4,352.81 12/15/23 12/15/23 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
89190GAC1 14,054.09 0.00 14,054.09 1.51 0.00 14,054.09 12/15/23 12/15/23 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 4,230.59 0.00 4,230.59 0.94 0.00 4,230.59 12/15/23 12/15/23 HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 3,458.34 0.00 3,458.34 0.36 0.00 3,458.34 12/15/23

Page 31 ends

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

PAYDOWNS
12/15/23 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
65480BAC1 13,092.31 0.00 13,092.31 0.22 0.00 13,092.31 12/15/23 12/16/23 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
362554AC1 3,846.27 0.00 3,846.27 0.10 0.00 3,846.27 12/16/23 12/21/23 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 5,134.38 0.00 5,134.38 1.08 0.00 5,134.38 12/21/23

0.00 0.00 1.37 49,440.26 49,440.26 49,440.26 Transaction Type Sub-Total SELL
12/14/23 US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
91282CBW0 160,692.38 158.65 160,851.03 (10,042.00) (11,956.79) FIFO 175,000.00 12/07/23 12/14/23 US TREASURY NOTES
DTD 12/31/2019 1.750% 12/31/2024
912828YY0 96,691.41 794.16 97,485.57 (10,191.40) (4,948.99) FIFO 100,000.00 12/07/23 12/14/23 US TREASURY NOTES
DTD 01/31/2022 0.875% 01/31/2024
91282CDV0 298,242.19 970.11 299,212.30 9,679.69 (309.26) FIFO 300,000.00 12/07/23 1,922.92 (17,215.04)(10,553.71) 557,548.90 555,625.98 575,000.00 Transaction Type Sub-Total (1,133,225.70) 66,628.81 (1,066,596.89) (10,255.34) (17,215.04)Managed Account Sub-Total Total Security Transactions ($10,255.34)($1,066,596.89)$66,628.81 ($1,133,225.70) ($17,215.04)

Page 32 ends

For the Month Ending December 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
1,186,908.99 Opening Balance
12/01/23 12/01/23 Purchase - Interest 46647PCH7 1.00 1,297.80 1,188,206.79 12/04/23 12/04/23 Purchase - Interest 023135BQ8 1.00 1,900.00 1,190,106.79 12/04/23 12/04/23 Purchase - Principal 3137EAFA2 1.00 300,375.00 1,490,481.79 12/05/23 12/05/23 Redemption - Interest 91282CFZ9 1.00 (635.25) 1,489,846.54 12/05/23 12/05/23 Redemption - Principal 91282CFZ9 1.00 (1,184,109.38) 305,737.16 12/06/23 12/06/23 Purchase - Interest 06051GKE8 1.00 1,721.25 307,458.41 12/07/23 12/07/23 Redemption - Interest 3137HB3G7 1.00 (222.75) 307,235.66 12/07/23 12/07/23 Redemption - Principal 3137HB3G7 1.00 (274,209.93) 33,025.73 12/11/23 12/11/23 Purchase - Interest 63254ABD9 1.00 4,375.00 37,400.73 12/11/23 12/11/23 Purchase - Interest 63254ABE7 1.00 9,762.50 47,163.23 12/14/23 12/14/23 Purchase - Principal 912828YY0 1.00 96,691.41 143,854.64 12/14/23 12/14/23 Purchase - Interest 912828YY0 1.00 794.16 144,648.80 12/14/23 12/14/23 Purchase - Interest 91282CBW0 1.00 158.65 144,807.45 12/14/23 12/14/23 Purchase - Principal 91282CBW0 1.00 160,692.38 305,499.83 12/14/23 12/14/23 Purchase - Principal 91282CDV0 1.00 298,242.19 603,742.02 12/14/23 12/14/23 Purchase - Interest 91282CDV0 1.00 970.11 604,712.13 12/14/23 12/14/23 Redemption - Principal 05522RDH8 1.00 (179,975.83) 424,736.30 12/14/23 12/14/23 Redemption - Principal 3137HBC69 1.00 (399,996.80) 24,739.50 12/14/23 12/14/23 Redemption - Interest 3137HBC69 1.00 (701.71) 24,037.79 12/15/23 12/15/23 Purchase - Interest 63743HFE7 1.00 862.50 24,900.29 12/15/23 12/15/23 Purchase - Interest 891940AC2 1.00 945.29 25,845.58

