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
PCS - SAN FRANCISCO CA
510 N VALLEY MILLS DRIVE, SUITE 400
WACO, TX 76710-6075
CITY OF CUPERTINO -
CHANDLER ASSET MANAGEMENT
ACCOUNT NUMBER
MONTHLY STATEMENT
FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023
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
06023 SE
Custody and trust services are provided by Principal Bank®, Member FDIC, and/or Principal Trust Company®. These services are provided under the trade name Principal® Custody Solutions. Principal Trust Company is a trade name of Delaware Charter 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 OBTAINED FROM UNAFFILIATED SOURCES. IN SITUATIONS WHERE AN ASSET VALUE CANNOT BE
PROVIDED BY OUR UNAFFILIATED PRICING SOURCES, SUCH AS BUT NOT LIMITED TO NON-PUBLICLY TRADED ASSETS, THE CUSTOMER OR THEIR DESIGNATED REPRESENTATIVE MUST PROVIDE 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. VALUES OBTAINED FROM THE CUSTOMER OR THEIR DESIGNATED REPRESENTATIVE SHOULD NOT BE CONSIDERED TO BE CERTIFIED BY PRINCIPAL BANK/PRINCIPAL TRUST COMPANY, AS APPLICABLE.
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 FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯ PAGE
REPORT NAME NUMBER
ASSET SUMMARY .................................................................................. 1 STATEMENT OF ASSETS AND LIABILITIES ............................................................ 2 CASH SUMMARY ................................................................................... 20 STATEMENT OF TRANSACTIONS ...................................................................... 21
PAGE 1
ASSET SUMMARY CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 155,588.22 155,588.22 0.11 0.00 6,244 4.01 1,589.87 BONDS AND NOTES 156,235,688.22 146,574,166.13 99.89 9,661,522.09- 2,754,818 1.88 528,610.79 TOTAL INVESTMENTS 156,391,276.44 146,729,754.35 100.00 9,661,522.09- 2,761,062 1.88 530,200.66 TOTAL ACCRUALS 530,200.66 530,200.66
===================================================================================================================================== TOTAL ACCRUALS AND INVESTMENTS 156,921,477.10 147,259,955.01 9,661,522.09- 2,761,062 1.88 530,200.66
PAGE 2
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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
149,690.73 ALLSPRING 100% TREASURY 149,690.73 149,690.73 0.10 0.00 1,579.31 MONEY MARKET FUND - #008 1.0000 1.0000
5,897.49 PRINCIPAL PUBLIC DEPOSIT SWEEP 5,897.49 5,897.49 0.00 0.00 10.56 PROGRAM 1.0000 1.0000
TOTAL CASH EQUIVALENTS 155,588.22 155,588.22 0.11 0.00 1,589.87
BOND & NOTES
1,675,000 AIR PRODUCTS & CHEMICALS 1,771,212.00 1,632,790.00 1.11 138,422.00- 4,831.91 DTD 07/31/14 3.350 07/31/2024 105.7440 97.4800
MOODY'S RATING A2
CUSIP 009158AV8
1,875,000 AMAZON.COM INC 1,866,900.00 1,660,012.50 1.13 206,887.50- 5,677.08 DTD 05/12/21 1.000 05/12/2026 99.5680 88.5340
MOODY'S RATING A1
CUSIP 023135BX3
1,375,000 AMERICAN EXPRESS CREDIT ACCOUNT 1,374,695.85 1,325,802.50 0.90 48,893.35- 2,071.67 ASSET BCKD SEC SER 2022-2 CL A 99.9779 96.4220
DTD 05/24/2022 3.390% 05/17/2027
NON CALLABLE
CUSIP 02582JJT8
1,545,000 AMERICAN EXPRESS CREDIT ACCOUNT 1,524,359.77 1,456,533.30 0.99 67,826.47- 1,517.53 ASSET BCKD SEC SER 2022-1 CL A 98.6641 94.2740
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 1,080,735.50 0.74 33,487.04- 14,552.36 MED TERM NOTE 96.8889 93.9770
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 FEBRUARY 28, 2023 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 620,988.00 558,240.00 0.38 62,748.00- 604.50 MED TERM NOTE 103.4980 93.0400
DTD 02/13/20 02/13/2026
MOODY'S RATING A2
CUSIP 06051GHY8
700,000 BANK OF AMERICA CORP 701,274.00 634,956.00 0.43 66,318.00- 1,846.60 MED TERM NOTE 100.1820 90.7080
DTD 06/19/20 06/19/2026
MOODY'S RATING A2
CUSIP 06051GJD2
600,000 BANK OF MONTREAL 582,216.00 563,082.00 0.38 19,134.00- 541.67 MED TERM NOTE 97.0360 93.8470
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 1,150,558.80 0.78 135,098.00- 7,646.67 MED TERM NOTE 103.6820 92.7870
DTD 04/27/20 1.850 05/01/2025
MOODY'S RATING A2
CUSIP 06367WB85
1,000,000 BANK OF NEW YORK MELLON 1,024,910.00 969,360.00 0.66 55,550.00- 11,301.39 MED TERM NOTE 102.4910 96.9360
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 1,318,323.60 0.90 51,484.60- 16,063.25 DTD 04/26/2022 3.350% 04/25/2025 99.9860 96.2280
CALLABLE
MOODY'S RATING A1
CUSIP 06406RBC0
1,615,000 BERKSHIRE HATHAWAY FIN 1,614,693.15 1,492,760.65 1.02 121,932.50- 17,127.97 DTD 03/15/2022 2.300% 03/15/2027 99.9810 92.4310
CALLABLE
MOODY'S RATING AA2
CUSIP 084664CZ2
PAGE 4
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 449,932.73 437,683.50 0.30 12,249.23- 82.50 SER 2022-1 CL A3 *0 DAY DELAY* 99.9851 97.2630
DTD 01/19/22 1.100 03/25/2025
CUSIP 05601XAC3
