Moreno Valley City Council
August 20, 2024

4,079,502 4,079,502 4,079,502
54,370,062 54,171,724 54,370,062 0.60 4.480%
California CLASS 143,599,410 143,586,905 143,599,410 5.401% Investments 239,602,110 234,260, 817 242,404,341 2.58 3.360% 2.34 441,651,084 436,098,948 444,453,315
Total Funds with Fiscal Agents 2,812,835
Total Investment Portfolio 438,911,783

1. I he reby certify that the investments are in compliance with the investment policy adopted by the City Council. There are no items of non-compliance for this period.

3. T
he market value for LAIF is provided by the State Treasurer's Office.

4. The market values for investments held by fiscal agents are provided by each respective trustee or fiscal agent.

5. T
he value of LAIF incorporates accrued interest receivable provided by the City's investment advisors.

6. T
he City has the ability to meet its budgeted expenditures for the next six months pending any future action by City Council or any unforeseen catastrophic event. /S/ Launa Jimenez
Chief Financial Officer/City Treasurer

2. The market values for the investments in the General Portfolio are provided by the City's investment advisors.

CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
June 2024
Bank Accounts
State of California LAIF Pool
Par Value
Average Maturity
(in years)
Average Yield
to Maturity
Average
Duration
(in years)Cost Value Market ValueGeneral Portfolio

CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
Asset Balance (par) Avg YTM (2) Balance Yield Balance Yield Asset Balance (par) Investment
Portfolio (4)
Benchmark 1-5
Gov(5)
Jul 21 289,495,404 0.96% 110,832,982 0.221% 174,080,540 1.45% 0.39% 0.04% Aug 21 286,942,097 0.93% 106,832,983 0.221% 174,309,851 1.40% 0.29% 0.01% Sep 21 288,344,781 0.92% 106,832,983 0.206% 174,624,047 1.38% 0.02% -0.27% Oct 21 288,711,262 0.91% 106,900,067 0.203% 174,923,444 1.38% -0.42% -0.63% Nov 21 294,654,846 0.92% 100,300,067 0.203% 184,906,704 1.35% -0.62% -0.71% Dec 21 294,627,511 0.94% 92,300,067 0.212% 195,311,898 1.32% -0.95% -1.05% Jan 22 294,969,319 0.94% 92,358,252 0.234% 195,595,521 1.30% -1.88% -1.92% Feb 22 324,897,541 0.98% 107,358,252 0.278% 205,732,226 1.34% -2.02% -2.01% Mar 22 325,131,296 0.99% 107,658,252 0.365% 206,012,398 1.35% -3.64% -3.70% Apr 22 324,515,844 1.06% 107,738,556 0.523% 206,412,804 1.36% -4.72% -4.76% May 22 346,565,395 1.12% 115,338,556 0.684% 216,762,042 1.40% -4.39% -4.33% Jun 22 383,476,803 1.19% 162,579,173 0.861% 217,107,439 1.40% -4.79% -4.74% Jul 22 369,199,807 1.28% 141,304,379 1.090% 217,349,391 1.44% -4.38% -4.36% Aug 22 370,452,358 1.41% 146,304,379 1.276% 217,602,629 1.48% -5.38% -5.50% Sep 22 372,470,167 1.54% 151,304,379 1.513% 217,877,998 1.51% -6.67% -6.91% Oct 22 380,053,901 1.69% 149,798,931 1.772% 218,428,420 1.59% -6.48% -6.66% Nov 22 376,300,861 1.80% 145,798,931 2.007% 218,675,380 1.60% -5.30% -5.59% Dec 22 373,294,517 1.93% 150,798,931 2.173% 219,057,237 1.62% -4.99% -5.30% Jan 23 384,155,072 2.10% 148,573,248 2.425% 229,475,983 1.67% -3.15% -3.36% Feb 23 396,819,683 2.18% 153,573,248 2.624% 229,652,364 1.75% -3.61% -4.07% Mar 23 385,367,736 2.41% 139,573,248 2.831% 240,071,115 1.81% -0.25% -0.40% Apr 23 392,130,838 2.50% 133,568,086 2.870% 250,640,411 1.89% 1.11% 0.96% May 23 393,035,454 2.59% 117,568,086 2.993% 260,980,803 1.97% 0.10% -0.20% Jun 23 401,600,214 2.89% 124,116,027 3.167% 272,037,037 2.07% 0.25% -0.24% Jul 23 392,167,170 2.92% 107,575,030 3.296% 272,444,923 2.14% -0.17% -0.65% Aug 23 367,750,075 2.97% 84,575,030 3.434% 273,304,577 2.21% 1.22% 0.86% Sep 23 371,172,113 3.16% 93,575,029 3.534% 273,977,067 2.35% 2.56% 2.30% Oct 23 382,761,429 3.22% 99,466,248 3.670% 274,376,978 2.41% 2.89% 2.60% Nov 23 375,964,757 3.31% 97,466,247 3.843% 274,739,732 3.15% 3.31% 2.99% Dec 23 379,752,092 3.34% 97,466,248 3.929% 275,892,133 3.22% 4.70% 4.48% Jan 24 403,275,278 3.28% 102,929,639 4.012% 276,491,973 3.30% 4.11% 3.73% Feb 24 410,683,320 2.68% 57,128,309 5.440% 73,426,639 4.122% 255,895,778 3.18% 4.52% 4.25% Mar 24 406,671,661 2.48% 97,009,278 5.421% 46,944,639 4.232% 256,449,339 3.18% 3.32% 2.68% Apr 24 413,609,042 2.75% 112,466,448 5.403% 51,606,298 4.272% 240,926,798 3.16% 2.18% 1.48% May 24 423,061,594 3.93% 116,998,580 5.394% 54,171,701 4.332% 241,222,841 3.28% 3.52% 2.92% Jun 24 444,453,315 4.14% 143,599,410 5.401% 54,370,062 4.480% 242,404,341 3.36% 4.72% 4.34% Notes:

PORTFOLIO PERFORMANCE - 36 MONTH TREND
Period
Total General Portfolio (1) Local Agency Investment Fund (LAIF) Chandler Asset Management (CAM)
Rate of Return (3)
Weighted Avg
YTM (2)
California CLASS
(1) Total General Portfolio includes all assets that comprise th e City's Investment Portfolio which is LAIF, California CLASS a s well as assets managed by Chandler Asset Management. (2) Yield to Maturity (YTM): The rate of return on an investment or security if it were to be held until maturity. This yield d oes not reflect changes in the market value of a security. (4) The Rate of Return for the investment portfolio reflects th e performance of the portfolio during the past twelve months. (5) The portfolio benchmark is the ICE Bank of Am erica-Merrill Lynch 1 to 5 year Government Index. (3) Rate of Return represents the gain or loss on an investment or portfolio of investments over a specified period, expressed as a percentage of increase over the initial investment co st. Gains on investments are considered to be any income received from the security or portfolio plus any realized capita l gain. This measure of return recognizes the changes in market values of a security or portfolio of securities.

CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
10/1/2023
########
260817451 273977067
0 /S/ Launa Jimenez
45230 2014136

PORTFOLIO CHARACTERISTICS
The portfolio invested in LAIF and California CLASS represents th e City's immediate cash liquidity needs and is managed by City staff in a manner to fund the day to day operations of the City.

The portfolio managed by Chandler is comprised of idle cash bala nces related to funds that generally expect to expend cash with the next 12 to 60 months. 1020
304050
60 70
8090100110
120
130140150
160
170
180190200
210
220
230
240250260
270
280
290300310
320
330
340350360
370
380
390400410
420
430
440
450460470
Millions
Portfolio Balances Trend ($)
LAIF
Chandler
CA Class
$
-8.0%
-6.0%
-4.0%
-2.0%

0.0%

2.0%

4.0%

6.0%
Benchmark Comparison
Ice BAML Government 1-5 Index City Portfolio

0.00%

0.25%

0.50%

0.75%

1.00%

1.25%

1.50%

1.75%

2.00%

2.25%

2.50%

2.75%

3.00%

3.25%

3.50%

3.75%

4.00%

4.25%

4.50%

4.75%

5.00%

5.25%

5.50%

5.75%
Avg Yield to Maturity Trend
LAIF Chandler CA Class
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Portfolio Balances Trend (%)
LAIF
Chandler
CA Class

CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
Trustee Bond Description
Investment
Type Issuer Value Date Maturity Date Market Value
Stated
Rate Yield Price
% of of
Portfolio
Wells Fargo 2014 Partial Refunding of the 2005 Lease Revenue Bonds Money Market WF Government Fund 6/30/2024 7/1/2024 $ 1,514 0.03% 0.03% 1.00 0.05% Wells Fargo 2017 Refunding of the 2007 RDA TABs Money Market WF Government Fund 6/30/2024 7/1/2024 $ 2,287 0.02% 0.02% 1.00 0.08% Wells Fargo 2019 Taxable Lease Revenue Bonds (Electric Utility) Money Market WF Government Fund 6/30/2024 7/1/2024 $ 2,798,427 0.02% 0.02% 1.00 99.49% Wilmington Trust 2020 Taxable Refunding of the 2013 TRIP COPs Money Market Federated Hermes Gov Fund 6/30/2024 7/1/2024 $ 10,368 0.03% 0.03% 1.00 0.37% Wells Fargo 2021 Taxable Refunding Lease Revenue Bonds (Electric Utility) Money Market WF Government Fund 6/30/2024 7/1/2024 $ 239 0.02% 0.02% 1.00 0.01% Total 2,812,835$ 100%
Trustee Bond Description Construction fund Debt Service Reserve &
Other Total
Wells Fargo 2014 Partial Refunding of the 2005 Lease Revenue Bonds $0 $1,514 $0 $1,514 Wells Fargo 2017 Refunding of the 2007 RDA TABs $0 $2,287 $0 $2,287 Wells Fargo 2019 Taxable Lease Revenue Bonds (Electric Utility) $2,472,867 $325,560 $0 $2,798,427 Wilmington Trust 2020 Taxable Refunding of the 2013 TRIP COPs $0 $10,368 $0 $10,368 Wells Fargo 2021 Taxable Refunding Lease Revenue Bonds (Electric Utility) $0 $239 $0 $239 Total $2,472,867 $339,968 $0 $2,812,835

FUNDS WITH FISCAL AGENTS
By Investment Type
By Fund Purpose

CITY OF MORENO VALLEY
Treasurer's Cash and Investments Report
Account Name Account Number Investment Issuer Value Date Maturity Date Market Value Stated
Rate Yield Price
% of of
Portfolio
Wells Fargo 2014 Partial Refunding of the 2005 Lease Revenue Bonds Revenue fund 83478300 Money Market WF Gov Fund 06/30/24 07/01/24 1,439 0.03% 0.03% 1.000 0.051% Interest fund 83478301 Money Market WF Gov Fund 06/30/24 07/01/24 75 0.03% 0.03% 1.000 0.003% Principal fund 83478302 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% 1,514
Wells Fargo 2017 Refunding of the 2007 RDA TABs
Income fund 49150300 Money Market WF Gov Fund 06/30/24 07/01/24 2,287 0.02% 0.02% 1.000 0.081% Interest fund 49150301 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% Reserve fund 49150304 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% 2,287
Wells Fargo 2019 Taxable Lease Revenue Bonds (Electric utility) Revenue fund 83056100 Money Market WF Gov Fund 06/30/24 07/01/24 325,560 0.02% 0.02% 1.000 11.574% Interest fund 83056101 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% Construction fund 83056103 Money Market WF Gov Fund 06/30/24 07/01/24 2,472,867 0.02% 0.02% 1.000 87.914% Reserve Fund 83056105 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% 2,798,427
Wilmington Trust 2020 Taxable Refunding of the 2013 TRIP COPs Revenue fund 143629-000 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 3 0.03% 0.03% 1.000 0.000% Interest fund 143629-001 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 175 0.03% 0.03% 1.000 0.006% Principal fund 143629-002 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 663 0.03% 0.03% 1.000 0.024% Reserve fund 143629-003 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% Admin fund 143629-004 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 878 0.03% 0.03% 1.000 0.031% Surplus fund 143629-005 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% Interest fund 144078-003 Money Market Federated Gov Obl Fund 06/30/24 07/01/24 8,649 0.03% 0.03% 1.000 0.307% 10,368
Wells Fargo 2021 Taxable Refunding Lease Revenue Bonds (Electric Utility) Revenue fund 83056107 Money Market WF Gov Fund 06/30/24 07/01/24 239 0.02% 0.02% 1.000 0.008% Interest fund 83056108 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% Principal fund 83056109 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% Reserve fund 83056111 Money Market WF Gov Fund 06/30/24 07/01/24 - 0.00% 0.00% 0.000 0.000% 239
Totals 2,812,835 100.000%
Type Summary of Bond Proceeds with Fiscal Agents
1 Construction Funds 2,472,867
2 Principal & Interest Accounts 339,968
3 Debt Service Reserve Funds -
4 Custody Accounts -
5 Arbitrage Rebate Accounts -
6 Other Accounts -
Total Fiscal Agent Funds 2,812,835

FUNDS WITH FISCAL AGENTS
Construction Funds
Total Fiscal Agent Funds
Principal & Interest Accounts
Debt Service Reserve Funds
Custody Accounts
Arbitrage Rebate Accounts
Other Accounts

MONTHLY ACCOUNT STATEMENT
City of Moreno Valley | As of June 30, 2024
CHANDLER ASSET MANAGEMENT | chandlerasset.com
/ŶĨŽƌŵĂƟŽŶĐŽŶƚĂŝŶĞĚŚĞƌĞŝŶŝƐĐŽŶĮĚĞŶƟĂů͘tĞƵƌŐĞLJŽƵƚŽĐŽŵƉĂƌĞƚŚŝƐƐƚĂƚĞŵĞŶƚƚŽƚŚĞŽŶĞLJŽƵƌĞĐĞŝǀĞĨƌŽŵLJŽƵƌƋƵĂůŝĮĞĚĐƵƐƚŽĚŝĂŶ͘WůĞĂƐĞƐĞĞ/ŵƉŽƌƚĂŶƚŝƐĐůŽƐƵƌĞƐĂƚƚŚĞĞŶĚŽĨƚŚĞƐƚĂƚĞŵĞŶƚ͘ Chandler Team:
&ŽƌƋƵĞƐƟŽŶƐĂďŽƵƚLJŽƵƌĂĐĐŽƵŶƚ͕ƉůĞĂƐĞĐĂůů;ϴϬϬͿϯϭϳͲϰϳϰϳ͕ ŽƌĐŽŶƚĂĐƚĐůŝĞŶƚƐĞƌǀŝĐĞΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵ
Custodian:

US Bank

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Performance Review
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
Total Rate of Return 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS ^ŝŶĐĞ/ŶĐĞƉƟŽŶ (06/01/10)
City of Moreno Valley Ϭ͘ϲϳй Ϭ͘ϴϴй ϭ͘ϭϴй ϰ͘ϳϮй Ϯ͘ϰϲй ;Ϭ͘ϬϭйͿ ϭ͘ϭϬй ϭ͘ϰϯй ϭ͘ϱϲй ĞŶĐŚŵĂƌŬZĞƚƵƌŶΎ Ϭ͘ϳϬй Ϭ͘ϴϮй Ϭ͘ϴϭй ϰ͘ϭϴй ϭ͘ϴϱй ;Ϭ͘ϯϰйͿ Ϭ͘ϳϲй ϭ͘ϭϱй ϭ͘Ϯϲй ^ĞĐŽŶĚĂƌLJĞŶĐŚŵĂƌŬZĞƚƵƌŶΎ Ϭ͘ϲϴй Ϭ͘ϴϰй Ϭ͘ϵϬй ϰ͘ϯϰй Ϯ͘ϬϮй ;Ϭ͘ϮϴйͿ Ϭ͘ϴϱ й ϭ͘Ϯϱй ϭ͘ϰϬй ǀĞƌĂŐĞDŽĚŝĮĞĚƵƌĂƟŽŶ Ϯ͘ϱϴ
ǀĞƌĂŐĞŽƵƉŽŶ Ϯ͘ϴϳй
ǀĞƌĂŐĞWƵƌĐŚĂƐĞzdD ϯ͘ϭϬй
ǀĞƌĂŐĞDĂƌŬĞƚzdD ϰ͘ϴϴй
ǀĞƌĂŐĞYƵĂůŝƚLJ AA
ǀĞƌĂŐĞ&ŝŶĂůDĂƚƵƌŝƚLJ Ϯ͘ϵϴ
ǀĞƌĂŐĞ>ŝĨĞ Ϯ͘ϴϱ
Beg. Values as of
06/01/2024
End Values as of
06/30/2024
Market Value ϮϬϱ͕ϳϭϰ͕Ϯϭϭ͘ϰϱ ϮϬϳ͕ϭϵϲ͕ϭϭϱ͘ϲϵ
ĐĐƌƵĞĚ/ŶƚĞƌĞƐƚ ϭ͕Ϯϲϱ͕ϳϴϲ͘ϰϳ ϭ͕ϭϳϭ͕ϳϴϳ͘ϭϵ
Total Market Value 206,979,997.92 208,367,902.88
/ŶĐŽŵĞ
ĂƌŶĞĚ ϱϮϳ͕ϮϱϬ͘ϳϴ ϯϯϴ͕ϭϴϯ͘ϳϴ
ŽŶƚͬt Ϭ͘ϬϬ Ϭ͘ϬϬ
WĂƌ Ϯϭϰ͕ϮϬϱ͕Ϭϱϲ͘Ϯϵ Ϯϭϰ͕ϲϳϭ͕ϰϮϴ͘ϭϱ
Book Value ϮϭϮ͕ϯϲϳ͕Ϯϱϳ͘Ϯϲ ϮϭϮ͕ϴϲϲ͕Ϯϭϵ͘ϰϵ
Cost Value ϮϭϮ͕ϭϳϲ͕ϴϭϭ͘Ϭϱ ϮϭϮ͕ϱϲϰ͕ϵϱϭ͘ϵϯ
hŶŝƚĞĚ^ƚĂƚĞƐ ϯϮ͘ϱϰй
&,>D ϭϲ͘ϳϯй
FNMA ϱ͘ϴϳй
/ŶƚĞƌͲŵĞƌŝĐĂŶĞǀĞůŽƉŵĞŶƚĂŶŬ Ϯ͘ϵϱй
/ŶƚĞƌŶĂƟŽŶĂůĂŶŬĨŽƌZĞĐŽŶĂŶĚĞǀ Ϯ͘ϳϯй
/ŶƚĞƌŶĂƟŽŶĂů&ŝŶĂŶĐĞŽƌƉŽƌĂƟŽŶ ϭ͘ϲϴй
ŵĞƌŝĐĂŶ
džƉƌĞƐƐƌĞĚŝƚDĂƐƚĞƌdƌƵƐƚ ϭ͘ϲϳй
ZĞĂůƚLJ/ŶĐŽŵĞŽƌƉŽƌĂƟŽŶ ϭ͘ϲϰй
ΎWĞƌŝŽĚƐŽǀĞƌϭLJĞĂƌĂƌĞĂŶŶƵĂůŝnjĞĚ͘
ĞŶĐŚŵĂƌŬ͗/
ŽĨϭͲϱzĞĂƌhŶƐƵďŽƌĚŝŶĂƚĞĚh^dƌĞĂƐƵƌLJΘŐĞŶĐLJ/ŶĚĞdž^ĞĐŽŶĚĂƌLJĞŶĐŚŵĂƌŬ͗/ ŽĨϭͲϱzĞĂƌͲŽƌƉͬ'Žǀƚ
Ύ^ĞĞ&ŽŽƚŶŽƚĞ
dŚĞĐƌĞĚŝƚƋƵĂůŝƚLJŝƐĂǁĞŝŐŚƚĞĚĂǀĞƌĂŐĞĐĂůĐƵůĂƟŽŶŽĨƚŚĞŚŝŐŚĞƐƚŽĨ^ΘW ͕DŽŽĚLJ͛Ɛ͛ĂŶĚ&ŝƚĐŚ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
'
EzDKZd''
^
hZ/d/
^ΈDK^Ή
DĂdžй;DsͿ ϮϬ͘Ϭ ϭϭ͘ϵ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
^^
dͳ 
<
^
hZ/d/
^Έ^Ή
DĂdžй;DsͿ ϮϬ͘Ϭ ϴ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ ϭ͘ϳ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ 4 ŽŵƉůŝĂŶƚ
DŝŶZĂ
ƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
E<
Z^Ζ
WdE
^
DĂdžй;DsͿ ϰϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;ĂLJƐͿ ϭϴϬ Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ

Zd/&/d
K&
WK^/dW>
D
Ed^
Zs/
ΈZ^Ή
DĂdžй;DsͿ ϯϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
K>>d
Z>/
E<
WK^/d^
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
K>
>d
Z>/
d/D

WK^/d^ΈEKEͳE
'Kd/>

ͬdΉ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌ
ƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
KDD
Z />
WW
Z
DĂdžй;DsͿ ϰϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;ĂLJƐͿ ϮϳϬ Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
DŝŶZĂƟŶŐ;ͲϭďLJϭŽƌͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
KZWKZd
D
/hDd
ZDEKd
^
DĂdžй;DsͿ ϯϬ͘Ϭ Ϯϲ͘ϲ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ ϭ͘ϳ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ 4 ŽŵƉůŝĂŶƚ
DŝŶZĂ
ƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
&//E^hZ
d/D

WK^/d^ΈEKEͳE
'Kd/>
ͬ
dΉ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

FEDERAL

AGENCIES
DĂdžй;DsͿ ϭϬϬ͘Ϭ
ϭϯ͘ϰ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ 3 ŽŵƉůŝĂŶƚ
>K>'

Ez/Es
^dD
Ed&hEΈ>/&Ή
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DKE
zDZ<
dDhdh>&hE^
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ďLJϮͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DKZd' 
'
ͳ<
^
hZ/d/
^ΈEKEͳ'
EzΉ
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂ
ƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DhE//W>^
hZ/d/
^Έ͕>K>'
EzΉ
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;
ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DhE//W>^
hZ/d/
^Έ͕Kd,
Z^dd
^Ή
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;
ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

MUTUAL FUNDS
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϭϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ďLJϮͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
E
'
Kd/>

Zd/&/d
^K&
WK^/dΈEΉ
DĂdžй;DsͿ ϯϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ͲϭďLJϭŽƌͲďLJϭŝĨх&/>ŝŵŝƚͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ Z
WhZ,^
'Z

