Monthly Investment Report - September 2024 — City Council and Authorities Concurrent, December 3, 2024

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MONTHLY INVESTMENT REPORT
September 2024
City of Santa Clara
Monthly Investment Report

TABLE OF CONTENTS
Page #
1 Summary of Investment Portfolio 1
2 Summary of Investments 5
3 Investment Maturity Distribution Schedule 6
4 Attachment A: Investment Inventory With Market Value 7 5 Attachment B: Statement of Transactions 12
1 CITY OF SANTA CLARA

SUMMARY OF INVESTMENT PORTFOLIO
A
ll securities held by the City of Santa Clara as of September 30, 2024 were in compliance with the City's Investment Policy Statement regarding current market strategy and long-term goals and objectives. All securities held are rated A or higher by two nationally recognized rating agencies. There is adequate cash flow and maturity of investments to meet the City’s needs for the next six months.

The following table provides the breakdown of the total portfolio among the City, the Sports and Open Space Authority (SOSA), and the Housing Authority (HA) as of September 30, 2024.

On S
eptember 30, 2024 the cost value and market value of the City's unrestricted pooled investment portfolio were $1,178,344,227 and $1,185,890,329 respectively.

Investment Strategy and Market Update
The Federal Open Market Committee (FOMC) lowered the target range for the federal funds rate by 50 basis points (bps) to 4.75% -

5.00% at its September meeting. The half percentage point cut was well-digested by markets despite expectations being split between 25 and 50 bps. Federal Reserve Chair Powell described the risks to achieving the Fed’s employment and inflation goals as now being “roughly in balance.”
The A
ugust PCE reading of 2.2% year-over-year hit its lowest level since February 2021, continuing the trajectory towards the Fed’s 2% inflation target.

N
onfarm payrolls came in well above expectations and showed 254,000 net new jobs created in September, the strongest print since March. The July and August prints were revised up by a combined 72,000. Additionally, the unemployment rate ticked back down to 4.1%, from 4.2% the prior month. The strength of the labor market continues to serve as a tailwind to the consumer.

U.S. Treasury yields continued their descent in September as markets digested the Fed’s first cut. Overnight and short-term maturities (less than three months) declined in lockstep with the 50 basis point cut. Meanwhile, the yield on the 2-year U.S. Treasury note declined 1.4% from its six-month high in April.

Y
ields on benchmark 2-, 5-, and 10-year U.S. Treasuries ended the month at 3.64%, 3.56%, and 3.78%, respectively, representing changes of -28, -14, and -12 bps for the month, respectively.

COST VALUE PERCENTAGE
City $1,177,137,583 99.90%
SOSA 15,223

0.00%
HA 1,191,421 0.10%
Unrestricted $1,178,344,227 100.00%
Restricted Bond Proceeds 2,379,646
Total Investments $1,180,723,873
2 The City's investment strategy for September 2024 was to invest funds not required to meet current obligations, in securities listed in the prevailing Investment Policy Statement, with maturities not to exceed five years from date of purchase. This strategy ensures safety of the City’s funds, provides l iquidity to meet the City’s cash needs , and earns a reasonable portfolio return. PFM Asset Management LLC began actively managing the City’s securities portfolio on September 1, 2020.

As of September 30 , 2024, 51.26% of the City’s portfolio consists of U.S. Treasury Notes, 18. 58% consists of investment grade Corporate Notes, 12.05% consists of California Asset Management Program (CAMP), 6.69% consists of Federal Agencies, 5.12% consists of investment grade Asset -Back Securities, 4. 87% consists of investment grade Mortgage- Backed Securities, 0.6 4% consists of Negotiable Certificates of Deposit, and 0.51% consists of Local Agency Investment Fund (LAIF). In addition, City bond proceeds are invested in separate funds and are not included in the calculation of the City’s portfolio yield.

U.S. Treasury Notes

51.26%
Federal Agency Notes

6.69%
Corporate Notes

18.58%
Asset-Backed Securities

5.12%
Negotiable Certificates of
Deposit

0.64%
Mortgage-Backed Securities

4.87%
Money Market Fund

0.08%
Local Agency Investment
Fund (LAIF)

0.51%
California Asset Management
Program (CAMP)

12.05%
Mutual Fund - Traffic Mitigation
Bond Proceeds

0.20%
3 The City’s securities portfolio is benchmarked against the ICE BAML 1-5 US Treasury Index.

3.53%

4.44%

4.59%

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

4.00%

4.50%

5.00%
Securities Portfolio Yield at Cost vs Index 24-Month Average of Yield at Market Securities Portfolio (yield at cost)
City's Benchmark Index (24-month rolling average market yield) BofA 1-5 AAA-A Corp & Gov't Index (24-month rolling average market yield) 4 The f
ollowing table summarizes the investment yields other information of the City’s investment portfolio components, along with comparable-maturity market indices. Also shown are the monthly interest income and aggregate year-to-date income.

Current Month
9/30/2024
Investment Yield
Liquidity Portfolio1 5.23%
LAIF average monthly yield 4.58%
Securities Portfolio2 3.53%
ICE BAML 1-5 US Treasury Index (24-month rolling average market yield) 4.44% ICE BAML 1-5 AAA-A US Corporate & Government Index (24-month rolling average market yield) 4.59%
City Portfolio (Liquidity + Securities) 3.74%
Investment Total Return*
Securities Portfolio 0.88%
ICE BAML 1-5 US Treasury Index 0.89%
ICE BAML 1-5 AAA-A US Corporate & Government Index 0.90% Average Maturity of Investments (in years)
Liquidity Portfolio1 0.08
Securities Portfolio2 2.95
City Portfolio (Liquidity + Securities) 2.57
ICE BAML 1-5 US Treasury Index 2.77
ICE BAML 1-5 AAA-A US Corporate & Government Index 2.78 Cash Interest Income Current Month3 $ 2,978,044
Cash Interest Income Fiscal Year-To-Date3 $ 10,668,827

1. Consists of CAMP P ool, LAIF, Dreyfus Traffic Mitigation Fund, & Principal Sweep Account

2. C
ore long term portfolio managed by PFM Asset Management

3. C
ash basis
* Total rate of return including earnings, distributions, and capital appreciation/depreciation of all portfolio assets 5 CITY OF SANTA CLARA
SUMMARY OF INVESTMENTS SEPTEMBER 30, 2024
PER
COST % OF INVESTMENT

INVESTMENT TYPE VALUE PORTFOLIO POLICY
U.S. Treasury Notes 605,199,828 51.26% No Limit Federal Agency Notes 79,100,843 6.69% 80%
Corporate Notes 219,427,649 18.58% 25%
Asset-Backed Securities 60,420,874 5.12% 10%
Negotiable Certificates of Deposit 7,500,000 0.64% 30% Mortgage-Backed Securities 57,459,337 4.87% 15%
Money Market Fund 988,565 0.08% 10% Per Fund
Local Agency Investment Fund (LAIF) 6,001,483 0.51% $75 M California Asset Management Program (CAMP) 142,245,648 12.05% No Limit Mutual Fund - Traffic Mitigation Bond Proceeds 2,379,646 0.20% 10% Per Fund TOTAL INVESTMENTS $ 1,180,723,873 100.00%
6 INVESTMENT MATURITY DISTRIBUTION
AS OF SEPTEMBER 30, 2024

UNRESTRICTED POOLED PORTFOLIO

MATURITY NUMBER OF
(IN MONTHS) COST VALUE INVESTMENTS DISTRIBUTION
DEMAND (a) $ 139,235,696 (a) 3 11.82%
0 TO 6 73,130,104 14 6.21%
7 TO 12 91,233,039 14 7.74%
13 TO 18 66,960,386 16 5.68%
19 TO 24 61,198,305 11 5.19%
25 TO 30 60,893,433 13 5.17%
31 TO 36 111,250,729 15 9.44%
37 TO 42 164,121,582 25 13.93%
43 TO 48 152,478,718 27 12.94%
49 TO 54 123,558,824 21 10.49%
55 TO 60 134,283,411 18 11.39%
TOTAL $ 1,178,344,227 177 100.00%
Average Maturity of Unrestricted Pool: 2.57 Years
(a) $20 million is earmarked for the City's Electric Utility power-trading. 0%
2%
4%
6%
8%
10%
12%
14%
16%
18%
20%
22%
24%