339,486.6 BMW VEHICLE LEASE TRUST 339,451.56 332,761.37 0.23 6,690.19- 15.56 SER 2021-2 CL A3 *0 DAY DELAY* 99.9897 98.0190
DTD 09/15/21 0.330 12/26/2024
MOODY'S RATING AAA
CUSIP 09690AAC7
530,000 BMW VEHICLE OWNER TRUST 529,972.44 515,001.00 0.35 14,971.44- 283.55 ASSET BCKD SEC SER 2022-A CL A3 99.9948 97.1700
DTD 05/18/2022 3.210% 08/25/2026
CALLABLE
MOODY'S RATING AAA
CUSIP 05602RAD3
755,000 CALIFORNIA ST 772,342.35 726,453.45 0.50 45,888.90- 7,550.00 TXBL-REF 102.2970 96.2190
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 1,048,762.00 0.71 62,755.00- 7,423.47 MED TERM NOTE 101.0470 95.3420
DTD 11/08/19 2.150 11/08/2024
MOODY'S RATING A2
CUSIP 14913Q3B3
960,000 CHARLES SCHWAB CORP 959,729.90 870,662.40 0.59 89,067.50- 11,629.33 DTD 03/03/2022 2.450% 03/03/2027 99.9719 90.6940
CALLABLE
MOODY'S RATING A2
CUSIP 808513BY0
1,500,000 FED HOME LN BK 1,564,890.20 1,455,300.00 0.99 109,590.20- 9,223.96 DTD 05/08/14 2.875 06/14/2024 104.3260 97.0200
MOODY'S RATING AAA
CUSIP 3130A1XJ2
PAGE 5
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 2,000,000 FED HOME LN BK 2,103,380.00 1,936,240.00 1.32 167,140.00- 26,833.33 DTD 08/15/14 2.875 09/13/2024 105.1690 96.8120
MOODY'S RATING AAA
CUSIP 3130A2UW4
1,300,000 FED HOME LN MTG CORP 1,398,414.06 1,260,181.00 0.86 138,233.06- 3,435.25 SER KO41 CL A2 *24 DAY DELAY* 107.5703 96.9370
DTD 12/01/14 3.171 10/25/2024
CUSIP 3137BFE98
2,365,000 FED HOME LN MTG CORP 2,363,178.95 2,220,096.45 1.51 143,082.50- 1,872.29 DTD 02/14/20 1.500 02/12/2025 99.9230 93.8730
MOODY'S RATING AAA
CUSIP 3137EAEP0
1,250,000 FED HOME LN MTG CORP 1,243,775.00 1,128,287.50 0.77 115,487.50- 520.83 SER USD 99.5020 90.2630
DTD 07/23/20 0.375 07/21/2025
MOODY'S RATING AAA
CUSIP 3137EAEU9
2,500,000 FED HOME LN MTG CORP 2,489,362.80 2,246,775.00 1.53 242,587.80- 4,114.58 DTD 09/25/20 0.375 09/23/2025 99.5745 89.8710
MOODY'S RATING AAA
CUSIP 3137EAEX3
855,000 FED HOME LN MTG CORP 854,153.55 822,638.25 0.56 31,515.30- 516.56 DTD 12/04/20 0.250 12/04/2023 99.9010 96.2150
MOODY'S RATING AAA
CUSIP 3137EAFA2
1,500,000 FED NATL MTG ASSN 1,484,895.00 1,434,855.00 0.98 50,040.00- 4,302.08 DTD 07/08/19 1.750 07/02/2024 98.9930 95.6570
MOODY'S RATING AAA
CUSIP 3135G0V75
1,975,000 FED NATL MTG ASSN 1,965,802.75 1,872,122.25 1.28 93,680.50- 12,124.31 DTD 10/18/19 1.625 10/15/2024 99.5343 94.7910
MOODY'S RATING AAA
CUSIP 3135G0W66
PAGE 6
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,295,000 FED NATL MTG ASSN 1,309,953.95 1,221,159.10 0.83 88,794.85- 3,156.56 DTD 01/10/20 1.625 01/07/2025 101.1548 94.2980
MOODY'S RATING AAA
CUSIP 3135G0X24
1,860,000 FED NATL MTG ASSN 1,856,168.40 1,703,239.20 1.16 152,929.20- 4,165.62 DTD 04/24/20 0.625 04/22/2025 99.7940 91.5720
MOODY'S RATING AAA
CUSIP 3135G03U5
2,500,000 FED NATL MTG ASSN 2,499,227.30 2,272,025.00 1.55 227,202.30- 2,569.44 DTD 06/19/20 0.500 06/17/2025 99.9691 90.8810
MOODY'S RATING AAA
CUSIP 3135G04Z3
2,500,000 FED NATL MTG ASSN 2,487,983.75 2,247,975.00 1.53 240,008.75- 156.25 DTD 08/27/20 0.375 08/25/2025 99.5194 89.9190
MOODY'S RATING AAA
CUSIP 3135G05X7
2,500,000 FED NATL MTG ASSN 2,492,700.00 2,241,350.00 1.53 251,350.00- 3,958.33 DTD 11/12/20 0.500 11/07/2025 99.7080 89.6540
MOODY'S RATING AAA
CUSIP 3135G06G3
1,000,000 FHLMC MULTIFAMILY STRUCTURED P 1,079,687.50 957,050.00 0.65 122,637.50- 2,508.33 SER K049 CL A2 *24 DAY DELAY* 107.9688 95.7050
DTD 10/01/15 3.010 08/25/2025
CUSIP 3137BLMZ8
950,000 FHLMC MULTIFAMILY STRUCTURED P 1,018,132.81 914,071.00 0.62 104,061.81- 2,639.42 SER K050 CL A2 *24 DAY DELAY* 107.1719 96.2180
DTD 11/01/15 08/25/2025
CUSIP 3137BLW95
440,000 FHLMC MULTIFAMILY STRUCTURED P 453,079.69 422,804.80 0.29 30,274.89- 1,212.93 SER K051 CL A2 *24 DAY DELAY* 102.9727 96.0920
DTD 12/01/15 3.308 09/25/2025
CUSIP 3137BM7C4
PAGE 7
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 570,000 FHLMC MULTIFAMILY STRUCTURED P 582,001.17 542,429.10 0.37 39,572.07- 1,422.63 SER K053 CL A2 *24 DAY DELAY* 102.1055 95.1630
DTD 03/01/16 2.995 12/25/2025
CUSIP 3137BN6G4
650,000 FHLMC MULTIFAMILY STRUCTURED P 687,451.17 606,469.50 0.41 80,981.67- 1,437.04 SER K058 CL A2 *24 DAY DELAY* 105.7617 93.3030
DTD 11/01/16 2.653 08/25/2026
CUSIP 3137BSP72
1,000,000 FHLMC MULTIFAMILY STRUCTURED P 950,664.06 945,050.00 0.64 5,614.06- 2,703.33 SER K068 CL A2 *24 DAY DELAY* 95.0664 94.5050
DTD 10/01/17 3.244 08/25/2027
MOODY'S RATING AAA
CUSIP 3137FBBX3
954,985.74 GM FINANCIAL AUTOMOBILE LEASIN 954,972.76 933,240.71 0.64 21,732.05- 103.46 SER 2021-3 CL A3 *0 DAY DELAY* 99.9987 97.7230
DTD 08/18/21 0.390 10/21/2024
CUSIP 36262XAC8
945,000 GM FINANCIAL AUTOMOBILE LEASIN 944,991.87 916,621.65 0.62 28,370.22- 534.19 SER 2022-1 CL A3 *0 DAY DELAY* 99.9992 96.9970
DTD 02/23/22 1.850 03/20/2025
MOODY'S RATING AAA
CUSIP 36265MAC9
350,000 GM FINANCIAL SECURITIZED TERM 349,991.08 331,156.00 0.23 18,835.08- 99.17 SER 2021-4 CL A3 *0 DAY DELAY* 99.9975 94.6160