D
Ed^
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
Z
s
Z^
Z
WhZ,^
'Z

D
Ed^
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;ĂLJƐͿ ϵϮ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
^hWZE d/KE>
K>/'d/KE^
DĂdžй;DsͿ ϯϬ͘Ϭ ϳ͘ϯ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ 2 ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ
Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
U.S. TREASURIES
DĂdžй;DsͿ ϭϬϬ͘Ϭ ϯϮ͘ϲ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ 4 ŽŵƉůŝĂŶƚ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ABS
ϰϰϵϯϯ>ϳ ,ZdϮϬϮϭͲϯϬ͘ϯϴ
ϬϵͬϭϱͬϮϬϮϱ Ϯϯ͕ϭϲϯ͘ϲϳ 04/20/2021
Ϭ͘ϯϵй
Ϯϯ͕ϭϲϭ͘Ϯϰ
Ϯϯ͕ϭϲϯ͘ϭϵ
ϵϵ͘ϳϲ
ϰ͘ϴϰй
Ϯϯ͕ϭϬϴ͘Ϯϳ
ϯ͘ϵϭ
Ϭ͘Ϭϭй
;ϱϰ͘ϵϮͿ
NA/AAA
AAA
ϭ͘Ϯϭ
Ϭ͘Ϭϲ
ϰϯϴϭϱ'ϯ ,ZKdϮϬϮϭͲϰϯϬ͘ϴϴ
ϬϭͬϮϭͬϮϬϮϲ Ϯϰϱ͕ϳϯϴ͘ϴϲ ϭϭͬϭϲͬϮϬϮϭ
Ϭ͘ϴϵй
Ϯϰϱ͕ϲϴϳ͘Ϭϲ
Ϯϰϱ͕ϳϮϭ͘ϰϯ
ϵϳ͘ϵϳ
ϰ͘ϲϰй
ϮϰϬ͕ϳϯϴ͘ϴϯ
ϲϬ͘Ϭϳ
Ϭ͘ϭϮй
;ϰ͕ϵϴϮ͘ϲϬͿ
Aaa/NA
AAA
ϭ͘ϱϲ
Ϭ͘ϱϱ
ϰϳϳϴϵYϰ :KdϮϬϮϭͲϯϬ͘ϱϮ
ϬϯͬϭϲͬϮϬϮϲ Ϯϭϲ͕ϭϯϬ͘Ϯϴ ϬϳͬϭϯͬϮϬϮϭ
Ϭ͘ϱϮй
Ϯϭϲ͕ϭϭϭ͘ϬϬ
Ϯϭϲ͕ϭϮϰ͘Ϭϵ
ϵϴ͘Ϭϳ
ϰ͘ϴϭй
Ϯϭϭ͕ϵϲϴ͘ϭϵ
ϰϵ͘ϵϱ
Ϭ͘ϭϬй
;ϰ͕ϭϱϱ͘ϴϵͿ
Aaa/NA
AAA
ϭ͘ϳϭ
Ϭ͘ϰϱ
ϴϵϮϯϴ:
ϵ dKdϮϬϮϭͲϯϬ͘ϳϭ
ϬϰͬϭϱͬϮϬϮϲ Ϯϯϵ͕ϯϳϲ͘ϵϵ 11/09/2021
Ϭ͘ϳϭй
Ϯϯϵ͕ϯϳϭ͘ϴϵ
Ϯϯϵ͕ϯϳϱ͘ϭϳ
ϵϴ͘ϬϬ
ϰ͘ϰϰй
Ϯϯϰ͕ϱϴϲ͘ϵϯ
ϳϱ͘ϱϰ
Ϭ͘ϭϭй
;ϰ͕ϳϴϴ͘ϮϰͿ
NA/AAA
AAA
ϭ͘ϳϵ
Ϭ͘ϱϳ
ϰϰϵϯϱ&ϲ ,ZdϮϬϮϭͲϯϬ͘ϳϰ
ϬϱͬϭϱͬϮϬϮϲ ϭϲϲ͕ϯϮϰ͘ϱϰ 11/09/2021
Ϭ͘ϳϱй
ϭϲϲ͕Ϯϴϳ͘ϰϭ
ϭϲϲ͕ϯϭϭ͘Ϯϰ
ϵϴ͘ϯϲ
ϰ͘ϭϭй
ϭϲϯ͕ϱϵϳ͘Ϭϯ
ϱϰ͘ϳϬ
Ϭ͘Ϭϴй
;Ϯ͕ϳϭϰ͘ϮϭͿ
NA/AAA
AAA
ϭ͘ϴϳ
Ϭ͘ϰϵ
ϰϯϴϭϱϰ ,ZKdϮϬϮϮͲϭϯϭ͘ϴϴ
ϬϱͬϭϱͬϮϬϮϲ ϲϳϴ͕Ϭϭϲ͘Ϯϳ ϬϮͬϭϱͬϮϬϮϮ
ϭ͘ϴϵй
ϲϳϳ͕ϵϭϰ͘Ϯϵ
ϲϳϳ͕ϵϳϰ͘ϲϱ
ϵϴ͘ϭϭ
ϰ͘ϲϯй
ϲϲϱ͕ϭϴϮ͘ϯϳ
ϱϲϲ͘ϱϮ
Ϭ͘ϯϮй
;ϭϮ͕ϳϵϮ͘ϮϵͿ
Aaa/AAA
NA
ϭ͘ϴϳ
Ϭ͘ϳϬ
ϬϱϲϬϮZϯ DtKdϮϬϮϮͲϯϯ͘Ϯϭ
ϬϴͬϮϱͬϮϬϮϲ ϰϰϭ͕ϳϳϰ͘ϯϳ ϬϱͬϭϬͬϮϬϮϮ
ϯ͘Ϯϯй
ϰϰϭ͕ϳϱϭ͘ϰϬ
ϰϰϭ͕ϳϲϯ͘ϱϲ
ϵϴ͘ϲϲ
ϰ͘ϵϳй
ϰϯϱ͕ϴϲϳ͘ϰϭ
Ϯϯϲ͘ϯϱ
Ϭ͘Ϯϭй
;ϱ͕ϴϵϲ͘ϭϱͿ
Aaa/AAA
NA
Ϯ͘ϭϱ
Ϭ͘ϳϴ
ϰϳϳϴϳ:Ϯ :K
dϮϬϮϮϯϬ͘ϯϲϬϵͬϭϱͬϮϬϮϲ ϰϲϲ͕ϰϮϳ͘ϯϲ 03/10/2022
Ϯ͘ϯϰй
ϰϲϲ͕ϯϮϰ͘ϭϴ
ϰϲϲ͕ϯϳϵ͘ϴϴ
ϵϴ͘Ϭϯ
ϱ͘ϰϲй
ϰϱϳ͕ϮϱϮ͘ϭϯ
ϰϴϬ͘ϵϰ
Ϭ͘ϮϮй
;ϵ͕ϭϮϳ͘ϳϲͿ
Aaa/NA
AAA
Ϯ͘Ϯϭ
Ϭ͘ϲϰ
ϯϲϮϱϱϰϭ 'DZϮϬϮϭͲϰϯϬ͘ϲϴ
ϬϵͬϭϲͬϮϬϮϲ ϭϵϵ͕Ϭϯϯ͘ϴϰ 10/13/2021
Ϭ͘ϲϴй
ϭϵϵ͕ϬϮϴ͘ϳϲ
ϭϵϵ͕Ϭϯϭ͘ϴϳ
ϵϳ͘ϲϳ
ϰ͘ϭϳй
ϭϵϰ͕ϰϬϭ͘Ϯϰ
ϱϲ͘ϯϵ
Ϭ͘Ϭϵй
;ϰ͕ϲϯϬ͘ϲϯͿ
Aaa/AAA
NA
Ϯ͘Ϯϭ
Ϭ͘ϲϵ
ϰϰϴϵϳϳϬ ,ZdϮϬϮϮͲϯϮ͘ϮϮ
ϭϬͬϭϱͬϮϬϮϲ ϳϱϰ͕Ϯϱϭ͘ϳϮ 03/09/2022
Ϯ͘Ϯϯй
ϳϱϰ͕ϮϮϮ͘ϲϴ
ϳϱϰ͕Ϯϯϴ͘ϰϳ
ϵϴ͘ϭϵ
ϰ͘ϲϬй
ϳϰϬ͕ϱϴϬ͘ϲϴ
ϳϰϰ͘ϮϬ
Ϭ͘ϯϲй
;ϭϯ͕ϲϱϳ͘ϳϵͿ
NA/AAA
AAA
Ϯ͘Ϯϵ
Ϭ͘ϳϴ
ϯϴϬϭϰϲϰ 'DZϮϬϮϮͲϭϯϭ͘Ϯϲ
ϭϭͬϭϲͬϮϬϮϲ ϮϮϱ͕ϬϰϮ͘ϯϰ 01/11/2022
ϭ͘Ϯϳй
ϮϮϱ͕ϬϮϮ͘ϳϴ
ϮϮϱ͕Ϭϯϯ͘ϳϳ
ϵϳ͘ϳϴ
ϰ͘Ϯϳй
ϮϮϬ͕Ϭϱϲ͘ϵϯ
ϭϭϴ͘ϭϱ
Ϭ͘ϭϭй
;ϰ͕ϵϳϲ͘ϴϰͿ
NA/AAA
AAA
Ϯ͘ϯϴ
Ϭ͘ϳϲ
ϯϲϮϱϴϱϱ 'DZϮϬϮϮͲϮϯϯ͘ϭ
ϬϮͬϭϲͬϮϬϮϳ ϯϴϵ͕ϵϯϮ͘ϴϰ ϬϰͬϬϱͬϮϬϮϮ
ϯ͘ϭϯй
ϯϴϵ͕ϴϱϭ͘ϯϰ
ϯϴϵ͕ϴϵϭ͘ϴϯ
ϵϴ͘ϰϮ
ϰ͘ϴϭй
ϯϴϯ͕ϳϳϮ͘Ϯϵ
ϱϬϯ͘ϲϲ
Ϭ͘ϭϵй
;ϲ͕ϭϭϵ͘ϱϰͿ
Aaa/AAA
NA
Ϯ͘ϲϯ
Ϭ͘ϵϳ
ϰϳϴϬϬϰ :KdϮϬϮϮͲϯϯ͘ϳϰ
ϬϮͬϭϲͬϮϬϮϳ ϳϳϬ͕ϭϯϲ͘ϵϴ ϬϳͬϭϮͬϮϬϮϮ
ϯ͘ϳϳй
ϳϳϬ͕Ϭϲϯ͘ϰϯ
ϳϳϬ͕Ϭϵϲ͘Ϭϱ
ϵϴ͘ϱϵ
ϱ͘ϯϯй
ϳϱϵ͕Ϯϳϴ͘Ϭϱ
ϭ͕ϮϴϬ͘ϭϰ
Ϭ͘ϯϳй
;ϭϬ͕ϴϭϴ͘ϬϬͿ
Aaa/NA
AAA
Ϯ͘ϲϯ
Ϭ͘ϴϴ
ϰϰϵϯϰ&ϳ ,>^dϮϰϯϱ͘ϰϭϬϱͬϭϳͬϮϬϮϳ ϴϭϬ͕ϬϬϬ͘ϬϬ ϬϱͬϭϰͬϮϬϮϰ ϱ͘ϰϭй
ϴϬϵ͕ϵϳϳ͘ϰϴ
ϴϬϵ͕ϵϳϴ͘ϯϭ
ϭϬϬ͘ϮϮ
ϱ͘ϯϲй
ϴϭϭ͕ϳϲϰ͘ϱϵ
ϭ͕ϵϰϳ͘ϲϬ
Ϭ͘ϯϵй
ϭ͕ϳϴϲ͘Ϯϴ
NA/
AAA
AAA
Ϯ͘ϴϴ
ϭ͘ϲϵ
ϬϮϱϴϮ::dϴ DyϮϬϮϮͲϮϬϱͬϭϳͬϮϬϮϳ ϭ͕ϴϰϬ͕ϬϬϬ͘ϬϬ ϬϱͬϭϳͬϮϬϮϮ ϯ͘ϰϮй
ϭ͕ϴϯϵ͕ϱϵϮ͘ϵϵ
ϭ͕ϴϯϵ͕ϴϮϴ͘Ϯϭ
ϵϴ͘Ϯϭ
ϱ͘ϱϰй
ϭ͕ϴϬϳ͕Ϭϲϰ͘ϬϬ
Ϯ͕ϳϳϮ͘Ϯϳ
Ϭ͘ϴϳй
;ϯϮ͕ϳϲϰ͘ϮϭͿ
NA/AAA
AAA
Ϭ͘ϴϳ
Ϭ͘ϵϮ
ϰϳϴϬϬϮ :KdϮϬϮϮͲϯϱ͘Ϭϵ
ϬϲͬϭϱͬϮϬϮϳ ϭ͕ϰϬϱ͕ϬϬϬ͘ϬϬ 10/12/2022
ϱ͘ϭϱй
ϭ͕ϰϬϰ͕ϴϵϬ͘ϵϳ
ϭ͕ϰϬϰ͕ϵϯϭ͘ϲϲ
ϵϵ͘ϲϰ
ϱ͘ϱϬй
ϭ͕ϯϵϵ͕ϵϴϮ͘ϴϵ
ϯ͕ϭϳϴ͘ϰϮ
Ϭ͘ϲϴй
;ϰ͕ϵϰϴ͘ϳϳͿ
Aaa/NA
AAA
Ϯ͘ϵϲ
ϭ͘Ϭϱ
ϯϲϮϲϵtϭ 'D>dϮϬϮϰͲϮϯϱ͘ϯϵ
ϬϳͬϮϬͬϮϬϮϳ ϳϱϬ͕ϬϬϬ͘ϬϬ ϬϱͬϬϳͬϮϬϮϰ
ϱ͘ϴϱй
ϳϰϵ͕ϵϱϲ͘ϰϯ
ϳϰϵ͕ϵϱϴ͘ϭϲ
ϭϬϬ͘Ϯϵ
ϱ͘ϯϬй
ϳϱϮ͕ϭϳϮ͘ϴϯ
ϭ͕Ϯϯϱ͘Ϯϭ
Ϭ͘ϯϲй
Ϯ͕Ϯϭϰ͘ϲϳ
NA/AAA
AAA
ϯ͘Ϭϱ
ϭ͘ϳϭ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ϱϴϳϳϬ:ϲ D>dϮϬϮϰͲϯϱ͘ϯϮ
ϬϭͬϭϴͬϮϬϮϴ ϱϰϱ͕ϬϬϬ͘ϬϬ ϬϱͬϭϳͬϮϬϮϰ
ϱ͘ϳϯй
ϱϰϰ͕ϵϯϲ͘Ϯϰ
ϱϰϰ͕ϵϯϴ͘ϭϬ
ϭϬϬ͘Ϯϵ
ϱ͘Ϯϱй
ϱϰϲ͕ϱϲϬ͘ϱϱ
ϭ͕Ϯϴϴ͘ϲϮ
Ϭ͘Ϯϲй
ϭ͕ϲϮϮ͘ϰϱ
Aaa/NA
AAA
ϯ͘ϱϱ
Ϯ͘ϬϬ
ϭϲϭϱϳϭ,dϰ ,/dϮϬϮϯͲϭϱ͘ϭϲϬϵͬϭϱͬϮϬϮϴ Ϯ͕ϮϬϬ͕ϬϬϬ͘ϬϬ ϬϵͬϬϳͬϮϬϮϯ ϱ͘ϭϳй
Ϯ͕ϭϵϵ͕ϯϵϬ͘ϭϲ
Ϯ͕ϭϵϵ͕ϰϴϲ͘ϵϲ
ϭϬϬ͘Ϯϲ
ϱ͘ϭϭй
Ϯ͕ϮϬϱ͕ϲϭϲ͘ϭϲ
ϱ͕Ϭϰϱ͘ϯϯ
ϭ͘Ϭϲй
ϲ͕ϭϮϵ͘ϮϬ
EZͬ
AAA
ϰ͘Ϯϭ
Ϯ͘Ϭϯ
ϰϯϳϵϯϬϰ ,KEKͲϮϰϮͲϯϱ͘ϮϳϭϭͬϮϬͬϮϬϮϴ ϳϭϬ͕ϬϬϬ͘ϬϬ ϬϱͬϭϰͬϮϬϮϰ ϱ͘Ϯϳй
ϳϬϵ͕ϵϭϯ͘ϳϰ
ϳϬϵ͕ϵϭϱ͘ϴϵ
ϭϬϬ͘Ϯϳ
ϱ͘Ϯϭй
ϳϭϭ͕ϵϭϲ͘ϯϲ
ϭ͕ϯϱϭ͘ϭϳ
Ϭ͘ϯϰй
Ϯ͕ϬϬϬ͘ϰϳ
NA/AAA
AAA
ϰ͘ϯϵ
Ϯ͘Ϭϲ
Ϭϵϲϵϭϵϳ DtKdϮϬϮϰͲϯϱ͘ϭϴ
ϬϮͬϮϲͬϮϬϮϵ ϵϯϬ͕ϬϬϬ͘ϬϬ ϬϲͬϬϰͬϮϬϮϰ
ϱ͘ϭϴй
ϵϮϵ͕ϴϱϴ͘ϳϯ
ϵϮϵ͕ϴϲϬ͘ϯϳ
ϭϬϬ͘ϭϬ
ϱ͘Ϯϭй
ϵϯϬ͕ϵϭϴ͘ϳϱ
Ϯ͕ϲϳϲ͘ϯϯ
Ϭ͘ϰϱй
ϭ͕Ϭϱϴ͘ϯϴ
Aaa/AAA
NA
ϰ͘ϲϲ
Ϯ͘ϭϬ
ϬϮϱϴϮ:<,Ϯ DyϮϬϮϰͲϭϱ͘Ϯϯ
ϬϰͬϭϲͬϮϬϮϵ ϭ͕ϲϰϱ͕ϬϬϬ͘ϬϬ ϬϰͬϭϲͬϮϬϮϰ
ϱ͘ϯϬй
ϭ͕ϲϰϰ͕ϲϲϮ͘ϳϴ
ϭ͕ϲϰϰ͕ϲϳϱ͘ϱϳ
ϭϬϬ͘ϵϰ
ϰ͘ϵϵй
ϭ͕ϲϲϬ͕ϯϵϳ͘ϴϲ
ϯ͕ϴϮϯ͘ϳϭ
Ϭ͘ϴϬй
ϭϱ͕ϳϮϮ͘Ϯϵ
NA/AAA
AAA
ϰ͘ϳϵ
Ϯ͘ϱϯ
ϬϱϱϮϮZ:ϰ dϮϬϮϰͲϭϰ͘ϵϯ
ϬϯͬϭϱͬϮϬϮϵ ϭ͕ϬϱϬ͕ϬϬϬ͘ϬϬ ϬϲͬϬϲͬϮϬϮϰ
ϰ͘ϵϯй
ϭ͕Ϭϰϵ͕ϵϰϭ͘ϭϬ
ϭ͕Ϭϰϵ͕ϵϰϭ͘ϳϭ
ϭϬϬ͘Ϭϰ
ϰ͘ϵϵй
ϭ͕ϬϱϬ͕ϰϭϲ͘ϰϯ
Ϯ͕ϱϴϴ͘Ϯϱ
Ϭ͘ϱϭй
ϰϳϰ͘ϳϮ
Aaa/AAA
NA
ϰ͘ϳϭ
Ϯ͘ϲϭ
Total ABS 16,700,350.04 4.20%
16,697,918.09
16,698,620.14

99.45 5.12%
16,607,200.76
30,137.43

8.02%
(91,419.38)
Aaa/
AAA
AAA

3.15 1.52
AGENCY
ϯϭϯϳ

WϬ
&

Z>,KD
>KE
DKZd''
KZWϭ͘ϱ
ϬϮͬϭϮͬϮϬϮϱ
ϯ͕ϱϵϬ͕ϬϬϬ͘ϬϬ 02/13/2020
ϭ͘ϱϮй
ϯ͕ϱϴϳ͕Ϯϯϱ͘ϳϬ
ϯ͕ϱϴϵ͕ϲϱϳ͘ϲϴ
ϵϳ͘ϳϬ
ϱ͘ϯϰй
ϯ͕ϱϬϳ͕ϯϵϵ͘Ϭϱ
ϮϬ͕ϳϵϮ͘Ϭϴ
ϭ͘ϲϵй
;ϴϮ͕Ϯϱϴ͘ϲϯͿ
Aaa/AA+
AA+
Ϭ͘ϲϮ
Ϭ͘ϲϬ
3130A4CH3 &

Z>,KD
>
KEE<^
Ϯ͘ϯϳϱϬϯͬϭϰͬϮϬϮϱ Ϯ͕ϳϱϬ͕ϬϬϬ͘ϬϬ 03/19/2020
ϭ͘ϮϬй
Ϯ͕ϵϬϴ͕ϴϲϳ͘ϱϬ
Ϯ͕ϳϳϮ͕ϯϰϲ͘ϮϬ
ϵϴ͘ϬϬ
ϱ͘Ϯϵй
Ϯ͕ϲϵϱ͕ϬϰϮ͘Ϯϳ
ϭϵ͕ϰϭϮ͘ϯϯ
ϭ͘ϯϬй
;ϳϳ͕ϯϬϯ͘ϵϯͿ
Aaa/AA+
AA+
Ϭ͘ϳϬ
Ϭ͘ϲϴ
ϯϭϯϱ'Ϭϯhϱ &

Z>Ed/KE>DKZd''

^^K/d/KEϬ͘ϲϮϱϬϰͬϮϮͬϮϬϮϱ Ϯ͕ϴϯϬ͕ϬϬϬ͘ϬϬ 04/22/2020
Ϭ͘ϲϳй
Ϯ͕ϴϮϰ͕ϭϳϬ͘ϮϬ
Ϯ͕ϴϮϵ͕Ϭϱϳ͘ϭϯ
ϵϲ͘ϰϯ
ϱ͘ϭϴй
Ϯ͕ϳϮϴ͕ϴϱϬ͘ϳϯ
ϯ͕ϯϵϬ͘ϭϬ
ϭ͘ϯϮй
;ϭϬϬ͕ϮϬϲ͘ϰϬͿ
Aaa/AA+
AA+
Ϭ͘ϴϭ
Ϭ͘ϳϵ
ϯϭϯϱ'Ϭϰϯ &

Z>Ed/KE>DKZd''

^^K/d/KEϬ͘ϱϬϲͬϭϳͬϮϬϮϱ ϯ͕ϰϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
Ϭ͘ϱϭй
ϯ͕ϯϵϴ͕ϯϮϰ͘ϮϬ
ϯ͕ϯϵϵ͕ϳϮϳ͘Ϭϭ
ϵϱ͘ϲϲ
ϱ͘ϭϳй
ϯ͕ϮϱϮ͕ϱϳϲ͘ϬϬ
ϲϲϭ͘ϭϭ
ϭ͘ϱϳй
;ϭϰϳ͕ϭϱϭ͘ϬϭͿ
Aaa/AA+
AA+
Ϭ͘ϵϲ
Ϭ͘ϵϰ
ϯϭϯϳ

hϵ
&

Z>,KD
>KE
DKZd''
KZWϬ͘ϯϳϱ
ϬϳͬϮϭͬϮϬϮϱ
ϯ͕ϰϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
Ϭ͘ϰϱй
ϯ͕ϯϴϴ͕ϭϬϴ͘ϬϬ
ϯ͕ϯϵϳ͕ϰϯϭ͘ϯϭ
ϵϱ͘Ϯϳ
ϱ͘Ϭϭй
ϯ͕Ϯϯϵ͕ϯϯϵ͘ϬϮ
ϱ͕ϲϲϲ͘ϲϳ
ϭ͘ϱϲй
;ϭϱϴ͕ϬϵϮ͘ϮϵͿ
Aaa/AA+
AA+
ϭ͘Ϭϲ
ϭ͘Ϭϯ
ϯϭϯϱ'Ϭϱyϳ &

Z>Ed/KE>DKZd''

^^K/d/KEϬ͘ϯϳϱϬϴͬϮϱͬϮϬϮϱ ϯ͕ϭϱϬ͕ϬϬϬ͘ϬϬ ϭϮͬϭϲͬϮϬϮϬ
Ϭ͘ϰϯй
ϯ͕ϭϰϭ͕ϵϬϰ͘ϱϬ
ϯ͕ϭϰϴ͕Ϭϭϯ͘ϵϲ
ϵϰ͘ϴϭ
ϱ͘Ϭϳй
Ϯ͕ϵϴϲ͕ϱϮϱ͘ϬϮ
ϰ͕ϭϯϰ͘ϯϴ
ϭ͘ϰϰй
;ϭϲϭ͕ϰϴϴ͘ϵϰͿ
Aaa/AA+
AA+
ϭ͘ϭϱ
ϭ͘ϭϮ
ϯϭϯϳ

yϯ
&

Z>,KD
>KE
DKZd''

