Attachment 1 - Investment Report for February 2024 — Lake Elsinore City Council, March 26, 2024

CITY OF LAKE ELSINORE

INVESTMENT REPORT

BANK DEPOSITS OUTSTANDING BOOK

CASH ACCOUNTS BALANCE IN TRANSIT PAYMENTS BALANCE
Bank Accounts:

General Checking Account 4,718,785 $ 141,350 $ (464,341) $ 4,395,794 $ Cash On Hand:

Cashier Drawers #1 & #2 - - - 300 City of Lake Elsinore Petty Cash Fund - - - 2,000 Total Cash Accounts 4,718,785 141,350 (464,341) 4,398,094

INVESTMENTS
Local Agency Investment Funds 72,976,822 - - 72,976,822 CAMP Investments:

CAMP Pool Account 44,628 - - 44,628 U.S. Treasury Bond / Note 22,316,458 - - 22,316,458 Supra-National Agency Bond / Note - - - - Municipal Bond / Note 1,536,023 - - 1,536,023 Federal Agency Commercial Mortgage-Backed Security 7,274,865 - - 7,274,865 Federal Agency Bond / Note 2,266,362 - - 2,266,362 Corporate Note 12,702,494 - - 12,702,494 Certificate of Deposit 900,000 - - 900,000 Asset-Backed Security 5,300,233 - - 5,300,233 Sub-total Investments 125,317,885 - - 125,317,885 Market Value Adjustment:

Unrealized Gain/(Loss) at 09/30/2023 (584,093) - - (584,093) Total Investments 124,733,793 - - 124,733,793 Total Pooled Cash and Investments 129,452,578 $ 141,350 $ (464,341) $ 129,131,887 $ TOTAL POOLED CASH AND INVESTMENTS 129,131,887$
I certify that this report accurately reflects all pooled investments and it is in conformity with the investment policy as approved by the City Council on June 28, 2022. A copy of this policy is available in the office of the City Clerk. The pooled investments shown above provide sufficient cash flow liquidity to meet the next six months estimated expenditures.

Jason P. Simpson March 11, 2024
City Manager Date

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

INVESTMENT REPORT OF POOLED CASH AND INVESTMENTS
AS OF FEBRUARY 29, 2024

FUND NO FUND NAME AMOUNT
100 General 17,400,861 $
102 Measure Z 19,065,245
106 Affordable Housing In Lieu 902,914
107 Developer Agreement Revenue 335,461
108 American Rescue Plan 5,788,473
109 Road Maintenance and Rehab ilitation (SB1) 1,155,101 110 State Gas Tax 509,311
112 Measure A 839,261
114 SB1186 CASP Educat ion Program 64,012
115 Traffic Safety 20,014
116 City Hall-Public Works DIF 144,717
117 Community Center DIF 312,716
118 Lake Side Facility DIF 485,403
119 Animal Shelter DIF 93,716
135 Lighting & Landscape Maint enance - Dist. No. 1 1,408,686 140 Geothermal 12,119
180 Launch Pointe 388,488
202 La Strada RBBD 24,716
203 E.L.S.P. - S.T.I.F. 3,485,332
205 Traffic Impact Fee 582,559
211 Storm Drain C.I.P. 3,226,176
221 Quimby Park C.I.P. 202,240
231 Library C.I.P. 1,416,920
232 City Fire Protection 829,713
300 Insurance Service 949,849
305 Information Systems Service 2,249,130
310 Support Service 13,279
320 Facilities Service 2,100,845
331 CFD 2006-1CC Summerly Improvement Area CC 57,013
332 CFD 2006-1 Improvement Area B, Summerly 31,128
334 CFD 2015-5 Trieste - Far West Industries 40,145
335 CFD 2003-2E Canyon Hills Im provement Area E 48,045 336 CFD 2006-1FF Summerly Improvement Area FF 30,795
337 CFD 2016-2 Canyon Hills 228,710
338 CFD 2006-1 IA-JJ Summerly Improvement Area 70,237
339 CFD 2006-1 IA-KK Summerly Improvement Area 43,418
340 CFD 2006-1 IA-EE Summerly Improvement Area 59,799
345 CFD 2003-2 Improvement A rea D, Canyon Hills 653,767 346 CFD 2014-1 Southshore 70,443
347 CFD 2006-1 Improvement Area A, Summerly 72,396
350 CFD 98-1 Summerhill 426,327
351 CFD 2006-1 IA-II Summerly Improvement 25,508
354 CFD 90-2 Tuscany Hills 574,242
355 RAD 2021-1 Canyon Hills Improvement 334,298
357 CFD 2003-2 Canyon Hills Improvement Area 112,278

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

POOLED CASH AND INVESTMENTS BY FUND
AS OF FEBRUARY 29, 2024

FUND NO FUND NAME AMOUNT

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

POOLED CASH AND INVESTMENTS BY FUND
AS OF FEBRUARY 29, 2024
361 CFD 2022-2 Lakeshore Improvement 10,959
363 CFD 2022-3 Lakeside 844
364 CFD 2023-2 Coastal Mission Trail Improvement 20,812 366 CFD 2005-6 City Center Townhomes 99,072
368 CFD 2006-2 Viscaya 209,105
369 CFD 2004-3 Area 1 Rosetta Canyon Improvement Area 618,399 370 CFD 2006-1 IA-HH Summerly Improvement 55,150
371 CFD 2005-1 Serenity 216,212
372 CFD 2005-2 Alberhill Ranch Improvement Area 508,683 374 CFD 2005-4 Lakeview Villas 3,037
375 CFD 2006-4 Clurman 126,650
378 CFD 2006-8 Running Deer Estates 45,533
384 CFD 2003-2 Area B Canyon Hills Improvement Area 635,023 385 CFD 2004-3 Area 2 Rosetta Canyon Improvement Area 556,590 386 CFD 2007-4 Mekenna Court 34,704
387 CFD 2007-5 Red Kite 32,101
388 CFD 2007-6 Holiday Inn Express 2,631
389 CFD 88-3 (2008A) West Lake Elsinore Series A 1,092
390 CFD 2003-2 Area C Canyon H ills Improvement Area 148,381 392 CFD 95-1 City Center 46,948
394 CFD 2005-5 (2012A) Wasson Canyon 106,065
395 CFD 2018-1 Wasson Canyon II Improvement Area 1,879
396 CFD 2018-2 Nichols Ranch Improvement Area 92,708
397 CFD 2018-3 Village at Lakeshore 50,932
500 Capital Improvement Plan 11,973,134
603 Endowment Trust - Carl Graves 62,458
604 Endowment Trust - Korn Memorial 34,823
605 Public Improvement Trust 1,773,370
606 Mobile Source Air Polution Reduction 97,263
608 Trust Deposit & Pre Paid Expense 1,596,414
617 Successor Agency Housing 34,951,818
620 Cost Recovery System 7,580,479
631 Lake Destratification Equipment Replacement 504,436 650 CFD 2003-1 Law & Fire Service 25,161
653 CFD 2009-1 Parks & Lighting Service 5,318
655 CFD 2015-1s Law, Fire, Paramedic Services 17,902
Total Pooled Cash & Investments 129,131,887$

MAXIMUM DIVERSIFICATION CURRENT

TYPES OF SECURITIES PERCENTAGE PERCENTAGE BALANCE
CAMP - Pooled Sweep Account Unlimited 0.04% 44,628 $
U.S. Treasury Bond / Note Unlimited 17.81% 22,316,458 $ Supra-National Agency Bond / Note 30% 0.00% - $
Municipal Bond / Note Unlimited 1.23% 1,536,023 $
Federal Agency Collaterized Mortgage Obligation 40% 5.81% 7,274,86 5$ Federal Agency Bond / Note Unlimited 1.81% (1) 2,266,362$ Corporate Note 30% 10.14% 12,702,494 $
Negotiable Certificates of Deposit 30% 0.72% 900,000 $
Asset-Backed Security / Collaterized Mortgage 20% 4.23% 5,300,233 $ LAIF (Local Agency Investment Funds) $150 Million 58.23% (2) 72,976,822$ TOTAL 100.00% 125,317 ,885$
Note:
(1) No more than 40% in any one federal agency. See CAMP Portfolio Statement for listing of agencies. (2) Investment in LAIF may not exceed $75 million in each agency.

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

SUMMARY OF POLICY LIMITATIONS
FOR THE MONTH ENDING FEBRUARY 29, 2024

Local Agency Investment Fund

February 4.122
January 4.012
December 3.929
November 3.843
October 3.670
September 3.534
PMIA Average Life(1): 230
LAIF Fair Value Factor(1): 0.993543131
PMIA Daily(1): 3.96
PMIA Quarter to Date(1): 3.81
LAIF Apportionment Rate(2): 4.00
LAIF Earnings Ratio(2): 0.00010932476863589
LAIF Administrative Cost(1)*: 0.29
Treasuries

58.88%Agencies

22.53%
Certificates of
Deposit/Bank Notes

8.98%
Time
Deposits

3.13%
Commercial
Paper

5.91%
Corporate
Bonds

0.37%
Loans

0.20%
Notes: The apportionment rate includes interest earned on the CalPERS Supplemental Pension Payment pursuant to Government Code 20825 (c)(1) and interest earned on the Wildfire Fund loan pursuant to Public Utility Code 3288 (a). *The percentage of administrative cost equals the total administrative cost divided by the quarterly interest earnings. The law provides that administrative costs are not to exceed 5% of quarterly EARNINGS of the fund. However, if the 13-week Daily Treasury Bill Rate on the last day of the fiscal year is below 1%, then administrative costs shall not exceed 8% of quarterly EARNINGS of the fund for the subsequent fiscal year.

Source:
(1) State of California, Office of the Treasurer
(2) State of Calfiornia, Office of the Controller
PMIA Average Monthly
Effective Yields(1)
PMIA/LAIF Performance Report
as of 3/06/24
Daily rates are now available here. View PMIA Daily Rates Quarterly Performance
Quarter Ended 12/31/23
Chart does not include $2,112,000.00 in mortgages, which equates to 0.001%. Percentages may not total 100% due to rounding.

Pooled Money Investment Account
Monthly Portfolio Composition (1)
1/31/24
$165.8 billion

Yield Purchase Date Maturity Rate

4.122% Daily 24-Hour
Investment Beginning Balance Net Increase/(Decrease) Ending Balance Total Investments Held with
Local Agency Investment Fund: 50,976,822$ 22,000,000 $ 72,976,822 $ Note:

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

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

LOCAL AGENCY INVESTMENT FUND

TRANSACTION SUMMARY
FOR THE MONTH ENDING FEBRUARY 29, 2024
CAMP
Investment Portfolio

For the Month Ending February 29, 2024Account Statement - Transaction Summary

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Opening Market Value
Purchases
Redemptions
Change in Value
Closing Market Value
191,349.05
1,523,058.04
(1,669,779.40)

0.00 $44,627.69
CAMP Pool
Unsettled Trades 0.00
536.45 Cash Dividends and Income
Opening Market Value
Purchases
Redemptions
Change in Value
Closing Market Value
51,870,987.01
1,654,808.32
(1,420,773.47)
(442,424.61)
$51,662,597.25
CAMP Managed Account
Unsettled Trades 0.00
62,554.16 Cash Dividends and Income
February 29, 2024 January 31, 2024
Asset Summary
CAMP Pool 44,627.69 191,349.05
CAMP Managed Account 51,662,597.25 51,870,987.01
$51,707,224.94 $52,062,336.06 Total
Asset Allocation

0.09%
CAMP Pool

99.91%
CAMP Managed
Account

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For the Month Ending February 29, 2024Managed Account Summary Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dividend
Closing Market Value
Redemptions
Purchases
Opening Market Value
Closing Market Value
Change in Current Value
Unsettled Trades
Principal Acquisitions
Principal Dispositions
Maturities/Calls
Opening Market Value
Closing Market Value
Opening Market Value
Account Total
Total Cash Basis Earnings
Plus Net Realized Gains/Losses
Less Purchased Interest Related to Interest/Coupons
Interest/Dividends/Coupons Received
Earnings Reconciliation (Cash Basis) - Managed Account
Dividends
Less Beginning Accrued Interest
Less Beginning Amortized Value of Securities
Less Cost of New Purchases
Plus Coupons/Dividends Received
Plus Proceeds of Maturities/Calls/Principal Payments
Plus Proceeds from Sales
Ending Accrued Interest
Ending Amortized Value of Securities
Earnings Reconciliation (Accrual Basis)
Reconciling Transactions
Net Cash Contribution
Security Purchases
Principal Payments
Coupon/Interest/Dividend Income
Sale Proceeds
Maturities/Calls
Cash Transactions Summary- Managed Account
$191,349.05
1,523,058.04
(1,669,779.40)
$44,627.69
536.45
$51,870,987.01
(50,687.36)
(1,370,086.11)
1,654,808.32

0.00 (442,424.61)
$51,662,597.25
$52,062,336.06
$51,707,224.94
101,748.12
(10,741.33)
(28,452.63)
$62,554.16

0.00 1,372,257.05
99,577.18
50,687.36
(1,665,549.65)
143,028.06

0.00 Managed Account Total
52,661,254.75 52,705,882.44
271,738.41
1,372,257.05
50,687.36
99,577.18
(1,665,549.65)
(52,436,031.88)
(240,417.99)

