Murrieta City Council
May 20, 2025

Murrieta Consolidated - Account

MONTHLY ACCOUNT STATEMENT
JANUARY 1, 2024 THROUGH JANUARY 31, 2024
Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Please see Important Disclosures.

CHANDLER ASSET MANAGEMENT
chandlerasset.com
Chandler Team:

Custodian

ACCOUNT SUMMARY
Beg. Values
as of 12/31/23
End Values
as of 1/31/24
Market Value 142,742,654 143,246,023
Accrued Interest 913,373 1,009,309
Total Market Value 143,656,027 144,255,333
Income Earned 349,149 352,148
Cont/WD
Par 145,687,912 145,980,147
Book Value 143,955,742 144,153,797
Cost Value 143,955,742 144,153,797

TOP ISSUERS
Government of United States 39.7%
Federal Home Loan Bank 11.8%
Federal Farm Credit Bank 8.3%
Federal Home Loan Mortgage Corp 5.6%
Toyota Motor Corp 2.1%
Paccar Financial 1.8%
Royal Bank of Canada 1.5%
Cooperatieve Rabobank UA 1.4%
Total 72.3%

PORTFOLIO CHARACTERISTICS
Average Modified Duration 1.68
Average Coupon 2.95%
Average Purchase YTM 3.26%
Average Market YTM 4.61%
Average S&P/Moody Rating AA/Aa1
Average Final Maturity 1.89 yrs
Average Life 1.79 yrs

CREDIT QUALITY (S&P)

MATURITY DISTRIBUTION

SECTOR ALLOCATION
Portfolio Summary
As of January 31, 2024
Murrieta Consolidated
Account

PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Execution Time: 2/4/2024 12:21:56 AMPage 1
Category Standard Comment
U.S. Treasuries No limit; 5 years max maturity Complies Federal Agencies 30% max per Agency/GSE issuer; 20% max agency callable securities; 5 years max maturity Complies Municipal Securities (CA, Other States) "A" rating category or better by a NRSRO; 30% max; 5% max per issuer; 5 years max maturity Complies Supranational Obligations "AA" rating category or higher by a NRSRO; 30% max; 10% max per issuer; 5 years max maturity; USD denominated senior unsecured unsubordinated obligations; Issued or unconditionally guaranteed by IBRD, IFC, or IADB Complies Corporate Medium Term Notes
"A" rating category or higher by a NRSRO; 30% max; 5% max per issuer in Medium Term Notes and Commercial Paper; 5 years max maturity; Issued by corporations organized and operating within the U.S. or by depository institutions licensed by the U.S. or any state and operating within the U.S.

Complies
Asset-Backed Securities, Mortgage-
Backed Securities, Collateralized
Mortgage Obligations, Pass-Through
Securities
"AA" rating category or higher by a NRSRO; 20% max (total aggregate in mortgage-backed and asset-backed securities); 5% max per issuer that is not a U.S. government agency; Mortgage-Backed Securities, Collateralized Mortgage Obligations and Asset-Backed Securities limited to mortgage-backed pass-through securities issued by a U.S. government agency or consumer receivable pass-through certificates or bonds; 5 years max maturity Complies
Negotiable Certificates of Deposit (NCD)
The amount of NCD insured up to the FDIC limit does not require any credit ratings; Any amount above FDIC insured limit must be issued by institutions with "A-1" short-term debt rating or better by a NRSRO; or "A" long-term rating category or better by a NRSRO; 30% max (combined with CDARS); 5% max per issuer; 5 years max maturity Complies
Certificate of Deposit Placement Service
(CDARS) 30% max (combination of Certificates of Deposit, including CDARS); 5 years max maturity Complies Time Deposits (Non-negotiable CD/TD) 20% max combined FDIC & Collateralized CD/TD; 5 years max maturity Complies Collateralized Bank Deposits Deposits with financial institutions will be collateralized with pledged securities per California Government Code Complies Banker’s Acceptances
"A-1" rated or higher by a NRSRO; "A" rating category or higher by a NRSRO, if issuers have senior debt outstanding; 30% max; 5% max in bankers acceptance of any one commercial bank; 180 days max maturity; Issued by FDIC insured commercial banks.

Complies
Commercial Paper
25% max; 40% max if the Agency’s investment assets under management are greater than $100 million, under a provision sunsetting on January 1, 2026; 5% max per issuer in Commercial Paper and Medium Term Notes; 270 days maturity; Prime Commercial Paper with the highest rating by a NRSRO; The entity that issues the commercial paper shall meet all of the conditions in either 1) or 2): 1) (a) be organized and operating in the U.S. as a general corporation, (b) have total assets in excess of $500 million, and (c) have debt other than commercial paper, if any, that has "A" rating category or higher by a NRSRO; 2) (a) be organized within the U.S. as a special purpose corporation, trust, or limited liability company; (b) have program-wide credit enhancements including, but not limited to, overcollateralization, letters of credit, or surety bond; and (c) have commercial paper that has "A-1" rating category or higher by a NRSRO.

Complies
Statement of Compliance
As of January 31, 2024
Murrieta Consolidated
Assets managed by Chandler Asset Management are in full compliance with state law and the Client's investment policy.

Money Market Funds
"AAA" rating category by two NRSROs; 20% max (aggregate investment in combination of Money Market Funds and Mutual Funds); Investment in any individual fund may not exceed 10% of the fund; Registered under the Investment Company Act of 1940; "no load"; constant net asset value per share $1; invest only in securities authorized by California statute.

Complies
Mutual Funds
"AAA" rating category by two NRSROs; 20% max (aggregate investment in combination of Mutual Funds and Money Market Funds); Investment in any individual Mutual Fund shall not exceed 10% of the portfolio; Investment in any individual fund may not exceed 10% of the fund; Registered under the Investment Company Act of 1940; "no load"; invest only in securities authorized by California statute.

Complies
Local Agency Investment Fund (LAIF) Maximum amount permitted by LAIF, pursuant to California Government Code; Not used by investment adviser Complies Repurchase Agreements 20% max; 1 year max maturity; 102% collateralized; Not used by investment adviser Complies Max Per Issuer 5% max per issuer for all non-federal government securities, with the exception of Money Market Funds, Mutual Funds, Supranationals, LAIF, or unless otherwise specified in the investment policy Complies Maximum Maturity 5 years max maturity, unless the City Council has by resolution granted authority to make such an investment at least 3 months prior to the date of the investment Complies

BOOK VALUE RECONCILIATION
BEGINNING BOOK VALUE $143,955,742.23
Acquisition
+ Security Purchases $8,315,444.00
+ Money Market Fund Purchases $8,296,453.05
+ Money Market Contributions $0.00
+ Security Contributions $0.00
+ Security Transfers $0.00
Total Acquisitions $16,611,897.05
Dispositions
- Security Sales $0.00
- Money Market Fund Sales $8,317,508.58
- MMF Withdrawals $369.00
- Security Withdrawals $0.00
- Security Transfers $0.00
- Other Dispositions $0.00
- Maturities $7,321,835.94
- Calls $0.00
- Principal Paydowns $716,340.81
Total Dispositions $16,356,054.33
Amortization/Accretion
+/- Net Accretion $0.00
$0.00
Gain/Loss on Dispositions
+/- Realized Gain/Loss ($57,787.82)
($57,787.82)
ENDING BOOK VALUE $144,153,797.13
Reconciliation Summary
As of January 31, 2024
Murrieta Consolidated
Account
Execution Time: 2/4/2024 12:21:56 AMPage 3
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
05601XAC3 BMW Vehicle Lease Trust 2022-1 A3

1.1% Due 3/25/2025
51,092.39 01/11/2022

1.11%
51,084.75
51,084.75

99.57 5.54%
50,874.74

9.37 0.04%
(210.01)

NR / AAA
AAA

1.15 0.10
43813GAC5 Honda Auto Receivables Trust 2021-1
A3

0.27% Due 4/21/2025
33,003.21 02/17/2021

0.27%
33,002.61
33,002.61

99.04 5.83%
32,687.77

2.48 0.02%
(314.84)
Aaa / NR
AAA

1.22 0.17
89240BAC2 Toyota Auto Receivables Owners 2021-
A A3

0.26% Due 5/15/2025
125,384.91 02/02/2021

0.27%
125,361.64
125,361.64

99.11 5.84%
124,269.74

14.49 0.09%
(1,091.90)
Aaa / NR
AAA

1.29 0.16
47788UAC6 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
86,383.21 03/02/2021

0.37%
86,366.61
86,366.61

98.38 5.45%
84,986.91

13.82 0.06%
(1,379.70)
Aaa / NR
AAA

1.62 0.32
44933LAC7 Hyundai Auto Receivables Trust 2021-A
A3

0.38% Due 9/15/2025
105,127.01 04/20/2021

0.38%
105,115.95
105,115.95

98.83 5.51%
103,892.71

17.75 0.07%
(1,223.24)

NR / AAA
AAA

1.62 0.23
05593AAC3 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
155,000.00 02/07/2023

5.22%
154,996.31
154,996.31

99.84 5.43%
154,754.64
133.30

0.11%
(241.67)
Aaa / AAA
NR

1.82 0.73
44934KAC8 Hyundai Auto Receivables Trust 2021-B
A3

0.38% Due 1/15/2026
367,133.37 07/20/2021

0.39%
367,052.35
367,052.35

98.13 5.51%
360,264.67

62.00 0.25%
(6,787.68)

NR / AAA
AAA

1.96 0.36
43815GAC3 Honda Auto Receivables Trust 2021-4
A3

0.88% Due 1/21/2026
212,714.37 11/16/2021

0.89%
212,669.54
212,669.54

97.36 5.43%
207,099.99

52.00 0.14%
(5,569.55)
Aaa / NR
AAA

1.98 0.58
47789QAC4 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
231,445.15 07/13/2021

0.52%
231,424.50
231,424.50

97.46 5.42%
225,575.47

53.49 0.16%
(5,849.03)
Aaa / NR
AAA

2.12 0.52
43815PAC3 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
365,000.00 08/15/2022

3.76%
364,978.25
364,978.25

98.66 5.18%
360,116.30
491.63

0.25%
(4,861.95)

NR / AAA
AAA

2.47 0.94
05602RAD3 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
320,072.80 05/10/2022

3.23%
320,056.15
320,056.15

98.44 5.51%
315,067.18
171.24

0.22%
(4,988.97)
Aaa / AAA
NR

2.57 0.69
362554AC1 GM Financial Securitized Term 2021-4
A3

0.68% Due 9/16/2026
168,770.01 10/13/2021

0.68%
168,765.71
168,765.71

96.77 5.75%
163,311.48

47.82 0.11%
(5,454.23)
Aaa / AAA
NR

2.63 0.64
47787JAC2 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
324,250.38 03/10/2022

2.34%
324,178.66
324,178.66

97.86 5.30%
317,325.04
334.34

0.22%
(6,853.62)
Aaa / NR
AAA

2.63 0.72
380146AC4 GM Financial Auto Receivables 2022-1
A3

1.26% Due 11/16/2026
168,640.15 01/11/2022

1.27%
168,625.49
168,625.49

97.25 5.41%
164,004.40

88.54 0.11%
(4,621.09)

NR / AAA
AAA

2.79 0.66
Execution Time: 2/4/2024 12:21:56 AMPage 4
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
ABS
379929AD4 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026
280,000.00 08/08/2023

5.45%
279,966.43
279,966.43
100.63

5.01%
281,771.56
460.29

0.20%
1,805.13

NR / AAA
AAA

2.81 1.45
36265WAD5 GM Financial Securitized Auto 2022-3
A3

3.64% Due 4/16/2027
320,000.00 07/06/2022

3.67%
319,997.79
319,997.79

98.55 5.12%
315,350.40
485.33

0.22%
(4,647.39)
Aaa / NR
AAA

3.21 1.00
02582JJT8 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027
905,000.00 05/17/2022

3.42%
904,799.81
904,799.81

98.18 4.90%
888,572.44
1,363.53

0.62%
(16,227.37)

NR / AAA
AAA

3.29 1.23
161571HT4 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028
1,320,000.00 09/07/2023

5.23%
1,319,634.10
1,319,634.10
101.59

4.56%
1,341,017.04
3,027.20

0.93%
21,382.94

NR / AAA
AAA

4.63 2.40
Total ABS 5,539,016.96 3.18%
5,538,076.65
5,538,076.65 5.10%
5,490,942.48
6,828.62

3.81%
(47,134.17)
Aaa / AAA
AAA

3.06 1.20
AGENCY
3133EKMX1 FFCB Note

2.23% Due 2/23/2024
2,000,000.00 07/16/2019

1.97%
2,022,820.00
2,022,820.00

99.81 5.25%
1,996,258.00
19,574.44

1.40%
(26,562.00)
Aaa / AA+
AA+

0.06 0.06
3130A1XJ2 FHLB Note

2.875% Due 6/14/2024
2,000,000.00 09/13/2019

1.76%
2,101,140.00
2,101,140.00

99.17 5.16%
1,983,316.00
7,506.94

1.38%
(117,824.00)
Aaa / AA+
NR

0.37 0.36
3135G0V75 FNMA Note

1.75% Due 7/2/2024
2,000,000.00 10/21/2019

1.66%
2,007,660.00
2,007,660.00

98.56 5.26%
1,971,162.00
2,819.44

1.37%
(36,498.00)
Aaa / AA+
AA+

0.42 0.41
3130AQF40 FHLB Note
1% Due 12/20/2024
1,400,000.00 12/21/2021

1.03%
1,398,768.00
1,398,768.00

96.70 4.85%
1,353,770.60
1,594.44

0.94%
(44,997.40)
Aaa / AA+
NR

0.89 0.86
3133ENKS8 FFCB Note

1.125% Due 1/6/2025
755,000.00 01/06/2022

1.20%
753,301.25
753,301.25

96.68 4.82%
729,912.11
589.84

0.51%
(23,389.14)
Aaa / AA+
AA+

0.93 0.91
3133ENPG9 FFCB Note

1.75% Due 2/14/2025
1,200,000.00 02/25/2022

1.82%
1,197,456.00
1,197,456.00

96.96 4.79%
1,163,551.20
9,741.67

0.81%
(33,904.80)
Aaa / AA+
AA+

1.04 1.00
3133EPW68 FFCB Note

4.125% Due 1/22/2026
1,400,000.00 01/24/2024

4.40%
1,392,860.00
1,392,860.00

99.63 4.32%
1,394,848.00
1,443.75

0.97%
1,988.00
Aaa / AA+
NR

1.98 1.86
3130AWLZ1 FHLB Note

4.75% Due 6/12/2026
2,000,000.00 08/16/2023

4.78%
1,998,620.00
1,998,620.00
101.35

4.14%
2,026,946.00
12,930.56

1.41%
28,326.00
Aaa / AA+
NR

2.36 2.21
3133EPZY4 FFCB Note
5% Due 7/30/2026
2,000,000.00 11/09/2023

4.85%
2,007,480.00
2,007,480.00
102.05

4.13%
2,040,904.00
277.78

1.41%
33,424.00
Aaa / AA+
NR

2.50 2.33
3133EPSW6 FFCB Note

4.5% Due 8/14/2026
2,405,000.00 08/09/2023

4.58%
2,399,468.50
2,399,468.50
100.91

4.12%
2,426,863.86
50,204.38

1.72%
27,395.36
Aaa / AA+
AA+

2.54 2.33
Execution Time: 2/4/2024 12:21:56 AMPage 5
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
AGENCY
3130AWTQ3 FHLB Note

4.625% Due 9/11/2026
4,500,000.00 Various

4.81%
4,476,030.00
4,476,030.00
101.18

4.14%
4,552,947.00
102,328.13

3.23%
76,917.00
Aaa / AA+
NR

2.61 2.39
3130AXU63 Federal Home Loan Banks Note

4.625% Due 11/17/2026
1,750,000.00 11/30/2023

4.53%
1,754,427.50
1,754,427.50
101.44

4.07%
1,775,172.00
16,637.15

1.24%
20,744.50
Aaa / AA+
NR

2.80 2.58
3130AYPN0 FHLB Note

4.125% Due 1/15/2027
2,000,000.00 01/30/2024

4.21%
1,995,560.00
1,995,560.00
100.19

4.05%
2,003,800.00
458.33

1.39%
8,240.00
Aaa / AA+
NR

2.96 2.76
3130AVVX7 FHLB Note

3.75% Due 6/9/2028
1,120,000.00 06/07/2023

4.00%
1,107,243.20
1,107,243.20

99.25 3.94%
1,111,586.56
6,066.67

0.77%
4,343.36
Aaa / AA+
NR

4.36 3.96
3130AWC24 FHLB Note
4% Due 6/9/2028
2,000,000.00 07/06/2023

4.49%
1,956,940.00
1,956,940.00
100.24

3.94%
2,004,804.00
11,555.56

1.40%
47,864.00
Aaa / AA+
NR

4.36 3.94
3133EPWK7 FFCB Note

4.5% Due 9/22/2028
2,000,000.00 10/12/2023

4.71%
1,981,460.00
1,981,460.00
102.73

3.85%
2,054,522.00
32,250.00

1.45%
73,062.00
Aaa / AA+
AA+

4.65 4.10
Total Agency 30,530,000.00 3.68%
30,551,234.45
30,551,234.45 4.38%
30,590,363.33
275,979.08

21.40%
39,128.88
Aaa / AA+
AA+

2.28 2.09
CMO
3137BM7C4 FHLMC K051 A2

3.308% Due 9/25/2025
1,223,000.00 06/23/2022

3.33%
1,220,420.23
1,220,420.23

97.64 4.83%
1,194,188.57
3,371.40

0.83%
(26,231.66)

NR / NR
AAA

1.65 1.43
3137BSP72 FHLMC K058 A2

2.653% Due 8/25/2026
2,000,000.00 02/09/2023

4.35%
1,890,546.88
1,890,546.88

95.57 4.48%
1,911,492.00
4,421.67

1.33%
20,945.12

NR / NR
AAA

2.57 2.38
3137BTUM1 FHLMC K061 A2

3.347% Due 11/25/2026
896,969.59 09/22/2022

4.37%
864,769.79
864,769.79

96.84 4.57%
868,607.41
2,501.80

0.60%
3,837.62

NR / NR
AAA

2.82 2.48
3137BVZ82 FHLMC K063

3.43% Due 1/25/2027
862,000.00 Various

4.09%
839,600.51
839,600.51

97.25 4.42%
838,279.48
2,463.89

0.58%
(1,321.03)