KZWϬ͘ϯϳϱ
ϬϵͬϮϯͬϮϬϮϱ
ϯ͕ϯϴϱ͕ϬϬϬ͘ϬϬ ͲͲ
Ϭ͘ϰϰй
ϯ͕ϯϳϰ͕ϵϲϵ͘ϱϱ
ϯ͕ϯϴϮ͕ϰϴϲ͘ϭϭ
ϵϰ͘ϱϭ
ϱ͘Ϭϯй
ϯ͕ϭϵϵ͕ϮϮϳ͘ϴϱ
ϯ͕ϰϱϱ͘ϱϮ
ϭ͘ϱϰй
;ϭϴϯ͕Ϯϱϴ͘ϮϳͿ
Aaa/AA+
AA+
ϭ͘Ϯϯ
ϭ͘ϮϬ
ϯϭϯϱ'Ϭϲ'ϯ &

Z>Ed/KE>DKZd''

^^K/d/KEϬ͘ϱϭϭͬϬϳͬϮϬϮϱ ϯ͕ϰϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
Ϭ͘ϱϲй
ϯ͕ϯϴϵ͕ϭϴϲ͘ϴϬ
ϯ͕ϯϵϳ͕Ϭϲϰ͘ϵϬ
ϵϰ͘ϮϮ
ϰ͘ϵϳй
ϯ͕ϮϬϯ͕ϲϯϰ͘ϬϮ
Ϯ͕ϱϱϬ͘ϬϬ
ϭ͘ϱϱй
;ϭϵϯ͕ϰϯϬ͘ϴϴͿ
Aaa/AA+
AA+
ϭ͘ϯϲ
ϭ͘ϯϮ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ϯϭϯϯ
WD
Ϯ
&

Z>&ZDZ
/d
E<^&hE/E'KZWϯ͘ϴϳϱ
ϬϲͬϬϴͬϮϬϮϴ
ϯ͕ϮϬϬ͕ϬϬϬ͘ϬϬ ϬϲͬϬϲͬϮϬϮϯ
ϯ͘ϵϳй
ϯ͕ϭϴϲ͕ϬϴϬ͘ϬϬ
ϯ͕ϭϴϵ͕Ϭϰϯ͘ϴϭ
ϵϴ͘Ϭϵ
ϰ͘ϰϭй
ϯ͕ϭϯϴ͕ϳϰϬ͘ϲϭ
ϳ͕ϵϮϮ͘ϮϮ
ϭ͘ϱϭй
;ϱϬ͕ϯϬϯ͘ϮϬͿ
Aaa/AA+
AA+
ϯ͘ϵϰ
ϯ͘ϲϬ
Total Agency 29,105,000.00 1.09%
29,198,846.45
29,104,828.11

96.06 5.05%
27,951,334.57
67,984.41

13.49%
(1,153,493.54)
Aaa/AA+
AA+

1.32 1.26

AGENCY CMBS
ϯϭϯϳ>tϵϱ &,D^<ͲϬϱϬϮϯ͘ϯϯϰ
ϬϴͬϮϱͬϮϬϮϱ ϱϴϴ͕ϬϬϬ͘ϬϬ ϬϮͬϬϳͬϮϬϮϮ
ϭ͘ϳϵй
ϲϭϲ͕ϯϴϵ͘ϯϴ
ϱϵϲ͕ϴϲϲ͘Ϭϴ
ϵϳ͘ϴϯ
ϱ͘ϯϳй
ϱϳϱ͕ϮϱϬ͘ϴϭ
ϭ͕ϲϯϯ͘ϲϲ
Ϭ͘Ϯϴй
;Ϯϭ͕ϲϭϱ͘ϮϴͿ
Aaa/AA+
AAA
ϭ͘ϭϱ
Ϭ͘ϵϳ
ϯϭϯϳ^WϳϮ &,D^<ͲϬϱϴϮϮ͘ϲϱϯ
ϬϴͬϮϱͬϮϬϮϲ ϵϱϬ͕ϬϬϬ͘ϬϬ 11/12/2021
ϭ͘ϯϲй
ϭ͕ϬϬϰ͕ϳϯϲ͘ϯϯ
ϵϳϰ͕Ϯϰϱ͘ϴϰ
ϵϱ͘Ϯϰ
ϰ͘ϵϵй
ϵϬϰ͕ϴϭϰ͘ϳϳ
Ϯ͕ϭϬϬ͘Ϯϵ
Ϭ͘ϰϰй
;ϲϵ͕ϰϯϭ͘ϬϳͿ
Aaa/AA+
AAA
Ϯ͘ϭϱ
Ϯ͘ϬϬ
ϯϭϯϳ&t^ϯ &,D^<
ͲϬϲϳϮϯ͘ϭϵϰ
ϬϳͬϮϱͬϮϬϮϳ ϲϳϱ͕ϬϬϬ͘ϬϬ ϬϵͬϮϴͬϮϬϮϮ
ϰ͘ϯϳй
ϲϰϬ͕ϱϯϴ͘Ϭϵ
ϲϱϯ͕ϭϵϲ͘Ϯϳ
ϵϱ͘ϭϱ
ϰ͘ϵϬй
ϲϰϮ͕Ϯϳϰ͘ϭϭ
ϭ͕ϳϵϲ͘ϲϯ
Ϭ͘ϯϭй
;ϭϬ͕ϵϮϮ͘ϭϲͿ
Aaa/AA+
AA+
ϯ͘Ϭϳ
Ϯ͘ϴϬ
ϯϭϯϳ&hϳϵ &,D^<ͲϬϲϵϮϯ͘ϭϴϳ
ϬϵͬϮϱͬϮϬϮϳ ϭ͕Ϯϱϱ͕ϬϬϬ͘ϬϬ ϬϵͬϮϴͬϮϬϮϮ
ϰ͘ϯϳй
ϭ͕ϭϴϵ͕ϭϲϭ͘ϱϮ
ϭ͕ϮϭϮ͕ϱϬϵ͘ϯϰ
ϵϱ͘ϬϮ
ϰ͘ϴϵй
ϭ͕ϭϵϮ͕ϰϱϮ͘ϯϭ
ϯ͕ϯϯϯ͘Ϭϳ
Ϭ͘ϱϴй
;ϮϬ͕Ϭϱϳ͘ϬϰͿ
Aaa/AAA
AA+
ϯ͘Ϯϰ
Ϯ͘ϴϵ
ϯϭϯϳ&>ϰ &,D^<ͲϬϳϭϮϯ͘Ϯϴϲ
ϭϭͬϮϱͬϮϬϮϳ ϯ͕ϮϱϬ͕ϬϬϬ͘ϬϬ 04/13/2023
ϰ͘Ϭϯй
ϯ͕ϭϰϲ͕ϵϭϰ͘Ϭϲ
ϯ͕ϭϳϰ͕Ϯϳϭ͘ϬϬ
ϵϱ͘Ϭϯ
ϰ͘ϴϳй
ϯ͕Ϭϴϴ͕ϱϴϯ͘ϱϱ
ϴ͕ϴϵϵ͘ϱϴ
ϭ͘ϰϵй
;ϴϱ͕ϲϴϳ͘ϰϱͿ
Aaa/AA+
AAA
ϯ͘ϰϭ
ϯ͘ϭϬ
ϯϭϯϳ&
YϮ &,D^<ͲϬϳϮϮϯ͘ϰϰϰ
ϭϮͬϮϱͬϮϬϮϳ ϭ͕ϭϭϱ͕ϬϬϬ͘ϬϬ ϬϱͬϬϱͬϮϬϮϯ
ϯ͘ϵϴй
ϭ͕Ϭϴϴ͕ϵϭϬ͘ϳϰ
ϭ͕Ϭϵϱ͕ϰϱϲ͘ϱϰ
ϵϱ͘ϰϰ
ϰ͘ϴϳй
ϭ͕Ϭϲϰ͕ϭϬϰ͘ϲϬ
ϯ͕ϮϬϬ͘Ϭϱ
Ϭ͘ϱϭй
;ϯϭ͕ϯϱϭ͘ϵϱͿ
Aaa/AA+
AAA
ϯ͘ϰϵ
ϯ͘ϭϰ
ϯϭϯϳ&
dEϬ &,D^<ͲϬϳϯϮϯ͘ϯϱϬϭͬϮϱͬϮϬϮϴ Ϯ͕ϬϬϱ͕ϬϬϬ͘ϬϬ ϬϱͬϮϰͬϮϬϮϯ ϰ͘Ϯϳй
ϭ͕ϵϮϲ͕ϵϵϮ͘ϵϳ
ϭ͕ϵϰϱ͕ϱϬϲ͘Ϯϳ
ϵϱ͘ϭϬ
ϰ͘ϴϳй
ϭ͕ϵϬϲ͕ϴϬϬ͘ϵϭ
ϱ͕ϱϵϳ͘Ϯϵ
Ϭ͘ϵϮй
;ϯϴ͕ϳϬϱ͘ϯϱͿ
Aaa/AA+
AAA
ϯ͘ϱϳ
ϯ͘ϭϴ
ϯϭϯϳ&ϰϰϭ &,D^<
ͲϬϳϰϮϯ͘ϲϬϭͬϮϱͬϮϬϮϴ Ϯ͕ϮϬϬ͕ϬϬϬ͘ϬϬ ϬϳͬϮϱͬϮϬϮϯ
ϰ͘ϳϯй
Ϯ͕Ϭϵϵ͕ϳϭϬ͘ϵϯ
Ϯ͕ϭϮϬ͕ϳϮϯ͘Ϯϵ
ϵϱ͘ϴϱ
ϰ͘ϴϳй
Ϯ͕ϭϬϴ͕ϳϲϮ͘ϰϴ
ϲ͕ϲϬϬ͘ϬϬ
ϭ͘ϬϮй
;ϭϭ͕ϵϲϬ͘ϴϭͿ
Aaa/AA+
AAA
ϯ͘ϱϳ
ϯ͘ϮϬ
ϯϭϯϳ&
hϳ &,D^<ͲϬϳϲϮϯ͘ϵϬϰͬϮϱͬϮϬϮϴ Ϯ͕Ϭϲϵ͕ϬϬϬ͘ϬϬ ϬϱͬϬϱͬϮϬϮϯ ϯ͘ϵϰй
Ϯ͕ϬϲϮ͕ϲϭϱ͘ϮϬ
Ϯ͕Ϭϲϰ͕ϭϬϳ͘ϴϰ
ϵϲ͘ϲϱ
ϰ͘ϴϲй
ϭ͕ϵϵϵ͕ϳϰϲ͘ϰϯ
ϲ͕ϳϮϰ͘Ϯϱ
Ϭ͘ϵϳй
;ϲϰ͕ϯϲϭ͘ϰϭͿ
Aaa/AA+
AAA
ϯ͘ϴϮ
ϯ͘ϯϴ
ϯϭϯϳ&:
,ϴ &,D^<ͲϬϴϭϮϯ͘ϵϬϴͬϮϱͬϮϬϮϴ ϲ͕ϮϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϱ͘Ϭϭй
ϱ͕ϴϵϵ͕ϰϲϰ͘ϴϱ
ϱ͕ϵϰϳ͕ϰϯϱ͘Ϭϯ
ϵϲ͘ϰϴ
ϰ͘ϴϮй
ϱ͕ϵϴϭ͕ϴϳϱ͘ϵϰ
ϮϬ͕ϭϱϬ͘ϬϬ
Ϯ͘ϴϵй
ϯϰ͕ϰϰϬ͘ϵϭ
Aaa/AA+
AAA
ϰ͘ϭϱ
ϯ͘ϳϭ
ϯϭϯϳ&:<
ϴ &,D^<ͲϬϴϮϮϯ͘ϵϮϬϵͬϮϱͬϮϬϮϴ ϭ͕ϱϬϬ͕ϬϬϬ͘ϬϬ ϭϭͬϮϴͬϮϬϮϯ ϰ͘ϳϰй
ϭ͕ϰϰϲ͕ϳϵϲ͘ϴϴ
ϭ͕ϰϱϯ͕ϯϮϰ͘ϲϴ
ϵϲ͘ϱϰ
ϰ͘ϴϮй
ϭ͕ϰϰϴ͕Ϭϵϭ͘ϯϬ
ϰ͕ϵϬϬ͘ϬϬ
Ϭ͘ϳϬй
;ϱ͕Ϯϯϯ͘ϯϴͿ
Aaa/AA+
AAA
ϰ͘Ϯϰ
ϯ͘ϳϰ
ϯϭϯϳ,ϰzϱ &,D^<ͲϳϰϲϮϮ͘Ϭϯϭ
ϬϵͬϮϱͬϮϬϮϴ ϭ͕ϳϱϬ͕ϬϬϬ͘ϬϬ 03/21/2024
ϰ͘ϲϰй
ϭ͕ϱϲϴ͕ϭϲϰ͘Ϭϲ
ϭ͕ϱϳϵ͕ϭϱϳ͘Ϯϯ
ϴϵ͘ϯϱ
ϰ͘ϴϲй
ϭ͕ϱϲϯ͕ϲϭϬ͘ϯϬ
Ϯ͕ϵϲϭ͘ϴϴ
Ϭ͘ϳϱй
;ϭϱ͕ϱϰϲ͘ϵϯͿ
Aaa/AA+
AAA
ϰ͘Ϯϰ
ϯ͘ϵϭ
ϯϭϯϳ,ϱzϱ &,D^<ͲϳϰϴϮϮ͘ϮϲϬϭͬϮϱͬϮϬϮϵ Ϯ͕ϱϬϬ͕ϬϬϬ͘ϬϬ 04/11/2024 ϰ͘ϵϰй
Ϯ͕ϮϮϭ͕ϭϵϭ͘ϰϭ
Ϯ͕Ϯϯϯ͕ϱϬϯ͘ϳϬ
ϴϵ͘ϲϲ
ϰ͘ϴϰй
Ϯ͕Ϯϰϭ͕ϰϭϬ͘ϱϬ
ϰ͕ϳϬϴ͘ϯϯ
ϭ͘Ϭϴй
ϳ͕ϵϬϲ͘ϴϬ
Aaa/AA+
AAA
ϰ͘ϱϳ
ϰ͘ϭϱ
Total Agency
CMBS 26,057,000.00 4.38%
24,911,586.42
25,050,303.12

94.92 4.87%
24,717,778.01
72,605.03

11.93%
(332,525.12)
Aaa/AA+
AAA

3.74 3.36

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
^,
zh^ ZĞĐĞŝǀĂďůĞ ϮϬϭ͕ϯϱϰ͘ϲϬ ͲͲ
Ϭ͘ϬϬй
ϮϬϭ͕ϯϱϰ͘ϲϬ
ϮϬϭ͕ϯϱϰ͘ϲϬ
ϭ͘ϬϬ
Ϭ͘ϬϬй
ϮϬϭ͕ϯϱϰ͘ϲϬ
Ϭ͘ϬϬ
Ϭ͘ϭϬй
Ϭ͘ϬϬ
Aaa/AAA
AAA
Ϭ͘ϬϬ
Ϭ͘ϬϬ
Total Cash 201,354.60 0.00%
201,354.60
201,354.60

1.00 0.00%
201,354.60

0.00 0.10%

0.00 Aaa/AAA
AAA

0.00 0.00
KZ W
KZd

Ϭϲϯϲϳtϴϱ E<K&DKEdZ
>ϭ͘ϴϱ
ϬϱͬϬϭͬϮϬϮϱ ϭ͕ϱϳϭ͕ϬϬϬ͘ϬϬ ϬϳͬϮϯͬϮϬϮϭ
Ϭ͘ϴϲй
ϭ͕ϲϮϴ͕ϴϰϰ͘ϮϮ
ϭ͕ϱϴϯ͕ϳϵϴ͘ϭϰ
ϵϳ͘ϬϬ
ϱ͘ϱϳй
ϭ͕ϱϮϯ͕ϴϳϰ͘ϵϱ
ϰ͕ϴϰϯ͘ϵϮ
Ϭ͘ϳϰй
;ϱϵ͕ϵϮϯ͘ϭϵͿ
ϮͬͲ
Ͳ
Ϭ͘ϴϰ
Ϭ͘ϴϭ
ϲϰϵϱϮtYϯ E
tzKZ<>/&
'>K
>
&hE/E'Ϭ͘ϵϱϬϲͬϮϰͬϮϬϮϱ ϵϱϬ͕ϬϬϬ͘ϬϬ ϭϭͬϭϳͬϮϬϮϭ
ϭ͘Ϯϵй
ϵϯϴ͕ϱϰϯ͘ϬϬ
ϵϰϲ͕ϴϳϲ͘ϭϲ
ϵϱ͘ϳϮ
ϱ͘ϰϴй
ϵϬϵ͕Ϯϵϵ͘ϳϱ
ϭϳϱ͘ϰϵ
Ϭ͘ϰϰй
;ϯϳ͕ϱϳϲ͘ϰϭͿ
Aaa/AA+
AAA
Ϭ͘ϵϴ
Ϭ͘ϵϱ
ϰϬϭϯϵ>ϲ 'hZ/E>/&
'>K>
&hE/E'Ϭ͘ϴϳϱϭϮͬϭϬͬϮϬϮϱ ϭ͕ϳϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϭ͘ϭϮй
ϭ͕ϲϴϮ͕ϴϯϬ͘ϬϬ
ϭ͕ϲϵϰ͕Ϭϳϱ͘ϯϭ
ϵϯ͘ϵϮ
ϱ͘ϯϬй
ϭ͕ϱϵϲ͕ϲϯϳ͘ϱϱ
ϴϲϳ͘ϳϭ
Ϭ͘ϳϳй
;ϵϳ͕ϰϯϳ͘ϳϲͿ
Aa1/AA+
NA
ϭ͘ϰϱ
ϭ͘ϰϬ
ϲϲϴϭϱ>Ϯϲ
EKZd,t
^d
ZEDhdh>
'>K>&hE/E'Ϭ͘ϴ
ϬϭͬϭϰͬϮϬϮϲ
ϭ͕ϭϬϬ͕ϬϬϬ͘ϬϬ ϭϮͬϬϲͬϮϬϮϭ
ϭ͘ϰϲй
ϭ͕ϬϳϬ͕ϴϭϳ͘ϬϬ
ϭ͕Ϭϴϵ͕Ϭϱϭ͘ϱϭ
ϵϯ͘ϱϰ
ϱ͘ϮϮй
ϭ͕ϬϮϴ͕ϵϴϴ͘Ϭϳ
ϰ͕ϬϴϮ͘ϮϮ
Ϭ͘ϱϬй
;ϲϬ͕Ϭϲϯ͘ϰϰͿ
Aaa/AA+
AAA
ϭ͘ϱϰ
ϭ͘ϰϵ
ϰϲϲϰϳW<ϭ :WDKZ'E,^
ΘKϮ͘Ϭϴϯ
ϬϰͬϮϮͬϮϬϮϲ ϭ͕Ϭϯϰ͕ϬϬϬ͘ϬϬ ͲͲ
ϭ͘ϯϳй
ϭ͕Ϭϲϭ͕Ϭϯϵ͘ϮϮ
ϭ͕Ϭϯϵ͕ϴϮϴ͘ϵϴ
ϵϳ͘ϭϭ
ϲ͘ϱϴй
ϭ͕ϬϬϰ͕Ϭϳϲ͘ϱϴ
ϰ͕ϭϮϴ͘ϭϲ
Ϭ͘ϰϴй
;ϯϱ͕ϳϱϮ͘ϰϭͿ
ϭͬͲ
Ͳ
ϭ͘ϴϭ
Ϭ͘ϳϴ
ϳϴϬϭϲ
Yϯ ZKz>E<K&Eϭ͘Ϯ
ϬϰͬϮϳͬϮϬϮϲ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϳͬϬϵͬϮϬϮϭ
ϭ͘ϭϯй
ϭ͕ϬϬϯ͕ϰϰϬ͘ϬϬ
ϭ͕ϬϬϭ͕ϯϬϳ͘ϵϱ
ϵϮ͘ϴϵ
ϱ͘ϯϰй
ϵϮϴ͕ϵϭϭ͘ϴϵ
Ϯ͕ϭϯϯ͘ϯϯ
Ϭ͘ϰϱй
;ϳϮ͕ϯϵϲ͘ϬϲͿ
A1/A
Ͳ
ϭ͘ϴϮ
ϭ͘ϳϲ
ϬϮϯϭϯϱyϯ DKE͘KD/Eϭ͘Ϭ
ϬϱͬϭϮͬϮϬϮϲ Ϯ͕ϲϭϱ͕ϬϬϬ͘ϬϬ ϬϱͬϭϬͬϮϬϮϭ
ϭ͘Ϭϵй
Ϯ͕ϲϬϯ͕ϳϬϯ͘ϮϬ
Ϯ͕ϲϭϬ͕ϳϵϯ͘Ϭϵ
ϵϯ͘Ϭϯ
ϰ͘ϵϱй
Ϯ͕ϰϯϮ͕ϳϵϳ͘ϵϰ
ϯ͕ϱϱϵ͘ϯϭ
ϭ͘ϭϳй
;ϭϳϳ͕ϵϵϱ͘ϭϱͿ
A1/AA