INVESTMENT MATURITY DISTRIBUTION

UNRESTRICTED POOLED PORTFOLIO
AS OF SEPTEMBER 30, 2024
City of Santa Clara Monthly Report
9/30/2024
Description Issue Date Coupon Rate Maturity Date CUSIP Par Value S&P Rating Settle Date Cost Value YTM at Cost Market Value Unrealized G/L UNITED STATES TREASURY 1/31/2020 1.375% 1/31/2025 912828Z52 5,000,000.00 AA+ 4/ 22/2020 5,238,671.88 0.37% 4 ,948,000.00 -290,671.88 UNITED STATES TREASURY 1/31/2020 1.375% 1/31/2025 912828Z52 1,950,000.00 AA+ 5/ 7/2021 2,013,146.48 0.50% 1,929,720.00 -83,426.48 UNITED STATES TREASURY 2/28/2018 2.750% 2/28/2025 9128283Z1 6,200,000.00 AA+ 3/6/2020 6,850,757.82 0.61% 6,158,088.00 -692,669.82 UNITED STATES TREASURY 8/31/2020 0.250% 8/31/2025 91282CAJ 0 4,120,000.00 AA+ 8/2/2021 4,075,581.25 0.52% 3,980,455.60 -95,125.65 UNITED STATES TREASURY 11/30/2020 0.375% 11/30/2025 91282CAZ 4 4,450,000.00 AA+ 11/4/2021 4,327,625.00 1.07% 4,274,269.50 -53,355.50 UNITED STATES TREASURY 12/31/2020 0.375% 12/31/2025 91282CBC 4 3,820,000.00 AA+ 5/3/2021 3,751,956.25 0.76% 3,659,903.80 -92,052.45 UNITED STATES TREASURY 1/31/2019 2.625% 1/31/2026 9128286A3 10,490,000.00 AA+ 10/ 5/2023 9,948,699.61 5.01% 10,331,391.20 382,691.59 UNITED STATES TREASURY 3/1/2021 0.500% 2/28/2026 91282CBQ 3 5,175,000.00 AA+ 12/7/2021 5,067,214.15 1.15% 4, 942,953.00 -124,261.15 UNITED STATES TREASURY 3/1/2021 0.500% 2/28/2026 91282CBQ 3 3,575,000.00 AA+ 8/31/2021 3,542,880.86 0.70% 3, 414,697.00 -128,183.86 UNITED STATES TREASURY 6/1/2021 0.750% 5/31/2026 91282CCF6 9,250,000.00 AA+ 6/8/ 2022 8,477,480.47 2.99% 8 ,810,255.00 332,774.53 UNITED STATES TREASURY 6/1/2021 0.750% 5/31/2026 91282CCF6 5,860,000.00 AA+ 3/21/ 2022 5,520,989.84 2.20% 5 ,581,415.60 60,425.76 UNITED STATES TREASURY 8/15/2016 1.500% 8/15/2026 9128282A7 5,350,000.00 AA+ 8/ 15/2022 5,033,388.67 3.08% 5 ,141,457.00 108,068.33 UNITED STATES TREASURY 9/15/2023 4.625% 9/15/2026 91282CHY0 10,000,000.00 AA+ 10/3/ 2023 9,930,468.75 4.88% 10,179,300.00 248,831.25 UNITED STATES TREASURY 9/30/2021 0.875% 9/30/2026 91282CCZ2 5,585,000.00 AA+ 4/5/ 2022 5,176,815.04 2.61% 5 ,290,502.95 113,687.91 UNITED STATES TREASURY 11/1/2021 1.125% 10/31/2026 91282CDG3 5,700,000.00 AA+ 8/8/2022 5,267,601.56 3.05% 5 ,413,917.00 146,315.44 UNITED STATES TREASURY 11/15/2016 2.000% 11/15/2026 912828U24 8,840,000.00 AA+ 6/8/2022 8,472,242.19 3.01% 8,546,512.00 74,269.81 UNITED STATES TREASURY 12/31/2021 1.250% 12/31/2026 91282CDQ1 5,340,000.00 AA+ 4/14/2022 5,000,617.97 2.69% 5 ,070,703.80 70,085.83 UNITED STATES TREASURY 2/15/2017 2.250% 2/15/2027 912828V98 7,910,000.00 AA+ 7/ 7/2022 7,705,452.34 2.85% 7,665,897.40 -39,554.94 UNITED STATES TREASURY 2/15/2017 2.250% 2/15/2027 912828V98 5,400,000.00 AA+ 6/13/2022 5,159,109.38 3.29% 5,233, 356.00 74,246.62 UNITED STATES TREASURY 2/15/2017 2.250% 2/15/2027 912828V98 2,100,000.00 AA+ 4/20/2022 2,040,691.41 2.88% 2,035, 194.00 -5,497.41 UNITED STATES TREASURY 3/31/2022 2.500% 3/31/ 2027 91282CEF4 940,000.00 AA+ 11/30/2022 883,159.38 4.03 % 915,842.00 32,682.62 UNITED STATES TREASURY 4/30/2020 0.500% 4/30/2027 912828ZN3 7,000,000.00 AA+ 8/ 3/2022 6,262,812.50 2.89% 6,471,990.00 209,177.50 UNITED STATES TREASURY 5/15/2017 2.375% 5/15/2027 912828X88 5,400,000.00 AA+ 8/8/2022 5,248,546.88 3.01% 5,236,110.00 -12,436.88 UNITED STATES TREASURY 5/15/2024 4.500% 5/15/2027 91282CKR 1 2,200,000.00 AA+ 9/17/2024 2,257,492.19 3.46% 2,249,764.00 -7,728.19 UNITED STATES TREASURY 6/17/2024 4.625% 6/15/2027 91282CKV2 27,665,000.00 AA+ 9/27/2024 28,426,868.16 3.55% 28,411,678.35 -15,189.81 UNITED STATES TREASURY 6/30/2020 0.500% 6/30/2027 912828ZV5 5,675,000.00 AA+ 8/ 15/2022 5,034,789.06 3.00% 5 ,221,000.00 186,210.94 UNITED STATES TREASURY 8/1/2022 2.750% 7/31/2027 91282CFB 2 10,800,000.00 AA+ 9/14/2022 10,392,046.88 3.60% 10,559,160.00 167,113.12 UNITED STATES TREASURY 8/15/1997 6.375% 8/15/2027 912810FA1 9,390,000.00 AA+ 10/ 5/2023 9,913,052.34 4.78% 10,121,387.10 208,334.76 UNITED STATES TREASURY 8/15/2017 2.250% 8/15/2027 9128282R0 11,115,000.00 AA+ 9/6/2022 10,537,975.20 3.40% 10, 714,304.25 176,329.05 UNITED STATES TREASURY 9/30/2022 4.125% 9/30/2027 91282CFM8 3,785,000.00 AA+ 11/3/2022 3,760,308.79 4.27% 3,845,787.10 85,478.31 UNITED STATES TREASURY 11/2/2020 0.500% 10/31/2027 91282CAU 5 21,480,000.00 AA+ 1/6/2023 18,292,401.56 3.91% 19,565,272.80 1,272,871.24 UNITED STATES TREASURY 10/31/2022 4.125% 10/31/2027 91282CFU 0 16,115,000.00 AA+ 9/17/2024 16,442,335.94 3.43% 16,369,939.30 -72,396.64 UNITED STATES TREASURY 10/31/2022 4.125% 10/31/2027 91282CFU 0 4,750,000.00 AA+ 1/31/2023 4,833,310.55 3.72% 4,825,145.00 -8,165.55 UNITED STATES TREASURY 10/31/2022 4.125% 10/31/2027 91282CFU 0 5,100,000.00 AA+ 12/13/2022 5,165,343.75 3.83% 5 ,180,682.00 15,338.25 UNITED STATES TREASURY 10/31/2022 4.125% 10/31/2027 91282CFU 0 10,930,000.00 AA+ 12/8/2022 11,081,995.31 3.81% 11,102,912.60 20,917.29 UNITED STATES TREASURY 11/17/1997 6.125% 11/15/2027 912810FB9 3,100,000.00 AA+ 7/24/2024 3,288,058.59 4.14% 3,335, 290.00 47,231.41 UNITED STATES TREASURY 11/30/2022 3.875% 11/30/2027 91282CFZ9 7,130,000.00 AA+ 9/5/2024 7,182,917.97 3.63% 7,192,387.50 9,469.53 UNITED STATES TREASURY 1/3/2023 3.875% 12/31/2027 91282CGC9 8,255,000.00 AA+ 1/31/ 2023 8,320,459.57 3.70% 8 ,333,670.15 13,210.58 UNITED STATES TREASURY 1/3/2023 3.875% 12/31/2027 91282CGC9 7,325,000.00 AA+ 2/8/ 2023 7,333,583.98 3.85% 7 ,394,807.25 61,223.27 UNITED STATES TREASURY 1/3/2023 3.875% 12/31/2027 91282CGC9 4,850,000.00 AA+ 2/2/ 2023 4,906,078.13 3.62% 4 ,896,220.50 -9,857.63 UNITED STATES TREASURY 1/3/2023 3.875% 12/31/2027 91282CGC9 7,175,000.00 AA+ 9/27/ 2024 7,247,030.27 3.54% 7 ,243,377.75 -3,652.52 UNITED STATES TREASURY 2/1/2021 0.750% 1/31/2028 91282CBJ 9 5,815,000.00 AA+ 2/7/2023 5,009,758.79 3.83% 5,302,117.00 292,358.21 UNITED STATES TREASURY 1/31/2023 3.500% 1/31/2028 91282CGH8 7,505,000.00 AA+ 5/16/ 2023 7,508,517.97 3.49% 7 ,487,963.65 -20,554.32 UNITED STATES TREASURY 2/28/2023 4.000% 2/29/2028 91282CGP0 8,080,000.00 AA+ 1/26/ 2024 8,063,587.50 4.05% 8 ,189,807.20 126,219.70 UNITED STATES TREASURY 2/28/2023 4.000% 2/29/2028 91282CGP0 7,360,000.00 AA+ 5/16/ 2023 7,532,500.00 3.46% 7 ,460,022.40 -72,477.60 UNITED STATES TREASURY 2/28/2023 4.000% 2/29/2028 91282CGP0 6,600,000.00 AA+ 3/7/ 2023 6,526,781.25 4.25% 6 ,689,694.00 162,912.75 10/17/2024 5:23 PM 1 of 5
Attachment A
City of Santa Clara Monthly Report
9/30/2024
