Appendix_B_-_Institutional_Custody_Portfolios.pdf
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- Solicitation number
- 240172
- Issued by
- Pima County, Arizona
About this file
This document is a Statement of Assets and Liabilities for the City of Tucson Investment Pool as of October 31, 2023, detailing the city's comprehensive investment portfolio across multiple accounts including the Investment Pool, Pennington Project, Risk Management Self Insurance, and Short Term Portfolio. The investment portfolio is diversified across various financial instruments, including U.S. Treasury notes, federal agency securities, corporate bonds, foreign corporate bonds, mortgage/asset-backed securities, certificates of deposit, and cash equivalents. The total account value across these portfolios is approximately $662.6 million, with a market value of $647.9 million, reflecting unrealized losses of approximately $12.1 million.
The investment strategy demonstrates a conservative approach, with significant allocations to U.S. government and agency securities, high-quality corporate and foreign corporate bonds, and asset-backed securities. The portfolio includes investments from numerous financial institutions such as Bank of America, JPMorgan Chase, Goldman Sachs, and international banks like Royal Bank of Canada and Sumitomo Mitsui Financial Group. Investments are structured with varying maturity dates ranging from 2024 to 2028, with interest rates predominantly between 3% and 5.9%. The portfolio appears designed to balance yield, safety, and liquidity, with a focus on investment-grade securities and a mix of fixed-income instruments that provide diversification and potential income generation for the City of Tucson's financial management.
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STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
CASH EQUIVALENTS¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯
SAVINGS & CERTIFICATES OF DEPOSIT
DISCOUNT CERTIFICATE OF DEPOSIT
7,000,000.000 COOPERAT RABOBANK 7,000,000.00 7,012,040.00 12,040.00 99,765.56
CERTIFICATE OF DEPOSIT 100.0000 100.1720 10/31/23
DTD 07/20/2023 5.080% 07/17/2026
NON CALLABLE
21684LGS5
3,200,000.000 CREDIT AGRICOLE CIB 3,200,000.00 3,142,944.00 57,056.00- 28,062.22
CERTIFICATE OF DEPOSIT 100.0000 98.2170 10/31/23
DTD 08/19/2022 4.100% 08/16/2024
NON CALLABLE
22536AZR8
4,850,000.000 NATIXIS 4,850,000.00 4,898,548.50 48,548.50 31,743.25
CERTIFICATE OF DEPOSIT 100.0000 101.0010 10/31/23
DTD 09/20/2023 5.610% 09/18/2026
NON CALLABLE
63873QP65
2,140,000.000 NORDEA BANK 2,140,000.00 2,134,072.20 5,927.80- 58,513.54
CERTIFICATE OF DEPOSIT 100.0000 99.7230 10/31/23
DTD 11/03/2022 5.530% 11/03/2025
NON CALLABLE
65558UYF3
TOTAL DISCOUNT CERTIFICATE OF DEPOSIT 17,190,000.00 17,187,604.70 2,395.30- 218,084.57
_________________ _________________ _________________ ________________TOTAL SAVINGS & CERTIFICATES OF DEPOSIT 17,190,000.00 17,187,604.70 2,395.30- 218,084.57
OTHER CASH EQUIVALENTS
FUNDS OR BANK DEPOSITS
martenss Stamp
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 3,999,930.570 PRINCIPAL PUBLIC DEPOSIT SWEEP 3,999,930.57 3,999,930.57 0.00 11,618.30
PROGRAM LARGE BALANCE 100.0000 100.0000 10/31/23
992995951
TOTAL FUNDS OR BANK DEPOSITS 3,999,930.57 3,999,930.57 0.00 11,618.30
_________________ _________________ _________________ ________________TOTAL OTHER CASH EQUIVALENTS 3,999,930.57 3,999,930.57 0.00 11,618.30
TOTAL CASH EQUIVALENTS 21,189,930.57 21,187,535.27 2,395.30- 229,702.87
BONDS & NOTES¯¯¯¯¯¯¯¯¯¯¯¯¯
US GOVERNMENT
US TREASURY NOTES AND BONDS
12,650,000.000 UNITED STATES TREASURY NOTES 12,627,104.83 12,442,413.50 184,691.33- 127,875.00
DTD 06/30/2022 3.000% 06/30/2024 99.8190 98.3590 10/31/23
91282CEX5
6,300,000.000 UNITED STATES TREASURY NOTES 6,254,964.85 6,078,996.00 175,968.85- 55,980.98