NR / NR
AAA

2.99 2.64
3137F1G44 FHLMC K065 A2

3.243% Due 4/25/2027
1,000,000.00 09/19/2022

4.08%
965,468.75
965,468.75

96.59 4.38%
965,869.00
2,702.50

0.67%
400.25

NR / NR
AAA

3.23 2.92
3137FBU79 FHLMC K069 A2

3.187% Due 9/25/2027
1,250,000.00 05/18/2023

4.65%
1,200,732.43
1,200,732.43

96.04 4.38%
1,200,515.00
3,319.79

0.83%
(217.43)

NR / AAA
NR

3.65 3.26
3137F4X72 FHLMC K075 A2

3.65% Due 2/25/2028
1,165,000.00 09/14/2023

4.92%
1,107,478.13
1,107,478.13

97.25 4.37%
1,132,960.17
3,543.54

0.79%
25,482.04

NR / NR
AAA

4.07 3.67
Total CMO 8,396,969.59 4.26%
8,089,016.72
8,089,016.72 4.49%
8,111,911.63
22,324.59

5.64%
22,894.91

NR / AAA
AAA

2.95 2.65
Execution Time: 2/4/2024 12:21:56 AMPage 6
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

COMMERCIAL PAPER
62479LDC6 MUFG Bank Ltd Discount CP

5.64% Due 4/12/2024
2,000,000.00 09/13/2023

5.89%
1,933,886.67
1,933,886.67

96.69 5.89%
1,933,886.67
43,866.66

1.37%

0.00 P-1 / A-1
NR

0.20 0.19
89233GEM4 Toyota Motor Credit Discount CP

5.62% Due 5/21/2024
2,000,000.00 10/02/2023

5.87%
1,927,876.67
1,927,876.67

96.39 5.87%
1,927,876.67
37,778.89

1.36%

0.00 P-1 / A-1+
F-1

0.30 0.30
Total Commercial Paper 4,000,000.00 5.88%
3,861,763.34
3,861,763.34 5.88%
3,861,763.34
81,645.55

2.73%

0.00 Aaa / AA+
AA

0.25 0.24

CORPORATE
69371RR24 Paccar Financial Corp Note

0.35% Due 2/2/2024
795,000.00 01/28/2021

0.39%
794,077.80
794,077.80
100.00

0.35%
795,000.00
1,383.52

0.55%
922.20
A1 / A+
NR

0.01 0.00
594918BX1 Microsoft Callable Note Cont 12/6/2023

2.875% Due 2/6/2024
1,850,000.00 07/18/2019

2.07%
1,914,361.50
1,914,361.50

99.97 4.55%
1,849,419.10
25,855.03

1.30%
(64,942.40)
Aaa / AAA
NR

0.02 0.01
166764BT6 Chevron Corp Callable Note Cont
1/3/2024

2.895% Due 3/3/2024
900,000.00 11/04/2019

1.94%
935,334.00
935,334.00

99.76 5.55%
897,830.10
10,711.50

0.63%
(37,503.90)
Aa2 / AA-
NR

0.09 0.09
808513BN4 Charles Schwab Corp Callable Note
Cont 2/18/2024

0.75% Due 3/18/2024
575,000.00 03/16/2021

0.77%
574,712.50
574,712.50

99.40 5.37%
571,543.68
1,593.23

0.40%
(3,168.82)
A2 / A-
A

0.13 0.13
023135BW5 Amazon.com Inc Note

0.45% Due 5/12/2024
805,000.00 05/10/2021

0.50%
803,824.70
803,824.70

98.63 5.41%
793,950.57
794.94

0.55%
(9,874.13)
A1 / AA
AA-

0.28 0.28
91324PEB4 United Health Group Inc Callable Note
Cont 5/15/2022

0.55% Due 5/15/2024
425,000.00 11/08/2021

0.78%
422,560.50
422,560.50

98.65 5.30%
419,246.35
493.47

0.29%
(3,314.15)
A2 / A+
A

0.29 0.28
24422EVQ9 John Deere Capital Corp Note

0.45% Due 6/7/2024
760,000.00 06/07/2021

0.49%
759,050.00
759,050.00

98.36 5.22%
747,532.20
513.00

0.52%
(11,517.80)
A2 / A
A+

0.35 0.34
06051GJY6 Bank of America Corp Callable Note
Cont 6/14/2023

5.72% Due 6/14/2024
960,000.00 06/07/2021

2.22%
960,064.00
960,064.00

99.96 5.87%
959,579.52
7,474.13

0.67%
(484.48)
A1 / A-
AA-

0.37 0.12
89236TJH9 Toyota Motor Credit Corp Note

0.5% Due 6/18/2024
1,140,000.00 06/15/2021

0.54%
1,138,643.40
1,138,643.40

98.15 5.45%
1,118,943.06
680.83

0.78%
(19,700.34)
A1 / A+
A+

0.38 0.37
79466LAG9 Salesforce.com Inc Callable Note Cont
7/15/2022

0.625% Due 7/15/2024
200,000.00 06/29/2021

0.64%
199,898.00
199,898.00

97.87 5.41%
195,745.20

55.56 0.14%
(4,152.80)
A2 / A+
NR

0.45 0.44
Execution Time: 2/4/2024 12:21:56 AMPage 7
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

CORPORATE
91159HHX1 US Bancorp Callable Note Cont
6/28/2024

2.4% Due 7/30/2024
1,000,000.00 11/09/2021

0.85%
1,041,550.00
1,041,550.00

98.52 5.45%
985,159.00

66.67 0.68%
(56,391.00)
A3 / A
A

0.50 0.49
69371RR40 Paccar Financial Corp Note

0.5% Due 8/9/2024
245,000.00 08/03/2021

0.52%
244,867.70
244,867.70

97.49 5.44%
238,853.69
585.28

0.17%
(6,014.01)
A1 / A+
NR

0.52 0.51
78016EYM3 Royal Bank of Canada Note

1.6% Due 1/21/2025
1,000,000.00 01/12/2022

1.60%
1,000,000.00
1,000,000.00

96.67 5.16%
966,650.00
444.44

0.67%
(33,350.00)
A1 / A
AA-

0.98 0.94
06406RBC0 Bank of NY Mellon Corp Callable Note
Cont 3/25/2025

3.35% Due 4/25/2025
900,000.00 04/19/2022

3.35%
899,874.00
899,874.00

98.06 4.99%
882,495.90
8,040.00

0.62%
(17,378.10)
A1 / A
AA-

1.23 1.18
14913R2V8 Caterpillar Financial Service Note

3.4% Due 5/13/2025
480,000.00 05/10/2022

3.44%
479,390.40
479,390.40

98.37 4.72%
472,179.36
3,536.00

0.33%
(7,211.04)
A2 / A
A+

1.28 1.23
438516CB0 Honeywell Intl Callable Note Cont
5/1/2025

1.35% Due 6/1/2025
1,000,000.00 03/09/2022

2.31%
970,280.00
970,280.00

95.81 4.62%
958,112.00
2,250.00

0.67%
(12,168.00)
A2 / A
A

1.33 1.29
89115A2A9 Toronto-Dominion Bank Note

3.766% Due 6/6/2025
1,000,000.00 06/02/2022

3.70%
1,001,830.00
1,001,830.00

98.51 4.92%
985,147.00
5,753.61

0.69%
(16,683.00)
A1 / A
NR

1.35 1.29
63743HFE7 National Rural Utilities Note

3.45% Due 6/15/2025
1,105,000.00 Various

3.61%
1,099,973.65
1,099,973.65

98.08 4.91%
1,083,788.42
4,871.21

0.75%
(16,185.23)
A2 / A-
A

1.37 1.31
14913R2Z9 Caterpillar Financial Service Note

3.65% Due 8/12/2025
1,375,000.00 08/08/2022

3.69%
1,373,336.25
1,373,336.25

98.54 4.65%
1,354,938.75
23,560.24

0.96%
(18,397.50)
A2 / A
A+

1.53 1.44
26442UAA2 Duke Energy Progress LLC Callable Note
Cont 5/15/25

3.25% Due 8/15/2025
1,000,000.00 06/23/2022

3.57%
990,710.00
990,710.00

97.84 4.72%
978,380.00
14,986.11

0.69%
(12,330.00)
Aa3 / A
NR

1.54 1.46
437076CR1 Home Depot Callable Note Cont
8/15/2025
4% Due 9/15/2025
1,000,000.00 09/14/2022

4.13%
996,380.00
996,380.00

99.15 4.55%
991,491.00
15,111.11

0.70%
(4,889.00)
A2 / A
A

1.62 1.53
023135CN4 Amazon.com Inc Note

4.6% Due 12/1/2025
425,000.00 11/29/2022

4.60%
424,974.50
424,974.50
100.23

4.46%
425,979.20
3,258.33

0.30%
1,004.70
A1 / AA
AA-

1.84 1.73
857477BR3 State Street Bank Callable Note Cont
2/6/2025

1.746% Due 2/6/2026
335,000.00 02/02/2022

3.05%
335,000.00
335,000.00

96.47 5.35%
323,173.50
2,843.31

0.23%
(11,826.50)
A1 / A
AA-

2.02 0.98
037833BY5 Apple Inc Callable Note Cont
11/23/2025

3.25% Due 2/23/2026
1,000,000.00 02/22/2023

4.72%
959,390.00
959,390.00

97.67 4.44%
976,730.00
14,263.89

0.69%
17,340.00
Aaa / AA+
NR

2.07 1.94
Execution Time: 2/4/2024 12:21:56 AMPage 8
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

CORPORATE
57629W6F2 Mass Mutual Global funding Note

4.5% Due 4/10/2026
750,000.00 04/04/2023

4.52%
749,482.50
749,482.50

99.70 4.64%
747,778.50
10,406.25

0.53%
(1,704.00)
Aa3 / AA+
AA+

2.19 2.04
00440EAV9 Chubb INA Holdings Inc Callable Note
Cont 2/3/2026

3.35% Due 5/3/2026
1,000,000.00 09/13/2023

5.23%
954,220.00
954,220.00

97.15 4.69%
971,460.00
8,188.89

0.68%
17,240.00
A3 / A
A

2.25 2.12
58989V2F0 Met Tower Global Funding Note

5.4% Due 6/20/2026
1,000,000.00 06/12/2023

5.38%
1,000,440.00
1,000,440.00
101.38

4.78%
1,013,768.00
6,150.00

0.71%
13,328.00
Aa3 / AA-
AA-

2.39 2.21
61747YET8 Morgan Stanley Callable Note Cont
7/17/2025

4.679% Due 7/17/2026
1,000,000.00 09/14/2022

5.44%
994,030.00
994,030.00

99.33 5.15%
993,252.00
1,819.61

0.69%
(778.00)
A1 / A-
A+

2.46 1.39
69371RS56 Paccar Financial Corp Note

5.05% Due 8/10/2026
1,450,000.00 Various

4.99%
1,451,925.00
1,451,925.00
101.40

4.46%
1,470,243.45
34,781.88

1.04%
18,318.45
A1 / A+
NR

2.53 2.30
06428CAA2 Bank Of America NA Callable Note cont
7/17/2026

5.526% Due 8/18/2026
1,000,000.00 09/13/2023

5.57%
998,810.00
998,810.00
101.97

4.66%
1,019,743.00
25,020.50

0.72%
20,933.00
Aa1 / A+
AA

2.55 2.23
713448FW3 Pepsico Inc. Callable Note Cont
10/10/2026

5.125% Due 11/10/2026
510,000.00 11/08/2023

5.13%
509,862.30
509,862.30
101.87

4.38%
519,514.56
5,880.94

0.36%
9,652.26
A1 / A+
NR

2.78 2.47
48125LRU8 JP Morgan Chase Bank Callable Note
Cont 11/08/2026

5.11% Due 12/8/2026
1,575,000.00 Various

5.08%
1,576,460.00
1,576,460.00
101.28

4.61%
1,595,134.80
11,848.82

1.11%
18,674.80
Aa2 / A+
AA

2.85 2.54
24422EXF1 John Deere Capital Corp

4.5% Due 1/8/2027
1,000,000.00 01/10/2024

4.52%
999,460.00
999,460.00
100.16

4.44%
1,001,564.00
2,875.00

0.70%
2,104.00
A2 / A
A+

2.94 2.72
78016HZT0 ROYAL BANK OF CANADA Note

4.875% Due 1/19/2027
1,245,000.00 01/10/2024

4.88%
1,244,688.75
1,244,688.75
100.52

4.68%
1,251,469.02
2,023.13

0.87%
6,780.27
A1 / A
AA-

2.97 2.73
665859AW4 Northern Trust Company Callable Note
Cont 4/10/2027
4% Due 5/10/2027
1,000,000.00 09/14/2022

4.23%
990,460.00
990,460.00

98.57 4.47%
985,730.00
9,000.00

0.69%
(4,730.00)
A2 / A+
A+

3.27 3.01
74456QBU9 Public Service El & Gas Callable Note
Cont 02/01/28

3.7% Due 5/1/2028
750,000.00 06/22/2023

4.79%
715,005.00
715,005.00

97.03 4.47%
727,693.50
6,937.50

0.51%
12,688.50
A1 / A
NR

4.25 3.84
341081GN1 Florida Power and Light Callable Note
Cont 3/15/2028

4.4% Due 5/15/2028
1,500,000.00 05/22/2023

4.64%
1,484,025.00
1,484,025.00
100.26

4.33%
1,503,853.50
13,933.33

1.05%
19,828.50
Aa2 / A+
AA-

4.29 3.70
Execution Time: 2/4/2024 12:21:56 AMPage 9
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration
Total Corporate 34,055,000.00 3.40%
33,988,951.45
33,988,951.45 4.73%
33,773,071.93
287,991.26

23.61%
(215,879.52)
A1 / A+
A+

1.72 1.54

MONEY MARKET FUND
31846V567 First American Govt Obligation MMKT
Class-Z
72,791.07 Various

5.21%
72,791.07
72,791.07

1.00 5.21%
72,791.07

0.00 0.05%

0.00 Aaa / AAA
AAA

0.00 0.00
31846V567 First American Govt Obligation MMKT
Class-Z
251,369.38 Various

5.21%
251,369.38
251,369.38

1.00 5.21%
251,369.38

0.00 0.17%

0.00 Aaa / AAA
AAA

0.00 0.00
Total Money Market Fund 324,160.45 5.21%
324,160.45
324,160.45 5.21%
324,160.45

0.00 0.22%

0.00 Aaa / AAA
AAA

0.00 0.00

NEGOTIABLE CD
21684XH82 Cooperative Rabobank UA Yankee CD

5.9% Due 9/6/2024
2,000,000.00 09/13/2023

5.90%
1,999,872.84
1,999,872.84
100.42

5.06%
2,008,432.00
48,183.33

1.43%
8,559.16
P-1 / A-1
F-1+

0.60 0.59
Total Negotiable CD 2,000,000.00 5.90%
1,999,872.84
1,999,872.84 5.06%
2,008,432.00
48,183.33

1.43%
8,559.16
Aaa / AA
AAA

0.60 0.59

SUPRANATIONAL
4581X0DZ8 Inter-American Dev Bank Note

0.5% Due 9/23/2024
1,585,000.00 09/15/2021

0.52%
1,583,827.10
1,583,827.10

97.06 5.19%
1,538,462.82
2,817.78

1.07%
(45,364.28)
Aaa / AAA
NR

0.65 0.63
459058KT9 Intl. Bank Recon & Development Note

3.5% Due 7/12/2028
500,000.00 07/24/2023

4.26%
483,115.00
483,115.00

97.93 4.01%
489,633.00
923.61

0.34%
6,518.00
Aaa / AAA
NR

4.45 4.06
Total Supranational 2,085,000.00 1.40%
2,066,942.10
2,066,942.10 4.91%
2,028,095.82
3,741.39

1.41%
(38,846.28)
Aaa / AAA
NR

1.56 1.46

US TREASURY
912797GQ4 US Treasury Bill

5.298% Due 3/7/2024
2,500,000.00 09/13/2023

5.51%
2,435,620.66
2,435,620.66

97.42 5.51%
2,435,620.66
51,503.47

1.72%

0.00 P-1 / A-1+
F-1+

0.10 0.10
91282CBR1 US Treasury Note

0.25% Due 3/15/2024
2,000,000.00 06/28/2021

0.40%
1,991,875.00
1,991,875.00

99.40 5.24%
1,988,006.00
1,909.34

1.38%
(3,869.00)
Aaa / AA+
AA+

0.12 0.12
91282CBV2 US Treasury Note

0.375% Due 4/15/2024
1,100,000.00 04/28/2021

0.36%
1,100,644.53
1,100,644.53

99.00 5.32%
1,088,957.10
1,228.48

0.76%
(11,687.43)
Aaa / AA+
AA+

0.21 0.20
Execution Time: 2/4/2024 12:21:56 AMPage 10
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