Description Issue Date Coupon Rate Maturity Date CUSIP Par Value S&P Rating Settle Date Cost Value YTM at Cost Market Value Unrealized G/L UNITED STATES TREASURY 3/31/2021 1.250% 3/31/2028 91282CBS9 5,820,000.00 AA+ 5/9/2023 5,236,408.59 3.50% 5,378,262.00 141,853.41 UNITED STATES TREASURY 3/31/2021 1.250% 3/31/2028 91282CBS9 5,470,000.00 AA+ 5/10/2023 4,912,530.08 3.54% 5,054,827.00 142,296.92 UNITED STATES TREASURY 3/31/2023 3.625% 3/31/2028 91282CGT2 5,765,000.00 AA+ 5/4/ 2023 5,816,569.73 3.42% 5 ,776,702.95 -39,866.78 UNITED STATES TREASURY 3/31/2023 3.625% 3/31/2028 91282CGT2 5,030,000.00 AA+ 5/2/ 2023 5,023,712.50 3.65% 5 ,040,210.90 16,498.40 UNITED STATES TREASURY 5/1/2023 3.500% 4/30/2028 91282CHA2 5,075,000.00 AA+ 5/2/ 2023 5,042,488.28 3.64% 5 ,062,515.50 20,027.22 UNITED STATES TREASURY 5/31/2023 3.625% 5/31/2028 91282CHE4 11,735,000.00 AA+ 6/5/ 2023 11,695,577.73 3.70% 11,753,306.60 57,728.87 UNITED STATES TREASURY 5/31/2023 3.625% 5/31/2028 91282CHE4 8,285,000.00 AA+ 1/26/ 2024 8,149,074.22 4.04% 8 ,297,924.60 148,850.38 UNITED STATES TREASURY 6/30/2023 4.000% 6/30/2028 91282CHK0 11,300,000.00 AA+ 7/10/ 2023 11,117,699.22 4.36% 11,469,048.00 351,348.78 UNITED STATES TREASURY 6/30/2023 4.000% 6/30/2028 91282CHK0 1,700,000.00 AA+ 7/3/ 2023 1,687,183.59 4.17% 1 ,725,432.00 38,248.41 UNITED STATES TREASURY 7/31/2023 4.125% 7/31/2028 91282CHQ7 4,950,000.00 AA+ 8/2/2023 4,921,962.89 4.25% 5 ,046,079.50 124,116.61 UNITED STATES TREASURY 8/31/2023 4.375% 8/31/2028 91282CHX2 7,940,000.00 AA+ 1/26/2024 8,054,137.50 4.03% 8 ,169,227.80 115,090.30 UNITED STATES TREASURY 8/31/2023 4.375% 8/31/2028 91282CHX2 1,735,000.00 AA+ 8/31/2023 1,742,726.17 4.28% 1 ,785,089.45 42,363.28 UNITED STATES TREASURY 10/31/2023 4.875% 10/31/2028 91282CJF9 5,900,000.00 AA+ 1/4/ 2024 6,140,839.84 3.94% 6 ,188,097.00 47,257.16 UNITED STATES TREASURY 10/31/2023 4.875% 10/31/2028 91282CJF9 5,160,000.00 AA+ 1/8/ 2024 5,355,717.19 4.00% 5 ,411,962.80 56,245.61 UNITED STATES TREASURY 11/16/1998 5.250% 11/15/2028 912810FF0 11,160,000.00 AA+ 9/17/2024 11,969,100.00 3.37% 11,884,060.80 -85,039.20 UNITED STATES TREASURY 11/30/2023 4.375% 11/30/2028 91282CJN2 8,025,000.00 AA+ 1/26/ 2024 8,150,704.10 4.01% 8 ,270,805.75 120,101.65 UNITED STATES TREASURY 1/2/2024 3.750% 12/31/2028 91282CJR 3 14,950,000.00 AA+ 1/19/2024 14,770,132.81 4.02% 15,050,464.00 280,331.19 UNITED STATES TREASURY 1/2/2024 3.750% 12/31/2028 91282CJR 3 6,250,000.00 AA+ 1/4/2024 6,202,148.44 3.92% 6,292,000.00 89,851.56 UNITED STATES TREASURY 1/31/2024 4.000% 1/31/2029 91282CJW 2 6,400,000.00 AA+ 2/13/2024 6,367,750.00 4.11% 6,508,032.00 140,282.00 UNITED STATES TREASURY 1/31/2024 4.000% 1/31/2029 91282CJW 2 5,030,000.00 AA+ 2/14/2024 4,968,107.42 4.28% 5,114,906.40 146,798.98 UNITED STATES TREASURY 1/31/2024 4.000% 1/31/2029 91282CJW2 4,735,000.00 AA+ 9/5/2024 4,814,348.24 3.58% 4,814,926.80 578.56 UNITED STATES TREASURY 2/16/1999 5.250% 2/15/2029 912810FG8 8,610,000.00 AA+ 7/24/2024 9,040,500.00 4.04% 9 ,226,131.60 185,631.60 UNITED STATES TREASURY 2/29/2024 4.250% 2/28/2029 91282CKD 2 4,375,000.00 AA+ 9/27/2024 4,498,046.88 3.56% 4,496,493.75 -1,553.13 UNITED STATES TREASURY 2/29/2024 4.250% 2/28/2029 91282CKD 2 2,850,000.00 AA+ 3/7/2024 2,867,923.83 4.11% 2,929,144.50 61,220.67 UNITED STATES TREASURY 4/1/2024 4.125% 3/31/2029 91282CKG 5 10,050,000.00 AA+ 4/11/2024 9,938,900.39 4.37% 10,278,135.00 339,234.61 UNITED STATES TREASURY 4/30/2024 4.625% 4/30/2029 91282CKP5 16,425,000.00 AA+ 4/30/2024 16,412,167.97 4.64% 17,151,313.50 739,145.53 UNITED STATES TREASURY 4/30/2024 4.625% 4/30/2029 91282CKP5 5,625,000.00 AA+ 8/2/2024 5,809,570.31 3.86% 5,873,737.50 64,167.19 UNITED STATES TREASURY 5/31/2024 4.500% 5/31/2029 91282CKT 7 4,950,000.00 AA+ 6/7/2024 4,993,892.58 4.30% 5,148,000.00 154,107.42 UNITED STATES TREASURY 7/1/2024 4.250% 6/30/2029 91282CKX8 24, 360,000.00 AA+ 9/5/2024 25,072,406.07 3.58% 25,071,799.20 -606.87 UNITED STATES TREASURY 7/1/2024 4.250% 6/30/2029 91282CKX 8 1,100,000.00 AA+ 8/15/2024 1,128,316.41 3.67% 1,132,142.00 3,825.59 UNITED STATES TREASURY 7/1/2024 4.250% 6/30/2029 91282CKX 8 7,590,000.00 AA+ 7/3/2024 7,538,411.72 4.40% 7,811,779.80 273,368.08 UNITED STATES TREASURY 7/1/2024 4.250% 6/30/2029 91282CKX 8 16,955,000.00 AA+ 7/3/2024 16,858,965.82 4.38% 17,450,425.10 591,459.28 UNITED STATES TREASURY 7/31/2024 4.000% 7/31/2029 91282CLC3 9,575,000.00 AA+ 9/17/2024 9,819,237.30 3.43% 9 ,756,733.50 -62,503.80 UNITED STATES TREASURY 8/31/2022 3.125% 8/31/2029 91282CFJ5 10,650,000.00 AA+ 9/27/ 2024 10,429,095.70 3.59 % 10,428,267.00 -828.70 UNITED STATES TREASURY 9/3/2024 3.625% 8/31/2029 91282CLK5 12,700,000.00 AA+ 9/5/ 2024 12,736,214.84 3.56% 12,737,719.00 1,504.16 UNITED STATES TREASURY 9/3/2024 3.625% 8/31/2029 91282CLK5 1,870,000.00 AA+ 9/3/ 2024 1,864,156.25 3.69% 1 ,875,553.90 11,397.65 U.S. Treasury Bond / Note Subtotal 611,755,000.00 605,199,828.04 612,385,577.95 7,185,749.91 FANNIE MAE 1/10/2020 1.625% 1/7/2025 3135G 0X24 225,000.00 AA+ 1/22/2020 224,970. 75 1.63% 223,184.25 -1,786.50 FANNIE MAE 4/24/2020 0.625% 4/22/2025 3135G03U5 10,000,000.00 AA+ 5/7/ 2020 10,050,600.00 0.52% 9,797,800.00 -252,800.00 FANNIE MAE 11/12/2020 0.500% 11/7/2025 3135G06G3 1,860,000.00 AA+ 12/29/2020 1,864,929.00 0.44% 1 ,789,822.20 -75,106.80 FNMA Medium Term Note Subtotal 12,085,000.00 12,140,499.75 11,810,806.45 -329,693.30 10/17/2024 5:23 PM 2 of 5
Attachment A
City of Santa Clara Monthly Report
9/30/2024
Description Issue Date Coupon Rate Maturity Date CUSIP Par Value S&P Rating Settle Date Cost Value YTM at Cost Market Value Unrealized G/L FEDERAL FARM CREDIT BANK 1/23/2020 1.650% 1/23/2025 3133ELJM7 7,320,000.00 AA+ 5/18/ 2020 7,689,367.20 0.56% 7 ,252,656.00 -436,711.20 FEDERAL FARM CREDIT BANK 5/14/2020 0.500% 5/14/2025 3133ELZM9 10,000,000.00 AA+ 5/15/ 2020 9,982,800.00 0.53% 9 ,775,700.00 -207,100.00 FEDERAL FARM CREDIT BANK 6/9/2020 0.500% 6/9/2025 3133ELH23 10,000,000.00 AA+ 6/12/2020 9,997,540.00 0.50% 9 ,750,800.00 -246,740.00 FFCB Medium Term Note Subtotal 27,320,000.00 27,669, 707.20 26,779,156.00 -890,551.20 FEDERAL FARM CREDIT BANK 7/2/2020 0.500% 7/2/2025 3133ELR71 10,000,000.00 AA+ 7/14/ 2020 10,017,640.00 0.46% 9,731,600.00 -286,040.00 FFCB Coupon Note Subtotal 10,000,000.00 10,017,640.00 9,731,600.00 -286,040.00 FEDERAL HOME LOAN BANK 11/6/2014 2.750% 12/13/2024 3130A3GE8 5,000,000.00 AA+ 3/12/ 2020 5,461,300.00 0.77% 4 ,981,000.00 -480,300.00 FHLB Medium Term Note Subtotal 5,000,000.00 5,461,300.00 4,981,000.00 -480,300.00 FREDDIE MAC 2/14/2020 1.500% 2/12/2025 3137EAEP0 5,000,000.00 AA+ 5/20/2020 5,226,960.00 0.53% 4, 942,500.00 -284,460.00 FREDDIE MAC 8/30/2022 4.050% 8/28/2025 3134GXS54 5,000,000.00 AA+ 8/30/2022 4,998,000.00 4.06% 4 ,990,450.00 -7,550.00 FREDDIE MAC 9/25/2020 0.375% 9/23/2025 3137EAEX 3 9,390,000.00 AA+ 9/25/2020 9,361,736.10 0.44% 9, 064,448.70 -297,287.40 FREDDIE MAC 10/10/2023 6.000% 10/10/2028 3134H1FT5 4,225,000.00 AA+ 10/10/2023 4,225,000.00 6.00% 4 ,220,310.25 -4,689.75 FHLMC Medium Term Note Subtotal 23,615,000.00 23,811,696.10 23,217,708.95 -593,987.15 FANNIE MAE-ACES 7/1/2023 4.181% 7/1/2028 3136BQDE6 8,361,127.84 AA+ 11/30/ 2023 8,036,807.52 5.14% 8 ,395,074.04 358,266.52 FANNIE MAE-ACES 7/1/2023 4.181% 7/1/2028 3136BQDE6 7,262,236.79 AA+ 7/31/ 2023 7,139,119.19 4.58% 7 ,291,721.45 152,602.26

