Monthly Investment Report - October 2024 — City Council and Authorities Concurrent, January 14, 2025

_____________________________________________________________________

MONTHLY INVESTMENT REPORT

October 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 13
1 CITY OF SANTA CLARA

SUMMARY OF INVESTMENT PORTFOLIO

All securities held by the City of Santa Clara as of October 31, 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 October 31, 2024.

On October 31, 2024 the cost value and market value of the City's unrestricted pooled investment portfolio were $1,209,228,168 and $1,200,617,032 respectively.

Investment Strategy and Market Update
The Federal Reserve (Fed) lowered the target range for the federal funds rate by 25 basis points to 4.50% - 4.75%. While the market still expects another 25 basis point rate cut in December, Chair Powell noted the Fed will continue to be data-dependent. He added that the Fed believes monetary policy is still restrictive, and it will continue to move to a more neutral level.

Inflation, as measured by the personal consumption expenditures index (PCE), fell to the lowest level since early 2021. Core PCE, which removes the volatile food and energy components, hit 2.7% on a year-over-year basis and continues its trajectory towards the Fed’s 2% inflation target. The housing component of inflation remains elevated near 5% while goods prices continued their deflationary trend.

The employment report showed that only 12,000 jobs were created during the month of October. That number was likely impacted by large-scale strikes and Hurricane Milton. Notably, the BLS report referenced a very low response rate to the survey. Additionally, 512,000 people reported they were unable to work due to weather. The unemployment rate held steady at4.1% as employees affected by the weather were not included in the calculation.

U.S. Treasury yields increased during October as markets reacted to strong economic data and expectations for a slower pace of rate cuts from the Fed. Overnight and short-term maturities (less than three months) declined slightly, while 2-, 5-,and 10-year yields rose by 53, 60, and 50 bps, respectively.

Yields on benchmark 2-, 5-, and 10-year U.S. Treasuries ended the month at 4.17%, 4.16%, and 4.28%, respectively.

COST VALUE PERCENTAGE
City $1,208,022,858 99.90%
SOSA 14,735

0.00%
HA 1,190,575 0.10% Unrestricted $1,209,228,168 100.00%
Restricted Bond Proceeds 2,389,235

Total Investments $1,211,617,403
2 The City's investment strategy for October 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 liquidity 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 October 31, 2024, 51.83% of the City’s portfolio consists of U.S. Treasury Notes, 17.09 % consists of investment grade Corporate Notes, 13.88% consists of California Asset Management Program (CAMP), 6.18% consists of Federal Agencies, 4.96% consists of investment grade Asset -Back Securities, 4. 74% consists of investment grade Mortgage- Backed Securities, 0.6 2% consists of Negotiable Certificates of Deposit, and 0.50% 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

51.83%
Federal Agency Notes

6.18%
Corporate Notes

17.09%
Asset-Backed Securities

4.96%
Negotiable Certificates of
Deposit

0.62%
Mortgage-Backed Securities

4.74%
Money Market Fund

0.00%
Local Agency Investment
Fund (LAIF)

0.50%
California Asset Management
Program (CAMP)

13.88%
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.

3.52%

4.43%

4.57%

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

4.00%

4.50%

5.00%
Oct-20 Jan-21 Apr-21 Jul-21 Oct-21 Jan-22 Apr-22 Jul-22 Oct-22 Jan-23 Apr-23 Jul-23 Oct-23 Jan-24 Apr-24 Jul-24 Oct-24 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 following 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
10/31/2024
Investment Yield
Liquidity Portfolio1 4.92%
LAIF average monthly yield 4.52%

Securities Portfolio2 3.52%
ICE BAML 1-5 US Treasury Index (24-month rolling average market yield) 4.43% ICE BAML 1-5 AAA-A US Corporate & Government Index (24-month rolling average market yield) 4.57%

City Portfolio (Liquidity + Securities) 3.72%

Investment Total Return*
Securities Portfolio -1.01%
ICE BAML 1-5 US Treasury Index -1.08%
ICE BAML 1-5 AAA-A US Corporate & Government Index -1.04%

Average Maturity of Investments (in years)
Liquidity Portfolio1 0.11
Securities Portfolio2 2.90
City Portfolio (Liquidity + Securities) 2.53
ICE BAML 1-5 US Treasury Index 2.74
ICE BAML 1-5 AAA-A US Corporate & Government Index 2.76

Cash Interest Income Current Month3 $ 3,448,082
Cash Interest Income Fiscal Year-To-Date3 $ 14,116,910

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

2. Core long term portfolio managed by PFM Asset Management

3. Cash basis
* Total rate of return including earnings, distributions, and capital appreciation/depreciation of all portfolio assets