DTD 07/15/2022 3.000% 07/15/2025 99.2852 96.4920 10/31/23
91282CEY3
3,550,000.000 UNITED STATES TREASURY NOTES 3,533,914.07 3,485,248.00 48,666.07- 26,914.40
DTD 07/31/2022 3.000% 07/31/2024 99.5469 98.1760 10/31/23
91282CFA4
5,500,000.000 UNITED STATES TREASURY NOTES 5,389,785.16 5,341,875.00 47,910.16- 24,855.77
DTD 09/15/2022 3.500% 09/15/2025 97.9961 97.1250 10/31/23
91282CFK2
20,000,000.000 UNITED STATES TREASURY NOTES 19,803,906.25 19,371,800.00 432,106.25- 334,918.48
DTD 05/15/2023 3.625% 05/15/2026 99.0195 96.8590 10/31/23
91282CHB0
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 13,750,000.000 UNITED STATES TREASURY NOTES 13,677,978.52 13,364,312.50 313,666.02- 23,949.80
DTD 04/15/2023 3.750% 04/15/2026 99.4762 97.1950 10/31/23
91282CGV7
20,500,000.000 UNITED STATES TREASURY NOTES 20,452,753.91 20,011,485.00 441,268.91- 235,290.42
DTD 01/15/2023 3.875% 01/15/2026 99.7695 97.6170 10/31/23
91282CGE5
19,500,000.000 UNITED STATES TREASURY NOTES 19,379,648.44 19,135,935.00 243,713.44- 66,065.57
DTD 03/31/2023 3.875% 03/31/2025 99.3828 98.1330 10/31/23
91282CGU9
25,000,000.000 UNITED STATES TREASURY NOTES 24,562,500.00 24,457,000.00 105,500.00- 211,956.52
DTD 02/15/2023 4.000% 02/15/2026 98.2500 97.8280 10/31/23
91282CGL9
9,265,000.000 UNITED STATES TREASURY NOTES 9,317,839.45 9,120,280.70 197,558.75- 18,289.52
DTD 10/15/2022 4.250% 10/15/2025 100.5703 98.4380 10/31/23
91282CFP1
6,750,000.000 UNITED STATES TREASURY NOTES 6,685,664.06 6,653,475.00 32,189.06- 62,593.41
DTD 08/15/2023 4.375% 08/15/2026 99.0469 98.5700 10/31/23
91282CHU8
8,600,000.000 UNITED STATES TREASURY NOTES 8,586,226.56 8,505,916.00 80,310.56- 114,627.72
DTD 07/15/2023 4.500% 07/15/2026 99.8398 98.9060 10/31/23
91282CHM6
6,750,000.000 UNITED STATES TREASURY NOTES 6,842,812.50 6,676,155.00 166,657.50- 140,319.29
DTD 11/15/2022 4.500% 11/15/2025 101.3750 98.9060 10/31/23
91282CFW6
10,500,000.000 UNITED STATES TREASURY NOTES 10,415,507.81 10,422,930.00 7,422.19 62,704.33
DTD 09/15/2023 4.625% 09/15/2026 99.1953 99.2660 10/31/23
91282CHY0
3,250,000.000 US TREASURY NOTE 3,246,445.31 3,122,795.00 123,650.31- 2,583.22
DTD 08/16/21 0.375 08/15/2024 99.8906 96.0860 10/31/23
91282CCT6
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
8,000,000.000 US TREASURY NOTE 7,967,500.00 7,654,080.00 313,420.00- 3,873.63
DTD 09/15/21 0.375 09/15/2024 99.5937 95.6760 10/31/23
91282CCX7
31,250,000.000 US TREASURY NOTE 29,486,230.47 29,772,812.50 286,582.03 99,354.62
DTD 02/15/22 1.5 02/15/2025 94.3559 95.2730 10/31/23
91282CDZ1
6,250,000.000 US TREASURY NOTE 6,478,271.48 6,011,750.00 466,521.48- 257.55
DTD 10/31/19 1.500 10/31/2024 103.6523 96.1880 10/31/23
912828YM6
5,500,000.000 US TREASURY NOTE 5,704,101.56 5,274,390.00 429,711.56- 34,713.11
DTD 12/02/19 1.500 11/30/2024 103.7109 95.8980 10/31/23
912828YV6
TOTAL US TREASURY NOTES AND BONDS 220,413,155.23 216,903,649.20 3,509,506.03- 1,647,123.34
TOTAL US GOVERNMENT 220,413,155.23 216,903,649.20 3,509,506.03- 1,647,123.34
OTHER FIXED INCOME SECURITIES
PRIVATE PLACEMENT
895,000.000 ANZ NEW ZEALAND INTL/LDN 895,000.00 852,603.85 42,396.15- 3,930.99
144A PRIV PLCMT 2.166 02/18/2025 100.0000 95.2630 10/31/23
00182EBP3
1,065,000.000 MET LIFE GLOB FUNDING I 1,064,872.20 1,017,170.85 47,701.35- 704.08
144A PRIV PLCMT 0.700 09/27/2024 99.9880 95.5090 10/31/23
59217GEP0
2,375,000.000 NATIONAL AUSTRALIA BANK 2,375,000.00 2,259,741.25 115,258.75- 9,981.07
144A PRIV PLCMT 1.388 01/12/2025 100.0000 95.1470 10/31/23
6325C0DZ1
1,575,000.000 NEW YORK LIFE GLOBAL FDG 1,573,299.00 1,496,344.50 76,954.50- 6,787.81
144A PRIV PLCMT 1.450 01/14/2025 99.8920 95.0060 10/31/23
64952WEK5
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
820,000.000 PRICOA GLOBAL FUNDING 1 819,155.40 777,548.60 41,606.80- 3,798.19
144A PRIV PLCMT 1.150 12/06/2024 99.8970 94.8230 10/31/23
74153WCQ0