DTD 10/21/21 0.680 09/16/2026
MOODY'S RATING AAA
CUSIP 362554AC1
390,000 GM FINANCIAL SECURITIZED TERM 389,918.49 376,935.00 0.26 12,983.49- 503.75 ASSET BCKD SEC SER 2022-2 CL A3 99.9791 96.6500
DTD 04/13/2022 3.100% 02/16/2027
CALLABLE
MOODY'S RATING AAA
CUSIP 362585AC5
PAGE 8
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 295,000 GM FINANCIAL SECURITIZED TERM 294,974.36 280,205.75 0.19 14,768.61- 154.88 SER 2022-1 CL A3 *0 DAY DELAY* 99.9913 94.9850
DTD 01/19/22 1.260 11/16/2026
CUSIP 380146AC4
1,400,000 GUARDIAN LIFE GLOB FUND 1,385,860.00 1,234,128.00 0.84 151,732.00- 2,756.25 144A PRIV PLCMT 0.875 12/10/2025 98.9900 88.1520
MOODY'S RATING AA1
CUSIP 40139LBC6
41,317.49 HONDA AUTO RECEIVABLES OWNER T 41,314.24 40,855.56 0.03 458.68- 15.06 SER 2020-2 CL A3 *0 DAY DELAY* 99.9921 98.8820
DTD 05/27/20 0.820 07/15/2024
MOODY'S RATING AAA
CUSIP 43813DAC2
176,319.93 HONDA AUTO RECEIVABLES OWNER T 176,316.71 171,259.55 0.12 5,057.16- 13.22 SER 2021-1 CL A3 *0 DAY DELAY* 99.9982 97.1300
DTD 02/24/21 0.270 04/21/2025
MOODY'S RATING AAA
CUSIP 43813GAC5
232,437.33 HONDA AUTO RECEIVABLES OWNER T 232,403.18 227,914.10 0.16 4,489.08- 31.06 SER 2020-3 CL A3 *0 DAY DELAY* 99.9853 98.0540
DTD 09/29/20 0.370 10/18/2024
CUSIP 43813KAC6
740,000 HONDA AUTO RECEIVABLES OWNER T 739,888.70 705,005.40 0.48 34,883.30- 618.31 SER 2022-1 CL A3 *0 DAY DELAY* 99.9850 95.2710
DTD 02/23/22 1.000 05/15/2026
MOODY'S RATING AAA
CUSIP 43815BAC4
460,000 HONDA AUTO RECEIVABLES OWNER T 459,903.03 436,825.20 0.30 23,077.83- 112.44 SER 2021-4 CL A3 *0 DAY DELAY* 99.9789 94.9620
DTD 11/24/21 0.880 01/21/2026
MOODY'S RATING AAA
CUSIP 43815GAC3
PAGE 9
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 626,456.51 HYUNDAI AUTO LEASE SECURITIZAT 626,362.54 619,145.76 0.42 7,216.78- 80.40 SER 2021-B CL A3 *0 DAY DELAY* 99.9850 98.8330
144A PRIV PLCMT 0.330 06/17/2024
MOODY'S RATING AAA
CUSIP 44891VAC5
540,000 HYUNDAI AUTO LEASE SECURITIZAT 539,988.07 523,605.60 0.36 16,382.47- 278.40 SER 2022-A CL A3 *0 DAY DELAY* 99.9978 96.9640
144A PRIV PLCMT 1.160 01/15/2025
MOODY'S RATING AAA
CUSIP 44891WAC3
1,010,000 HYUNDAI AUTO RECEIVABLES TRUST 1,009,961.12 964,691.40 0.66 45,269.72- 996.53 ASSET BCKD SEC SER 2022-A CL A3 99.9962 95.5140
DTD 03/16/2022 2.220% 10/15/2026
CALLABLE
CUSIP 448977AD0
421,138.95 HYUNDAI AUTO RECEIVABLES TRUST 421,094.64 408,820.64 0.28 12,274.00- 71.13 SER 2021-A CL A3 *0 DAY DELAY* 99.9895 97.0750
DTD 04/28/21 0.380 09/15/2025
CUSIP 44933LAC7
1,330,000 HYUNDAI AUTO RECEIVABLES TRUST 1,296,371.65 1,262,861.60 0.86 33,510.05- 437.42 SER 2021-C CL A3 *0 DAY DELAY* 97.4716 94.9520
DTD 11/17/21 0.740 05/15/2026
CUSIP 44935FAD6
2,800,000 INTER-AMERICAN DEVEL BK 2,792,300.00 2,703,484.00 1.84 88,816.00- 2,061.11 DTD 09/02/20 0.250 11/15/2023 99.7250 96.5530
MOODY'S RATING AAA
CUSIP 4581X0DP0
2,460,000 INTER-AMERICAN DEVEL BK 2,448,733.20 2,195,771.40 1.50 252,961.80- 7,832.71 DTD 04/20/21 0.875 04/20/2026 99.5420 89.2590
MOODY'S RATING AAA
CUSIP 4581X0DV7
PAGE 10
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 2,400,000 INTL BK RECON & DEVELOP 2,388,859.25 2,154,528.00 1.47 234,331.25- 4,100.00 DTD 10/28/20 0.500 10/28/2025 99.5358 89.7720
MOODY'S RATING AAA
CUSIP 459058JL8
2,500,000 INTL FINANCE CORP 2,471,150.00 2,262,175.00 1.54 208,975.00- 1,171.88 DTD 07/16/20 0.375 07/16/2025 98.8460 90.4870
MOODY'S RATING AAA
CUSIP 45950KCT5
1,030,000 JOHN DEERE CAPITAL CORP 1,029,268.70 987,780.30 0.67 41,488.40- 566.50 MED TERM NOTE 99.9290 95.9010
DTD 03/04/21 0.450 01/17/2024
MOODY'S RATING A2
CUSIP 24422EVN6
450,000 JOHN DEERE OWNER TRUST 449,900.46 430,317.00 0.29 19,583.46- 464.00 ASSET BCKD SEC SER 2022-A CL A3 99.9779 95.6260
DTD 03/16/2022 2.320% 09/16/2026
NON CALLABLE
MOODY'S RATING AAA
CUSIP 47787JAC2
70,156.18 JOHN DEERE OWNER TRUST 70,145.48 69,211.18 0.05 934.30- 15.90 SER 2020-B CL A3 *0 DAY DELAY* 99.9848 98.6530
DTD 07/22/20 0.510 11/15/2024
MOODY'S RATING AAA
CUSIP 47787NAC3
0.01 JOHN DEERE OWNER TRUST 0.00 0.01 0.00 0.01 0.00
SER 2019-B CL A3 *0 DAY DELAY* 0.0000 99.9820
DTD 07/24/19 2.210 12/15/2023
MOODY'S RATING AAA
CUSIP 477870AC3
37,608.01 JOHN DEERE OWNER TRUST 37,605.71 37,361.68 0.03 244.03- 18.39 SER 2020-A CL A3 *0 DAY DELAY* 99.9939 99.3450
DTD 03/11/20 1.100 08/15/2024
MOODY'S RATING AAA
CUSIP 47789KAC7
PAGE 11
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 580,000 JOHN DEERE OWNER TRUST 579,948.26 553,314.20 0.38 26,634.06- 125.67 SER 2021-B CL A3 *0 DAY DELAY* 99.9911 95.3990
DTD 07/21/21 0.520 03/16/2026
MOODY'S RATING AAA
CUSIP 47789QAC4
655,000 JOHN DEERE OWNER TRUST 654,937.45 633,666.65 0.43 21,270.80- 1,088.76 ASSET BCKD SEC SER 2022-B CL A3 99.9905 96.7430
DTD 07/20/2022 3.740% 02/16/2027
NON CALLABLE
MOODY'S RATING AAA
CUSIP 47800AAC4
1,050,000 JOHN DEERE OWNER TRUST 1,049,918.52 1,049,118.00 0.72 800.52- 2,375.33 ASSET BCKD SEC SER 2022-C CL A3 99.9923 99.9160