US TREASURY
91282CCC3 US Treasury Note

0.25% Due 5/15/2024
1,000,000.00 05/12/2021

0.36%
996,875.00
996,875.00

98.58 5.25%
985,781.00
535.71

0.68%
(11,094.00)
Aaa / AA+
AA+

0.29 0.28
912797GB7 US Treasury Bill

4.993% Due 7/11/2024
2,750,000.00 01/16/2024

5.19%
2,682,875.25
2,682,875.25

97.56 5.19%
2,682,875.25
5,720.86

1.86%

0.00 P-1 / A-1+
F-1+

0.44 0.43
91282CCT6 US Treasury Note

0.375% Due 8/15/2024
2,000,000.00 08/26/2021

0.46%
1,995,234.38
1,995,234.38

97.54 5.05%
1,950,704.00
3,464.67

1.35%
(44,530.38)
Aaa / AA+
AA+

0.54 0.53
91282CCX7 US Treasury Note

0.375% Due 9/15/2024
1,800,000.00 09/10/2021

0.44%
1,796,484.38
1,796,484.38

97.18 5.04%
1,749,304.80
2,577.61

1.21%
(47,179.58)
Aaa / AA+
AA+

0.62 0.60
912828YM6 US Treasury Note

1.5% Due 10/31/2024
1,700,000.00 09/24/2021

0.55%
1,749,273.44
1,749,273.44

97.52 4.92%
1,657,831.50
6,515.11

1.15%
(91,441.94)
Aaa / AA+
AA+

0.75 0.73
91282CDH1 US Treasury Note

0.75% Due 11/15/2024
2,000,000.00 11/29/2021

0.81%
1,996,328.13
1,996,328.13

96.81 4.92%
1,936,172.00
3,214.29

1.34%
(60,156.13)
Aaa / AA+
AA+

0.79 0.77
91282CDN8 US Treasury Note
1% Due 12/15/2024
900,000.00 12/29/2021

0.99%
900,386.72
900,386.72

96.75 4.86%
870,714.90
1,180.33

0.60%
(29,671.82)
Aaa / AA+
AA+

0.87 0.85
912828Z52 US Treasury Note

1.375% Due 1/31/2025
2,000,000.00 06/04/2021

0.51%
2,062,500.00
2,062,500.00

96.75 4.74%
1,935,000.00

75.55 1.34%
(127,500.00)
Aaa / AA+
AA+

1.00 0.97
912828ZC7 US Treasury Note

1.125% Due 2/28/2025
1,200,000.00 02/09/2022

1.59%
1,183,359.38
1,183,359.38

96.30 4.68%
1,155,562.80
5,711.54

0.81%
(27,796.58)
Aaa / AA+
AA+

1.08 1.05
912828ZF0 US Treasury Note

0.5% Due 3/31/2025
2,000,000.00 03/03/2021

0.54%
1,997,031.25
1,997,031.25

95.40 4.60%
1,908,046.00
3,387.98

1.33%
(88,985.25)
Aaa / AA+
AA+

1.16 1.13
912828ZL7 US Treasury Note

0.375% Due 4/30/2025
2,000,000.00 04/12/2021

0.66%
1,977,343.75
1,977,343.75

94.97 4.57%
1,899,454.00
1,916.21

1.32%
(77,889.75)
Aaa / AA+
AA+

1.25 1.22
912828ZT0 US Treasury Note

0.25% Due 5/31/2025
1,800,000.00 10/14/2021

0.78%
1,765,757.81
1,765,757.81

94.54 4.52%
1,701,774.00
774.59

1.18%
(63,983.81)
Aaa / AA+
AA+

1.33 1.30
91282CAB7 US Treasury Note

0.25% Due 7/31/2025
2,000,000.00 12/02/2021

1.06%
1,942,031.25
1,942,031.25

94.01 4.42%
1,880,156.00

13.74 1.30%
(61,875.25)
Aaa / AA+
AA+

1.50 1.47
91282CAJ0 US Treasury Note

0.25% Due 8/31/2025
1,000,000.00 03/22/2022

2.42%
928,828.13
928,828.13

93.74 4.40%
937,383.00
1,057.69

0.65%
8,554.87
Aaa / AA+
AA+

1.58 1.54
9128285C0 US Treasury Note
3% Due 9/30/2025
3,250,000.00 Various

2.90%
3,259,882.81
3,259,882.81

97.86 4.34%
3,180,557.25
33,032.79

2.23%
(79,325.56)
Aaa / AA+
AA+

1.67 1.59
9128285J5 US Treasury Note
3% Due 10/31/2025
2,500,000.00 06/23/2022

3.02%
2,498,632.81
2,498,632.81

97.81 4.31%
2,445,312.50
19,162.09

1.71%
(53,320.31)
Aaa / AA+
AA+

1.75 1.67
Execution Time: 2/4/2024 12:21:56 AMPage 11
Holdings Report
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description Par Value/Units Purchase Date Book Yield
Cost Value
Book Value
Mkt Price
Mkt YTM
Market Value
Accrued Int.
% of Port.

Gain/Loss
Moody/S&P
Fitch
Maturity
Duration

US TREASURY
912828M56 US Treasury Note

2.25% Due 11/15/2025
2,500,000.00 06/23/2022

3.11%
2,431,152.34
2,431,152.34

96.52 4.29%
2,412,890.00
12,053.57

1.68%
(18,262.34)
Aaa / AA+
AA+

1.79 1.72
9128285T3 US Treasury Note

2.625% Due 12/31/2025
2,500,000.00 09/14/2022

3.76%
2,412,792.97
2,412,792.97

97.05 4.24%
2,426,367.50
5,769.23

1.69%
13,574.53
Aaa / AA+
AA+

1.92 1.84
9128286L9 US Treasury Note

2.25% Due 3/31/2026
2,500,000.00 09/14/2022

3.74%
2,377,832.03
2,377,832.03

96.10 4.15%
2,402,442.50
19,057.38

1.68%
24,610.47
Aaa / AA+
AA+

2.16 2.06
912828U24 US Treasury Note
2% Due 11/15/2026
3,000,000.00 09/13/2023

4.66%
2,767,031.25
2,767,031.25

94.68 4.03%
2,840,508.00
12,857.14

1.98%
73,476.75
Aaa / AA+
AA+

2.79 2.66
912828YX2 US Treasury Note

1.75% Due 12/31/2026
1,750,000.00 12/27/2023

3.96%
1,641,240.23
1,641,240.23

93.88 4.00%
1,642,880.75
2,692.31

1.14%
1,640.52
Aaa / AA+
AA+

2.92 2.79
91282CEF4 US Treasury Note

2.5% Due 3/31/2027
2,500,000.00 11/17/2022

4.02%
2,349,414.06
2,349,414.06

95.66 3.97%
2,391,407.50
21,174.86

1.67%
41,993.44
Aaa / AA+
AA+

3.16 2.97
91282CEW7 US Treasury Note

3.25% Due 6/30/2027
1,300,000.00 12/12/2022

3.87%
1,266,687.50
1,266,687.50

97.77 3.96%
1,270,952.80
3,714.29

0.88%
4,265.30
Aaa / AA+
AA+

3.41 3.19
91282CFB2 US Treasury Note

2.75% Due 7/31/2027
2,000,000.00 07/26/2023

4.30%
1,887,109.38
1,887,109.38

96.09 3.96%
1,921,718.00
151.10

1.33%
34,608.62
Aaa / AA+
AA+

3.50 3.29
91282CFH9 US Treasury Note

3.125% Due 8/31/2027
2,500,000.00 01/24/2023

3.65%
2,445,117.19
2,445,117.19

97.25 3.95%
2,431,347.50
33,052.88

1.71%
(13,769.69)
Aaa / AA+
AA+

3.58 3.30
91282CFM8 US Treasury Note

4.125% Due 9/30/2027
1,600,000.00 02/22/2023

4.19%
1,595,500.00
1,595,500.00
100.61

3.94%
1,609,750.40
22,360.66

1.13%
14,250.40
Aaa / AA+
AA+

3.67 3.33
9128283F5 US Treasury Note

2.25% Due 11/15/2027
1,400,000.00 06/07/2023

4.05%
1,298,937.50
1,298,937.50

94.13 3.93%
1,317,804.60
6,750.00

0.92%
18,867.10
Aaa / AA+
AA+

3.79 3.56
Total US Treasury 59,050,000.00 2.60%
57,733,779.13
57,733,779.13 4.52%
57,057,282.31
282,615.47

39.75%
(676,496.82)
Aaa / AA+
AA+

1.70 1.61
TOTAL PORTFOLIO 145,980,147.00 3.26%
144,153,797.13
144,153,797.13 4.61%
143,246,023.29
1,009,309.29
100.00%
(907,773.84)
Aa1 / AA
AA+

1.89 1.68
TOTAL MARKET VALUE PLUS ACCRUED 144,255,332.58
Execution Time: 2/4/2024 12:21:56 AMPage 12
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

ACQUISITIONS
Purchase 01/02/2024 31846V567 17,500.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 17,500.00 0.00 17,500.00 0.00
Purchase 01/02/2024 31846V567 4,884.58 First American Govt Obligation MMKT Class-Z

1.000 5.23% 4,884.58 0.00 4,884.58 0.00
Purchase 01/02/2024 31846V567 401.34 First American Govt Obligation MMKT Class-Z

1.000 5.23% 401.34 0.00 401.34 0.00
Purchase 01/06/2024 31846V567 4,246.88 First American Govt Obligation MMKT Class-Z

1.000 5.23% 4,246.88 0.00 4,246.88 0.00
Purchase 01/09/2024 31846V567 2,500,000.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 2,500,000.00 0.00 2,500,000.00 0.00
Purchase 01/12/2024 31846V567 8,750.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 8,750.00 0.00 8,750.00 0.00
Purchase 01/15/2024 31846V567 1,875.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 1,875.00 0.00 1,875.00 0.00
Purchase 01/15/2024 31846V567 2,000,000.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 2,000,000.00 0.00 2,000,000.00 0.00
Purchase 01/16/2024 31846V567 970.67 First American Govt Obligation MMKT Class-Z

1.000 5.23% 970.67 0.00 970.67 0.00
Purchase 01/16/2024 31846V567 5,676.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 5,676.00 0.00 5,676.00 0.00
Purchase 01/16/2024 31846V567 2,556.63 First American Govt Obligation MMKT Class-Z

1.000 5.23% 2,556.63 0.00 2,556.63 0.00
Purchase 01/16/2024 31846V567 11,440.80 First American Govt Obligation MMKT Class-Z

1.000 5.23% 11,440.80 0.00 11,440.80 0.00
Purchase 01/16/2024 31846V567 10,847.97 First American Govt Obligation MMKT Class-Z

1.000 5.23% 10,847.97 0.00 10,847.97 0.00
Purchase 01/16/2024 31846V567 19,269.31 First American Govt Obligation MMKT Class-Z

1.000 5.23% 19,269.31 0.00 19,269.31 0.00
Purchase 01/16/2024 31846V567 44,424.79 First American Govt Obligation MMKT Class-Z

1.000 5.23% 44,424.79 0.00 44,424.79 0.00
Purchase 01/16/2024 31846V567 22,886.54 First American Govt Obligation MMKT Class-Z

1.000 5.23% 22,886.54 0.00 22,886.54 0.00
Execution Time: 2/4/2024 12:21:56 AMPage 13
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

ACQUISITIONS
Purchase 01/16/2024 31846V567 14,784.12 First American Govt Obligation MMKT Class-Z

1.000 5.23% 14,784.12 0.00 14,784.12 0.00
Purchase 01/16/2024 31846V567 21,526.30 First American Govt Obligation MMKT Class-Z

1.000 5.23% 21,526.30 0.00 21,526.30 0.00
Purchase 01/16/2024 31846V567 44,185.64 First American Govt Obligation MMKT Class-Z

1.000 5.23% 44,185.64 0.00 44,185.64 0.00
Purchase 01/16/2024 31846V567 30,850.01 First American Govt Obligation MMKT Class-Z

1.000 5.23% 30,850.01 0.00 30,850.01 0.00
Purchase 01/17/2024 24422EXF1 1,000,000.00 John Deere Capital Corp

4.5% Due 1/8/2027

99.946 4.52% 999,460.00 1,125.00 1,000,585.00 0.00
Purchase 01/17/2024 31846V567 25,341.25 First American Govt Obligation MMKT Class-Z

1.000 5.23% 25,341.25 0.00 25,341.25 0.00
Purchase 01/17/2024 31846V567 865,000.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 865,000.00 0.00 865,000.00 0.00
Purchase 01/17/2024 912797GB7 2,750,000.00 US Treasury Bill

4.993% Due 7/11/2024

97.559 5.19% 2,682,875.25 0.00 2,682,875.25 0.00
Purchase 01/18/2024 31846V567 1,134.54 First American Govt Obligation MMKT Class-Z

1.000 5.23% 1,134.54 0.00 1,134.54 0.00
Purchase 01/19/2024 78016HZT0 1,245,000.00 ROYAL BANK OF CANADA Note

4.875% Due 1/19/2027

99.975 4.88% 1,244,688.75 0.00 1,244,688.75 0.00
Purchase 01/21/2024 31846V567 8,000.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 8,000.00 0.00 8,000.00 0.00
Purchase 01/22/2024 31846V567 1,255.33 First American Govt Obligation MMKT Class-Z

1.000 5.23% 1,255.33 0.00 1,255.33 0.00
Purchase 01/22/2024 31846V567 8,583.73 First American Govt Obligation MMKT Class-Z

1.000 5.23% 8,583.73 0.00 8,583.73 0.00
Purchase 01/22/2024 31846V567 17,316.44 First American Govt Obligation MMKT Class-Z

1.000 5.23% 17,316.44 0.00 17,316.44 0.00
Purchase 01/22/2024 31846V567 416,286.50 First American Govt Obligation MMKT Class-Z

1.000 5.23% 416,286.50 0.00 416,286.50 0.00
Purchase 01/25/2024 3133EPW68 1,400,000.00 FFCB Note

4.125% Due 1/22/2026

99.490 4.40% 1,392,860.00 481.25 1,393,341.25 0.00
Execution Time: 2/4/2024 12:21:56 AMPage 14
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

ACQUISITIONS
Purchase 01/25/2024 31846V567 3,371.40 First American Govt Obligation MMKT Class-Z

1.000 5.23% 3,371.40 0.00 3,371.40 0.00
Purchase 01/25/2024 31846V567 4,421.67 First American Govt Obligation MMKT Class-Z

1.000 5.23% 4,421.67 0.00 4,421.67 0.00
Purchase 01/25/2024 31846V567 2,463.88 First American Govt Obligation MMKT Class-Z

1.000 5.23% 2,463.88 0.00 2,463.88 0.00
Purchase 01/25/2024 31846V567 2,702.50 First American Govt Obligation MMKT Class-Z

1.000 5.23% 2,702.50 0.00 2,702.50 0.00
Purchase 01/25/2024 31846V567 3,543.54 First American Govt Obligation MMKT Class-Z

1.000 5.23% 3,543.54 0.00 3,543.54 0.00
Purchase 01/25/2024 31846V567 3,319.79 First American Govt Obligation MMKT Class-Z

1.000 5.23% 3,319.79 0.00 3,319.79 0.00
Purchase 01/25/2024 31846V567 666.50 First American Govt Obligation MMKT Class-Z

1.000 5.23% 666.50 0.00 666.50 0.00
Purchase 01/25/2024 31846V567 33,486.09 First American Govt Obligation MMKT Class-Z

1.000 5.23% 33,486.09 0.00 33,486.09 0.00
Purchase 01/25/2024 31846V567 22,541.61 First American Govt Obligation MMKT Class-Z

1.000 5.23% 22,541.61 0.00 22,541.61 0.00
Purchase 01/25/2024 31846V567 4,191.70 First American Govt Obligation MMKT Class-Z

1.000 5.23% 4,191.70 0.00 4,191.70 0.00
Purchase 01/30/2024 31846V567 37,000.00 First American Govt Obligation MMKT Class-Z

1.000 5.21% 37,000.00 0.00 37,000.00 0.00
Purchase 01/31/2024 3130AYPN0 2,000,000.00 FHLB Note

4.125% Due 1/15/2027

99.778 4.21% 1,995,560.00 458.33 1,996,018.33 0.00
Purchase 01/31/2024 31846V567 68,750.00 First American Govt Obligation MMKT Class-Z

1.000 5.21% 68,750.00 0.00 68,750.00 0.00
Purchase 01/31/2024 31846V567 2,000,000.00 First American Govt Obligation MMKT Class-Z

1.000 5.21% 2,000,000.00 0.00 2,000,000.00 0.00
Subtotal 16,691,453.05 16,611,897.05 2,064.58 16,613,961.63 0.00 Short Sale 01/17/2024 31846V567 -1,000,585.00 First American Govt Obligation MMKT Class-Z

1.000 -1,000,585.00 0.00 -1,000,585.00 0.00
Execution Time: 2/4/2024 12:21:56 AMPage 15
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

ACQUISITIONS
Short Sale 01/19/2024 31846V567 -1,244,688.75 First American Govt Obligation MMKT Class-Z

1.000 -1,244,688.75 0.00 -1,244,688.75 0.00
Short Sale 01/31/2024 31846V567 -1,996,018.33 First American Govt Obligation MMKT Class-Z

1.000 -1,996,018.33 0.00 -1,996,018.33 0.00
Subtotal -4,241,292.08 -4,241,292.08 0.00 -4,241,292.08 0.00 TOTAL ACQUISITIONS 12,450,160.97 12,370,604.97 2,064.58 12,372,669.55 0.00

DISPOSITIONS
Closing
Purchase
01/17/2024 31846V567 -1,000,585.00 First American Govt Obligation MMKT Class-Z

1.000 -1,000,585.00 0.00 -1,000,585.00 0.00
Closing
Purchase
01/19/2024 31846V567 -1,244,688.75 First American Govt Obligation MMKT Class-Z

1.000 -1,244,688.75 0.00 -1,244,688.75 0.00
Closing
Purchase
01/31/2024 31846V567 -1,996,018.33 First American Govt Obligation MMKT Class-Z

1.000 -1,996,018.33 0.00 -1,996,018.33 0.00
Subtotal -4,241,292.08 -4,241,292.08 0.00 -4,241,292.08 0.00 Sale 01/17/2024 31846V567 2,682,875.25 First American Govt Obligation MMKT Class-Z

1.000 5.23% 2,682,875.25 0.00 2,682,875.25 0.00
Sale 01/17/2024 31846V567 1,000,585.00 First American Govt Obligation MMKT Class-Z

1.000 5.23% 1,000,585.00 0.00 1,000,585.00 0.00
Sale 01/19/2024 31846V567 1,244,688.75 First American Govt Obligation MMKT Class-Z

1.000 5.23% 1,244,688.75 0.00 1,244,688.75 0.00
Sale 01/25/2024 31846V567 1,393,341.25 First American Govt Obligation MMKT Class-Z

1.000 5.23% 1,393,341.25 0.00 1,393,341.25 0.00
Sale 01/31/2024 31846V567 1,996,018.33 First American Govt Obligation MMKT Class-Z

1.000 5.21% 1,996,018.33 0.00 1,996,018.33 0.00
Subtotal 8,317,508.58 8,317,508.58 0.00 8,317,508.58 0.00 Paydown 01/16/2024 02582JJT8 0.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027
100.000 0.00 2,556.63 2,556.63 0.00
Paydown 01/16/2024 161571HT4 0.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028
100.000 0.00 5,676.00 5,676.00 0.00
Execution Time: 2/4/2024 12:21:56 AMPage 16
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

