INVESTMENT AND INSURANCE PRODUCTS ARE:
• NOT INSURED BY THE FEDERAL DEPOSIT INSURANCE CORPORATION (FDIC) OR ANY FEDERAL GOVERNMENT AGENCY• NOT A DEPOSIT, OBLIGATION OF, OR GUARANTEED BY ANY BANK OR BANKING AFFILIATE• SUBJECT TO INVESTMENT RISKS AND MAY LOSE VALUE, INCLUDING POSSIBLE LOSS OF PRINCIPAL AMOUNT INVESTED
IRT - SAN FRANCISCO CA
510 N VALLEY MILLS DRIVE, SUITE 400
WACO, TX 76710-6075
CITY OF CUPERTINO -
CHANDLER ASSET MANAGEMENT
ACCOUNT NUMBER
MONTHLY STATEMENT
SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022
ACCOUNT MANAGER: MICHAEL J WADE
TELEPHONE NUMBER: 515-878-6110
PFGEDD INVESTMENT CONTACT: IMR/CHRISTINE NORGREN
TELEPHONE NUMBER:
ADMINISTRATOR: BELINDA CONWAY
TELEPHONE NUMBER: 254-265-6137
27422 SE
Custody and trust services are provided by Principal Bank®, Member FDIC, and/or Principal Trust Company®. These services are provided under the name Principal® Custody Solutions, a division of Principal Bank. Principal Trust Company is a trade name of Delaware Guarantee & Trust Company. Principal Bank and Principal Trust Company are members of the Principal Financial Group®, Des Moines, IA 50392.
ASSET VALUATION PRACTICES
VALUES REFLECTED FOR PUBLICLY-TRADED ASSETS ARE FROM UNAFFILIATED FINANCIAL INDUSTRY SOURCES BELIEVED TO BE RELIABLE VALUES FOR NON-PUBLICLY TRADED ASSETS MAY BE DETERMINED FROM OTHER UNAFFILIATED SOURCES. ASSETS FOR WHICH A CURRENT VALUE IS
UNAVAILABLE MAY BE REFLECTED AT THE LAST REPORTED PRICE, AT PAR, OR MAY BE SHOWN AS HAVING NOMINAL OR NO VALUE. REPORTED VALUES MAY NOT BE THE PRICE AT WHICH AN ASSET MAY BE SOLD. ASSET VALUES ARE UPDATED AS PRICING BECOMES AVAILABLE FROM EXTERNAL SOURCES, AND MAY BE UPDATED LESS FREQUENTLY THAN STATEMENTS ARE GENERATED. IN
SITUATIONS WHERE AN ASSET VALUE CANNOT BE PROVIDED BY UNAFFILIATED FINANCIAL INDUSTRY SOURCES, WE WILL RELY ON THE CUSTOMER OR THEIR DESIGNATED REPRESENTATIVE TO PROVIDE US WITH THE UPDATED VALUE. IF PRINCIPAL CUSTODY SOLUTIONS DOES
NOT RECEIVE AN UPDATED VALUE, OR IS UNABLE TO USE THE VALUE PROVIDED, THE LAST REPORTED VALUE WILL CONTINUE TO BE REPORTED AND SHOULD NOT BE CONSIDERED TO BE CERTIFIED BY PRINCIPAL CUSTODY SOLUTIONS.
SPECIAL INVESTMENTS
"SPECIAL INVESTMENTS" ARE ASSETS NOT HELD IN CUSTODY BY PRINCIPAL BANK/PRINCIPAL TRUST COMPANY BUT WHOSE VALUE MAY BE SHOWN ON ACCOUNT STATEMENTS. EXAMPLES OF SPECIAL INVESTMENTS INCLUDE, BUT ARE NOT LIMITED TO, COMMON OR COLLECTIVE FUNDS NOT ADMINISTERED BY PRINCIPAL BANK/PRINCIPAL TRUST COMPANY (OR THEIR AFFILIATES), HEDGE FUNDS, LIMITED PARTNERSHIPS, AND OTHER UNREGISTERED SECURITIES.
AT THE DIRECTION OF AND AS A MATTER OF CONVENIENCE TO ITS CLIENTS, PRINCIPAL BANK/PRINCIPAL TRUST COMPANY MAY BE REPORT SPECIAL INVESTMENTS AS A RECORDKEEPING ITEM ON ACCOUNT STATEMENTS, AT NOMINAL VALUE OR SUCH OTHER VALUE PROVIDED BY CLIENTS/EXTERNAL SOURCES.
NEITHER PRINCIPAL BANK NOR PRINCIPAL TRUST COMPANY IS RESPONSIBLE FOR THE ACCURACY OF INFORMATION PROVIDED BY EXTERNAL SOURCES, AND
DOES NOT CERTIFY THAT INFORMATION PROVIDED BY THESE EXTERNAL SOURCES IS TRUE OR CORRECT FOR THE SPECIAL INVESTMENTS REFLECTED IN YOUR ACCOUNT.
TRADE CONFIRMS
PURSUANT TO FEDERAL REGULATION, MONTHLY OR QUARTERLY ACCOUNT STATEMENTS THAT INCLUDE INVESTMENT TRANSACTION DETAILS MAY BE PROVIDED IN LIEU OF SEPARATE TRADE CONFIRMATIONS. SEPARATE TRADE CONFIRMS MAY BE OBTAINED AT NO ADDITIONAL COST UPON WRITTEN REQUEST TO THE ACCOUNT MANAGER.
UNCLAIMED PROPERTY DESIGNATED REPRESENTATIVE NOTIFICATION
YOUR PROPERTY MAY BE TRANSFERRED TO THE APPROPRIATE STATE IF NO ACTIVITY OCCURS IN THE ACCOUNT WITHIN THE TIME PERIOD SPECIFIED BY STATE LAW. IF YOUR STATE OF RESIDENCE ALLOWS, YOU MAY DESIGNATE A REPRESENTATIVE FOR THE PURPOSE OF RECEIVING NOTICE OF ACCOUNT INACTIVITY BY PROVIDING THE NAME AND MAILING OR EMAIL ADDRESS OF A REPRESENTATIVE. THE DESIGNATED REPRESENTATIVE DOES NOT HAVE ANY RIGHTS TO YOUR ACCOUNT. PLEASE REFER TO YOUR STATE'S UNCLAIMED PROPERTY WEBSITE FOR MORE INFORMATION AND INSTRUCTIONS ON HOW TO DESIGNATE A REPRESENTATIVE FOR NOTICE.