0.00 271,738.41
3,042,036.45
50,687.36
99,577.18
(3,188,607.69)
(52,627,380.93)
(240,417.99)
536.45
Total Accrual Basis Earnings $113,515.23 $114,051.68
Transaction Summary - Managed AccountTransaction Summary - Money Market _______________________________________________ _______________________________________________ _____________________________________________________ Cash Balance
$0.00 Closing Cash Balance

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For the Month Ending February 29, 2024
Portfolio Summary and Statistics

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Account Summary
Percent Par Value Market ValueDescription
U.S. Treasury Bond / Note 23,650,000.00 22,247,046.99 43.02 Municipal Bond / Note 1,535,000.00 1,475,034.65 2.85 Federal Agency Commercial
Mortgage-Backed Security
7,406,035.88 7,280,345.28 14.08
Federal Agency Bond / Note 2,275,000.00 2,128,222.18 4.12 Corporate Note 12,725,000.00 12,354,405.69 23.89
Certificate of Deposit 900,000.00 904,652.74 1.75
Asset-Backed Security 5,300,960.96 5,272,889.72 10.20 Managed Account Sub-Total 53,791,996.84 51,662,597.25 99.91% Accrued Interest 271,738.41
Total Portfolio 53,791,996.84 51,934,335.66
CAMP Pool 44,627.69 44,627.69 0.09
Total Investments 53,836,624.53 51,978,963.35 100.00%
Unsettled Trades 0.00 0.00
Sector Allocation

10.20%
ABS

1.75%
Cert of Deposit

23.89%
Corporate Note

4.12%
Fed Agy Bond /
Note

14.08%
Federal Agency
Commercial
Mortgage-Backed
Security

0.09%
Joint Powers
Authority

2.85%
Muni Bond / Note

43.02%
US TSY Bond / Note
0 - 6 Months 6 - 12 Months 1 - 2 Years 2 - 3 Years 3 - 4 Years 4 - 5 Years Over 5 Years

3.43%

1.65%

15.25%

36.63%

23.05%

19.99%

0.00%
Maturity Distribution Characteristics
Yield to Maturity at Cost
Yield to Maturity at Market
Weighted Average Days to Maturity 1057

3.61%

4.69%

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For the Month Ending February 29, 2024
Managed Account Issuer Summary

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

5.17%
A

3.10%
A+

6.65%
A-

3.65%
AA

62.88%
AA+

4.37%
AA-

10.22%
AAA

0.09%
AAAm

1.46%
BBB+

2.41%
NR
Issuer Summary
Percentof HoldingsIssuer
Market Value
221,432.18 0.43 ABBOTT LABORATORIES
335,886.34 0.65 AIR PRODUCTS & CHEMICALS
450,834.85 0.87 AMAZON.COM INC
958,354.57 1.85 AMERICAN EXPRESS CO
396,085.20 0.77 AMERICAN HONDA FINANCE
729,803.55 1.41 APPLE INC
788,479.38 1.52 BANK OF AMERICA CO
444,361.08 0.86 BERKSHIRE HATHAWAY INC
228,376.93 0.44 BMW FINANCIAL SERVICES NA LLC
362,759.63 0.70 BRISTOL-MYERS SQUIBB CO
79,591.45 0.15 CALIFORNIA STATE UNIVERSITY
44,627.69 0.09 CAMP Pool
728,638.11 1.41 CAPITAL ONE FINANCIAL CORP
241,492.22 0.47 CARMAX AUTO OWNER TRUST
206,967.83 0.40 CATERPILLAR INC
98,794.00 0.19 CHAFFEY JOINT UNION HIGH SCHOOL DISTRICT 388,096.94 0.75 CHARLES SCHWAB
406,772.69 0.79 CHASE ISSURANCE
63,629.61 0.12 CINTAS CORPORATION NO. 2
419,955.48 0.81 CISCO SYSTEMS INC
769,284.00 1.49 CITIGROUP INC
376,980.00 0.73 DEERE & COMPANY
855,139.68 1.65 DISCOVER FINANCIAL SERVICES
1,471,448.06 2.85 FANNIE MAE
140,483.40 0.27 FEDERAL HOME LOAN BANKS
350,577.05 0.68 FIFTH THIRD AUTO TRUST
294,602.30 0.57 FLORIDA STATE BOARD OF ADMIN FIN CORP 128,754.47 0.25 FORD CREDIT AUTO OWNER TRUST
7,796,636.00 15.08 FREDDIE MAC
220,582.35 0.43 GENERAL DYNAMICS CORP
325,469.81 0.63 GM FINANCIAL CONSUMER AUTOMOBILE TRUST 397,088.40 0.77 GOLDMAN SACHS GROUP INC

Page 4 ends

For the Month Ending February 29, 2024Managed Account Issuer Summary

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Percentof HoldingsIssuer
Market Value
169,660.12 0.33 HARLEY-DAVIDSON MOTORCYCLE TRUST
24,323.48 0.05 HOME DEPOT INC
465,040.65 0.90 HONDA AUTO RECEIVABLES
60,407.11 0.12 HYUNDAI AUTO RECEIVABLES
221,503.95 0.43 IBM CORP
481,122.19 0.93 JP MORGAN CHASE & CO
59,218.08 0.11 LOCKHEED MARTIN CORP
131,875.80 0.26 LOS ANGELES COMMUNITY COLLEGE DISTRICT 725,124.00 1.40 MICROSOFT CORP
398,100.80 0.77 MORGAN STANLEY
729,287.00 1.41 NATIONAL AUSTRALIA BANK LTD
379,980.30 0.73 NATIONAL RURAL UTILITIES CO FINANCE CORP 311,106.25 0.60 NEW YORK ST URBAN DEVELOPMENT CORP
243,148.20 0.47 NISSAN AUTO RECEIVABLES
450,785.70 0.87 NORDEA BANK ABP
169,612.10 0.33 PACCAR FINANCIAL CORP
397,751.25 0.77 ROCHE HOLDINGS INC
122,872.10 0.24 SAN JUAN UNIFIED SCHOOL DISTRICT
201,816.00 0.39 STATE OF CALIFORNIA
59,325.60 0.11 STATE OF CONNECTICUT
94,268.00 0.18 STATE OF MINNESOTA
36,996.32 0.07 TARGET CORP
84,821.50 0.16 TEXAS INSTRUMENTS INC
645,728.79 1.25 THE BANK OF NEW YORK MELLON CORPORATION 392,735.20 0.76 THE WALT DISNEY CORPORATION
453,867.04 0.88 TORONTO-DOMINION BANK
718,840.72 1.39 TOYOTA MOTOR CORP
22,247,046.99 43.02 UNITED STATES TREASURY
207,443.25 0.40 UNITEDHEALTH GROUP INC
80,783.15 0.16 UNIVERSITY OF CALIFORNIA
220,648.05 0.43 USAA CAPITAL CORP
$51,707,224.94 Total 100.00%

Page 5 ends

For the Month Ending February 29, 2024Managed Account Detail of Securities Held

US TREASURY NOTES
DTD 12/31/2019 1.750% 12/31/2024
48,632.81 50,653.16 146.63 53,441.41 08/07/2008/05/20AaaAA+ 50,000.00 912828YY0 0.18

US TREASURY NOTES
DTD 06/30/2020 0.250% 06/30/2025
47,046.88 49,695.66 20.95 49,031.25 04/05/2104/01/21AaaAA+ 50,000.00 912828ZW3 0.72

US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
69,117.19 73,178.27 188.53 71,458.01 02/14/2202/10/22AaaAA+ 75,000.00 91282CBW0 1.92

US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
437,742.19 469,192.56 1,194.02 463,421.87 01/06/2201/04/22AaaAA+ 475,000.00 91282CBW0 1.33

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
182,312.50 186,997.81 103.02 179,007.81 09/06/2209/01/22AaaAA+ 200,000.00 91282CCP4 3.53

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
227,890.63 236,468.02 128.78 226,250.00 05/05/2205/03/22AaaAA+ 250,000.00 91282CCP4 3.03

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
683,671.87 713,962.55 386.33 690,468.75 08/04/2208/01/22AaaAA+ 750,000.00 91282CCP4 2.74

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
729,250.00 759,789.21 412.09 732,343.75 07/08/2207/05/22AaaAA+ 800,000.00 91282CCP4 2.84

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
820,406.25 852,895.13 463.60 819,035.16 06/06/2206/02/22AaaAA+ 900,000.00 91282CCP4 2.94

US TREASURY NOTES
DTD 07/31/2021 0.625% 07/31/2026
820,406.25 850,936.46 463.60 819,562.50 08/15/2208/08/22AaaAA+ 900,000.00 91282CCP4 3.04

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
234,375.00 235,315.86 1,469.78 228,144.53 11/04/2211/01/22AaaAA+ 250,000.00 912828U24 4.39

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
914,062.50 927,334.81 5,732.14 907,092.77 01/06/2301/04/23AaaAA+ 975,000.00 912828U24 3.96

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
1,968,750.00 1,999,702.35 12,346.15 1,954,066.41 12/07/2212/05/22AaaAA+ 2,100,000.00 912828U24 3.92

US TREASURY NOTES
DTD 11/15/2016 2.000% 11/15/2026
8,906,250.00 9,091,509.13 55,851.65 8,922,578.13 01/17/2301/13/23AaaAA+ 9,500,000.00 912828U24 3.72

Page 6 ends

For the Month Ending February 29, 2024Managed Account Detail of Securities Held

US TREASURY NOTES
DTD 04/30/2022 2.750% 04/30/2027
1,141,875.00 1,166,717.69 11,060.44 1,155,421.88 02/03/2301/31/23AaaAA+ 1,200,000.00 91282CEN7 3.70

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
355,722.68 364,792.89 849.93 362,329.10 05/05/2305/01/23AaaAA+ 375,000.00 91282CFB2 3.62

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
379,437.52 379,267.55 906.59 373,265.62 03/06/2303/02/23AaaAA+ 400,000.00 91282CFB2 4.44

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
569,156.28 571,147.38 1,359.89 565,640.63 07/07/2307/03/23AaaAA+ 600,000.00 91282CFB2 4.30

US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
782,589.88 793,561.21 1,869.85 786,779.30 06/06/2306/02/23AaaAA+ 825,000.00 91282CFB2 3.97

US TREASURY NOTES
DTD 11/30/2022 3.875% 11/30/2027
1,155,539.06 1,170,678.72 11,445.01 1,170,501.95 01/05/2401/02/24AaaAA+ 1,175,000.00 91282CFZ9 3.98

US TREASURY NOTES
DTD 11/30/2022 3.875% 11/30/2027
1,180,125.00 1,185,058.89 11,688.53 1,184,109.38 12/05/2312/01/23AaaAA+ 1,200,000.00 91282CFZ9 4.24

US TREASURY NOTES
DTD 02/28/2023 4.000% 02/29/2028
592,687.50 602,467.25 65.22 602,507.81 02/06/2402/02/24AaaAA+ 600,000.00 91282CGP0 3.89 118,152.73 22,247,046.99 22,731,322.56 3.65 22,316,458.02 23,650,000.00 Security Type Sub-Total Municipal Bond / Note

CT ST TXBL GO BONDS
DTD 06/11/2020 1.998% 07/01/2024
59,325.60 60,000.00 199.80 60,000.00 06/11/2005/29/20Aa3AA- 60,000.00 20772KJW0 2.00

CHAFFEY UHSD, CA TXBL GO BONDS
DTD 12/05/2019 2.101% 08/01/2024
98,794.00 100,000.00 175.08 100,000.00 12/05/1911/06/19Aa1AA- 100,000.00 157411TK5 2.10

NY ST URBAN DEV CORP TXBL REV BONDS
DTD 12/23/2020 0.870% 03/15/2025
311,106.25 325,000.00 1,303.79 325,000.00 12/23/2012/16/20NRNR 325,000.00 650036DT0 0.87

UNIV OF CAL TXBL REV BONDS
DTD 07/16/2020 0.883% 05/15/2025
80,783.15 85,000.00 221.00 85,000.00 07/16/2007/10/20Aa2AA 85,000.00 91412HGE7 0.88

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
61,771.45 65,127.96 136.28 65,459.55 09/16/2009/03/20Aa3AA 65,000.00 341271AD6 1.11

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For the Month Ending February 29, 2024Managed Account Detail of Securities Held

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
80,778.05 85,156.92 178.22 85,563.55 09/16/2009/03/20Aa3AA 85,000.00 341271AD6 1.12

FL ST BOARD OF ADMIN TXBL REV BONDS
DTD 09/16/2020 1.258% 07/01/2025
152,052.80 160,000.00 335.47 160,000.00 09/16/2009/03/20Aa3AA 160,000.00 341271AD6 1.26

MN ST TXBL GO BONDS
DTD 08/25/2020 0.630% 08/01/2025
94,268.00 100,000.00 52.50 100,000.00 08/25/2008/11/20AaaAAA 100,000.00 60412AVJ9 0.63

SAN JUAN USD, CA TXBL GO BONDS
DTD 10/29/2020 0.852% 08/01/2025
122,872.10 130,000.00 92.30 130,000.00 10/29/2010/16/20Aa2NR 130,000.00 798306WP7 0.85