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 1/1/2017 3.347% 11/1/2026 3137BTU M1 5,252,368.93 AA+ 5/24/2023 5,090,694.45 4.29% 5,173,530.87 82,836.42

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 5/1/2017 3.224% 3/1/2027 3137BXQY1 8,000,000.00 AA+ 8/18/ 2023 7,546,250.00 4.94% 7 ,867,360.00 321,110.00

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 7/1/2017 3.243% 4/1/2027 3137F1G44 4,545,000.00 AA+ 8/18/ 2023 4,285,260.35 4.93% 4 ,462,462.80 177,202.45

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 8/1/2017 3.117% 6/1/2027 3137F2LJ3 6,525,000.00 AA+ 8/22/ 2023 6,101,894.53 4.97% 6 ,383,864.25 281,969.72

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 7/1/2023 4.819% 6/1/2028 3137HAC X2 7,500,000.00 AA+ 7/20/2023 7,574,910.00 4.59% 7,696,275.00 121,365.00

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 7/1/2023

4.777% 6/1/2028 3137HAD 45 6,060,684.04 AA+ 7/27/2023 6,060,532.53 4.78% 6,157,291.34 96,758.81

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 10/1/2023 4.740% 8/1/2028 3137HAQ 74 5,750,000.00 AA+ 10/19/2023 5, 623,868.00 5.25% 5,897,027.50 273,159.50 Federal Agency Commercial
Mortgage-Backed Security Subtotal 59,256,417.61 57,459, 336.57 59,324,607.25 1,865,270.68 ADOBE INC 1/26/2015 3.250% 2/1/2025 00724FAC5 4,000,000.00 A+ 1/26/ 2022 4,183,680.00 1.68% 3 ,975,600.00 -208,080.00 ADOBE INC 4/4/2024 4.800% 4/4/2029 00724PAF 6 1,635,000.00 A+ 4/4/2024 1,632,563.85 4.83% 1,689,085.80 56,521.95 ADOBE INC 4/4/2024 4.800% 4/4/2029 00724PAF 6 1,340,000.00 A+ 4/4/2024 1,337,762.20 4.84% 1,384,327.20 46,565.00 ALPHABET INC 8/9/2016 1.998% 8/15/2026 02079KAC 1 5,740,000.00 AA+ 1/30/2023 5,354,386.80 4.05% 5,563,954.20 209,567.40 AMAZON.COM INC 4/13/2022 3.300% 4/13/2027 023135CF1 6,715,000.00 AA 4/25/2022 6,672,964.10 3.44% 6,629,249.45 -43,714.65 APPLE INC 11/13/2017 2.750% 1/13/2025 037833DF4 5,000,000.00 AA+ 3/29/2021 5,355,200.00 0.84% 4, 973,450.00 -381,750.00 APPLE INC 11/13/2017 2.750% 1/13/2025 037833DF4 5,000,000.00 AA+ 3/9/2021 5,340,100.00 0.94% 4, 973,450.00 -366,650.00 BANK OF NY MELLON CORP 1/28/2021 0.750% 1/28/2026 06406RAQ 0 9,000,000.00 A 2/10/2021 9,025,920.00 0.69% 8, 609,850.00 -416,070.00 BLACKROCK INC 3/28/2017 3.200% 3/15/2027 09247XAN1 4,140,000.00 AA- 5/18/2022 4,086,055.80 3.50% 4,080,135.60 -5,920.20 BLACKROCK INC 3/28/2017 3.200% 3/15/2027 09247XAN1 4,140,000.00 AA- 5/18/2022 4,085,352.00 3.50% 4,080,135.60 -5,216.40 BLACKROCK INC 3/14/2024 4.700% 3/14/2029 09290DAA9 2,924,000.00 AA- 4/11/2024 2,911,222.12 4.80% 3,007,480.20 96,258.08 BLACKROCK INC 3/14/2024 4.700% 3/14/2029 09290DAA9 350,000.00 AA- 3/14/2024 349,366.50 4.74% 359,992.50 10,626.00 10/17/2024 5:23 PM 3 of 5
Attachment A
City of Santa Clara Monthly Report
9/30/2024
Description Issue Date Coupon Rate Maturity Date CUSIP Par Value S&P Rating Settle Date Cost Value YTM at Cost Market Value Unrealized G/L BOFA SECURITIES INC. 3/22/2022 3.384% 4/2/2026 06051GKM 0 5,000,000.00 A- 3/22/2022 5,005,100.00 3.36% 4,960,050.00 -45,050.00 BOFA SECURITIES INC. 8/18/2023 5.526% 8/18/2026 06428CAA2 4,000,000.00 A+ 8/18/2023 3,998,360.00 5.54% 4,107,000.00 108,640.00 BOFA SECURITIES INC. 4/22/2021 1.734% 7/22/2027 06051GJS 9 1,420,000.00 A- 8/10/2022 1,281,251.80 3.92% 1 ,355,659.80 74,408.00 BRISTOL-MYERS SQUIBB CO 11/13/2020 0.750% 11/13/2025 110122DN5 5,725,000.00 A 6/ 30/2021 5,672,673.50 0.96% 5 ,515,007.00 -157,666.50 CITIGROUP INC 9/29/2023 5.803% 9/29/2028 17325FBB3 11,225,000.00 A+ 9/ 29/2023 11,225,000.00 5.80% 11,882,448.25 657,448.25 ELI LILLY & COMPANY 3/5/2015 2.750% 6/1/2025 532457BH0 5,415,000.00 A+ 2/ 10/2022 5,559,255.60 1.91% 5 ,356,301.40 -202,954.20 ELI LILLY & COMPANY 8/14/2024 4.200% 8/14/2029 532457CQ9 1,555,000.00 A+ 8/14/2024 1,557,643.50 4.16% 1,569,896.90 12,253.40 ELI LILLY & COMPANY 8/14/2024 4.200% 8/14/ 2029 532457CQ9 445,000.00 A+ 8/14/ 2024 444,025.45 4.25% 449,263.10 5,237.65 HERSHEY CO/THE 8/21/2015 3.200% 8/21/2025 427866AU2 3,000,000.00 A 3/30/2022 3,014,040.00 3.05% 2 ,971,410.00 -42,630.00 HOME DEPOT INC/THE 9/14/2017 2.800% 9/14/2027 437076BT8 7,805,000.00 A 1/27/2023 7,364,719.95 4.15% 7,583,962.40 219,242.45