TABLE OF CONTENTS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯ PAGE
REPORT NAME NUMBER
ASSET SUMMARY .................................................................................. 1 STATEMENT OF ASSETS AND LIABILITIES ............................................................ 2 CASH SUMMARY ................................................................................... 20 STATEMENT OF TRANSACTIONS ...................................................................... 21 PENDING TRADES SCHEDULE ........................................................................ 36
PAGE 1
ASSET SUMMARY CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
ASSET SUMMARY
% TOTAL UNREALIZED ESTIMATED CURRENT ACCRUED
INVESTMENT CATEGORY COST VALUE MARKET VALUE MARKET GAIN/LOSS ANNUAL INCOME YIELD INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ CASH 0.00 0.00 0.00
CASH EQUIVALENTS 244,200.48 244,200.48 0.17 0.00 4,735 1.94 253.54 BONDS AND NOTES 155,753,877.62 145,006,694.37 99.83 10,747,183.25- 2,518,460 1.74 512,462.62 TOTAL INVESTMENTS 155,998,078.10 145,250,894.85 100.00 10,747,183.25- 2,523,195 1.74 512,716.16 TOTAL ACCRUALS 512,716.16 512,716.16
===================================================================================================================================== TOTAL ACCRUALS AND INVESTMENTS 156,510,794.26 145,763,611.01 10,747,183.25- 2,523,195 1.74 512,716.16
PAGE 2
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
CASH EQUIVALENTS
195,088.77 ALLSPRING 100% TREASURY 195,088.77 195,088.77 0.13 0.00 209.15 MONEY MARKET FUND - #008 1.0000 1.0000
49,111.71 PRINCIPAL PUBLIC DEPOSIT SWEEP 49,111.71 49,111.71 0.03 0.00 44.39 PROGRAM 1.0000 1.0000
TOTAL CASH EQUIVALENTS 244,200.48 244,200.48 0.17 0.00 253.54
BOND & NOTES
1,675,000 AIR PRODUCTS & CHEMICALS 1,771,212.00 1,641,299.00 1.13 129,913.00- 9,507.95 DTD 07/31/14 3.350 07/31/2024 105.7440 97.9880
MOODY'S RATING A2
CUSIP 009158AV8
1,875,000 AMAZON.COM INC 1,866,900.00 1,645,181.25 1.13 221,718.75- 7,239.58 DTD 05/12/21 1.000 05/12/2026 99.5680 87.7430
MOODY'S RATING A1
CUSIP 023135BX3
1,375,000 AMERICAN EXPRESS CREDIT ACCOUNT 1,374,695.85 1,330,271.25 0.92 44,424.60- 2,071.67 ASSET BCKD SEC SER 2022-2 CL A 99.9779 96.7470
DTD 05/24/2022 3.390% 05/17/2027
NON CALLABLE
CUSIP 02582JJT8
1,545,000 AMERICAN EXPRESS CREDIT ACCOUNT 1,524,359.77 1,457,707.50 1.00 66,652.27- 1,517.53 ASSET BCKD SEC SER 2022-1 CL A 98.6641 94.3500
DTD 03/18/2022 2.210% 03/15/2027
NON CALLABLE
MOODY'S RATING AAA
CUSIP 02589BAA8
1,150,000 BANK OF AMERICA CORP 1,114,222.54 1,061,657.00 0.73 52,565.54- 17,963.06 MED TERM NOTE 96.8889 92.3180
DTD 04/23/19 04/23/2027
MOODY'S RATING A2
CUSIP 06051GHT9
PAGE 3
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 600,000 BANK OF AMERICA CORP 620,988.00 550,008.00 0.38 70,980.00- 1,612.00 MED TERM NOTE 103.4980 91.6680
DTD 02/13/20 02/13/2026
MOODY'S RATING A2
CUSIP 06051GHY8
700,000 BANK OF AMERICA CORP 701,274.00 621,320.00 0.43 79,954.00- 2,616.02 MED TERM NOTE 100.1820 88.7600
DTD 06/19/20 06/19/2026
MOODY'S RATING A2
CUSIP 06051GJD2
600,000 BANK OF MONTREAL 582,216.00 555,522.00 0.38 26,694.00- 854.17 MED TERM NOTE 97.0360 92.5870
DTD 07/09/21 0.625 07/09/2024
MOODY'S RATING A2
CUSIP 06367TQW3
1,240,000 BANK OF MONTREAL 1,285,656.80 1,140,824.80 0.79 144,832.00- 9,558.33 MED TERM NOTE 103.6820 92.0020
DTD 04/27/20 1.850 05/01/2025
MOODY'S RATING A2
CUSIP 06367WB85
1,000,000 BANK OF NEW YORK MELLON 1,024,910.00 972,500.00 0.67 52,410.00- 14,593.06 MED TERM NOTE 102.4910 97.2500
DTD 11/18/13 3.950 11/18/2025
MOODY'S RATING A1
CUSIP 06406HCQ0
1,370,000 BANK OF NY MELLON CORP 1,369,808.20 1,323,187.10 0.91 46,621.10- 19,760.35 DTD 04/26/2022 3.350% 04/25/2025 99.9860 96.5830
CALLABLE
MOODY'S RATING A1
CUSIP 06406RBC0
1,615,000 BERKSHIRE HATHAWAY FIN 1,614,693.15 1,469,843.80 1.01 144,849.35- 1,650.89 DTD 03/15/2022 2.300% 03/15/2027 99.9810 91.0120
CALLABLE
MOODY'S RATING AA2
CUSIP 084664CZ2
PAGE 4
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 450,000 BMW VEHICLE LEASE TRUST 449,932.73 433,179.00 0.30 16,753.73- 82.50 SER 2022-1 CL A3 *0 DAY DELAY* 99.9851 96.2620
DTD 01/19/22 1.100 03/25/2025
CUSIP 05601XAC3
425,000 BMW VEHICLE LEASE TRUST 424,956.14 412,798.25 0.28 12,157.89- 19.48 SER 2021-2 CL A3 *0 DAY DELAY* 99.9897 97.1290
DTD 09/15/21 0.330 12/26/2024
MOODY'S RATING AAA
CUSIP 09690AAC7
530,000 BMW VEHICLE OWNER TRUST 529,972.44 515,753.60 0.36 14,218.84- 283.55 ASSET BCKD SEC SER 2022-A CL A3 99.9948 97.3120
DTD 05/18/2022 3.210% 08/25/2026
CALLABLE
MOODY'S RATING AAA
CUSIP 05602RAD3
755,000 CALIFORNIA ST 772,342.35 725,577.65 0.50 46,764.70- 9,060.00 TXBL-REF 102.2970 96.1030
DTD 10/24/19 2.400 10/01/2024
MOODY'S RATING AA2
CUSIP 13063DRK6
1,100,000 CATERPILLAR FINL SERVICE 1,111,517.00 1,046,144.00 0.72 65,373.00- 9,394.31 MED TERM NOTE 101.0470 95.1040
DTD 11/08/19 2.150 11/08/2024
MOODY'S RATING A2
CUSIP 14913Q3B3
960,000 CHARLES SCHWAB CORP 959,729.90 861,504.00 0.59 98,225.90- 1,829.33 DTD 03/03/2022 2.450% 03/03/2027 99.9719 89.7400
CALLABLE
MOODY'S RATING A2
CUSIP 808513BY0
2,100,000 FED HOME LN BK 2,222,418.00 2,074,464.00 1.43 147,954.00- 22,246.88 DTD 12/09/13 3.375 12/08/2023 105.8294 98.7840
MOODY'S RATING AAA
CUSIP 3130A0F70
PAGE 5
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,500,000 FED HOME LN BK 1,568,115.00 1,476,765.00 1.02 91,350.00- 3,114.58 DTD 02/12/14 3.250 03/08/2024 104.5410 98.4510
MOODY'S RATING AAA
CUSIP 3130A0XE5
1,500,000 FED HOME LN BK 1,564,890.20 1,462,230.00 1.01 102,660.20- 12,817.71 DTD 05/08/14 2.875 06/14/2024 104.3260 97.4820
MOODY'S RATING AAA
CUSIP 3130A1XJ2
2,000,000 FED HOME LN BK 2,103,380.00 1,944,260.00 1.34 159,120.00- 2,875.00 DTD 08/15/14 2.875 09/13/2024 105.1690 97.2130
MOODY'S RATING AAA
CUSIP 3130A2UW4
1,300,000 FED HOME LN MTG CORP 1,398,414.06 1,263,574.00 0.87 134,840.06- 3,435.25 SER KO41 CL A2 *24 DAY DELAY* 107.5703 97.1980
DTD 12/01/14 3.171 10/25/2024
CUSIP 3137BFE98