LOS ANGELES CCD, CA TXBL GO BONDS
DTD 11/10/2020 0.773% 08/01/2025
131,875.80 140,000.00 90.18 140,000.00 11/10/2010/30/20AaaAA+ 140,000.00 54438CYK2 0.77

CA ST UNIV TXBL REV BONDS
DTD 07/29/2021 0.862% 11/01/2025
79,591.45 85,000.00 244.23 85,000.00 07/29/2107/09/21Aa2AA- 85,000.00 13077DQD7 0.86

CA ST MUNICIPAL BONDS
DTD 03/15/2023 4.846% 03/01/2027
201,816.00 200,000.00 4,846.00 200,000.00 03/15/2303/09/23Aa2AA- 200,000.00 13063D3N6 4.85 7,874.85 1,475,034.65 1,535,284.88 1.58 1,536,023.10 1,535,000.00 Security Type Sub-Total Federal Agency Commercial Mortgage-Backed Security
FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
241,111.94 247,542.11 626.66 257,752.43 03/25/2003/19/20AaaAA+ 245,588.15 3137BGK24 1.95 FHMS K054 A2
DTD 04/20/2016 2.745% 01/01/2026
264,384.83 267,305.65 629.06 263,613.28 04/14/2304/11/23AaaAA+ 275,000.00 3137BNGT5 4.37 FHMS K058 A2
DTD 11/09/2016 2.653% 08/01/2026
522,209.22 533,056.82 1,215.96 526,839.84 04/12/2304/06/23AaaAA+ 550,000.00 3137BSP72 4.02 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
364,198.87 368,981.41 1,054.32 366,371.06 05/24/2305/19/23AaaAA+ 378,006.57 3137BTUM1 4.31 FHMS K064 A2
DTD 05/15/2017 3.224% 03/01/2027
526,587.95 523,540.77 1,477.67 518,804.69 08/18/2308/16/23AaaAA+ 550,000.00 3137BXQY1 4.98

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For the Month Ending February 29, 2024Managed Account Detail of Securities Held

FHLMC MULTIFAMILY STRUCTURED P
DTD 07/01/2017 3.243% 04/01/2027
525,982.91 531,368.43 1,486.38 527,033.20 06/13/2306/08/23AaaAA+ 550,000.00 3137F1G44 4.44 FHMS KJ48 A1
DTD 12/01/2023 4.858% 05/01/2028
397,601.41 399,076.18 1,615.61 399,076.03 12/14/2312/06/23AaaAA+ 399,079.23 3137HBC69 4.86 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
434,750.88 438,352.35 1,745.05 438,351.00 07/27/2307/19/23AaaAA+ 438,361.93 3137HAD45 4.78 FHMS K505 A2
DTD 07/01/2023 4.819% 06/01/2028
550,268.88 554,798.23 2,208.71 555,493.40 07/20/2307/13/23AaaAA+ 550,000.00 3137HACX2 4.59 FNA 2023-M6 A2
DTD 07/01/2023 4.190% 07/01/2028
537,683.56 541,786.18 1,920.42 540,675.78 07/31/2307/18/23AaaAA+ 550,000.00 3136BQDE6 4.58 FHMS K508 A2
DTD 10/01/2023 4.740% 08/01/2028
498,916.96 489,781.83 1,975.00 489,032.00 10/19/2310/11/23AaaAA+ 500,000.00 3137HAQ74 5.26 FHMS K506 A2
DTD 09/01/2023 4.650% 08/01/2028
795,367.29 789,170.80 3,100.00 788,165.60 09/14/2309/07/23AaaAA+ 800,000.00 3137HAMH6 4.99 FHMS K509 A2
DTD 10/01/2023 4.850% 09/01/2028
375,969.36 363,774.21 1,515.63 363,043.88 10/31/2310/25/23AaaAA+ 375,000.00 3137HAST4 5.60 FHMS K507 A2
DTD 09/01/2023 4.800% 09/01/2028
500,177.93 494,482.52 2,000.00 494,023.50 09/28/2309/20/23AaaAA+ 500,000.00 3137HAMS2 5.07 FHMS K510 A2
DTD 11/01/2023 5.069% 10/01/2028
182,015.22 179,505.99 760.35 179,479.62 11/21/2311/14/23AaaAA+ 180,000.00 3137HB3D4 5.14 FHMS K511 A2
DTD 12/01/2023 4.860% 10/01/2028
275,701.53 274,244.12 1,113.75 274,209.93 12/07/2311/28/23AaaAA+ 275,000.00 3137HB3G7 4.93 FHMS K514 A2
DTD 02/01/2024 4.572% 12/01/2028
287,416.54 292,865.41 1,104.90 292,899.71 02/08/2402/01/24AaaAA+ 290,000.00 3137HBLV4 4.34 25,549.47 7,280,345.28 7,289,633.01 4.67 7,274,864.95 7,406,035.88 Security Type Sub-Total Federal Agency Bond / Note

FREDDIE MAC NOTES
DTD 07/23/2020 0.375% 07/21/2025
399,883.78 424,411.70 177.08 422,883.50 07/23/2007/21/20AaaAA+ 425,000.00 3137EAEU9 0.48

Page 9 ends

For the Month Ending February 29, 2024Managed Account Detail of Securities Held

FANNIE MAE NOTES
DTD 08/27/2020 0.375% 08/25/2025
328,007.40 349,513.27 21.88 348,362.00 08/27/2008/25/20AaaAA+ 350,000.00 3135G05X7 0.47

FEDERAL HOME LOAN BANK NOTES
DTD 09/11/2020 0.375% 09/04/2025
140,483.40 149,863.44 276.56 149,550.00 09/11/2009/10/20AaaAA+ 150,000.00 3130AK5E2 0.44

FREDDIE MAC NOTES
DTD 09/25/2020 0.375% 09/23/2025
654,090.50 699,340.41 1,152.08 697,893.00 09/25/2009/23/20AaaAA+ 700,000.00 3137EAEX3 0.44

FANNIE MAE NOTES
DTD 11/12/2020 0.500% 11/07/2025
605,757.10 649,212.83 1,029.17 647,673.00 11/12/2011/09/20AaaAA+ 650,000.00 3135G06G3 0.57 2,656.77 2,128,222.18 2,272,341.65 0.49 2,266,361.50 2,275,000.00 Security Type Sub-Total Corporate Note

CHARLES SCHWAB CORP NOTES
(CALLABLE)
DTD 03/18/2021 0.750% 03/18/2024
104,605.94 104,999.19 356.56 104,947.50 03/18/2103/16/21A2A- 105,000.00 808513BN4 0.77

BANK OF NY MELLON CORP NOTES
(CALLABLE)
DTD 04/26/2021 0.500% 04/26/2024
208,484.64 209,988.52 364.58 209,775.30 04/26/2104/19/21A1A 210,000.00 06406RAS6 0.54

MORGAN STANLEY CORP NOTES
DTD 04/28/2014 3.875% 04/29/2024
398,100.80 400,776.14 5,252.78 422,916.00 07/23/1907/19/19A1A- 400,000.00 61746BDQ6 2.59

AMERICAN HONDA FINANCE CORP NOTE
DTD 06/27/2019 2.400% 06/27/2024
396,085.20 399,870.58 1,706.67 398,016.00 07/15/1907/11/19A3A- 400,000.00 02665WCZ2 2.51

GOLDMAN SACHS GROUP INC (CALLABLE)
BONDS
DTD 07/08/2014 3.850% 07/08/2024
397,088.40 400,408.55 2,267.22 418,632.00 07/11/1907/08/19A2BBB+ 400,000.00 38141EC23 2.84

BMW US CAPITAL LLC CORPORATE NOTES
DTD 08/12/2021 0.750% 08/12/2024
68,391.75 69,999.06 27.71 69,993.70 08/12/2108/09/21A2A 70,000.00 05565EBU8 0.75

WALT DISNEY COMPANY/THE (CALLABLE)
DTD 09/06/2019 1.750% 08/30/2024
392,735.20 399,836.80 58.33 398,368.00 09/06/1909/03/19A2A- 400,000.00 254687FK7 1.83

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For the Month Ending February 29, 2024Managed Account Detail of Securities Held

PACCAR FINANCIAL CORP CORPORATE
NOTES
DTD 02/06/2020 1.800% 02/06/2025
169,612.10 176,729.55 218.75 182,894.25 10/29/2010/22/20A1A+ 175,000.00 69371RQ66 0.73

AMERICAN EXPRESS CO CORP NOTES
(CALLABLE
DTD 03/04/2022 2.250% 03/04/2025
77,599.92 79,972.87 885.00 79,919.20 03/04/2203/01/22A2BBB+ 80,000.00 025816CQ0 2.29

ROCHE HOLDINGS INC (CALLABLE)

CORPORATE
DTD 03/10/2022 2.132% 03/10/2025
397,751.25 410,000.00 4,152.07 410,000.00 03/10/2203/03/22Aa2AA 410,000.00 771196BT8 2.13

HOME DEPOT INC (CALLABLE) CORPORATE
NOTE
DTD 03/28/2022 2.700% 04/15/2025
24,323.48 24,983.90 255.00 24,956.25 03/28/2203/24/22A2A 25,000.00 437076CM2 2.76 CINTAS CORPORATION NO. 2 CORP NOTE
(CALL
DTD 05/03/2022 3.450% 05/01/2025
63,629.61 64,994.43 747.50 64,985.70 05/03/2204/26/22A3A- 65,000.00 17252MAP5 3.46

USAA CAPITAL CORP CORPORATE NOTES
DTD 05/26/2022 3.375% 05/01/2025
220,648.05 224,707.35 2,531.25 224,264.25 05/26/2205/23/22Aa1AA 225,000.00 90327QD89 3.49

GENERAL DYNAMICS CORP (CALLABLE)

CORP NO
DTD 05/11/2018 3.500% 05/15/2025
220,582.35 231,426.14 2,318.75 252,247.50 10/20/2010/16/20A3A- 225,000.00 369550BG2 0.80

JPMORGAN CHASE & CO (CALLABLE) CORP
NOTE
DTD 06/01/2021 0.824% 06/01/2025
310,882.01 315,000.00 648.90 315,000.00 06/01/2105/24/21A1A- 315,000.00 46647PCH7 0.82

AMAZON INC CORP NOTES (CALLABLE)
DTD 06/03/2020 0.800% 06/03/2025
450,834.85 474,941.43 928.89 474,767.25 06/05/2006/03/20A1AA 475,000.00 023135BQ8 0.81

NATIONAL AUSTRALIA BK/NY CORPORATE
NOTES
DTD 06/09/2022 3.500% 06/09/2025
245,012.00 250,000.00 1,993.06 250,000.00 06/09/2205/31/22Aa3AA- 250,000.00 63254ABD9 3.50

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For the Month Ending February 29, 2024Managed Account Detail of Securities Held

NATIONAL RURAL UTIL COOP CORPORATE
NOTES
DTD 05/04/2022 3.450% 06/15/2025
48,865.95 49,994.41 364.17 49,986.50 05/04/2204/27/22A2A- 50,000.00 63743HFE7 3.46

IBM CORP CORPORATE NOTES
DTD 07/27/2022 4.000% 07/27/2025
221,503.95 225,000.00 850.00 225,000.00 07/27/2207/20/22A3A- 225,000.00 459200KS9 4.00

BANK OF AMERICA CORP NOTES
DTD 07/30/2015 3.875% 08/01/2025
220,937.18 234,149.85 726.56 256,918.50 08/20/2008/18/20A1A- 225,000.00 06051GFS3 0.93

ABBOTT LABORATORIES CORPORATE

NOTES (CAL
DTD 03/22/2017 3.875% 09/15/2025
221,432.18 233,989.09 4,020.31 257,845.50 09/28/2009/24/20Aa3AA- 225,000.00 002824BM1 0.86

BANK OF AMERICA CORP NOTES
(CALLABLE)
DTD 12/06/2021 1.530% 12/06/2025
217,731.38 225,000.00 812.81 225,000.00 12/06/2112/01/21A1A- 225,000.00 06051GKE8 1.53

JPMORGAN CHASE & CO CORP NOTES
(CALLABLE
DTD 02/24/2022 2.595% 02/24/2026
170,240.18 175,000.00 88.30 175,000.00 02/24/2202/16/22A1A- 175,000.00 46647PCV6 2.60

UNITEDHEALTH GROUP INC (CALLABLE)
CORPOR
DTD 05/19/2021 1.150% 05/15/2026
207,443.25 224,827.03 761.88 224,608.50 05/19/2105/17/21A2A+ 225,000.00 91324PEC2 1.19

BMW US CAPITAL LLC (CALLABLE)

CORPORATE
DTD 08/12/2021 1.250% 08/12/2026
159,985.18 174,974.24 115.45 174,947.50 08/16/2108/12/21A2A 175,000.00 05565EBW4 1.26

CATERPILLAR FINL SERVICE CORPORATE
NOTES
DTD 01/10/2022 1.700% 01/08/2027
206,967.83 224,349.20 563.13 223,863.75 01/13/2201/11/22A2A 225,000.00 14913R2U0 1.81

TARGET CORP CORP NOTES (CALLABLE)
DTD 01/24/2022 1.950% 01/15/2027
36,996.32 39,960.70 99.67 39,932.00 01/24/2201/19/22A2A 40,000.00 87612EBM7 1.99