5 CITY OF SANTA CLARA
SUMMARY OF INVESTMENTS OCTOBER 31, 2024

PER
COST % OF INVESTMENT

INVESTMENT TYPE VALUE PORTFOLIO POLICY

U.S. Treasury Notes 627,943,996 51.83% No Limit Federal Agency Notes 74,875,843 6.18% 80% Corporate Notes 207,121,947 17.09% 25%
Asset-Backed Securities 60,125,658 4.96% 10% Negotiable Certificates of Deposit 7,500,000 0.62% 30% Mortgage-Backed Securities 57,443,988 4.74% 15% Money Market Fund 8,841 0.00% 10% Per Fund Local Agency Investment Fund (LAIF) 6,072,654 0.50% $75 M California Asset Management Program (CAMP) 168,135,241 13.88% No Limit Mutual Fund - Traffic Mitigation Bond Proceeds 2,389,235 0.20% 10% Per Fund TOTAL INVESTMENTS $ 1,211,617,403 100.00%

6 INVESTMENT MATURITY DISTRIBUTION
AS OF OCTOBER 31, 2024

UNRESTRICTED POOLED PORTFOLIO

MATURITY NUMBER OF
(IN MONTHS) COST VALUE INVESTMENTS DISTRIBUTION

DEMAND (a) $ 134,216,736 (a) 3 11.10%
0 TO 6 113,180,704 18 9.36%
7 TO 12 81,182,439 13 6.71%
13 TO 18 56,834,926 15 4.70%
19 TO 24 47,407,999 9 3.92%
25 TO 30 90,662,466 17 7.50%
31 TO 36 157,368,698 17 13.01%
37 TO 42 120,177,620 23 9.94%
43 TO 48 154,849,624 27 12.81%
49 TO 54 130,499,664 21 10.79%
55 TO 60 122,847,292 17 10.16%