HONEYWELL INTERNATIONAL
INC 5/18/2020 1.350% 6/1/2025 438516CB0 5,000,000.00 A 9/8/2021 5,097,900.00 0.82% 4, 905,800.00 -192,100.00

HONEYWELL INTERNATIONAL
INC 5/18/2020 1.350% 6/1/2025 438516CB0 2,255,000.00 A 3/22/2022 2,181,960.55 2.41% 2,212,515.80 30,555.25 JOHN DEERE CAPITAL CORP 6/17/2021 1.050% 6/17/2026 24422EVR 7 5,000,000.00 A 12/8/2021 4, 908,600.00 1.47% 4, 764,650.00 -143,950.00 JOHN DEERE CAPITAL CORP 7/14/2023 4.950% 7/14/ 2028 24422EXB0 605,000.00 A 7/18/2023 610,874.55 4.73 % 625,079.95 14,205.40 JOHN DEERE CAPITAL CORP 7/14/2023 4.950% 7/14/ 2028 24422EXB0 505,000.00 A 7/14/2023 504,247.55 4.98 % 521,760.95 17,513.40 JOHNSON & JOHNSON 8/25/2020 0.550% 9/1/2025 478160CN2 5,000,000.00 AAA 9/3/2020 5,023,550.00 0.45% 4,842,400.00 -181,150.00

JPMORGAN CHASE FINANCIAL
CO LLC 3/13/2020 2.005% 3/13/2026 46647PBH 8 2,800,000.00 A- 3/22/2022 2,712,500.00 2.84% 2 ,762,648.00 50,148.00

JPMORGAN CHASE FINANCIAL
CO LLC 4/22/2021 1.578% 4/22/2027 46647PCB0 4,100,000.00 A- 8/10/ 2022 3,710,746.00 3.80% 3 ,927,677.00 216,931.00

JPMORGAN CHASE FINANCIAL
CO LLC 2/24/2022 2.947% 2/24/2028 46647PCW4 2,925,000.00 A- 9/18/2023 2,674,532.25 5.13% 2 ,836,840.50 162,308.25

JPMORGAN CHASE FINANCIAL
CO LLC 4/22/2024 5.571% 4/22/2028 46647PEE2 5,000,000.00 A- 8/9/2024 5,103,350.00 4.95% 5 ,155,350.00 52,000.00 MASTERCARD INC 12/3/2019

2.000% 3/3/2025 57636QAN 4 5,000,000.00 A+ 3/9/2021 5,213,450.00 0.91% 4, 947,200.00 -266,250.00 MASTERCARD INC 12/3/2019 2.000% 3/3/2025 57636QAN 4 5,000,000.00 A+ 3/10/2022 4,990,800.00 2.06% 4,947,200.00 -43,600.00 MASTERCARD INC 5/31/2019 2.950% 6/1/2029 57636QAM 6 7,500,000.00 A+ 6/27/2024 6,889,875.00 4.82% 7,186,200.00 296,325.00 META PLATFORMS INC 8/9/2024 4.300% 8/15/2029 30303M8S4 5,370,000.00 AA- 8/14/ 2024 5,385,895.20 4.23% 5 ,452,805.40 66,910.20 MICROSOFT CORP 2/12/2015 2.700% 2/12/2025 594918BB9 5,000,000.00 AAA 3/9/2021 5,341,700.00 0.92% 4, 966,600.00 -375,100.00 MICROSOFT CORP 11/3/2015 3.125% 11/3/2025 594918BJ2 5,100,000.00 AAA 1/25/2023 4,940,982.00 4.33% 5,051,856.00 110,874.00 MORGAN STANLEY BANK NA 5/30/2024 5.504% 5/26/2028 61690U8B9 6,105,000.00 A+ 5/31/2024 6,117,881.55 5.45% 6 ,297,429.60 179,548.05 MORGAN STANLEY BANK NA 5/30/2024 5.504% 5/26/2028 61690U8B9 3,145,000.00 A+ 5/30/2024 3,145,000.00 5.50% 3 ,244,130.40 99,130.40

NOVARTIS FINANCE
CORPORATION 11/20/2015 3.000% 11/20/2025 66989HAJ 7 10,000,000.00 AA- 1/31/2023 9,638,600.00 4.38% 9,884,500.00 245,900.00 PACCAR FINANCIAL CORP 1/31/2024 4.600% 1/31/2029 69371RS8 0 7,000,000.00 A+ 7/30/2024 6,996,080.00 4.61% 7,177,940.00 181,860.00 PEPSICO INC 7/17/2024 4.500% 7/17/2029 713448FX1 4,380,000.00 A+ 7/17/2024 4,373,211.00 4.53% 4 ,514,290.80 141,079.80 QUALCOMM INC 5/20/2015 3.450% 5/20/2025 747525AF0 5,850,000.00 A 5/19/2022 5,860,588.50 3.39% 5,816,713.50 -43,875.00 STATE STREET CORP 2/7/2022 1.746% 2/6/2026 857477BR3 1,115,000.00 A 2/7/2022 1,115,000.00 1.75% 1,101,854.15 -13,145.85 STATE STREET CORP 10/29/2020 2.901% 3/30/2026 857477BM4 4,250,000.00 A 3/ 14/2022 4,275,372.50 2.74% 4 ,205,715.00 -69,657.50 TARGET CORP 1/24/2022 1.950% 1/15/2027 87612EBM 7 4,595,000.00 A 2/1/2022 4,567,889.50 2.08% 4, 413,957.00 -153,932.50 TARGET CORP 1/24/2022 1.950% 1/15/ 2027 87612EBM7 990,000.00 A 1/24/ 2022 988,317.00 1.99% 950,994.00 -37,323.00 TOYOTA MOTOR CREDIT CORP 9/11/2023 5.250% 9/11/2028 89236TLB9 5,600,000.00 A+ 9/11/ 2023 5,590,256.00 5.29% 5 ,834,864.00 244,608.00 WALMART INC. 6/27/2018 3.550% 6/26/2025 931142ED1 5,700,000.00 AA 2/ 8/2022 6,011,847.00 1.87% 5,676,801.00 -335,046.00 Corporate Note Subtotal 220,464,000.00 219,427,649.32 219,303,482.45 -124,166.87 10/17/2024 5:23 PM 4 of 5
Attachment A
City of Santa Clara Monthly Report
9/30/2024
Description Issue Date Coupon Rate Maturity Date CUSIP Par Value S&P Rating Settle Date Cost Value YTM at Cost Market Value Unrealized G/L