1,545,000.000 PRINCIPAL LFE GLB FND II 1,544,042.10 1,477,406.25 66,635.85- 2,188.75
144A PRIV PLCMT 0.750 08/23/2024 99.9380 95.6250 10/31/23
74256LEQ8
1,575,000.000 PROTECTIVE LIFE GLOBAL 1,575,000.00 1,496,549.25 78,450.75- 7,777.35
144A PRIV PLCMT 1.646 01/13/2025 100.0000 95.0190 10/31/23
74368CBJ2
1,010,000.000 SKANDINAVISKA ENSKILDA 1,008,565.80 964,721.70 43,844.10- 948.28
144A PRIV PLCMT 0.650 09/09/2024 99.8580 95.5170 10/31/23
83051GAS7
1,090,000.000 SUMITOMO MITSUI TR BK LT 1,089,422.30 1,041,266.10 48,156.20- 1,090.00
144A PRIV PLCMT 0.800 09/16/2024 99.9470 95.5290 10/31/23
86563VAW9
920,000.000 UBS AG LONDON 919,622.80 882,813.60 36,809.20- 1,466.89
144A PRIV PLCMT 0.700 08/09/2024 99.9590 95.9580 10/31/23
902674YK0
1,575,000.000 UBS AG LONDON 1,571,314.50 1,486,689.75 84,624.75- 6,496.88
144A PRIV PLCMT 1.375 01/13/2025 99.7660 94.3930 10/31/23
902674YU8
TOTAL PRIVATE PLACEMENT 14,435,294.10 13,752,855.70 682,438.40- 45,170.29
_________________ _________________ _________________ ________________TOTAL OTHER FIXED INCOME SECURITIES 14,435,294.10 13,752,855.70 682,438.40- 45,170.29
FEDERAL AGENCY
GOVERNMENT AGENCY
11,350,000.000 FEDERAL HOME LOAN BANK 11,335,018.00 11,295,633.50 39,384.50- 99,312.51
DTD 03/03/2023 5.000% 02/28/2025 99.8680 99.5210 10/31/23
NON CALLABLE
3130AV7L0
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 6,500,000.000 FEDERAL HOME LOAN BANK 6,500,000.00 6,486,090.00 13,910.00- 30,911.11
DTD 03/29/2023 5.350% 04/26/2024 100.0000 99.7860 10/31/23
CALLABLE
3130AVJ86
1,400,000.000 FEDERAL HOME LOAN MORTGAGE CORP 1,400,000.00 1,358,308.00 41,692.00- 12,600.00
MEDIUM TERM NOTE 100.0000 97.0220 10/31/23
DTD 08/05/2022 3.600% 08/01/2025
CALLABLE
3134GXM35
TOTAL GOVERNMENT AGENCY 19,235,018.00 19,140,031.50 94,986.50- 142,823.62
_________________ _________________ _________________ ________________TOTAL FEDERAL AGENCY 19,235,018.00 19,140,031.50 94,986.50- 142,823.62
CORPORATE BONDS
CORPORATE BONDS
2,250,000.000 AMAZON.COM INC 2,250,652.50 2,221,222.50 29,430.00- 43,125.00
DTD 12/01/2022 4.600% 12/01/2025 100.0290 98.7210 10/31/23
NON CALLABLE
023135CN4
1,100,000.000 AMERICAN EXPRESS CO 1,098,331.30 1,046,177.00 52,154.30- 3,918.75
DTD 03/04/2022 2.250% 03/04/2025 99.8483 95.1070 10/31/23
CALLABLE
025816CQ0
1,000,000.000 AMERICAN EXPRESS CO 999,000.00 966,170.00 32,830.00- 9,875.00
DTD 08/03/2022 3.950% 08/01/2025 99.9000 96.6170 10/31/23
CALLABLE
025816CY3
245,000.000 AMERICAN HONDA FINANCE 244,857.90 240,734.55 4,123.35- 3,523.58
DTD 01/12/2023 4.750% 01/12/2026 99.9420 98.2590 10/31/23
NON CALLABLE
02665WEC1
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 2,000,000.000 AMERICAN HONDA FINANCE 1,999,320.00 1,970,920.00 28,400.00- 3,577.78
MEDIUM TERM NOTE 99.9660 98.5460 10/31/23
DTD 04/17/2023 4.600% 04/17/2025
NON CALLABLE
02665WEF4
2,500,000.000 AMERICAN HONDA FIN CORP 2,512,450.00 2,479,700.00 32,750.00- 41,562.50
MEDIUM TERM NOTE 100.4980 99.1880 10/31/23
DTD 07/07/2023 5.250% 07/07/2026
NON CALLABLE
02665WEK3
5,960,000.000 ASIAN DEVELOPMENT BANK 5,956,424.00 5,775,120.80 181,303.20- 8,690.68
DTD 06/09/21 0.375 06/11/2024 99.9400 96.8980 10/31/23
045167FE8
2,325,000.000 BANK OF AMERICA 2,325,000.00 2,307,027.75 17,972.25- 26,052.79
DTD 08/18/2023 5.526% 08/18/2026 100.0000 99.2270 10/31/23
NON CALLABLE
06428CAA2
1,750,000.000 BANK OF AMERICA 1,750,000.00 1,744,837.50 5,162.50- 20,049.65
DTD 08/18/2023 5.650% 08/18/2025 100.0000 99.7050 10/31/23
NON CALLABLE
06428CAC8
1,750,000.000 BANK OF AMERICA CORP 1,674,627.50 1,651,965.00 22,662.50- 2,041.67
MED TERM NOTE SER L 95.6930 94.3980 10/31/23
DTD 04/19/16 3.500 04/19/2026
06051GFX2
1,500,000.000 BANK OF AMERICA CORP 1,546,155.00 1,452,060.00 94,095.00- 14,531.25
DTD 07/30/15 3.875 08/01/2025 103.0770 96.8040 10/31/23
06051GFS3
1,525,000.000 BANK OF NY MELLON CORP 1,523,964.75 1,430,648.25 93,316.50- 474.44
MED TERM NOTE 99.9321 93.8130 10/31/23