TOTAL $ 1,209,228,168 180 100.00%

Average Maturity of Unrestricted Pool: 2.53 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 OCTOBER 31, 2024
City of Santa Clara Monthly Report
10/31/2024
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 ,960,650.00 -278,021.88 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% 1,934,653.50 -78,492.98 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% 6,163,668.00 -687,089.82 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% 3,981,609.20 -93,972.05 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% 4,265,903.50 -61,721.50 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% 3,651,996.40 -99,959.85 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, 924,944.00 -142,270.15 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, 402,256.00 -140,624.86 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% 5,106, 093.50 72,704.83 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% 10,079,300.00 148,831.25 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 ,250,123.40 73,308.36 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 ,370,939.00 103,337.44 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% 8,473,316.80 1,074.61 UNITED STATES TREASURY 11/15/2023 4.625% 11/15/2026 91282CJK8 13,925,000.00 AA+ 10/16/ 2024 14,115,380.86 3.93% 14,049,071.75 -66,309.11 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 ,024,406.00 23,788.03 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% 7,584,345.30 -121,107.04 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% 5,177, 682.00 18,572.62 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 ,013,543.00 -27,148.41 UNITED STATES TREASURY 3/31/2022 2.500% 3/31/ 2027 91282CEF4 940,000.00 AA+ 11/30/2022 883,159.38 4.03 % 905,445.60 22,286.22 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% 6,401,150.00 138,337.50 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% 5,172,390.00 -76,156.88 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% 2,218,832.00 -38,660.19 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, 003,342.95 -423,525.21 UNITED STATES TREASURY 6/17/2024 4.625% 6/15/2027 91282CKV2 5,020,000.00 AA+ 10/22/2024 5,102,947.66 3.96% 5,081,394.60 -21,553.06 UNITED STATES TREASURY 6/17/2024 4.625% 6/15/2027 91282CKV2 10,000,000.00 AA+ 10/16/2024 10, 188,671.88 3.87% 10,122,300.00 -66,371.88 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% 10,414,008.00 21,961.12 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% 9,946, 075.80 33,023.46 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% 10,565,807.85 27,832.65 UNITED STATES TREASURY 9/30/2022 4.125% 9/30/2027 91282CFM8 7,495,000.00 AA+ 10/11/2024 7,546,528.13 3.88% 7,496,199.20 -50,328.93 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% 3,785,605.60 25,296.81 UNITED STATES TREASURY 10/31/2022 4.125% 10/31/2027 91282CFU 0 18,960,000.00 AA+ 10/11/2024 19, 088,128.13 3.89% 18, 958,483.20 -129,644.93 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% 4,749,620.00 -83,690.55 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% 5,099,592.00 -65,751.75 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% 10, 929,125.60 -152,869.71 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, 113,710.80 -328,625.14 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 ,276,545.00 -11,513.59 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, 076,239.80 -106,678.17 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 ,191,766.70 -128,692.87 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 ,268,890.50 -64,693.48 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 ,812,849.00 -93,229.13 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 ,120,039.50 -126,990.77 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 ,360,453.70 -148,064.27 UNITED STATES TREASURY 2/28/2023 4.000% 2/29/2028 91282CG P0 8,080,000.00 AA+ 1/26/ 2024 8,063,587.50 4.05% 8 ,043,074.40 -20,513.10 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 ,326,364.80 -206,135.20 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 ,569,838.00 43,056.75 UNITED STATES TREASURY 2/28/2023 4.000% 2/29/2028 91282CGP0 5,215,000.00 AA+ 10/11/2024 5,230,685.74 3.90% 5 ,191,167.45 -39,518.29 12/16/2024 10:04 AM 1 of 6
Attachment A
City of Santa Clara Monthly Report
10/31/2024
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% 5,286,655.20 50,246.61 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% 4,968,729.20 56,199.12 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 ,670,857.55 -145,712.18 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% 4 ,947,860.10 -75,852.40 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% 4 ,968,526.50 -73,961.78 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% 11,530,576.30 -165,001.43 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 ,140,675.30 -8,398.92 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% 11,242,144.00 124,444.78 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 ,691,296.00 4,112.41 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% 4 ,943,416.50 21,453.61 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% 7 ,998,041.40 -56,096.10 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 ,747,682.85 4,956.68 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 ,052,574.00 -88,265.84 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 ,293,437.60 -62,279.59 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, 615,104.80 -353,995.20 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 ,086,792.50 -63,911.60 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% 14,711,697.00 -58,435.81 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% 6,150,375.00 -51,773.44 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% 6,358,528.00 -9,222.00 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% 4,997,405.60 29,298.18 UNITED STATES TREASURY 1/31/2024 4.000% 1/31/2029 91282CJW 2 4,735,000.00 AA+ 9/5/2024 4,814,348.24 3.58% 4, 704,317.20 -110,031.04 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 ,011,226.00 -29,274.00 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, 390,575.00 -107,471.88 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% 2,860,146.00 -7,777.83 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% 10,033,518.00 94,617.61 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% 16,736,253.75 324,085.78 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% 5,731,593.75 -77,976.56 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% 5,021,181.00 27,288.42 UNITED STATES TREASURY 7/1/2024 4.250% 6/30/2029 91282CKX 8 24,360,000.00 AA+ 9/5/2024 25, 072,406.07 3.58% 24, 444,772.80 -627,633.27 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% 1,103,828.00 -24,488.41 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% 7,616,413.20 78,001.48 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% 17,014,003.40 155,037.58 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 ,510,656.00 -308,581.30 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, 166,596.50 -262,499.20 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% 12,411,329.00 -324,885.84 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 ,827,494.90 -36,661.35 UNITED STATES TREASURY 9/30/2024 3.500% 9/30/2029 91282CLN9 5,575,000.00 AA+ 10/10/ 2024 5,481,792.97 3.87% 5 ,414,272.75 -67,520.22 UNITED STATES TREASURY 9/30/2024 3.500% 9/30/2029 91282CLN9 5,185,000.00 AA+ 10/8/2024 5,101,756.45 3.86% 5 ,035,516.45 -66,240.00 UNITED STATES TREASURY 10/31/2024 4.125% 10/31/2029 91282CLR0 3,175,000.00 AA+ 10/31/ 2024 3,172,395.51 4.14 % 3,171,539.25 -856.26 U.S. Treasury Bond / Note Subtotal 627,735,000.00 627,943,996.04 622,222,421.75 -5,721,574.29 FANNIE MAE 1/10/2020 1.625% 1/7/2025 3135G 0X24 225,000.00 AA+ 1/22/2020 224,970. 75 1.63% 223,773.75 -1,197.00 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% 9,821,100.00 -229,500.00 FANNIE MAE 11/12/2020 0.500% 11/7/2025 3135G 06G3 1,860,000.00 AA+ 12/29/2020 1,864,929.00 0.44% 1 ,790,491.80 -74,437.20 FNMA Medium Term Note Subtotal 12,085,000.00 12,140,499.75 11,835,365.55 -305,134.20 12/16/2024 10:04 AM 2 of 6
Attachment A
City of Santa Clara Monthly Report
10/31/2024
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 ,270,956.00 -418,411.20 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 ,799,900.00 -182,900.00 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 ,778,800.00 -218,740.00 FFCB Medium Term Note Subtotal 27,320,000.00 27,669, 707.20 26,849,656.00 -820,051.20 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% 9,742,800.00 -274,840.00 FFCB Coupon Note Subtotal 10,000,000.00 10,017,640.00 9,742,800.00 -274,840.00 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 ,988,950.00 -472,350.00 FHLB Medium Term Note Subtotal 5,000,000.00 5,461,300.00 4,988,950.00 -472,350.00 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, 958,200.00 -268,760.00 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 ,984,200.00 -13,800.00 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, 066,514.50 -295,221.60 FHLMC Medium Term Note Subtotal 19,390,000.00 19,586,696.10 19,008,914.50 -577,781.60 FANNIE MAE-ACES 7/1/2023 4.181% 7/1/2028 3136BQDE6 8,361,074.86 AA+ 11/30/ 2023 8,036,756.61 5.14% 8 ,231,979.93 195,223.32 FANNIE MAE-ACES 7/1/2023 4.181% 7/1/2028 3136BQDE6 7,262,190.84 AA+ 7/31/ 2023 7,139,074.01 4.58% 7 ,150,062.56 10,988.55