DTD 10/19/2022 5.090% 06/15/2027
CALLABLE
MOODY'S RATING AAA
CUSIP 47800BAC2
655,000 JPMORGAN CHASE & 655,406.85 614,671.65 0.42 40,735.20- 1,198.87 SER F2F 100.0621 93.8430
DTD 06/23/21 06/23/2025
MOODY'S RATING A1
CUSIP 46647PCK0
401,000 JPMORGAN CHASE & CO 415,969.33 372,360.58 0.25 43,608.75- 2,993.10 DTD 04/22/20 04/22/2026 103.7330 92.8580
MOODY'S RATING A1
CUSIP 46647PBK1
1,370,000 JPMORGAN CHASE & CO 1,371,773.90 1,285,224.40 0.88 86,549.50- 2,822.20 DTD 06/01/21 06/01/2025 100.1295 93.8120
MOODY'S RATING A1
CUSIP 46647PCH7
1,000,000 MASSMUTUAL GLOBAL FUNDIN 1,002,230.00 881,170.00 0.60 121,060.00- 1,500.00 144A PRIV PLCMT 1.200 07/16/2026 100.2230 88.1170
MOODY'S RATING AA3
CUSIP 57629WDE7
PAGE 12
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,115,000 MET LIFE GLOB FUNDING I 1,113,728.90 985,860.70 0.67 127,868.20- 2,903.65 144A PRIV PLCMT 1.875 01/11/2027 99.8860 88.4180
MOODY'S RATING AA3
CUSIP 59217GER6
770,000 MET TOWER GLOBAL FUNDING 769,291.60 669,538.10 0.46 99,753.50- 4,464.93 144A PRIV PLCMT 1.250 09/14/2026 99.9080 86.9530
MOODY'S RATING AA3
CUSIP 58989V2D5
650,000 MORGAN STANLEY 615,699.50 605,839.00 0.41 9,860.50- 4,859.18 DTD 04/28/20 04/28/2026 94.7230 93.2060
MOODY'S RATING A1
CUSIP 6174468Q5
1,680,000 NEW YORK LIFE GLOBAL FDG 1,678,185.60 1,565,558.40 1.07 112,627.20- 3,180.33 144A PRIV PLCMT 1.450 01/14/2025 99.8920 93.1880
MOODY'S RATING AAA
CUSIP 64952WEK5
74,774.12 NISSAN AUTO RECEIVABLES OWNER 75,145.07 74,617.84 0.05 527.23- 64.14 SER 2019-C CL A3 *0 DAY DELAY* 100.4961 99.7910
DTD 10/23/19 1.930 07/15/2024
MOODY'S RATING AAA
CUSIP 65479JAD5
670,000 NORTHERN TRUST CORP 668,914.60 648,988.80 0.44 19,925.80- 8,263.33 DTD 05/10/2022 4.000% 05/10/2027 99.8380 96.8640
CALLABLE
MOODY'S RATING A2
CUSIP 665859AW4
850,000 NORTHWESTERN MUTUAL GLBL 827,449.50 753,601.50 0.51 73,848.00- 887.78 144A PRIV PLCMT 0.800 01/14/2026 97.3470 88.6590
MOODY'S RATING AAA
CUSIP 66815L2A6
PAGE 13
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,170,000 NORTHWESTERN MUTUAL GLBL 1,169,602.20 1,137,672.90 0.78 31,929.30- 7,800.00 DTD 07/01/2022 4.000% 07/01/2025 99.9660 97.2370
NON CALLABLE
144A PRIVATE PLACEMENT
MOODY'S RATING AAA
CUSIP 66815L2J7
370,000 PACCAR FINANCIAL CORP 369,182.30 353,960.50 0.24 15,221.80- 353.56 MED TERM NOTE 99.7790 95.6650
DTD 08/15/19 2.150 08/15/2024
MOODY'S RATING A1
CUSIP 69371RQ25
680,000 PACCAR FINANCIAL CORP 679,632.80 634,786.80 0.43 44,846.00- 207.78 MED TERM NOTE 99.9460 93.3510
DTD 08/09/21 0.500 08/09/2024
MOODY'S RATING A1
CUSIP 69371RR40
885,000 PACCAR FINANCIAL CORP 884,769.90 845,042.25 0.58 39,727.65- 10,089.00 DTD 04/07/2022 2.850% 04/07/2025 99.9740 95.4850
NON CALLABLE
MOODY'S RATING A1
CUSIP 69371RR73
904,000 PRICOA GLOBAL FUNDING 1 832,972.72 808,374.88 0.55 24,597.84- 3,616.00 144A PRIV PLCMT 0.800 09/01/2025 92.1430 89.4220
MOODY'S RATING AA3
CUSIP 74153WCM9
885,000 PRICOA GLOBAL FUNDING 1 884,088.45 820,483.50 0.56 63,604.95- 2,403.02 144A PRIV PLCMT 1.150 12/06/2024 99.8970 92.7100
MOODY'S RATING AA3
CUSIP 74153WCQ0
1,500,000 ROYAL BANK OF CANADA 1,533,359.18 1,444,500.00 0.98 88,859.18- 4,781.25 DTD 07/16/19 2.550 07/16/2024 102.2240 96.3000
MOODY'S RATING A1
CUSIP 78013XZU5
PAGE 14
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,050,000 ROYAL BANK OF CANADA 1,049,611.50 1,010,016.00 0.69 39,595.50- 13,485.94 MEDIUM TERM NOTE 99.9630 96.1920
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 1,654,083.20 1.13 94,854.20- 1,405.56 DTD 07/12/21 0.625 07/15/2024 99.3715 93.9820
MOODY'S RATING A2
CUSIP 79466LAG9
1,500,000 TORONTO-DOMINION BANK 1,527,255.00 1,450,335.00 0.99 76,920.00- 8,722.92 MED TERM NOTE 101.8170 96.6890
DTD 06/12/19 2.650 06/12/2024
MOODY'S RATING A1
CUSIP 89114QCA4
700,000 TORONTO-DOMINION BANK 674,737.00 653,436.00 0.45 21,301.00- 1,437.92 MED TERM NOTE SER FXD 96.3910 93.3480
DTD 01/12/22 1.450 01/10/2025
MOODY'S RATING A1
CUSIP 89114TZL9
172,260.09 TOYOTA AUTO RECEIVABLES OWNER 172,228.00 169,359.23 0.12 2,868.77- 26.80 SER 2020-D CL A3 *0 DAY DELAY* 99.9814 98.3160
DTD 10/13/20 0.350 01/15/2025
CUSIP 89236XAC0
430,000 TOYOTA AUTO RECEIVABLES OWNER 429,990.84 406,969.20 0.28 23,021.64- 135.69 SER 2021-D CL A3 *0 DAY DELAY* 99.9979 94.6440
DTD 11/15/21 0.710 04/15/2026
CUSIP 89238JAC9
641,680.32 TOYOTA AUTO RECEIVABLES OWNER 641,561.23 624,123.95 0.43 17,437.28- 74.15 SER 2021-A CL A3 *0 DAY DELAY* 99.9815 97.2640
DTD 02/08/21 0.260 05/15/2025
MOODY'S RATING AAA
CUSIP 89240BAC2
PAGE 15
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 406,975.24 TOYOTA LEASE OWNER TRUST 398,835.73 402,661.30 0.27 3,825.57 39.68 SER 2021-A CL A3 *0 DAY DELAY* 98.0000 98.9400
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 1,112,763.00 0.76 37,055.99- 688.72 ASSET BCKD SEC SER 2022-A CL A3 99.9843 96.7620