Ͳ
ϭ͘ϴϳ
ϭ͘ϴϭ
ϵϭϯϮϰW
Ϯ hE/d
,
>d,'ZKhW/Eϭ͘ϭϱ
ϬϱͬϭϱͬϮϬϮϲ ϰϯϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϭ͘Ϭϴй
ϰϯϭ͕ϯϵϭ͘ϯϬ
ϰϯϬ͕ϱϭϱ͘ϭϮ
ϵϮ͘ϵϲ
ϱ͘ϭϰй
ϯϵϵ͕ϳϭϰ͘ϵϮ
ϲϯϭ͘ϴϲ
Ϭ͘ϭϵй
;ϯϬ͕ϴϬϬ͘ϮϭͿ
A2/A+
A
ϭ͘ϴϳ
ϭ͘ϴϭ
ϴϵϮϯϲd:<Ϯ dKzKdDKdKZZ
/dKZW
ϭ͘ϭϮϱϬϲͬϭϴͬϮϬϮϲ ϭ͕ϳϴϱ͕ϬϬϬ͘ϬϬ ϬϲͬϭϱͬϮϬϮϭ
ϭ͘ϭϯй
ϭ͕ϳϴϰ͕Ϯϭϰ͘ϲϬ
ϭ͕ϳϴϰ͕ϲϵϭ͘ϲϬ
ϵϮ͘ϲϭ
ϱ͘ϭϮй
ϭ͕ϲϱϯ͕Ϭϰϰ͘ϴϲ
ϳϮϱ͘ϭϲ
Ϭ͘ϴϬй
;ϭϯϭ͕ϲϰϲ͘ϳϱͿ
A1/A+
A+
ϭ͘ϵϳ
ϭ͘ϵϬ
ϬϲϬϱϭ':Ϯ E<K&D
Z/KZWϭ͘ϯϭϵ
ϬϲͬϭϵͬϮϬϮϲ ϭ͕ϴϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϭ͘Ϯϰй
ϭ͕ϴϬϱ͕ϴϰϯ͘ϬϬ
ϭ͕ϴϬϭ͕ϰϮϲ͘ϭϴ
ϵϱ͘ϴϮ
ϲ͘ϭϴй
ϭ͕ϳϮϰ͕ϳϳϲ͘ϰϵ
ϳϵϭ͘ϰϬ
Ϭ͘ϴϯй
;ϳϲ͕ϲϰϵ͘ϲϵͿ
ϭͬͲ
Ͳ
ϭ͘ϵϳ
Ϭ͘ϵϰ
ϱϳϲϮϵt
ϳ D^^Dhdh>'>K>
&hE/E'//ϭ͘ϮϬϳͬϭϲͬϮϬϮϲ ϭ͕ϮϱϬ͕ϬϬϬ͘ϬϬ ϬϴͬϭϵͬϮϬϮϭ
ϭ͘ϭϱй
ϭ͕ϮϱϮ͕ϳϴϳ͘ϱϬ
ϭ͕Ϯϱϭ͕ϭϲϭ͘ϰϲ
ϵϮ͘Ϯϰ
ϱ͘Ϯϱй
ϭ͕ϭϱϯ͕ϬϬϯ͘ϴϯ
ϲ͕ϴϳϱ͘ϬϬ
Ϭ͘ϱϲй
;ϵϴ͕ϭϱϳ͘ϲϯͿ
Aa3/AA+
AA+
Ϯ͘Ϭϰ
ϭ͘ϵϲ
ϱϴϵϴϵsϮϱ D
ddKt
Z'>K>&hE/E'
ϭ͘ϮϱϬϵͬϭϰͬϮϬϮϲ ϵϳϱ͕ϬϬϬ͘ϬϬ ϬϵͬϬϳͬϮϬϮϭ
ϭ͘Ϯϳй
ϵϳϰ͕ϭϬϯ͘ϬϬ
ϵϳϰ͕ϲϬϰ͘ϱϲ
ϵϭ͘ϲϴ
ϱ͘ϯϬй
ϴϵϯ͕ϴϰϮ͘ϭϲ
ϯ͕ϲϮϮ͘ϰϬ
Ϭ͘ϰϯй
;ϴϬ͕ϳϲϮ͘ϰϬͿ
ĂϯͬͲ
Ͳ
Ϯ͘Ϯϭ
Ϯ͘ϭϮ
ϵϯϭϭϰϮ
ZϬ t>DZd/Eϭ͘ϬϱϬϵͬϭϳͬϮϬϮϲ ϰϰϱ͕ϬϬϬ͘ϬϬ ϬϵͬϬϴͬϮϬϮϭ
ϭ͘Ϭϵй
ϰϰϰ͕ϭϱϴ͘ϵϱ
ϰϰϰ͕ϲϮϳ͘ϴϰ
ϵϮ͘ϭϴ
ϰ͘ϴϭй
ϰϭϬ͕Ϯϭϳ͘ϱϭ
ϭ͕ϯϰϵ͘ϴϯ
Ϭ͘ϮϬй
;ϯϰ͕ϰϭϬ͘ϯϮͿ
Aa2/
AA
AA
Ϯ͘ϮϮ
Ϯ͘ϭϰ
ϱϵϮϭϳ'
Zϲ D
dZKWK>/dE>/&
'>K>
&hE/E'/ϭ͘ϴϳϱϬϭͬϭϭͬϮϬϮϳ ϭ͕ϱϳϱ͕ϬϬϬ͘ϬϬ 01/03/2022
ϭ͘ϵϬй
ϭ͕ϱϳϯ͕ϮϬϰ͘ϱϬ
ϭ͕ϱϳϰ͕Ϭϵϭ͘ϰϯ
ϵϮ͘Ϯϴ
ϱ͘ϭϳй
ϭ͕ϰϱϯ͕ϯϯϮ͘ϵϮ
ϭϯ͕ϵϰϱ͘ϯϭ
Ϭ͘ϳϬй
;ϭϮϬ͕ϳϱϴ͘ϱϭͿ
ĂϯͬͲ
Ͳ
Ϯ͘ϱϯ
Ϯ͘ϰϬ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ϴϬϴϱϭϯzϬ ,Z>
^^,tKZWϮ͘ϰϱ
ϬϯͬϬϯͬϮϬϮϳ ϭ͕ϰϮϱ͕ϬϬϬ͘ϬϬ 03/01/2022
Ϯ͘ϰϲй
ϭ͕ϰϮϰ͕ϲϬϭ͘ϳϬ
ϭ͕ϰϮϰ͕ϳϴϯ͘ϴϯ
ϵϯ͘Ϯϳ
ϱ͘ϭϴй
ϭ͕ϯϮϵ͕ϬϰϬ͘ϱϵ
ϭϭ͕ϰϰϯ͘ϱϰ
Ϭ͘ϲϰй
;ϵϱ͕ϳϰϯ͘ϮϰͿ
ϮͬͲ
A
Ϯ͘ϲϳ
Ϯ͘ϱϮ
ϬϴϰϲϲϰϮ 
Z<^,/Z
,d,tz&/EE

KZWϮ͘ϯϬϯͬϭϱͬϮϬϮϳ Ϯ͕ϯϵϱ͕ϬϬϬ͘ϬϬ ϬϯͬϬϳͬϮϬϮϮ
Ϯ͘ϯϬй
Ϯ͕ϯϵϰ͕ϱϰϰ͘ϵϱ
Ϯ͕ϯϵϰ͕ϳϱϰ͘Ϭϰ
ϵϯ͘ϳϰ
ϰ͘ϳϵй
Ϯ͕Ϯϰϱ͕ϬϬϴ͘ϭϳ
ϭϲ͕Ϯϭϵ͘ϰϳ
ϭ͘Ϭϴй
;ϭϰϵ͕ϳϰϱ͘ϴϳͿ
Aa2/AA
A+
Ϯ͘ϳϭ
Ϯ͘ϱϲ
ϬϲϬϱϭ',dϵ E<K&D
Z/KZWϯ͘ϱϱϵ
ϬϰͬϮϯͬϮϬϮϳ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϰ͘ϯϬй
ϵϲϴ͕ϲϳϭ͘Ϯϰ
ϵϴϭ͕ϯϬϱ͘Ϯϳ
ϵϲ͘ϳϬ
ϱ͘ϵϭй
ϵϲϲ͕ϵϳϭ͘Ϭϱ
ϲ͕ϳϮϮ͘ϱϲ
Ϭ͘ϰϳй
;ϭϰ͕ϯϯϰ͘ϮϮͿ
ϭͬͲ
Ͳ
Ϯ͘ϴϭ
ϭ͘ϳϭ
ϲϲϱϴϱϵtϰ EKZd,
ZEdZh^dKZWϰ͘Ϭ
ϬϱͬϭϬͬϮϬϮϳ ϴϵϱ͕ϬϬϬ͘ϬϬ ϬϱͬϬϱͬϮϬϮϮ
ϰ͘Ϭϯй
ϴϵϯ͕ϱϱϬ͘ϭϬ
ϴϵϰ͕ϭϳϭ͘ϴϯ
ϵϳ͘ϲϭ
ϰ͘ϵϬй
ϴϳϯ͕ϲϰϱ͘ϰϱ
ϱ͕Ϭϳϭ͘ϲϳ
Ϭ͘ϰϮй
;ϮϬ͕ϱϮϲ͘ϯϳͿ
A2/A+
A+
Ϯ͘ϴϲ
Ϯ͘ϲϱ
ϵϭϯϮϰW
'ϯ hE/d
,
>d,'ZKhW/Eϯ͘ϳ
ϬϱͬϭϱͬϮϬϮϳ ϵϭϬ͕ϬϬϬ͘ϬϬ ϬϱͬϭϳͬϮϬϮϮ
ϯ͘ϲϵй
ϵϭϬ͕ϰϮϱ͘ϲϬ
ϵϭϬ͕Ϯϰϭ͘ϴϯ
ϵϲ͘ϳϳ
ϰ͘ϵϮй
ϴϴϬ͕ϲϮϲ͘ϰϳ
ϰ͕ϯϬϮ͘Ϯϴ
Ϭ͘ϰϯй
;Ϯϵ͕ϲϭϱ͘ϯϱͿ
A2/A+
A
Ϯ͘ϴϳ
Ϯ͘ϲϳ
ϴϵϭϭϱϮϱ dKZKEdKͲKD/E/KEE<
ϰ͘ϭϬϴϬϲͬϬϴͬϮϬϮϳ Ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϴͬϮϲͬϮϬϮϮ
ϰ͘ϭϴй
ϭ͕ϵϵϯ͕ϯϬϬ͘ϬϬ
ϭ͕ϵϵϱ͕ϴϳϵ͘Ϯϵ
ϵϳ͘Ϭϱ
ϱ͘ϮϬй
ϭ͕ϵϰϬ͕ϵϲϴ͘ϴϴ
ϱ͕Ϯϰϵ͘ϭϭ
Ϭ͘ϵϰй
;ϱϰ͕ϵϭϬ͘ϰϭͿ
A1/A
NA
Ϯ͘ϵϰ
Ϯ͘ϳϮ
ϳϱϲϭϬϵhϴ Z

>dz/EKD
KZWϯ͘ϲϱ
ϬϭͬϭϱͬϮϬϮϴ ϭ͕ϱϬϬ͕ϬϬϬ͘ϬϬ 04/10/2023
ϰ͘ϴϳй
ϭ͕ϰϮϮ͕ϳϮϬ͘ϬϬ
ϭ͕ϰϰϮ͕ϱϯϵ͘ϵϰ
ϵϱ͘ϭϴ
ϱ͘ϭϲй
ϭ͕ϰϮϳ͕ϳϬϵ͘ϰϴ
Ϯϱ͕Ϯϰϱ͘ϴϯ
Ϭ͘ϲϵй
;ϭϰ͕ϴϯϬ͘ϰϲͿ
ϯͬͲ
tZ
ϯ͘ϱϰ
ϯ͘Ϯϭ
ϮϰϰϮϮ
tZϲ :K,E

Z
W/d>KZWϰ͘ϳϱ
ϬϭͬϮϬͬϮϬϮϴ ϭ͕ϲϱϬ͕ϬϬϬ͘ϬϬ 01/23/2023
ϰ͘ϰϬй
ϭ͕ϲϳϱ͕ϯϵϯ͘ϱϬ
ϭ͕ϲϲϴ͕ϭϬϬ͘ϯϲ
ϵϵ͘ϱϳ
ϰ͘ϴϴй
ϭ͕ϲϰϮ͕ϵϳϬ͘ϯϳ
ϯϱ͕Ϭϱϭ͘Ϭϰ
Ϭ͘ϳϵй
;Ϯϱ͕ϭϮϵ͘ϵϵͿ
A1/A
A+
ϯ͘ϱϲ
ϯ͘ϭϳ
Ϭϯϳϴϯϯ
dϯ WW>
/Eϰ͘ϬϬϱͬϭϬͬϮϬϮϴ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϱͬϬϴͬϮϬϮϯ
ϰ͘Ϭϭй
ϵϵϵ͕ϰϰϵ͘ϳϬ
ϵϵϵ͕ϱϳϱ͘ϲϬ
ϵϳ͘ϵϮ
ϰ͘ϱϵй
ϵϳϵ͕ϮϮϳ͘ϴϮ
ϱ͕ϲϲϲ͘ϲϳ
Ϭ͘ϰϳй
;ϮϬ͕ϯϰϳ͘ϳϴͿ
Aaa/AA+
NA
ϯ͘ϴϲ
ϯ͘ϱϭ
ϱϴϵϯϯz,ϳ D
Z<ΘK/Eϰ͘Ϭϱ
ϬϱͬϭϳͬϮϬϮϴ ϭ͕ϭϲϱ͕ϬϬϬ͘ϬϬ ϬϱͬϬϴͬϮϬϮϯ
ϰ͘Ϭϱй
ϭ͕ϭϲϱ͕Ϯϭϴ͘ϯϱ
ϭ͕ϭϲϱ͕ϭϲϳ͘ϬϬ
ϵϳ͘ϵϬ
ϰ͘ϲϱй
ϭ͕ϭϰϬ͕ϰϵϴ͘ϵϮ
ϱ͕ϳϲϲ͘ϳϱ
Ϭ͘ϱϱй
;Ϯϰ͕ϲϲϴ͘ϬϴͿ
A1/A+
NA
ϯ͘ϴϴ
ϯ͘ϱϯ
ϵϭϯϮϰW<ϱ hE/d
,
>d,'ZKhW/Eϯ͘ϴϱ
ϬϲͬϭϱͬϮϬϮϴ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 11/02/2023
ϱ͘Ϯϰй
ϵϰϯ͕ϴϮϬ͘ϬϬ
ϵϱϭ͕ϳϲϰ͘ϲϱ
ϵϲ͘ϭϯ
ϰ͘ϵϰй
ϵϲϭ͕Ϯϳϱ͘ϰϳ
ϭ͕ϳϭϭ͘ϭϭ
Ϭ͘ϰϲй
ϵ͕ϱϭϬ͘ϴϮ
A2/A+
A
ϯ͘ϵϲ
ϯ͘ϲϭ
ϳϰϯϰϬy'ϰ WZK>K'/^>Wϰ͘ϴϳϱϬϲͬϭϱͬϮϬϮϴ Ϯ͕ϯϱϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϰ͘ϵϵй
Ϯ͕ϯϯϴ͕ϳϴϲ͘ϳϬ
Ϯ͕ϯϰϭ͕Ϭϰϰ͘ϲϬ
ϵϵ͘ϱϭ
ϱ͘Ϭϭй
Ϯ͕ϯϯϴ͕ϱϬϬ͘ϲϳ
ϱ͕Ϭϵϭ͘ϲϳ
ϭ͘ϭϯй
;Ϯ͕ϱϰϯ͘ϵϮͿ
A3/
A
NA
ϯ͘ϵϲ
ϯ͘ϱϱ
ϴϵϭϭϱϮhϱ dKZKEdKͲKD/E/KEE<
ϱ͘ϱϮϯϬϳͬϭϳͬϮϬϮϴ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϳͬϭϮͬϮϬϮϯ
ϱ͘ϯϲй
ϭ͕ϬϬϲ͕ϴϵϬ͘ϬϬ
ϭ͕ϬϬϱ͕ϱϳϬ͘Ϭϴ
ϭϬϭ͘Ϯϰ
ϱ͘ϭϴй
ϭ͕ϬϭϮ͕ϰϮϯ͘ϴϮ
Ϯϱ͕ϭϲϬ͘ϯϯ
Ϭ͘ϰϵй
ϲ͕ϴϱϯ͘ϳϰ
A1/A
Ͳ
ϰ͘Ϭϱ
ϯ͘ϱϭ
ϳϴϬϭϲ,^Ϯ ZKz>E<K&Eϱ͘Ϯ
ϬϴͬϬϭͬϮϬϮϴ ϭ͕ϳϱϬ͕ϬϬϬ͘ϬϬ 09/12/2023
ϱ͘ϱϬй
ϭ͕ϳϮϳ͕ϯϯϳ͘ϱϬ
ϭ͕ϳϯϭ͕Ϭϯϲ͘ϮϬ
ϭϬϬ͘ϲϲ
ϱ͘ϬϮй
ϭ͕ϳϲϭ͕ϰϵϬ͘ϰϭ
ϯϳ͕ϵϭϲ͘ϲϳ
Ϭ͘ϴϱй
ϯϬ͕ϰϱϰ͘Ϯϭ
A1/A
Ͳ
ϰ͘Ϭϵ
ϯ͘ϱϳ
ϳϰϰϱϲYyϯ Wh>/^
Zs/

>
dZ/E
'^Kϯ͘ϲϱϬϵͬϬϭͬϮϬϮϴ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 12/14/2023
ϰ͘ϰϰй
ϵϲϲ͕ϳϵϬ͘ϬϬ
ϵϳϬ͕ϱϳϲ͘ϲϬ
ϵϱ͘ϯϱ
ϰ͘ϵϬй
ϵϱϯ͕ϱϬϭ͘ϳϮ
ϭϮ͕ϭϲϲ͘ϲϳ
Ϭ͘ϰϲй
;ϭϳ͕Ϭϳϰ͘ϴϴͿ
A1/A
tZ
ϰ͘ϭϳ
ϯ͘ϳϲ
ϰϬϭϯϵ>,ϱ 'hZ/E>/&
'>K>
&hE/E'ϱ͘ϳϯϳϭϬͬϬϮͬϮϬϮϴ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 11/02/2023
ϱ͘ϲϯй
ϭ͕ϬϬϰ͕ϰϳϬ͘ϬϬ
ϭ͕ϬϬϯ͕ϴϳϲ͘ϯϯ
ϭϬϮ͘ϲϯ
ϱ͘Ϭϰй
ϭ͕ϬϮϲ͕ϯϬϬ͘Ϭϯ
ϭϰ͕ϭϴϯ͘ϭϰ
Ϭ͘ϱϬй
ϮϮ͕ϰϮϯ͘ϳϬ
Aa1/AA+
NA
ϰ͘Ϯϲ
ϯ͘ϳϬ
ϮϲϰϰϮyϮ h<

E
Z'zZK>/E^>>
ϯ͘ϵϱϭϭͬϭϱͬϮϬϮϴ Ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϭϮͬϬϲͬϮϬϮϯ
ϰ͘ϳϵй
ϭ͕ϵϮϳ͕ϭϮϬ͘ϬϬ
ϭ͕ϵϯϱ͕ϰϰϮ͘ϮϮ
ϵϲ͘ϭϱ
ϰ͘ϵϰй
ϭ͕ϵϮϯ͕Ϭϳϵ͘ϲϲ
ϭϬ͕Ϭϵϰ͘ϰϰ
Ϭ͘ϵϯй
;ϭϮ͕ϯϲϮ͘ϱϲͿ
Aa3/A
NA
ϰ͘ϯϴ
ϯ͘ϵϰ
ϳϱϲϭϬϵ^Ϯ Z
>dz/EKD
KZWϰ͘ϳ
ϭϮͬϭϱͬϮϬϮϴ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 12/14/2023
ϰ͘ϳϭй
ϵϵϵ͕ϳϯϬ͘ϬϬ
ϵϵϵ͕ϳϱϵ͘Ϭϭ
ϵϴ͘ϭϳ
ϱ͘ϭϲй
ϵϴϭ͕ϳϯϱ͘ϱϯ
Ϯ͕Ϭϴϴ͘ϴϵ
Ϭ͘ϰϳй
;ϭϴ͕ϬϮϯ͘ϰϴͿ
ϯͬͲ
NA
ϰ͘ϰϲ
ϯ͘ϵϲ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ϲϲϴϭϱ>ϮYϭ
EKZd,t
^d
ZEDhdh>
'>K>&hE/E'ϰ͘ϳϭ
01/10/2029
ϭ͕ϱϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϰ͘ϲϳй
ϭ͕ϱϬϮ͕ϴϱϯ͘ϴϬ
ϭ͕ϱϬϮ͕ϱϴϯ͘ϱϳ
ϵϴ͘ϵϵ
ϰ͘ϵϲй
ϭ͕ϰϴϰ͕ϴϳϰ͘ϳϮ
ϯϯ͕ϱϱϴ͘ϳϱ
Ϭ͘ϳϮй
;ϭϳ͕ϳϬϴ͘ϴϱͿ
Aaa/AA+
AAA
ϰ͘ϱϯ
ϯ͘ϵϰ
ϱϳϲϮϵtϱϮ D^^Dhdh>'>K>
&hE/E'//ϰ͘ϴϱϬϭͬϭϳͬϮϬϮϵ ϭ͕ϮϵϬ͕ϬϬϬ͘ϬϬ 01/09/2024
ϰ͘ϴϱй
ϭ͕Ϯϴϵ͕ϴϯϮ͘ϯϬ
ϭ͕Ϯϴϵ͕ϴϰϳ͘ϱϰ
ϵϵ͘Ϯϳ
ϱ͘Ϭϯй
ϭ͕ϮϴϬ͕ϱϲϰ͘ϴϴ
Ϯϴ͕ϱϬϭ͘ϴϯ
Ϭ͘ϲϮй
;ϵ͕ϮϴϮ͘ϲϲͿ
Aa3/AA+
AA+
ϰ͘ϱϱ
ϯ͘ϵϱ
ϰϲϲϰϳWDϴ :WDKZ'E,^
ΘKϯ͘ϱϬϵ
01/23/2029 Ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϭͬϭϴͬϮϬϮϰ
ϱ͘Ϭϳй
ϭ͕ϴϴϴ͕ϱϴϬ͘ϬϬ
ϭ͕ϵϬϬ͕ϳϴϮ͘Ϭϱ
ϵϰ͘ϱϳ
ϱ͘ϰϴй
ϭ͕ϴϵϭ͕ϯϮϱ͘ϰϮ
ϯϬ͕ϴϬϭ͘ϮϮ
Ϭ͘ϵϭй
;ϵ͕ϰϱϲ͘ϲϯͿ
ϭͬͲ
Ͳ
ϰ͘ϱϳ
ϯ͘Ϯϰ
ϲϰϵϱϮt&&ϱ E
tzKZ<>/&
'>K>
&hE/E'ϰ͘ϳϬϭͬϮϵͬϮϬϮϵ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 01/22/2024
ϰ͘ϳϰй
ϵϵϴ͕ϭϵϬ͘ϬϬ
ϵϵϴ͕ϯϰϮ͘ϱϳ
ϵϵ͘Ϯϯ
ϰ͘ϴϵй
ϵϵϮ͕ϯϰϴ͘ϳϴ
ϭϵ͕ϴϰϰ͘ϰϰ
Ϭ͘ϰϴй
;ϱ͕ϵϵϯ͘ϳϵͿ
Aaa/AA+
AAA
ϰ͘ϱϴ
ϯ͘ϵϵ
ϲϵϯϳϭZ^ϴϬ WZ&/EE/>KZWϰ͘ϲ
01/31/2029 Ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 04/09/2024
ϰ͘ϴϱй
ϭ͕ϵϳϴ͕ϳϲϬ͘ϬϬ
ϭ͕ϵϳϵ͕ϳϯϵ͘ϳϱ
ϵϴ͘ϵϬ
ϰ͘ϴϳй
ϭ͕ϵϳϴ͕ϬϳϮ͘ϭϴ
ϯϴ͕ϱϴϴ͘ϴϵ
Ϭ͘ϵϱй
;ϭ͕ϲϲϳ͘ϱϳͿ
A1/A+
NA
ϰ͘ϱϵ
ϰ͘Ϭϭ
ϳϱϲϭϬϵ&ϵ Z
>dz/EKD
KZWϰ͘ϳϱ
ϬϮͬϭϱͬϮϬϮϵ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϱͬϮϭͬϮϬϮϰ
ϱ͘ϭϴй
ϵϴϮ͕ϬϭϬ͘ϬϬ
ϵϴϮ͕ϰϭϱ͘ϳϵ
ϵϴ͘Ϯϴ
ϱ͘ϭϳй
ϵϴϮ͕ϳϲϰ͘Ϭϱ
Ϯϭ͕ϳϳϬ͘ϴϯ
Ϭ͘ϰϳй
ϯϰϴ͘Ϯϲ
ϯͬͲ
NA
ϰ͘ϲϯ
ϰ͘Ϭϭ
ϭϳϮϳϱZZϮ /^
K^z^d
D^/Eϰ͘ϴϱ
ϬϮͬϮϲͬϮϬϮϵ ϭ͕ϭϭϱ͕ϬϬϬ͘ϬϬ 02/21/2024
ϰ͘ϴϲй
ϭ͕ϭϭϰ͕ϲϬϵ͘ϳϱ
ϭ͕ϭϭϰ͕ϲϯϲ͘ϲϲ
ϵϵ͘ϵϴ
ϰ͘ϴϱй
ϭ͕ϭϭϰ͕ϴϬϯ͘Ϯϵ
ϭϴ͕ϳϳϲ͘ϵϭ
Ϭ͘ϱϰй
ϭϲϲ͘ϲϯ
ϭͬͲ
NA
ϰ͘ϲϲ
ϰ͘Ϭϲ
ϴϵϮϯϲdD&ϵ dKzKdDKdKZZ
/dKZW
ϱ͘ϬϱϬϱͬϭϲͬϮϬϮϵ ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϱͬϮϭͬϮϬϮϰ
ϱ͘ϬϬй
ϭ͕ϬϬϮ͕ϬϴϬ͘ϬϬ
ϭ͕ϬϬϮ͕Ϭϯϱ͘ϰϬ
ϭϬϬ͘ϯϱ
ϰ͘ϵϳй
ϭ͕ϬϬϯ͕ϰϵϲ͘ϳϵ
ϲ͕ϯϭϮ͘ϱϬ
Ϭ͘ϰϴй
ϭ͕ϰϲϭ͘ϯϵ
A1/A+
A+
ϰ͘ϴϴ
ϰ͘Ϯϱ
ϲϰϵϱϮt&'ϯ E
tzKZ<>/&
'>K>
&hE/E'ϱ͘ϬϬϲͬϬϲͬϮϬϮϵ ϭ͕ϬϲϬ͕ϬϬϬ͘ϬϬ ϬϲͬϬϯͬϮϬϮϰ
ϱ͘Ϭϰй
ϭ͕Ϭϱϳ͕ϵϲϰ͘ϴϬ
ϭ͕Ϭϱϳ͕ϵϵϮ͘ϲϲ
ϵϵ͘ϲϴ
ϱ͘Ϭϳй
ϭ͕Ϭϱϲ͕ϲϭϲ͘Ϭϴ
ϯ͕ϲϴϬ͘ϱϲ
Ϭ͘ϱϭй
;ϭ͕ϯϳϲ͘ϱϵͿ
Aaa/AA+
AAA
ϰ͘ϵϯ
ϰ͘ϯϭ
ϰϯϳϬϳϲϯ ,KD