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For the Month Ending December 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
12/15/23 12/15/23 Purchase - Interest 89190GAC1 1.00 31.73 25,877.31 12/15/23 12/15/23 Purchase - Interest 65480JAC4 1.00 520.33 26,397.64 12/15/23 12/15/23 Purchase - Interest 65480BAC1 1.00 40.26 26,437.90 12/15/23 12/15/23 Purchase - Interest 44935FAD6 1.00 36.67 26,474.57 12/15/23 12/15/23 Purchase - Interest 44933LAC7 1.00 7.96 26,482.53 12/15/23 12/15/23 Purchase - Interest 41285JAD0 1.00 715.42 27,197.95 12/15/23 12/15/23 Purchase - Interest 344928AD8 1.00 503.75 27,701.70 12/15/23 12/15/23 Purchase - Interest 31680EAD3 1.00 1,612.92 29,314.62 12/15/23 12/15/23 Purchase - Interest 254683CZ6 1.00 1,437.92 30,752.54 12/15/23 12/15/23 Purchase - Interest 254683CY9 1.00 1,149.33 31,901.87 12/15/23 12/15/23 Purchase - Interest 254683CP8 1.00 94.25 31,996.12 12/15/23 12/15/23 Purchase - Interest 161571HT4 1.00 1,741.50 33,737.62 12/15/23 12/15/23 Purchase - Interest 14318MAD1 1.00 694.75 34,432.37 12/15/23 12/15/23 Purchase - Interest 14314QAC8 1.00 20.96 34,453.33 12/15/23 12/15/23 Purchase - Interest 14041NGD7 1.00 1,804.83 36,258.16 12/15/23 12/15/23 Purchase - Interest 14041NGB1 1.00 1,010.63 37,268.79 12/15/23 12/15/23 Purchase - Interest 05522RDG0 1.00 678.58 37,947.37 12/15/23 12/15/23 Purchase - Interest 02582JKD1 1.00 1,786.92 39,734.29 12/15/23 12/15/23 Purchase - Interest 02582JJZ4 1.00 771.08 40,505.37 12/15/23 12/15/23 Purchase - Principal 14314QAC8 1.00 4,352.81 44,858.18 12/15/23 12/15/23 Purchase - Principal 44935FAD6 1.00 4,230.59 49,088.77 12/15/23 12/15/23 Purchase - Principal 44933LAC7 1.00 3,458.34 52,547.11

Page 34 ends

For the Month Ending December 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
12/15/23 12/15/23 Purchase - Principal 89190GAC1 1.00 14,054.09 66,601.20 12/15/23 12/15/23 Purchase - Principal 65480BAC1 1.00 13,092.31 79,693.51 12/18/23 12/18/23 Purchase - Interest 362554AC1 1.00 36.88 79,730.39 12/18/23 12/18/23 Purchase - Interest 36265QAD8 1.00 1,104.58 80,834.97 12/18/23 12/18/23 Purchase - Interest 43815QAC1 1.00 1,442.67 82,277.64 12/18/23 12/18/23 Purchase - Principal 362554AC1 1.00 3,846.27 86,123.91 12/21/23 12/21/23 Purchase - Interest 43815GAC3 1.00 54.85 86,178.76 12/21/23 12/21/23 Purchase - Interest 438123AC5 1.00 575.66 86,754.42 12/21/23 12/21/23 Purchase - Principal 43815GAC3 1.00 5,134.38 91,888.80 12/26/23 12/26/23 Purchase - Interest 3136BQDE6 1.00 1,920.42 93,809.22 12/26/23 12/26/23 Purchase - Interest 3137BGK24 1.00 629.83 94,439.05 12/26/23 12/26/23 Purchase - Interest 3137BNGT5 1.00 629.06 95,068.11 12/26/23 12/26/23 Purchase - Interest 3137BSP72 1.00 1,215.96 96,284.07 12/26/23 12/26/23 Purchase - Interest 3137BTUM1 1.00 1,059.88 97,343.95 12/26/23 12/26/23 Purchase - Interest 3137BXQY1 1.00 1,477.67 98,821.62 12/26/23 12/26/23 Purchase - Interest 3137F1G44 1.00 1,486.38 100,308.00 12/26/23 12/26/23 Purchase - Interest 3137HACX2 1.00 2,208.71 102,516.71 12/26/23 12/26/23 Purchase - Interest 3137HAD45 1.00 1,747.94 104,264.65 12/26/23 12/26/23 Purchase - Interest 3137HAMH6 1.00 3,100.00 107,364.65 12/26/23 12/26/23 Purchase - Interest 3137HAMS2 1.00 2,000.00 109,364.65 12/26/23 12/26/23 Purchase - Interest 3137HAQ74 1.00 1,975.00 111,339.65 12/26/23 12/26/23 Purchase - Interest 3137HAST4 1.00 1,515.63 112,855.28

Page 35 ends

For the Month Ending December 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
12/26/23 12/26/23 Purchase - Interest 3137HB3D4 1.00 760.35 113,615.63 12/26/23 12/26/23 Purchase - Principal 3137HAD45 1.00 274.15 113,889.78 12/26/23 12/26/23 Purchase - Principal 3137BTUM1 1.00 567.98 114,457.76 12/26/23 12/26/23 Purchase - Principal 3137BGK24 1.00 429.34 114,887.10 12/27/23 12/27/23 Purchase - Interest 02665WCZ2 1.00 4,800.00 119,687.10 12/27/23 12/27/23 IP Fees November 2023 1.00 (3,834.32) 115,852.78 12/27/23 12/27/23 U.S. Bank Fees October 2023 1.00 (239.02) 115,613.76 12/29/23 01/02/24 Accrual Income Div Reinvestment - Distributions 1.00 1,159.20 116,772.96 116,772.96
116,772.96
116,772.96
245,782.51
29,902.52

0.00 (37,135,260.00)
37,205,162.55
46,870.41
1,159.20
116,772.96

0.00 (2,043,924.99)
973,788.96
1,186,908.99
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
December January-December

5.55%

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Lake Elsinore City CouncilFebruary 27, 2024

Lake Elsinore City Council
February 27, 2024