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 1,222,774.95 0.83 161,615.65- 3,159.53 MED TERM NOTE 99.9560 88.2870
DTD 06/18/21 1.125 06/18/2026
MOODY'S RATING A1
CUSIP 89236TJK2
1,215,000 TOYOTA MOTOR CREDIT CORP 1,213,371.90 1,137,227.85 0.78 76,144.05- 2,349.00 DTD 01/13/22 1.450 01/13/2025 99.8660 93.5990
MOODY'S RATING A1
CUSIP 89236TJT3
2,100,000 UNITED STATES TREASURY BONDS 2,084,988.28 2,084,418.00 1.42 570.28- 228.26 DTD 02/28/2023 4.000% 02/29/2028 99.2852 99.2580
MOODY'S RATING AAA
CUSIP 91282CGP0
3,100,000 UNITED STATES TREASURY NOTES 3,057,617.20 2,917,162.00 1.99 140,455.20- 25,026.93 DTD 03/15/2022 1.750% 03/15/2025 98.6328 94.1020
MOODY'S RATING AAA
CUSIP 91282CED9
3,250,000 UNITED STATES TREASURY NOTES 3,260,312.50 3,118,342.50 2.13 141,970.00- 17,506.91 DTD 06/30/2022 3.250% 06/30/2027 100.3173 95.9490
MOODY'S RATING AAA
CUSIP 91282CEW7
PAGE 16
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 400,000 UNITED STATES TREASURY NOTES 393,218.75 375,780.00 0.26 17,438.75- 881.22 DTD 07/31/2022 2.750% 07/31/2027 98.3047 93.9450
MOODY'S RATING AAA
CUSIP 91282CFB2
4,500,000 UNITED STATES TREASURY NOTES 4,468,902.34 4,294,530.00 2.93 174,372.34- 382.13 DTD 08/31/2022 3.125% 08/31/2027 99.3090 95.4340
MOODY'S RATING AAA
CUSIP 91282CFH9
3,450,000 UNITED STATES TREASURY NOTES 3,421,152.34 3,431,956.50 2.34 10,804.16 59,427.20 DTD 09/30/2022 4.125% 09/30/2027 99.1639 99.4770
MOODY'S RATING AAA
CUSIP 91282CFM8
850,000 UNITED STATES TREASURY NOTES 852,656.25 837,879.00 0.57 14,777.25- 8,234.38 DTD 11/30/2022 3.875% 11/30/2027 100.3125 98.5740
MOODY'S RATING AAA
CUSIP 91282CFZ9
2,750,000 UNITED STATES TREASURY NOTES 2,775,107.42 2,709,822.50 1.85 65,284.92- 17,662.29 DTD 12/31/2022 3.875% 12/31/2027 100.9130 98.5390
MOODY'S RATING AAA
CUSIP 91282CGC9
3,000,000 UNITED STATES TREASURY NOTES 2,957,929.69 2,908,830.00 1.98 49,099.69- 8,411.60 DTD 01/31/2023 3.500% 01/31/2028 98.5977 96.9610
MOODY'S RATING AAA
CUSIP 91282CGH8
1,035,000 UNITEDHEALTH GROUP INC 1,025,051.35 917,620.65 0.63 107,430.70- 3,504.62 DTD 05/19/21 1.150 05/15/2026 99.0388 88.6590
MOODY'S RATING A3
CUSIP 91324PEC2
675,000 UNITEDHEALTH GROUP INC 675,316.70 643,875.75 0.44 31,440.95- 7,353.75 DTD 05/20/2022 3.700% 05/15/2027 100.0469 95.3890
CALLABLE
MOODY'S RATING A3
CUSIP 91324PEG3
PAGE 17
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 1,250,000 US BANCORP 1,268,262.50 1,200,650.00 0.82 67,612.50- 2,583.33 DTD 07/29/19 2.400 07/30/2024 101.4610 96.0520
MOODY'S RATING A2
CUSIP 91159HHX1
1,500,000 US TREASURY NOTE 1,469,765.63 1,351,410.00 0.92 118,355.63- 300.41 DTD 07/31/20 0.250 07/31/2025 97.9844 90.0940
MOODY'S RATING AAA
CUSIP 91282CAB7
2,400,000 US TREASURY NOTE 2,366,140.63 2,151,552.00 1.47 214,588.63- 2,505.49 DTD 09/30/20 0.250 09/30/2025 98.5892 89.6480
MOODY'S RATING AAA
CUSIP 91282CAM3
2,450,000 US TREASURY NOTE 2,422,492.19 2,187,972.50 1.49 234,519.69- 2,047.31 DTD 10/31/20 0.250 10/31/2025 98.8772 89.3050
MOODY'S RATING AAA
CUSIP 91282CAT8
2,250,000 US TREASURY NOTE 2,209,658.20 2,009,880.00 1.37 199,778.20- 2,109.38 DTD 11/30/20 0.375 11/30/2025 98.2070 89.3280
MOODY'S RATING AAA
CUSIP 91282CAZ4
2,500,000 US TREASURY NOTE 2,456,445.31 2,220,800.00 1.51 235,645.31- 751.04 DTD 02/01/21 0.375 01/31/2026 98.2578 88.8320
MOODY'S RATING AAA
CUSIP 91282CBH3
1,450,000 US TREASURY NOTE 1,446,488.28 1,378,631.00 0.94 67,857.28- 1,672.31 DTD 03/15/21 0.250 03/15/2024 99.7578 95.0780
MOODY'S RATING AAA
CUSIP 91282CBR1
2,500,000 US TREASURY NOTE 2,493,652.34 2,228,625.00 1.52 265,027.34- 6,267.27 DTD 04/30/21 0.750 04/30/2026 99.7461 89.1450
MOODY'S RATING AAA
CUSIP 91282CBW0
PAGE 18
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 1,379,054.68 1,238,454.00 0.84 140,600.68- 5,115.38 DTD 09/30/21 0.875 09/30/2026 98.5039 88.4610
MOODY'S RATING AAA
CUSIP 91282CCZ2
1,400,000 US TREASURY NOTE 1,391,468.75 1,247,092.00 0.85 144,376.75- 5,264.50 DTD 11/01/21 1.125 10/31/2026 99.3906 89.0780
CUSIP 91282CDG3
1,700,000 US TREASURY NOTE 1,753,191.41 1,635,927.00 1.11 117,264.41- 1,561.46 DTD 08/15/14 2.375 08/15/2024 103.1289 96.2310
MOODY'S RATING AAA
CUSIP 912828D56
2,000,000 US TREASURY NOTE 2,018,574.22 1,919,760.00 1.31 98,814.22- 6,629.83 DTD 06/30/17 2.000 06/30/2024 100.9287 95.9880
MOODY'S RATING AAA
CUSIP 912828XX3
1,700,000 US TREASURY NOTE 1,705,976.56 1,639,837.00 1.12 66,139.56- 11,364.64 DTD 05/01/17 2.000 04/30/2024 100.3516 96.4610
MOODY'S RATING AAA
CUSIP 912828X70
2,100,000 US TREASURY NOTE 2,087,203.13 1,985,823.00 1.35 101,380.13- 6,091.16 DTD 12/31/19 1.750 12/31/2024 99.3906 94.5630
CUSIP 912828YY0
1,500,000 US TREASURY NOTE 1,523,144.53 1,395,705.00 0.95 127,439.53- 46.62 DTD 03/02/20 1.125 02/28/2025 101.5430 93.0470
MOODY'S RATING AAA
CUSIP 912828ZC7
2,500,000 US TREASURY NOTE 2,360,839.85 2,277,550.00 1.55 83,289.85- 3,133.63 DTD 04/30/20 0.375 04/30/2025 94.4336 91.1020
MOODY'S RATING AAA
CUSIP 912828ZL7