DTD 04/24/20 1.600 04/24/2025
06406RAN7
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 1,750,000.000 BANK OF NY MELLON CORP 1,750,000.00 1,700,807.50 49,192.50- 22,845.52
DTD 04/26/2023 VAR CPN 04/26/2027 100.0000 97.1890 10/31/23
CALLABLE
06406RBQ9
1,770,000.000 BANK OF NY MELLON CORP 1,773,716.40 1,718,652.30 55,064.10- 21,051.10
MEDIUM TERM NOTE 100.2100 97.0990 10/31/23
DTD 07/26/2022 VAR CPN 07/24/2026
CALLABLE
06406RBJ5
3,500,000.000 BMW US CAPITAL LLC 3,499,790.00 3,486,315.00 13,475.00- 41,222.22
DTD 08/11/2023 5.300% 08/11/2025 99.9940 99.6090 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
05565ECC7
770,000.000 BMW US CAPITAL LLC 769,276.20 745,706.50 23,569.70- 2,085.42
DTD 04/01/2022 3.250% 04/01/2025 99.9060 96.8450 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
05565EBZ7
750,000.000 BROWN-FORMAN CORP 781,995.00 727,822.50 54,172.50- 1,166.67
DTD 03/26/18 3.500 04/15/2025 104.2660 97.0430 10/31/23
115637AS9
1,575,000.000 CATERPILLAR FINL SERVICE 1,573,461.90 1,525,671.00 47,790.90- 24,990.00
MEDIUM TERM NOTE 99.9023 96.8680 10/31/23
DTD 05/13/2022 3.400% 05/13/2025
NON CALLABLE
14913R2V8
1,100,000.000 CINTAS CORP 1,098,646.90 1,064,569.00 34,077.90- 18,975.00
DTD 05/03/2022 3.450% 05/01/2025 99.8770 96.7790 10/31/23
CALLABLE
17252MAP5
1,750,000.000 CITIGROUP INC 1,687,945.00 1,665,352.50 22,592.50- 19,604.86
DTD 01/12/16 3.700 01/12/2026 96.4540 95.1630 10/31/23
172967KG5
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
750,000.000 CITIGROUP INC 750,000.00 740,745.00 9,255.00- 13,541.25
DTD 05/24/2022 VAR CPN 05/24/2025 100.0000 98.7660 10/31/23
CALLABLE
172967NQ0
2,730,000.000 COLGATE PALMOLIVE CO 2,726,833.20 2,712,691.80 14,141.40- 21,476.00
DTD 03/01/2023 4.800% 03/02/2026 99.8840 99.3660 10/31/23
NON CALLABLE
194162AQ6
465,000.000 COLGATE PALMOLIVE CO 464,572.20 448,092.60 16,479.60- 3,043.17
DTD 08/09/2022 3.100% 08/15/2025 99.9080 96.3640 10/31/23
NON CALLABLE
194162AM5
1,400,000.000 COMCAST CORP 1,397,824.40 1,392,566.00 5,258.40- 35,525.00
DTD 11/07/2022 5.250% 11/07/2025 99.8446 99.4690 10/31/23
NON CALLABLE
20030NDZ1
1,550,000.000 CREDIT SUISSE NEW YORK 1,550,000.00 1,524,859.00 25,141.00- 1,896.81
DTD 02/02/21 0.495 02/02/2024 100.0000 98.3780 10/31/23
22550L2E0
2,500,000.000 DEERE JOHN CAPITAL CORP 2,499,725.00 2,484,350.00 15,375.00- 20,340.28
DTD 03/03/2023 5.050% 03/03/2026 99.9890 99.3740 10/31/23
NON CALLABLE
24422EWT2
750,000.000 EXXON MOBIL CORPORATION 796,440.00 723,435.00 73,005.00- 3,104.06
DTD 03/06/15 2.709 03/06/2025 106.1920 96.4580 10/31/23
30231GAF9
2,500,000.000 GOLDMAN SACHS GROUP INC 2,360,625.00 2,318,525.00 42,100.00- 40,104.17
DTD 11/16/16 3.500 11/16/2026 94.4250 92.7410 10/31/23
38145GAH3
2,500,000.000 GOLDMAN SACHS GROUP INC 2,423,675.00 2,409,475.00 14,200.00- 41,406.25
DTD 05/22/15 3.750 05/22/2025 96.9470 96.3790 10/31/23
38148LAE6
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
800,000.000 HERSHEY COMPANY 772,672.00 744,232.00 28,440.00- 3,000.00
DTD 06/01/20 0.900 06/01/2025 96.5840 93.0290 10/31/23
427866BF4
1,000,000.000 HSBC USA INC 999,960.00 987,000.00 12,960.00- 16,354.17
DTD 05/24/2022 3.750% 05/24/2024 99.9960 98.7000 10/31/23
NON CALLABLE
40428HTA0
1,500,000.000 HSBC USA INC 1,497,450.00 1,490,250.00 7,200.00- 10,312.50
DTD 03/17/2023 5.625% 03/17/2025 99.8300 99.3500 10/31/23
NON CALLABLE
40428HVL3
3,150,000.000 IBM CORP 3,150,000.00 3,066,178.50 83,821.50- 32,900.00
DTD 07/27/2022 4.000% 07/27/2025 100.0000 97.3390 10/31/23
NON CALLABLE
459200KS9
3,075,000.000 INTER-AMERICAN DEVEL BK 3,072,724.50 2,939,146.50 133,578.00- 1,622.92
DTD 09/23/21 0.500 09/23/2024 99.9260 95.5820 10/31/23
4581X0DZ8
800,000.000 JOHN DEERE CAPITAL CORP 801,101.85 764,264.00 36,837.85- 2,550.00
MEDIUM TERM NOTE 100.1377 95.5330 10/31/23
DTD 03/07/2022 2.125% 03/07/2025
NON CALLABLE
24422EWB1