WKd/Eϰ͘ϳϱ
ϬϲͬϮϱͬϮϬϮϵ ϭ͕ϲϬϬ͕ϬϬϬ͘ϬϬ ϬϲͬϭϴͬϮϬϮϰ
ϰ͘ϴϮй
ϭ͕ϱϵϱ͕ϮϴϬ͘ϬϬ
ϭ͕ϱϵϱ͕Ϯϵϱ͘ϱϭ
ϵϵ͘ϰϮ
ϰ͘ϴϴй
ϭ͕ϱϵϬ͕ϲϴϮ͘ϵϲ
ϭ͕Ϯϲϲ͘ϲϳ
Ϭ͘ϳϳй
;ϰ͕ϲϭϮ͘ϱϱͿ
A2/A
A
ϰ͘ϵϵ
ϰ͘ϯϵ
Total Corporate 56,835,000.00 3.51%
56,427,899.48
56,466,109.49

96.63 5.14%
54,873,043.07
479,985.53

26.48%
(1,593,066.42)
A1/A+
AA-

3.29 2.88
DKE
zDZ<
d
FUND
ϲϬϵϯϰEϭϬϰ &

Zd
,ZD^'sK/E^
d ϭϴϮ͕ϳϮϯ͘ϱϭ ͲͲ
ϱ͘ϭϵй
ϭϴϮ͕ϳϮϯ͘ϱϭ
ϭϴϮ͕ϳϮϯ͘ϱϭ
ϭ͘ϬϬ
ϱ͘ϭϵй
ϭϴϮ͕ϳϮϯ͘ϱϭ
Ϭ͘ϬϬ
Ϭ͘Ϭϵй
Ϭ͘ϬϬ
Aaa/
AAAm
AAA
Ϭ͘ϬϬ
Ϭ͘ϬϬ
Total Money
Market Fund 182,723.51 5.19%
182,723.51
182,723.51

1.00 5.19%
182,723.51

0.00 0.09%

0.00 Aaa/
AAAm
AAA

0.00 0.00
^hWZEd/KE>

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ϰϱϵϬϱϴ,dϯ
/Ed
ZEd/KE>E<&KZ
Z
KE^dZhd/KEE

s
>KWDϭ͘ϲϮϱϬϭͬϭϱͬϮϬϮϱ
Ϯ͕ϱϬϬ͕ϬϬϬ͘ϬϬ ϬϳͬϭϮͬϮϬϮϭ
Ϭ͘ϱϲй
Ϯ͕ϱϵϮ͕ϯϮϱ͘ϬϬ
Ϯ͕ϱϭϰ͕ϮϳϬ͘ϯϴ
ϵϴ͘Ϭϭ
ϱ͘ϰϭй
Ϯ͕ϰϱϬ͕ϭϴϳ͘Ϭϯ
ϭϴ͕ϳϰϰ͘ϭϳ
ϭ͘ϭϴй
;ϲϰ͕Ϭϴϯ͘ϯϱͿ
Aaa/AAA
NA
Ϭ͘ϱϰ
Ϭ͘ϱϮ
ϰϱϴϭyϬ>ϵ
/Ed
ZͲD
Z/E

s
>KWD
EdE<Ϭ͘ϴϳϱ
ϬϰͬϬϯͬϮϬϮϱ
ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ 12/14/2021
ϭ͘Ϭϴй
Ϯ͕ϵϴϬ͕ϮϯϬ͘ϬϬ
Ϯ͕ϵϵϱ͕ϰϲϴ͘Ϭϭ
ϵϲ͘ϳϱ
ϱ͘ϯϬй
Ϯ͕ϵϬϮ͕ϲϯϲ͘ϲϱ
ϲ͕ϰϭϲ͘ϲϳ
ϭ͘ϰϬй
;ϵϮ͕ϴϯϭ͘ϯϲͿ
Aaa/AAA
AAA
Ϭ͘ϳϲ
Ϭ͘ϳϰ
ϰϱϵϬϱϴ:>ϴ
/Ed
ZEd/KE>E<&KZ
Z
KE^dZhd/KEE

s
>KWDϬ͘ϱϭϬͬϮϴͬϮϬϮϱ
ϯ͕ϰϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
Ϭ͘ϲϬй
ϯ͕ϯϴϰ͕ϴϰϴ͘ϭϱ
ϯ͕ϯϵϱ͕ϳϯϭ͘ϴϴ
ϵϰ͘Ϯϲ
ϱ͘ϬϮй
ϯ͕ϮϬϰ͕ϳϰϵ͘ϭϱ
Ϯ͕ϵϳϱ͘ϬϬ
ϭ͘ϱϱй
;ϭϵϬ͕ϵϴϮ͘ϳϯͿ
Aaa/AAA
NA
ϭ͘ϯϯ
ϭ͘Ϯϵ
ϰϱϴϭyϬsϳ
/Ed
ZͲD
Z/E

s
>KWD
EdE<Ϭ͘ϴϳϱ
ϬϰͬϮϬͬϮϬϮϲ
ϯ͕ϰϯϱ͕ϬϬϬ͘ϬϬ 04/13/2021
Ϭ͘ϵϳй
ϯ͕ϰϭϵ͕Ϯϲϳ͘ϳϬ
ϯ͕ϰϮϵ͕ϯϯϬ͘ϴϲ
ϵϯ͘ϭϱ
ϰ͘ϴϴй
ϯ͕ϭϵϵ͕ϲϳϮ͘ϵϵ
ϱ͕ϵϮϳ͘ϳϲ
ϭ͘ϱϰй
;ϮϮϵ͕ϲϱϳ͘ϴϲͿ
Aaa/AAA
NA
ϭ͘ϴϬ
ϭ͘ϳϱ
ϰϱϵϱϬ<yϲ /Ed
ZEd/KE>&/EE
KZW
Ϭ͘ϳϱϭϬͬϬϴͬϮϬϮϲ ϯ͕ϴϬϬ͕ϬϬϬ͘ϬϬ ϭϭͬϬϴͬϮϬϮϭ
ϭ͘ϭϰй
ϯ͕ϳϮϴ͕ϯϯϮ͘ϬϬ
ϯ͕ϳϲϲ͕ϴϲϰ͘Ϭϰ
ϵϭ͘ϱϳ
ϰ͘ϳϭй
ϯ͕ϰϳϵ͕ϱϲϵ͘ϵϰ
ϲ͕ϱϳϬ͘ϴϯ
ϭ͘ϲϴй
;Ϯϴϳ͕Ϯϵϰ͘ϭϬͿ
Aaa/AAA
NA
Ϯ͘Ϯϳ
Ϯ͘ϮϬ
Total
^ƵƉƌĂŶĂƟŽŶĂů 16,135,000.00 0.89%
16,105,002.85
16,101,665.16

94.49 5.04%
15,236,815.76
40,634.43

7.35%
(864,849.40)
Aaa/AAA
AAA

1.41 1.37
US

TREASURY
ϵϭϮϴϮDϯ hE/d
^dd
^dZ
^hZzϬ͘Ϯϱ
ϬϵͬϯϬͬϮϬϮϱ ϯ͕ϯϬϬ͕ϬϬϬ͘ϬϬ 03/29/2021
Ϭ͘ϳϰй
ϯ͕ϮϮϴ͕ϭϵϵ͘ϮϮ
ϯ͕ϮϴϬ͕Ϭϵϲ͘ϱϲ
ϵϰ͘Ϯϵ
ϱ͘ϬϮй
ϯ͕ϭϭϭ͕ϱϯϵ͘Ϭϱ
Ϯ͕Ϭϳϯ͘ϳϳ
ϭ͘ϱϬй
;ϭϲϴ͕ϱϱϳ͘ϱϮͿ
Aaa/
AA+
AA+
ϭ͘Ϯϱ
ϭ͘ϮϮ
ϵϭϮϴϮdϴ hE/d
^dd
^dZ
^hZzϬ͘Ϯϱ
ϭϬͬϯϭͬϮϬϮϱ ϯ͕ϰϬϬ͕ϬϬϬ͘ϬϬ 02/22/2021
Ϭ͘ϱϰй
ϯ͕ϯϱϰ͕Ϭϰϲ͘ϴϴ
ϯ͕ϯϴϲ͕ϵϮϬ͘ϰϭ
ϵϯ͘ϵϴ
ϰ͘ϵϳй
ϯ͕ϭϵϱ͕ϯϯϱ͘ϵϱ
ϭ͕ϰϯϮ͘Ϭϳ
ϭ͘ϱϰй
;ϭϵϭ͕ϱϴϰ͘ϰϳͿ
Aaa/AA+
AA+
ϭ͘ϯϰ
ϭ͘ϯϬ
ϵϭϮϴϮϰ hE/d
^dd
^dZ
^hZzϬ͘ϯϳϱ
ϭϭͬϯϬͬϮϬϮϱ Ϯ͕ϮϬϬ͕ϬϬϬ͘ϬϬ ϬϯͬϮϲͬϮϬϮϭ
Ϭ͘ϳϲй
Ϯ͕ϭϲϬ͕ϱϱϰ͘ϲϵ
Ϯ͕ϭϴϴ͕Ϭϱϯ͘ϭϴ
ϵϯ͘ϴϮ
ϰ͘ϵϰй
Ϯ͕Ϭϲϯ͕ϵϲϬ͘ϵϯ
ϲϵϴ͘ϳϳ
ϭ͘ϬϬй
;ϭϮϰ͕ϬϵϮ͘ϮϱͿ
Aaa/AA+
AA+
ϭ͘ϰϮ
ϭ͘ϯϴ
ϵϭϮϴϮϮ hE/d
^dd
^dZ
^hZzϬ͘ϴϳϱ
ϬϵͬϯϬͬϮϬϮϲ ϭ͕ϳϴϬ͕ϬϬϬ͘ϬϬ ϭϬͬϭϴͬϮϬϮϭ
ϭ͘ϭϵй
ϭ͕ϳϱϯ͕ϯϲϵ͘ϱϯ
ϭ͕ϳϲϳ͕ϵϬϬ͘ϲϬ
ϵϮ͘Ϭϰ
ϰ͘ϲϰй
ϭ͕ϲϯϴ͕ϮϮϱ͘ϳϴ
ϯ͕ϵϭϱ͘Ϭϯ
Ϭ͘ϳϵй
;ϭϮϵ͕ϲϳϰ͘ϴϯͿ
Aaa/AA+
AA+
Ϯ͘Ϯϱ
Ϯ͘ϭϴ
ϵϭϮϴϮ<ϰ hE/d
^dd
^dZ
^hZzϭ͘Ϯϱ
ϭϭͬϯϬͬϮϬϮϲ ϯ͕ϱϬϬ͕ϬϬϬ͘ϬϬ ϭϮͬϭϲͬϮϬϮϭ
ϭ͘ϭϳй
ϯ͕ϱϭϮ͕ϳϭϰ͘ϴϰ
ϯ͕ϱϬϲ͕ϭϵϵ͘Ϯϳ
ϵϮ͘ϯϲ
ϰ͘ϲϯй
ϯ͕ϮϯϮ͕ϰϰϭ͘ϰϮ
ϯ͕ϳϬϱ͘ϲϬ
ϭ͘ϱϲй
;Ϯϳϯ͕ϳϱϳ͘ϴϲͿ
Aaa/AA+
AA+
Ϯ͘ϰϮ
Ϯ͘ϯϯ
ϵϭϮϴϮϴϳϴ hE/d
^dd
^dZ
^hZzϭ͘ϱ
ϬϭͬϯϭͬϮϬϮϳ ϭ͕ϭϱϬ͕ϬϬϬ͘ϬϬ ϬϮͬϬϳͬϮϬϮϮ
ϭ͘ϳϳй
ϭ͕ϭϯϱ͕ϯϱϱ͘ϰϳ
ϭ͕ϭϰϮ͕ϯϵϱ͘ϴϬ
ϵϮ͘ϱϱ
ϰ͘ϱϵй
ϭ͕Ϭϲϰ͕Ϯϴϵ͘Ϭϲ
ϳ͕ϮϬϯ͘ϯϬ
Ϭ͘ϱϭй
;ϳϴ͕ϭϬϲ͘ϳϰͿ
Aaa/AA+
AA+
Ϯ͘ϱϵ
Ϯ͘ϰϳ
ϵϭϮϴϮ
dϰ hE/d
^dd
^dZ
^hZ
zϮ͘ϲϮϱ
ϬϱͬϯϭͬϮϬϮϳ ϭ͕ϴϬϬ͕ϬϬϬ͘ϬϬ ϬϲͬϬϵͬϮϬϮϮ
ϯ͘Ϭϳй
ϭ͕ϳϲϯ͕ϯϲϳ͘ϭϵ
ϭ͕ϳϳϴ͕ϱϯϲ͘ϳϮ
ϵϰ͘ϴϰ
ϰ͘ϱϯй
ϭ͕ϳϬϳ͕Ϭϰϲ͘ϴϴ
ϰ͕ϬϬϮ͘Ϭϱ
Ϭ͘ϴϮй
;ϳϭ͕ϰϴϵ͘ϴϰͿ
Aaa/AA+
AA+
Ϯ͘ϵϮ
Ϯ͘ϳϲ
ϵϭϮϴϮ
tϳ hE/d
^dd
^dZ
^hZzϯ͘Ϯϱ
ϬϲͬϯϬͬϮϬϮϳ Ϯ͕ϵϳϱ͕ϬϬϬ͘ϬϬ ͲͲ
ϯ͘ϭϮй
Ϯ͕ϵϵϯ͕ϬϵϬ͘ϴϮ
Ϯ͕ϵϴϱ͕ϵϯϲ͘ϯϭ
ϵϲ͘ϰϵ
ϰ͘ϱϭй
Ϯ͕ϴϳϬ͕ϱϮϲ͘ϯϲ
ϮϲϮ͘ϳϰ
ϭ͘ϯϵй
;ϭϭϱ͕ϰϬϵ͘ϵϱͿ
Aaa/AA+
AA+
ϯ͘ϬϬ
Ϯ͘ϴϮ
ϵϭϮϴϮ&Ϯ hE/d
^dd
^dZ
^hZzϮ͘ϳϱ
ϬϳͬϯϭͬϮϬϮϳ ϵϬϬ͕ϬϬϬ͘ϬϬ ϬϴͬϮϮͬϮϬϮϮ
ϯ͘ϭϮй
ϴϴϰ͕ϳϰϮ͘ϭϵ
ϴϵϬ͕ϰϳϵ͘ϳϯ
ϵϰ͘ϵϱ
ϰ͘ϱϮй
ϴϱϰ͕ϱϳϴ͘ϭϯ
ϭϬ͕ϯϯϱ͘ϭϲ
Ϭ͘ϰϭй
;ϯϱ͕ϵϬϭ͘ϲϭͿ
Aaa/AA+
AA+
ϯ͘Ϭϴ
Ϯ͘ϴϴ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
ϵϭϮϴϮ&,ϵ hE/d
^dd
^dZ
^hZzϯ͘ϭϮϱ
ϬϴͬϯϭͬϮϬϮϳ ϯ͕ϭϱϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϯ͘ϰϭй
ϯ͕ϭϬϵ͕ϳϬϳ͘Ϭϯ
ϯ͕ϭϮϰ͕ϯϬϬ͘ϭϮ
ϵϱ͘ϵϰ
ϰ͘ϱϭй
ϯ͕ϬϮϮ͕Ϭϯϭ͘Ϯϱ
ϯϮ͕ϵϬϭ͘ϲϲ
ϭ͘ϰϲй
;ϭϬϮ͕Ϯϲϴ͘ϴϳͿ
Aaa/AA+
AA+
ϯ͘ϭϳ
Ϯ͘ϵϰ
ϵϭϮϴϮ&Dϴ hE/d
^dd
^dZ
^hZzϰ͘ϭϮϱ
ϬϵͬϯϬͬϮϬϮϳ ϯ͕ϵϬϬ͕ϬϬϬ͘ϬϬ 10/20/2022
ϰ͘ϰϱй
ϯ͕ϴϰϯ͕ϲϯϮ͘ϴϭ
ϯ͕ϴϲϮ͕ϴϴϬ͘ϵϬ
ϵϴ͘ϴϳ
ϰ͘ϱϬй
ϯ͕ϴϱϱ͕ϴϮϬ͘ϯϯ
ϰϬ͕ϰϯϴ͘ϱϮ
ϭ͘ϴϲй
;ϳ͕ϬϲϬ͘ϱϳͿ
Aaa/AA+
AA+
ϯ͘Ϯϱ
Ϯ͘ϵϴ
ϵϭϮϴϮ&ϵ hE/d
^dd
^dZ
^hZzϯ͘ϴϳϱ
ϭϭͬϯϬͬϮϬϮϳ ϭ͕ϮϱϬ͕ϬϬϬ͘ϬϬ ϭϮͬϬϱͬϮϬϮϮ
ϯ͘ϴϭй
ϭ͕Ϯϱϯ͕ϵϬϲ͘Ϯϱ
ϭ͕ϮϱϮ͕ϲϳϲ͘ϰϯ
ϵϴ͘ϭϬ
ϰ͘ϰϴй
ϭ͕ϮϮϲ͕ϮϮϬ͘ϳϬ
ϰ͕ϭϬϮ͘ϲϯ
Ϭ͘ϱϵй
;Ϯϲ͕ϰϱϱ͘ϳϯͿ
Aaa/AA+
AA+
ϯ͘ϰϮ
ϯ͘ϭϱ
ϵϭϮϴϮ'ϵ hE/d
^dd
^dZ
^hZzϯ͘ϴϳϱ
ϭϮͬϯϭͬϮϬϮϳ ϯ͕ϯϱϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϯ͘ϳϭй
ϯ͕ϯϳϱ͕ϰϵϰ͘ϭϰ
ϯ͕ϯϲϴ͕Ϭϱϳ͘ϴϴ
ϵϴ͘Ϭϴ
ϰ͘ϰϳй
ϯ͕Ϯϴϱ͕ϳϰϴ͘Ϭϰ
ϯϱϮ͘ϳϱ
ϭ͘ϱϵй
;ϴϮ͕ϯϬϵ͘ϴϰͿ
Aaa/AA+
AA+
ϯ͘ϱϬ
ϯ͘Ϯϯ
ϵϭϮϴϮ',ϴ hE/d
^dd
^dZ
^hZzϯ͘ϱ
ϬϭͬϯϭͬϮϬϮϴ ϱ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϯ͘ϴϰй
ϰ͕ϵϮϯ͕ϳϲϱ͘ϲϯ
ϰ͕ϵϰϰ͕ϲϰϬ͘ϰϵ
ϵϲ͘ϴϱ
ϰ͘ϰϲй
ϰ͕ϴϰϮ͕ϯϴϮ͘ϴϬ
ϳϯ͕Ϭϳϲ͘ϵϮ
Ϯ͘ϯϰй
;ϭϬϮ͕Ϯϱϳ͘ϲϵͿ
Aaa/AA+
AA+
ϯ͘ϱϵ
ϯ͘Ϯϳ
ϵϭϮϴϮ'WϬ hE/d
^dd
^dZ