AMERICAN EXPRESS CREDIT
TRUST 2023-1 9/19/2023 5.230% 9/15/2028 02582JKD1 6,170,000.00 AAA 9/19/ 2023 6,169,724.20 5.24% 6 ,311,910.00 142,185.80 BA CREDIT CARD TRUST 12/14/2023 4.980% 11/15/2028 05522RDH8 3,045,000.00 NR 12/14/2023 3,044,591.06 4.98% 3,106,356.75 61,765.69 BOFA AUTO TRUST 2024-1 7/31/2023 5.530% 2/15/2028 06428AAC 2 3,120,000.00 NR 7/31/2023 3,119,881.75 5.53% 3,163,024.80 43,143.05 BOFA AUTO TRUST 2024-1 11/21/2023 5.740% 6/15/2028 06054YAC1 6,595,000.00 NR 11/21/2023 6, 594,880.63 5.76% 6,730,131.55 135,250.92

CARMAX AUTO OWNER TRUST
2023-3 4/21/2021 0.520% 2/17/ 2026 14314QAC8 151,344.87 AAA 4/21/2021 151, 312.26 0.52% 150,777.33 -534.93 CHASE ISSUANCE TRUST 9/15/2023 5.160% 9/15/2028 161571HT4 6,045,000.00 AAA 9/15/2023 6,043,324.33 5.17% 6,176,176.50 132,852.17 CHASE ISSUANCE TRUST 1/31/2024 4.600% 1/16/2029 161571HV9 7,605,000.00 AAA 1/31/2024 7,603,841.76 4.60% 7,702,115.85 98,274.09

CITIBANK CREDIT CARD
ISSUANCE TRUST 12/11/2023 5.230% 12/8/2027 17305EGW9 1,855,000.00 AAA 12/11/ 2023 1,854,767.38 5.23% 1 ,874,848.50 20,081.12 FIFTH THIRD AUTO TRUST 8/23/2023 5.530% 8/15/2028 31680EAD 3 5,270,000.00 AAA 8/23/2023 5,269,673.26 5.53% 5,344,675.90 75,002.64

GM FINANCIAL SECURITIZED
TERM AUTO RECE 1/17/2024 4.850% 12/18/ 2028 36268GAD7 815,000.00 NR 1/ 17/2024 814,836.10 4.85 % 825,334.20 10,498.10

HONDA AUTO RECEIVABLES
OWNER TRUST 2024 11/24/2021 0.880% 1/21/ 2026 43815GAC3 438,582.56 NR 11/ 24/2021 438,490.10 0.89 % 432,872.22 -5,617.88

HONDA AUTO RECEIVABLES
OWNER TRUST 2024 8/22/2023 5.410% 2/18/2028 43815QAC1 4,825,000.00 AAA 8/22/2023 4,824,005.09 5.42% 4,894,287.00 70,281.91

HYUNDAI AUTO RECEIVABLES
TRUST 2024-B 11/17/2021 0.740% 5/15/2026 44935FAD6 292,780.77 AAA 11/17/2021 292,715.43 0.75 % 290,084.26 -2,631.17

HYUNDAI AUTO RECEIVABLES
TRUST 2024-B 11/13/2023 5.540% 10/16/2028 44918CAD 4 2,530,000.00 AAA 11/13/2023 2,529,667.31 5.54% 2 ,585,761.20 56,093.89

KUBOTA CREDIT OWNER TRUST
2024-2A 7/26/2023 5.280% 1/18/2028 500945AC4 1,925,000.00 NR 7/26/2023 1,924,513.75 5.29% 1,954, 760.50 30,246.75

TOYOTA AUTO RECEIVABLES
OWNER TRUST COM 9/27/2021 0.430% 1/15/ 2026 89239BAC5 486,269.61 AAA 9/27/2021 486,230.86 0.43% 482,087.69 -4,143.17

TOYOTA AUTO RECEIVABLES
OWNER TRUST COM 8/15/2023 5.160% 4/17/2028 89231FAD2 1,505,000.00 AAA 8/15/ 2023 1,504,659.57 5.17% 1 ,523,330.90 18,671.33

TOYOTA AUTO RECEIVABLES
OWNER TRUST COM 11/14/2023 5.540% 8/15/2028 89239FAD4 1,725,000.00 AAA 11/14/ 2023 1,724,814.05 5.54% 1 ,765,278.75 40,464.70 USAA AUTO OWNER TRUST 2024
-
A 9/15/2023 5.580% 5/15/2028 90291VAC 4 6,030,000.00 AAA 9/15/2023 6,028,944.75 5.58% 6,107,304.60 78,359.85 Asset-Backed Security Subtotal 60,428,977.80 60,420, 873.64 61,421,118.50 1,000,244.86 COOPERAT RABOBANK UA/NY 7/20/2023 5.080% 7/17/2026 21684LGS5 7,500,000.00 A+ 7/20/2023 7,500,000.00 5.08% 7,699,575.00 199,575.00 Certificate of Deposit Subtotal 7,500,000.00 7,500,000.00 7,699,575.00 199,575.00

PRINCIPAL PUBLIC DEPOSIT
SWEEP PROGRAM 2.650% 10/1/2024 992995944 988,565.40 9/1/2020 988,565.40 988,565.40

LOCAL AGENCY INVESTMENT
FUND 4.575% 10/1/2024 6,001,482.83 9/30/1997 6,001,482.83 6,001,482.83 -

CALIFORNIA ASSET
MANAGEMENT PROGRAM 5.290% 10/1/2024 132,245,647.89 10/4/2022 132,245,647.89 132,245,647.89 -

CALIFORNIA ASSET

MANAGEMENT PROGRAM -
TERM 5.120% 10/21/2024 10,000,000.00 1/25/2024 10,000,000.00 10,000,000.00 -

DREYFUS TREASUR
Y 5.320% 10/1/2024 2,379,646.00 10/31/1997 2,379,646.00 2,379,646.00 - Cash Equivalent Subtotal 151,615,342.12 151,615,342.12 151,615,342.12 - Grand Total Count 178 1,189,039,737.53 1,180,723,872.74 1,188,269,974.67 7,546,101.93 10/17/2024 5:23 PM 5 of 5
Attachment A
PAGE 22

STATEMENT OF TRANSACTIONS CITY OF SANTA CLARA- CUSTODY
FOR THE PERIOD SEPTEMBER 1, 2024 THROUGH SEPTEMBER 30, 2024 ACCOUNT NUMBER XXXXXXXX ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯

STATEMENT OF TRANSACTIONS

REALIZED

CASH EQUIVALENTS
09/03/24 INTEREST RECEIVED 1,172.07

PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
INTEREST FROM 8/1/24 TO 8/31/24
09/30/24 106,271,832.09 CASH SWEEP PURCHASES FOR STMT PERIOD 106,271,832.09- 106,271,832.09

PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
12 TRANSACTIONS
09/30/24 106,313,692.69- CASH SWEEP SALES FOR STMT PERIOD 106,313,692.69 106,313,692.69-

PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
4 TRANSACTIONS

BONDS & NOTES
09/16/24 INTEREST RECEIVED 26,890.91
AMERICAN EXPRES ABS 5.230% 9/15/28
CUSIP 02582JKD1
$0.00436/PV ON 6,170,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 14,378.00
BANK OF AMERICA ABS 5.530% 2/15/28
CUSIP 06428AAC2
$0.00461/PV ON 3,120,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 31,546.08
BANK OF AMERICA ABS 5.740% 6/15/28
CUSIP 06054YAC1
$0.00478/PV ON 6,595,000.00 PV
DUE 9/15/24
Attachment B
PAGE 23

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/16/24 INTEREST RECEIVED 12,636.75
BK OF AMERICA ABS 4.980% 11/15/28
CUSIP 05522RDH8
$0.00415/PV ON 3,045,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 76,939.00
BLACKROCK FUNDING 4.700% 3/14/29
CUSIP 09290DAA9
INTEREST ON 3,274,000.000 UNITS
09/16/24 INTEREST RECEIVED 132,480.00
BLACKROCK INC 3.200% 3/15/27
CUSIP 09247XAN1
INTEREST ON 8,280,000.000 UNITS
09/16/24 INTEREST RECEIVED 101.49
CARMAX AUTO OWNER TR 0.520% 2/17/26
CUSIP 14314QAC8
$0.00004/PV ON 234,216.02 PV
DUE 9/15/24
09/16/24 82,871.15- PAID DOWN 82,871.15 82,853.29- 17.86 CARMAX AUTO OWNER TR 0.520% 2/17/26
CUSIP 14314QAC8
TO SETTLE ON 09/16/2024
09/16/24 INTEREST RECEIVED 29,152.50
CHASE ISSUANCE ABS 4.600% 1/16/29
CUSIP 161571HV9
$0.00383/PV ON 7,605,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 25,993.50
CHASE ISSUANCE ABS 5.160% 9/15/28
CUSIP 161571HT4
$0.00430/PV ON 6,045,000.00 PV
DUE 9/15/24
Attachment B
PAGE 24