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 1/1/2017 3.347% 11/1/2026 3137BTU M1 5,241,505.61 AA+ 5/24/2023 5,080,165.52 4.29% 5,116,181.21 36,015.69

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 ,775,040.00 228,790.00

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 ,409,695.35 124,435.00

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 ,307,391.25 205,496.72

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% 7,548,525.00 -26,385.00

FHLMC MULTIFAMILY
STRUCTURED PASS THROU 7/1/2023 4.777% 6/1/2028 3137HAD 45 6,055,960.22 AA+ 7/27/2023 6,055,808.83 4.78% 6,066,073.67 10,264.84

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% 5,780,187.50 156,319.50 Federal Agency Commercial
Mortgage-Backed Security Subtotal 59,240,731.54 57,443, 987.85 58,385,136.47 941,148.62 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 ,984,120.00 -199,560.00 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% 1,655,421.15 22,857.30 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% 1,356,736.60 18,974.40 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% 5,512,523.80 158,137.00 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, 558,271.90 -114,692.20 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, 979,950.00 -375,250.00 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, 979,950.00 -360,150.00 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, 594,190.00 -431,730.00 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% 4,033,560.60 -52,495.20 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% 4,033,560.60 -51,791.40 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% 2,944,380.28 33,158.16 BLACKROCK INC 3/14/2024 4.700% 3/14/2029 09290DAA9 350,000.00 AA- 3/14/2024 349,366.50 4.74% 352,439.50 3,073.00 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% 4,964,800.00 -40,300.00 12/16/2024 10:04 AM 3 of 6
Attachment A
City of Santa Clara Monthly Report
10/31/2024
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. 8/18/2023 5.526% 8/18/2026 06428CAA2 4,000,000.00 A+ 8/18/2023 3,998,360.00 5.54% 4,070,120.00 71,760.00 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 ,347,864.00 66,612.20 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 ,508,881.25 -163,792.25 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% 11,657,948.25 432,948.25 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 ,356,247.25 -203,008.35 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% 1,536,977.55 -20,665.95 ELI LILLY & COMPANY 8/14/2024 4.200% 8/14/ 2029 532457CQ9 445,000.00 A+ 8/14/ 2024 444,025.45 4.25% 439,842.45 -4,183.00 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 ,969,160.00 -44,880.00

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, 902,600.00 -195,300.00

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% 2,211,072.60 29,112.05 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, 741,000.00 -167,600.00 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% 613,143.30 2,268.75 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% 511,797.30 7,549.75 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% 4,840,350.00 -183,200.00

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 ,768,024.00 55,524.00

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 ,912,056.00 201,310.00

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 ,808,058.50 133,526.25

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% 5,089,300.00 -14,050.00 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, 956,250.00 -257,200.00 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% 4,956,250.00 -34,550.00 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% 7,029,600.00 139,725.00 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 ,329,617.60 -56,277.60 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, 973,300.00 -368,400.00 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 ,210,921.75 93,040.20 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 ,199,565.75 54,565.75

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% 9,862,000.00 223,400.00 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 ,020,230.00 24,150.00 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% 4,395, 461.40 22,250.40 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% 5,811,624.00 -48,964.50 STATE STREET BANK & TR 2/7/2022 1.746% 2/6/2026 857477BR3 1,115,000.00 A 2/7/2022 1,115,000.00 1.75% 1,104,396.35 -10,603.65 STATE STREET BANK & TR 10/29/2020 2.901% 3/30/2026 857477BM4 4,250,000.00 A 3/ 14/2022 4,275,372.50 2.74% 4 ,212,217.50 -63,155.00 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, 365,663.55 -202,225.95 TARGET CORP 1/24/2022 1.950% 1/15/ 2027 87612EBM7 990,000.00 A 1/24/ 2022 988,317.00 1.99% 940,589.10 -47,727.90 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 ,724,208.00 133,952.00 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% 5,664,204.00 -347,643.00 Corporate Note Subtotal 207,559,000.00 207,121,947.37 204,990,445.88 -2,131,501.49

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 ,247,927.10 78,202.90 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% 3,074,079.75 29,488.69 BOFA AUTO TRUST 2024-1 7/31/2023 5.530% 2/15/2028 06428AAC2 3,120,000.00 NR* 7/31/2023 3,119,881.75 5.53% 3,151,418.40 31,536.65 12/16/2024 10:04 AM 4 of 6
Attachment A
City of Santa Clara Monthly Report
10/31/2024
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 AUTO TRUST 2024-1 11/21/2023 5.740% 6/15/2028 06054YAC 1 6,595,000.00 NR* 11/21/2023 6,594,880.63 5.76% 6,685,351.50 90,470.87