DISPOSITIONS
Paydown 01/16/2024 362554AC1 11,338.74 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
100.000 11,338.74 102.06 11,440.80 0.29
Paydown 01/16/2024 36265WAD5 0.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
100.000 0.00 970.67 970.67 0.00
Paydown 01/16/2024 380146AC4 10,659.70 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
100.000 10,659.70 188.27 10,847.97 0.93
Paydown 01/16/2024 44933LAC7 19,229.93 Hyundai Auto Receivables Trust 2021-A A3

0.38% Due 9/15/2025
100.000 19,229.93 39.38 19,269.31 2.02
Paydown 01/16/2024 44934KAC8 44,294.50 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
100.000 44,294.50 130.29 44,424.79 9.78
Paydown 01/16/2024 47787JAC2 22,216.70 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
100.000 22,216.70 669.84 22,886.54 4.91
Paydown 01/16/2024 47788UAC6 14,753.78 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
100.000 14,753.78 30.34 14,784.12 2.83
Paydown 01/16/2024 47789QAC4 21,416.73 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
100.000 21,416.73 109.57 21,526.30 1.91
Paydown 01/16/2024 58769KAD6 44,170.92 Mercedes-Benz Auto Lease Trust 2021- B A3

0.4% Due 11/15/2024
100.000 44,170.92 14.72 44,185.64 3.33
Paydown 01/16/2024 89240BAC2 30,816.17 Toyota Auto Receivables Owners 2021- A A3

0.26% Due 5/15/2025
100.000 30,816.17 33.84 30,850.01 5.72
Paydown 01/18/2024 43815PAC3 0.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
100.000 0.00 1,134.54 1,134.54 0.00
Paydown 01/22/2024 379929AD4 0.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026
100.000 0.00 1,255.33 1,255.33 0.00
Paydown 01/22/2024 43813GAC5 8,574.38 Honda Auto Receivables Trust 2021-1 A3

0.27% Due 4/21/2025
100.000 8,574.38 9.35 8,583.73 0.16
Execution Time: 2/4/2024 12:21:56 AMPage 17
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

DISPOSITIONS
Paydown 01/22/2024 43815GAC3 17,147.87 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
100.000 17,147.87 168.57 17,316.44 3.61
Paydown 01/22/2024 92348KAV5 415,000.00 Verizon Master Trust 2022-5 A1A

3.72% Due 7/20/2027
100.000 415,000.00 1,286.50 416,286.50 18.26
Paydown 01/25/2024 05593AAC3 0.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
100.000 0.00 666.50 666.50 0.00
Paydown 01/25/2024 05601XAC3 33,408.63 BMW Vehicle Lease Trust 2022-1 A3

1.1% Due 3/25/2025
100.000 33,408.63 77.46 33,486.09 4.99
Paydown 01/25/2024 05602RAD3 21,627.56 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
100.000 21,627.56 914.05 22,541.61 1.12
Paydown 01/25/2024 3137BM7C4 0.00 FHLMC K051 A2

3.308% Due 9/25/2025
100.000 0.00 3,371.40 3,371.40 0.00
Paydown 01/25/2024 3137BSP72 0.00 FHLMC K058 A2

2.653% Due 8/25/2026
100.000 0.00 4,421.67 4,421.67 0.00
Paydown 01/25/2024 3137BTUM1 1,685.20 FHLMC K061 A2

3.347% Due 11/25/2026
100.000 1,685.20 2,506.50 4,191.70 60.50
Paydown 01/25/2024 3137BVZ82 0.00 FHLMC K063

3.43% Due 1/25/2027
100.000 0.00 2,463.88 2,463.88 0.00
Paydown 01/25/2024 3137F1G44 0.00 FHLMC K065 A2

3.243% Due 4/25/2027
100.000 0.00 2,702.50 2,702.50 0.00
Paydown 01/25/2024 3137F4X72 0.00 FHLMC K075 A2

3.65% Due 2/25/2028
100.000 0.00 3,543.54 3,543.54 0.00
Paydown 01/25/2024 3137FBU79 0.00 FHLMC K069 A2

3.187% Due 9/25/2027
100.000 0.00 3,319.79 3,319.79 0.00
Subtotal 716,340.81 716,340.81 38,363.19 754,704.00 120.36 Maturity 01/09/2024 912797HY6 2,500,000.00 US Treasury Bill

5.313% Due 1/9/2024
100.000 2,456,835.94 43,164.06 2,500,000.00 0.00
Maturity 01/15/2024 91282CBE0 2,000,000.00 US Treasury Note

0.125% Due 1/15/2024
100.000 2,000,000.00 0.00 2,000,000.00 7,109.37
Maturity 01/17/2024 24422EVN6 865,000.00 John Deere Capital Corp Note

0.45% Due 1/17/2024
100.000 865,000.00 0.00 865,000.00 614.15
Execution Time: 2/4/2024 12:21:56 AMPage 18
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

DISPOSITIONS
Maturity 01/31/2024 9128285Z9 2,000,000.00 US Treasury Note

2.5% Due 1/31/2024
100.000 2,000,000.00 0.00 2,000,000.00 -65,631.70
Subtotal 7,365,000.00 7,321,835.94 43,164.06 7,365,000.00 -57,908.18 Security
Withdrawal
01/29/2024 31846V567 369.00 First American Govt Obligation MMKT Class-Z

1.000 369.00 0.00 369.00 0.00
Subtotal 369.00 369.00 0.00 369.00 0.00
TOTAL DISPOSITIONS 12,157,926.31 12,114,762.25 81,527.25 12,196,289.50 -57,787.82

OTHER TRANSACTIONS
Interest 01/02/2024 3135G0V75 2,000,000.00 FNMA Note

1.75% Due 7/2/2024

0.000 17,500.00 0.00 17,500.00 0.00
Interest 01/06/2024 3133ENKS8 755,000.00 FFCB Note

1.125% Due 1/6/2025

0.000 4,246.88 0.00 4,246.88 0.00
Interest 01/12/2024 459058KT9 500,000.00 Intl. Bank Recon & Development Note

3.5% Due 7/12/2028

0.000 8,750.00 0.00 8,750.00 0.00
Interest 01/15/2024 79466LAG9 200,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022

0.625% Due 7/15/2024

0.000 625.00 0.00 625.00 0.00
Interest 01/15/2024 91282CBE0 2,000,000.00 US Treasury Note

0.125% Due 1/15/2024

0.000 1,250.00 0.00 1,250.00 0.00
Interest 01/17/2024 24422EVN6 865,000.00 John Deere Capital Corp Note

0.45% Due 1/17/2024

0.000 1,946.25 0.00 1,946.25 0.00
Interest 01/17/2024 61747YET8 1,000,000.00 Morgan Stanley Callable Note Cont 7/17/2025

4.679% Due 7/17/2026

0.000 23,395.00 0.00 23,395.00 0.00
Interest 01/21/2024 78016EYM3 1,000,000.00 Royal Bank of Canada Note

1.6% Due 1/21/2025

0.000 8,000.00 0.00 8,000.00 0.00
Interest 01/30/2024 3133EPZY4 2,000,000.00 FFCB Note
5% Due 7/30/2026

0.000 25,000.00 0.00 25,000.00 0.00
Execution Time: 2/4/2024 12:21:56 AMPage 19
Transaction Ledger
As of January 31, 2024
Murrieta Consolidated
Account
Transaction
Type
Settlement
Date CUSIP Quantity Security Description Price Acq/Disp Yield Amount Interest
Pur/Sold Total Amount Gain/Loss

OTHER TRANSACTIONS
Interest 01/30/2024 91159HHX1 1,000,000.00 US Bancorp Callable Note Cont 6/28/2024

2.4% Due 7/30/2024

0.000 12,000.00 0.00 12,000.00 0.00
Interest 01/31/2024 9128285Z9 2,000,000.00 US Treasury Note

2.5% Due 1/31/2024

0.000 25,000.00 0.00 25,000.00 0.00
Interest 01/31/2024 912828Z52 2,000,000.00 US Treasury Note

1.375% Due 1/31/2025

0.000 13,750.00 0.00 13,750.00 0.00
Interest 01/31/2024 91282CAB7 2,000,000.00 US Treasury Note

0.25% Due 7/31/2025

0.000 2,500.00 0.00 2,500.00 0.00
Interest 01/31/2024 91282CFB2 2,000,000.00 US Treasury Note

2.75% Due 7/31/2027

0.000 27,500.00 0.00 27,500.00 0.00
Subtotal 19,320,000.00 171,463.13 0.00 171,463.13 0.00
Dividend 01/02/2024 31846V567 255,264.98 First American Govt Obligation MMKT Class-Z

0.000 401.34 0.00 401.34 0.00
Dividend 01/02/2024 31846V567 90,320.00 First American Govt Obligation MMKT Class-Z

0.000 4,884.58 0.00 4,884.58 0.00
Subtotal 345,584.98 5,285.92 0.00 5,285.92 0.00
TOTAL OTHER TRANSACTIONS 19,665,584.98 176,749.05 0.00 176,749.05 0.00 Execution Time: 2/4/2024 12:21:56 AMPage 20
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income

FIXED INCOME
00440EAV9 Chubb INA Holdings Inc
Callable Note Cont 2/3/2026

3.35% Due 05/03/2026
09/13/2023
09/15/2023
1,000,000.00
954,220.00

0.00 0.00
954,220.00
5,397.22

0.00 8,188.89
2,791.67

0.00 0.00

0.00 2,791.67
2,791.67
023135BW5 Amazon.com Inc
Note

0.45% Due 05/12/2024
05/10/2021
05/12/2021
805,000.00
803,824.70

0.00 0.00
803,824.70
493.06

0.00 794.94
301.88

0.00 0.00

0.00 301.88
301.88
023135CN4 Amazon.com Inc
Note

4.6% Due 12/01/2025
11/29/2022
12/01/2022
425,000.00
424,974.50

0.00 0.00
424,974.50
1,629.17

0.00 3,258.33
1,629.16

0.00 0.00

0.00 1,629.16
1,629.16
02582JJT8 American Express Credit Trust
2022-2 A

3.39% Due 05/17/2027
05/17/2022
05/24/2022
905,000.00
904,799.81

0.00 0.00
904,799.81
1,363.53
2,556.63
1,363.53
2,556.63

0.00 0.00

0.00 2,556.63
2,556.63
037833BY5 Apple Inc
Callable Note Cont 11/23/2025

3.25% Due 02/23/2026
02/22/2023
02/28/2023
1,000,000.00
959,390.00

0.00 0.00
959,390.00
11,555.56

0.00 14,263.89
2,708.33

0.00 0.00

0.00 2,708.33
2,708.33
05593AAC3 BMW Vehicle Lease Trust
2023-1 A3

5.16% Due 11/25/2025
02/07/2023
02/15/2023
155,000.00
154,996.31

0.00 0.00
154,996.31
133.30
666.50
133.30
666.50

0.00 0.00

0.00 666.50
666.50
05601XAC3 BMW Vehicle Lease Trust
2022-1 A3

1.1% Due 03/25/2025
01/11/2022
01/19/2022
51,092.39
84,488.39

0.00 33,403.64
51,084.75

15.49 77.46

9.37 71.34

0.00 0.00

0.00 71.34

71.34 05602RAD3 BMW Vehicle Owner Trust
2022-A A3

3.21% Due 08/25/2026
05/10/2022
05/18/2022
320,072.80
341,682.59

0.00 21,626.44
320,056.15
182.81
914.05
171.24
902.48

0.00 0.00

0.00 902.48
902.48
06051GJY6 Bank of America Corp
Callable Note Cont 6/14/2023

5.72% Due 06/14/2024
06/07/2021
06/14/2021
960,000.00
960,064.00

0.00 0.00
960,064.00
2,745.60

0.00 7,474.13
4,728.53

0.00 0.00

0.00 4,728.53
4,728.53
Execution Time: 2/4/2024 12:21:56 AMPage 21
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
06406RBC0 Bank of NY Mellon Corp
Callable Note Cont 3/25/2025

3.35% Due 04/25/2025
04/19/2022
04/26/2022
900,000.00
899,874.00

0.00 0.00
899,874.00
5,527.50

0.00 8,040.00
2,512.50

0.00 0.00

0.00 2,512.50
2,512.50
06428CAA2 Bank Of America NA
Callable Note cont 7/17/2026

5.526% Due 08/18/2026
09/13/2023
09/15/2023
1,000,000.00
998,810.00

0.00 0.00
998,810.00
20,415.50

0.00 25,020.50
4,605.00

0.00 0.00

0.00 4,605.00
4,605.00
14913R2V8 Caterpillar Financial Service
Note

3.4% Due 05/13/2025
05/10/2022
05/13/2022
480,000.00
479,390.40

0.00 0.00
479,390.40
2,176.00

0.00 3,536.00
1,360.00

0.00 0.00

0.00 1,360.00
1,360.00
14913R2Z9 Caterpillar Financial Service
Note

3.65% Due 08/12/2025
08/08/2022
08/12/2022
1,375,000.00
1,373,336.25

0.00 0.00
1,373,336.25
19,377.95

0.00 23,560.24
4,182.29

0.00 0.00

0.00 4,182.29
4,182.29
161571HT4 Chase Issuance Trust
23-A1 A

5.16% Due 09/15/2028
09/07/2023
09/15/2023
1,320,000.00
1,319,634.10

0.00 0.00
1,319,634.10
3,027.20
5,676.00
3,027.20
5,676.00

0.00 0.00

0.00 5,676.00
5,676.00
166764BT6 Chevron Corp
Callable Note Cont 1/3/2024

2.895% Due 03/03/2024
11/04/2019
11/04/2019
900,000.00
935,334.00

0.00 0.00
935,334.00
8,540.25

0.00 10,711.50
2,171.25

0.00 0.00

0.00 2,171.25
2,171.25
24422EVN6 John Deere Capital Corp
Note
Due 01/17/2024
03/01/2021
03/04/2021

0.00 864,385.85

0.00 864,385.85

0.00 1,773.25
1,946.25

0.00 173.00

0.00 0.00

0.00 173.00
173.00
24422EVQ9 John Deere Capital Corp
Note

0.45% Due 06/07/2024
06/07/2021
06/10/2021
760,000.00
759,050.00

0.00 0.00
759,050.00
228.00

0.00 513.00
285.00

0.00 0.00

0.00 285.00
285.00
24422EXF1 John Deere Capital Corp

4.5% Due 01/08/2027
01/10/2024
01/17/2024
1,000,000.00

0.00 999,460.00

0.00 999,460.00

0.00 (1,125.00)
2,875.00
1,750.00

0.00 0.00

0.00 1,750.00
1,750.00
Execution Time: 2/4/2024 12:21:56 AMPage 22
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
26442UAA2 Duke Energy Progress LLC
Callable Note Cont 5/15/25

3.25% Due 08/15/2025
06/23/2022
06/27/2022
1,000,000.00
990,710.00

0.00 0.00
990,710.00
12,277.78

0.00 14,986.11
2,708.33

0.00 0.00

0.00 2,708.33
2,708.33
3130A1XJ2 FHLB
Note

2.875% Due 06/14/2024
09/13/2019
09/13/2019
2,000,000.00
2,101,140.00

0.00 0.00
2,101,140.00
2,715.28

0.00 7,506.94
4,791.66

0.00 0.00

0.00 4,791.66
4,791.66
3130AQF40 FHLB
Note
1% Due 12/20/2024
12/21/2021
12/22/2021
1,400,000.00
1,398,768.00

0.00 0.00
1,398,768.00
427.78

0.00 1,594.44
1,166.66

0.00 0.00

0.00 1,166.66
1,166.66
3130AVVX7 FHLB
Note

3.75% Due 06/09/2028
06/07/2023
06/09/2023
1,120,000.00
1,107,243.20

0.00 0.00
1,107,243.20
2,566.67

0.00 6,066.67
3,500.00

0.00 0.00

0.00 3,500.00
3,500.00
3130AWC24 FHLB
Note
4% Due 06/09/2028
07/06/2023
07/10/2023
2,000,000.00
1,956,940.00

0.00 0.00
1,956,940.00
4,888.89

0.00 11,555.56
6,666.67

0.00 0.00

0.00 6,666.67
6,666.67
3130AWLZ1 FHLB
Note

4.75% Due 06/12/2026
08/16/2023
08/17/2023
2,000,000.00
1,998,620.00

0.00 0.00
1,998,620.00
5,013.89

0.00 12,930.56
7,916.67

0.00 0.00

0.00 7,916.67
7,916.67
3130AWTQ3 FHLB
Note

4.625% Due 09/11/2026
Various
Various
4,500,000.00
4,476,030.00

0.00 0.00
4,476,030.00
84,984.38

0.00 102,328.13
17,343.75

0.00 0.00

0.00 17,343.75
17,343.75
3130AXU63 Federal Home Loan Banks
Note

4.625% Due 11/17/2026
11/30/2023
12/01/2023
1,750,000.00
1,754,427.50

0.00 0.00
1,754,427.50
9,892.36

0.00 16,637.15
6,744.79

0.00 0.00

0.00 6,744.79
6,744.79
3130AYPN0 FHLB
Note

4.125% Due 01/15/2027
01/30/2024
01/31/2024
2,000,000.00

0.00 1,995,560.00

0.00 1,995,560.00

0.00 (458.33)
458.33

0.00 0.00

0.00 0.00

0.00 0.00
Execution Time: 2/4/2024 12:21:56 AMPage 23
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3133EKMX1 FFCB
Note

2.23% Due 02/23/2024
07/16/2019
07/16/2019
2,000,000.00
2,022,820.00

0.00 0.00
2,022,820.00
15,857.78

0.00 19,574.44
3,716.66

0.00 0.00

0.00 3,716.66
3,716.66
3133ENKS8 FFCB
Note

1.125% Due 01/06/2025
01/06/2022
01/11/2022
755,000.00
753,301.25

0.00 0.00
753,301.25
4,128.91
4,246.88
589.84
707.81

0.00 0.00

0.00 707.81
707.81
3133ENPG9 FFCB
Note

1.75% Due 02/14/2025
02/25/2022
02/28/2022
1,200,000.00
1,197,456.00

0.00 0.00
1,197,456.00
7,991.67

0.00 9,741.67
1,750.00

0.00 0.00

0.00 1,750.00
1,750.00
3133EPSW6 FFCB
Note

4.5% Due 08/14/2026
08/09/2023
08/14/2023
2,405,000.00
2,399,468.50

0.00 0.00
2,399,468.50
41,185.63

0.00 50,204.38
9,018.75

0.00 0.00

0.00 9,018.75
9,018.75
3133EPW68 FFCB
Note

4.125% Due 01/22/2026
01/24/2024
01/25/2024
1,400,000.00

0.00 1,392,860.00

0.00 1,392,860.00

0.00 (481.25)
1,443.75
962.50

0.00 0.00

0.00 962.50
962.50
3133EPWK7 FFCB
Note

4.5% Due 09/22/2028
10/12/2023
10/16/2023
2,000,000.00
1,981,460.00

0.00 0.00
1,981,460.00
24,750.00

0.00 32,250.00
7,500.00

0.00 0.00

0.00 7,500.00
7,500.00
3133EPZY4 FFCB
Note
5% Due 07/30/2026
11/09/2023
11/10/2023
2,000,000.00
2,007,480.00