1,000,000 FED HOME LN MTG CORP 1,037,656.25 989,560.00 0.68 48,096.25- 2,550.00 SER K033 CL A2 *24 DAY DELAY* 103.7656 98.9560
DTD 10/01/13 07/25/2023
MOODY'S RATING AAA
CUSIP 3137B4WB8
2,365,000 FED HOME LN MTG CORP 2,363,178.95 2,216,383.40 1.53 146,795.55- 4,828.54 DTD 02/14/20 1.500 02/12/2025 99.9230 93.7160
MOODY'S RATING AAA
CUSIP 3137EAEP0
1,250,000 FED HOME LN MTG CORP 1,243,775.00 1,121,437.50 0.77 122,337.50- 911.46 SER USD 99.5020 89.7150
DTD 07/23/20 0.375 07/21/2025
MOODY'S RATING AAA
CUSIP 3137EAEU9
PAGE 6
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 2,500,000 FED HOME LN MTG CORP 2,489,362.80 2,229,650.00 1.54 259,712.80- 208.33 DTD 09/25/20 0.375 09/23/2025 99.5745 89.1860
MOODY'S RATING AAA
CUSIP 3137EAEX3
1,755,000 FED HOME LN MTG CORP 1,753,262.55 1,674,463.05 1.15 78,799.50- 1,425.94 DTD 12/04/20 0.250 12/04/2023 99.9010 95.4110
MOODY'S RATING AAA
CUSIP 3137EAFA2
1,500,000 FED NATL MTG ASSN 1,484,895.00 1,436,130.00 0.99 48,765.00- 6,489.58 DTD 07/08/19 1.750 07/02/2024 98.9930 95.7420
MOODY'S RATING AAA
CUSIP 3135G0V75
1,975,000 FED NATL MTG ASSN 1,965,802.75 1,873,899.75 1.29 91,903.00- 14,798.78 DTD 10/18/19 1.625 10/15/2024 99.5343 94.8810
MOODY'S RATING AAA
CUSIP 3135G0W66
1,295,000 FED NATL MTG ASSN 1,309,953.95 1,221,780.70 0.84 88,173.25- 4,910.21 DTD 01/10/20 1.625 01/07/2025 101.1548 94.3460
MOODY'S RATING AAA
CUSIP 3135G0X24
1,860,000 FED NATL MTG ASSN 1,856,168.40 1,694,980.80 1.17 161,187.60- 5,134.38 DTD 04/24/20 0.625 04/22/2025 99.7940 91.1280
MOODY'S RATING AAA
CUSIP 3135G03U5
2,500,000 FED NATL MTG ASSN 2,499,227.30 2,259,525.00 1.56 239,702.30- 3,611.11 DTD 06/19/20 0.500 06/17/2025 99.9691 90.3810
MOODY'S RATING AAA
CUSIP 3135G04Z3
2,500,000 FED NATL MTG ASSN 2,487,983.75 2,235,375.00 1.54 252,608.75- 937.50 DTD 08/27/20 0.375 08/25/2025 99.5194 89.4150
MOODY'S RATING AAA
CUSIP 3135G05X7
PAGE 7
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 2,500,000 FED NATL MTG ASSN 2,492,700.00 2,226,350.00 1.53 266,350.00- 5,000.00 DTD 11/12/20 0.500 11/07/2025 99.7080 89.0540
MOODY'S RATING AAA
CUSIP 3135G06G3
1,000,000 FHLMC MULTIFAMILY STRUCTURED P 1,079,687.50 958,300.00 0.66 121,387.50- 2,508.33 SER K049 CL A2 *24 DAY DELAY* 107.9688 95.8300
DTD 10/01/15 3.010 08/25/2025
CUSIP 3137BLMZ8
950,000 FHLMC MULTIFAMILY STRUCTURED P 1,018,132.81 917,367.50 0.63 100,765.31- 2,639.42 SER K050 CL A2 *24 DAY DELAY* 107.1719 96.5650
DTD 11/01/15 08/25/2025
CUSIP 3137BLW95
440,000 FHLMC MULTIFAMILY STRUCTURED P 453,079.69 424,155.60 0.29 28,924.09- 1,212.93 SER K051 CL A2 *24 DAY DELAY* 102.9727 96.3990
DTD 12/01/15 3.308 09/25/2025
CUSIP 3137BM7C4
570,000 FHLMC MULTIFAMILY STRUCTURED P 582,001.17 543,107.40 0.37 38,893.77- 1,422.63 SER K053 CL A2 *24 DAY DELAY* 102.1055 95.2820
DTD 03/01/16 2.995 12/25/2025
CUSIP 3137BN6G4
650,000 FHLMC MULTIFAMILY STRUCTURED P 687,451.17 605,332.00 0.42 82,119.17- 1,437.04 SER K058 CL A2 *24 DAY DELAY* 105.7617 93.1280
DTD 11/01/16 2.653 08/25/2026
CUSIP 3137BSP72
1,000,000 FHLMC MULTIFAMILY STRUCTURED P 1,053,867.19 992,160.00 0.68 61,707.19- 2,942.50 SER K034 CL A2 *24 DAY DELAY* 105.3867 99.2160
DTD 11/01/13 07/25/2023
CUSIP 3137B5JM6
1,000,000 FHLMC MULTIFAMILY STRUCTURED P 1,061,914.06 990,400.00 0.68 71,514.06- 2,939.17 SER K036 CL A2 *24 DAY DELAY* 106.1914 99.0400
DTD 02/01/14 10/25/2023
MOODY'S RATING AAA
CUSIP 3137B7MZ9
PAGE 8
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 965,000 GM FINANCIAL AUTOMOBILE LEASIN 964,986.88 932,392.65 0.64 32,594.23- 104.54 SER 2021-3 CL A3 *0 DAY DELAY* 99.9987 96.6210
DTD 08/18/21 0.390 10/21/2024
CUSIP 36262XAC8
945,000 GM FINANCIAL AUTOMOBILE LEASIN 944,991.87 912,161.25 0.63 32,830.62- 534.19 SER 2022-1 CL A3 *0 DAY DELAY* 99.9992 96.5250
DTD 02/23/22 1.850 03/20/2025
MOODY'S RATING AAA
CUSIP 36265MAC9
350,000 GM FINANCIAL SECURITIZED TERM 349,991.08 329,756.00 0.23 20,235.08- 99.17 SER 2021-4 CL A3 *0 DAY DELAY* 99.9975 94.2160
DTD 10/21/21 0.680 09/16/2026
MOODY'S RATING AAA
CUSIP 362554AC1
390,000 GM FINANCIAL SECURITIZED TERM 389,918.49 377,913.90 0.26 12,004.59- 503.75 ASSET BCKD SEC SER 2022-2 CL A3 99.9791 96.9010
DTD 04/13/2022 3.100% 02/16/2027
CALLABLE
MOODY'S RATING AAA
CUSIP 362585AC5
295,000 GM FINANCIAL SECURITIZED TERM 294,974.36 280,559.75 0.19 14,414.61- 154.88 SER 2022-1 CL A3 *0 DAY DELAY* 99.9913 95.1050
DTD 01/19/22 1.260 11/16/2026
CUSIP 380146AC4
1,400,000 GUARDIAN LIFE GLOB FUND 1,385,860.00 1,222,102.00 0.84 163,758.00- 3,777.08 144A PRIV PLCMT 0.875 12/10/2025 98.9900 87.2930
MOODY'S RATING AA1
CUSIP 40139LBC6
77,492.52 HONDA AUTO RECEIVABLES OWNER T 77,486.43 77,134.50 0.05 351.93- 28.24 SER 2020-2 CL A3 *0 DAY DELAY* 99.9922 99.5380
DTD 05/27/20 0.820 07/15/2024
MOODY'S RATING AAA
CUSIP 43813DAC2
PAGE 9
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 257,144.76 HONDA AUTO RECEIVABLES OWNER T 257,140.06 249,600.13 0.17 7,539.93- 19.29 SER 2021-1 CL A3 *0 DAY DELAY* 99.9982 97.0660
DTD 02/24/21 0.270 04/21/2025
MOODY'S RATING AAA
CUSIP 43813GAC5
379,188.47 HONDA AUTO RECEIVABLES OWNER T 379,132.77 370,872.87 0.26 8,259.90- 50.66 SER 2020-3 CL A3 *0 DAY DELAY* 99.9853 97.8070
DTD 09/29/20 0.370 10/18/2024
CUSIP 43813KAC6
740,000 HONDA AUTO RECEIVABLES OWNER T 739,888.70 703,007.40 0.48 36,881.30- 618.31 SER 2022-1 CL A3 *0 DAY DELAY* 99.9850 95.0010
DTD 02/23/22 1.000 05/15/2026
MOODY'S RATING AAA
CUSIP 43815BAC4
460,000 HONDA AUTO RECEIVABLES OWNER T 459,903.03 435,086.40 0.30 24,816.63- 112.44 SER 2021-4 CL A3 *0 DAY DELAY* 99.9789 94.5840
DTD 11/24/21 0.880 01/21/2026
MOODY'S RATING AAA
CUSIP 43815GAC3
67,249.4 HONDA AUTO RECEIVABLES OWNER T 67,136.36 67,177.44 0.05 41.08 53.20 SER 2019-3 CL A3 *0 DAY DELAY* 99.8319 99.8930
DTD 08/27/19 1.780 08/15/2023
MOODY'S RATING AAA
CUSIP 43815NAC8
790,000 HYUNDAI AUTO LEASE SECURITIZAT 789,881.50 770,621.30 0.53 19,260.20- 101.38 SER 2021-B CL A3 *0 DAY DELAY* 99.9850 97.5470
144A PRIV PLCMT 0.330 06/17/2024
MOODY'S RATING AAA
CUSIP 44891VAC5