BANK OF NY MELLON CORP (CALLABLE)
CORPOR
DTD 01/26/2022 2.050% 01/26/2027
437,244.15 474,386.61 946.70 473,945.50 01/28/2201/26/22A1A 475,000.00 06406RBA4 2.10

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For the Month Ending February 29, 2024Managed Account Detail of Securities Held

MICROSOFT CORP CORP NOTES (CALLABLE)
DTD 02/06/2017 3.300% 02/06/2027
725,124.00 728,848.35 1,718.75 721,942.50 03/17/2303/14/23AaaAAA 750,000.00 594918BY9 4.36

AMERICAN EXPRESS CO CORP NOTES
(CALLABLE
DTD 03/04/2022 2.550% 03/04/2027
278,492.70 283,379.08 3,761.25 277,203.00 01/18/2301/13/23A2BBB+ 300,000.00 025816CS6 4.59

BERKSHIRE HATHAWAY CORP NOTES
(CALLABLE)
DTD 03/15/2022 2.300% 03/15/2027
444,361.08 469,582.07 5,037.64 466,089.00 03/17/2203/15/22Aa2AA 475,000.00 084664CZ2 2.70

CHARLES SCHWAB CORP NOTES
(CALLABLE)
DTD 09/24/2021 3.300% 04/01/2027
283,491.00 288,676.15 4,125.00 284,925.00 02/22/2302/17/23A2A- 300,000.00 808513BW4 4.66

NATIONAL AUSTRALIA BK/NY CORPORATE
NOTES
DTD 06/09/2022 3.905% 06/09/2027
484,275.00 491,296.55 4,447.36 488,325.00 01/18/2301/13/23Aa3AA- 500,000.00 63254ABE7 4.50

APPLE INC (CALLABLE) BONDS
DTD 09/12/2017 2.900% 09/12/2027
729,803.55 749,141.14 10,550.76 741,062.75 01/23/2301/19/23AaaAA+ 775,000.00 037833DB3 3.94

TOYOTA MOTOR CREDIT CORP CORPORATE
NOTES
DTD 01/12/2023 4.625% 01/12/2028
373,123.88 376,007.73 2,360.68 376,282.50 02/10/2302/08/23A1A+ 375,000.00 89236TKQ7 4.55

NATIONAL RURAL UTIL COOP CORP NOTES
(CAL
DTD 02/07/2018 3.400% 02/07/2028
331,114.35 333,475.31 793.33 329,189.00 02/22/2302/17/23A1A- 350,000.00 637432NP6 4.76

TEXAS INSTRUMENTS INC CORP NOTE
(CALLABL
DTD 11/18/2022 4.600% 02/15/2028
84,821.50 86,697.83 173.78 87,043.40 05/18/2305/11/23Aa3A+ 85,000.00 882508BV5 4.04

BRISTOL-MYERS SQUIBB CO CORP NOTES
(CALL
DTD 07/15/2020 3.900% 02/20/2028
362,759.63 361,546.09 446.88 358,263.75 03/13/2303/09/23A2A 375,000.00 110122DE5 4.93

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For the Month Ending February 29, 2024Managed Account Detail of Securities Held

LOCKHEED MARTIN CORP NOTES
(CALLABLE)
DTD 05/25/2023 4.450% 05/15/2028
59,218.08 59,908.70 786.17 59,892.00 05/25/2305/23/23A2A- 60,000.00 539830BZ1 4.49

JOHN DEERE CAPITAL CORP CORPORATE
NOTES
DTD 07/14/2023 4.950% 07/14/2028
376,980.00 377,517.92 2,423.44 377,865.00 07/25/2307/21/23A1A 375,000.00 24422EXB0 4.78

CITIBANK NA CORP NOTES (CALLABLE)
DTD 09/29/2023 5.803% 09/29/2028
769,284.00 746,546.29 18,376.17 746,280.00 10/04/2310/02/23Aa3A+ 750,000.00 17325FBB3 5.92

AIR PRODUCTS & CHEMICALS CORP NOTES
(CAL
DTD 02/08/2024 4.600% 02/08/2029
335,886.34 339,552.67 999.22 339,547.80 02/08/2402/06/24A2A 340,000.00 009158BH8 4.63

CISCO SYSTEMS INC CORPORATE NOTES
(CALLA
DTD 02/26/2024 4.850% 02/26/2029
419,955.48 419,853.29 282.92 419,853.00 02/26/2402/21/24A1AA- 420,000.00 17275RBR2 4.86 90,345.35 12,354,405.69 12,632,294.81 3.21 12,702,494.35 12,725,000.00 Security Type Sub-Total Certificate of Deposit

TORONTO DOMINION BANK NY CERT
DEPOS
DTD 10/31/2022 5.600% 10/27/2025
453,867.04 450,000.00 8,960.00 450,000.00 10/31/2210/27/22A1A 450,000.00 89115B6K1 5.58

NORDEA BANK ABP NEW YORK CERT DEPOS
DTD 11/03/2022 5.530% 11/03/2025
450,785.70 450,000.00 8,156.75 450,000.00 11/03/2211/02/22Aa3AA- 450,000.00 65558UYF3 5.53 17,116.75 904,652.74 900,000.00 5.56 900,000.00 900,000.00 Security Type Sub-Total Asset-Backed Security
HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
14,858.75 15,013.89 2.54 15,012.87 04/28/2104/20/21NRAAA 15,014.45 44933LAC7 0.38 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
104,751.49 106,745.43 15.66 106,744.30 06/23/2106/15/21AaaAAA 106,746.12 65480BAC1 0.33

Page 14 ends

For the Month Ending February 29, 2024Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Asset-Backed Security
TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
102,707.17 104,508.52 12.08 104,501.62 06/14/2106/08/21NRAAA 104,512.88 89190GAC1 0.26 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
57,737.26 59,281.06 14.49 59,274.25 11/24/2111/16/21AaaNR 59,286.74 43815GAC3 0.89 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
34,540.24 35,188.37 8.13 35,183.87 04/21/2104/13/21NRAAA 35,191.47 14314QAC8 0.52 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
45,548.36 46,675.56 15.35 46,670.25 11/17/2111/09/21NRAAA 46,680.68 44935FAD6 0.75 DCENT 2021-A1 A1
DTD 09/27/2021 0.580% 09/15/2026
189,936.77 194,978.64 50.27 194,958.25 09/27/2109/20/21AaaAAA 195,000.00 254683CP8 0.58 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
51,926.40 53,527.91 15.17 53,527.25 10/21/2110/13/21AaaAAA 53,528.62 362554AC1 0.68 CARMX 2022-3 A3
DTD 07/20/2022 3.970% 04/15/2027
206,951.98 209,996.73 370.53 209,995.04 07/20/2207/12/22NRAAA 210,000.00 14318MAD1 3.97 NAROT 2022-B A3
DTD 09/28/2022 4.460% 05/17/2027
138,396.71 139,979.93 277.51 139,971.03 09/28/2209/20/22AaaAAA 140,000.00 65480JAC4 4.46 GMCAR 2022-4 A3
DTD 10/12/2022 4.820% 08/16/2027
273,543.41 274,967.82 552.29 274,954.93 10/12/2210/04/22NRAAA 275,000.00 36265QAD8 4.82 TAOT 2023-A A3
DTD 01/30/2023 4.630% 09/15/2027
243,009.67 244,999.91 504.16 244,999.88 01/30/2301/24/23NRAAA 245,000.00 891940AC2 4.63 COMET 2022-A3 A
DTD 11/03/2022 4.950% 10/15/2027
244,626.50 244,971.86 539.00 244,961.56 11/03/2210/27/22NRAAA 245,000.00 14041NGB1 4.95 HDMOT 2023-A A3
DTD 02/23/2023 5.050% 12/15/2027
169,660.12 169,986.51 381.56 169,982.88 02/23/2302/13/23AaaNR 170,000.00 41285JAD0 5.05 FORDO 2023-A A3
DTD 03/31/2023 4.650% 02/15/2028
128,754.47 129,989.00 268.67 129,986.44 03/31/2303/28/23NRAAA 130,000.00 344928AD8 4.65 HAROT 2023-3 A3
DTD 08/22/2023 5.410% 02/18/2028
321,378.82 319,941.74 625.16 319,934.02 08/22/2308/15/23NRAAA 320,000.00 43815QAC1 5.42

Page 15 ends

For the Month Ending February 29, 2024Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle Par
Asset-Backed Security
DCENT 2023-A1 A
DTD 04/11/2023 4.310% 03/15/2028
315,847.26 319,984.79 612.98 319,981.44 04/11/2304/04/23AaaNR 320,000.00 254683CY9 4.31 BACCT 2023-A1 A1
DTD 06/16/2023 4.790% 05/15/2028
169,332.02 169,967.06 361.91 169,961.51 06/16/2306/08/23NRAAA 170,000.00 05522RDG0 4.79 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
189,453.37 189,985.60 411.24 189,983.15 06/14/2306/07/23NRAAA 190,000.00 02582JJZ4 4.87 COMET 2023-A1 A
DTD 05/24/2023 4.420% 05/15/2028
484,011.61 489,905.07 962.58 489,887.64 05/24/2305/17/23NRAAA 490,000.00 14041NGD7 4.43 DCENT 2023-A2 A
DTD 06/28/2023 4.930% 06/15/2028
349,355.65 349,959.16 766.89 349,952.72 06/28/2306/21/23AaaAAA 350,000.00 254683CZ6 4.93 HAROT 2023-4 A3
DTD 11/08/2023 5.670% 06/21/2028
85,924.57 84,985.92 133.88 84,985.03 11/08/2311/01/23AaaNR 85,000.00 438123AC5 5.67 FITAT 2023-1 A3
DTD 08/23/2023 5.530% 08/15/2028
350,577.05 349,980.58 860.22 349,978.30 08/23/2308/15/23AaaAAA 350,000.00 31680EAD3 5.53 CHAIT 2023-A1 A
DTD 09/15/2023 5.160% 09/15/2028
406,772.69 404,896.89 928.80 404,887.73 09/15/2309/07/23NRAAA 405,000.00 161571HT4 5.17 AMXCA 2023-3 A
DTD 09/19/2023 5.230% 09/15/2028
412,808.58 409,983.13 953.02 409,981.67 09/19/2309/12/23NRAAA 410,000.00 02582JKD1 5.23 BACCT 2023-A2 A2
DTD 12/14/2023 4.980% 11/15/2028
180,478.80 179,976.76 398.40 179,975.83 12/14/2312/07/23AaaNR 180,000.00 05522RDH8 4.98 10,042.49 5,272,889.72 5,300,377.84 4.39 5,300,233.46 5,300,960.96 Security Type Sub-Total 53,791,996.84 52,296,435.38 3.61 271,738.41 52,661,254.75 51,662,597.25 Managed Account Sub-Total Joint Powers Authority
CAMP Pool 44,627.69 44,627.69 0.00 44,627.69 NRAAAm 44,627.69 44,627.69 44,627.69 0.00 44,627.69 44,627.69 Liquid Sub-Total

Page 16 ends

For the Month Ending February 29, 2024
Managed Account Detail of Securities Held

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
$53,836,624.53 $52,341,063.07 $271,738.41 $52,705,882.44 $51,707,224.94 3.61% $51,978,963.35
$271,738.41
Total Investments
Accrued Interest
Securities Sub-Total

Page 17 ends

For the Month Ending February 29, 2024Managed 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
(2,020.35)(4,808.60) 48,632.81 97.27 WELLS_F 50,000.00 912828YY0US TREASURY NOTES DTD 12/31/2019 1.750% 12/31/2024

5.13 0.83
(2,648.78)(1,984.37) 47,046.88 94.09 GOLDMAN 50,000.00 912828ZW3US TREASURY NOTES DTD 06/30/2020 0.250% 06/30/2025

4.87 1.33
(4,061.08)(2,340.82) 69,117.19 92.16 BMO 75,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026

4.59 2.15
(31,450.37)(25,679.68) 437,742.19 92.16 CITIGRP 475,000.00 91282CBW0US TREASURY NOTES DTD 04/30/2021 0.750% 04/30/2026

4.59 2.15
(4,685.31) 3,304.69 182,312.50 91.16 BMO 200,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.52 2.40
(8,577.39) 1,640.63 227,890.63 91.16 HSBC 250,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.52 2.40
(30,290.68)(6,796.88) 683,671.87 91.16 BMO 750,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.52 2.40
(30,539.21)(3,093.75) 729,250.00 91.16 HSBC 800,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.52 2.40
(32,488.88) 1,371.09 820,406.25 91.16 MERRILL 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.52 2.40
(30,530.21) 843.75 820,406.25 91.16 BMO 900,000.00 91282CCP4US TREASURY NOTES DTD 07/31/2021 0.625% 07/31/2026

4.52 2.40
(940.86) 6,230.47 234,375.00 93.75 BMO 250,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.47 2.63
(13,272.31) 6,969.73 914,062.50 93.75 BMO 975,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.47 2.63
(30,952.35) 14,683.59 1,968,750.00 93.75 HSBC 2,100,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.47 2.63
(185,259.13)(16,328.13) 8,906,250.00 93.75 JPM_CHA 9,500,000.00 912828U24US TREASURY NOTES DTD 11/15/2016 2.000% 11/15/2026