0.00 0.00
2,007,480.00
16,944.44
25,000.00
277.78
8,333.34

0.00 0.00

0.00 8,333.34
8,333.34
3135G0V75 FNMA
Note

1.75% Due 07/02/2024
10/21/2019
10/21/2019
2,000,000.00
2,007,660.00

0.00 0.00
2,007,660.00
17,402.78
17,500.00
2,819.44
2,916.66

0.00 0.00

0.00 2,916.66
2,916.66
3137BM7C4 FHLMC
K051 A2

3.308% Due 09/25/2025
06/23/2022
06/28/2022
1,223,000.00
1,220,420.23

0.00 0.00
1,220,420.23
3,371.40
3,371.40
3,371.40
3,371.40

0.00 0.00

0.00 3,371.40
3,371.40
Execution Time: 2/4/2024 12:21:56 AMPage 24
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
3137BSP72 FHLMC
K058 A2

2.653% Due 08/25/2026
02/09/2023
02/14/2023
2,000,000.00
1,890,546.88

0.00 0.00
1,890,546.88
4,421.67
4,421.67
4,421.67
4,421.67

0.00 0.00

0.00 4,421.67
4,421.67
3137BTUM1 FHLMC
K061 A2

3.347% Due 11/25/2026
09/22/2022
09/27/2022
896,969.59
866,394.49

0.00 1,624.70
864,769.79
2,506.50
2,506.50
2,501.80
2,501.80

0.00 0.00

0.00 2,501.80
2,501.80
3137BVZ82 FHLMC
K063

3.43% Due 01/25/2027
Various
Various
862,000.00
839,600.51

0.00 0.00
839,600.51
2,463.89
2,463.88
2,463.89
2,463.88

0.00 0.00

0.00 2,463.88
2,463.88
3137F1G44 FHLMC
K065 A2

3.243% Due 04/25/2027
09/19/2022
09/22/2022
1,000,000.00
965,468.75

0.00 0.00
965,468.75
2,702.50
2,702.50
2,702.50
2,702.50

0.00 0.00

0.00 2,702.50
2,702.50
3137F4X72 FHLMC
K075 A2

3.65% Due 02/25/2028
09/14/2023
09/19/2023
1,165,000.00
1,107,478.13

0.00 0.00
1,107,478.13
3,543.54
3,543.54
3,543.54
3,543.54

0.00 0.00

0.00 3,543.54
3,543.54
3137FBU79 FHLMC
K069 A2

3.187% Due 09/25/2027
05/18/2023
05/23/2023
1,250,000.00
1,200,732.43

0.00 0.00
1,200,732.43
3,319.79
3,319.79
3,319.79
3,319.79

0.00 0.00

0.00 3,319.79
3,319.79
341081GN1 Florida Power and Light
Callable Note Cont 3/15/2028

4.4% Due 05/15/2028
05/22/2023
05/24/2023
1,500,000.00
1,484,025.00

0.00 0.00
1,484,025.00
8,433.33

0.00 13,933.33
5,500.00

0.00 0.00

0.00 5,500.00
5,500.00
362554AC1 GM Financial Securitized Term
2021-4 A3

0.68% Due 09/16/2026
10/13/2021
10/21/2021
168,770.01
180,104.16

0.00 11,338.45
168,765.71

51.03 102.06

47.82 98.85

0.00 0.00

0.00 98.85

98.85 36265WAD5 GM Financial Securitized Auto
2022-3 A3

3.64% Due 04/16/2027
07/06/2022
07/13/2022
320,000.00
319,997.79

0.00 0.00
319,997.79
485.33
970.67
485.33
970.67

0.00 0.00

0.00 970.67
970.67
Execution Time: 2/4/2024 12:21:56 AMPage 25
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
379929AD4 GM Financial Auto Leasing
2023-3 A3

5.38% Due 11/20/2026
08/08/2023
08/16/2023
280,000.00
279,966.43

0.00 0.00
279,966.43
460.29
1,255.33
460.29
1,255.33

0.00 0.00

0.00 1,255.33
1,255.33
380146AC4 GM Financial Auto Receivables
2022-1 A3

1.26% Due 11/16/2026
01/11/2022
01/19/2022
168,640.15
179,284.26

0.00 10,658.77
168,625.49

94.13 188.27

88.54 182.68

0.00 0.00

0.00 182.68
182.68
437076CR1 Home Depot
Callable Note Cont 8/15/2025
4% Due 09/15/2025
09/14/2022
09/19/2022
1,000,000.00
996,380.00

0.00 0.00
996,380.00
11,777.78

0.00 15,111.11
3,333.33

0.00 0.00

0.00 3,333.33
3,333.33
43813GAC5 Honda Auto Receivables Trust
2021-1 A3

0.27% Due 04/21/2025
02/17/2021
02/24/2021
33,003.21
41,576.83

0.00 8,574.22
33,002.61

3.12 9.35

2.48 8.71

0.00 0.00

0.00 8.71

8.71 43815GAC3 Honda Auto Receivables Trust
2021-4 A3

0.88% Due 01/21/2026
11/16/2021
11/24/2021
212,714.37
229,813.80

0.00 17,144.26
212,669.54

56.19 168.57

52.00 164.38

0.00 0.00

0.00 164.38
164.38
43815PAC3 Honda Auto Receivables
2022-2 A3

3.73% Due 07/20/2026
08/15/2022
08/24/2022
365,000.00
364,978.25

0.00 0.00
364,978.25
491.63
1,134.54
491.63
1,134.54

0.00 0.00

0.00 1,134.54
1,134.54
438516CB0 Honeywell Intl
Callable Note Cont 5/1/2025

1.35% Due 06/01/2025
03/09/2022
03/11/2022
1,000,000.00
970,280.00

0.00 0.00
970,280.00
1,125.00

0.00 2,250.00
1,125.00

0.00 0.00

0.00 1,125.00
1,125.00
44933LAC7 Hyundai Auto Receivables Trust
2021-A A3

0.38% Due 09/15/2025
04/20/2021
04/28/2021
105,127.01
124,343.86

0.00 19,227.91
105,115.95

21.00 39.38

17.75 36.13

0.00 0.00

0.00 36.13

36.13 44934KAC8 Hyundai Auto Receivables Trust
2021-B A3

0.38% Due 01/15/2026
07/20/2021
07/28/2021
367,133.37
411,337.07

0.00 44,284.72
367,052.35

69.49 130.29

62.00 122.80

0.00 0.00

0.00 122.80
122.80
Execution Time: 2/4/2024 12:21:56 AMPage 26
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
4581X0DZ8 Inter-American Dev Bank
Note

0.5% Due 09/23/2024
09/15/2021
09/23/2021
1,585,000.00
1,583,827.10

0.00 0.00
1,583,827.10
2,157.36

0.00 2,817.78
660.42

0.00 0.00

0.00 660.42
660.42
459058KT9 Intl. Bank Recon & Development
Note

3.5% Due 07/12/2028
07/24/2023
07/26/2023
500,000.00
483,115.00

0.00 0.00
483,115.00
8,215.28
8,750.00
923.61
1,458.33

0.00 0.00

0.00 1,458.33
1,458.33
47787JAC2 John Deere Owner Trust
2022-A A3

2.32% Due 09/16/2026
03/10/2022
03/16/2022
324,250.38
346,390.45

0.00 22,211.79
324,178.66
357.25
669.84
334.34
646.93

0.00 0.00

0.00 646.93
646.93
47788UAC6 John Deere Owner Trust
2021-A A3

0.36% Due 09/15/2025
03/02/2021
03/10/2021
86,383.21
101,117.56

0.00 14,750.95
86,366.61

16.18 30.34

13.82 27.98

0.00 0.00

0.00 27.98

27.98 47789QAC4 John Deere Owner Trust
2021-B A3

0.52% Due 03/16/2026
07/13/2021
07/21/2021
231,445.15
252,839.32

0.00 21,414.82
231,424.50

58.44 109.57

53.49 104.62

0.00 0.00

0.00 104.62
104.62
48125LRU8 JP Morgan Chase Bank
Callable Note Cont 11/08/2026

5.11% Due 12/08/2026
Various
12/08/2023
1,575,000.00
1,576,460.00

0.00 0.00
1,576,460.00
5,141.94

0.00 11,848.82
6,706.88

0.00 0.00

0.00 6,706.88
6,706.88
57629W6F2 Mass Mutual Global funding
Note

4.5% Due 04/10/2026
04/04/2023
04/12/2023
750,000.00
749,482.50

0.00 0.00
749,482.50
7,593.75

0.00 10,406.25
2,812.50

0.00 0.00

0.00 2,812.50
2,812.50
58769KAD6 Mercedes-Benz Auto Lease Trust
2021-B A3
Due 11/15/2024
06/22/2021
06/29/2021

0.00 44,167.59

0.00 44,167.59

0.00 7.85

14.72 0.00

6.87 0.00

0.00 0.00

6.87 6.87
58989V2F0 Met Tower Global Funding
Note

5.4% Due 06/20/2026
06/12/2023
06/20/2023
1,000,000.00
1,000,440.00

0.00 0.00
1,000,440.00
1,650.00

0.00 6,150.00
4,500.00

0.00 0.00

0.00 4,500.00
4,500.00
Execution Time: 2/4/2024 12:21:56 AMPage 27
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
594918BX1 Microsoft
Callable Note Cont 12/6/2023

2.875% Due 02/06/2024
07/18/2019
07/18/2019
1,850,000.00
1,914,361.50

0.00 0.00
1,914,361.50
21,422.74

0.00 25,855.03
4,432.29

0.00 0.00

0.00 4,432.29
4,432.29
61747YET8 Morgan Stanley
Callable Note Cont 7/17/2025

4.679% Due 07/17/2026
09/14/2022
09/16/2022
1,000,000.00
994,030.00

0.00 0.00
994,030.00
21,315.44
23,395.00
1,819.61
3,899.17

0.00 0.00

0.00 3,899.17
3,899.17
63743HFE7 National Rural Utilities
Note

3.45% Due 06/15/2025
Various
Various
1,105,000.00
1,099,973.65

0.00 0.00
1,099,973.65
1,694.34

0.00 4,871.21
3,176.87

0.00 0.00

0.00 3,176.87
3,176.87
665859AW4 Northern Trust Company
Callable Note Cont 4/10/2027
4% Due 05/10/2027
09/14/2022
09/16/2022
1,000,000.00
990,460.00

0.00 0.00
990,460.00
5,666.67

0.00 9,000.00
3,333.33

0.00 0.00

0.00 3,333.33
3,333.33
69371RR24 Paccar Financial Corp
Note

0.35% Due 02/02/2024
01/28/2021
02/02/2021
795,000.00
794,077.80

0.00 0.00
794,077.80
1,151.65

0.00 1,383.52
231.87

0.00 0.00

0.00 231.87
231.87
69371RR40 Paccar Financial Corp
Note

0.5% Due 08/09/2024
08/03/2021
08/09/2021
245,000.00
244,867.70

0.00 0.00
244,867.70
483.19

0.00 585.28
102.09

0.00 0.00

0.00 102.09
102.09
69371RS56 Paccar Financial Corp
Note

5.05% Due 08/10/2026
Various
Various
1,450,000.00
1,451,925.00

0.00 0.00
1,451,925.00
28,679.80

0.00 34,781.88
6,102.08

0.00 0.00

0.00 6,102.08
6,102.08
713448FW3 Pepsico Inc.

Callable Note Cont 10/10/2026

5.125% Due 11/10/2026
11/08/2023
11/10/2023
510,000.00
509,862.30

0.00 0.00
509,862.30
3,702.81

0.00 5,880.94
2,178.13

0.00 0.00

0.00 2,178.13
2,178.13
74456QBU9 Public Service El & Gas
Callable Note Cont 02/01/28

3.7% Due 05/01/2028
06/22/2023
06/26/2023
750,000.00
715,005.00

0.00 0.00
715,005.00
4,625.00

0.00 6,937.50
2,312.50

0.00 0.00

0.00 2,312.50
2,312.50
Execution Time: 2/4/2024 12:21:56 AMPage 28
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
78016EYM3 Royal Bank of Canada
Note

1.6% Due 01/21/2025
01/12/2022
01/21/2022
1,000,000.00
1,000,000.00

0.00 0.00
1,000,000.00
7,111.11
8,000.00
444.44
1,333.33

0.00 0.00

0.00 1,333.33
1,333.33
78016HZT0 ROYAL BANK OF CANADA
Note

4.875% Due 01/19/2027
01/10/2024
01/19/2024
1,245,000.00

0.00 1,244,688.75

0.00 1,244,688.75

0.00 0.00
2,023.13
2,023.13

0.00 0.00

0.00 2,023.13
2,023.13
79466LAG9 Salesforce.com Inc
Callable Note Cont 7/15/2022

0.625% Due 07/15/2024
06/29/2021
07/12/2021
200,000.00
199,898.00

0.00 0.00
199,898.00
576.39
625.00

55.56 104.17

0.00 0.00

0.00 104.17
104.17
808513BN4 Charles Schwab Corp
Callable Note Cont 2/18/2024

0.75% Due 03/18/2024
03/16/2021
03/18/2021
575,000.00
574,712.50

0.00 0.00
574,712.50
1,233.85

0.00 1,593.23
359.38

0.00 0.00

0.00 359.38
359.38
857477BR3 State Street Bank
Callable Note Cont 2/6/2025

1.746% Due 02/06/2026
02/02/2022
02/07/2022
335,000.00
335,000.00

0.00 0.00
335,000.00
2,355.89

0.00 2,843.31
487.42

0.00 0.00

0.00 487.42
487.42
89115A2A9 Toronto-Dominion Bank
Note

3.766% Due 06/06/2025
06/02/2022
06/08/2022
1,000,000.00
1,001,830.00

0.00 0.00
1,001,830.00
2,615.28

0.00 5,753.61
3,138.33

0.00 0.00

0.00 3,138.33
3,138.33
89236TJH9 Toyota Motor Credit Corp
Note

0.5% Due 06/18/2024
06/15/2021
06/18/2021
1,140,000.00
1,138,643.40

0.00 0.00
1,138,643.40
205.83

0.00 680.83
475.00

0.00 0.00

0.00 475.00
475.00
89240BAC2 Toyota Auto Receivables Owners
2021-A A3

0.26% Due 05/15/2025
02/02/2021
02/08/2021
125,384.91
156,172.09

0.00 30,810.45
125,361.64

18.05 33.84

14.49 30.28

0.00 0.00

0.00 30.28

30.28 91159HHX1 US Bancorp
Callable Note Cont 6/28/2024

2.4% Due 07/30/2024
11/09/2021
11/12/2021
1,000,000.00
1,041,550.00

0.00 0.00
1,041,550.00
10,066.67
12,000.00

66.67 2,000.00

0.00 0.00

0.00 2,000.00
2,000.00
Execution Time: 2/4/2024 12:21:56 AMPage 29
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
9128283F5 US Treasury
Note

2.25% Due 11/15/2027
06/07/2023
06/09/2023
1,400,000.00
1,298,937.50

0.00 0.00
1,298,937.50
4,067.31

0.00 6,750.00
2,682.69

0.00 0.00

0.00 2,682.69
2,682.69
9128285C0 US Treasury
Note
3% Due 09/30/2025
Various
Various
3,250,000.00
3,259,882.81

0.00 0.00
3,259,882.81
24,774.59

0.00 33,032.79
8,258.20

0.00 0.00

0.00 8,258.20
8,258.20
9128285J5 US Treasury
Note
3% Due 10/31/2025
06/23/2022
06/24/2022
2,500,000.00
2,498,632.81

0.00 0.00
2,498,632.81
12,774.73

0.00 19,162.09
6,387.36

0.00 0.00

0.00 6,387.36
6,387.36
9128285T3 US Treasury
Note

2.625% Due 12/31/2025
09/14/2022
09/15/2022
2,500,000.00
2,412,792.97

0.00 0.00
2,412,792.97
180.29

0.00 5,769.23
5,588.94

0.00 0.00

0.00 5,588.94
5,588.94
9128285Z9 US Treasury
Note
Due 01/31/2024
09/13/2019
09/13/2019

0.00 2,065,631.70

0.00 2,065,631.70

0.00 20,923.91
25,000.00

0.00 4,076.09

0.00 0.00

0.00 4,076.09
4,076.09
9128286L9 US Treasury
Note

2.25% Due 03/31/2026
09/14/2022
09/15/2022
2,500,000.00
2,377,832.03

0.00 0.00
2,377,832.03
14,293.03

0.00 19,057.38
4,764.35

0.00 0.00

0.00 4,764.35
4,764.35
912828M56 US Treasury
Note

2.25% Due 11/15/2025
06/23/2022
06/24/2022
2,500,000.00
2,431,152.34

0.00 0.00
2,431,152.34
7,263.05

0.00 12,053.57
4,790.52

0.00 0.00

0.00 4,790.52
4,790.52
912828U24 US Treasury
Note
2% Due 11/15/2026
09/13/2023
09/14/2023
3,000,000.00
2,767,031.25

0.00 0.00
2,767,031.25
7,747.25

0.00 12,857.14
5,109.89

0.00 0.00

0.00 5,109.89
5,109.89
912828YM6 US Treasury
Note

1.5% Due 10/31/2024
09/24/2021
09/27/2021
1,700,000.00
1,749,273.44

0.00 0.00
1,749,273.44
4,343.41

0.00 6,515.11
2,171.70

0.00 0.00

0.00 2,171.70
2,171.70
Execution Time: 2/4/2024 12:21:56 AMPage 30
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
912828YX2 US Treasury
Note