PAGE 19
STATEMENT OF ASSETS AND LIABILITIES CITY OF CUPERTINO
AS OF FEBRUARY 28, 2023 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 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 570,000 VERIZON MASTER TRUST 569,974.92 562,185.30 0.38 7,789.62- 647.90 ASSET BCKD SEC SER 2022-5 CL A1A 99.9956 98.6290
DTD 08/11/2022 VAR CPN 07/20/2027
CALLABLE
CUSIP 92348KAV5
317,826.06 VERIZON OWNER TRUST 317,759.31 314,078.89 0.21 3,680.42- 45.64 SER 2020-B CL A *0 DAY DELAY* 99.9790 98.8210
DTD 08/12/20 0.470 02/20/2025
MOODY'S RATING AAA
CUSIP 92290BAA9
350,000 WALMART INC 349,338.50 307,419.00 0.21 41,919.50- 1,674.17 DTD 09/17/21 1.050 09/17/2026 99.8110 87.8340
MOODY'S RATING AA2
CUSIP 931142ER0
TOTAL BOND & NOTES 156,235,688.22 146,574,166.13 99.89 9,661,522.09- 528,610.79 ====================================================================================================================================== TOTAL INVESTMENTS 156,391,276.44 146,729,754.35 100.00 9,661,522.09- 530,200.66 TOTAL ACCRUALS 530,200.66 530,200.66
====================================================================================================================================== TOTAL ACCRUALS AND INVESTMENTS 156,921,477.10 147,259,955.01
PAGE 20
CASH SUMMARY CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
CASH SUMMARY
DESCRIPTION PRINCIPAL CASH INCOME CASH
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ BEGINNING BALANCE 0.00 0.00
RECEIPTS
NET INTEREST COLLECTED 0.00 225,911.73
TRANSFER RECEIPTS 225,911.73 0.00
SALES 4,810,668.73 0.00
CASH MANAGEMENT SALES 2,071,971.69 0.00
TOTAL CASH RECEIPTS 7,108,552.15 225,911.73
DISBURSEMENTS
INVESTMENT MANAGEMENT EXPENSES 9,067.30- 0.00
TRANSFER DISBURSEMENTS 0.00 225,911.73-
PURCHASES 5,042,917.97- 0.00
CASH MANAGEMENT PURCHASES 2,056,566.88- 0.00
TOTAL CASH DISBURSEMENTS 7,108,552.15- 225,911.73-
ENDING BALANCE 0.00 0.00
________________________________________________________________________________________________________________________________________
PAGE 21
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ BEGINNING BALANCE 0.00 156,399,348.51
¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
CASH EQUIVALENTS
02/01/23 INTEREST RECEIVED 922.71
AS 100% TREAS MM FD-SVC CL #008
INTEREST FROM 1/1/23 TO 1/31/23
02/01/23 INTEREST RECEIVED 32.66
PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
INTEREST FROM 1/1/23 TO 1/31/23
02/28/23 2,056,534.22 CASH SWEEP PURCHASES FOR STMT PERIOD 2,056,534.22- 2,056,534.22 AS 100% TREAS MM FD-SVC CL #008
9 TRANSACTIONS
02/28/23 32.66 CASH SWEEP PURCHASES FOR STMT PERIOD 32.66- 32.66
PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
1 TRANSACTIONS
02/28/23 2,071,971.69- CASH SWEEP SALES FOR STMT PERIOD 2,071,971.69 2,071,971.69- AS 100% TREAS MM FD-SVC CL #008
4 TRANSACTIONS
BONDS & NOTES
02/15/23 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 2/15/23
02/15/23 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 2/15/23
PAGE 22
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/27/23 INTEREST RECEIVED 103.45
BMW VEHICLE LEASE TR 0.330% 12/26/24
CUSIP 09690AAC7
$0.00027/PV ON 376,184.66 PV
DUE 2/25/23
02/27/23 36,698.06- PAID DOWN 36,698.06 36,694.27- 3.79 BMW VEHICLE LEASE TR 0.330% 12/26/24
CUSIP 09690AAC7
TO SETTLE ON 02/27/2023
02/27/23 INTEREST RECEIVED 412.50
BMW VEHICLE LEASE TR 1.100% 3/25/25
CUSIP 05601XAC3
$0.00092/PV ON 450,000.00 PV
DUE 2/25/23
02/27/23 INTEREST RECEIVED 1,417.75
BMW VEHICLE OWN ABS 3.210% 8/25/26
CUSIP 05602RAD3
$0.00268/PV ON 530,000.00 PV
DUE 2/25/23
02/24/23 1,500,000- SOLD 1,470,615.00 1,568,115.00- 97,500.00- FED HOME LN BK 3.250% 3/08/24
CUSIP 3130A0XE5
AT $98.0410 ON TRADE DATE 02/23/2023
TO SETTLE ON 02/24/2023
WACHOVIA CAPITAL MARKETS, LLC.
02/24/23 ACCRUED INTEREST ON SALE 22,479.17
FED HOME LN BK 3.250% 3/08/24
CUSIP 3130A0XE5
02/08/23 900,000- SOLD 865,782.00 899,109.00- 33,327.00- FED HOME LN MTG CORP 0.250% 12/04/23
CUSIP 3137EAFA2
AT $96.1980 ON TRADE DATE 02/07/2023
TO SETTLE ON 02/08/2023
PERSHING LLC
PAGE 23
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/08/23 ACCRUED INTEREST ON SALE 400.00
FED HOME LN MTG CORP 0.250% 12/04/23
CUSIP 3137EAFA2
02/13/23 INTEREST RECEIVED 17,737.50
FED HOME LN MTG CORP 1.500% 2/12/25
CUSIP 3137EAEP0
INTEREST ON 2,365,000.000 UNITS
02/27/23 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 2/25/23
02/27/23 INTEREST RECEIVED 4,687.50
FED NATL MTG ASSN 0.375% 8/25/25
CUSIP 3135G05X7
INTEREST ON 2,500,000.000 UNITS
02/27/23 INTEREST RECEIVED 1,437.04
FHLMC MULTIFAMILY ST 2.653% 8/25/26
CUSIP 3137BSP72
$0.00221/PV ON 650,000.00 PV
DUE 2/25/23
02/27/23 INTEREST RECEIVED 1,422.62
FHLMC MULTIFAMILY ST 2.995% 12/25/25
CUSIP 3137BN6G4
$0.00250/PV ON 570,000.00 PV
DUE 2/25/23
02/27/23 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 2/25/23
PAGE 24