CARMAX AUTO OWNER TRUST
2023-3 4/21/2021 0.520% 2/17/2026 14314QAC8 76,536.15 AAA 4/21/2021 76,5 19.66 0.52% 76,392.26 -127.40 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 ,116,875.05 73,550.72 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% 7,619,069.25 15,227.49

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 ,867,038.95 12,271.57 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% 5,327,917.30 58,244.04

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% 819,172.80 4,336.70

HONDA AUTO RECEIVABLES
OWNER TRUST 2024 11/24/2021 0.880% 1/21/ 2026 43815GAC3 375,697.18 NR* 11/ 24/2021 375,617.98 0.89 % 371,481.86 -4,136.12

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% 4,871,030.50 47,025.41

HYUNDAI AUTO RECEIVABLES
TRUST 2024-C 11/17/2021 0.740% 5/15/2026 44935FAD6 238,431.30 AAA 11/17/2021 238,378.09 0.75 % 236,614.45 -1,763.64

HYUNDAI AUTO RECEIVABLES
TRUST 2024-C 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 ,571,340.20 41,672.89

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% 1,940, 746.50 16,232.75

TOYOTA AUTO RECEIVABLES
OWNER TRUST COM 9/27/2021 0.430% 1/15/ 2026 89239BAC5 383,047.96 AAA 9/27/2021 383,017.44 0.43% 380,427.91 -2,589.53

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 ,515,805.90 11,146.33

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 ,752,444.75 27,630.70 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% 6,086,621.70 57,676.95 Asset-Backed Security Subtotal 60,133,712.59 60,125, 658.16 60,711,756.13 586,097.97 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% 7,664,850.00 164,850.00 Certificate of Deposit Subtotal 7,500,000.00 7,500,000.00 7,664,850.00 164,850.00

PRINCIPAL PUBLIC DEPOSIT
SWEEP PROGRAM 2.650% 11/1/2024 992995944 8,840.79 9/1/2020 8,840.79

8,840.79
-

LOCAL AGENCY INVESTMENT
FUND 4.575% 11/1/2024 6,072,654.05 9/30/1997 6,072,654.05 6,072,654.05 -

CALIFORNIA ASSET
MANAGEMENT PROGRAM 5.290% 11/1/2024 128,135,240.85 10/4/2022 128,135,240.85 128,135,240.85 -

CALIFORNIA ASSET

MANAGEMENT PROGRAM -
TERM 4.690% 12/5/2024 10,000,000.00 10/2/2024 10,000,000.00 10,000,000.00 -

CALIFORNIA ASSET

MANAGEMENT PROGRAM -
TERM 4.660% 1/8/2025 10,000,000.00 10/3/2024 10,000,000.00 10,000,000.00 -

CALIFORNIA ASSET

MANAGEMENT PROGRAM -
TERM 4.580% 2/3/2025 10,000,000.00 10/2/2024 10,000,000.00 10,000,000.00 -

CALIFORNIA ASSET

MANAGEMENT PROGRAM -
TERM 4.480% 3/3/2025 10,000,000.00 10/2/2024 10,000,000.00 10,000,000.00 - 12/16/2024 10:04 AM 5 of 6
Attachment A
City of Santa Clara Monthly Report
10/31/2024
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 DREYFUS TREASURY 5.320% 11/1/2024 2,389,234.63 10/31/1997 2,389,234.63 2,389,234.63 - Cash Equivalent Subtotal 176,605,970.32 176,605,970.32 176,605,970.32 - Grand Total Count 181 1,212,569,414.45 1,211,617,402.79 1,203,006,266.60 (8,611,136.19) *NR = Not Rated by S&P Global. These Asset Backed Securities are rated by Moody's Ratings as Aaa. 12/16/2024 10:04 AM 6 of 6
Attachment A
PAGE 21

STATEMENT OF TRANSACTIONS CITY OF SANTA CLARA- CUSTODY
FOR THE PERIOD OCTOBER 1, 2024 THROUGH OCTOBER 31, 2024 ACCOUNT NUMBER 18372200 ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯

STATEMENT OF TRANSACTIONS

REALIZED

CASH EQUIVALENTS
10/01/24 INTEREST RECEIVED 8,459.66

PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
INTEREST FROM 9/1/24 TO 9/30/24
10/31/24 1,258,196.32 CASH SWEEP PURCHASES FOR STMT PERIOD 1,258,196.32- 1,258,196.32

PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
12 TRANSACTIONS
10/31/24 2,237,920.93- CASH SWEEP SALES FOR STMT PERIOD 2,237,920.93 2,237,920.93-