^hZzϰ͘Ϭ
ϬϮͬϮϵͬϮϬϮϴ ϱ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϰ͘Ϭϴй
ϰ͕ϵϴϭ͕Ϭϯϯ͘ϮϬ
ϰ͕ϵϴϲ͕ϭϳϯ͘ϰϲ
ϵϴ͘ϰϴ
ϰ͘ϰϱй
ϰ͕ϵϮϯ͕ϴϮϴ͘ϭϬ
ϲϲ͕ϴϰϳ͘ϴϯ
Ϯ͘ϯϴй
;ϲϮ͕ϯϰϱ͘ϯϲͿ
Aaa/AA+
AA+
ϯ͘ϲϳ
ϯ͘ϯϯ
ϵϭϮϴϮ,
ϰ hE/d
^dd
^dZ
^hZzϯ͘ϲϮϱ
ϬϱͬϯϭͬϮϬϮϴ ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϲͬϭϰͬϮϬϮϯ
ϰ͘ϬϬй
Ϯ͕ϵϱϬ͕ϰϮϵ͘ϲϵ
Ϯ͕ϵϲϬ͕ϳϳϭ͘ϳϬ
ϵϳ͘ϭϱ
ϰ͘ϰϮй
Ϯ͕ϵϭϰ͕ϱϳϬ͘ϯϮ
ϵ͕Ϯϭϭ͘Ϭϳ
ϭ͘ϰϭй
;ϰϲ͕ϮϬϭ͘ϯϴͿ
Aaa/AA+
AA+
ϯ͘ϵϮ
ϯ͘ϱϵ
ϵϭϮϴϮ,Yϳ hE/d
^dd
^dZ
^hZzϰ͘ϭϮϱ
ϬϳͬϯϭͬϮϬϮϴ ϰ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϴͬϮϭͬϮϬϮϯ
ϰ͘ϰϲй
ϯ͕ϵϰϭ͕ϳϭϴ͘ϳϱ
ϯ͕ϵϱϭ͕ϴϱϳ͘ϰϯ
ϵϴ͘ϵϰ
ϰ͘ϰϭй
ϯ͕ϵϱϳ͕ϲϱϲ͘Ϯϰ
ϲϴ͕ϵϬϭ͘ϭϬ
ϭ͘ϵϭй
ϱ͕ϳϵϴ͘ϴϭ
Aaa/AA+
AA+
ϰ͘Ϭϴ
ϯ͘ϲϲ
ϵϭϮϴϮ,yϮ hE/d
^dd
^dZ
^hZzϰ͘ϯϳϱ
ϬϴͬϯϭͬϮϬϮϴ ϭ͕ϭϬϬ͕ϬϬϬ͘ϬϬ ϬϵͬϮϱͬϮϬϮϯ
ϰ͘ϲϮй
ϭ͕Ϭϴϴ͕ϯϵϴ͘ϰϰ
ϭ͕ϬϵϬ͕ϭϵϱ͘ϲϴ
ϵϵ͘ϴϴ
ϰ͘ϰϬй
ϭ͕Ϭϵϴ͕ϳϭϬ͘ϵϯ
ϭϲ͕Ϭϴϱ͘Ϯϲ
Ϭ͘ϱϯй
ϴ͕ϱϭϱ͘Ϯϱ
Aaa/AA+
AA+
ϰ͘ϭϳ
ϯ͘ϳϮ
ϵϭϮϴϮ:&ϵ hE/d
^dd
^dZ
^hZzϰ͘ϴϳϱ
ϭϬͬϯϭͬϮϬϮϴ ϭ͕ϳϬϬ͕ϬϬϬ͘ϬϬ ϭϬͬϮϳͬϮϬϮϯ
ϰ͘ϳϵй
ϭ͕ϳϬϲ͕ϰϰϭ͘ϰϭ
ϭ͕ϳϬϱ͕ϱϴϭ͘ϭϱ
ϭϬϭ͘ϴϳ
ϰ͘ϰϬй
ϭ͕ϳϯϭ͕ϳϰϮ͘ϮϬ
ϭϯ͕ϵϲϮ͘ϲϰ
Ϭ͘ϴϰй
Ϯϲ͕ϭϲϭ͘Ϭϱ
Aaa/AA+
AA+
ϰ͘ϯϰ
ϯ͘ϴϱ
ϵϭϮϴϮ:EϮ hE/d
^dd
^dZ
^hZzϰ͘ϯϳϱ
ϭϭͬϯϬͬϮϬϮϴ ϭ͕ϰϬϬ͕ϬϬϬ͘ϬϬ ϭϮͬϮϴͬϮϬϮϯ
ϯ͘ϴϯй
ϭ͕ϰϯϰ͕ϭϮϱ͘ϬϬ
ϭ͕ϰϯϬ͕ϲϭϯ͘ϴϬ
ϵϵ͘ϵϴ
ϰ͘ϯϴй
ϭ͕ϯϵϵ͕ϳϴϭ͘Ϯϱ
ϱ͕ϭϴϳ͘ϴϰ
Ϭ͘ϲϴй
;ϯϬ͕ϴϯϮ͘ϱϱͿ
Aaa/AA+
AA+
ϰ͘ϰϮ
ϯ͘ϵϲ
ϵϭϮϴϮ:Zϯ hE/d
^dd
^dZ
^hZ
zϯ͘ϳϱ
ϭϮͬϯϭͬϮϬϮϴ ϰ͕ϱϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϯ͘ϵϵй
ϰ͕ϰϱϮ͕ϰϴϬ͘ϰϳ
ϰ͕ϰϱϲ͕ϵϮϵ͘ϵϯ
ϵϳ͘ϰϱ
ϰ͘ϯϴй
ϰ͕ϯϴϱ͕Ϭϯϵ͘Ϭϰ
ϰϱϴ͘ϱϲ
Ϯ͘ϭϮй
;ϳϭ͕ϴϵϬ͘ϴϵͿ
Aaa/AA+
AA+
ϰ͘ϱϬ
ϰ͘Ϭϵ
ϵϭϮϴϮ:tϮ hE/d
^dd
^dZ
^hZzϰ͘Ϭ
01/31/2029 Ϯ͕ϱϬϬ͕ϬϬϬ͘ϬϬ ϬϮͬϭϲͬϮϬϮϰ
ϰ͘ϯϭй
Ϯ͕ϰϲϱ͕ϲϮϱ͘ϬϬ
Ϯ͕ϰϲϴ͕ϭϭϴ͘ϰϮ
ϵϴ͘ϰϲ
ϰ͘ϯϳй
Ϯ͕ϰϲϭ͕ϱϮϯ͘ϰϱ
ϰϭ͕ϳϱϴ͘Ϯϰ
ϭ͘ϭϵй
;ϲ͕ϱϵϰ͘ϵϳͿ
Aaa/AA+
AA+
ϰ͘ϱϵ
ϰ͘Ϭϳ
ϵϭϮϴϮ<'ϱ hE/d
^dd
^dZ
^hZzϰ͘ϭϮϱ
03/31/2029 ϱ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ͲͲ
ϰ͘ϱϵй
ϰ͕ϴϵϳ͕ϰϲϬ͘ϵϰ
ϰ͕ϵϬϭ͕ϳϵϴ͘Ϯϭ
ϵϴ͘ϵϴ
ϰ͘ϯϲй
ϰ͕ϵϰϵ͕ϬϮϯ͘ϰϱ
ϱϭ͕ϴϰϰ͘Ϯϲ
Ϯ͘ϯϵй
ϰϳ͕ϮϮϱ͘Ϯϰ
Aaa/AA+
AA+
ϰ͘ϳϱ
ϰ͘Ϯϯ
ϵϭϮϴϮ<Wϱ hE/d
^dd
^dZ
^hZzϰ͘ϲϮϱ
04/30/2029 Ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬ ϬϱͬϬϯͬϮϬϮϰ
ϰ͘ϰϴй
Ϯ͕ϬϭϮ͕ϳϳϯ͘ϰϰ
Ϯ͕ϬϭϮ͕ϯϴϬ͘ϰϭ
ϭϬϭ͘ϭϱ
ϰ͘ϯϲй
Ϯ͕ϬϮϮ͕ϵϲϴ͘ϳϲ
ϭϱ͕ϱϴϰ͘Ϯϰ
Ϭ͘ϵϴй
ϭϬ͕ϱϴϴ͘ϯϱ
Aaa/AA+
AA+
ϰ͘ϴϯ
ϰ͘Ϯϳ
ϵϭϮϴϮ<dϳ hE/d
^dd
^dZ
^hZzϰ͘ϱ
ϬϱͬϯϭͬϮϬϮϵ ϭ͕ϲϬϬ͕ϬϬϬ͘ϬϬ ϬϲͬϮϭͬϮϬϮϰ
ϰ͘Ϯϲй
ϭ͕ϲϭϳ͕ϭϴϳ͘ϱϬ
ϭ͕ϲϭϳ͕ϭϮϬ͘ϳϯ
ϭϬϬ͘ϲϴ
ϰ͘ϯϰй
ϭ͕ϲϭϬ͕ϴϳϱ͘Ϭϭ
ϲ͕Ϭϵϴ͘ϯϲ
Ϭ͘ϳϴй
;ϲ͕Ϯϰϱ͘ϳϯͿ
Aaa/AA+
AA+
ϰ͘ϵϮ
ϰ͘ϯϲ
Total US Treasury 69,455,000.00 3.38%
68,839,620.53
69,060,615.35

97.14 4.52%
67,425,865.41
480,440.37

32.54%
(1,634,749.94)
Aaa/AA+
AA+

3.46 3.15

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
dŽƚĂůWŽƌƞŽůŝŽ 214,671,428.15 3.10%
212,564,951.93
212,866,219.49

96.41 4.88%
207,196,115.69
1,171,787.19
100.00%
(5,670,103.81)
Aa2/AA
AA

2.98 2.58
Total Market
Value + Accrued 208,367,902.88

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss

ACQUISITIONS
WƵƌĐŚĂƐĞ ϬϲͬϬϰͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϱ͕Ϭϰϲ͘ϲϵ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϵй ;ϱ͕Ϭϰϲ͘ϲϵͿ Ϭ͘ϬϬ ;ϱ͕Ϭϰϲ͘ϲϵͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ
ϬϲͬϬϱͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ Ϯ͕Ϭϭϲ͕ϭϱϬ͘ϬϬ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;Ϯ͕Ϭϭϲ͕ϭϱϬ͘ϬϬͿ Ϭ͘ϬϬ ;Ϯ͕Ϭϭϲ͕ϭϱϬ͘ϬϬͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ ϬϲͬϬϲͬϮϬϮϰ ϲϰϵϱϮt&'ϯ ϭ͕ϬϲϬ͕ϬϬϬ͘ϬϬ E
tzKZ<>/&
'>K>
&hE/E'ϱ͘ϬϬϲͬϬϲͬϮϬϮϵ ϵϵ͘ϴϬϴ ϱ͘Ϭϰй ;ϭ͕Ϭϱϳ͕ϵϲϰ͘ϴϬͿ Ϭ͘ϬϬ ;ϭ͕Ϭϱϳ͕ϵϲϰ͘ϴϬͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ ϬϲͬϭϬͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϲϴϵ͕ϮϬϬ͘ϱϲ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;ϲϴϵ͕ϮϬϬ͘ϱϲͿ Ϭ͘ϬϬ ;ϲϴϵ͕ϮϬϬ͘ϱϲͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϭϬͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϲϮ͕ϬϬϬ͘ϬϬ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;ϲϮ͕ϬϬϬ͘ϬϬͿ Ϭ͘ϬϬ ;ϲϮ͕ϬϬϬ͘ϬϬͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϭϭͬϮϬϮϰ Ϭϵϲϵϭϵϳ ϵϯϬ͕ϬϬϬ͘ϬϬ DtKdϮϬϮϰͲϯϱ͘ϭϴ ϬϮͬϮϲͬϮϬϮϵ ϵϵ͘ϵϴϱ ϱ͘ϭϴй ;ϵϮϵ͕ϴϱϴ͘ϳϯͿ Ϭ͘ϬϬ ;ϵϮϵ͕ϴϱϴ͘ϳϯͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ ϬϲͬϭϯͬϮϬϮϰ ϬϱϱϮϮZ:ϰ ϭ͕ϬϱϬ͕ϬϬϬ͘ϬϬ dϮϬϮϰͲϭϰ͘ϵϯ ϬϯͬϭϱͬϮϬϮϵ ϵϵ͘ϵϵϰ ϰ͘ϵϯй ;ϭ͕Ϭϰϵ͕ϵϰϭ͘ϭϬͿ Ϭ͘ϬϬ ;ϭ͕Ϭϰϵ͕ϵϰϭ͘ϭϬͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ ϬϲͬϭϳͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϰϭϭ͕ϭϴϭ͘ϵϮ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;ϰϭϭ͕ϭϴϭ͘ϵϮͿ Ϭ͘ϬϬ ;ϰϭϭ͕ϭϴϭ͘ϵϮͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϭϳͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϭϯϭ͕ϲϵϰ͘ϳϵ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;ϭϯϭ͕ϲϵϰ͘ϳϵͿ Ϭ͘ϬϬ ;ϭϯϭ͕ϲϵϰ͘ϳϵͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϭϴͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ Ϯ͕ϴϬϲ͘Ϯϴ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;Ϯ͕ϴϬϲ͘ϮϴͿ Ϭ͘ϬϬ ;Ϯ͕ϴϬϲ͘ϮϴͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϭϴͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϭϬ͕ϬϰϬ͘ϲϯ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ;ϭϬ͕ϬϰϬ͘ϲϯͿ Ϭ͘ϬϬ ;ϭϬ͕ϬϰϬ͘ϲϯͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϮϬͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ϭ͕ϬϮϴ͕ϳϱϯ͘Ϯϳ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ Ϭ͘ϬϬй ;ϭ͕ϬϮϴ͕ϳϱϯ͘ϮϳͿ Ϭ͘ϬϬ ;ϭ͕ϬϮϴ͕ϳϱϯ͘ϮϳͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ ϬϲͬϮϭͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ Ϯϵ͕ϴϯϵ͘ϲϯ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϴй ;Ϯϵ͕ϴϯϵ͘ϲϯͿ Ϭ͘ϬϬ ;Ϯϵ͕ϴϯϵ͘ϲϯͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ ϬϲͬϮϰͬϮϬϮϰ ϵϭϮϴϮ<dϳ ϭ͕ϲϬϬ͕ϬϬϬ͘ϬϬ hE/d
^dd
^dZ
^hZz
ϰ͘ϱϬϱͬϯϭͬϮϬϮϵ ϭϬϭ͘Ϭϳϰ ϰ͘Ϯϲй ;ϭ͕ϲϭϳ͕ϭϴϳ͘ϱϬͿ ;ϰ͕ϳϮϭ͘ϯϭͿ ;ϭ͕ϲϮϭ͕ϵϬϴ͘ϴϭͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ ϬϲͬϮϱͬϮϬϮϰ ϰϯϳϬϳϲϯ ϭ͕ϲϬϬ͕ϬϬϬ͘ϬϬ ,KD

WKd/Eϰ͘ϳϱ
ϬϲͬϮϱͬϮϬϮϵ ϵϵ͘ϳϬϱ ϰ͘ϴϮй ;ϭ͕ϱϵϱ͕ϮϴϬ͘ϬϬͿ Ϭ͘ϬϬ ;ϭ͕ϱϵϱ͕ϮϴϬ͘ϬϬͿ Ϭ͘ϬϬ dŽƚĂůWƵƌĐŚĂƐĞ 10,626,713.77 (10,636,945.90) (4,721.31) (10,641,667.21) 0.00 TOTAL
ACQUISITIONS 10,626,713.77 (10,636,945.90) (4,721.31) (10,641,667.21) 0.00

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss
/^WK^/d/KE^
Sale ϬϲͬϬϱͬϮϬϮϰ ϴϳϲϭϮ
>ϵ ;Ϯ͕ϬϬϬ͕ϬϬϬ͘ϬϬͿ dZ'
dKZWϮ͘Ϯϱ
ϬϰͬϭϱͬϮϬϮϱ ϵϳ͘ϯϵϱ ϭ͘ϴϴй ϭ͕ϵϰϳ͕ϵϬϬ͘ϬϬ
;ϲ͕ϮϱϬ͘ϬϬͿ ϭ͕ϵϱϰ͕ϭϱϬ͘ϬϬ ;ϱϳ͕ϳϭϰ͘ϵϮͿ
Sale ϬϲͬϬϱͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ;ϲϮ͕ϬϬϬ͘ϬϬͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ϲϮ͕ϬϬϬ͘ϬϬ Ϭ͘ϬϬ ϲϮ͕ϬϬϬ͘ϬϬ Ϭ͘ϬϬ
Sale ϬϲͬϬϲͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ;ϭ͕Ϭϱϳ͕ϵϲϰ͘ϴϬͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ϭ͕Ϭϱϳ͕ϵϲϰ͘ϴϬ Ϭ͘ϬϬ ϭ͕Ϭϱϳ͕ϵϲϰ͘ϴϬ Ϭ͘ϬϬ
Sale ϬϲͬϭϬͬϮϬϮϰ ϯϭϯϱ'ϬyϮϰ ;ϲϱϬ͕ϬϬϬ͘ϬϬͿ
&

Z>Ed/KE>
DKZd''
^^K/d/KE
ϭ͘ϲϮϱϬϭͬϬϳͬϮϬϮϱ
ϵϳ͘ϴϳϲ ϭ͘ϲϵй ϲϯϲ͕ϭϵϰ͘ϬϬ ;ϰ͕ϰϴϵ͘ϬϲͿ ϲϰϬ͕ϲϴϯ͘Ϭϲ ;ϭϯ͕ϱϲϲ͘ϭϰͿ Sale ϬϲͬϭϭͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ;ϵϮϵ͕ϴϱϴ͘ϳϯͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϲй ϵϮϵ͕ϴϱϴ͘ϳϯ Ϭ͘ϬϬ ϵϮϵ͕ϴϱϴ͘ϳϯ Ϭ͘ϬϬ
Sale ϬϲͬϭϯͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ;ϭ͕Ϭϰϵ͕ϵϰϭ͘ϭϬͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ϭ͕Ϭϰϵ͕ϵϰϭ͘ϭϬ Ϭ͘ϬϬ ϭ͕Ϭϰϵ͕ϵϰϭ͘ϭϬ Ϭ͘ϬϬ
Sale ϬϲͬϮϬͬϮϬϮϰ ϯϭϯϱ'ϬyϮϰ ;ϭ͕ϬϬϬ͕ϬϬϬ͘ϬϬͿ
&

Z>Ed/KE>
DKZd''
^^K/d/KE
ϭ͘ϲϮϱϬϭͬϬϳͬϮϬϮϱ
ϵϳ͘ϵϳϵ ϭ͘ϲϵй ϵϳϵ͕ϳϵϬ͘ϬϬ ;ϳ͕ϯϱϳ͘ϲϰͿ ϵϴϳ͕ϭϰϳ͘ϲϰ ;Ϯϭ͕ϳϲϮ͘ϵϯͿ Sale ϬϲͬϮϰͬϮϬϮϰ ϯϭϯϱ'ϬyϮϰ ;ϭ͕ϱϲϬ͕ϬϬϬ͘ϬϬͿ
&

Z>Ed/KE>
DKZd''
^^K/d/KE
ϭ͘ϲϮϱϬϭͬϬϳͬϮϬϮϱ
ϵϴ͘Ϭϱϭ Ϭ͘ϴϵй ϭ͕ϱϮϵ͕ϱϵϱ͘ϲϬ ;ϭϭ͕ϳϱϵ͘ϱϴͿ ϭ͕ϱϰϭ͕ϯϱϱ͘ϭϴ ;ϯϲ͕ϰϴϰ͘ϳϱͿ Sale ϬϲͬϮϰͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ;ϳϲ͕Ϭϰϭ͘ϭϯͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ϳϲ͕Ϭϰϭ͘ϭϯ Ϭ͘ϬϬ ϳϲ͕Ϭϰϭ͘ϭϯ Ϭ͘ϬϬ
Sale ϬϲͬϮϱͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ ;ϭ͕ϰϴϬ͕ϵϭϱ͘ϯϮͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй ϭ͕ϰϴϬ͕ϵϭϱ͘ϯϮ Ϭ͘ϬϬ ϭ͕ϰϴϬ͕ϵϭϱ͘ϯϮ Ϭ͘ϬϬ
Total Sale (9,866,721.08) 9,750,200.68 (29,856.28) 9,780,056.96 (129,528.74) TOTAL
/^WK^/d/KE^ (9,866,721.08) 9,750,200.68 (29,856.28) 9,780,056.96 (129,528.74) Kd,
Z
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ>tϵϱ Ϭ͘ϬϬ &,D^<ͲϬϱϬϮϯ͘ϯϯϰ
ϬϴͬϮϱͬϮϬϮϱ ϭ͘ϲϰй ϭ͕ϲϯϯ͘ϲϲ Ϭ͘ϬϬ ϭ͕ϲϯϯ͘ϲϲ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ^WϳϮ Ϭ͘ϬϬ &,D^<ͲϬϱϴϮϮ͘ϲϱϯ
ϬϴͬϮϱͬϮϬϮϲ ϭ͘ϯϱй Ϯ͕ϭϬϬ͘Ϯϵ Ϭ͘ϬϬ Ϯ͕ϭϬϬ͘Ϯϵ Ϭ͘ϬϬ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&t^ϯ Ϭ͘ϬϬ &,D^<ͲϬϲϳϮϯ͘ϭϵϰ
ϬϳͬϮϱͬϮϬϮϳ ϰ͘ϯϭй ϭ͕ϳϵϲ͘ϲϯ Ϭ͘ϬϬ ϭ͕ϳϵϲ͘ϲϯ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&hϳϵ Ϭ͘ϬϬ &,D^<ͲϬϲϵϮϯ͘ϭϴϳ
ϬϵͬϮϱͬϮϬϮϳ ϰ͘ϯϮй ϯ͕ϯϯϯ͘Ϭϳ Ϭ͘ϬϬ ϯ͕ϯϯϯ͘Ϭϳ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&>ϰ Ϭ͘ϬϬ &,D^<ͲϬϳϭϮϯ͘Ϯϴϲ
ϭϭͬϮϱͬϮϬϮϳ ϰ͘ϬϬй ϴ͕ϴϵϵ͘ϱϴ Ϭ͘ϬϬ ϴ͕ϴϵϵ͘ϱϴ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&
YϮ Ϭ͘ϬϬ &,D^<ͲϬϳϮϮϯ͘ϰϰϰ
ϭϮͬϮϱͬϮϬϮϳ ϯ͘ϵϲй ϯ͕ϮϬϬ͘Ϭϱ Ϭ͘ϬϬ ϯ͕ϮϬϬ͘Ϭϱ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&
dEϬ Ϭ͘ϬϬ &,D^<ͲϬϳϯϮϯ͘ϯϱ
ϬϭͬϮϱͬϮϬϮϴ ϰ͘Ϯϰй ϱ͕ϱϵϳ͘Ϯϵ Ϭ͘ϬϬ ϱ͕ϱϵϳ͘Ϯϵ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&ϰϰϭ Ϭ͘ϬϬ &,D^<ͲϬϳϰϮϯ͘ϲ
ϬϭͬϮϱͬϮϬϮϴ ϰ͘ϳϬй ϲ͕ϲϬϬ͘ϬϬ Ϭ͘ϬϬ ϲ͕ϲϬϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&
hϳ Ϭ͘ϬϬ &,D^<ͲϬϳϲϮϯ͘ϵ
ϬϰͬϮϱͬϮϬϮϴ ϯ͘ϵϯй ϲ͕ϳϮϰ͘Ϯϱ Ϭ͘ϬϬ ϲ͕ϳϮϰ͘Ϯϱ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&:
,ϴ Ϭ͘ϬϬ &,D^<ͲϬϴϭϮϯ͘ϵ
ϬϴͬϮϱͬϮϬϮϴ ϰ͘ϵϴй ϮϬ͕ϭϱϬ͘ϬϬ Ϭ͘ϬϬ ϮϬ͕ϭϱϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ&:<
ϴ Ϭ͘ϬϬ &,D^<ͲϬϴϮϮϯ͘ϵϮ
ϬϵͬϮϱͬϮϬϮϴ ϰ͘ϳϮй ϰ͕ϵϬϬ͘ϬϬ Ϭ͘ϬϬ ϰ͕ϵϬϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ,ϰzϱ Ϭ͘ϬϬ &,D^<ͲϳϰϲϮϮ͘Ϭϯϭ
ϬϵͬϮϱͬϮϬϮϴ ϰ͘ϲϮй Ϯ͕ϵϲϭ͘ϴϴ Ϭ͘ϬϬ Ϯ͕ϵϲϭ͘ϴϴ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϭͬϮϬϮϰ ϯϭϯϳ,ϱzϱ Ϭ͘ϬϬ &,D^<ͲϳϰϴϮϮ͘Ϯϲ
ϬϭͬϮϱͬϮϬϮϵ ϰ͘ϵϯй ϰ͕ϳϬϴ͘ϯϯ Ϭ͘ϬϬ ϰ͕ϳϬϴ͘ϯϯ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϬϴͬϮϬϮϰ ϴϵϭϭϱϮϱ Ϭ͘ϬϬ dKZKEdKͲKD/E/KE
E<ϰ͘ϭϬϴϬϲͬϬϴͬϮϬϮϳ ϰ͘ϭϴй ϰϭ͕ϬϴϬ͘ϬϬ Ϭ͘ϬϬ ϰϭ͕ϬϴϬ͘ϬϬ Ϭ͘ϬϬ ŽƵƉŽŶ ϬϲͬϬϴͬϮϬϮϰ ϯϭϯϯ
WD
Ϯ Ϭ͘ϬϬ
&