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/27/23 INTEREST RECEIVED 2,703.33
FHLMC MULTIFAMILY ST 3.244% 8/25/27
CUSIP 3137FBBX3
$0.00270/PV ON 1,000,000.00 PV
DUE 2/25/23
02/27/23 INTEREST RECEIVED 1,212.93
FHLMC MULTIFAMILY ST 3.308% 9/25/25
CUSIP 3137BM7C4
$0.00276/PV ON 440,000.00 PV
DUE 2/25/23
02/16/23 INTEREST RECEIVED 1,007.50
GM FINANCIAL ABS 3.100% 2/16/27
CUSIP 362585AC5
$0.00258/PV ON 390,000.00 PV
DUE 2/16/23
02/21/23 INTEREST RECEIVED 313.63
GM FINANCIAL AUTOMOB 0.390% 10/21/24
CUSIP 36262XAC8
$0.00032/PV ON 965,000.00 PV
DUE 2/20/23
02/21/23 10,014.26- PAID DOWN 10,014.26 10,014.12- 0.14 GM FINANCIAL AUTOMOB 0.390% 10/21/24
CUSIP 36262XAC8
TO SETTLE ON 02/21/2023
02/21/23 INTEREST RECEIVED 1,496.25
GM FINANCIAL AUTOMOB 1.850% 3/20/25
CUSIP 36265MAC9
$0.00158/PV ON 945,000.00 PV
DUE 2/20/23
PAGE 25
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/16/23 INTEREST RECEIVED 198.33
GM FINANCIAL SECURIT 0.680% 9/16/26
CUSIP 362554AC1
$0.00057/PV ON 350,000.00 PV
DUE 2/16/23
02/16/23 INTEREST RECEIVED 309.75
GM FINANCIAL SECURIT 1.260% 11/16/26
CUSIP 380146AC4
$0.00105/PV ON 295,000.00 PV
DUE 2/16/23
02/21/23 INTEREST RECEIVED 43.08
HONDA AUTO RECEIVABL 0.270% 4/21/25
CUSIP 43813GAC5
$0.00023/PV ON 191,446.33 PV
DUE 2/21/23
02/21/23 15,126.4- PAID DOWN 15,126.40 15,126.12- 0.28
HONDA AUTO RECEIVABL 0.270% 4/21/25
CUSIP 43813GAC5
02/21/23 INTEREST RECEIVED 80.13
HONDA AUTO RECEIVABL 0.370% 10/18/24
CUSIP 43813KAC6
$0.00031/PV ON 259,883.67 PV
DUE 2/18/23
02/21/23 27,446.34- PAID DOWN 27,446.34 27,442.31- 4.03 HONDA AUTO RECEIVABL 0.370% 10/18/24
CUSIP 43813KAC6
TO SETTLE ON 02/21/2023
02/15/23 INTEREST RECEIVED 32.94
HONDA AUTO RECEIVABL 0.820% 7/15/24
CUSIP 43813DAC2
$0.00068/PV ON 48,206.24 PV
DUE 2/15/23
PAGE 26
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/15/23 6,888.75- PAID DOWN 6,888.75 6,888.21- 0.54
HONDA AUTO RECEIVABL 0.820% 7/15/24
CUSIP 43813DAC2
02/21/23 INTEREST RECEIVED 337.33
HONDA AUTO RECEIVABL 0.880% 1/21/26
CUSIP 43815GAC3
$0.00073/PV ON 460,000.00 PV
DUE 2/21/23
02/15/23 INTEREST RECEIVED 1,159.33
HONDA AUTO RECEIVABL 1.000% 5/15/26
CUSIP 43815BAC4
$0.00157/PV ON 740,000.00 PV
DUE 2/15/23
02/15/23 INTEREST RECEIVED 196.17
HYUNDAI AUTO LEASE 0.330% 6/17/24
CUSIP 44891VAC5
$0.00027/PV ON 713,351.18 PV
DUE 2/15/23
02/15/23 86,894.67- PAID DOWN 86,894.67 86,881.64- 13.03 HYUNDAI AUTO LEASE 0.330% 6/17/24
CUSIP 44891VAC5
02/15/23 INTEREST RECEIVED 522.00
HYUNDAI AUTO LEASE 1.160% 1/15/25
CUSIP 44891WAC3
$0.00097/PV ON 540,000.00 PV
DUE 2/15/23
02/15/23 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 2/15/23
PAGE 27
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/15/23 INTEREST RECEIVED 142.93
HYUNDAI AUTO RECEIVA 0.380% 9/15/25
CUSIP 44933LAC7
$0.00032/PV ON 451,348.32 PV
DUE 2/15/23
02/15/23 30,209.37- PAID DOWN 30,209.37 30,206.19- 3.18 HYUNDAI AUTO RECEIVA 0.380% 9/15/25
CUSIP 44933LAC7
02/15/23 INTEREST RECEIVED 820.17
HYUNDAI AUTO RECEIVA 0.740% 5/15/26
CUSIP 44935FAD6
$0.00062/PV ON 1,330,000.00 PV
DUE 2/15/23
02/15/23 INTEREST RECEIVED 4,453.75
JOHN DEERE OWNE ABS 5.090% 6/15/27
CUSIP 47800BAC2
$0.00424/PV ON 1,050,000.00 PV
DUE 2/15/23
02/15/23 INTEREST RECEIVED 870.00
JOHN DEERE OWNER ABS 2.320% 9/16/26
CUSIP 47787JAC2
$0.00193/PV ON 450,000.00 PV
DUE 2/15/23
02/15/23 INTEREST RECEIVED 2,041.42
JOHN DEERE OWNER ABS 3.740% 2/16/27
CUSIP 47800AAC4
$0.00312/PV ON 655,000.00 PV
DUE 2/15/23
02/15/23 INTEREST RECEIVED 37.15
JOHN DEERE OWNER TRU 0.510% 11/15/24
CUSIP 47787NAC3
$0.00042/PV ON 87,422.64 PV
DUE 2/15/23
PAGE 28
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/15/23 17,266.46- PAID DOWN 17,266.46 17,263.83- 2.63 JOHN DEERE OWNER TRU 0.510% 11/15/24
CUSIP 47787NAC3
02/15/23 INTEREST RECEIVED 251.33
JOHN DEERE OWNER TRU 0.520% 3/16/26
CUSIP 47789QAC4
$0.00043/PV ON 580,000.00 PV
DUE 2/15/23
02/15/23 INTEREST RECEIVED 45.29
JOHN DEERE OWNER TRU 1.100% 8/15/24
CUSIP 47789KAC7
$0.00092/PV ON 49,408.28 PV
DUE 2/15/23
02/15/23 11,800.27- PAID DOWN 11,800.27 11,799.55- 0.72 JOHN DEERE OWNER TRU 1.100% 8/15/24
CUSIP 47789KAC7
02/15/23 INTEREST RECEIVED 5.52
MERCEDES-BENZ AUTO 0.400% 11/15/23
CUSIP 58769EAC2
$0.00033/PV ON 16,551.04 PV
DUE 2/15/23
02/15/23 16,551.04- PAID DOWN 16,551.04 16,550.20- 0.84 MERCEDES-BENZ AUTO 0.400% 11/15/23
CUSIP 58769EAC2
02/15/23 INTEREST RECEIVED 190.96
NISSAN AUTO RECEIVAB 1.930% 7/15/24
CUSIP 65479JAD5
$0.00161/PV ON 118,729.00 PV
DUE 2/15/23
PAGE 29
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/15/23 43,954.88- PAID DOWN 43,954.88 44,172.93- 218.05- NISSAN AUTO RECEIVAB 1.930% 7/15/24
CUSIP 65479JAD5
02/09/23 INTEREST RECEIVED 1,700.00
PACCAR FINANCIAL COR 0.500% 8/09/24
CUSIP 69371RR40
INTEREST ON 680,000.000 UNITS
02/15/23 INTEREST RECEIVED 3,977.50
PACCAR FINANCIAL COR 2.150% 8/15/24
CUSIP 69371RQ25
INTEREST ON 370,000.000 UNITS
02/15/23 INTEREST RECEIVED 150.78
TOYOTA AUTO RECEIVAB 0.260% 5/15/25