PRINCIPAL PUBLIC DEPOSIT SWEEP PRGRM
2 TRANSACTIONS

BONDS & NOTES
10/04/24 INTEREST RECEIVED 71,400.00
ADOBE INC 4.800% 4/04/29
CUSIP 00724PAF6
INTEREST ON 2,975,000.000 UNITS
10/14/24 INTEREST RECEIVED 110,797.50
AMAZON.COM INC 3.300% 4/13/27
CUSIP 023135CF1
INTEREST ON 6,715,000.000 UNITS
10/15/24 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 10/15/24
10/02/24 INTEREST RECEIVED 84,600.00
BANK OF AMER CRP MTN VAR-CPN 4/02/2
CUSIP 06051GKM0
INTEREST ON 5,000,000.000 UNITS
Attachment B
PAGE 22

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/15/24 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 10/15/24
10/15/24 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 10/15/24
10/15/24 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 10/15/24
10/15/24 INTEREST RECEIVED 65.58
CARMAX AUTO OWNER TR 0.520% 2/17/26
CUSIP 14314QAC8
$0.00003/PV ON 151,344.87 PV
DUE 10/15/24
10/15/24 74,808.72- PAID DOWN 74,808.72 74,792.60- 16.12 CARMAX AUTO OWNER TR 0.520% 2/17/26
CUSIP 14314QAC8
10/15/24 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 10/15/24
10/15/24 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 10/15/24
Attachment B
PAGE 23

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/25/24 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 10/25/24
10/22/24 INTEREST RECEIVED 31,250.00
FED NATL MTG ASSN 0.625% 4/22/25
CUSIP 3135G03U5
INTEREST ON 10,000,000.000 UNITS
10/25/24 INTEREST RECEIVED 14,649.73
FHLMC K061 CMO V-M 3.347% 11/25/26
CUSIP 3137BTUM1
$0.00274/PV ON 5,252,368.93 PV
DUE 10/25/24
10/25/24 10,863.32- PAID DOWN 10,863.32 10,528.93- 334.39 FHLMC K061 CMO V-M 3.347% 11/25/26
CUSIP 3137BTUM1
10/25/24 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 10/25/24
10/10/24 INTEREST RECEIVED 126,750.00
FHLMC MTN 6.000% 10/10/28
CUSIP 3134H1FT5
INTEREST ON 4,225,000.000 UNITS
10/10/24 4,225,000- FULL CALL 4,225,000.00 4,225,000.00- 4,225,000 $1 PV
FHLMC MTN 6.000% 10/10/28
ON 10/10/24 AT 1.00 USD
FEDERAL TAX COST 4,225,000.00 USD
STATE TAX COST 4,225,000.00 USD
Attachment B
PAGE 24

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/25/24 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 10/25/24
10/25/24 INTEREST RECEIVED 24,126.58
FHLMC SER KJ46 CMO 4.777% 6/25/28
CUSIP 3137HAD45
$0.00395/PV ON 6,060,684.04 PV
DUE 10/25/24
10/25/24 4,723.82- PAID DOWN 4,723.82 4,723.70- 0.12
FHLMC SER KJ46 CMO 4.777% 6/25/28
CUSIP 3137HAD45
10/25/24 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 10/25/24
10/15/24 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 10/15/24
10/25/24 INTEREST RECEIVED 54,436.76
FNMA SER M6 CMO V-M 4.181% 7/25/28
CUSIP 3136BQDE6
$0.00348/PV ON 15,623,364.63 PV
DUE 10/25/24
10/25/24 98.92- PAID DOWN 98.92 96.09- 2.83
FNMA SER M6 CMO V-M 4.181% 7/25/28
CUSIP 3136BQDE6
Attachment B
PAGE 25

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/16/24 INTEREST RECEIVED 3,293.96
GM FINANCIAL ABS 4.850% 12/18/28
CUSIP 36268GAD7
$0.00404/PV ON 815,000.00 PV
DUE 10/16/24
10/11/24 7,805,000- SOLD 7,540,332.45 7,364,719.95- 175,612.50 HOME DEPOT INC 2.800% 9/14/27
CUSIP 437076BT8
AT $96.6090 ON TRADE DATE 10/10/2024
TO SETTLE ON 10/11/2024
J.P. MORGAN SECURITIES INC., -
10/11/24 ACCRUED INTEREST ON SALE 16,390.50
HOME DEPOT INC 2.800% 9/14/27
CUSIP 437076BT8
10/18/24 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 10/18/24
10/21/24 INTEREST RECEIVED 321.63
HONDA AUTO RECEIVABL 0.880% 1/21/26
CUSIP 43815GAC3
$0.00020/PV ON 438,582.56 PV
DUE 10/21/24
10/21/24 62,885.38- PAID DOWN 62,885.38 62,872.12- 13.26 HONDA AUTO RECEIVABL 0.880% 1/21/26
CUSIP 43815GAC3
10/15/24 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 10/15/24
Attachment B
PAGE 26