540,000 HYUNDAI AUTO LEASE SECURITIZAT 539,988.07 519,777.00 0.36 20,211.07- 278.40 SER 2022-A CL A3 *0 DAY DELAY* 99.9978 96.2550
144A PRIV PLCMT 1.160 01/15/2025
MOODY'S RATING AAA
CUSIP 44891WAC3
PAGE 10
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,010,000 HYUNDAI AUTO RECEIVABLES TRUST 1,009,961.12 968,579.90 0.67 41,381.22- 996.53 ASSET BCKD SEC SER 2022-A CL A3 99.9962 95.8990
DTD 03/16/2022 2.220% 10/15/2026
CALLABLE
CUSIP 448977AD0
515,000 HYUNDAI AUTO RECEIVABLES TRUST 514,945.82 497,778.40 0.34 17,167.42- 86.98 SER 2021-A CL A3 *0 DAY DELAY* 99.9895 96.6560
DTD 04/28/21 0.380 09/15/2025
CUSIP 44933LAC7
1,330,000 HYUNDAI AUTO RECEIVABLES TRUST 1,296,371.65 1,254,682.10 0.86 41,689.55- 437.42 SER 2021-C CL A3 *0 DAY DELAY* 97.4716 94.3370
DTD 11/17/21 0.740 05/15/2026
CUSIP 44935FAD6
2,800,000 INTER-AMERICAN DEVEL BK 2,792,300.00 2,683,072.00 1.85 109,228.00- 2,644.44 DTD 09/02/20 0.250 11/15/2023 99.7250 95.8240
MOODY'S RATING AAA
CUSIP 4581X0DP0
2,460,000 INTER-AMERICAN DEVEL BK 2,448,733.20 2,180,322.60 1.50 268,410.60- 9,626.46 DTD 04/20/21 0.875 04/20/2026 99.5420 88.6310
MOODY'S RATING AAA
CUSIP 4581X0DV7
2,400,000 INTL BK RECON & DEVELOP 2,388,859.25 2,135,040.00 1.47 253,819.25- 5,100.00 DTD 10/28/20 0.500 10/28/2025 99.5358 88.9600
MOODY'S RATING AAA
CUSIP 459058JL8
2,500,000 INTL FINANCE CORP 2,471,150.00 2,241,200.00 1.54 229,950.00- 1,953.13 DTD 07/16/20 0.375 07/16/2025 98.8460 89.6480
MOODY'S RATING AAA
CUSIP 45950KCT5
1,030,000 JOHN DEERE CAPITAL CORP 1,029,268.70 976,594.50 0.67 52,674.20- 952.75 MED TERM NOTE 99.9290 94.8150
DTD 03/04/21 0.450 01/17/2024
MOODY'S RATING A2
CUSIP 24422EVN6
PAGE 11
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 450,000 JOHN DEERE OWNER TRUST 449,900.46 430,042.50 0.30 19,857.96- 464.00 ASSET BCKD SEC SER 2022-A CL A3 99.9779 95.5650
DTD 03/16/2022 2.320% 09/16/2026
NON CALLABLE
MOODY'S RATING AAA
CUSIP 47787JAC2
129,233.47 JOHN DEERE OWNER TRUST 129,213.77 126,697.91 0.09 2,515.86- 29.29 SER 2020-B CL A3 *0 DAY DELAY* 99.9848 98.0380
DTD 07/22/20 0.510 11/15/2024
MOODY'S RATING AAA
CUSIP 47787NAC3
56,564.67 JOHN DEERE OWNER TRUST 57,088.34 56,501.32 0.04 587.02- 55.56 SER 2019-B CL A3 *0 DAY DELAY* 100.9258 99.8880
DTD 07/24/19 2.210 12/15/2023
MOODY'S RATING AAA
CUSIP 477870AC3
102,654.91 JOHN DEERE OWNER TRUST 102,648.63 101,632.47 0.07 1,016.16- 50.19 SER 2020-A CL A3 *0 DAY DELAY* 99.9939 99.0040
DTD 03/11/20 1.100 08/15/2024
MOODY'S RATING AAA
CUSIP 47789KAC7
580,000 JOHN DEERE OWNER TRUST 579,948.26 547,955.00 0.38 31,993.26- 125.67 SER 2021-B CL A3 *0 DAY DELAY* 99.9911 94.4750
DTD 07/21/21 0.520 03/16/2026
MOODY'S RATING AAA
CUSIP 47789QAC4
655,000 JOHN DEERE OWNER TRUST 654,937.45 639,450.30 0.44 15,487.15- 1,088.76 ASSET BCKD SEC SER 2022-B CL A3 99.9905 97.6260
DTD 07/20/2022 3.740% 02/16/2027
NON CALLABLE
MOODY'S RATING AAA
CUSIP 47800AAC4
PAGE 12
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 655,000 JPMORGAN CHASE & 655,406.85 605,861.90 0.42 49,544.95- 1,727.78 SER F2F 100.0621 92.4980
DTD 06/23/21 06/23/2025
MOODY'S RATING A1
CUSIP 46647PCK0
401,000 JPMORGAN CHASE & CO 415,969.33 365,347.09 0.25 50,622.24- 3,689.17 DTD 04/22/20 04/22/2026 103.7330 91.1090
MOODY'S RATING A1
CUSIP 46647PBK1
1,370,000 JPMORGAN CHASE & CO 1,371,773.90 1,268,304.90 0.87 103,469.00- 3,762.93 DTD 06/01/21 06/01/2025 100.1295 92.5770
MOODY'S RATING A1
CUSIP 46647PCH7
1,000,000 MASSMUTUAL GLOBAL FUNDIN 1,002,230.00 868,500.00 0.60 133,730.00- 2,500.00 144A PRIV PLCMT 1.200 07/16/2026 100.2230 86.8500
MOODY'S RATING AA3
CUSIP 57629WDE7
174,585.04 MERCEDES-BENZ AUTO LEASE TRUST 174,576.19 173,682.44 0.12 893.75- 31.04 SER 2020-B CL A3 *0 DAY DELAY* 99.9949 99.4830
DTD 09/23/20 0.400 11/15/2023
CUSIP 58769EAC2
1,115,000 MET LIFE GLOB FUNDING I 1,113,728.90 973,372.70 0.67 140,356.20- 4,645.83 144A PRIV PLCMT 1.875 01/11/2027 99.8860 87.2980
MOODY'S RATING AA3
CUSIP 59217GER6
770,000 MET TOWER GLOBAL FUNDING 769,291.60 662,284.70 0.46 107,006.90- 454.51 144A PRIV PLCMT 1.250 09/14/2026 99.9080 86.0110
MOODY'S RATING AA3
CUSIP 58989V2D5
650,000 MORGAN STANLEY 615,699.50 596,232.00 0.41 19,467.50- 6,044.35 DTD 04/28/20 04/28/2026 94.7230 91.7280
MOODY'S RATING A1
CUSIP 6174468Q5
PAGE 13
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,680,000 NEW YORK LIFE GLOBAL FDG 1,678,185.60 1,553,949.60 1.07 124,236.00- 5,210.33 144A PRIV PLCMT 1.450 01/14/2025 99.8920 92.4970
MOODY'S RATING AAA
CUSIP 64952WEK5
304,874.18 NISSAN AUTO RECEIVABLES OWNER 306,386.60 303,724.80 0.21 2,661.80- 261.51 SER 2019-C CL A3 *0 DAY DELAY* 100.4961 99.6230
DTD 10/23/19 1.930 07/15/2024
MOODY'S RATING AAA
CUSIP 65479JAD5
670,000 NORTHERN TRUST CORP 668,914.60 646,067.60 0.44 22,847.00- 10,496.67 DTD 05/10/2022 4.000% 05/10/2027 99.8380 96.4280
CALLABLE
MOODY'S RATING A2
CUSIP 665859AW4
850,000 NORTHWESTERN MUTUAL GLBL 827,449.50 743,996.50 0.51 83,453.00- 1,454.44 144A PRIV PLCMT 0.800 01/14/2026 97.3470 87.5290
MOODY'S RATING AAA
CUSIP 66815L2A6
1,170,000 NORTHWESTERN MUTUAL GLBL 1,169,602.20 1,139,603.40 0.78 29,998.80- 11,700.00 DTD 07/01/2022 4.000% 07/01/2025 99.9660 97.4020
NON CALLABLE
144A PRIVATE PLACEMENT
MOODY'S RATING AAA
CUSIP 66815L2J7
370,000 PACCAR FINANCIAL CORP 369,182.30 353,068.80 0.24 16,113.50- 1,016.47 MED TERM NOTE 99.7790 95.4240
DTD 08/15/19 2.150 08/15/2024
MOODY'S RATING A1
CUSIP 69371RQ25
680,000 PACCAR FINANCIAL CORP 679,632.80 630,244.40 0.43 49,388.40- 491.11 MED TERM NOTE 99.9460 92.6830
DTD 08/09/21 0.500 08/09/2024
MOODY'S RATING A1
CUSIP 69371RR40
PAGE 14
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 885,000 PACCAR FINANCIAL CORP 884,769.90 846,086.55 0.58 38,683.35- 12,190.88 DTD 04/07/2022 2.850% 04/07/2025 99.9740 95.6030
NON CALLABLE
MOODY'S RATING A1
CUSIP 69371RR73
904,000 PRICOA GLOBAL FUNDING 1 832,972.72 801,974.56 0.55 30,998.16- 602.67 144A PRIV PLCMT 0.800 09/01/2025 92.1430 88.7140
MOODY'S RATING AA3
CUSIP 74153WCM9
885,000 PRICOA GLOBAL FUNDING 1 884,088.45 816,005.40 0.56 68,083.05- 3,251.15 144A PRIV PLCMT 1.150 12/06/2024 99.8970 92.2040