4.47 2.63
(24,842.69)(13,546.88) 1,141,875.00 95.16 BNP_PAR 1,200,000.00 91282CEN7US TREASURY NOTES DTD 04/30/2022 2.750% 04/30/2027

4.40 3.02
(9,070.21)(6,606.42) 355,722.68 94.86 MORGAN_ 375,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.38 3.28
169.97 6,171.90 379,437.52 94.86 BMO 400,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.38 3.28

Page 18 ends

For the Month Ending February 29, 2024Managed 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
(1,991.10) 3,515.65 569,156.28 94.86 CITIGRP 600,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.38 3.28
(10,971.33)(4,189.42) 782,589.88 94.86 HSBC 825,000.00 91282CFB2US TREASURY NOTES DTD 07/31/2022 2.750% 07/31/2027

4.38 3.28
(15,139.66)(14,962.89) 1,155,539.06 98.34 CITIGRP 1,175,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027

4.36 3.49
(4,933.89)(3,984.38) 1,180,125.00 98.34 HSBC 1,200,000.00 91282CFZ9US TREASURY NOTES DTD 11/30/2022 3.875% 11/30/2027

4.36 3.49
(9,779.75)(9,820.31) 592,687.50 98.78 CITIGRP 600,000.00 91282CGP0US TREASURY NOTES DTD 02/28/2023 4.000% 02/29/2028

4.34 3.73
(69,411.03) 4.46 (484,275.57) 22,247,046.99 23,650,000.00 Security Type Sub-Total 2.78 Municipal Bond / Note
(674.40)(674.40) 59,325.60 98.88 SIEBERT 60,000.00 20772KJW0CT ST TXBL GO BONDS DTD 06/11/2020 1.998% 07/01/2024

5.39 0.34
(1,206.00)(1,206.00) 98,794.00 98.79 RBC 100,000.00 157411TK5CHAFFEY UHSD, CA TXBL GO BONDS DTD 12/05/2019 2.101% 08/01/2024

5.03 0.42
(13,893.75)(13,893.75) 311,106.25 95.73 WELLS_F 325,000.00 650036DT0NY ST URBAN DEV CORP TXBL REV BONDS DTD 12/23/2020 0.870% 03/15/2025

5.14 1.03
(4,216.85)(4,216.85) 80,783.15 95.04 04/15/25JPM_CHA 85,000.00 91412HGE7UNIV OF CAL TXBL REV BONDS DTD 07/16/2020 0.883% 05/15/2025

5.17 1.12
(3,356.51)(3,688.10) 61,771.45 95.03 MERRILL 65,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

5.15 1.33
(4,378.87)(4,785.50) 80,778.05 95.03 MERRILL 85,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

5.15 1.33
(7,947.20)(7,947.20) 152,052.80 95.03 MERRILL 160,000.00 341271AD6FL ST BOARD OF ADMIN TXBL REV BONDS DTD 09/16/2020 1.258% 07/01/2025

5.15 1.33
(5,732.00)(5,732.00) 94,268.00 94.27 MORGAN_ 100,000.00 60412AVJ9MN ST TXBL GO BONDS DTD 08/25/2020 0.630% 08/01/2025

4.86 1.41
(7,127.90)(7,127.90) 122,872.10 94.52 KEYBANC 130,000.00 798306WP7SAN JUAN USD, CA TXBL GO BONDS DTD 10/29/2020 0.852% 08/01/2025

4.90 1.41
(8,124.20)(8,124.20) 131,875.80 94.20 MERRILL 140,000.00 54438CYK2LOS ANGELES CCD, CA TXBL GO BONDS DTD 11/10/2020 0.773% 08/01/2025

5.06 1.41

Page 19 ends

For the Month Ending February 29, 2024Managed 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
(5,408.55)(5,408.55) 79,591.45 93.64 JPM_CHA 85,000.00 13077DQD7CA ST UNIV TXBL REV BONDS DTD 07/29/2021 0.862% 11/01/2025

4.88 1.66
1,816.00 1,816.00 201,816.00 100.91 WELLS_F 200,000.00 13063D3N6CA ST MUNICIPAL BONDS DTD 03/15/2023 4.846% 03/01/2027

4.52 2.77
(60,988.45) 5.00 (60,250.23) 1,475,034.65 1,535,000.00 Security Type Sub-Total 1.39 Federal Agency Commercial Mortgage-Backed Security
(6,430.17)(16,640.49) 241,111.94 98.18 CITIGRP 245,588.15 3137BGK24FHMS K043 A2 DTD 03/01/2015 3.062% 12/01/2024

5.54 0.72
(2,920.82) 771.55 264,384.83 96.14 BAIRD 275,000.00 3137BNGT5FHMS K054 A2 DTD 04/20/2016 2.745% 01/01/2026

4.95 1.68
(10,847.60)(4,630.62) 522,209.22 94.95 BREAN 550,000.00 3137BSP72FHMS K058 A2 DTD 11/09/2016 2.653% 08/01/2026

4.87 2.29
(4,782.54)(2,172.19) 364,198.87 96.35 CITIGRP 378,006.57 3137BTUM1FHMS K061 A2 DTD 01/30/2017 3.347% 11/01/2026

4.81 2.41
3,047.18 7,783.26 526,587.95 95.74 MORGAN_ 550,000.00 3137BXQY1FHMS K064 A2 DTD 05/15/2017 3.224% 03/01/2027

4.75 2.70
(5,385.52)(1,050.29) 525,982.91 95.63 CITIGRP 550,000.00 3137F1G44FHLMC MULTIFAMILY STRUCTURED P DTD 07/01/2017 3.243% 04/01/2027

4.77 2.83
(1,474.77)(1,474.62) 397,601.41 99.63 JPM_CHA 399,079.23 3137HBC69FHMS KJ48 A1 DTD 12/01/2023 4.858% 05/01/2028

4.96 3.37
(3,601.47)(3,600.12) 434,750.88 99.18 JPM_CHA 438,361.93 3137HAD45FHMS KJ46 A1 DTD 07/01/2023 4.777% 06/01/2028

4.99 2.95
(4,529.35)(5,224.52) 550,268.88 100.05 JPM_CHA 550,000.00 3137HACX2FHMS K505 A2 DTD 07/01/2023 4.819% 06/01/2028

4.81 3.72
(4,102.62)(2,992.22) 537,683.56 97.76 JPM_CHA 550,000.00 3136BQDE6FNA 2023-M6 A2 DTD 07/01/2023 4.190% 07/01/2028

4.76 3.87
9,135.13 9,884.96 498,916.96 99.78 BMO 500,000.00 3137HAQ74FHMS K508 A2 DTD 10/01/2023 4.740% 08/01/2028

4.79 3.88
6,196.49 7,201.69 795,367.29 99.42 WELLS_F 800,000.00 3137HAMH6FHMS K506 A2 DTD 09/01/2023 4.650% 08/01/2028

4.80 3.86
12,195.15 12,925.48 375,969.36 100.26 MORGAN_ 375,000.00 3137HAST4FHMS K509 A2 DTD 10/01/2023 4.850% 09/01/2028

4.79 3.95

Page 20 ends

For the Month Ending February 29, 2024Managed 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
5,695.41 6,154.43 500,177.93 100.04 MERRILL 500,000.00 3137HAMS2FHMS K507 A2 DTD 09/01/2023 4.800% 09/01/2028

4.79 3.91
2,509.23 2,535.60 182,015.22 101.12 JPM_CHA 180,000.00 3137HB3D4FHMS K510 A2 DTD 11/01/2023 5.069% 10/01/2028

4.80 3.97
1,457.41 1,491.60 275,701.53 100.26 MERRILL 275,000.00 3137HB3G7FHMS K511 A2 DTD 12/01/2023 4.860% 10/01/2028

4.80 4.01
(5,448.87)(5,483.17) 287,416.54 99.11 JPM_CHA 290,000.00 3137HBLV4FHMS K514 A2 DTD 02/01/2024 4.572% 12/01/2028

4.78 4.10
5,480.33 4.84 (9,287.73) 7,280,345.28 7,406,035.88 Security Type Sub-Total 3.27 Federal Agency Bond / Note
(24,527.92)(22,999.72) 399,883.78 94.09 WELLS_F 425,000.00 3137EAEU9FREDDIE MAC NOTES DTD 07/23/2020 0.375% 07/21/2025

4.82 1.39
(21,505.87)(20,354.60) 328,007.40 93.72 BARCLAY 350,000.00 3135G05X7FANNIE MAE NOTES DTD 08/27/2020 0.375% 08/25/2025

4.81 1.48
(9,380.04)(9,066.60) 140,483.40 93.66 WELLS_F 150,000.00 3130AK5E2FEDERAL HOME LOAN BANK NOTES DTD 09/11/2020 0.375% 09/04/2025

4.78 1.51
(45,249.91)(43,802.50) 654,090.50 93.44 CITIGRP 700,000.00 3137EAEX3FREDDIE MAC NOTES DTD 09/25/2020 0.375% 09/23/2025

4.78 1.56
(43,455.73)(41,915.90) 605,757.10 93.19 BARCLAY 650,000.00 3135G06G3FANNIE MAE NOTES DTD 11/12/2020 0.500% 11/07/2025

4.75 1.68
(138,139.32) 4.78 (144,119.47) 2,128,222.18 2,275,000.00 Security Type Sub-Total 1.55 Corporate Note
(393.25)(341.56) 104,605.94 99.62 CSFB 105,000.00 808513BN4CHARLES SCHWAB CORP NOTES (CALLABLE)
DTD 03/18/2021 0.750% 03/18/2024

8.26 0.05
(1,503.88)(1,290.66) 208,484.64 99.28 03/26/24JPM_CHA 210,000.00 06406RAS6BANK OF NY MELLON CORP NOTES (CALLABLE)
DTD 04/26/2021 0.500% 04/26/2024

5.17 0.08
(2,675.34)(24,815.20) 398,100.80 99.53 WELLS_FA 400,000.00 61746BDQ6MORGAN STANLEY CORP NOTES DTD 04/28/2014 3.875% 04/29/2024

6.72 0.17

Page 21 ends

For the Month Ending February 29, 2024Managed 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
(3,785.38)(1,930.80) 396,085.20 99.02 WELLS_FA 400,000.00 02665WCZ2AMERICAN HONDA FINANCE CORP NOTE DTD 06/27/2019 2.400% 06/27/2024

5.44 0.33
(3,320.15)(21,543.60) 397,088.40 99.27 04/08/24SUSQ 400,000.00 38141EC23GOLDMAN SACHS GROUP INC (CALLABLE) BONDS
DTD 07/08/2014 3.850% 07/08/2024

5.91 0.11
(1,607.31)(1,601.95) 68,391.75 97.70 GOLDMAN 70,000.00 05565EBU8BMW US CAPITAL LLC CORPORATE NOTES DTD 08/12/2021 0.750% 08/12/2024

5.99 0.45
(7,101.60)(5,632.80) 392,735.20 98.18 07/30/24JPM_CHAS 400,000.00 254687FK7WALT DISNEY COMPANY/THE (CALLABLE) DTD 09/06/2019 1.750% 08/30/2024

5.48 0.42
(7,117.45)(13,282.15) 169,612.10 96.92 MERRILL 175,000.00 69371RQ66PACCAR FINANCIAL CORP CORPORATE NOTES
DTD 02/06/2020 1.800% 02/06/2025

5.22 0.93
(2,372.95)(2,319.28) 77,599.92 97.00 02/01/25BARCLAY 80,000.00 025816CQ0AMERICAN EXPRESS CO CORP NOTES (CALLABLE
DTD 03/04/2022 2.250% 03/04/2025

5.34 0.90
(12,248.75)(12,248.75) 397,751.25 97.01 02/10/25DEUTSCH 410,000.00 771196BT8ROCHE HOLDINGS INC (CALLABLE)

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

5.15 0.93
(660.42)(632.77) 24,323.48 97.29 03/15/25MORGAN_ 25,000.00 437076CM2HOME DEPOT INC (CALLABLE) CORPORATE NOTE
DTD 03/28/2022 2.700% 04/15/2025

5.20 1.02
(1,364.82)(1,356.09) 63,629.61 97.89 04/01/25KEYBANC 65,000.00 17252MAP5CINTAS CORPORATION NO. 2 CORP NOTE (CALL
DTD 05/03/2022 3.450% 05/01/2025

5.33 1.06
(4,059.30)(3,616.20) 220,648.05 98.07 MERRILL 225,000.00 90327QD89USAA CAPITAL CORP CORPORATE NOTES DTD 05/26/2022 3.375% 05/01/2025

5.10 1.14
(10,843.79)(31,665.15) 220,582.35 98.04 03/15/25JPM_CHA 225,000.00 369550BG2GENERAL DYNAMICS CORP (CALLABLE)

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

5.19 1.02
(4,117.99)(4,117.99) 310,882.01 98.69 06/01/24JPM_CHA 315,000.00 46647PCH7JPMORGAN CHASE & CO (CALLABLE) CORP NOTE
DTD 06/01/2021 0.824% 06/01/2025

1.88 0.26
(24,106.58)(23,932.40) 450,834.85 94.91 05/03/25GOLDMAN 475,000.00 023135BQ8AMAZON INC CORP NOTES (CALLABLE) DTD 06/03/2020 0.800% 06/03/2025