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/15/24 INTEREST RECEIVED 180.55
HYUNDAI AUTO RECEIVA 0.740% 5/15/26
CUSIP 44935FAD6
$0.00015/PV ON 292,780.77 PV
DUE 10/15/24
10/15/24 54,349.47- PAID DOWN 54,349.47 54,337.34- 12.13 HYUNDAI AUTO RECEIVA 0.740% 5/15/26
CUSIP 44935FAD6
AT $222.7116 ON TRADE DATE 10/15/2024
10/22/24 INTEREST RECEIVED 139,275.00
JPMORGAN CHASE V-D 5.571% 4/22/28
CUSIP 46647PEE2
INTEREST ON 5,000,000.000 UNITS
10/15/24 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 10/15/24
10/08/24 5,100,000- SOLD 5,037,474.00 4,940,982.00- 96,492.00 MICROSOFT CORP 3.125% 11/03/25
CUSIP 594918BJ2
AT $98.7740 ON TRADE DATE 10/07/2024
TO SETTLE ON 10/08/2024
MORGAN STANLEY & CO.
10/08/24 ACCRUED INTEREST ON SALE 68,619.79
MICROSOFT CORP 3.125% 11/03/25
CUSIP 594918BJ2
10/15/24 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 10/15/24
Attachment B
PAGE 27

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/15/24 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 10/15/24
10/15/24 INTEREST RECEIVED 174.25
TOYOTA AUTO RECEIVAB 0.430% 1/15/26
CUSIP 89239BAC5
$0.00007/PV ON 486,269.61 PV
DUE 10/15/24
10/15/24 103,221.65- PAID DOWN 103,221.65 103,213.42- 8.23 TOYOTA AUTO RECEIVAB 0.430% 1/15/26
CUSIP 89239BAC5
AT $117.2647 ON TRADE DATE 10/15/2024
10/31/24 INTEREST RECEIVED 88,812.50
U.S. TREASURY NOTES 3.500% 4/30/28
CUSIP 91282CHA2
INTEREST ON 5,075,000.000 UNITS
10/08/24 5,185,000 PURCHASED 5,101,756.45- 5,101,756.45 U.S. TREASURY NOTES 3.500% 9/30/29
CUSIP 91282CLN9
AT $98.3945 ON TRADE DATE 10/07/2024
TO SETTLE ON 10/08/2024

TORONTO DOMINION SECURITIES (U
10/08/24 ACCRUED INTEREST ON PURCHASE 3,988.46-
U.S. TREASURY NOTES 3.500% 9/30/29
CUSIP 91282CLN9
10/10/24 5,575,000 PURCHASED 5,481,792.97- 5,481,792.97 U.S. TREASURY NOTES 3.500% 9/30/29
CUSIP 91282CLN9
AT $98.3281 ON TRADE DATE 10/09/2024
TO SETTLE ON 10/10/2024
NOMURA SECURITIES INTL. INC.

Attachment B
PAGE 28

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/10/24 ACCRUED INTEREST ON PURCHASE 5,360.58-
U.S. TREASURY NOTES 3.500% 9/30/29
CUSIP 91282CLN9
10/11/24 5,215,000 PURCHASED 5,230,685.74- 5,230,685.74 U.S. TREASURY NOTES 4.000% 2/29/28
CUSIP 91282CGP0
AT $100.3008 ON TRADE DATE 10/10/2024
TO SETTLE ON 10/11/2024
NOMURA SECURITIES INTL. INC.
10/11/24 ACCRUED INTEREST ON PURCHASE 23,625.97-
U.S. TREASURY NOTES 4.000% 2/29/28
CUSIP 91282CGP0
10/31/24 3,175,000 PURCHASED 3,172,395.51- 3,172,395.51 U.S. TREASURY NOTES 4.000% 10/31/29
CUSIP 91282CLR0
AT $99.9180 ON TRADE DATE 10/30/2024
TO SETTLE ON 10/31/2024
HSBC SECURITIES, INC.
10/11/24 7,495,000 PURCHASED 7,546,528.13- 7,546,528.13 U.S. TREASURY NOTES 4.125% 9/30/27
CUSIP 91282CFM8
AT $100.6875 ON TRADE DATE 10/10/2024
TO SETTLE ON 10/11/2024
BARCLAYS CAPITAL INC. FIXED IN
10/11/24 ACCRUED INTEREST ON PURCHASE 9,343.01-
U.S. TREASURY NOTES 4.125% 9/30/27
CUSIP 91282CFM8
10/11/24 18,960,000 PURCHASED 19,088,128.13- 19,088,128.13 U.S. TREASURY NOTES 4.125% 10/31/27
CUSIP 91282CFU0
AT $100.6758 ON TRADE DATE 10/10/2024
TO SETTLE ON 10/11/2024
NOMURA SECURITIES INTL. INC.