MOODY'S RATING AA3
CUSIP 74153WCQ0
1,500,000 ROYAL BANK OF CANADA 1,533,359.18 1,438,365.00 0.99 94,994.18- 7,968.75 DTD 07/16/19 2.550 07/16/2024 102.2240 95.8910
MOODY'S RATING A1
CUSIP 78013XZU5
1,050,000 ROYAL BANK OF CANADA 1,049,611.50 1,010,352.00 0.70 39,259.50- 16,439.06 MEDIUM TERM NOTE 99.9630 96.2240
CONVERTIBLE
DTD 04/14/2022 3.375% 04/14/2025
NON CALLABLE
MOODY'S RATING A1
CUSIP 78016EZ59
1,760,000 SALESFORCE.COM INC 1,748,937.40 1,640,513.60 1.13 108,423.80- 2,322.22 DTD 07/12/21 0.625 07/15/2024 99.3715 93.2110
MOODY'S RATING A2
CUSIP 79466LAG9
1,500,000 TORONTO-DOMINION BANK 1,527,255.00 1,440,555.00 0.99 86,700.00- 12,035.42 MED TERM NOTE 101.8170 96.0370
DTD 06/12/19 2.650 06/12/2024
MOODY'S RATING A1
CUSIP 89114QCA4
PAGE 15
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 700,000 TORONTO-DOMINION BANK 674,737.00 648,046.00 0.45 26,691.00- 2,283.75 MED TERM NOTE SER FXD 96.3910 92.5780
DTD 01/12/22 1.450 01/10/2025
MOODY'S RATING A1
CUSIP 89114TZL9
288,227.2 TOYOTA AUTO RECEIVABLES OWNER 288,173.49 282,632.71 0.19 5,540.78- 44.84 SER 2020-D CL A3 *0 DAY DELAY* 99.9814 98.0590
DTD 10/13/20 0.350 01/15/2025
CUSIP 89236XAC0
430,000 TOYOTA AUTO RECEIVABLES OWNER 429,990.84 407,197.10 0.28 22,793.74- 135.69 SER 2021-D CL A3 *0 DAY DELAY* 99.9979 94.6970
DTD 11/15/21 0.710 04/15/2026
CUSIP 89238JAC9
921,202.94 TOYOTA AUTO RECEIVABLES OWNER 921,031.97 897,389.84 0.62 23,642.13- 106.45 SER 2021-A CL A3 *0 DAY DELAY* 99.9815 97.4150
DTD 02/08/21 0.260 05/15/2025
MOODY'S RATING AAA
CUSIP 89240BAC2
700,000 TOYOTA LEASE OWNER TRUST 686,000.00 686,497.00 0.47 497.00 68.25 SER 2021-A CL A3 *0 DAY DELAY* 98.0000 98.0710
144A PRIV PLCMT 0.390 04/22/2024
MOODY'S RATING AAA
CUSIP 89238EAC0
1,150,000 TOYOTA LEASE OWNER TRUST 1,149,818.99 1,108,278.00 0.76 41,540.99- 688.72 ASSET BCKD SEC SER 2022-A CL A3 99.9843 96.3720
DTD 02/28/2022 1.960% 02/20/2025
CALLABLE
144A PRIVATE PLACEMENT
CUSIP 89238LAC4
1,385,000 TOYOTA MOTOR CREDIT CORP 1,384,390.60 1,211,528.75 0.83 172,861.85- 4,457.97 MED TERM NOTE 99.9560 87.4750
DTD 06/18/21 1.125 06/18/2026
MOODY'S RATING A1
CUSIP 89236TJK2
PAGE 16
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,215,000 TOYOTA MOTOR CREDIT CORP 1,213,371.90 1,126,523.70 0.78 86,848.20- 3,817.13 DTD 01/13/22 1.450 01/13/2025 99.8660 92.7180
MOODY'S RATING A1
CUSIP 89236TJT3
3,100,000 UNITED STATES TREASURY NOTES 3,057,617.20 2,919,084.00 2.01 138,533.20- 2,397.79 DTD 03/15/2022 1.750% 03/15/2025 98.6328 94.1640
MOODY'S RATING AAA
CUSIP 91282CED9
3,000,000 UNITED STATES TREASURY NOTES 3,018,222.66 2,891,250.00 1.99 126,972.66- 24,639.95 DTD 06/30/2022 3.250% 06/30/2027 100.6074 96.3750
MOODY'S RATING AAA
CUSIP 91282CEW7
400,000 UNITED STATES TREASURY NOTES 393,218.75 376,656.00 0.26 16,562.75- 1,853.26 DTD 07/31/2022 2.750% 07/31/2027 98.3047 94.1640
MOODY'S RATING AAA
CUSIP 91282CFB2
4,500,000 UNITED STATES TREASURY NOTES 4,468,902.34 4,316,490.00 2.97 152,412.34- 12,042.47 DTD 08/31/2022 3.125% 08/31/2027 99.3090 95.9220
MOODY'S RATING AAA
CUSIP 91282CFH9
1,035,000 UNITEDHEALTH GROUP INC 1,025,051.35 915,954.30 0.63 109,097.05- 4,496.50 DTD 05/19/21 1.150 05/15/2026 99.0388 88.4980
MOODY'S RATING A3
CUSIP 91324PEC2
675,000 UNITEDHEALTH GROUP INC 675,316.70 642,161.25 0.44 33,155.45- 9,088.13 DTD 05/20/2022 3.700% 05/15/2027 100.0469 95.1350
CALLABLE
MOODY'S RATING A3
CUSIP 91324PEG3
1,250,000 US BANCORP 1,268,262.50 1,199,075.00 0.83 69,187.50- 5,083.33 DTD 07/29/19 2.400 07/30/2024 101.4610 95.9260
MOODY'S RATING A2
CUSIP 91159HHX1
PAGE 17
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,500,000 US TREASURY NOTE 1,469,765.63 1,340,745.00 0.92 129,020.63- 631.79 DTD 07/31/20 0.250 07/31/2025 97.9844 89.3830
MOODY'S RATING AAA
CUSIP 91282CAB7
2,400,000 US TREASURY NOTE 2,366,140.63 2,133,000.00 1.47 233,140.63- 16.48 DTD 09/30/20 0.250 09/30/2025 98.5892 88.8750
MOODY'S RATING AAA
CUSIP 91282CAM3
2,450,000 US TREASURY NOTE 2,422,492.19 2,169,695.50 1.49 252,796.69- 2,563.18 DTD 10/31/20 0.250 10/31/2025 98.8772 88.5590
MOODY'S RATING AAA
CUSIP 91282CAT8
2,250,000 US TREASURY NOTE 2,209,658.20 1,994,850.00 1.37 214,808.20- 2,835.55 DTD 11/30/20 0.375 11/30/2025 98.2070 88.6600
MOODY'S RATING AAA
CUSIP 91282CAZ4
2,500,000 US TREASURY NOTE 2,456,445.31 2,202,150.00 1.52 254,295.31- 1,579.48 DTD 02/01/21 0.375 01/31/2026 98.2578 88.0860
MOODY'S RATING AAA
CUSIP 91282CBH3
1,450,000 US TREASURY NOTE 1,446,488.28 1,367,364.50 0.94 79,123.78- 160.22 DTD 03/15/21 0.250 03/15/2024 99.7578 94.3010
MOODY'S RATING AAA
CUSIP 91282CBR1
2,500,000 US TREASURY NOTE 2,493,652.34 2,213,775.00 1.52 279,877.34- 7,846.47 DTD 04/30/21 0.750 04/30/2026 99.7461 88.5510
MOODY'S RATING AAA
CUSIP 91282CBW0
1,400,000 US TREASURY NOTE 1,379,054.68 1,231,622.00 0.85 147,432.68- 33.65 DTD 09/30/21 0.875 09/30/2026 98.5039 87.9730
MOODY'S RATING AAA
CUSIP 91282CCZ2
PAGE 18
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,400,000 US TREASURY NOTE 1,391,468.75 1,241,240.00 0.85 150,228.75- 6,591.03 DTD 11/01/21 1.125 10/31/2026 99.3906 88.6600
CUSIP 91282CDG3
2,000,000 US TREASURY NOTE 2,053,613.28 1,957,040.00 1.35 96,573.28- 7,024.46 DTD 02/18/14 2.750 02/15/2024 102.6807 97.8520
MOODY'S RATING AAA
CUSIP 912828B66
1,700,000 US TREASURY NOTE 1,753,191.41 1,641,622.00 1.13 111,569.41- 5,156.59 DTD 08/15/14 2.375 08/15/2024 103.1289 96.5660
MOODY'S RATING AAA
CUSIP 912828D56
1,500,000 US TREASURY NOTE 1,529,472.66 1,463,085.00 1.01 66,387.66- 8,529.21 DTD 01/03/17 2.250 12/31/2023 101.9649 97.5390
MOODY'S RATING AAA
CUSIP 912828V23
2,000,000 US TREASURY NOTE 2,018,574.22 1,923,120.00 1.32 95,454.22- 10,108.70 DTD 06/30/17 2.000 06/30/2024 100.9287 96.1560
MOODY'S RATING AAA
CUSIP 912828XX3
1,700,000 US TREASURY NOTE 1,705,976.56 1,639,769.00 1.13 66,207.56- 14,228.26 DTD 05/01/17 2.000 04/30/2024 100.3516 96.4570
MOODY'S RATING AAA
CUSIP 912828X70
2,100,000 US TREASURY NOTE 2,087,203.13 1,989,750.00 1.37 97,453.13- 9,287.36 DTD 12/31/19 1.750 12/31/2024 99.3906 94.7500