1.75% Due 12/31/2026
12/27/2023
12/28/2023
1,750,000.00
1,641,240.23

0.00 0.00
1,641,240.23

84.13 0.00
2,692.31
2,608.18

0.00 0.00

0.00 2,608.18
2,608.18
912828Z52 US Treasury
Note

1.375% Due 01/31/2025
06/04/2021
06/07/2021
2,000,000.00
2,062,500.00

0.00 0.00
2,062,500.00
11,508.15
13,750.00

75.55 2,317.40

0.00 0.00

0.00 2,317.40
2,317.40
912828ZC7 US Treasury
Note

1.125% Due 02/28/2025
02/09/2022
02/10/2022
1,200,000.00
1,183,359.38

0.00 0.00
1,183,359.38
4,561.81

0.00 5,711.54
1,149.73

0.00 0.00

0.00 1,149.73
1,149.73
912828ZF0 US Treasury
Note

0.5% Due 03/31/2025
03/03/2021
03/04/2021
2,000,000.00
1,997,031.25

0.00 0.00
1,997,031.25
2,540.98

0.00 3,387.98
847.00

0.00 0.00

0.00 847.00
847.00
912828ZL7 US Treasury
Note

0.375% Due 04/30/2025
04/12/2021
04/13/2021
2,000,000.00
1,977,343.75

0.00 0.00
1,977,343.75
1,277.47

0.00 1,916.21
638.74

0.00 0.00

0.00 638.74
638.74
912828ZT0 US Treasury
Note

0.25% Due 05/31/2025
10/14/2021
10/15/2021
1,800,000.00
1,765,757.81

0.00 0.00
1,765,757.81
393.44

0.00 774.59
381.15

0.00 0.00

0.00 381.15
381.15
91282CAB7 US Treasury
Note

0.25% Due 07/31/2025
12/02/2021
12/03/2021
2,000,000.00
1,942,031.25

0.00 0.00
1,942,031.25
2,092.39
2,500.00

13.74 421.35

0.00 0.00

0.00 421.35
421.35
91282CAJ0 US Treasury
Note

0.25% Due 08/31/2025
03/22/2022
03/23/2022
1,000,000.00
928,828.13

0.00 0.00
928,828.13
844.78

0.00 1,057.69
212.91

0.00 0.00

0.00 212.91
212.91
91282CBE0 US Treasury
Note
Due 01/15/2024
01/12/2021
01/15/2021

0.00 1,992,890.63

0.00 1,992,890.63

0.00 1,154.89
1,250.00

0.00 95.11

0.00 0.00

0.00 95.11

95.11 Execution Time: 2/4/2024 12:21:56 AMPage 31
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
91282CBR1 US Treasury
Note

0.25% Due 03/15/2024
06/28/2021
06/29/2021
2,000,000.00
1,991,875.00

0.00 0.00
1,991,875.00
1,483.52

0.00 1,909.34
425.82

0.00 0.00

0.00 425.82
425.82
91282CBV2 US Treasury
Note

0.375% Due 04/15/2024
04/28/2021
04/29/2021
1,100,000.00
1,100,644.53

0.00 0.00
1,100,644.53
879.10

0.00 1,228.48
349.38

0.00 0.00

0.00 349.38
349.38
91282CCC3 US Treasury
Note

0.25% Due 05/15/2024
05/12/2021
05/17/2021
1,000,000.00
996,875.00

0.00 0.00
996,875.00
322.80

0.00 535.71
212.91

0.00 0.00

0.00 212.91
212.91
91282CCT6 US Treasury
Note

0.375% Due 08/15/2024
08/26/2021
08/27/2021
2,000,000.00
1,995,234.38

0.00 0.00
1,995,234.38
2,832.88

0.00 3,464.67
631.79

0.00 0.00

0.00 631.79
631.79
91282CCX7 US Treasury
Note

0.375% Due 09/15/2024
09/10/2021
09/15/2021
1,800,000.00
1,796,484.38

0.00 0.00
1,796,484.38
2,002.75

0.00 2,577.61
574.86

0.00 0.00

0.00 574.86
574.86
91282CDH1 US Treasury
Note

0.75% Due 11/15/2024
11/29/2021
11/30/2021
2,000,000.00
1,996,328.13

0.00 0.00
1,996,328.13
1,936.81

0.00 3,214.29
1,277.48

0.00 0.00

0.00 1,277.48
1,277.48
91282CDN8 US Treasury
Note
1% Due 12/15/2024
12/29/2021
12/30/2021
900,000.00
900,386.72

0.00 0.00
900,386.72
418.03

0.00 1,180.33
762.30

0.00 0.00

0.00 762.30
762.30
91282CEF4 US Treasury
Note

2.5% Due 03/31/2027
11/17/2022
11/18/2022
2,500,000.00
2,349,414.06

0.00 0.00
2,349,414.06
15,881.15

0.00 21,174.86
5,293.71

0.00 0.00

0.00 5,293.71
5,293.71
91282CEW7 US Treasury
Note

3.25% Due 06/30/2027
12/12/2022
12/13/2022
1,300,000.00
1,266,687.50

0.00 0.00
1,266,687.50
116.07

0.00 3,714.29
3,598.22

0.00 0.00

0.00 3,598.22
3,598.22
Execution Time: 2/4/2024 12:21:56 AMPage 32
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
91282CFB2 US Treasury
Note

2.75% Due 07/31/2027
07/26/2023
07/27/2023
2,000,000.00
1,887,109.38

0.00 0.00
1,887,109.38
23,016.30
27,500.00
151.10
4,634.80

0.00 0.00

0.00 4,634.80
4,634.80
91282CFH9 US Treasury
Note

3.125% Due 08/31/2027
01/24/2023
01/25/2023
2,500,000.00
2,445,117.19

0.00 0.00
2,445,117.19
26,399.38

0.00 33,052.88
6,653.50

0.00 0.00

0.00 6,653.50
6,653.50
91282CFM8 US Treasury
Note

4.125% Due 09/30/2027
02/22/2023
02/28/2023
1,600,000.00
1,595,500.00

0.00 0.00
1,595,500.00
16,770.49

0.00 22,360.66
5,590.17

0.00 0.00

0.00 5,590.17
5,590.17
91324PEB4 United Health Group Inc
Callable Note Cont 5/15/2022

0.55% Due 05/15/2024
11/08/2021
11/10/2021
425,000.00
422,560.50

0.00 0.00
422,560.50
298.68

0.00 493.47
194.79

0.00 0.00

0.00 194.79
194.79
92348KAV5 Verizon Master Trust
2022-5 A1A
Due 07/20/2027
08/02/2022
08/11/2022

0.00 414,981.74

0.00 414,981.74

0.00 471.72
1,286.50

0.00 814.78

0.00 0.00

0.00 814.78
814.78
Total Fixed Income 134,405,986.55
132,856,064.47
5,632,568.75
5,639,128.63
132,849,504.59
732,785.29
207,761.74
822,256.08
297,232.53

0.00 0.00

0.00 297,232.53
297,232.53

CASH & EQUIVALENT
21684XH82 Cooperative Rabobank UA
Yankee CD

5.9% Due 09/06/2024
09/13/2023
09/14/2023
2,000,000.00
1,999,872.84

0.00 0.00
1,999,872.84
38,022.22

0.00 48,183.33
10,161.11

0.00 0.00

0.00 10,161.11
10,161.11
31846V567 First American
Govt Obligation MMKT Class-Z
Various
Various
324,160.45
345,584.98
4,055,160.97
4,076,585.50
324,160.45

0.00 5,285.92

0.00 5,285.92

0.00 0.00

0.00 5,285.92
5,285.92
Execution Time: 2/4/2024 12:21:56 AMPage 33
Income Earned
As of January 31, 2024
Murrieta Consolidated
Account
CUSIP Security Description
Trade Date
Settle Date
Units
Book Value: Begin
Book Value: Acq
Book Value: Disp
Book Value: End
Prior Accrued
Inc. Received
Ending Accrued
Total Interest
Accr. Of Discount
Amort. Of Premium
Net Accret/Amort
Income Earned
Total Income
62479LDC6 MUFG Bank Ltd
Discount CP

5.64% Due 04/12/2024
09/13/2023
09/14/2023
2,000,000.00
1,933,886.67

0.00 0.00
1,933,886.67
34,153.33

0.00 43,866.66
9,713.33

0.00 0.00

0.00 9,713.33
9,713.33
89233GEM4 Toyota Motor Credit
Discount CP

5.62% Due 05/21/2024
10/02/2023
10/03/2023
2,000,000.00
1,927,876.67

0.00 0.00
1,927,876.67
28,100.00

0.00 37,778.89
9,678.89

0.00 0.00

0.00 9,678.89
9,678.89
912797GB7 US Treasury
Bill

4.993% Due 07/11/2024
01/16/2024
01/17/2024
2,750,000.00

0.00 2,682,875.25

0.00 2,682,875.25

0.00 0.00
5,720.86
5,720.86

0.00 0.00

0.00 5,720.86
5,720.86
912797GQ4 US Treasury
Bill

5.298% Due 03/07/2024
09/13/2023
09/14/2023
2,500,000.00
2,435,620.66

0.00 0.00
2,435,620.66
40,099.13

0.00 51,503.47
11,404.34

0.00 0.00

0.00 11,404.34
11,404.34
912797HY6 US Treasury
Bill
Due 01/09/2024
09/13/2023
09/14/2023

0.00 2,456,835.94

0.00 2,456,835.94

0.00 40,212.67
43,164.06

0.00 2,951.39

0.00 0.00

0.00 2,951.39
2,951.39
Total Cash & Equivalent 11,574,160.45
11,099,677.76
6,738,036.22
6,533,421.44
11,304,292.54
180,587.35
48,449.98
187,053.21
54,915.84

0.00 0.00

0.00 54,915.84
54,915.84
TOTAL PORTFOLIO 145,980,147.00
143,955,742.23
12,370,604.97
12,172,550.07
144,153,797.13
913,372.64
256,211.72
1,009,309.29
352,148.37

0.00 0.00

0.00 352,148.37
352,148.37
Execution Time: 2/4/2024 12:21:56 AMPage 34
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/02/2024 Maturity 69371RR24 795,000.00 Paccar Financial Corp Note 795,000.00 1,391.25 796,391.25 02/06/2024 Interest 857477BR3 335,000.00 State Street Bank Callable Note Cont 2/6/2025

1.746% Due 2/6/2026

0.00 2,924.55 2,924.55
02/06/2024 Maturity 594918BX1 1,850,000.00 Microsoft Callable Note Cont 12/6/2023

2.875% Due 2/6/2024
1,850,000.00 26,593.75 1,876,593.75
02/09/2024 Interest 69371RR40 245,000.00 Paccar Financial Corp Note

0.5% Due 8/9/2024

0.00 612.50 612.50
02/10/2024 Interest 69371RS56 1,450,000.00 Paccar Financial Corp Note

5.05% Due 8/10/2026

0.00 36,612.50 36,612.50
02/12/2024 Interest 14913R2Z9 1,375,000.00 Caterpillar Financial Service Note

3.65% Due 8/12/2025

0.00 25,093.75 25,093.75
02/14/2024 Interest 3133ENPG9 1,200,000.00 FFCB Note

1.75% Due 2/14/2025

0.00 10,500.00 10,500.00
02/14/2024 Interest 3133EPSW6 2,405,000.00 FFCB Note

4.5% Due 8/14/2026

0.00 54,112.50 54,112.50
02/15/2024 Interest 26442UAA2 1,000,000.00 Duke Energy Progress LLC Callable Note Cont 5/15/25

3.25% Due 8/15/2025

0.00 16,250.00 16,250.00
02/15/2024 Interest 91282CCT6 2,000,000.00 US Treasury Note

0.375% Due 8/15/2024

0.00 3,750.00 3,750.00
02/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
02/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,876.95 116.26 45,993.21
02/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,015.75 626.88 16,642.63
02/15/2024 Paydown 44933LAC7 105,127.01 Hyundai Auto Receivables Trust 2021-A A3

0.38% Due 9/15/2025
26,268.94 33.29 26,302.23
02/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,585.67 25.91 9,611.58
02/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
Execution Time: 2/4/2024 12:21:56 AMPage 35
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,521.95 100.29 16,622.24
02/15/2024 Paydown 89240BAC2 125,384.91 Toyota Auto Receivables Owners 2021-A A3

0.26% Due 5/15/2025
62,682.27 27.17 62,709.44
02/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,036.72 95.64 12,132.36
02/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027

0.00 970.67 970.67
02/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,197.80 177.07 10,374.87
02/18/2024 Interest 06428CAA2 1,000,000.00 Bank Of America NA Callable Note cont 7/17/2026

5.526% Due 8/18/2026

0.00 27,630.00 27,630.00
02/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026

0.00 1,134.54 1,134.54
02/19/2024 Paydown 3137F4X72 0.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
02/19/2024 Paydown 3137BVZ82 0.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.88 2,463.88
02/19/2024 Paydown 3137FBU79 0.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
02/19/2024 Paydown 3137BTUM1 0.00 FHLMC K061 A2

3.347% Due 11/25/2026
1,685.20 2,506.50 4,191.70
02/19/2024 Paydown 3137BM7C4 0.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
02/19/2024 Paydown 3137BSP72 0.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
02/19/2024 Paydown 3137F1G44 0.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
02/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
02/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,339.75 155.99 16,495.74
02/21/2024 Paydown 43813GAC5 33,003.21 Honda Auto Receivables Trust 2021-1 A3

0.27% Due 4/21/2025
16,499.61 7.43 16,507.04
Execution Time: 2/4/2024 12:21:56 AMPage 36
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 02/23/2024 Interest 037833BY5 1,000,000.00 Apple Inc Callable Note Cont 11/23/2025

3.25% Due 2/23/2026

0.00 16,250.00 16,250.00
02/23/2024 Maturity 3133EKMX1 2,000,000.00 FFCB Note

2.23% Due 2/23/2024
2,000,000.00 22,300.00 2,022,300.00
02/25/2024 Paydown 05601XAC3 51,092.39 BMW Vehicle Lease Trust 2022-1 A3

1.1% Due 3/25/2025
25,490.33 46.83 25,537.16
02/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
02/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
02/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
02/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025

0.00 666.50 666.50
02/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
43,439.53 856.19 44,295.72
02/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
02/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
02/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
02/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
02/29/2024 Interest 91282CAJ0 1,000,000.00 US Treasury Note

0.25% Due 8/31/2025

0.00 1,250.00 1,250.00
02/29/2024 Interest 91282CFH9 2,500,000.00 US Treasury Note

3.125% Due 8/31/2027

0.00 39,062.50 39,062.50
02/29/2024 Interest 912828ZC7 1,200,000.00 US Treasury Note

1.125% Due 2/28/2025

0.00 6,750.00 6,750.00
FEB 2024 4,947,640.47 350,265.79 5,297,906.26
03/03/2024 Maturity 166764BT6 900,000.00 Chevron Corp Callable Note Cont 1/3/2024

2.895% Due 3/3/2024
900,000.00 13,027.50 913,027.50
Execution Time: 2/4/2024 12:21:56 AMPage 37
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/07/2024 Maturity 912797GQ4 2,500,000.00 US Treasury Bill

5.298% Due 3/7/2024
2,435,620.66 64,379.34 2,500,000.00
03/11/2024 Interest 3130AWTQ3 4,500,000.00 FHLB Note

4.625% Due 9/11/2026

0.00 125,453.13 125,453.13
03/14/2024 Interest 06051GJY6 960,000.00 Bank of America Corp Callable Note Cont 6/14/2023

5.72% Due 6/14/2024

0.00 13,880.54 13,880.54
03/15/2024 Interest 437076CR1 1,000,000.00 Home Depot Callable Note Cont 8/15/2025 4% Due 9/15/2025

0.00 20,000.00 20,000.00
03/15/2024 Interest 91282CCX7 1,800,000.00 US Treasury Note

0.375% Due 9/15/2024

0.00 3,375.00 3,375.00
03/15/2024 Maturity 91282CBR1 2,000,000.00 US Treasury Note

0.25% Due 3/15/2024
2,000,000.00 2,500.00 2,002,500.00
03/15/2024 Paydown 44933LAC7 105,127.01 Hyundai Auto Receivables Trust 2021-A A3

0.38% Due 9/15/2025
26,277.48 24.97 26,302.45
03/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,036.30 595.92 16,632.22
03/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,523.47 93.13 16,616.60
03/15/2024 Paydown 89240BAC2 125,384.91 Toyota Auto Receivables Owners 2021-A A3

0.26% Due 5/15/2025
62,702.64 13.59 62,716.23
03/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,881.16 101.73 45,982.89
03/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
03/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
03/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,588.78 23.04 9,611.82
03/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,039.53 88.82 12,128.35
03/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027

0.00 970.67 970.67
03/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,242.51 166.36 10,408.87
Execution Time: 2/4/2024 12:21:56 AMPage 38
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/18/2024 Maturity 808513BN4 575,000.00 Charles Schwab Corp Callable Note Cont 2/18/2024

0.75% Due 3/18/2024
575,000.00 2,156.25 577,156.25
03/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,168.78 1,134.54 20,303.32
03/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
03/21/2024 Paydown 43813GAC5 33,003.21 Honda Auto Receivables Trust 2021-1 A3

0.27% Due 4/21/2025
16,503.60 3.71 16,507.31
03/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,343.56 144.01 16,487.57
03/22/2024 Interest 3133EPWK7 2,000,000.00 FFCB Note

4.5% Due 9/22/2028

0.00 45,000.00 45,000.00
03/23/2024 Interest 4581X0DZ8 1,585,000.00 Inter-American Dev Bank Note

0.5% Due 9/23/2024

0.00 3,962.50 3,962.50
03/25/2024 Paydown 05601XAC3 51,092.39 BMW Vehicle Lease Trust 2022-1 A3

1.1% Due 3/25/2025
25,602.06 23.47 25,625.53
03/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
40,392.65 739.99 41,132.64
03/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
03/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
03/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
03/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
03/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025

0.00 666.50 666.50
03/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
03/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
03/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
Execution Time: 2/4/2024 12:21:56 AMPage 39
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 03/31/2024 Interest 9128286L9 2,500,000.00 US Treasury Note

2.25% Due 3/31/2026

0.00 28,125.00 28,125.00
03/31/2024 Interest 912828ZF0 2,000,000.00 US Treasury Note