625,000.000 JOHN DEERE CAPITAL CORP 624,856.25 605,318.75 19,537.50- 8,559.03
DTD 06/06/2022 3.400% 06/06/2025 99.9770 96.8510 10/31/23
NON CALLABLE
24422EWF2
655,000.000 JOHN DEERE CAPITAL CORP 654,672.50 639,856.40 14,816.10- 3,905.44
DTD 09/08/2022 4.050% 09/08/2025 99.9500 97.6880 10/31/23
NON CALLABLE
24422EWJ4
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
3,250,000.000 JPMORGAN CHASE & CO 3,096,117.50 3,062,572.50 33,545.00- 8,937.50
DTD 03/23/16 3.300 04/01/2026 95.2652 94.2330 10/31/23
46625HQW3
1,350,000.000 JPMORGAN CHASE & CO 1,390,189.50 1,307,542.50 82,647.00- 15,502.50
DTD 07/21/15 3.900 07/15/2025 102.9770 96.8550 10/31/23
46625HMN7
2,000,000.000 LINDE INC/CT 1,997,840.00 1,976,100.00 21,740.00- 38,122.22
DTD 12/05/2022 4.700% 12/05/2025 99.8920 98.8050 10/31/23
CALLABLE
53522KAB9
1,500,000.000 LOCKHEED MARTIN CORP 1,498,409.70 1,489,110.00 9,299.70- 3,300.00
DTD 10/24/2022 4.950% 10/15/2025 99.8940 99.2740 10/31/23
CALLABLE
539830BU2
1,640,000.000 MASS MUTUAL GLOBAL FUNDING 1,638,310.80 1,595,867.60 42,443.20- 12,288.61
MEDIUM TERM NOTE 99.8970 97.3090 10/31/23
DTD 08/26/2022 4.150% 08/26/2025
NON CALLABLE
144A PRIVATE PLACEMENT
57629WDK3
3,150,000.000 MASSMUTUAL GLOBAL FUNDING 3,147,826.50 3,064,162.50 83,664.00- 8,268.75
DTD 04/12/2023 4.500% 04/10/2026 99.9310 97.2750 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
57629W6F2
2,600,000.000 MERCEDES-BENZ FIN NA 2,582,580.00 2,565,108.00 17,472.00- 33,048.89
DTD 08/03/2023 5.200% 08/03/2026 99.3300 98.6580 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
58769JAK3
1,175,000.000 MET LIFE GLOB FUNDING 1,173,954.25 1,129,985.75 43,968.50- 3,655.56
MEDIUM TERM NOTE 99.9110 96.1690 10/31/23
DTD 03/21/2022 2.800% 03/21/2025
NON CALLABLE
144A PRIVATE PLACEMENT
59217GEW5
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 2,125,000.000 MET TOWER GLOBAL FUNDING 2,122,917.50 2,046,842.50 76,075.00- 30,139.58
DTD 06/13/2022 3.700% 06/13/2025 99.9020 96.3220 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
58989V2E3
1,750,000.000 MORGAN STANLEY 1,630,860.00 1,619,012.50 11,847.50- 14,279.51
MED TERM NOTE 93.1920 92.5150 10/31/23
DTD 07/25/16 3.125 07/27/2026
61761J3R8
1,500,000.000 MORGAN STANLEY 1,498,110.00 1,451,715.00 46,395.00- 16,333.33
DTD 07/23/15 4.000 07/23/2025 99.8740 96.7810 10/31/23
6174468C6
910,000.000 NATIONAL BANK OF CANADA 909,572.30 874,264.30 35,308.00- 1,611.46
DTD 08/06/21 0.750 08/06/2024 99.9530 96.0730 10/31/23
63307A2P9
2,000,000.000 NATIONAL RURAL UTIL COOP 1,999,975.00 1,999,200.00 775.00- 0.00
MEDIUM TERM NOTE 99.9987 99.9600 10/31/23
DTD 11/02/2023 5.600% 11/13/2026
CALLABLE
63743HFK3
675,000.000 NATIONAL RURAL UTIL COOP 674,979.75 642,296.25 32,683.50- 2,953.13
MED TERM NOTE 99.9970 95.1550 10/31/23
DTD 02/07/22 1.875 02/07/2025
63743HFC1
510,000.000 NATIONAL RURAL UTIL COOP 509,316.60 509,214.60 102.00- 77.21
DTD 10/31/2022 5.450% 10/30/2025 99.8660 99.8460 10/31/23
NON CALLABLE
63743HFF4
1,120,000.000 NESTLE HLDGS INC 1,119,630.40 1,095,830.40 23,800.00- 6,097.78
DTD 09/13/2022 4.000% 09/12/2025 99.9670 97.8420 10/31/23
NON CALLABLE
641062BA1
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
1,335,000.000 NESTLE HOLDINGS INC 1,334,559.45 1,332,129.75 2,429.70- 9,345.00
DTD 03/14/2023 5.250% 03/13/2026 99.9670 99.7850 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
641062BK9
2,000,000.000 NEW YORK LIFE GLOBAL FUNDING 1,997,920.00 1,954,620.00 43,300.00- 7,572.22
MEDIUM TERM NOTE 99.8960 97.7310 10/31/23
DTD 04/05/2023 4.700% 04/02/2026
NON CALLABLE
144A PRIVATE PLACEMENT
64952WFB4
3,250,000.000 NEW YORK LIFE GLOBAL FDG 3,249,382.50 3,230,175.00 19,207.50- 20,664.58
MEDIUM TERM NOTE 99.9810 99.3900 10/31/23
DTD 09/19/2023 5.450% 09/18/2026
CALLABLE
144A PRIVATE PLACEMENT
64953BBF4
1,500,000.000 NORTHWESTERN MUTUAL GLBL 1,512,450.00 1,458,990.00 53,460.00- 20,000.00