CUSIP 912828YY0
1,500,000 US TREASURY NOTE 1,523,144.53 1,393,005.00 0.96 130,139.53- 1,445.10 DTD 03/02/20 1.125 02/28/2025 101.5430 92.8670
MOODY'S RATING AAA
CUSIP 912828ZC7
PAGE 19
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF SEPTEMBER 30, 2022 ACCOUNT NUMBER
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF ASSETS AND LIABILITIES
COST VALUE MARKET VALUE % TOTAL UNREALIZED
PAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE MARKET GAIN/LOSS ACCRUED INCOME ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 2,500,000 US TREASURY NOTE 2,360,839.85 2,264,550.00 1.56 96,289.85- 3,923.23 DTD 04/30/20 0.375 04/30/2025 94.4336 90.5820
MOODY'S RATING AAA
CUSIP 912828ZL7
570,000 VERIZON MASTER TRUST 569,974.92 564,408.30 0.39 5,566.62- 647.90 ASSET BCKD SEC SER 2022-5 CL A1A 99.9956 99.0190
DTD 08/11/2022 VAR CPN 07/20/2027
CALLABLE
CUSIP 92348KAV5
703,950.04 VERIZON OWNER TRUST 703,802.21 693,066.97 0.48 10,735.24- 101.10 SER 2020-B CL A *0 DAY DELAY* 99.9790 98.4540
DTD 08/12/20 0.470 02/20/2025
MOODY'S RATING AAA
CUSIP 92290BAA9
87,146.08 VERIZON OWNER TRUST 87,139.36 86,946.52 0.06 192.84- 51.66 SER 2019-C CL A1A *0 DAY DELAY* 99.9923 99.7710
144A PRIV PLCMT 1.940 04/22/2024
CUSIP 92348AAA3
350,000 WALMART INC 349,338.50 305,392.50 0.21 43,946.00- 142.92 DTD 09/17/21 1.050 09/17/2026 99.8110 87.2550
MOODY'S RATING AA2
CUSIP 931142ER0
TOTAL BOND & NOTES 155,753,877.62 145,006,694.37 99.83 10,747,183.25- 512,462.62 ====================================================================================================================================== TOTAL INVESTMENTS 155,998,078.10 145,250,894.85 100.00 10,747,183.25- 512,716.16 TOTAL ACCRUALS 512,716.16 512,716.16
====================================================================================================================================== TOTAL ACCRUALS AND INVESTMENTS 156,510,794.26 145,763,611.01
PAGE 20
CASH SUMMARY CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
CASH SUMMARY
DESCRIPTION PRINCIPAL CASH INCOME CASH
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ BEGINNING BALANCE 0.00 0.00
RECEIPTS
NET INTEREST COLLECTED 0.00 193,979.95
TRANSFER RECEIPTS 193,979.95 0.00
SALES 1,484,134.93 0.00
CASH MANAGEMENT SALES 313,414.31 0.00
TOTAL CASH RECEIPTS 1,991,529.19 193,979.95
DISBURSEMENTS
INVESTMENT MANAGEMENT EXPENSES 9,118.15- 0.00
TRANSFER DISBURSEMENTS 0.00 193,979.95-
PURCHASES 1,479,332.03- 0.00
CASH MANAGEMENT PURCHASES 503,079.01- 0.00
TOTAL CASH DISBURSEMENTS 1,991,529.19- 193,979.95-
ENDING BALANCE 0.00 0.00
________________________________________________________________________________________________________________________________________
PAGE 21
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ BEGINNING BALANCE 0.00 155,836,585.66
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
CASH EQUIVALENTS
09/01/22 INTEREST RECEIVED 572.62
AS 100% TREAS MM FD-SVC CL #008
INTEREST FROM 8/1/22 TO 8/31/22
09/01/22 INTEREST RECEIVED 45.84
PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
INTEREST FROM 8/1/22 TO 8/31/22
09/30/22 503,033.17 CASH SWEEP PURCHASES FOR STMT PERIOD 503,033.17- 503,033.17 AS 100% TREAS MM FD-SVC CL #008
16 TRANSACTIONS
09/30/22 45.84 CASH SWEEP PURCHASES FOR STMT PERIOD 45.84- 45.84
PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
1 TRANSACTIONS
09/30/22 313,414.31- CASH SWEEP SALES FOR STMT PERIOD 313,414.31 313,414.31- AS 100% TREAS MM FD-SVC CL #008
4 TRANSACTIONS
BONDS & NOTES
09/15/22 INTEREST RECEIVED 2,845.38
AMERICAN EXPRES ABS 2.210% 3/15/27
CUSIP 02589BAA8
$0.00184/PV ON 1,545,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 3,884.38
AMERICAN EXPRESS ABS 3.390% 5/17/27
CUSIP 02582JJT8
$0.00283/PV ON 1,375,000.00 PV
DUE 9/15/22
PAGE 22
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/15/22 INTEREST RECEIVED 18,572.50
BERKSHIRE HATH 2.300% 3/15/27
CUSIP 084664CZ2
INTEREST ON 1,615,000.000 UNITS
09/26/22 INTEREST RECEIVED 116.88
BMW VEHICLE LEASE TR 0.330% 12/26/24
CUSIP 09690AAC7
$0.00027/PV ON 425,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 412.50
BMW VEHICLE LEASE TR 1.100% 3/25/25
CUSIP 05601XAC3
09/26/22 INTEREST RECEIVED 1,417.75
BMW VEHICLE OWN ABS 3.210% 8/25/26
CUSIP 05602RAD3
09/06/22 INTEREST RECEIVED 11,760.00
CHARLES SCHWAB CORP 2.450% 3/03/27
CUSIP 808513BY0
INTEREST ON 960,000.000 UNITS
09/08/22 INTEREST RECEIVED 4,750.00
FED HOME LN BK 2.375% 9/08/23
CUSIP 3130A3DL5
INTEREST ON 400,000.000 UNITS
09/09/22 400,000- SOLD 395,092.00 413,264.00- 18,172.00- FED HOME LN BK 2.375% 9/08/23
CUSIP 3130A3DL5
AT $98.7730 ON TRADE DATE 09/08/2022
TO SETTLE ON 09/09/2022
MELLON BANK/CAPITAL MARKETS
PAGE 23
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/09/22 ACCRUED INTEREST ON SALE 26.39
FED HOME LN BK 2.375% 9/08/23
CUSIP 3130A3DL5
09/13/22 INTEREST RECEIVED 28,750.00
FED HOME LN BK 2.875% 9/13/24
CUSIP 3130A2UW4
INTEREST ON 2,000,000.000 UNITS
09/08/22 INTEREST RECEIVED 24,375.00
FED HOME LN BK 3.250% 3/08/24
CUSIP 3130A0XE5
INTEREST ON 1,500,000.000 UNITS
09/23/22 INTEREST RECEIVED 4,687.50
FED HOME LN MTG CORP 0.375% 9/23/25
CUSIP 3137EAEX3
INTEREST ON 2,500,000.000 UNITS
09/26/22 INTEREST RECEIVED 3,435.25
FED HOME LN MTG CORP 3.171% 10/25/24
CUSIP 3137BFE98
$0.00264/PV ON 1,300,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 1,437.04
FHLMC MULTIFAMILY ST 2.653% 8/25/26
CUSIP 3137BSP72
$0.00221/PV ON 650,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 1,422.62
FHLMC MULTIFAMILY ST 2.995% 12/25/25
CUSIP 3137BN6G4
$0.00250/PV ON 570,000.00 PV
DUE 9/25/22
PAGE 24
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/26/22 INTEREST RECEIVED 2,508.33
FHLMC MULTIFAMILY ST 3.010% 8/25/25
CUSIP 3137BLMZ8
$0.00251/PV ON 1,000,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 1,212.93
FHLMC MULTIFAMILY ST 3.308% 9/25/25
CUSIP 3137BM7C4
$0.00276/PV ON 440,000.00 PV
DUE 9/25/22
09/23/22 INTEREST RECEIVED 1,007.50
GM FINANCIAL ABS 3.100% 2/16/27
CUSIP 362585AC5