CUSIP 89240BAC2
$0.00022/PV ON 695,916.59 PV
DUE 2/15/23
02/15/23 54,236.27- PAID DOWN 54,236.27 54,226.20- 10.07 TOYOTA AUTO RECEIVAB 0.260% 5/15/25
CUSIP 89240BAC2
02/15/23 INTEREST RECEIVED 56.62
TOYOTA AUTO RECEIVAB 0.350% 1/15/25
CUSIP 89236XAC0
$0.00029/PV ON 194,135.56 PV
DUE 2/15/23
02/15/23 21,875.47- PAID DOWN 21,875.47 21,871.39- 4.08 TOYOTA AUTO RECEIVAB 0.350% 1/15/25
CUSIP 89236XAC0
02/15/23 INTEREST RECEIVED 254.42
TOYOTA AUTO RECEIVAB 0.710% 4/15/26
CUSIP 89238JAC9
$0.00059/PV ON 430,000.00 PV
DUE 2/15/23
PAGE 30
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/21/23 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 2/20/23
02/21/23 INTEREST RECEIVED 156.35
TOYOTA LEASE OWNER 0.390% 4/22/24
CUSIP 89238EAC0
$0.00033/PV ON 481,084.45 PV
DUE 2/20/23
02/21/23 74,109.21- PAID DOWN 74,109.21 72,627.03- 1,482.18 TOYOTA LEASE OWNER 0.390% 4/22/24
CUSIP 89238EAC0
TO SETTLE ON 02/21/2023
02/28/23 INTEREST RECEIVED 70,312.50
U.S. TREASURY NOTES 3.125% 8/31/27
CUSIP 91282CFH9
INTEREST ON 4,500,000.000 UNITS
02/08/23 3,000,000 PURCHASED 2,957,929.69- 2,957,929.69 U.S. TREASURY NOTES 3.500% 1/31/28
CUSIP 91282CGH8
AT $98.5977 ON TRADE DATE 02/07/2023
TO SETTLE ON 02/08/2023
CITADEL DERIVATIVES GROUP LLC
02/08/23 ACCRUED INTEREST ON PURCHASE 2,320.44-
U.S. TREASURY NOTES 3.500% 1/31/28
CUSIP 91282CGH8
02/28/23 2,100,000 PURCHASED 2,084,988.28- 2,084,988.28 U.S. TREASURY NOTES 4.000% 2/29/28
CUSIP 91282CGP0
AT $99.2852 ON TRADE DATE 02/23/2023
TO SETTLE ON 02/28/2023
J.P. MORGAN SECURITIES INC., -
PAGE 31
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/28/23 INTEREST RECEIVED 8,437.50
US TREASURY NOTE 1.125% 2/28/25
CUSIP 912828ZC7
INTEREST ON 1,500,000.000 UNITS
02/15/23 INTEREST RECEIVED 20,187.50
US TREASURY NOTE 2.375% 8/15/24
CUSIP 912828D56
INTEREST ON 1,700,000.000 UNITS
02/08/23 2,000,000- SOLD 1,958,203.13 2,053,613.28- 95,410.15- US TREASURY NOTE 2.750% 2/15/24
CUSIP 912828B66
AT $97.9102 ON TRADE DATE 02/07/2023
TO SETTLE ON 02/08/2023
WACHOVIA CAPITAL MARKETS, LLC.
02/08/23 ACCRUED INTEREST ON SALE 26,453.80
US TREASURY NOTE 2.750% 2/15/24
CUSIP 912828B66
02/21/23 INTEREST RECEIVED 1,767.00
VERIZON MAST ABS V-M 3.720% 7/20/27
CUSIP 92348KAV5
$0.00310/PV ON 570,000.00 PV
DUE 2/20/23
02/21/23 INTEREST RECEIVED 149.05
VERIZON OWNER TRUST 0.470% 2/20/25
CUSIP 92290BAA9
$0.00039/PV ON 380,548.91 PV
DUE 2/20/23
02/21/23 62,722.85- PAID DOWN 62,722.85 62,709.68- 13.17 VERIZON OWNER TRUST 0.470% 2/20/25
CUSIP 92290BAA9
TO SETTLE ON 02/21/2023
PAGE 32
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/21/23 INTEREST RECEIVED 0.44
VERIZON OWNER TRUST 1.940% 4/22/24
CUSIP 92348AAA3
$0.00162/PV ON 274.30 PV
DUE 2/20/23
02/21/23 274.3- PAID DOWN 274.30 274.28- 0.02
VERIZON OWNER TRUST 1.940% 4/22/24
CUSIP 92348AAA3
TO SETTLE ON 02/21/2023
02/13/23 INTEREST RECEIVED 6,045.00
VR BANK OF AMERICA 2.015% 2/13/26
CUSIP 06051GHY8
INTEREST ON 600,000.000 UNITS
02/27/23 INTEREST RECEIVED 2,639.42
VR FHLMC MULTIFAMI 3.334% 8/25/25
CUSIP 3137BLW95
$0.00278/PV ON 950,000.00 PV
DUE 2/25/23
TRANSFER RECEIPTS
02/01/23 ADDITION TO ACCOUNT 955.37
TRANSFER FROM INCOME
02/08/23 ADDITION TO ACCOUNT 24,533.36
TRANSFER FROM INCOME
02/09/23 ADDITION TO ACCOUNT 1,700.00
TRANSFER FROM INCOME
02/13/23 ADDITION TO ACCOUNT 23,782.50
TRANSFER FROM INCOME
PAGE 33
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/15/23 ADDITION TO ACCOUNT 43,792.35
TRANSFER FROM INCOME
02/16/23 ADDITION TO ACCOUNT 1,717.27
TRANSFER FROM INCOME
02/21/23 ADDITION TO ACCOUNT 6,221.59
TRANSFER FROM INCOME
02/24/23 ADDITION TO ACCOUNT 22,479.17
TRANSFER FROM INCOME
02/27/23 ADDITION TO ACCOUNT 4,687.50
TRANSFER FROM INCOME
02/28/23 ADDITION TO ACCOUNT 96,042.62
TRANSFER FROM INCOME
INVESTMENT MANAGEMENT EXPENSES
02/07/23 INVESTMENT MGMT FEE 9,067.30-
PAID TO CHANDLER ASSET MANAGEMENT INC
INV# 2301CUPERTIN CHANDLER ASSET
MGMT FEE 2/6/23
TRANSFER DISBURSEMENTS
02/01/23 TRANSFER TO PRINCIPAL 955.37-
02/08/23 TRANSFER TO PRINCIPAL 24,533.36-
02/09/23 TRANSFER TO PRINCIPAL 1,700.00-
02/13/23 TRANSFER TO PRINCIPAL 23,782.50-
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 34
STATEMENT OF TRANSACTIONS CITY OF CUPERTINO
FOR THE PERIOD FEBRUARY 1, 2023 THROUGH FEBRUARY 28, 2023 ACCOUNT NUMBER ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯
STATEMENT OF TRANSACTIONS
REALIZED
DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 02/15/23 TRANSFER TO PRINCIPAL 43,792.35-
02/16/23 TRANSFER TO PRINCIPAL 1,717.27-
02/21/23 TRANSFER TO PRINCIPAL 6,221.59-
02/24/23 TRANSFER TO PRINCIPAL 22,479.17-
02/27/23 TRANSFER TO PRINCIPAL 4,687.50-
02/28/23 TRANSFER TO PRINCIPAL 96,042.62-
================================================================================================================= ENDING BALANCE 0.00 156,391,276.44
¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