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/30/24 INTEREST RECEIVED 325,693.38
CITIBANK 5.803% 9/29/28
CUSIP 17325FBB3
INTEREST ON 11,225,000.000 UNITS
09/16/24 INTEREST RECEIVED 1,015.00
DISCOVER CARD EXECUT 0.580% 9/15/26
CUSIP 254683CP8
$0.00048/PV ON 2,100,000.00 PV
DUE 9/15/24
09/16/24 2,100,000- PAID DOWN 2,100,000.00 2,099,550.39- 449.61 DISCOVER CARD EXECUT 0.580% 9/15/26
CUSIP 254683CP8
09/23/24 INTEREST RECEIVED 17,606.25
FED HOME LN MTG CORP 0.375% 9/23/25
CUSIP 3137EAEX3
INTEREST ON 9,390,000.000 UNITS
09/25/24 INTEREST RECEIVED 16,948.69
FED HOME LN MTG CORP 3.117% 6/25/27
CUSIP 3137F2LJ3
$0.00260/PV ON 6,525,000.00 PV
DUE 9/25/24
09/25/24 INTEREST RECEIVED 14,678.18
FHLMC K061 CMO V-M 3.347% 11/25/26
CUSIP 3137BTUM1
$0.00274/PV ON 5,262,569.26 PV
DUE 9/25/24
09/25/24 10,200.33- PAID DOWN 10,200.33 9,886.35- 313.98 FHLMC K061 CMO V-M 3.347% 11/25/26
CUSIP 3137BTUM1
AT $2,506.9714 ON TRADE DATE 09/25/2024
Attachment B
PAGE 25

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/25/24 INTEREST RECEIVED 22,712.50
FHLMC K508 CMO V-M 4.740% 8/25/28
CUSIP 3137HAQ74
$0.00395/PV ON 5,750,000.00 PV
DUE 9/25/24
09/25/24 INTEREST RECEIVED 12,282.86
FHLMC MULTIFAMILY ST 3.243% 4/25/27
CUSIP 3137F1G44
$0.00270/PV ON 4,545,000.00 PV
DUE 9/25/24
09/25/24 INTEREST RECEIVED 24,142.05
FHLMC SER KJ46 CMO 4.777% 6/25/28
CUSIP 3137HAD45
$0.00395/PV ON 6,064,572.20 PV
DUE 9/25/24
09/25/24 3,888.16- PAID DOWN 3,888.16 3,888.06- 0.10
FHLMC SER KJ46 CMO 4.777% 6/25/28
CUSIP 3137HAD45
AT $6,576.8734 ON TRADE DATE 09/25/2024
09/25/24 INTEREST RECEIVED 30,118.75
FHLMC SER K505 CMO 4.819% 6/25/28
CUSIP 3137HACX2
$0.00402/PV ON 7,500,000.00 PV
DUE 9/25/24
09/16/24 INTEREST RECEIVED 24,285.91
FIFTH THIRD AUT ABS 5.530% 8/15/28
CUSIP 31680EAD3
$0.00461/PV ON 5,270,000.00 PV
DUE 9/15/24
Attachment B
PAGE 26

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/25/24 INTEREST RECEIVED 57,088.76
FNMA SER M6 CMO V-M 4.190% 7/25/28
CUSIP 3136BQDE6
$0.00349/PV ON 16,350,000.00 PV
DUE 9/25/24
09/25/24 726,635.37- PAID DOWN 726,635.37 705,825.24- 20,810.13 FNMA SER M6 CMO V-M 4.190% 7/25/28
CUSIP 3136BQDE6
AT $65.7592 ON TRADE DATE 09/25/2024
09/16/24 INTEREST RECEIVED 3,293.96
GM FINANCIAL ABS 4.850% 12/18/28
CUSIP 36268GAD7
$0.00404/PV ON 815,000.00 PV
DUE 9/16/24
09/16/24 INTEREST RECEIVED 109,270.00
HOME DEPOT INC 2.800% 9/14/27
CUSIP 437076BT8
INTEREST ON 7,805,000.000 UNITS
09/18/24 INTEREST RECEIVED 21,752.71
HONDA AUTO ABS 5.410% 2/18/28
CUSIP 43815QAC1
$0.00451/PV ON 4,825,000.00 PV
DUE 9/18/24
09/23/24 INTEREST RECEIVED 371.24
HONDA AUTO RECEIVABL 0.880% 1/21/26
CUSIP 43815GAC3
$0.00023/PV ON 506,231.39 PV
DUE 9/21/24
09/23/24 67,648.83- PAID DOWN 67,648.83 67,634.57- 14.26 HONDA AUTO RECEIVABL 0.880% 1/21/26
CUSIP 43815GAC3
TO SETTLE ON 09/23/2024
Attachment B
PAGE 27

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/16/24 INTEREST RECEIVED 11,680.17
HYUNDAI AUTO REC ABS 5.540% 10/16/28
CUSIP 44918CAD4
$0.00462/PV ON 2,530,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 217.37
HYUNDAI AUTO RECEIVA 0.740% 5/15/26
CUSIP 44935FAD6
$0.00017/PV ON 352,490.23 PV
DUE 9/15/24
09/16/24 59,709.46- PAID DOWN 59,709.46 59,696.13- 13.33 HYUNDAI AUTO RECEIVA 0.740% 5/15/26
CUSIP 44935FAD6
AT $2,007.7230 ON TRADE DATE 09/15/2024
TO SETTLE ON 09/16/2024
09/03/24 INTEREST RECEIVED 13,750.00
JOHNSON & JOHNSON 0.550% 9/01/25
CUSIP 478160CN2
INTEREST ON 5,000,000.000 UNITS
09/16/24 INTEREST RECEIVED 8,470.00
KUBOTA CREDIT ABS 5.280% 1/18/28
CUSIP 500945AC4
$0.00440/PV ON 1,925,000.00 PV
DUE 9/15/24
09/03/24 INTEREST RECEIVED 100,000.00
MASTERCARD INC 2.000% 3/03/25
CUSIP 57636QAN4
INTEREST ON 10,000,000.000 UNITS
09/30/24 INTEREST RECEIVED 61,646.25
STATE STREET CORP 2.901% 3/30/26
CUSIP 857477BM4
INTEREST ON 4,250,000.000 UNITS
Attachment B
PAGE 28

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/16/24 INTEREST RECEIVED 6,471.50
TOYOTA AUTO REC ABS 5.160% 4/17/28
CUSIP 89231FAD2
$0.00430/PV ON 1,505,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 7,963.75
TOYOTA AUTO REC ABS 5.540% 8/15/28
CUSIP 89239FAD4
$0.00462/PV ON 1,725,000.00 PV
DUE 9/15/24
09/16/24 INTEREST RECEIVED 213.32
TOYOTA AUTO RECEIVAB 0.430% 1/15/26
CUSIP 89239BAC5
$0.00008/PV ON 595,301.39 PV
DUE 9/15/24
09/16/24 109,031.78- PAID DOWN 109,031.78 109,023.09- 8.69 TOYOTA AUTO RECEIVAB 0.430% 1/15/26
CUSIP 89239BAC5
AT $1,099.4964 ON TRADE DATE 09/15/2024
TO SETTLE ON 09/16/2024
09/11/24 INTEREST RECEIVED 147,000.00
TOYOTA MTR CR MTN 5.250% 9/11/28
CUSIP 89236TLB9
INTEREST ON 5,600,000.000 UNITS
09/30/24 INTEREST RECEIVED 11,750.00
U.S TREASURY NOTES 2.500% 3/31/27
CUSIP 91282CEF4
INTEREST ON 940,000.000 UNITS
09/27/24 10,650,000 PURCHASED 10,429,095.70- 10,429,095.70 U.S. TREASURY NOTES 3.125% 8/31/29
CUSIP 91282CFJ5
AT $97.9258 ON TRADE DATE 09/26/2024
TO SETTLE ON 09/27/2024

BNP PARIBAS SECURITIES CORP/BO
Attachment B
PAGE 29

STATEMENT OF TRANSACTIONS

REALIZED

BMOCM/BONDS
09/03/24 ACCRUED INTEREST ON PURCHASE 561.77-
U.S. TREASURY NOTES 3.625% 8/31/29
CUSIP 91282CLK5
09/05/24 12,700,000 PURCHASED 12,736,214.84- 12,736,214.84 U.S. TREASURY NOTES 3.625% 8/31/29
CUSIP 91282CLK5
AT $100.2852 ON TRADE DATE 09/04/2024
TO SETTLE ON 09/05/2024
HSBC SECURITIES, INC.
09/05/24 ACCRUED INTEREST ON PURCHASE 6,358.77-
U.S. TREASURY NOTES 3.625% 8/31/29
CUSIP 91282CLK5
09/05/24 7,130,000 PURCHASED 7,182,917.97- 7,182,917.97 U.S. TREASURY NOTES 3.875% 11/30/27
CUSIP 91282CFZ9
AT $100.7422 ON TRADE DATE 09/04/2024
TO SETTLE ON 09/05/2024
BARCLAYS CAPITAL INC. FIXED IN
Attachment B
PAGE 30