09/20/22 INTEREST RECEIVED 313.63
GM FINANCIAL AUTOMOB 0.390% 10/21/24
CUSIP 36262XAC8
$0.00032/PV ON 965,000.00 PV
DUE 9/20/22
09/20/22 INTEREST RECEIVED 1,496.25
GM FINANCIAL AUTOMOB 1.850% 3/20/25
CUSIP 36265MAC9
$0.00158/PV ON 945,000.00 PV
DUE 9/20/22
09/16/22 INTEREST RECEIVED 198.33
GM FINANCIAL SECURIT 0.680% 9/16/26
CUSIP 362554AC1
$0.00057/PV ON 350,000.00 PV
DUE 9/16/22
09/16/22 INTEREST RECEIVED 309.75
GM FINANCIAL SECURIT 1.260% 11/16/26
CUSIP 380146AC4
$0.00105/PV ON 295,000.00 PV
DUE 9/16/22
PAGE 25
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/21/22 INTEREST RECEIVED 62.12
HONDA AUTO RECEIVABL 0.270% 4/21/25
CUSIP 43813GAC5
$0.00023/PV ON 276,106.97 PV
DUE 9/21/22
09/21/22 18,962.21- PAID DOWN 18,962.21 18,961.86- 0.35 HONDA AUTO RECEIVABL 0.270% 4/21/25
CUSIP 43813GAC5
09/19/22 INTEREST RECEIVED 127.11
HONDA AUTO RECEIVABL 0.370% 10/18/24
CUSIP 43813KAC6
$0.00031/PV ON 412,256.56 PV
DUE 9/18/22
09/19/22 33,068.09- PAID DOWN 33,068.09 33,063.23- 4.86 HONDA AUTO RECEIVABL 0.370% 10/18/24
CUSIP 43813KAC6
TO SETTLE ON 09/19/2022
09/15/22 INTEREST RECEIVED 58.65
HONDA AUTO RECEIVABL 0.820% 7/15/24
CUSIP 43813DAC2
$0.00068/PV ON 85,823.19 PV
DUE 9/15/22
09/15/22 8,330.67- PAID DOWN 8,330.67 8,330.01- 0.66
HONDA AUTO RECEIVABL 0.820% 7/15/24
CUSIP 43813DAC2
09/21/22 INTEREST RECEIVED 337.33
HONDA AUTO RECEIVABL 0.880% 1/21/26
CUSIP 43815GAC3
$0.00073/PV ON 460,000.00 PV
DUE 9/21/22
PAGE 26
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/15/22 INTEREST RECEIVED 1,159.33
HONDA AUTO RECEIVABL 1.000% 5/15/26
CUSIP 43815BAC4
$0.00157/PV ON 740,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 163.59
HONDA AUTO RECEIVABL 1.780% 8/15/23
CUSIP 43815NAC8
$0.00148/PV ON 110,281.49 PV
DUE 9/15/22
09/15/22 43,032.09- PAID DOWN 43,032.09 42,959.75- 72.34 HONDA AUTO RECEIVABL 1.780% 8/15/23
CUSIP 43815NAC8
09/15/22 INTEREST RECEIVED 217.25
HYUNDAI AUTO LEASE 0.330% 6/17/24
CUSIP 44891VAC5
$0.00027/PV ON 790,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 522.00
HYUNDAI AUTO LEASE 1.160% 1/15/25
CUSIP 44891WAC3
$0.00097/PV ON 540,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 1,868.50
HYUNDAI AUTO REC ABS 2.220% 10/15/26
CUSIP 448977AD0
$0.00185/PV ON 1,010,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 163.08
HYUNDAI AUTO RECEIVA 0.380% 9/15/25
CUSIP 44933LAC7
$0.00032/PV ON 515,000.00 PV
DUE 9/15/22
PAGE 27
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/15/22 INTEREST RECEIVED 820.17
HYUNDAI AUTO RECEIVA 0.740% 5/15/26
CUSIP 44935FAD6
$0.00062/PV ON 1,330,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 870.00
JOHN DEERE OWNER ABS 2.320% 9/16/26
CUSIP 47787JAC2
$0.00193/PV ON 450,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 3,742.60
JOHN DEERE OWNER ABS 3.740% 2/16/27
CUSIP 47800AAC4
$0.00571/PV ON 655,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 59.43
JOHN DEERE OWNER TRU 0.510% 11/15/24
CUSIP 47787NAC3
$0.00042/PV ON 139,828.63 PV
DUE 9/15/22
09/15/22 10,595.16- PAID DOWN 10,595.16 10,593.55- 1.61 JOHN DEERE OWNER TRU 0.510% 11/15/24
CUSIP 47787NAC3
09/15/22 INTEREST RECEIVED 251.33
JOHN DEERE OWNER TRU 0.520% 3/16/26
CUSIP 47789QAC4
$0.00043/PV ON 580,000.00 PV
DUE 9/15/22
09/15/22 INTEREST RECEIVED 104.96
JOHN DEERE OWNER TRU 1.100% 8/15/24
CUSIP 47789KAC7
$0.00092/PV ON 114,500.71 PV
DUE 9/15/22
PAGE 28
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/15/22 11,845.8- PAID DOWN 11,845.80 11,845.08- 0.72
JOHN DEERE OWNER TRU 1.100% 8/15/24
CUSIP 47789KAC7
09/15/22 INTEREST RECEIVED 140.49
JOHN DEERE OWNER TRU 2.210% 12/15/23
CUSIP 477870AC3
$0.00184/PV ON 76,282.57 PV
DUE 9/15/22
09/15/22 19,717.9- PAID DOWN 19,717.90 19,900.44- 182.54- JOHN DEERE OWNER TRU 2.210% 12/15/23
CUSIP 477870AC3
09/15/22 INTEREST RECEIVED 69.85
MERCEDES-BENZ AUTO 0.400% 11/15/23
CUSIP 58769EAC2
$0.00033/PV ON 209,551.58 PV
DUE 9/15/22
09/15/22 34,966.54- PAID DOWN 34,966.54 34,964.77- 1.77 MERCEDES-BENZ AUTO 0.400% 11/15/23
CUSIP 58769EAC2
09/15/22 INTEREST RECEIVED 579.32
NISSAN AUTO RECEIVAB 1.930% 7/15/24
CUSIP 65479JAD5
$0.00161/PV ON 360,199.61 PV
DUE 9/15/22
09/15/22 55,325.43- PAID DOWN 55,325.43 55,599.89- 274.46- NISSAN AUTO RECEIVAB 1.930% 7/15/24
CUSIP 65479JAD5
09/14/22 INTEREST RECEIVED 4,812.50
P/P MET TOWER GLOBAL 1.250% 9/14/26
CUSIP 58989V2D5
INTEREST ON 770,000.000 UNITS
PAGE 29
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/01/22 INTEREST RECEIVED 3,616.00
P/P PRICOA GLOBAL FU 0.800% 9/01/25
CUSIP 74153WCM9
INTEREST ON 904,000.000 UNITS
09/15/22 INTEREST RECEIVED 213.72
TOYOTA AUTO RECEIVAB 0.260% 5/15/25
CUSIP 89240BAC2
$0.00022/PV ON 986,412.54 PV
DUE 9/15/22
09/15/22 65,209.6- PAID DOWN 65,209.60 65,197.50- 12.10 TOYOTA AUTO RECEIVAB 0.260% 5/15/25
CUSIP 89240BAC2
09/15/22 INTEREST RECEIVED 92.32
TOYOTA AUTO RECEIVAB 0.350% 1/15/25
CUSIP 89236XAC0
$0.00029/PV ON 316,534.22 PV
DUE 9/15/22
09/15/22 28,307.02- PAID DOWN 28,307.02 28,301.75- 5.27 TOYOTA AUTO RECEIVAB 0.350% 1/15/25
CUSIP 89236XAC0
09/15/22 INTEREST RECEIVED 254.42
TOYOTA AUTO RECEIVAB 0.710% 4/15/26
CUSIP 89238JAC9
$0.00059/PV ON 430,000.00 PV
DUE 9/15/22
09/20/22 INTEREST RECEIVED 1,878.33
TOYOTA LEASE OWN ABS 1.960% 2/20/25
CUSIP 89238LAC4
$0.00163/PV ON 1,150,000.00 PV
DUE 9/20/22
PAGE 30
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/20/22 INTEREST RECEIVED 227.50
TOYOTA LEASE OWNER 0.390% 4/22/24
CUSIP 89238EAC0
$0.00032/PV ON 700,000.00 PV
DUE 9/20/22
09/15/22 INTEREST RECEIVED 27,125.00
U.S. TREASURY NOTES 1.750% 3/15/25
CUSIP 91282CED9
INTEREST ON 3,100,000.000 UNITS
09/09/22 1,100,000 PURCHASED 1,089,644.53- 1,089,644.53 U.S. TREASURY NOTES 3.125% 8/31/27
CUSIP 91282CFH9
AT $99.0586 ON TRADE DATE 09/08/2022
TO SETTLE ON 09/09/2022
CITADEL DERIVATIVES GROUP LLC
09/09/22 ACCRUED INTEREST ON PURCHASE 854.63-
U.S. TREASURY NOTES 3.125% 8/31/27
CUSIP 91282CFH9
09/20/22 400,000 PURCHASED 389,687.50- 389,687.50
U.S. TREASURY NOTES 3.125% 8/31/27
CUSIP 91282CFH9
AT $97.4219 ON TRADE DATE 09/19/2022
TO SETTLE ON 09/20/2022