Attachment B
PAGE 29

STATEMENT OF TRANSACTIONS

REALIZED

CITIGROUP GBL MKTS/SALOMON BRO
10/16/24 ACCRUED INTEREST ON PURCHASE 155,430.33-
U.S. TREASURY NOTES 4.625% 6/15/27
CUSIP 91282CKV2
10/22/24 5,020,000 PURCHASED 5,102,947.66- 5,102,947.66 U.S. TREASURY NOTES 4.625% 6/15/27
CUSIP 91282CKV2
AT $101.6523 ON TRADE DATE 10/21/2024
TO SETTLE ON 10/22/2024

CITIGROUP GBL MKTS/SALOMON BRO
10/22/24 ACCRUED INTEREST ON PURCHASE 81,832.17-
U.S. TREASURY NOTES 4.625% 6/15/27
CUSIP 91282CKV2
Attachment BAttachment B
PAGE 30

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/16/24 13,925,000 PURCHASED 14,115,380.86- 14,115,380.86 U.S. TREASURY NOTES 4.625% 11/15/26
CUSIP 91282CJK8
AT $101.3672 ON TRADE DATE 10/15/2024
TO SETTLE ON 10/16/2024

CITIGROUP GBL MKTS/SALOMON BRO
10/16/24 ACCRUED INTEREST ON PURCHASE 269,513.08-
U.S. TREASURY NOTES 4.625% 11/15/26
CUSIP 91282CJK8
10/31/24 INTEREST RECEIVED 269,587.50
U.S. TREASURY NOTES 4.875% 10/31/28
CUSIP 91282CJF9
INTEREST ON 11,060,000.000 UNITS
10/31/24 INTEREST RECEIVED 17,500.00
US TREASURY NOTE 0.500% 4/30/27
CUSIP 912828ZN3
INTEREST ON 7,000,000.000 UNITS
10/22/24 5,675,000- SOLD 5,177,772.46 5,034,789.06- 142,983.40 US TREASURY NOTE 0.500% 6/30/27
CUSIP 912828ZV5
AT $91.2383 ON TRADE DATE 10/21/2024
TO SETTLE ON 10/22/2024
NOMURA SECURITIES INTL. INC.
10/22/24 ACCRUED INTEREST ON SALE 8,790.08
US TREASURY NOTE 0.500% 6/30/27
CUSIP 912828ZV5
10/11/24 21,480,000- SOLD 19,393,251.57 18,292,401.56- 1,100,850.01 US TREASURY NOTE 0.500% 10/31/27
CUSIP 91282CAU5
AT $90.2852 ON TRADE DATE 10/10/2024
TO SETTLE ON 10/11/2024
NOMURA SECURITIES INTL. INC.

Attachment B
PAGE 31

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/11/24 ACCRUED INTEREST ON SALE 47,863.04
US TREASURY NOTE 0.500% 10/31/27
CUSIP 91282CAU5
10/11/24 5,815,000- SOLD 5,250,536.14 5,009,758.79- 240,777.35 US TREASURY NOTE 0.750% 1/31/28
CUSIP 91282CBJ9
AT $90.2930 ON TRADE DATE 10/10/2024
TO SETTLE ON 10/11/2024
NOMURA SECURITIES INTL. INC.
10/11/24 ACCRUED INTEREST ON SALE 8,532.88
US TREASURY NOTE 0.750% 1/31/28
CUSIP 91282CBJ9
10/16/24 15,110,000- SOLD 14,339,744.15 13,998,470.31- 341,273.84 US TREASURY NOTE 0.750% 5/31/26
CUSIP 91282CCF6
AT $94.9023 ON TRADE DATE 10/15/2024
TO SETTLE ON 10/16/2024
NOMURA SECURITIES INTL. INC.
10/16/24 ACCRUED INTEREST ON SALE 42,729.10
US TREASURY NOTE 0.750% 5/31/26
CUSIP 91282CCF6
10/31/24 INTEREST RECEIVED 32,062.50
US TREASURY NOTE 1.125% 10/31/26
CUSIP 91282CDG3
INTEREST ON 5,700,000.000 UNITS
10/16/24 10,490,000- SOLD 10,295,771.09 9,948,699.61- 347,071.48 US TREASURY NOTE 2.625% 1/31/26
CUSIP 9128286A3
AT $98.1484 ON TRADE DATE 10/15/2024
TO SETTLE ON 10/16/2024
NOMURA SECURITIES INTL. INC.

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 32

STATEMENT OF TRANSACTIONS

REALIZED

DATE PAR VALUE/SHARES DESCRIPTION CASH COST VALUE GAIN/LOSS ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ 10/16/24 ACCRUED INTEREST ON SALE 57,616.61
US TREASURY NOTE 2.625% 1/31/26
CUSIP 9128286A3
10/15/24 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 10/15/24
10/25/24 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 10/25/24
10/22/24 INTEREST RECEIVED 32,349.00
VR JPMORGAN CHASE & 1.578% 4/22/27
CUSIP 46647PCB0
INTEREST ON 4,100,000.000 UNITS
================================================================================================================= ENDING BALANCE 0.00 1,035,020,273.26
¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
Attachment B

City Council and Authorities ConcurrentJanuary 14, 2025

City Council and Authorities Concurrent
January 14, 2025