5.02 1.17

Page 22 ends

For the Month Ending February 29, 2024Managed 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
(4,988.00)(4,988.00) 245,012.00 98.00 CITIGRP 250,000.00 63254ABD9NATIONAL AUSTRALIA BK/NY CORPORATE NOTES
DTD 06/09/2022 3.500% 06/09/2025

5.13 1.25
(1,128.46)(1,120.55) 48,865.95 97.73 RBC 50,000.00 63743HFE7NATIONAL RURAL UTIL COOP CORPORATE NOTES
DTD 05/04/2022 3.450% 06/15/2025

5.29 1.27
(3,496.05)(3,496.05) 221,503.95 98.45 JPM_CHA 225,000.00 459200KS9IBM CORP CORPORATE NOTES DTD 07/27/2022 4.000% 07/27/2025

5.16 1.38
(13,212.67)(35,981.32) 220,937.18 98.19 MERRILL 225,000.00 06051GFS3BANK OF AMERICA CORP NOTES DTD 07/30/2015 3.875% 08/01/2025

5.21 1.39
(12,556.91)(36,413.32) 221,432.18 98.41 06/15/25US_BANC 225,000.00 002824BM1ABBOTT LABORATORIES CORPORATE

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

4.95 1.25
(7,268.62)(7,268.62) 217,731.38 96.77 12/06/24MERRILL 225,000.00 06051GKE8BANK OF AMERICA CORP NOTES (CALLABLE)
DTD 12/06/2021 1.530% 12/06/2025

3.43 0.76
(4,759.82)(4,759.82) 170,240.18 97.28 02/24/25JPM_CHA 175,000.00 46647PCV6JPMORGAN CHASE & CO CORP NOTES (CALLABLE
DTD 02/24/2022 2.595% 02/24/2026

4.04 0.98
(17,383.78)(17,165.25) 207,443.25 92.20 04/15/26CITIGRP 225,000.00 91324PEC2UNITEDHEALTH GROUP INC (CALLABLE) CORPOR
DTD 05/19/2021 1.150% 05/15/2026

4.92 2.10
(14,989.06)(14,962.32) 159,985.18 91.42 07/12/26MITSU 175,000.00 05565EBW4BMW US CAPITAL LLC (CALLABLE)

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

5.01 2.34
(17,381.37)(16,895.92) 206,967.83 91.99 JPM_CHA 225,000.00 14913R2U0CATERPILLAR FINL SERVICE CORPORATE NOTES
DTD 01/10/2022 1.700% 01/08/2027

4.73 2.79
(2,964.38)(2,935.68) 36,996.32 92.49 12/15/26CITIGRP 40,000.00 87612EBM7TARGET CORP CORP NOTES (CALLABLE) DTD 01/24/2022 1.950% 01/15/2027

4.78 2.72
(37,142.46)(36,701.35) 437,244.15 92.05 12/26/26DEUTSCH 475,000.00 06406RBA4BANK OF NY MELLON CORP (CALLABLE) CORPOR
DTD 01/26/2022 2.050% 01/26/2027

5.02 2.75

Page 23 ends

For the Month Ending February 29, 2024Managed 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
(3,724.35) 3,181.50 725,124.00 96.68 11/06/26GOLDMAN 750,000.00 594918BY9MICROSOFT CORP CORP NOTES (CALLABLE)
DTD 02/06/2017 3.300% 02/06/2027

4.52 2.58
(4,886.38) 1,289.70 278,492.70 92.83 02/01/27RBS 300,000.00 025816CS6AMERICAN EXPRESS CO CORP NOTES (CALLABLE
DTD 03/04/2022 2.550% 03/04/2027

5.15 2.79
(25,220.99)(21,727.92) 444,361.08 93.55 02/15/27SEEL 475,000.00 084664CZ2BERKSHIRE HATHAWAY CORP NOTES (CALLABLE)
DTD 03/15/2022 2.300% 03/15/2027

4.60 2.84
(5,185.15)(1,434.00) 283,491.00 94.50 01/01/27BARCLAY 300,000.00 808513BW4CHARLES SCHWAB CORP NOTES (CALLABLE)
DTD 09/24/2021 3.300% 04/01/2027

5.25 2.69
(7,021.55)(4,050.00) 484,275.00 96.86 CBAA 500,000.00 63254ABE7NATIONAL AUSTRALIA BK/NY CORPORATE NOTES
DTD 06/09/2022 3.905% 06/09/2027

4.96 3.08
(19,337.59)(11,259.20) 729,803.55 94.17 06/12/27TD 775,000.00 037833DB3APPLE INC (CALLABLE) BONDS DTD 09/12/2017 2.900% 09/12/2027

4.71 3.11
(2,883.85)(3,158.62) 373,123.88 99.50 WELLS_F 375,000.00 89236TKQ7TOYOTA MOTOR CREDIT CORP

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

4.77 3.56
(2,360.96) 1,925.35 331,114.35 94.60 11/07/27MORGAN_ 350,000.00 637432NP6NATIONAL RURAL UTIL COOP CORP NOTES (CAL
DTD 02/07/2018 3.400% 02/07/2028

4.92 3.48
(1,876.33)(2,221.90) 84,821.50 99.79 01/15/28JPM_CHA 85,000.00 882508BV5TEXAS INSTRUMENTS INC CORP NOTE (CALLABL
DTD 11/18/2022 4.600% 02/15/2028

4.66 3.59
1,213.54 4,495.88 362,759.63 96.74 11/20/27MKTX 375,000.00 110122DE5BRISTOL-MYERS SQUIBB CO CORP NOTES (CALL
DTD 07/15/2020 3.900% 02/20/2028

4.81 3.49
(690.62)(673.92) 59,218.08 98.70 04/15/28BARCLAY 60,000.00 539830BZ1LOCKHEED MARTIN CORP NOTES (CALLABLE)
DTD 05/25/2023 4.450% 05/15/2028

4.79 3.76

Page 24 ends

For the Month Ending February 29, 2024Managed 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
(537.92)(885.00) 376,980.00 100.53 CITIGRP 375,000.00 24422EXB0JOHN DEERE CAPITAL CORP CORPORATE NOTES
DTD 07/14/2023 4.950% 07/14/2028

4.81 3.96
22,737.71 23,004.00 769,284.00 102.57 08/29/28BARCLAY 750,000.00 17325FBB3CITIBANK NA CORP NOTES (CALLABLE) DTD 09/29/2023 5.803% 09/29/2028

5.17 3.93
(3,666.33)(3,661.46) 335,886.34 98.79 01/08/29BARCLAY 340,000.00 009158BH8AIR PRODUCTS & CHEMICALS CORP NOTES (CAL
DTD 02/08/2024 4.600% 02/08/2029

4.88 4.39
102.19 102.48 419,955.48 99.99 01/26/29CITIGRP 420,000.00 17275RBR2CISCO SYSTEMS INC CORPORATE NOTES (CALLA
DTD 02/26/2024 4.850% 02/26/2029

4.85 4.42
(348,088.66) 4.98 (277,889.12) 12,354,405.69 12,725,000.00 Security Type Sub-Total 2.19 Certificate of Deposit
3,867.04 3,867.04 453,867.04 100.86 TD 450,000.00 89115B6K1TORONTO DOMINION BANK NY CERT DEPOS
DTD 10/31/2022 5.600% 10/27/2025

4.97 1.62
785.70 785.70 450,785.70 100.17 WELLS_F 450,000.00 65558UYF3NORDEA BANK ABP NEW YORK CERT DEPOS
DTD 11/03/2022 5.530% 11/03/2025

5.41 1.60
4,652.74 5.19 4,652.74 904,652.74 900,000.00 Security Type Sub-Total 1.61 Asset-Backed Security
(155.14)(154.12) 14,858.75 98.96 BARCLAY 15,014.45 44933LAC7HART 2021-A A3 DTD 04/28/2021 0.380% 09/15/2025

1.06 0.18
(1,993.94)(1,992.81) 104,751.49 98.13 MITSU 106,746.12 65480BAC1NAROT 2021-A A3 DTD 06/23/2021 0.330% 10/15/2025

1.49 0.32
(1,801.35)(1,794.45) 102,707.17 98.27 CITIGRP 104,512.88 89190GAC1TAOT 2021-B A3 DTD 06/14/2021 0.260% 11/17/2025

1.28 0.30
(1,543.80)(1,536.99) 57,737.26 97.39 MERRILL 59,286.74 43815GAC3HAROT 2021-4 A3 DTD 11/24/2021 0.880% 01/21/2026

2.29 0.53

Page 25 ends

For the Month Ending February 29, 2024Managed 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
(648.13)(643.63) 34,540.24 98.15 MERRILL 35,191.47 14314QAC8CARMX 2021-2 A3 DTD 04/21/2021 0.520% 02/17/2026

1.48 0.30
(1,127.20)(1,121.89) 45,548.36 97.57 SMBC 46,680.68 44935FAD6HART 2021-C A3 DTD 11/17/2021 0.740% 05/15/2026

1.86 0.45
(5,041.87)(5,021.48) 189,936.77 97.40 CITIGRP 195,000.00 254683CP8DCENT 2021-A1 A1 DTD 09/27/2021 0.580% 09/15/2026

1.62 0.52
(1,601.51)(1,600.85) 51,926.40 97.01 JPM_CHA 53,528.62 362554AC1GMCAR 2021-4 A3 DTD 10/21/2021 0.680% 09/16/2026

1.89 0.58
(3,044.75)(3,043.06) 206,951.98 98.55 RBC 210,000.00 14318MAD1CARMX 2022-3 A3 DTD 07/20/2022 3.970% 04/15/2027

4.47 0.89
(1,583.22)(1,574.32) 138,396.71 98.85 WELLS_F 140,000.00 65480JAC4NAROT 2022-B A3 DTD 09/28/2022 4.460% 05/17/2027

4.85 1.16
(1,424.41)(1,411.52) 273,543.41 99.47 RBC 275,000.00 36265QAD8GMCAR 2022-4 A3 DTD 10/12/2022 4.820% 08/16/2027

4.99 1.08
(1,990.24)(1,990.21) 243,009.67 99.19 MERRILL 245,000.00 891940AC2TAOT 2023-A A3 DTD 01/30/2023 4.630% 09/15/2027

4.88 1.29
(345.36)(335.06) 244,626.50 99.85 RBC 245,000.00 14041NGB1COMET 2022-A3 A DTD 11/03/2022 4.950% 10/15/2027

5.00 1.52
(326.39)(322.76) 169,660.12 99.80 JPM_CHA 170,000.00 41285JAD0HDMOT 2023-A A3 DTD 02/23/2023 5.050% 12/15/2027

5.11 1.49
(1,234.53)(1,231.97) 128,754.47 99.04 BNP_PAR 130,000.00 344928AD8FORDO 2023-A A3 DTD 03/31/2023 4.650% 02/15/2028

4.92 1.51
1,437.08 1,444.80 321,378.82 100.43 MERRILL 320,000.00 43815QAC1HAROT 2023-3 A3 DTD 08/22/2023 5.410% 02/18/2028

5.29 1.76
(4,137.53)(4,134.18) 315,847.26 98.70 RBC 320,000.00 254683CY9DCENT 2023-A1 A DTD 04/11/2023 4.310% 03/15/2028

4.66 1.89
(635.04)(629.49) 169,332.02 99.61 MERRILL 170,000.00 05522RDG0BACCT 2023-A1 A1 DTD 06/16/2023 4.790% 05/15/2028

4.89 2.03
(532.23)(529.78) 189,453.37 99.71 RBC 190,000.00 02582JJZ4AMXCA 2023-1 A DTD 06/14/2023 4.870% 05/15/2028

4.95 2.03
(5,893.46)(5,876.03) 484,011.61 98.78 RBC 490,000.00 14041NGD7COMET 2023-A1 A DTD 05/24/2023 4.420% 05/15/2028

4.74 2.04
(603.51)(597.07) 349,355.65 99.82 MERRILL 350,000.00 254683CZ6DCENT 2023-A2 A DTD 06/28/2023 4.930% 06/15/2028

4.98 2.10

Page 26 ends

For the Month Ending February 29, 2024Managed 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
938.65 939.54 85,924.57 101.09 JPM_CHA 85,000.00 438123AC5HAROT 2023-4 A3 DTD 11/08/2023 5.670% 06/21/2028

5.39 2.01
596.47 598.75 350,577.05 100.16 JPM_CHA 350,000.00 31680EAD3FITAT 2023-1 A3 DTD 08/23/2023 5.530% 08/15/2028

5.49 1.84
1,875.80 1,884.96 406,772.69 100.44 JPM_CHA 405,000.00 161571HT4CHAIT 2023-A1 A DTD 09/15/2023 5.160% 09/15/2028

5.05 2.31
2,825.45 2,826.91 412,808.58 100.69 CITIGRP 410,000.00 02582JKD1AMXCA 2023-3 A DTD 09/19/2023 5.230% 09/15/2028

5.06 2.31
502.04 502.97 180,478.80 100.27 MERRILL 180,000.00 05522RDH8BACCT 2023-A2 A2 DTD 12/14/2023 4.980% 11/15/2028

4.92 2.46
(27,343.74) 4.60 (27,488.12) 5,272,889.72 5,300,960.96 Security Type Sub-Total 1.67 53,791,996.84 51,662,597.25 (633,838.13) (998,657.50) 4.69 Managed Account Sub-Total 2.48 Joint Powers Authority