Z>&ZDZ
/d
E<^&hE/E'KZW
ϯ͘ϴϳϱϬϲͬϬϴͬϮϬϮϴ
ϯ͘ϵϳй ϲϮ͕ϬϬϬ͘ϬϬ Ϭ͘ϬϬ ϲϮ͕ϬϬϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϬͬϮϬϮϰ ϰϬϭϯϵ>ϲ Ϭ͘ϬϬ
'hZ/E>/&
'>K>
&hE/E'Ϭ͘ϴϳϱ
ϭϮͬϭϬͬϮϬϮϱ
ϭ͘ϭϮй ϳ͕ϰϯϳ͘ϱϬ Ϭ͘ϬϬ ϳ͕ϰϯϳ͘ϱϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϵϭϯϮϰW<ϱ Ϭ͘ϬϬ hE/d
,
>d,'ZKhW
/Eϯ͘ϴϱϬϲͬϭϱͬϮϬϮϴ ϱ͘Ϯϰй ϭϵ͕ϮϱϬ͘ϬϬ Ϭ͘ϬϬ ϭϵ͕ϮϱϬ͘ϬϬ Ϭ͘ϬϬ ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϴϵϮϰϬϮ Ϭ͘ϬϬ dKdϮϬϮϭͲϯϬ͘Ϯϲ
ϬϱͬϭϱͬϮϬϮϱ Ϭ͘ϬϬй Ϯ͘ϲϱ Ϭ͘ϬϬ Ϯ͘ϲϱ Ϭ͘ϬϬ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϵϯϯ>ϳ Ϭ͘ϬϬ ,ZdϮϬϮϭͲϯϬ͘ϯϴ
ϬϵͬϭϱͬϮϬϮϱ Ϭ͘ϰϭй ϭϲ͘ϲϲ Ϭ͘ϬϬ ϭϲ͘ϲϲ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϳϴϵYϰ Ϭ͘ϬϬ :KdϮϬϮϭͲϯϬ͘ϱϮ
ϬϯͬϭϲͬϮϬϮϲ Ϭ͘ϱϯй ϭϬϲ͘ϰϵ Ϭ͘ϬϬ ϭϬϲ͘ϰϵ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϴϵϮϯϴ:ϵ Ϭ͘ϬϬ dKdϮϬϮϭͲϯϬ͘ϳϭ
ϬϰͬϭϱͬϮϬϮϲ Ϭ͘ϳϭй ϭϱϳ͘Ϯϱ Ϭ͘ϬϬ ϭϱϳ͘Ϯϱ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϵϯϱ&ϲ Ϭ͘ϬϬ ,ZdϮϬϮϭͲϯϬ͘ϳϰ
ϬϱͬϭϱͬϮϬϮϲ Ϭ͘ϳϲй ϭϭϲ͘Ϭϳ Ϭ͘ϬϬ ϭϭϲ͘Ϭϳ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϯϴϭϱϰ Ϭ͘ϬϬ ,ZKdϮϬϮϮͲϭϯϭ͘ϴϴ
ϬϱͬϭϱͬϮϬϮϲ ϭ͘ϵϬй ϭ͕ϭϱϵ͘ϴϰ Ϭ͘ϬϬ ϭ͕ϭϱϵ͘ϴϰ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϴϵϳϳϬ Ϭ͘ϬϬ ,ZdϮϬϮϮͲϯϮ͘ϮϮ
ϭϬͬϭϱͬϮϬϮϲ Ϯ͘Ϯϯй ϭ͕ϱϮϭ͘ϭϲ Ϭ͘ϬϬ ϭ͕ϱϮϭ͘ϭϲ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϳϴϳ:Ϯ Ϭ͘ϬϬ :KdϮϬϮϮϯϬ͘ϯϲ
ϬϵͬϭϱͬϮϬϮϲ Ϯ͘ϯϱй ϵϲϮ͘ϴϯ Ϭ͘ϬϬ ϵϲϮ͘ϴϯ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϴϬϬϰ Ϭ͘ϬϬ :KdϮϬϮϮͲϯϯ͘ϳϰ
ϬϮͬϭϲͬϮϬϮϳ ϯ͘ϳϴй Ϯ͕ϱϯϲ͘Ϯϵ Ϭ͘ϬϬ Ϯ͕ϱϯϲ͘Ϯϵ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϴϬϬϮ Ϭ͘ϬϬ :KdϮϬϮϮͲϯϱ͘Ϭϵ
ϬϲͬϭϱͬϮϬϮϳ ϱ͘ϭϱй ϱ͕ϵϱϵ͘ϱϰ Ϭ͘ϬϬ ϱ͕ϵϱϵ͘ϱϰ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϳϱϲϭϬϵ^Ϯ Ϭ͘ϬϬ Z
>dz/EKD
KZWϰ͘ϳ
ϭϮͬϭϱͬϮϬϮϴ ϰ͘ϳϭй Ϯϯ͕ϱϬϬ͘ϬϬ Ϭ͘ϬϬ Ϯϯ͕ϱϬϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϳϰϯϰϬy'ϰ Ϭ͘ϬϬ WZK>K'/^>Wϰ͘ϴϳϱ
ϬϲͬϭϱͬϮϬϮϴ ϰ͘ϵϵй ϱϳ͕Ϯϴϭ͘Ϯϱ Ϭ͘ϬϬ ϱϳ͕Ϯϴϭ͘Ϯϱ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϭϲϭϱϳϭ,dϰ Ϭ͘ϬϬ ,/dϮϬϮϯͲϭϱ͘ϭϲ
ϬϵͬϭϱͬϮϬϮϴ ϱ͘Ϯϯй ϵ͕ϰϲϬ͘ϬϬ Ϭ͘ϬϬ ϵ͕ϰϲϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϬϮϱϴϮ:<,Ϯ Ϭ͘ϬϬ DyϮϬϮϰͲϭϱ͘Ϯϯ
ϬϰͬϭϲͬϮϬϮϵ ϱ͘Ϯϵй ϳ͕ϭϲϵ͘ϰϲ Ϭ͘ϬϬ ϳ͕ϭϲϵ͘ϰϲ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϵϯϰ&ϳ Ϭ͘ϬϬ ,>^dϮϰϯϱ͘ϰϭ
ϬϱͬϭϳͬϮϬϮϳ ϱ͘ϰϭй Ϯ͕ϳϵϵ͘ϲϴ Ϭ͘ϬϬ Ϯ͕ϳϵϵ͘ϲϴ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϱϴϳϳϬ:ϲ Ϭ͘ϬϬ D>dϮϬϮϰͲϯϱ͘ϯϮ
ϬϭͬϭϴͬϮϬϮϴ ϱ͘ϯϵй ϭ͕ϳϳϭ͘ϴϲ Ϭ͘ϬϬ ϭ͕ϳϳϭ͘ϴϲ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϱͬϮϬϮϰ ϬϮϱϴϮ::dϴ Ϭ͘ϬϬ DyϮϬϮϮͲϮ
ϬϱͬϭϳͬϮϬϮϳ ϯ͘ϰϮй ϱ͕ϭϵϴ͘ϬϬ Ϭ͘ϬϬ ϱ͕ϭϵϴ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϲͬϮϬϮϰ ϯϲϮϱϱϰϭ Ϭ͘ϬϬ 'DZϮϬϮϭͲϰϯϬ͘ϲϴ
ϬϵͬϭϲͬϮϬϮϲ Ϭ͘ϲϴй ϭϮϰ͘ϭϰ Ϭ͘ϬϬ ϭϮϰ͘ϭϰ Ϭ͘ϬϬ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss
ŽƵƉŽŶ ϬϲͬϭϲͬϮϬϮϰ ϯϴϬϭϰϲϰ Ϭ͘ϬϬ 'DZϮϬϮϮͲϭϯϭ͘Ϯϲ
ϭϭͬϭϲͬϮϬϮϲ ϭ͘Ϯϳй Ϯϱϴ͘ϲϳ Ϭ͘ϬϬ Ϯϱϴ͘ϲϳ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϲͬϮϬϮϰ ϯϲϮϱϴϱϱ Ϭ͘ϬϬ 'DZϮϬϮϮͲϮϯϯ͘ϭ
ϬϮͬϭϲͬϮϬϮϳ ϯ͘ϭϯй ϭ͕Ϭϳϴ͘ϯϰ Ϭ͘ϬϬ ϭ͕Ϭϳϴ͘ϯϰ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϳͬϮϬϮϰ ϯϭϯϱ'Ϭϰϯ Ϭ͘ϬϬ
&

Z>Ed/KE>
DKZd''
^^K/d/KE
Ϭ͘ϱϬϲͬϭϳͬϮϬϮϱ
Ϭ͘ϱϭй ϴ͕ϱϬϬ͘ϬϬ Ϭ͘ϬϬ ϴ͕ϱϬϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϴͬϮϬϮϰ ϴϵϮϯϲd:<Ϯ Ϭ͘ϬϬ dKzKdDKdKZZ
/d
KZWϭ͘ϭϮϱϬϲͬϭϴͬϮϬϮϲ ϭ͘ϭϯй ϭϬ͕ϬϰϬ͘ϲϯ Ϭ͘ϬϬ ϭϬ͕ϬϰϬ͘ϲϯ Ϭ͘ϬϬ ŽƵƉŽŶ ϬϲͬϭϴͬϮϬϮϰ ϰϯϳϵϯϬϰ Ϭ͘ϬϬ ,KEKͲϮϰϮͲϯϱ͘Ϯϳ
ϭϭͬϮϬͬϮϬϮϴ ϱ͘Ϯϳй Ϯ͕ϴϬϲ͘Ϯϴ Ϭ͘ϬϬ Ϯ͕ϴϬϲ͘Ϯϴ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϭϵͬϮϬϮϰ ϬϲϬϱϭ':Ϯ Ϭ͘ϬϬ E<K&D
Z/KZW
ϭ͘ϯϭϵϬϲͬϭϵͬϮϬϮϲ ϭ͘Ϯϰй ϭϭ͕ϴϳϭ͘ϬϬ Ϭ͘ϬϬ ϭϭ͕ϴϳϭ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϮϬͬϮϬϮϰ ϴϵϮϯϴ>ϰ Ϭ͘ϬϬ d>KdϮϬϮϮͲϯϭ͘ϵϲ
ϬϮͬϮϬͬϮϬϮϱ Ϭ͘ϬϬй ϰϮ͘Ϯϲ Ϭ͘ϬϬ ϰϮ͘Ϯϲ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϮϬͬϮϬϮϰ ϯϲϮϲϵtϭ Ϭ͘ϬϬ 'D>dϮϬϮϰͲϮϯϱ͘ϯϵ
ϬϳͬϮϬͬϮϬϮϳ ϱ͘ϰϱй ϯ͕ϴϭϳ͘ϵϮ Ϭ͘ϬϬ ϯ͕ϴϭϳ͘ϵϮ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϮϭͬϮϬϮϰ ϰϯϴϭϯ'ϱ Ϭ͘ϬϬ ,ZKdϮϬϮϭͲϭϯϬ͘Ϯϳ
ϬϰͬϮϭͬϮϬϮϱ Ϭ͘ϬϬй Ϭ͘ϭϵ Ϭ͘ϬϬ Ϭ͘ϭϵ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϮϭͬϮϬϮϰ ϰϯϴϭϱ'ϯ Ϭ͘ϬϬ ,ZKdϮϬϮϭͲϰϯϬ͘ϴϴ
ϬϭͬϮϭͬϮϬϮϲ Ϭ͘ϵϬй ϮϬϭ͘ϯϯ Ϭ͘ϬϬ ϮϬϭ͘ϯϯ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϮϰͬϮϬϮϰ ϲϰϵϱϮtYϯ Ϭ͘ϬϬ
E
tzKZ<>/&

'>K>&hE/E'Ϭ͘ϵϱ
ϬϲͬϮϰͬϮϬϮϱ
ϭ͘Ϯϵй ϰ͕ϱϭϮ͘ϱϬ Ϭ͘ϬϬ ϰ͕ϱϭϮ͘ϱϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϮϱͬϮϬϮϰ ϬϱϲϬϮZϯ Ϭ͘ϬϬ DtKdϮϬϮϮͲϯϯ͘Ϯϭ
ϬϴͬϮϱͬϮϬϮϲ ϯ͘Ϯϰй ϭ͕ϮϵϬ͘ϬϬ Ϭ͘ϬϬ ϭ͕ϮϵϬ͘ϬϬ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϯϬͬϮϬϮϰ ϵϭϮϴϮ
tϳ Ϭ͘ϬϬ hE/d
^dd
^dZ
^hZz
ϯ͘ϮϱϬϲͬϯϬͬϮϬϮϳ ϯ͘ϭϮй ϰϴ͕ϯϰϯ͘ϳϱ Ϭ͘ϬϬ ϰϴ͕ϯϰϯ͘ϳϱ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϯϬͬϮϬϮϰ ϵϭϮϴϮ'ϵ Ϭ͘ϬϬ hE/d
^dd
^dZ
^hZz
ϯ͘ϴϳϱϭϮͬϯϭͬϮϬϮϳ ϯ͘ϳϭй ϲϰ͕ϵϬϲ͘Ϯϱ Ϭ͘ϬϬ ϲϰ͕ϵϬϲ͘Ϯϱ Ϭ͘ϬϬ
ŽƵƉŽŶ ϬϲͬϯϬͬϮϬϮϰ ϵϭϮϴϮ:Zϯ Ϭ͘ϬϬ hE/d
^dd
^dZ
^hZz
ϯ͘ϳϱϭϮͬϯϭͬϮϬϮϴ ϯ͘ϵϵй ϴϰ͕ϯϳϱ͘ϬϬ Ϭ͘ϬϬ ϴϰ͕ϯϳϱ͘ϬϬ Ϭ͘ϬϬ
Total Coupon 0.00 564,259.82 0.00 564,259.82 0.00
ŝǀŝĚĞŶĚ ϬϲͬϮϴͬϮϬϮϰ ϲϬϵϯϰEϭϬϰ Ϭ͘ϬϬ &

Zd
,ZD^'sK
/E^d ϱ͘ϭϳй ϯ͕ϳϮϵ͘ϲϬ Ϭ͘ϬϬ ϯ͕ϳϮϵ͘ϲϬ Ϭ͘ϬϬ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss
Total Dividend 0.00 3,729.60 0.00 3,729.60 0.00
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϴϵϮϰϬϮ ϭϮ͕ϮϭϮ͘ϭϴ dKdϮϬϮϭͲϯϬ͘Ϯϲ ϬϱͬϭϱͬϮϬϮϱ Ϭ͘ϬϬй ϭϮ͕ϮϭϮ͘ϭϴ ͲͲ ϭϮ͕ϮϭϮ͘ϭϴ Ϭ͘ϬϮ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϵϯϯ>ϳ Ϯϵ͕ϰϲϬ͘ϲϳ ,ZdϮϬϮϭͲϯϬ͘ϯϴ ϬϵͬϭϱͬϮϬϮϱ Ϭ͘ϰϭй Ϯϵ͕ϰϲϬ͘ϲϳ ͲͲ Ϯϵ͕ϰϲϬ͘ϲϳ ;Ϭ͘ϬϭͿ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϳϴϵYϰ Ϯϵ͕ϲϬϲ͘ϵϱ :KdϮϬϮϭͲϯϬ͘ϱϮ ϬϯͬϭϲͬϮϬϮϲ Ϭ͘ϱϯй Ϯϵ͕ϲϬϲ͘ϵϱ ͲͲ Ϯϵ͕ϲϬϲ͘ϵϱ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϴϵϮϯϴ:ϵ Ϯϲ͕ϯϵϮ͘ϬϬ dKdϮϬϮϭͲϯϬ͘ϳϭ ϬϰͬϭϱͬϮϬϮϲ Ϭ͘ϳϭй Ϯϲ͕ϯϵϮ͘ϬϬ ͲͲ Ϯϲ͕ϯϵϮ͘ϬϬ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϵϯϱ&ϲ Ϯϭ͕ϵϬϯ͘ϯϬ ,ZdϮϬϮϭͲϯϬ͘ϳϰ ϬϱͬϭϱͬϮϬϮϲ Ϭ͘ϳϲй Ϯϭ͕ϵϬϯ͘ϯϬ ͲͲ Ϯϭ͕ϵϬϯ͘ϯϬ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϯϴϭϱϰ ϲϮ͕ϯϬϵ͘ϳϰ ,ZKdϮϬϮϮͲϭϯϭ͘ϴϴ ϬϱͬϭϱͬϮϬϮϲ ϭ͘ϵϬй ϲϮ͕ϯϬϵ͘ϳϰ ͲͲ ϲϮ͕ϯϬϵ͘ϳϰ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϰϴϵϳϳϬ ϲϳ͕ϵϵϴ͘ϰϬ ,ZdϮϬϮϮͲϯϮ͘ϮϮ ϭϬͬϭϱͬϮϬϮϲ Ϯ͘Ϯϯй ϲϳ͕ϵϵϴ͘ϰϬ ͲͲ ϲϳ͕ϵϵϴ͘ϰϬ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϳϴϳ:Ϯ ϯϭ͕ϱϴϳ͘ϳϮ :KdϮϬϮϮϯϬ͘ϯϲ ϬϵͬϭϱͬϮϬϮϲ Ϯ͘ϯϱй ϯϭ͕ϱϴϳ͘ϳϮ ͲͲ ϯϭ͕ϱϴϳ͘ϳϮ ;Ϭ͘ϬϬͿ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϱͬϮϬϮϰ ϰϳϴϬϬϰ ϰϯ͕ϲϰϱ͘ϯϯ :KdϮϬϮϮͲϯϯ͘ϳϰ ϬϮͬϭϲͬϮϬϮϳ ϯ͘ϳϴй ϰϯ͕ϲϰϱ͘ϯϯ ͲͲ ϰϯ͕ϲϰϱ͘ϯϯ ;Ϭ͘ϬϭͿ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϲͬϮϬϮϰ ϯϲϮϱϱϰϭ ϮϬ͕ϬϯϬ͘ϱϲ 'DZϮϬϮϭͲϰϯϬ͘ϲϴ ϬϵͬϭϲͬϮϬϮϲ Ϭ͘ϲϴй ϮϬ͕ϬϯϬ͘ϱϲ ͲͲ ϮϬ͕ϬϯϬ͘ϱϲ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϲͬϮϬϮϰ ϯϴϬϭϰϲϰ Ϯϭ͕ϯϬϵ͘ϭϲ 'DZϮϬϮϮͲϭϯϭ͘Ϯϲ ϭϭͬϭϲͬϮϬϮϲ ϭ͘Ϯϳй Ϯϭ͕ϯϬϵ͘ϭϲ ͲͲ Ϯϭ͕ϯϬϵ͘ϭϲ ;Ϭ͘ϬϭͿ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϭϲͬϮϬϮϰ ϯϲϮϱϴϱϱ Ϯϳ͕ϰϵϬ͘ϱϮ 'DZϮϬϮϮͲϮϯϯ͘ϭ ϬϮͬϭϲͬϮϬϮϳ ϯ͘ϭϯй Ϯϳ͕ϰϵϬ͘ϱϮ ͲͲ Ϯϳ͕ϰϵϬ͘ϱϮ ;Ϭ͘ϬϬͿ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϮϬͬϮϬϮϰ ϴϵϮϯϴ>ϰ Ϯϱ͕ϴϳϰ͘ϰϱ d>KdϮϬϮϮͲϯϭ͘ϵϲ ϬϮͬϮϬͬϮϬϮϱ Ϭ͘ϬϬй Ϯϱ͕ϴϳϰ͘ϰϱ ͲͲ Ϯϱ͕ϴϳϰ͘ϰϱ Ϭ͘Ϭϭ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϮϭͬϮϬϮϰ ϰϯϴϭϯ'ϱ ϴϯϱ͘Ϯϵ ,ZKdϮϬϮϭͲϭϯϬ͘Ϯϳ ϬϰͬϮϭͬϮϬϮϱ Ϭ͘ϬϬй ϴϯϱ͘Ϯϵ ͲͲ ϴϯϱ͘Ϯϵ ;Ϭ͘ϬϬͿ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϮϭͬϮϬϮϰ ϰϯϴϭϱ'ϯ Ϯϴ͕ϴϬϮ͘ϴϮ ,ZKdϮϬϮϭͲϰϯϬ͘ϴϴ ϬϭͬϮϭͬϮϬϮϲ Ϭ͘ϵϬй Ϯϴ͕ϴϬϮ͘ϴϮ ͲͲ Ϯϴ͕ϴϬϮ͘ϴϮ Ϭ͘ϬϬ
WƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ ϬϲͬϮϱͬϮϬϮϰ ϬϱϲϬϮZϯ ϰϬ͕ϰϲϵ͘ϲϱ DtKdϮϬϮϮͲϯϯ͘Ϯϭ ϬϴͬϮϱͬϮϬϮϲ ϯ͘Ϯϰй
ϰϬ͕ϰϲϵ͘ϲϱ ͲͲ ϰϬ͕ϰϲϵ͘ϲϱ ;Ϭ͘ϬϭͿ

City of Moreno Valley | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗ϰϭ͗ϱϯWD ŚĂŶĚůĞƌƐƐĞƚDĂŶĂŐĞŵĞŶƚͮŝŶĨŽΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮǁǁǁ͘ĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵͮϴϬϬ͘ϯϭϳ͘ϰϳϰϳ

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
Date h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ Acq/Disp
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss
dŽƚĂůWƌŝŶĐŝƉĂů
WĂLJĚŽǁŶ 489,928.74 489,928.74 -- 489,928.74 0.01
dKd>Kd,
Z
TRANSACTIONS 489,928.74 1,057,918.16 0.00 1,057,918.16 0.01

MONTHLY ACCOUNT STATEMENT
City of Moreno Valley Limited Strategy | As of June 30, 2024 CHANDLER ASSET MANAGEMENT | chandlerasset.com
/ŶĨŽƌŵĂƟŽŶĐŽŶƚĂŝŶĞĚŚĞƌĞŝŶŝƐĐŽŶĮĚĞŶƟĂů͘tĞƵƌŐĞLJŽƵƚŽĐŽŵƉĂƌĞƚŚŝƐƐƚĂƚĞŵĞŶƚƚŽƚŚĞŽŶĞLJŽƵƌĞĐĞŝǀĞĨƌŽŵLJŽƵƌƋƵĂůŝĮĞĚĐƵƐƚŽĚŝĂŶ͘WůĞĂƐĞƐĞĞ/ŵƉŽƌƚĂŶƚŝƐĐůŽƐƵƌĞƐĂƚƚŚĞĞŶĚŽĨƚŚĞƐƚĂƚĞŵĞŶƚ͘ Chandler Team:
&ŽƌƋƵĞƐƟŽŶƐĂďŽƵƚLJŽƵƌĂĐĐŽƵŶƚ͕ƉůĞĂƐĞĐĂůů;ϴϬϬͿϯϭϳͲϰϳϰϳ͕ ŽƌĐŽŶƚĂĐƚĐůŝĞŶƚƐĞƌǀŝĐĞΛĐŚĂŶĚůĞƌĂƐƐĞƚ͘ĐŽŵ
Custodian:

US Bank

City of Moreno Valley Limited Strategy | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗Ϯϲ͗ϱϬWD Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