DTD 07/01/2022 4.000% 07/01/2025 100.8300 97.2660 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
66815L2J7
2,000,000.000 PACCAR FINANCIAL CORP 1,998,660.00 1,959,700.00 38,960.00- 7,663.89
MEDIUM TERM NOTE 99.9330 97.9850 10/31/23
DTD 03/30/2023 4.450% 03/30/2026
NON CALLABLE
69371RS49
1,575,000.000 PACCAR FINANCIAL CORP 1,574,590.50 1,516,441.50 58,149.00- 2,992.50
MEDIUM TERM NOTE 99.9740 96.2820 10/31/23
DTD 04/07/2022 2.850% 04/07/2025
NON CALLABLE
69371RR73
1,650,000.000 PACCAR FINANCIAL CORP 1,649,175.00 1,639,951.50 9,223.50- 18,748.13
MEDIUM TERM NOTE 99.9500 99.3910 10/31/23
DTD 08/10/2023 5.050% 08/10/2026
NON CALLABLE
69371RS56
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
850,000.000 PACIFIC LIFE GF II 849,702.50 843,973.50 5,729.00- 7,921.52
DTD 08/30/2023 5.500% 08/28/2026 99.9650 99.2910 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
6944PL2W8
3,165,000.000 PEPSICO INC 3,163,164.30 3,119,962.05 43,202.25- 31,201.63
DTD 02/15/2023 4.550% 02/13/2026 99.9420 98.5770 10/31/23
CALLABLE
713448FQ6
1,120,000.000 PNC FINANCIAL SERVICES 1,120,000.00 1,108,676.80 11,323.20- 529.29
DTD 10/28/2022 VAR CPN 10/28/2025 100.0000 98.9890 10/31/23
CALLABLE
693475BH7
1,100,000.000 PRAXAIR INC 1,115,092.00 1,060,708.00 54,384.00- 6,963.61
DTD 02/05/15 2.650 02/05/2025 101.3720 96.4280 10/31/23
74005PBN3
495,000.000 PRICOA GLOBAL FDG I 494,500.05 492,529.95 1,970.10- 4,807.70
DTD 08/28/2023 5.550% 08/28/2026 99.8990 99.5010 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
74153WCT4
990,000.000 PRICOA GLOBAL FUNDING 989,396.10 963,438.30 25,957.80- 7,161.00
DTD 08/31/2022 4.200% 08/28/2025 99.9390 97.3170 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
74153WCR8
2,500,000.000 PROTECTIVE LIFE GLOBAL 2,500,000.00 2,439,150.00 60,850.00- 6,149.51
DTD 04/14/2023 5.209% 04/14/2026 100.0000 97.5660 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
74368CBS2
790,000.000 PROTECTIVE LIFE GLOBAL 790,000.00 782,826.80 7,173.20- 13,541.70
DTD 01/06/2023 5.366% 01/06/2026 100.0000 99.0920 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
74368CBQ6
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
1,100,000.000 ROYAL BANK OF CANADA 1,100,000.00 1,045,638.00 54,362.00- 4,888.89
DTD 01/21/22 1.600 01/21/2025 100.0000 95.0580 10/31/23
78016EYM3
1,774,000.000 STATE STREET CORP 1,810,136.38 1,690,657.48 119,478.90- 4,431.60
DTD 09/30/20 2.901 03/30/2026 102.0370 95.3020 10/31/23
857477BM4
3,745,000.000 STATE STREET CORP 3,745,000.00 3,685,154.90 59,845.10- 48,262.23
DTD 08/03/2023 5.272% 08/03/2026 100.0000 98.4020 10/31/23
CALLABLE
857477CD3
1,000,000.000 SUNTRUST BANKS INC 1,057,150.00 960,850.00 96,300.00- 20,000.00
DTD 04/26/18 4.000 05/01/2025 105.7150 96.0850 10/31/23
867914BS1
2,000,000.000 TOYOTA MOTOR CREDIT CORP 1,998,100.00 1,949,080.00 49,020.00- 26,552.78
DTD 06/30/2022 3.950% 06/30/2025 99.9050 97.4540 10/31/23
NON CALLABLE
89236TKC8
2,765,000.000 TOYOTA MOTOR CREDIT CORP 2,763,396.30 2,700,741.40 62,654.90- 55,710.91
DTD 05/18/2023 4.450% 05/18/2026 99.9420 97.6760 10/31/23
NON CALLABLE
89236TKT1
1,500,000.000 TRUIST FINANCIAL CORP 1,500,745.00 1,436,625.00 64,120.00- 16,507.50
MEDIUM TERM NOTE 100.0497 95.7750 10/31/23
DTD 07/28/2022 VAR CPN 07/28/2026
CALLABLE
89788MAH5
585,000.000 UNITEDHEALTH GROUP INC 584,947.35 582,747.75 2,199.60- 1,339.00
DTD 10/28/2022 5.150% 10/15/2025 99.9910 99.6150 10/31/23
NON CALLABLE
91324PEN8
2,130,000.000 USAA CAP CORP 2,123,034.90 2,051,445.60 71,589.30- 35,943.75
DTD 05/26/2022 3.375% 05/01/2025 99.6730 96.3120 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
90327QD89
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
590,000.000 CITIGROUP INC 590,000.00 558,364.20 31,635.80- 3,736.96
DTD 11/03/21 11/03/2025 100.0000 94.6380 10/31/23
172967ND9
795,000.000 CITIGROUP INC 795,000.00 771,674.70 23,325.30- 3,834.48