0.00 0.00 44,627.69 1.00 44,627.69 CAMP Pool 0.00
44,627.69 44,627.69 0.00 0.00 Liquid Sub-Total 0.00 Total Investments $51,978,963.35
$271,738.41
$51,707,224.94
Accrued Interest
Securities Sub-Total $53,836,624.53 ($633,838.13) ($998,657.50) 4.69% 2.48

Page 27 ends

For the Month Ending February 29, 2024Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method
BUY
02/08/24 FHMS K514 A2
DTD 02/01/2024 4.572% 12/01/2028
3137HBLV4 (292,899.71) (257.81) (293,157.52) 290,000.00 02/01/24 02/06/24 US TREASURY NOTES
DTD 02/28/2023 4.000% 02/29/2028
91282CGP0 (602,507.81) (10,483.52) (612,991.33) 600,000.00 02/02/24 02/08/24 AIR PRODUCTS & CHEMICALS CORP

NOTES (CAL
DTD 02/08/2024 4.600% 02/08/2029
009158BH8 (339,547.80) 0.00 (339,547.80) 340,000.00 02/06/24 02/26/24 CISCO SYSTEMS INC CORPORATE

NOTES (CALLA
DTD 02/26/2024 4.850% 02/26/2029
17275RBR2 (419,853.00) 0.00 (419,853.00) 420,000.00 02/21/24 (10,741.33) (1,665,549.65)(1,654,808.32) 1,650,000.00 Transaction Type Sub-Total

INTEREST
02/01/24 BANK OF AMERICA CORP NOTES
DTD 07/30/2015 3.875% 08/01/2025
06051GFS3 0.00 4,359.38 4,359.38 225,000.00 02/01/24 02/01/24 SAN JUAN USD, CA TXBL GO BONDS
DTD 10/29/2020 0.852% 08/01/2025
798306WP7 0.00 553.80 553.80 130,000.00 02/01/24
02/01/24 CHAFFEY UHSD, CA TXBL GO BONDS
DTD 12/05/2019 2.101% 08/01/2024
157411TK5 0.00 1,050.50 1,050.50 100,000.00 02/01/24 02/01/24 MN ST TXBL GO BONDS
DTD 08/25/2020 0.630% 08/01/2025
60412AVJ9 0.00 315.00 315.00 100,000.00 02/01/24
02/01/24 LOS ANGELES CCD, CA TXBL GO BONDS
DTD 11/10/2020 0.773% 08/01/2025
54438CYK2 0.00 541.10 541.10 140,000.00 02/01/24
02/25/24 FHMS K508 A2
DTD 10/01/2023 4.740% 08/01/2028
3137HAQ74 0.00 1,975.00 1,975.00 500,000.00 02/01/24 02/25/24 FHMS K507 A2
DTD 09/01/2023 4.800% 09/01/2028
3137HAMS2 0.00 2,000.00 2,000.00 500,000.00 02/01/24 02/25/24 FHMS K064 A2
DTD 05/15/2017 3.224% 03/01/2027
3137BXQY1 0.00 1,477.67 1,477.67 550,000.00 02/01/24 02/25/24 FHMS KJ48 A1
DTD 12/01/2023 4.858% 05/01/2028
3137HBC69 0.00 1,617.48 1,617.48 399,541.01 02/01/24 02/25/24 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
3137BTUM1 0.00 1,056.31 1,056.31 378,720.49 02/01/24

Page 28 ends

For the Month Ending February 29, 2024Managed Account Security Transactions & Interest

INTEREST
02/25/24 FHMS K509 A2
DTD 10/01/2023 4.850% 09/01/2028
3137HAST4 0.00 1,515.63 1,515.63 375,000.00 02/01/24 02/25/24 FNA 2023-M6 A2
DTD 07/01/2023 4.190% 07/01/2028
3136BQDE6 0.00 1,920.42 1,920.42 550,000.00 02/01/24 02/25/24 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
3137HAD45 0.00 1,745.95 1,745.95 438,589.06 02/01/24 02/25/24 FHLMC MULTIFAMILY STRUCTURED P
DTD 07/01/2017 3.243% 04/01/2027
3137F1G44 0.00 1,486.38 1,486.38 550,000.00 02/01/24 02/25/24 FHMS K510 A2
DTD 11/01/2023 5.069% 10/01/2028
3137HB3D4 0.00 760.35 760.35 180,000.00 02/01/24
02/25/24 FHMS K054 A2
DTD 04/20/2016 2.745% 01/01/2026
3137BNGT5 0.00 629.06 629.06 275,000.00 02/01/24
02/25/24 FHMS K505 A2
DTD 07/01/2023 4.819% 06/01/2028
3137HACX2 0.00 2,208.71 2,208.71 550,000.00 02/01/24 02/25/24 FHMS K506 A2
DTD 09/01/2023 4.650% 08/01/2028
3137HAMH6 0.00 3,100.00 3,100.00 800,000.00 02/01/24 02/25/24 FHMS K058 A2
DTD 11/09/2016 2.653% 08/01/2026
3137BSP72 0.00 1,215.96 1,215.96 550,000.00 02/01/24 02/25/24 FHMS K511 A2
DTD 12/01/2023 4.860% 10/01/2028
3137HB3G7 0.00 1,113.75 1,113.75 275,000.00 02/01/24 02/25/24 FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
3137BGK24 0.00 627.70 627.70 245,996.40 02/01/24
02/06/24 MICROSOFT CORP CORP NOTES
(CALLABLE)
DTD 02/06/2017 3.300% 02/06/2027
594918BY9 0.00 12,375.00 12,375.00 750,000.00 02/06/24 02/06/24 PACCAR FINANCIAL CORP CORPORATE
NOTES
DTD 02/06/2020 1.800% 02/06/2025
69371RQ66 0.00 1,575.00 1,575.00 175,000.00 02/06/24 02/07/24 NATIONAL RURAL UTIL COOP CORP

NOTES (CAL
DTD 02/07/2018 3.400% 02/07/2028
637432NP6 0.00 5,950.00 5,950.00 350,000.00 02/07/24 02/12/24 BMW US CAPITAL LLC (CALLABLE)

CORPORATE
DTD 08/12/2021 1.250% 08/12/2026
05565EBW4 0.00 1,093.75 1,093.75 175,000.00 02/12/24

Page 29 ends

For the Month Ending February 29, 2024Managed Account Security Transactions & Interest

INTEREST
02/12/24 BMW US CAPITAL LLC CORPORATE
NOTES
DTD 08/12/2021 0.750% 08/12/2024
05565EBU8 0.00 262.50 262.50 70,000.00 02/12/24
02/15/24 COMET 2023-A1 A
DTD 05/24/2023 4.420% 05/15/2028
14041NGD7 0.00 1,804.83 1,804.83 490,000.00 02/15/24 02/15/24 BACCT 2023-A1 A1
DTD 06/16/2023 4.790% 05/15/2028
05522RDG0 0.00 678.58 678.58 170,000.00 02/15/24
02/15/24 DCENT 2021-A1 A1
DTD 09/27/2021 0.580% 09/15/2026
254683CP8 0.00 94.25 94.25 195,000.00 02/15/24
02/15/24 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 0.00 31.44 31.44 50,986.18 02/15/24
02/15/24 AMXCA 2023-3 A
DTD 09/19/2023 5.230% 09/15/2028
02582JKD1 0.00 1,786.92 1,786.92 410,000.00 02/15/24 02/15/24 DCENT 2023-A1 A
DTD 04/11/2023 4.310% 03/15/2028
254683CY9 0.00 1,149.33 1,149.33 320,000.00 02/15/24 02/15/24 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
89190GAC1 0.00 25.73 25.73 118,768.93 02/15/24
02/15/24 HDMOT 2023-A A3
DTD 02/23/2023 5.050% 12/15/2027
41285JAD0 0.00 715.42 715.42 170,000.00 02/15/24
02/15/24 COMET 2022-A3 A
DTD 11/03/2022 4.950% 10/15/2027
14041NGB1 0.00 1,010.63 1,010.63 245,000.00 02/15/24 02/15/24 BACCT 2023-A2 A2
DTD 12/14/2023 4.980% 11/15/2028
05522RDH8 0.00 747.00 747.00 180,000.00 02/15/24
02/15/24 NAROT 2022-B A3
DTD 09/28/2022 4.460% 05/17/2027
65480JAC4 0.00 520.33 520.33 140,000.00 02/15/24
02/15/24 TEXAS INSTRUMENTS INC CORP NOTE
(CALLABL
DTD 11/18/2022 4.600% 02/15/2028
882508BV5 0.00 1,955.00 1,955.00 85,000.00 02/15/24 02/15/24 CARMX 2022-3 A3
DTD 07/20/2022 3.970% 04/15/2027
14318MAD1 0.00 694.75 694.75 210,000.00 02/15/24
02/15/24 FORDO 2023-A A3
DTD 03/31/2023 4.650% 02/15/2028
344928AD8 0.00 503.75 503.75 130,000.00 02/15/24
02/15/24 TAOT 2023-A A3
DTD 01/30/2023 4.630% 09/15/2027
891940AC2 0.00 945.29 945.29 245,000.00 02/15/24

Page 30 ends

For the Month Ending February 29, 2024Managed Account Security Transactions & Interest

INTEREST
02/15/24 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
65480BAC1 0.00 33.08 33.08 120,292.16 02/15/24
02/15/24 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 0.00 17.17 17.17 39,613.16 02/15/24
02/15/24 DCENT 2023-A2 A
DTD 06/28/2023 4.930% 06/15/2028
254683CZ6 0.00 1,437.92 1,437.92 350,000.00 02/15/24 02/15/24 FITAT 2023-1 A3
DTD 08/23/2023 5.530% 08/15/2028
31680EAD3 0.00 1,612.92 1,612.92 350,000.00 02/15/24 02/15/24 CHAIT 2023-A1 A
DTD 09/15/2023 5.160% 09/15/2028
161571HT4 0.00 1,741.50 1,741.50 405,000.00 02/15/24 02/15/24 HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 0.00 5.81 5.81 18,336.11 02/15/24
02/15/24 AMXCA 2023-1 A
DTD 06/14/2023 4.870% 05/15/2028
02582JJZ4 0.00 771.08 771.08 190,000.00 02/15/24
02/16/24 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
362554AC1 0.00 32.52 32.52 57,381.81 02/16/24
02/16/24 GMCAR 2022-4 A3
DTD 10/12/2022 4.820% 08/16/2027
36265QAD8 0.00 1,104.58 1,104.58 275,000.00 02/16/24 02/18/24 HAROT 2023-3 A3
DTD 08/22/2023 5.410% 02/18/2028
43815QAC1 0.00 1,442.67 1,442.67 320,000.00 02/18/24 02/20/24 BRISTOL-MYERS SQUIBB CO CORP

NOTES (CALL
DTD 07/15/2020 3.900% 02/20/2028
110122DE5 0.00 7,312.50 7,312.50 375,000.00 02/20/24 02/21/24 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 0.00 47.27 47.27 64,458.89 02/21/24
02/21/24 HAROT 2023-4 A3
DTD 11/08/2023 5.670% 06/21/2028
438123AC5 0.00 401.63 401.63 85,000.00 02/21/24
02/24/24 JPMORGAN CHASE & CO CORP NOTES
(CALLABLE
DTD 02/24/2022 2.595% 02/24/2026
46647PCV6 0.00 2,270.63 2,270.63 175,000.00 02/24/24 02/25/24 FANNIE MAE NOTES
DTD 08/27/2020 0.375% 08/25/2025
3135G05X7 0.00 656.25 656.25 350,000.00 02/25/24

Page 31 ends

For the Month Ending February 29, 2024Managed Account Security Transactions & Interest

INTEREST
02/28/24 WALT DISNEY COMPANY/THE
(CALLABLE)
DTD 09/06/2019 1.750% 08/30/2024
254687FK7 0.00 3,500.00 3,500.00 400,000.00 02/28/24 02/29/24 US TREASURY NOTES
DTD 02/28/2023 4.000% 02/29/2028
91282CGP0 0.00 12,000.00 12,000.00 600,000.00 02/29/24 99,577.18 99,577.18 0.00 16,667,684.20 Transaction Type Sub-Total