PORTFOLIO SUMMARY
Portfolio Characteristics
Sector Allocation
Account Summary
Maturity Distribution
Top Issuers
Credit Quality
ǀĞƌĂŐĞDŽĚŝĮĞĚƵƌĂƟŽŶ Ϭ͘ϰϲ
ǀĞƌĂŐĞŽƵƉŽŶ Ϭ͘Ϭϰй
ǀĞƌĂŐĞWƵƌĐŚĂƐĞzdD ϱ͘ϯϱй
ǀĞƌĂŐĞDĂƌŬĞƚzdD ϱ͘Ϯϴй
ǀĞƌĂŐĞYƵĂůŝƚLJ AAA
ǀĞƌĂŐĞ&ŝŶĂůDĂƚƵƌŝƚLJ Ϭ͘ϰϳ
ǀĞƌĂŐĞ>ŝĨĞ Ϭ͘ϰϳ
Beg. Values as of
06/01/2024
End Values as of
06/30/2024
Market Value Ϯϲ͕ϵϱϬ͕ϲϱϰ͘ϲϱ Ϯϳ͕Ϭϲϰ͕ϳϬϬ͘ϲϲ
Accrued Interest Ϭ͘ϬϬ Ϭ͘ϬϬ
Total Market Value 26,950,654.65 27,064,700.66
/ŶĐŽŵĞ
ĂƌŶĞĚ ϭϯϱ͕ϴϴϳ͘ϴϮ ϵϲ͕Ϭϵϯ͘ϬϬ
ŽŶƚͬt Ϭ͘ϬϬ Ϭ͘ϬϬ
WĂƌ Ϯϳ͕Ϭϭϳ͕ϳϴϯ͘ϰϬ Ϯϳ͕ϳϯϮ͕ϵϭϮ͘ϵϴ
Book Value Ϯϲ͕ϵϰϱ͕ϯϱϬ͘ϲϱ Ϯϳ͕ϬϲϬ͕ϳϰϮ͘ϴϲ
Cost Value Ϯϲ͕ϯϰϯ͕Ϭϭϱ͘ϭϱ Ϯϳ͕Ϭϯϳ͕ϭϱϳ͘ϵϰ
United States ϵϵ͘ϭϰй
&ĞĚĞƌĂƚĞĚ,ĞƌŵĞƐ͕/ŶĐ͘ Ϭ͘ϳϵй
*See Footnote
dŚĞĐƌĞĚŝƚƋƵĂůŝƚLJŝƐĂǁĞŝŐŚƚĞĚĂǀĞƌĂŐĞĐĂůĐƵůĂƟŽŶŽĨƚŚĞŚŝŐŚĞƐƚŽĨ^ΘW ͕DŽŽĚLJ͛Ɛ͛ĂŶĚ&ŝƚĐŚ

City of Moreno Valley Limited Strategy | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗Ϯϲ͗ϱϬWD Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
'
EzDKZd''
^
hZ/d/
^ΈDK^Ή
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
^^
d ͳ
<
^
hZ/d/
^Έ^Ή
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
E<
Z^Ζ
WdE
^
DĂdžй;DsͿ ϰϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;ĂLJƐͿ ϭϴϬ
Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

Zd/&/d
K&
WK^/dW>
D
Ed^
Zs/
ΈZ^Ή
DĂdžй;DsͿ ϯϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ
Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
K>>d
Z>/
E<
WK^/d^
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
K
>>d
Z>/
d/D

WK^/d^ΈEKEͳE
'Kd/>

ͬdΉ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;z
ĞĂƌƐͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
KDD
Z
/>WW
Z
DĂdžй;DsͿ ϰϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;ĂLJƐͿ 270 Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
DŝŶZĂƟŶŐ;ͲϭďLJϭŽƌͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
KZWKZd
D
/hDd
ZDEKd
^
DĂdžй;DsͿ ϯϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

City of Moreno Valley Limited Strategy | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗Ϯϲ͗ϱϬWD Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
&//E^hZ
d/D

WK^/d^ΈEKEͳE
'Kd/>
ͬ
dΉ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌ
ƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
&

Z> 
'
E/
^
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
>K
>'
Ez/Es
^dD
Ed&hEΈ>/&Ή
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DKE
zDZ<
dDhdh>&hE^
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘ϴ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ďLJϮͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DKZ d
''
ͳ<
^
hZ/d/
^ΈEKEͳ'
EzΉ
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϱ͘Ϭ
Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DhE//W>^
hZ/d/
^Έ͕>K>'
EzΉ
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DhE//W>^
hZ/d/
^Έ͕Kd,
Z^dd
^Ή
DĂdžй;DsͿ ϭϬϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶ
ƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
Dhdh>&hE^
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϭϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ďLJϮͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
E

'Kd/>

Zd/&/d
^K&
WK^/dΈEΉ
DĂdžй;DsͿ ϯϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžй/ƐƐƵĞƌ;DsͿ ϱ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

City of Moreno Valley Limited Strategy | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗Ϯϲ͗ϱϬWD Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

STATEMENT OF COMPLIANCE
Rules Name Limit Actual Compliance
Status Notes
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ͲϭďLJϭŽƌͲďLJϭŝĨх&/>ŝŵŝƚͿ Ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ Z
WhZ,^
'Z

D
Ed^
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ ϭ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
Z
s
Z^
Z
WhZ,^
'Z

D
Ed^
DĂdžй;DsͿ ϮϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;ĂLJƐͿ ϵϮ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
^hWZE d/KE>
K>/'d/KE^
DĂdžй;DsͿ ϯϬ͘Ϭ Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
DŝŶZĂƟŶŐ;ͲďLJϭͿ Ϭ͘Ϭ
Ϭ͘Ϭ ŽŵƉůŝĂŶƚ
U.S. TREASURIES
DĂdžй;DsͿ ϭϬϬ͘Ϭ ϵϵ͘ϭ ŽŵƉůŝĂŶƚ
DĂdžDĂƚƵƌŝƚLJ;zĞĂƌƐͿ 5 Ϭ͘Ϭ ŽŵƉůŝĂŶƚ

City of Moreno Valley Limited Strategy | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗Ϯϲ͗ϱϬWD Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

HOLDINGS REPORT
Cusip ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WĂƌsĂůƵĞͬ
Units
WƵƌĐŚĂƐĞĂƚĞ
WƵƌĐŚĂƐĞzŝĞůĚ
Cost Value
Book Value
DŬƚWƌŝĐĞ
Mkt YTM
Market Value
Accrued Int.
йŽĨWŽƌƚ͘
Gain/Loss
DŽŽĚLJΖƐͬ
^ΘWͬ
Fitch
Maturity
ƵƌĂƟŽŶ
^,
zh^ ZĞĐĞŝǀĂďůĞ ϭϵ͕ϯϳϰ͘ϱϰ ͲͲ
Ϭ͘ϬϬй
ϭϵ͕ϯϳϰ͘ϱϰ
ϭϵ͕ϯϳϰ͘ϱϰ
ϭ͘ϬϬ
Ϭ͘ϬϬй
ϭϵ͕ϯϳϰ͘ϱϰ
Ϭ͘ϬϬ
Ϭ͘Ϭϳй
Ϭ͘ϬϬ
Aaa/AAA
AAA
Ϭ͘ϬϬ
Ϭ͘ϬϬ
Total Cash 19,374.54 0.00%
19,374.54
19,374.54

1.00 0.00%
19,374.54

0.00 0.07%

0.00 Aaa/AAA
AAA

0.00 0.00
DKE
z DZ<
d

&hE
60934N104 &

Zd
,ZD^'sK/E^d Ϯϭϯ͕ϱϯϴ͘ϰϰ ͲͲ
ϱ͘ϭϵй
Ϯϭϯ͕ϱϯϴ͘ϰϰ
Ϯϭϯ͕ϱϯϴ͘ϰϰ
ϭ͘ϬϬ
ϱ͘ϭϵй
Ϯϭϯ͕ϱϯϴ͘ϰϰ
Ϭ͘ϬϬ
Ϭ͘ϳϵй
Ϭ͘ϬϬ
Aaa/
AAAm
AAA
Ϭ͘ϬϬ
Ϭ͘ϬϬ
Total Money
Market Fund 213,538.44

5.19%
213,538.44
213,538.44

1.00 5.19%
213,538.44

0.00 0.79%

0.00 Aaa/
AAAm
AAA

0.00 0.00

US TREASURY
ϵϭϮϳϵϳ>Yϴ hE/d
^dd
^dZ
^hZz
12/19/2024 Ϯϳ͕ϱϬϬ͕ϬϬϬ͘ϬϬ 06/24/2024
ϱ͘ϯϱй
Ϯϲ͕ϴϬϰ͕Ϯϰϰ͘ϵϲ
Ϯϲ͕ϴϮϳ͕ϴϮϵ͘ϴϴ
ϵϳ͘ϱϳ
ϱ͘Ϯϴй
Ϯϲ͕ϴϯϭ͕ϳϴϳ͘ϲϴ
Ϭ͘ϬϬ
ϵϵ͘ϭϰй
ϯ͕ϵϱϳ͘ϴϬ
W
ͲϭͬͲϭн
&ϭн
Ϭ͘ϰϳ
Ϭ͘ϰϲ
Total US Treasury 27,500,000.00 5.35%
26,804,244.96
26,827,829.88

97.57 5.28%
26,831,787.68

0.00 99.14%
3,957.80
WͲϭͬͲϭн
&ϭн

0.47 0.46
dŽƚĂůWŽƌƞŽůŝŽ 27,732,912.98 5.35%
27,037,157.94
27,060,742.86

96.74 5.28%
27,064,700.66

0.00 100.00%
3,957.80
Aaa/AAA
AAA

0.47 0.46
Total Market
sĂůƵĞнĐĐƌƵĞĚ 27,064,700.66

City of Moreno Valley Limited Strategy | As of June 30, 2024

džĞĐƵƟŽŶdŝŵĞ͗ϬϳͬϬϯͬϮϬϮϰϬϳ͗Ϯϲ͗ϱϬWD Chandler Asset Management | [email protected] | www.chandlerasset.com | 800.317.4747

TRANSACTION LEDGER
dƌĂŶƐĂĐƟŽŶ
Type
^ĞƩůĞŵĞŶƚ
ĂƚĞ h^/W YƵĂŶƟƚLJ ^ĞĐƵƌŝƚLJĞƐĐƌŝƉƟŽŶ WƌŝĐĞ ĐƋͬŝƐƉ
Yield Amount /ŶƚĞƌĞƐƚWƵƌͬ
Sold Total Amount Gain/Loss

ACQUISITIONS
WƵƌĐŚĂƐĞ 06/04/2024 60934N104 ϳϱ͘ϯϯ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϵй ;ϳϱ͘ϯϯͿ Ϭ͘ϬϬ ;ϳϱ͘ϯϯͿ Ϭ͘ϬϬ
WƵƌĐŚĂƐĞ 06/20/2024 60934N104 Ϯϳ͕ϬϬϬ͕ϬϬϬ͘ϬϬ &

Zd
,ZD^'sK
/E^
d ϭ͘ϬϬϬ Ϭ͘ϬϬй ;Ϯϳ͕ϬϬϬ͕ϬϬϬ͘ϬϬͿ Ϭ͘ϬϬ ;Ϯϳ͕ϬϬϬ͕ϬϬϬ͘ϬϬͿ Ϭ͘ϬϬ WƵƌĐŚĂƐĞ 06/25/2024 ϵϭϮϳϵϳ>Yϴ Ϯϳ͕ϱϬϬ͕ϬϬϬ͘ϬϬ hE/d
^dd
^dZ
^hZz
12/19/2024 ϵϳ͘ϰϳϬ ϱ͘ϯϱй ;Ϯϲ͕ϴϬϰ͕Ϯϰϰ͘ϵϲͿ Ϭ͘ϬϬ ;Ϯϲ͕ϴϬϰ͕Ϯϰϰ͘ϵϲͿ Ϭ͘ϬϬ dŽƚĂůWƵƌĐŚĂƐĞ 54,500,075.33 (53,804,320.29) 0.00 (53,804,320.29) 0.00 TOTAL
ACQUISITIONS 54,500,075.33 (53,804,320.29) 0.00 (53,804,320.29) 0.00 /^WK^/d/KE^
Maturity 06/20/2024 ϵϭϮϳϵϲtϮ ;Ϯϳ͕ϬϬϬ͕ϬϬϬ͘ϬϬͿ hE/d
^dd
^dZ

^hZz
06/20/2024 ϭϬϬ͘ϬϬϬ Ϭ͘ϬϬй Ϯϳ͕ϬϬϬ͕ϬϬϬ͘ϬϬ Ϭ͘ϬϬ Ϯϳ͕ϬϬϬ͕ϬϬϬ͘ϬϬ Ϭ͘ϬϬ Total Maturity (27,000,000.00) 27,000,000.00 0.00 27,000,000.00 0.00 Sale 06/25/2024 60934N104 ;Ϯϲ͕ϴϬϰ͕Ϯϰϰ͘ϵϲͿ &

Zd
,ZD^'sK
/E^d ϭ͘ϬϬϬ ϱ͘ϭϳй Ϯϲ͕ϴϬϰ͕Ϯϰϰ͘ϵϲ Ϭ͘ϬϬ Ϯϲ͕ϴϬϰ͕Ϯϰϰ͘ϵϲ Ϭ͘ϬϬ
Total Sale (26,804,244.96) 26,804,244.96 0.00 26,804,244.96 0.00 TOTAL
/^WK^/d/KE^ (53,804,244.96) 53,804,244.96 0.00 53,804,244.96 0.00 Kd,
Z
ŝǀŝĚĞŶĚ ϬϲͬϮϴͬϮϬϮϰ 60934N104 Ϭ͘ϬϬ &

Zd
,ZD^'sK
/E^d ϱ͘ϭϳй ϭϵ͕ϯϳϰ͘ϱϰ Ϭ͘ϬϬ ϭϵ͕ϯϳϰ͘ϱϰ Ϭ͘ϬϬ
dŽƚĂůŝǀŝĚĞŶĚ 0.00 19,374.54 0.00 19,374.54

0.00 dKd>Kd,
Z
TRANSACTIONS 0.00 19,374.54 0.00 19,374.54 0.00

DAX
FTSE
Nikkei
S&P 500
NASDAQ
Hang Seng

DOW JONES
World Stock Market Indices
Recent economic data suggests positive but slower growth this year, primarily driven by consumer spending. Despite consumer resilience, declining savings, increasing credit card debt, higher delinquencies, and a moderating labor market pose potential headwinds to future economic growth. While inflationary trends are subsiding, core levels remain above the Fed’s target. Given the cumulative effects of restrictive monetary policy and tighter financial conditions, we anticipate that the economy will gradually soften and that the Fed will loosen monetary policy in 2024.

As expected at the May meeting, the Federal Open Market Committee voted unanimously to leave the federal funds rate unchanged at a target range of 5.25-5.50%, while acknowledging the recent lack of progress in curbing inflation to its 2% target. Fed Chair Jerome Powell also indicated that the next move in interest rates is unlikely to be an increase, providing some relief to financial markets. The Fed announced a slower reduction in bond holdings on its balance sheet, with the monthly cap on Treasuries reduced to $25 billion from $60 billion, while maintaining the mortgage roll-off at $35 billion. These policy updates reflect the Fed's ongoing efforts to balance economic growth with the objective of returning inflation to its 2% target.

Early May inflation data increased the uncertainty surrounding the Federal Reserve's (Fed's) rate policy for the remainder of 2024. Later in the month, minutes from the Federal Open Market Committee (FOMC) meeting revealed that some members might lean towards maintaining a hawkish stance on rates. By the end of the month, new data indicated a potential economic slowdown and progress toward achieving the Fed’s 2% inflation target. In response to the moderating economic data, the US Treasury yield curve shifted lower in May. The 2-year Treasury yield decreased by 16 basis points to 4.87%, the 5-year Treasury yield dropped by 21 basis points to 4.51%, and the 10-year Treasury yield fell by 18 basis points to 4.50%. These shifts highlight the Fed's challenging task of balancing rate adjustments while monitoring evolving economic signals and trends.

At the end of May, the 2-year Treasury yield was 47 basis points higher year-over-year, and the 10-year Treasury yield was 85 basis points higher. The inversion between the 2-year and 10-year Treasury yields remained relatively stable at -37 basis points, compared to -36 basis points at the end of April. The average historical spread (since 2003) is about +130 basis points. The inversion between the 3-month and 10-year Treasuries widened to -91 basis points in May from -72 basis points in April. This yield curve inversion is likely to persist until the Federal Reserve begins to cut rates, although the timing of the first cut remains uncertain. Moving toward the Federal Reserve’s 2% inflation target will help the Fed gain confidence for a potential cut in the federal funds rate later in 2024. Investors are closely monitoring these developments, expecting that improved economic indicators will lead to favorable monetary policy adjustments.

Market Summary

BOND MARKET REVIEW
A M o n t h l y R e v i e w o f F i x e d I n c o m e M a r k e t s June 2024
(UK)
(Japan)
(Germany)
(Hong Kong)
TREASURY YIELDS Trend 5/31/2024 4/30/2024 Change
Chandler Asset Management | 800.317.4747 | chandlerasset.com 5,277.51
8,275.38
16,735.02
38,686.32
18,497.94
18,079.61
241.82
131.25
316.58
1,077.20
565.77
870.40
data as of 05/31/2024
Change
(4/30/2024)

4.80%

1.61%

3.16%
Source: Bloomberg. Please see
descriptions of indices on Page 2.

2.30%

6.88%
%CHG

1.78%
3-Month
2-Year
3-Year
5-Year
7-Year
10-Year
30-Year

5.41 4.87

4.68 4.51

4.51 4.50

4.65 0.01
-0.17
-0.20
-0.21
-0.20
-0.18
-0.14
Source: Bloomberg
Market Data
Toll Free: 800.317.4747
[email protected]
chandlerasset.com
Source: Bloomberg
(▲/▼)
▼

TREASURY YIELDS FELL IN MAY
38,487.90 82.24 0.21%

5.40 5.04

4.88 4.72

4.71 4.68

4.79 ▼
▼
▼
▼
▼
▼

Economic Roundup
Retail Sales
Labor Market
Housing Starts
Consumer Prices
Crude Oil Prices Fell in May
Credit Spreads Tightened in May

ECONOMIC INDICATOR
Trade Balance
Gross Domestic Product
Unemployment Rate
Prime Rate
Refinitiv/CoreCommodity CRB Index
Oil (West Texas Int.)
Consumer Price Index (y/o/y)
Producer Price Index (y/o/y)
Euro/Dollar

CREDIT SPREADS
3-month top rated commercial paper
2-year A corporate note
5-year A corporate note
5-year Agency note
Spread to Treasuries
(%) 5.35

0.28 0.53

0.07 One Month Ago
(%) 5.35

0.26 0.53

0.05 Change

0.00 0.02

0.00 0.02
Chandler Asset Management | 800.317.4747 | chandlerasset.com April Housing Starts increased 5.7% month-over-month in April to 1.360 million units, due to 31.4% increase in the starts of multi-unit housing, offset by -0.4% decline in single family housing starts. This equates to a -0.6% decline year-over-year. The Freddie Mac average rate for a 30- year fixed mortgage rose to 7.04% in April. According to the Case-Shiller 20-City Home Price Index, housing prices rose 7.4% in March, inching up from a 7.3% year-over-year gain in February. Tight inventories and higher mortgage rates continue to impact affordability.

The U.S. economy added 272,000 jobs in May, far surpassing consensus expectations of 180,000. The gains were broad-based, with health care, government, and leisure and hospitality posting the largest increases. The three-month and six-month moving average payrolls remain healthy at 249,000 and 255,000, respectively. The unemployment rate edged up to 4.0% in May, and the labor participation rate declined to

62.5%, remaining below the pre-pandemic level of 63.3%. The U-6 underemployment rate, which includes those who are marginally attached to the labor force and employed part-time for economic reasons, remained steady at 7.4%. Average hourly earnings rose 4.1% year-over-year in May, up from 3.9% in April. Although the labor market has shown signs of softening recently, the May headline reading possibly received a boost from the spring hiring season.

April retail sales came in below expectations at 0.0%, versus a downwardly revised +0.6% in March. On a year-over-year basis, retail sales growth slowed to +3.0% in April. The timing of the Easter holiday at the very end of March and school spring vacations caused a shift in some spending patterns for seasonal merchandise. The Conference Board’s Consumer Confidence Index rose notably to 102.0 in May after a modest upward revision to 97.5 in April. Consumers were more optimistic about the labor market and business conditions. While consumers have been resilient, dwindling excess savings, rising credit card balances, and delinquencies pose potential headwinds to future economic growth.

In May, the Consumer Price Index (CPI) remained unchanged month-over-month and rose 3.3% year-over-year, reflecting broad-based cost reductions, according to the Bureau of Labor Statistics. The Core CPI, which excludes volatile food and energy components, was up 0.2% month-over-month and 3.4% year-over-year in May, down from 3.6% in April and lower than expected, reported Reuters. The Personal Consumption Expenditures (PCE) Index headline inflation increased 0.3% month-over-month and rose 2.7% year-over-year in March, according to the Bureau of Economic Analysis. Core PCE, the Federal Reserve’s preferred inflation gauge, remained at 2.8% year-over-year, still above the Fed’s 2% inflation target, as noted by the Federal Reserve. Much of the lingering inflation has been driven by shelter costs and demand for services.

BOND MARKET REVIEW
World Stock Market Index Descriptions
S&P 500–The S&P 500 is a market value-weighted index of 500 large-capitalization stocks. The 500 companies included in the index capture approximately 80% of available US market capitalization.

NASDAQ–The NASDAQ Composite Index is the market capitalization-weighted index of over 3.300 common stocks listed on the NASDAQ stock exchange. Dow Jones–The Dow Jones Industrial Average is an index that tracks 30 large, publicly-owned companies trading on the New York Stock Exchange and the NASDAQ. The Financial Times Stock Exchange Group (FTSE)–The FTSE is a share index of the 100 companies listed on the London Stock Exchange with the highest market capitalization. DAX–The Deutscher Aktienindex (DAX) is a blue chip stock market index consisting of the 30 major German companies trading on the Frankfurt Stock Exchange. Hang Seng–The Hang Seng Index is a freefloat-adjusted market-capitalization- weighted stock market index in Hong Kong.

It is used to record and monitor daily changes of the largest companies of the Hong Kong stock market and is the main indicator of overall market performance in Hong Kong. Nikkei–Japan's Nikkei 225 Stock Average is a price-weighted index composed of Japan's top 225 blue-chip companies traded on the Tokyo Stock Exchange. © 2024 Chandler Asset Management, Inc. An Independent Registered Investment Adviser. Data source: Bloomberg, Federal Reserve, and the US Department of Labor. This report is provided for informational purposes only and should not be construed as specific investment or legal advice. The information contained herein was obtained from sources believed to be reliable as of the date of publication, but may become outdated or superseded at any time without notice. Any opinions or views expressed are based on current market conditions and are subject to change. This report may contain forecasts and forward-looking statements which are inherently limited and should not be relied upon as an indicator of future results. Past performance is not indicative of future results. This report is not intended to constitute an offer, solicitation, recommendation, or advice regarding any securities or investment strategy and should not be regarded by recipients as a substitute for the exercise of their own judgment. Fixed income investments are subject to interest rate, credit, and market risk. Interest rate risk: The value of fixed income investments will decline as interest rates rise.

Credit risk: the possibility that the borrower may not be able to repay interest and principal. Low-rated bonds generally have to pay higher interest rates to attract investors willing to take on greater risk.

Market risk: the bond market, in general, could decline due to economic conditions, especially during periods of rising interest rates. The S&P Corelogic Case-Shiller home price index tracks monthly changes in the value of residential real estate in 20 metropolitan regions across the nation.

Source: Bloomberg
Source: Bloomberg.

Data as of 05/31/2024
Since 1988, Chandler
Asset Management
has specialized in
providing fixed
income investment
solutions to risk-averse
public agencies and
institutions. Chandler’s
mission is to provide
fully customizable
client-centered portfolio
management that
preserves principal,
mitigates risk, and
generates income in
our clients’ portfolios.

Current Release
(72.46) $B ln APR 23

2.20% MAR 23

3.70% MAY 23

8.25% MAY 23
253.85 MAY 23
$68.09 MAY 23

4.00% MAY 23
(0.90)% MAY 23

1.07 MAY 23
(68.58) $B ln MAR 24

1.30% MAR 24

3.90% APR 24

8.50% APR 24
291.46 APR 24
$81.93 APR 24

3.40% APR 24

2.00% APR 24

1.07 APR 24
Prior Release
(74.56) $B ln APR 24

1.30% MAR 24

4.00% MAY 24

8.50% MAY 24
290.16 MAY 24
$76.99 MAY 24

3.30% MAY 24

2.40% MAY 24

1.08 MAY 24
One Year Ago