0.5% Due 3/31/2025

0.00 5,000.00 5,000.00
03/31/2024 Interest 91282CEF4 2,500,000.00 US Treasury Note

2.5% Due 3/31/2027

0.00 31,250.00 31,250.00
03/31/2024 Interest 9128285C0 3,250,000.00 US Treasury Note 3% Due 9/30/2025

0.00 48,750.00 48,750.00
03/31/2024 Interest 91282CFM8 1,600,000.00 US Treasury Note

4.125% Due 9/30/2027

0.00 33,000.00 33,000.00
MAR 2024 6,227,923.18 476,462.26 6,704,385.44
04/10/2024 Interest 57629W6F2 750,000.00 Mass Mutual Global funding Note

4.5% Due 4/10/2026

0.00 16,875.00 16,875.00
04/12/2024 Maturity 62479LDC6 2,000,000.00 MUFG Bank Ltd Discount CP

5.64% Due 4/12/2024
1,933,886.67 66,113.33 2,000,000.00
04/15/2024 Maturity 91282CBV2 1,100,000.00 US Treasury Note

0.375% Due 4/15/2024
1,100,000.00 2,062.50 1,102,062.50
04/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
04/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,885.36 87.20 45,972.56
04/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,056.88 564.92 16,621.80
04/15/2024 Paydown 44933LAC7 105,127.01 Hyundai Auto Receivables Trust 2021-A A3

0.38% Due 9/15/2025
26,286.02 16.65 26,302.67
04/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,524.98 85.97 16,610.95
04/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
04/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,591.90 20.16 9,612.06
04/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,299.60 970.67 18,270.27
Execution Time: 2/4/2024 12:21:56 AMPage 40
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,042.35 81.99 12,124.34
04/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,287.40 155.61 10,443.01
04/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,173.41 1,074.96 20,248.37
04/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
04/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,347.38 132.02 16,479.40
04/25/2024 Interest 06406RBC0 900,000.00 Bank of NY Mellon Corp Callable Note Cont 3/25/2025

3.35% Due 4/25/2025

0.00 15,075.00 15,075.00
04/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
04/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
04/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
04/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025

0.00 666.50 666.50
04/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
37,339.88 631.94 37,971.82
04/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
04/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
04/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
04/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
04/30/2024 Interest 9128285J5 2,500,000.00 US Treasury Note 3% Due 10/31/2025

0.00 37,500.00 37,500.00
Execution Time: 2/4/2024 12:21:56 AMPage 41
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 04/30/2024 Interest 912828ZL7 2,000,000.00 US Treasury Note

0.375% Due 4/30/2025

0.00 3,750.00 3,750.00
04/30/2024 Interest 912828YM6 1,700,000.00 US Treasury Note

1.5% Due 10/31/2024

0.00 12,750.00 12,750.00
APR 2024 3,260,721.83 190,426.97 3,451,148.80
05/01/2024 Interest 74456QBU9 750,000.00 Public Service El & Gas Callable Note Cont 02/01/28

3.7% Due 5/1/2028

0.00 13,875.00 13,875.00
05/03/2024 Interest 00440EAV9 1,000,000.00 Chubb INA Holdings Inc Callable Note Cont 2/3/2026

3.35% Due 5/3/2026

0.00 16,750.00 16,750.00
05/10/2024 Interest 665859AW4 1,000,000.00 Northern Trust Company Callable Note Cont 4/10/2027
4% Due 5/10/2027

0.00 20,000.00 20,000.00
05/10/2024 Interest 713448FW3 510,000.00 Pepsico Inc. Callable Note Cont 10/10/2026

5.125% Due 11/10/2026

0.00 13,068.75 13,068.75
05/12/2024 Maturity 023135BW5 805,000.00 Amazon.com Inc Note

0.45% Due 5/12/2024
805,000.00 1,811.25 806,811.25
05/13/2024 Interest 14913R2V8 480,000.00 Caterpillar Financial Service Note

3.4% Due 5/13/2025

0.00 8,160.00 8,160.00
05/15/2024 Interest 912828M56 2,500,000.00 US Treasury Note

2.25% Due 11/15/2025

0.00 28,125.00 28,125.00
05/15/2024 Interest 341081GN1 1,500,000.00 Florida Power and Light Callable Note Cont 3/15/2028

4.4% Due 5/15/2028

0.00 33,000.00 33,000.00
05/15/2024 Interest 9128283F5 1,400,000.00 US Treasury Note

2.25% Due 11/15/2027

0.00 15,750.00 15,750.00
05/15/2024 Interest 912828U24 3,000,000.00 US Treasury Note 2% Due 11/15/2026

0.00 30,000.00 30,000.00
05/15/2024 Interest 91282CDH1 2,000,000.00 US Treasury Note

0.75% Due 11/15/2024

0.00 7,500.00 7,500.00
05/15/2024 Maturity 91324PEB4 425,000.00 United Health Group Inc Callable Note Cont 5/15/2022

0.55% Due 5/15/2024
425,000.00 1,168.75 426,168.75
05/15/2024 Maturity 91282CCC3 1,000,000.00 US Treasury Note

0.25% Due 5/15/2024
1,000,000.00 1,250.00 1,001,250.00
Execution Time: 2/4/2024 12:21:56 AMPage 42
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
05/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
05/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,889.57 72.67 45,962.24
05/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,595.01 17.29 9,612.30
05/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,526.49 78.81 16,605.30
05/15/2024 Paydown 44933LAC7 105,127.01 Hyundai Auto Receivables Trust 2021-A A3

0.38% Due 9/15/2025
26,294.56 8.33 26,302.89
05/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,077.49 533.87 16,611.36
05/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,332.49 144.81 10,477.30
05/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,354.91 918.19 18,273.10
05/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,045.15 75.17 12,120.32
05/17/2024 Interest 3130AXU63 1,750,000.00 Federal Home Loan Banks Note

4.625% Due 11/17/2026

0.00 40,468.75 40,468.75
05/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,178.04 1,015.36 20,193.40
05/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
05/21/2024 Maturity 89233GEM4 2,000,000.00 Toyota Motor Credit Discount CP

5.62% Due 5/21/2024
1,927,876.67 72,123.33 2,000,000.00
05/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,351.19 120.03 16,471.22
05/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025

0.00 666.50 666.50
05/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
Execution Time: 2/4/2024 12:21:56 AMPage 43
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 05/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
05/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
05/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
34,281.22 532.06 34,813.28
05/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
05/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
05/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
05/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
05/31/2024 Interest 912828ZT0 1,800,000.00 US Treasury Note

0.25% Due 5/31/2025

0.00 2,250.00 2,250.00
MAY 2024 4,381,802.79 341,296.47 4,723,099.26
06/01/2024 Interest 438516CB0 1,000,000.00 Honeywell Intl Callable Note Cont 5/1/2025

1.35% Due 6/1/2025

0.00 6,750.00 6,750.00
06/01/2024 Interest 023135CN4 425,000.00 Amazon.com Inc Note

4.6% Due 12/1/2025

0.00 9,775.00 9,775.00
06/06/2024 Interest 89115A2A9 1,000,000.00 Toronto-Dominion Bank Note

3.766% Due 6/6/2025

0.00 18,830.00 18,830.00
06/07/2024 Maturity 24422EVQ9 760,000.00 John Deere Capital Corp Note

0.45% Due 6/7/2024
760,000.00 1,710.00 761,710.00
06/08/2024 Interest 48125LRU8 1,575,000.00 JP Morgan Chase Bank Callable Note Cont 11/08/2026

5.11% Due 12/8/2026

0.00 40,241.25 40,241.25
06/09/2024 Interest 3130AVVX7 1,120,000.00 FHLB Note

3.75% Due 6/9/2028

0.00 21,000.00 21,000.00
06/09/2024 Interest 3130AWC24 2,000,000.00 FHLB Note
4% Due 6/9/2028

0.00 40,000.00 40,000.00
06/12/2024 Interest 3130AWLZ1 2,000,000.00 FHLB Note

4.75% Due 6/12/2026

0.00 47,500.00 47,500.00
Execution Time: 2/4/2024 12:21:56 AMPage 44
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/14/2024 Maturity 3130A1XJ2 2,000,000.00 FHLB Note

2.875% Due 6/14/2024
2,000,000.00 28,750.00 2,028,750.00
06/14/2024 Maturity 06051GJY6 960,000.00 Bank of America Corp Callable Note Cont 6/14/2023

5.72% Due 6/14/2024
960,000.00 14,057.60 974,057.60
06/15/2024 Interest 91282CDN8 900,000.00 US Treasury Note 1% Due 12/15/2024

0.00 4,500.00 4,500.00
06/15/2024 Interest 63743HFE7 1,105,000.00 National Rural Utilities Note

3.45% Due 6/15/2025

0.00 19,061.25 19,061.25
06/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,598.13 14.41 9,612.54
06/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
06/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,528.01 71.65 16,599.66
06/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
06/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,893.77 58.14 45,951.91
06/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,098.12 502.79 16,600.91
06/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,377.78 133.96 10,511.74
06/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,047.97 68.34 12,116.31
06/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,410.38 865.55 18,275.93
06/18/2024 Maturity 89236TJH9 1,140,000.00 Toyota Motor Credit Corp Note

0.5% Due 6/18/2024
1,140,000.00 2,850.00 1,142,850.00
06/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,182.68 955.75 20,138.43
06/20/2024 Interest 58989V2F0 1,000,000.00 Met Tower Global Funding Note

5.4% Due 6/20/2026

0.00 27,000.00 27,000.00
06/20/2024 Interest 3130AQF40 1,400,000.00 FHLB Note
1% Due 12/20/2024

0.00 7,000.00 7,000.00
Execution Time: 2/4/2024 12:21:56 AMPage 45
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 06/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
06/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,355.01 108.04 16,463.05
06/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
06/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
06/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
06/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,234.44 666.50 15,900.94
06/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
31,216.66 440.36 31,657.02
06/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
06/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
06/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
06/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
06/30/2024 Interest 91282CEW7 1,300,000.00 US Treasury Note

3.25% Due 6/30/2027

0.00 21,125.00 21,125.00
06/30/2024 Interest 9128285T3 2,500,000.00 US Treasury Note

2.625% Due 12/31/2025

0.00 32,812.50 32,812.50
06/30/2024 Interest 912828YX2 1,750,000.00 US Treasury Note

1.75% Due 12/31/2026

0.00 15,312.50 15,312.50
JUN 2024 5,069,942.95 393,973.14 5,463,916.09
07/02/2024 Maturity 3135G0V75 2,000,000.00 FNMA Note

1.75% Due 7/2/2024
2,000,000.00 17,500.00 2,017,500.00
07/06/2024 Interest 3133ENKS8 755,000.00 FFCB Note

1.125% Due 1/6/2025

0.00 4,246.88 4,246.88
Execution Time: 2/4/2024 12:21:56 AMPage 46
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/08/2024 Interest 24422EXF1 1,000,000.00 John Deere Capital Corp

4.5% Due 1/8/2027

0.00 22,500.00 22,500.00
07/11/2024 Maturity 912797GB7 2,750,000.00 US Treasury Bill

4.993% Due 7/11/2024
2,682,875.25 67,124.75 2,750,000.00
07/12/2024 Interest 459058KT9 500,000.00 Intl. Bank Recon & Development Note

3.5% Due 7/12/2028

0.00 8,750.00 8,750.00
07/15/2024 Interest 3130AYPN0 2,000,000.00 FHLB Note

4.125% Due 1/15/2027

0.00 38,041.67 38,041.67
07/15/2024 Maturity 79466LAG9 200,000.00 Salesforce.com Inc Callable Note Cont 7/15/2022

0.625% Due 7/15/2024
200,000.00 625.00 200,625.00
07/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
07/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,897.98 43.61 45,941.59
07/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
07/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,601.25 11.53 9,612.78
07/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,118.78 471.67 16,590.45
07/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,529.52 64.49 16,594.01
07/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,423.27 123.06 10,546.33
07/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,050.77 61.52 12,112.29
07/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,466.04 812.74 18,278.78
07/17/2024 Interest 61747YET8 1,000,000.00 Morgan Stanley Callable Note Cont 7/17/2025

4.679% Due 7/17/2026

0.00 23,395.00 23,395.00
07/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,187.32 896.12 20,083.44
07/19/2024 Interest 78016HZT0 1,245,000.00 ROYAL BANK OF CANADA Note

4.875% Due 1/19/2027

0.00 30,346.88 30,346.88
Execution Time: 2/4/2024 12:21:56 AMPage 47
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
07/21/2024 Interest 78016EYM3 1,000,000.00 Royal Bank of Canada Note

1.6% Due 1/21/2025

0.00 8,000.00 8,000.00
07/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,358.82 96.05 16,454.87
07/22/2024 Interest 3133EPW68 1,400,000.00 FFCB Note

4.125% Due 1/22/2026

0.00 28,875.00 28,875.00
07/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
07/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
28,146.20 356.85 28,503.05
07/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025

0.00 3,371.40 3,371.40
07/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
07/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
07/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
07/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,292.86 600.99 15,893.85
07/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
07/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027

0.00 3,319.79 3,319.79
07/30/2024 Interest 3133EPZY4 2,000,000.00 FFCB Note
5% Due 7/30/2026

0.00 50,000.00 50,000.00
07/30/2024 Maturity 91159HHX1 1,000,000.00 US Bancorp Callable Note Cont 6/28/2024

2.4% Due 7/30/2024
1,000,000.00 12,000.00 1,012,000.00
07/31/2024 Interest 91282CAB7 2,000,000.00 US Treasury Note

0.25% Due 7/31/2025

0.00 2,500.00 2,500.00
07/31/2024 Interest 91282CFB2 2,000,000.00 US Treasury Note

2.75% Due 7/31/2027

0.00 27,500.00 27,500.00
Execution Time: 2/4/2024 12:21:56 AMPage 48
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 07/31/2024 Interest 912828Z52 2,000,000.00 US Treasury Note

1.375% Due 1/31/2025

0.00 13,750.00 13,750.00
JUL 2024 6,089,948.06 390,506.36 6,480,454.42
08/06/2024 Interest 857477BR3 335,000.00 State Street Bank Callable Note Cont 2/6/2025

1.746% Due 2/6/2026

0.00 2,924.55 2,924.55
08/09/2024 Maturity 69371RR40 245,000.00 Paccar Financial Corp Note

0.5% Due 8/9/2024
245,000.00 612.50 245,612.50
08/10/2024 Interest 69371RS56 1,450,000.00 Paccar Financial Corp Note

5.05% Due 8/10/2026

0.00 36,612.50 36,612.50
08/12/2024 Interest 14913R2Z9 1,375,000.00 Caterpillar Financial Service Note

3.65% Due 8/12/2025

0.00 25,093.75 25,093.75
08/14/2024 Interest 3133EPSW6 2,405,000.00 FFCB Note

4.5% Due 8/14/2026

0.00 54,112.50 54,112.50
08/14/2024 Interest 3133ENPG9 1,200,000.00 FFCB Note

1.75% Due 2/14/2025

0.00 10,500.00 10,500.00
08/15/2024 Interest 26442UAA2 1,000,000.00 Duke Energy Progress LLC Callable Note Cont 5/15/25

3.25% Due 8/15/2025

0.00 16,250.00 16,250.00
08/15/2024 Maturity 91282CCT6 2,000,000.00 US Treasury Note

0.375% Due 8/15/2024
2,000,000.00 3,750.00 2,003,750.00
08/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,902.19 29.07 45,931.26
08/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,139.47 440.50 16,579.97
08/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
08/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,604.37 8.65 9,613.02
08/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
08/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,531.03 57.33 16,588.36
08/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,053.59 54.69 12,108.28
Execution Time: 2/4/2024 12:21:56 AMPage 49
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,521.87 759.76 18,281.63
08/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,468.96 112.12 10,581.08
08/18/2024 Interest 06428CAA2 1,000,000.00 Bank Of America NA Callable Note cont 7/17/2026

5.526% Due 8/18/2026

0.00 27,630.00 27,630.00
08/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,191.95 836.48 20,028.43
08/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
08/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,362.64 84.05 16,446.69
08/23/2024 Interest 037833BY5 1,000,000.00 Apple Inc Callable Note Cont 11/23/2025

3.25% Due 2/23/2026

0.00 16,250.00 16,250.00
08/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
08/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
25,069.81 281.56 25,351.37
08/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025
85,389.92 3,371.40 88,761.32
08/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
08/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
08/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,351.49 535.23 15,886.72
08/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
08/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
08/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027
30,930.97 3,319.79 34,250.76
08/31/2024 Interest 912828ZC7 1,200,000.00 US Treasury Note

1.125% Due 2/28/2025

0.00 6,750.00 6,750.00
Execution Time: 2/4/2024 12:21:56 AMPage 50
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 08/31/2024 Interest 91282CAJ0 1,000,000.00 US Treasury Note

0.25% Due 8/31/2025

0.00 1,250.00 1,250.00
08/31/2024 Interest 91282CFH9 2,500,000.00 US Treasury Note

3.125% Due 8/31/2027

0.00 39,062.50 39,062.50
AUG 2024 2,565,518.26 275,810.29 2,841,328.55
09/06/2024 Maturity 21684XH82 2,000,000.00 Cooperative Rabobank UA Yankee CD

5.9% Due 9/6/2024
2,000,000.00 119,638.89 2,119,638.89
09/11/2024 Interest 3130AWTQ3 4,500,000.00 FHLB Note

4.625% Due 9/11/2026

0.00 104,062.50 104,062.50
09/15/2024 Interest 437076CR1 1,000,000.00 Home Depot Callable Note Cont 8/15/2025 4% Due 9/15/2025

0.00 20,000.00 20,000.00
09/15/2024 Maturity 91282CCX7 1,800,000.00 US Treasury Note

0.375% Due 9/15/2024
1,800,000.00 3,375.00 1,803,375.00
09/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,160.18 409.30 16,569.48
09/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,532.56 50.16 16,582.72
09/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
09/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
09/15/2024 Paydown 44934KAC8 367,133.37 Hyundai Auto Receivables Trust 2021-B A3