PAYDOWNS
02/25/24 FHMS K061 A2
DTD 01/30/2017 3.347% 11/01/2026
3137BTUM1 713.92 0.00 713.92 21.98 0.00 713.92 02/01/24 02/25/24 FHMS K043 A2
DTD 03/01/2015 3.062% 12/01/2024
3137BGK24 408.25 0.00 408.25 (20.22) 0.00 408.25 02/01/24 02/25/24 FHMS KJ46 A1
DTD 07/01/2023 4.777% 06/01/2028
3137HAD45 227.13 0.00 227.13 0.01 0.00 227.13 02/01/24 02/25/24 FHMS KJ48 A1
DTD 12/01/2023 4.858% 05/01/2028
3137HBC69 461.78 0.00 461.78 0.00 0.00 461.78 02/01/24 02/15/24 HART 2021-A A3
DTD 04/28/2021 0.380% 09/15/2025
44933LAC7 3,321.66 0.00 3,321.66 0.35 0.00 3,321.66 02/15/24 02/15/24 TAOT 2021-B A3
DTD 06/14/2021 0.260% 11/17/2025
89190GAC1 14,256.05 0.00 14,256.05 1.54 0.00 14,256.05 02/15/24 02/15/24 HART 2021-C A3
DTD 11/17/2021 0.740% 05/15/2026
44935FAD6 4,305.50 0.00 4,305.50 0.96 0.00 4,305.50 02/15/24 02/15/24 NAROT 2021-A A3
DTD 06/23/2021 0.330% 10/15/2025
65480BAC1 13,546.04 0.00 13,546.04 0.23 0.00 13,546.04 02/15/24 02/15/24 CARMX 2021-2 A3
DTD 04/21/2021 0.520% 02/17/2026
14314QAC8 4,421.69 0.00 4,421.69 0.95 0.00 4,421.69 02/15/24 02/16/24 GMCAR 2021-4 A3
DTD 10/21/2021 0.680% 09/16/2026
362554AC1 3,853.19 0.00 3,853.19 0.10 0.00 3,853.19 02/16/24 02/21/24 HAROT 2021-4 A3
DTD 11/24/2021 0.880% 01/21/2026
43815GAC3 5,172.15 0.00 5,172.15 1.09 0.00 5,172.15 02/21/24

0.00 0.00 6.99 50,687.36 50,687.36 50,687.36 Transaction Type Sub-Total SELL

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For the Month Ending February 29, 2024Managed Account Security Transactions & Interest

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Transaction Type
Trade CUSIPSecurity DescriptionSettle Par Proceeds
Principal Accrued
Interest Total Cost
Realized G/L Realized G/L Sale
Amort Cost Method
SELL
02/08/24 US TREASURY NOTES
DTD 06/30/2020 0.250% 06/30/2025
912828ZW3 94,457.03 26.79 94,483.82 (3,605.47) (4,906.74) FIFO 100,000.00 02/01/24 02/06/24 INTER-AMERICAN DEVEL BK NOTES
DTD 09/23/2021 0.500% 09/23/2024
4581X0DZ8 616,953.30 1,172.99 618,126.29 (17,576.80) (17,948.09) FIFO 635,000.00 02/02/24 02/08/24 US TREASURY NOTES
DTD 07/31/2022 2.750% 07/31/2027
91282CFB2 382,218.75 241.76 382,460.51 8,953.12 3,316.96 FIFO 400,000.00 02/06/24 02/26/24 US TREASURY NOTES
DTD 04/30/2021 0.750% 04/30/2026
91282CBW0 276,457.03 729.40 277,186.43 (16,230.47) (19,856.54) FIFO 300,000.00 02/21/24 2,170.94 (39,394.41)(28,459.62) 1,372,257.05 1,370,086.11 1,435,000.00 Transaction Type Sub-Total (234,034.85) 91,006.79 (143,028.06) (28,452.63) (39,394.41)Managed Account Sub-Total Total Security Transactions ($28,452.63)($143,028.06)$91,006.79 ($234,034.85) ($39,394.41)

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For the Month Ending February 29, 2024Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
191,349.05 Opening Balance
02/01/24 02/01/24 Purchase - Interest 06051GFS3 1.00 4,359.38 195,708.43 02/01/24 02/01/24 Purchase - Interest 157411TK5 1.00 1,050.50 196,758.93 02/01/24 02/01/24 Purchase - Interest 54438CYK2 1.00 541.10 197,300.03 02/01/24 02/01/24 Purchase - Interest 60412AVJ9 1.00 315.00 197,615.03 02/01/24 02/01/24 Purchase - Interest 798306WP7 1.00 553.80 198,168.83 02/06/24 02/06/24 Purchase - Interest 594918BY9 1.00 12,375.00 210,543.83 02/06/24 02/06/24 Purchase - Interest 69371RQ66 1.00 1,575.00 212,118.83 02/06/24 02/06/24 Purchase - Interest 4581X0DZ8 1.00 1,172.99 213,291.82 02/06/24 02/06/24 Purchase - Principal 4581X0DZ8 1.00 616,953.30 830,245.12 02/06/24 02/06/24 Redemption - Interest 91282CGP0 1.00 (10,483.52) 819,761.60 02/06/24 02/06/24 Redemption - Principal 91282CGP0 1.00 (602,507.81) 217,253.79 02/07/24 02/07/24 Purchase - Interest 637432NP6 1.00 5,950.00 223,203.79 02/08/24 02/08/24 Purchase - Interest 912828ZW3 1.00 26.79 223,230.58 02/08/24 02/08/24 Purchase - Principal 912828ZW3 1.00 94,457.03 317,687.61 02/08/24 02/08/24 Purchase - Principal 91282CFB2 1.00 382,218.75 699,906.36 02/08/24 02/08/24 Purchase - Interest 91282CFB2 1.00 241.76 700,148.12 02/08/24 02/08/24 Redemption - Principal 009158BH8 1.00 (339,547.80) 360,600.32 02/08/24 02/08/24 Redemption - Principal 3137HBLV4 1.00 (292,899.71) 67,700.61 02/08/24 02/08/24 Redemption - Interest 3137HBLV4 1.00 (257.81) 67,442.80 02/12/24 02/12/24 Purchase - Interest 05565EBU8 1.00 262.50 67,705.30 02/12/24 02/12/24 Purchase - Interest 05565EBW4 1.00 1,093.75 68,799.05

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For the Month Ending February 29, 2024Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
02/15/24 02/15/24 Purchase - Interest 882508BV5 1.00 1,955.00 70,754.05 02/15/24 02/15/24 Purchase - Interest 02582JJZ4 1.00 771.08 71,525.13 02/15/24 02/15/24 Purchase - Interest 02582JKD1 1.00 1,786.92 73,312.05 02/15/24 02/15/24 Purchase - Interest 05522RDG0 1.00 678.58 73,990.63 02/15/24 02/15/24 Purchase - Interest 05522RDH8 1.00 747.00 74,737.63 02/15/24 02/15/24 Purchase - Interest 14041NGB1 1.00 1,010.63 75,748.26 02/15/24 02/15/24 Purchase - Interest 14041NGD7 1.00 1,804.83 77,553.09 02/15/24 02/15/24 Purchase - Interest 14314QAC8 1.00 17.17 77,570.26 02/15/24 02/15/24 Purchase - Interest 14318MAD1 1.00 694.75 78,265.01 02/15/24 02/15/24 Purchase - Interest 161571HT4 1.00 1,741.50 80,006.51 02/15/24 02/15/24 Purchase - Interest 254683CP8 1.00 94.25 80,100.76 02/15/24 02/15/24 Purchase - Interest 254683CY9 1.00 1,149.33 81,250.09 02/15/24 02/15/24 Purchase - Interest 254683CZ6 1.00 1,437.92 82,688.01 02/15/24 02/15/24 Purchase - Interest 31680EAD3 1.00 1,612.92 84,300.93 02/15/24 02/15/24 Purchase - Interest 344928AD8 1.00 503.75 84,804.68 02/15/24 02/15/24 Purchase - Interest 41285JAD0 1.00 715.42 85,520.10 02/15/24 02/15/24 Purchase - Interest 44933LAC7 1.00 5.81 85,525.91 02/15/24 02/15/24 Purchase - Interest 44935FAD6 1.00 31.44 85,557.35 02/15/24 02/15/24 Purchase - Interest 65480BAC1 1.00 33.08 85,590.43 02/15/24 02/15/24 Purchase - Interest 65480JAC4 1.00 520.33 86,110.76 02/15/24 02/15/24 Purchase - Interest 89190GAC1 1.00 25.73 86,136.49 02/15/24 02/15/24 Purchase - Interest 891940AC2 1.00 945.29 87,081.78

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For the Month Ending February 29, 2024Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
02/15/24 02/15/24 Purchase - Principal 14314QAC8 1.00 4,421.69 91,503.47 02/15/24 02/15/24 Purchase - Principal 44933LAC7 1.00 3,321.66 94,825.13 02/15/24 02/15/24 Purchase - Principal 89190GAC1 1.00 14,256.05 109,081.18 02/15/24 02/15/24 Purchase - Principal 44935FAD6 1.00 4,305.50 113,386.68 02/15/24 02/15/24 Purchase - Principal 65480BAC1 1.00 13,546.04 126,932.72 02/16/24 02/16/24 Purchase - Interest 362554AC1 1.00 32.52 126,965.24 02/16/24 02/16/24 Purchase - Interest 36265QAD8 1.00 1,104.58 128,069.82 02/16/24 02/16/24 Purchase - Principal 362554AC1 1.00 3,853.19 131,923.01 02/20/24 02/20/24 Purchase - Interest 110122DE5 1.00 7,312.50 139,235.51 02/20/24 02/20/24 Purchase - Interest 43815QAC1 1.00 1,442.67 140,678.18 02/21/24 02/21/24 Purchase - Interest 43815GAC3 1.00 47.27 140,725.45 02/21/24 02/21/24 Purchase - Interest 438123AC5 1.00 401.63 141,127.08 02/21/24 02/21/24 Purchase - Principal 43815GAC3 1.00 5,172.15 146,299.23 02/26/24 02/26/24 Purchase - Interest 3135G05X7 1.00 656.25 146,955.48 02/26/24 02/26/24 Purchase - Interest 46647PCV6 1.00 2,270.63 149,226.11 02/26/24 02/26/24 Purchase - Interest 3137BNGT5 1.00 629.06 149,855.17 02/26/24 02/26/24 Purchase - Interest 3137BSP72 1.00 1,215.96 151,071.13 02/26/24 02/26/24 Purchase - Interest 3137BTUM1 1.00 1,056.31 152,127.44 02/26/24 02/26/24 Purchase - Interest 3137HAMH6 1.00 3,100.00 155,227.44 02/26/24 02/26/24 Purchase - Interest 3137HAMS2 1.00 2,000.00 157,227.44 02/26/24 02/26/24 Purchase - Interest 3137HAQ74 1.00 1,975.00 159,202.44 02/26/24 02/26/24 Purchase - Interest 3137HAST4 1.00 1,515.63 160,718.07

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For the Month Ending February 29, 2024Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate CAMP Pool
02/26/24 02/26/24 Purchase - Interest 3137HB3D4 1.00 760.35 161,478.42 02/26/24 02/26/24 Purchase - Interest 3137HB3G7 1.00 1,113.75 162,592.17 02/26/24 02/26/24 Purchase - Interest 3137HBC69 1.00 1,617.48 164,209.65 02/26/24 02/26/24 Purchase - Interest 3137BXQY1 1.00 1,477.67 165,687.32 02/26/24 02/26/24 Purchase - Interest 3137HACX2 1.00 2,208.71 167,896.03 02/26/24 02/26/24 Purchase - Interest 3137HAD45 1.00 1,745.95 169,641.98 02/26/24 02/26/24 Purchase - Interest 3137F1G44 1.00 1,486.38 171,128.36 02/26/24 02/26/24 Purchase - Interest 3136BQDE6 1.00 1,920.42 173,048.78 02/26/24 02/26/24 Purchase - Interest 3137BGK24 1.00 627.70 173,676.48 02/26/24 02/26/24 Purchase - Principal 91282CBW0 1.00 276,457.03 450,133.51 02/26/24 02/26/24 Purchase - Interest 91282CBW0 1.00 729.40 450,862.91 02/26/24 02/26/24 Purchase - Principal 3137BTUM1 1.00 713.92 451,576.83 02/26/24 02/26/24 Purchase - Principal 3137HAD45 1.00 227.13 451,803.96 02/26/24 02/26/24 Purchase - Principal 3137HBC69 1.00 461.78 452,265.74 02/26/24 02/26/24 Purchase - Principal 3137BGK24 1.00 408.25 452,673.99 02/26/24 02/26/24 Redemption - Principal 17275RBR2 1.00 (419,853.00) 32,820.99 02/26/24 02/26/24 IP Fees January 2024 1.00 (3,994.95) 28,826.04 02/26/24 02/26/24 U.S. Bank Fees December 2023 1.00 (234.80) 28,591.24 02/28/24 02/28/24 Purchase - Interest 254687FK7 1.00 3,500.00 32,091.24 02/29/24 02/29/24 Purchase - Interest 91282CGP0 1.00 12,000.00 44,091.24 02/29/24 03/01/24 Accrual Income Div Reinvestment - Distributions 1.00 536.45 44,627.69

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For the Month Ending February 29, 2024Account Statement

CITY OF LAKE ELSINORE - LAKE ELSINORE - CITY FUNDS
Total Settlement Dollar AmountShare or Trade
Shares OwnedDate Transaction Description of TransactionUnit PriceDate 44,627.69
44,627.69
44,627.69
123,040.36
1,014.34

0.00 (2,848,969.92)
2,776,824.65
116,772.96
536.45
44,627.69

0.00 (1,669,779.40)
1,523,058.04
191,349.05
Monthly Distribution Yield
Average Monthly Balance
Closing Balance
Fiscal YTDMonth of
Cash Dividends and Income
Closing Balance
Check Disbursements
Redemptions (Excl. Checks)
Purchases
Opening Balance
Closing Balance
February January-February

5.50%

Page 38 ends

Lake Elsinore City CouncilMarch 26, 2024

Lake Elsinore City Council
March 26, 2024