STATEMENT OF TRANSACTIONS

REALIZED

BMOCM/BONDS
09/27/24 ACCRUED INTEREST ON PURCHASE 67,241.25-
U.S. TREASURY NOTES 3.875% 12/31/27
CUSIP 91282CGC9
09/05/24 4,735,000 PURCHASED 4,814,348.24- 4,814,348.24 U.S. TREASURY NOTES 4.000% 1/31/29
CUSIP 91282CJW2
AT $101.6758 ON TRADE DATE 09/04/2024
TO SETTLE ON 09/05/2024
HSBC SECURITIES, INC.
09/05/24 ACCRUED INTEREST ON PURCHASE 18,528.26-
U.S. TREASURY NOTES 4.000% 1/31/29
CUSIP 91282CJW2
09/03/24 INTEREST RECEIVED 440,800.00
U.S. TREASURY NOTES 4.000% 2/29/28
CUSIP 91282CGP0
INTEREST ON 22,040,000.000 UNITS
09/17/24 9,575,000 PURCHASED 9,819,237.30- 9,819,237.30 U.S. TREASURY NOTES 4.000% 7/31/29
CUSIP 91282CLC3
AT $102.5508 ON TRADE DATE 09/16/2024
TO SETTLE ON 09/17/2024
HSBC SECURITIES, INC.

Attachment B
PAGE 31

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/17/24 ACCRUED INTEREST ON PURCHASE 49,956.52-
U.S. TREASURY NOTES 4.000% 7/31/29
CUSIP 91282CLC3
09/30/24 INTEREST RECEIVED 207,281.25
U.S. TREASURY NOTES 4.125% 3/31/29
CUSIP 91282CKG5
INTEREST ON 10,050,000.000 UNITS
09/30/24 INTEREST RECEIVED 78,065.63
U.S. TREASURY NOTES 4.125% 9/30/27
CUSIP 91282CFM8
INTEREST ON 3,785,000.000 UNITS
09/17/24 16,115,000 PURCHASED 16,442,335.94- 16,442,335.94 U.S. TREASURY NOTES 4.125% 10/31/27
CUSIP 91282CFU0
AT $102.0313 ON TRADE DATE 09/16/2024
TO SETTLE ON 09/17/2024
WACHOVIA CAPITAL MARKETS, LLC.
09/17/24 ACCRUED INTEREST ON PURCHASE 252,891.64-
U.S. TREASURY NOTES 4.125% 10/31/27
CUSIP 91282CFU0
09/03/24 INTEREST RECEIVED 60,562.50
U.S. TREASURY NOTES 4.250% 2/28/29
CUSIP 91282CKD2
INTEREST ON 2,850,000.000 UNITS
09/27/24 4,375,000 PURCHASED 4,498,046.88- 4,498,046.88 U.S. TREASURY NOTES 4.250% 2/28/29
CUSIP 91282CKD2
AT $102.8125 ON TRADE DATE 09/26/2024
TO SETTLE ON 09/27/2024

CITIGROUP GBL MKTS/SALOMON BRO
Attachment B
PAGE 32

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/27/24 ACCRUED INTEREST ON PURCHASE 13,868.27-
U.S. TREASURY NOTES 4.250% 2/28/29
CUSIP 91282CKD2
09/05/24 24,360,000 PURCHASED 25,071,768.75- 25,071,768.75 U.S. TREASURY NOTES 4.250% 6/30/29
CUSIP 91282CKX8
AT $102.9219 ON TRADE DATE 09/04/2024
TO SETTLE ON 09/05/2024
J.P. MORGAN SECURITIES INC., -
09/05/24 ACCRUED INTEREST ON PURCHASE 188,492.12-
U.S. TREASURY NOTES 4.250% 6/30/29
CUSIP 91282CKX8
09/03/24 INTEREST RECEIVED 211,640.63
U.S. TREASURY NOTES 4.375% 8/31/28
CUSIP 91282CHX2
INTEREST ON 9,675,000.000 UNITS
09/17/24 2,200,000 PURCHASED 2,257,492.19- 2,257,492.19 U.S. TREASURY NOTES 4.500% 5/15/27
CUSIP 91282CKR1
AT $102.6133 ON TRADE DATE 09/16/2024
TO SETTLE ON 09/17/2024
HSBC SECURITIES, INC.
09/17/24 ACCRUED INTEREST ON PURCHASE 33,627.72-
U.S. TREASURY NOTES 4.500% 5/15/27
CUSIP 91282CKR1
09/27/24 27,665,000 PURCHASED 28,426,868.16- 28,426,868.16 U.S. TREASURY NOTES 4.625% 6/15/27
CUSIP 91282CKV2
AT $102.7539 ON TRADE DATE 09/26/2024
TO SETTLE ON 09/27/2024
J.P. MORGAN SECURITIES INC., -
Attachment B
PAGE 33

STATEMENT OF TRANSACTIONS

REALIZED

BNP PARIBAS SECURITIES CORP/BO
09/17/24 ACCRUED INTEREST ON PURCHASE 199,014.95-
US TREASURY BOND 5.250% 11/15/28
CUSIP 912810FF0
09/03/24 INTEREST RECEIVED 5,150.00
US TREASURY NOTE 0.250% 8/31/25
CUSIP 91282CAJ0
INTEREST ON 4,120,000.000 UNITS
09/17/24 10,910,000- SOLD 10,476,157.03 10,310,098.85- 166,058.18 US TREASURY NOTE 0.250% 10/31/25
CUSIP 91282CAT8
AT $96.0234 ON TRADE DATE 09/16/2024
TO SETTLE ON 09/17/2024
WACHOVIA CAPITAL MARKETS, LLC.
09/17/24 ACCRUED INTEREST ON SALE 10,376.36
US TREASURY NOTE 0.250% 10/31/25
CUSIP 91282CAT8
Attachment B
PAGE 34

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/17/24 28,520,000- SOLD 27,236,600.00 26,935,125.00- 301,475.00 US TREASURY NOTE 0.375% 1/31/26
CUSIP 91282CBH3
AT $95.5000 ON TRADE DATE 09/16/2024
TO SETTLE ON 09/17/2024

BMOCM/BONDS
09/17/24 ACCRUED INTEREST ON SALE 13,950.00
US TREASURY NOTE 0.375% 1/31/26
CUSIP 91282CBH3
09/03/24 INTEREST RECEIVED 21,875.00
US TREASURY NOTE 0.500% 2/28/26
CUSIP 91282CBQ3
INTEREST ON 8,750,000.000 UNITS
09/30/24 INTEREST RECEIVED 24,434.38
US TREASURY NOTE 0.875% 9/30/26
CUSIP 91282CCZ2
INTEREST ON 5,585,000.000 UNITS
09/30/24 INTEREST RECEIVED 70,562.50
US TREASURY NOTE 1.250% 3/31/28
CUSIP 91282CBS9
INTEREST ON 11,290,000.000 UNITS
09/03/24 INTEREST RECEIVED 85,250.00
US TREASURY NOTE 2.750% 2/28/25
CUSIP 9128283Z1
INTEREST ON 6,200,000.000 UNITS
09/16/24 INTEREST RECEIVED 28,039.50
USAA AUTO OWNER ABS 5.580% 5/15/28
CUSIP 90291VAC4
$0.00465/PV ON 6,030,000.00 PV
DUE 9/15/24
Attachment B
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 35

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 09/25/24 INTEREST RECEIVED 21,493.34
VR FHLMC MULTIFAMI 3.224% 3/25/27
CUSIP 3137BXQY1
$0.00269/PV ON 8,000,000.00 PV
DUE 9/25/24
09/13/24 INTEREST RECEIVED 28,070.00
VR JPMORGAN CHASE & 2.005% 3/13/26
CUSIP 46647PBH8
INTEREST ON 2,800,000.000 UNITS

OTHER CASH RECEIPTS
09/04/24 ADDITION TO ACCOUNT 50,000,000.00

CONTRIBUTION TO FUND ACCOUNT
09/26/24 ADDITION TO ACCOUNT 50,000,000.00

CONTRIBUTION TO FUND ACCOUNT

CALIFORNIA ASSET MANAGEMENT TRUST
================================================================================================================= ENDING BALANCE 0.00 1,030,097,096.02
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Attachment B

City Council and Authorities ConcurrentDecember 3, 2024

City Council and Authorities Concurrent
December 3, 2024