0.38% Due 1/15/2026
45,906.39 14.54 45,920.93
09/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,607.49 5.77 9,613.26
09/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,577.88 706.61 18,284.49
09/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,056.40 47.86 12,104.26
09/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,514.84 101.13 10,615.97
09/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,196.59 776.83 19,973.42
Execution Time: 2/4/2024 12:21:56 AMPage 51
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
09/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,366.46 72.05 16,438.51
09/22/2024 Interest 3133EPWK7 2,000,000.00 FFCB Note

4.5% Due 9/22/2028

0.00 45,000.00 45,000.00
09/23/2024 Maturity 4581X0DZ8 1,585,000.00 Inter-American Dev Bank Note

0.5% Due 9/23/2024
1,585,000.00 3,962.50 1,588,962.50
09/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,410.35 469.22 15,879.57
09/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
09/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027
31,032.96 3,237.64 34,270.60
09/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
09/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
21,987.49 214.50 22,201.99
09/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025
85,688.36 3,136.01 88,824.37
09/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
09/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
09/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
09/30/2024 Interest 9128285C0 3,250,000.00 US Treasury Note 3% Due 9/30/2025

0.00 48,750.00 48,750.00
09/30/2024 Interest 9128286L9 2,500,000.00 US Treasury Note

2.25% Due 3/31/2026

0.00 28,125.00 28,125.00
09/30/2024 Interest 91282CFM8 1,600,000.00 US Treasury Note

4.125% Due 9/30/2027

0.00 33,000.00 33,000.00
09/30/2024 Interest 912828ZF0 2,000,000.00 US Treasury Note

0.5% Due 3/31/2025

0.00 5,000.00 5,000.00
Execution Time: 2/4/2024 12:21:56 AMPage 52
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 09/30/2024 Interest 91282CEF4 2,500,000.00 US Treasury Note

2.5% Due 3/31/2027

0.00 31,250.00 31,250.00
SEP 2024 5,703,037.95 476,526.87 6,179,564.82
10/10/2024 Interest 57629W6F2 750,000.00 Mass Mutual Global funding Note

4.5% Due 4/10/2026

0.00 16,875.00 16,875.00
10/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
10/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
10/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,534.07 43.00 16,577.07
10/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,180.92 378.06 16,558.98
10/15/2024 Paydown 47788UAC6 86,383.21 John Deere Owner Trust 2021-A A3

0.36% Due 9/15/2025
9,610.62 2.88 9,613.50
10/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,059.21 41.03 12,100.24
10/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,634.07 653.29 18,287.36
10/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,560.94 90.08 10,651.02
10/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,201.23 717.16 19,918.39
10/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
10/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,370.28 60.05 16,430.33
10/25/2024 Interest 06406RBC0 900,000.00 Bank of NY Mellon Corp Callable Note Cont 3/25/2025

3.35% Due 4/25/2025

0.00 15,075.00 15,075.00
10/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
10/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
Execution Time: 2/4/2024 12:21:56 AMPage 53
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 10/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,469.43 402.96 15,872.39
10/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
18,899.23 155.68 19,054.91
10/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025
85,987.83 2,899.80 88,887.63
10/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
10/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
10/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
10/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027
31,135.29 3,155.23 34,290.52
10/31/2024 Interest 9128285J5 2,500,000.00 US Treasury Note 3% Due 10/31/2025

0.00 37,500.00 37,500.00
10/31/2024 Interest 912828ZL7 2,000,000.00 US Treasury Note

0.375% Due 4/30/2025

0.00 3,750.00 3,750.00
10/31/2024 Maturity 912828YM6 1,700,000.00 US Treasury Note

1.5% Due 10/31/2024
1,700,000.00 12,750.00 1,712,750.00
OCT 2024 1,969,643.12 119,670.58 2,089,313.70
11/01/2024 Interest 74456QBU9 750,000.00 Public Service El & Gas Callable Note Cont 02/01/28

3.7% Due 5/1/2028

0.00 13,875.00 13,875.00
11/03/2024 Interest 00440EAV9 1,000,000.00 Chubb INA Holdings Inc Callable Note Cont 2/3/2026

3.35% Due 5/3/2026

0.00 16,750.00 16,750.00
11/10/2024 Interest 665859AW4 1,000,000.00 Northern Trust Company Callable Note Cont 4/10/2027
4% Due 5/10/2027

0.00 20,000.00 20,000.00
11/10/2024 Interest 713448FW3 510,000.00 Pepsico Inc. Callable Note Cont 10/10/2026

5.125% Due 11/10/2026

0.00 13,068.75 13,068.75
11/13/2024 Interest 14913R2V8 480,000.00 Caterpillar Financial Service Note

3.4% Due 5/13/2025

0.00 8,160.00 8,160.00
Execution Time: 2/4/2024 12:21:56 AMPage 54
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/15/2024 Interest 341081GN1 1,500,000.00 Florida Power and Light Callable Note Cont 3/15/2028

4.4% Due 5/15/2028

0.00 33,000.00 33,000.00
11/15/2024 Interest 9128283F5 1,400,000.00 US Treasury Note

2.25% Due 11/15/2027

0.00 15,750.00 15,750.00
11/15/2024 Interest 912828M56 2,500,000.00 US Treasury Note

2.25% Due 11/15/2025

0.00 28,125.00 28,125.00
11/15/2024 Interest 912828U24 3,000,000.00 US Treasury Note 2% Due 11/15/2026

0.00 30,000.00 30,000.00
11/15/2024 Maturity 91282CDH1 2,000,000.00 US Treasury Note

0.75% Due 11/15/2024
2,000,000.00 7,500.00 2,007,500.00
11/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
11/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
11/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,201.68 346.78 16,548.46
11/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,535.59 35.83 16,571.42
11/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,607.23 79.00 10,686.23
11/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,062.03 34.19 12,096.22
11/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,690.44 599.80 18,290.24
11/17/2024 Interest 3130AXU63 1,750,000.00 Federal Home Loan Banks Note

4.625% Due 11/17/2026

0.00 40,468.75 40,468.75
11/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,205.87 657.47 19,863.34
11/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
11/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,374.09 48.05 16,422.14
Execution Time: 2/4/2024 12:21:56 AMPage 55
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 11/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
11/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,528.75 336.44 15,865.19
11/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
11/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
11/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027
31,237.95 3,072.54 34,310.49
11/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
15,805.02 105.13 15,910.15
11/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025
86,288.36 2,662.76 88,951.12
11/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
11/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
11/30/2024 Interest 912828ZT0 1,800,000.00 US Treasury Note

0.25% Due 5/31/2025

0.00 2,250.00 2,250.00
NOV 2024 2,257,537.01 262,046.85 2,519,583.86
12/01/2024 Interest 438516CB0 1,000,000.00 Honeywell Intl Callable Note Cont 5/1/2025

1.35% Due 6/1/2025

0.00 6,750.00 6,750.00
12/01/2024 Interest 023135CN4 425,000.00 Amazon.com Inc Note

4.6% Due 12/1/2025

0.00 9,775.00 9,775.00
12/06/2024 Interest 89115A2A9 1,000,000.00 Toronto-Dominion Bank Note

3.766% Due 6/6/2025

0.00 18,830.00 18,830.00
12/08/2024 Interest 48125LRU8 1,575,000.00 JP Morgan Chase Bank Callable Note Cont 11/08/2026

5.11% Due 12/8/2026

0.00 40,241.25 40,241.25
12/09/2024 Interest 3130AVVX7 1,120,000.00 FHLB Note

3.75% Due 6/9/2028

0.00 21,000.00 21,000.00
12/09/2024 Interest 3130AWC24 2,000,000.00 FHLB Note
4% Due 6/9/2028

0.00 40,000.00 40,000.00
Execution Time: 2/4/2024 12:21:56 AMPage 56
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/12/2024 Interest 3130AWLZ1 2,000,000.00 FHLB Note

4.75% Due 6/12/2026

0.00 47,500.00 47,500.00
12/15/2024 Interest 63743HFE7 1,105,000.00 National Rural Utilities Note

3.45% Due 6/15/2025

0.00 19,061.25 19,061.25
12/15/2024 Maturity 91282CDN8 900,000.00 US Treasury Note 1% Due 12/15/2024
900,000.00 4,500.00 904,500.00
12/15/2024 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
12/15/2024 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,222.48 315.45 16,537.93
12/15/2024 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,537.10 28.67 16,565.77
12/15/2024 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
12/16/2024 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,746.99 546.14 18,293.13
12/16/2024 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,064.84 27.36 12,092.20
12/16/2024 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,653.72 67.86 10,721.58
12/18/2024 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,210.51 597.78 19,808.29
12/20/2024 Interest 58989V2F0 1,000,000.00 Met Tower Global Funding Note

5.4% Due 6/20/2026

0.00 27,000.00 27,000.00
12/20/2024 Maturity 3130AQF40 1,400,000.00 FHLB Note
1% Due 12/20/2024
1,400,000.00 7,000.00 1,407,000.00
12/20/2024 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
12/21/2024 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,377.91 36.04 16,413.95
12/25/2024 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
12/25/2024 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
Execution Time: 2/4/2024 12:21:56 AMPage 57
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 12/25/2024 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,588.29 269.66 15,857.95
12/25/2024 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
12/25/2024 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027
31,340.97 2,989.57 34,330.54
12/25/2024 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
12,704.84 62.85 12,767.69
12/25/2024 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025
86,589.94 2,424.89 89,014.83
12/25/2024 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
12/25/2024 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
12/31/2024 Interest 912828YX2 1,750,000.00 US Treasury Note

1.75% Due 12/31/2026

0.00 15,312.50 15,312.50
12/31/2024 Interest 9128285T3 2,500,000.00 US Treasury Note

2.625% Due 12/31/2025

0.00 32,812.50 32,812.50
12/31/2024 Interest 91282CEW7 1,300,000.00 US Treasury Note

3.25% Due 6/30/2027

0.00 21,125.00 21,125.00
DEC 2024 2,555,037.59 343,395.13 2,898,432.72
01/06/2025 Maturity 3133ENKS8 755,000.00 FFCB Note

1.125% Due 1/6/2025
755,000.00 4,246.88 759,246.88
01/08/2025 Interest 24422EXF1 1,000,000.00 John Deere Capital Corp

4.5% Due 1/8/2027

0.00 22,500.00 22,500.00
01/12/2025 Interest 459058KT9 500,000.00 Intl. Bank Recon & Development Note

3.5% Due 7/12/2028

0.00 8,750.00 8,750.00
01/15/2025 Interest 3130AYPN0 2,000,000.00 FHLB Note

4.125% Due 1/15/2027

0.00 41,250.00 41,250.00
01/15/2025 Paydown 47787JAC2 324,250.38 John Deere Owner Trust 2022-A A3

2.32% Due 9/16/2026
16,243.29 284.09 16,527.38
01/15/2025 Paydown 02582JJT8 905,000.00 American Express Credit Trust 2022-2 A

3.39% Due 5/17/2027

0.00 2,556.63 2,556.63
Execution Time: 2/4/2024 12:21:56 AMPage 58
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/15/2025 Paydown 47789QAC4 231,445.15 John Deere Owner Trust 2021-B A3

0.52% Due 3/16/2026
16,538.62 21.50 16,560.12
01/15/2025 Paydown 161571HT4 1,320,000.00 Chase Issuance Trust 23-A1 A

5.16% Due 9/15/2028

0.00 5,676.00 5,676.00
01/16/2025 Paydown 362554AC1 168,770.01 GM Financial Securitized Term 2021-4 A3

0.68% Due 9/16/2026
12,067.66 20.52 12,088.18
01/16/2025 Paydown 36265WAD5 320,000.00 GM Financial Securitized Auto 2022-3 A3

3.64% Due 4/16/2027
17,803.73 492.30 18,296.03
01/16/2025 Paydown 380146AC4 168,640.15 GM Financial Auto Receivables 2022-1 A3

1.26% Due 11/16/2026
10,700.43 56.67 10,757.10
01/17/2025 Interest 61747YET8 1,000,000.00 Morgan Stanley Callable Note Cont 7/17/2025

4.679% Due 7/17/2026

0.00 23,395.00 23,395.00
01/18/2025 Paydown 43815PAC3 365,000.00 Honda Auto Receivables 2022-2 A3

3.73% Due 7/20/2026
19,215.16 538.06 19,753.22
01/19/2025 Interest 78016HZT0 1,245,000.00 ROYAL BANK OF CANADA Note

4.875% Due 1/19/2027

0.00 30,346.88 30,346.88
01/20/2025 Paydown 379929AD4 280,000.00 GM Financial Auto Leasing 2023-3 A3

5.38% Due 11/20/2026

0.00 1,255.33 1,255.33
01/21/2025 Maturity 78016EYM3 1,000,000.00 Royal Bank of Canada Note

1.6% Due 1/21/2025
1,000,000.00 8,000.00 1,008,000.00
01/21/2025 Paydown 43815GAC3 212,714.37 Honda Auto Receivables Trust 2021-4 A3

0.88% Due 1/21/2026
16,381.74 24.03 16,405.77
01/22/2025 Interest 3133EPW68 1,400,000.00 FFCB Note

4.125% Due 1/22/2026

0.00 28,875.00 28,875.00
01/25/2025 Paydown 3137F4X72 1,165,000.00 FHLMC K075 A2

3.65% Due 2/25/2028

0.00 3,543.54 3,543.54
01/25/2025 Paydown 05593AAC3 155,000.00 BMW Vehicle Lease Trust 2023-1 A3

5.16% Due 11/25/2025
15,648.06 202.63 15,850.69
01/25/2025 Paydown 05602RAD3 320,072.80 BMW Vehicle Owner Trust 2022-A A3

3.21% Due 8/25/2026
9,598.70 28.86 9,627.56
01/25/2025 Paydown 3137BTUM1 896,969.59 FHLMC K061 A2

3.347% Due 11/25/2026

0.00 2,501.80 2,501.80
01/25/2025 Paydown 3137BVZ82 862,000.00 FHLMC K063

3.43% Due 1/25/2027

0.00 2,463.89 2,463.89
Execution Time: 2/4/2024 12:21:56 AMPage 59
Cash Flow Report
As of January 31, 2024
Murrieta Consolidated
Account
Payment Date Transaction Type CUSIP Quantity Security Description Principal Amount Income Total Amount 01/25/2025 Paydown 3137FBU79 1,250,000.00 FHLMC K069 A2

3.187% Due 9/25/2027
31,444.31 2,906.34 34,350.65
01/25/2025 Paydown 3137BM7C4 1,223,000.00 FHLMC K051 A2

3.308% Due 9/25/2025
86,892.57 2,186.19 89,078.76
01/25/2025 Paydown 3137BSP72 2,000,000.00 FHLMC K058 A2

2.653% Due 8/25/2026

0.00 4,421.67 4,421.67
01/25/2025 Paydown 3137F1G44 1,000,000.00 FHLMC K065 A2

3.243% Due 4/25/2027

0.00 2,702.50 2,702.50
01/30/2025 Interest 3133EPZY4 2,000,000.00 FFCB Note
5% Due 7/30/2026

0.00 50,000.00 50,000.00
JAN 2025 2,007,534.27 249,246.31 2,256,780.58
TOTAL 47,036,287.48 3,869,627.02 50,905,914.50
Execution Time: 2/4/2024 12:21:56 AMPage 60
Important Disclosures
Murrieta Consolidated
Account
Chandler Asset Management, Inc. ;͞Chandler͟Ϳis an SEC registered investment adviser. For additional information about our firm, please see our current disclosures (Form ADV). To obtain a copy of our current disclosures, you may contact your client service representative by calling the number on the front of this statement or you may visit our website at www.chandlerasset.com.

Information contained in this monthly statement is confidential and 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 this statement, but may become outdated or superseded at any time without notice.

Custody: Your qualified custodian bank maintains control of all assets reflected in this statement and we urge you to compare this statement to the one you receive from your qualified custodian. Chandler does not have any authority to withdraw or deposit funds from/to the custodian account.

Valuation: Prices are provided by IDC, an independent pricing source. In the event IDC does not provide a price or if the price provided is not reflective of fair market value, Chandler will obtain pricing from an alternative approved third party pricing source in accordance with our written valuation policy and procedures. Our valuation procedures are also disclosed in Item 5 of our Form ADV Part 2A.

Performance: Performance results are presented gross-of-advisory fees and represent the client͛s Total Return. The deduction of advisory fees lowers performance results. These results include the reinvestment of dividends and other earnings. Past performance may not be indicative of future results. Therefore, clients should not assume that future performance of any specific investment or investment strategy will be profitable or equal to past performance levels. All investment strategies have the potential for profit or loss. Economic factors, market conditions or changes in investment strategies, contributions or withdrawals may materially alter the performance and results of your portfolio.

Source ice Data Indices, LLC ("ICE"), used with permission. ICE PERMITS USE OF THE ICE INDICES AND RELATED DATA ON AN "AS IS" BASIS; ICE, ITS AFFILIATES AND THEIR RESPECTIVE

THIRD PARTY SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY DATA INCLUDED IN, RELATED TO, OR DERIVED THEREFROM. NEITHER ICE DATA, ITS AFFILIATES OR

THEIR RESPECTIVE THIRD PARTY PROVIDERS GUARANTEE THE QUALITY, ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES OR THE INDEX DATA OR ANY COMPONENT THEREOF, AND THE INDICES AND INDEX DATA AND ALL COMPONENTS THEREOF ARE PROVIDED ON AN "AS IS" BASIS AND LICENSEE'S USE IS AT LICENSEE'S OWN RISK. ICE DATA, ITS AFFILIATES AND THEIR RESPECTIVE THIRD PARTY DO NOT SPONSOR, ENDORSE, OR RECOMMEND CHANDLER, OR ANY OF ITS PRODUCTS OR SERVICES.

Index returns assume reinvestment of all distributions. Historical performance results for investment indexes generally do not reflect the deduction of transaction and/or custodial charges or the deduction of an investment management fee, the incurrence of which would have the effect of decreasing historical performance results. It is not possible to invest directly in an index.

Ratings: Ratings information have been provided by Moody͛s, S&P and Fitch through data feeds we believe to be reliable as of the date of this statement, however we cannot guarantee its accuracy.

Security level ratings for U.S. Agency issued mortgage-backed securities ;͞MBS͟Ϳreflect the issuer rating because the securities themselves are not rated. The issuing U.S. Agency guarantees the full and timely payment of both principal and interest and carries a AA+/Aaa/AAA by S&P, Moody͛s and Fitch respectively.

Execution Time: 2/4/2024 12:21:56 AMPage 61