DTD 05/04/21 05/01/2025 100.0000 97.0660 10/31/23
172967MX6
800,000.000 GOLDMAN SACHS GROUP INC 800,000.00 797,920.00 2,080.00- 6,627.73
DTD 06/10/21 09/10/2024 100.0000 99.7400 10/31/23
38141GYE8
1,100,000.000 HSBC HOLDINGS PLC 1,100,795.60 1,063,370.00 37,425.60- 4,682.09
DTD 05/24/21 05/24/2025 100.0723 96.6700 10/31/23
404280CS6
500,000.000 HSBC HOLDINGS PLC 500,000.00 498,500.00 1,500.00- 2,566.08
DTD 11/22/21 11/22/2024 100.0000 99.7000 10/31/23
404280CW7
630,000.000 JPMORGAN CHASE & CO 630,000.00 617,992.20 12,007.80- 738.94
DTD 02/16/21 02/16/2025 100.0000 98.0940 10/31/23
46647PBY1
1,475,000.000 JPMORGAN CHASE & CO 1,475,000.00 1,425,233.50 49,766.50- 5,064.17
DTD 06/01/21 06/01/2025 100.0000 96.6260 10/31/23
46647PCH7
1,830,000.000 MORGAN STANLEY 1,830,000.00 1,742,343.00 87,657.00- 9,759.49
DTD 02/18/22 02/18/2026 100.0000 95.2100 10/31/23
61747YEM3
1,310,000.000 NATIONAL BANK OF CANADA 1,308,139.80 1,307,000.10 1,139.70- 3,322.31
DTD 12/10/20 11/15/2024 99.8580 99.7710 10/31/23
63307A2M6
470,000.000 STATE STREET CORP 470,000.00 444,201.70 25,798.30- 1,937.58
DTD 02/07/22 02/06/2026 100.0000 94.5110 10/31/23
857477BR3
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
1,985,000.000 WALMART INC 1,983,610.50 1,939,106.80 44,503.70- 11,182.17
DTD 09/09/2022 3.900% 09/09/2025 99.9300 97.6880 10/31/23
NON CALLABLE
931142EW9
635,000.000 WALMART INC 634,720.60 617,943.90 16,776.70- 1,128.89
DTD 04/18/2023 4.000% 04/15/2026 99.9560 97.3140 10/31/23
CALLABLE
931142FA6
2,350,000.000 WELLS FARGO & COMPANY 2,212,219.50 2,183,455.50 28,764.00- 1,762.50
DTD 04/22/16 3.000 04/22/2026 94.1370 92.9130 10/31/23
949746RW3
1,000,000.000 WELLS FARGO & COMPANY 999,707.20 969,100.00 30,607.20- 9,584.44
MEDIUM TERM NOTE 99.9707 96.9100 10/31/23
DTD 08/15/2022 VAR CPN 08/15/2026
CALLABLE
95000U3C5
TOTAL CORPORATE BONDS 146,699,631.58 143,283,708.48 3,415,923.10- 1,228,447.73
_________________ _________________ _________________ ________________TOTAL CORPORATE BONDS 146,699,631.58 143,283,708.48 3,415,923.10- 1,228,447.73
FOREIGN BONDS
FOREIGN CORPORATE BONDS
1,345,000.000 AUSTRALIA & NEW ZEALAND BKG GRP 1,345,000.00 1,330,178.10 14,821.90- 27,183.35
DTD 12/08/2022 5.088% 12/08/2025 100.0000 98.8980 10/31/23
NON CALLABLE
05254JAA8
4,875,000.000 BANK MONTREAL 4,871,538.75 4,796,317.50 75,221.25- 104,785.42
DTD 06/05/2023 5.300% 06/05/2026 99.9290 98.3860 10/31/23
NON CALLABLE
06368LNT9
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
2,600,000.000 BANK OF NOVA SCOTIA 2,595,190.00 2,573,220.00 21,970.00- 54,711.94
CONVERTIBLE 99.8150 98.9700 10/31/23
DTD 06/12/2023 5.450% 06/12/2025
NON CALLABLE
06418GAC1
2,445,000.000 BANQUE FED DU CRED MUTUEL 2,445,000.00 2,420,672.25 24,327.75- 43,247.16
DTD 07/13/2023 5.896% 07/13/2026 100.0000 99.0050 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
06675FBA4
2,380,000.000 BANK OF NOVA SCOTIA 2,377,905.60 2,319,333.80 58,571.80- 27,948.47
CONVERTIBLE 99.9120 97.4510 10/31/23
DTD 02/02/2023 4.750% 02/02/2026
CALLABLE
06417XAN1
1,750,000.000 CANADIAN IMPERIAL BANK 1,750,000.00 1,688,190.00 61,810.00- 16,684.06
CONVERTIBLE 100.0000 96.4680 10/31/23
DTD 08/04/2022 3.945% 08/04/2025
NON CALLABLE
13607H6M9
2,500,000.000 CANADIAN IMPERIAL BANK 2,500,000.00 2,466,700.00 33,300.00- 1,071.67
CONVERTIBLE 100.0000 98.6680 10/31/23
DTD 04/28/2023 5.144% 04/28/2025
NON CALLABLE
13607LNF6
2,500,000.000 COMMONWEALTH BANK AUSTRALIA 2,500,000.00 2,486,300.00 13,700.00- 17,720.00
DTD 03/13/2023 5.316% 03/13/2026 100.0000 99.4520 10/31/23
NON CALLABLE
20271RAR1
2,495,000.000 COMMONWEALTH BANK AUSTRALIA 2,495,000.00 2,389,062.30 105,937.70- 7,478.90
DTD 03/14/2022 2.296% 03/14/2025 100.0000 95.7540 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
2027A0KH1
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
750,000.000 HSBC HOLDINGS PLC 750,000.00 715,170.00 34,830.00- 3,186.44