CITADEL DERIVATIVES GROUP LLC
09/20/22 ACCRUED INTEREST ON PURCHASE 690.61-
U.S. TREASURY NOTES 3.125% 8/31/27
CUSIP 91282CFH9
09/15/22 INTEREST RECEIVED 1,812.50
US TREASURY NOTE 0.250% 3/15/24
SEDOL BMDB780
INTEREST ON 1,450,000.000 UNITS
PAGE 31
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/30/22 INTEREST RECEIVED 3,000.00
US TREASURY NOTE 0.250% 9/30/25
CUSIP 91282CAM3
INTEREST ON 2,400,000.000 UNITS
09/30/22 INTEREST RECEIVED 6,125.00
US TREASURY NOTE 0.875% 9/30/26
CUSIP 91282CCZ2
INTEREST ON 1,400,000.000 UNITS
09/09/22 650,000- SOLD 636,542.97 641,405.27- 4,862.30- US TREASURY NOTE 1.625% 10/31/23
CUSIP 912828T91
AT $97.9297 ON TRADE DATE 09/08/2022
TO SETTLE ON 09/09/2022
J.P. MORGAN SECURITIES INC., -
09/09/22 ACCRUED INTEREST ON SALE 3,788.72
US TREASURY NOTE 1.625% 10/31/23
CUSIP 912828T91
09/21/22 INTEREST RECEIVED 2,297.10
VERIZON MAST ABS V-M 3.720% 7/20/27
CUSIP 92348KAV5
09/20/22 INTEREST RECEIVED 313.33
VERIZON OWNER TRUST 0.470% 2/20/25
CUSIP 92290BAA9
$0.00039/PV ON 800,000.00 PV
DUE 9/20/22
09/20/22 96,049.96- PAID DOWN 96,049.96 96,029.79- 20.17 VERIZON OWNER TRUST 0.470% 2/20/25
CUSIP 92290BAA9
PAGE 32
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/20/22 INTEREST RECEIVED 184.68
VERIZON OWNER TRUST 1.940% 4/22/24
CUSIP 92348AAA3
$0.00162/PV ON 114,235.57 PV
DUE 9/20/22
09/20/22 27,089.49- PAID DOWN 27,089.49 27,087.40- 2.09 VERIZON OWNER TRUST 1.940% 4/22/24
CUSIP 92348AAA3
09/26/22 INTEREST RECEIVED 2,550.00
VR FED HOME LN MTG 3.060% 7/25/23
CUSIP 3137B4WB8
$0.00255/PV ON 1,000,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 2,639.42
VR FHLMC MULTIFAMI 3.334% 8/25/25
CUSIP 3137BLW95
$0.00278/PV ON 950,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 2,939.17
VR FHLMC MULTIFAMILY 3.527% 10/25/23
CUSIP 3137B7MZ9
$0.00294/PV ON 1,000,000.00 PV
DUE 9/25/22
09/26/22 INTEREST RECEIVED 2,942.50
VR FHLMC MULTIFAMILY 3.531% 7/25/23
CUSIP 3137B5JM6
$0.00294/PV ON 1,000,000.00 PV
DUE 9/25/22
09/19/22 INTEREST RECEIVED 1,837.50
WALMART INC 1.050% 9/17/26
CUSIP 931142ER0
INTEREST ON 350,000.000 UNITS
PAGE 33
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
TRANSFER RECEIPTS
09/01/22 ADDITION TO ACCOUNT 4,234.46
TRANSFER FROM INCOME
09/06/22 ADDITION TO ACCOUNT 11,760.00
TRANSFER FROM INCOME
09/08/22 ADDITION TO ACCOUNT 29,125.00
TRANSFER FROM INCOME
09/09/22 ADDITION TO ACCOUNT 2,960.48
TRANSFER FROM INCOME
09/13/22 ADDITION TO ACCOUNT 28,750.00
TRANSFER FROM INCOME
09/14/22 ADDITION TO ACCOUNT 4,812.50
TRANSFER FROM INCOME
09/15/22 ADDITION TO ACCOUNT 60,928.68
TRANSFER FROM INCOME
09/16/22 ADDITION TO ACCOUNT 5,170.17
TRANSFER FROM INCOME
09/19/22 ADDITION TO ACCOUNT 1,964.61
TRANSFER FROM INCOME
09/20/22 ADDITION TO ACCOUNT 3,723.11
TRANSFER FROM INCOME
09/21/22 ADDITION TO ACCOUNT 399.45
TRANSFER FROM INCOME
PAGE 34
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/22/22 ADDITION TO ACCOUNT 2,297.10
TRANSFER FROM INCOME
09/23/22 ADDITION TO ACCOUNT 4,687.50
TRANSFER FROM INCOME
09/26/22 ADDITION TO ACCOUNT 22,211.64
TRANSFER FROM INCOME
09/27/22 ADDITION TO ACCOUNT 1,830.25
TRANSFER FROM INCOME
09/30/22 ADDITION TO ACCOUNT 9,125.00
TRANSFER FROM INCOME
INVESTMENT MANAGEMENT EXPENSES
09/06/22 INVESTMENT MGMT FEE 9,118.15-
PAID TO CHANDLER ASSET MANAGEMENT INC
CHANDLER ASSET MGMT FEE INV
2208CUPERTIN
TRANSFER DISBURSEMENTS
09/01/22 TRANSFER TO PRINCIPAL 4,234.46-
09/06/22 TRANSFER TO PRINCIPAL 11,760.00-
09/08/22 TRANSFER TO PRINCIPAL 29,125.00-
09/09/22 TRANSFER TO PRINCIPAL 2,960.48-
09/13/22 TRANSFER TO PRINCIPAL 28,750.00-
09/14/22 TRANSFER TO PRINCIPAL 4,812.50-
PAGE 35
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/15/22 TRANSFER TO PRINCIPAL 60,928.68-
09/16/22 TRANSFER TO PRINCIPAL 5,170.17-
09/19/22 TRANSFER TO PRINCIPAL 1,964.61-
09/20/22 TRANSFER TO PRINCIPAL 3,723.11-
09/21/22 TRANSFER TO PRINCIPAL 399.45-
09/22/22 TRANSFER TO PRINCIPAL 2,297.10-
09/23/22 TRANSFER TO PRINCIPAL 4,687.50-
09/26/22 TRANSFER TO PRINCIPAL 22,211.64-
09/27/22 TRANSFER TO PRINCIPAL 1,830.25-
09/30/22 TRANSFER TO PRINCIPAL 9,125.00-
================================================================================================================= ENDING BALANCE 0.00 155,998,078.10
¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
INVESTMENT AND INSURANCE PRODUCTS ARE:
• NOT INSURED BY THE FEDERAL DEPOSIT INSURANCE CORPORATION (FDIC) OR ANY FEDERAL GOVERNMENT AGENCY• NOT A DEPOSIT, OBLIGATION OF, OR GUARANTEED BY ANY BANK OR BANKING AFFILIATE• SUBJECT TO INVESTMENT RISKS AND MAY LOSE VALUE, INCLUDING POSSIBLE LOSS OF PRINCIPAL AMOUNT INVESTED PAGE 36
PENDING TRADES SCHEDULE CITY OF CUPERTINO
FOR THE PERIOD SEPTEMBER 1, 2022 THROUGH SEPTEMBER 30, 2022 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
PENDING TRADES SCHEDULE
TRADE SETTLE ACCRUED DUE TO/FROM MONTH END
PAR VALUE/SHARES DESCRIPTION DATE DATE INTEREST BROKER MARKET VALUE ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
PENDING PURCHASES
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,000,000 FHLMC MULTIFAMILY ST 3.244% 8/25/27 09/28/22 10/03/22 180.22- 950,664.06- 943,990.00 PRICE: 95.0664
CUSIP 3137FBBX3
250,000 U.S. TREASURY NOTES 3.250% 6/30/27 09/28/22 10/03/22 2,097.49- 242,089.84- 240,937.50 PRICE: 96.8359
CUSIP 91282CEW7
==================================================================================================================================== TOTAL PENDING PURCHASES 2,277.71- 1,192,753.90- 1,184,927.50
PENDING SALES
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,000,000- VR FHLMC MULTIFAMILY 3.531% 7/25/23 09/28/22 10/03/22 196.17 992,773.44 992,160.00- PRICE: 99.2773
CUSIP 3137B5JM6
==================================================================================================================================== TOTAL PENDING SALES 196.17 992,773.44 992,160.00-
____________________________________________________________________________________________________________________________________ NET PENDING TRADES 2,081.54- 199,980.46- 192,767.50