CONVERTIBLE 100.0000 95.3560 10/31/23
DTD 03/10/2022 VAR CPN 03/10/2026
CALLABLE
404280DA4
2,600,000.000 MACQUARIE BANK 2,594,436.00 2,554,916.00 39,520.00- 51,154.13
DTD 06/15/2023 5.208% 06/15/2026 99.7860 98.2660 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
55608PBM5
1,100,000.000 MACQUARIE BANK LTD 1,100,000.00 1,060,763.00 39,237.00- 3,949.00
DTD 03/21/2022 3.231% 03/21/2025 100.0000 96.4330 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
55608PBJ2
1,100,000.000 MITSUBISHI UFJ FINANCIAL GROUP 1,100,000.00 1,062,666.00 37,334.00- 1,641.38
DTD 04/19/2022 VAR CPN 04/17/2026 100.0000 96.6060 10/31/23
CALLABLE
606822CF9
1,500,000.000 MITSUBISHI UFJ FIN GROUP 1,505,175.00 1,490,595.00 14,580.00- 16,918.71
DTD 02/22/2023 VAR CPN 02/20/2026 100.3450 99.3730 10/31/23
CALLABLE
606822CV4
3,000,000.000 NATIONAL AUSTRALIA BANK 3,000,000.00 2,964,570.00 35,430.00- 45,107.83
DTD 01/12/2023 4.966% 01/12/2026 100.0000 98.8190 10/31/23
NON CALLABLE
63253QAA2
1,070,000.000 NATIONAL AUSTRALIA BANK 1,070,000.00 1,036,658.80 33,341.20- 14,771.94
DTD 06/09/2022 3.500% 06/09/2025 100.0000 96.8840 10/31/23
NON CALLABLE
63254ABD9
1,000,000.000 NATIONAL BANK OF CANADA 999,240.00 982,960.00 16,280.00- 14,791.67
DTD 06/09/2022 VAR CPN 06/09/2025 99.9240 98.2960 10/31/23
CALLABLE
63307A2S3
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
1,330,000.000 NORDEA BANK ABP 1,329,893.60 1,283,463.30 46,430.30- 19,285.00
DTD 06/08/2022 3.600% 06/06/2025 99.9920 96.5010 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
65558RAA7
1,250,000.000 ROYAL BANK OF CANADA 1,249,625.00 1,223,275.00 26,350.00- 18,450.52
MEDIUM TERM NOTE 99.9700 97.8620 10/31/23
CONVERTIBLE
DTD 01/12/2023 4.875% 01/12/2026
NON CALLABLE
78016FZT4
1,750,000.000 ROYAL BANK OF CANADA 1,749,807.50 1,721,475.00 28,332.50- 25,530.56
MEDIUM TERM NOTE 99.9890 98.3700 10/31/23
CONVERTIBLE
DTD 07/20/2023 5.200% 07/20/2026
NON CALLABLE
78016FZZ0
2,670,000.000 ROYAL BANK OF CANADA 2,668,264.50 2,630,136.90 38,127.60- 2,202.75
MEDIUM TERM NOTE 99.9350 98.5070 10/31/23
CONVERTIBLE
DTD 04/27/2023 4.950% 04/25/2025
NON CALLABLE
78016FZY3
2,000,000.000 SKANDINAVISKA ENSKILDA 1,997,360.00 1,928,780.00 68,580.00- 29,188.89
DTD 06/09/2022 3.700% 06/09/2025 99.8680 96.4390 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
830505AX1
3,500,000.000 SUMITOMO MITSUI FIN 3,496,665.50 3,453,835.00 42,830.50- 57,372.00
DTD 01/13/2023 5.464% 01/13/2026 99.9047 98.6810 10/31/23
NON CALLABLE
86562MCT5
2,500,000.000 SUMITOMO MITSUI TR BK 2,497,150.00 2,480,675.00 16,475.00- 20,402.78
MEDIUM TERM NOTE 99.8860 99.2270 10/31/23
DTD 03/09/2023 5.650% 03/09/2026
NON CALLABLE
144A PRIVATE PLACEMENT
86563VBG3
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
750,000.000 SUMITOMO MITSUI TRUST BANK 749,752.50 734,392.50 15,360.00- 4,600.00
DTD 09/15/2022 4.800% 09/15/2025 99.9670 97.9190 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
86563VBC2
2,000,000.000 SVENSKA HANDELSBANKEN 1,997,800.00 1,930,180.00 67,620.00- 28,591.67
DTD 06/10/2022 3.650% 06/10/2025 99.8900 96.5090 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
86959LAJ2
1,650,000.000 SVENSKA HANDELSBANKEN AB 1,648,284.00 1,626,999.00 21,285.00- 32,725.00
DTD 06/15/2023 5.250% 06/15/2026 99.8960 98.6060 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
86959LAM5
3,250,000.000 SWEDBANK AB 3,250,000.00 3,197,935.00 52,065.00- 67,184.00
DTD 06/15/2023 5.472% 06/15/2026 100.0000 98.3980 10/31/23
NON CALLABLE
144A PRIVATE PLACEMENT
87020PAV9
3,300,000.000 TORONTO DOMINION BANK 3,300,000.00 3,265,845.00 34,155.00- 52,738.40
MEDIUM TERM NOTE 100.0000 98.9650 10/31/23
CONVERTIBLE
DTD 07/17/2023 5.532% 07/17/2026
NON CALLABLE
89115A2S0
3,000,000.000 TORONTO-DOMINION BANK 3,000,000.00 2,899,080.00 100,920.00- 45,505.83
MEDIUM TERM NOTE 100.0000 96.6360 10/31/23
CONVERTIBLE
DTD 06/08/2022 3.766% 06/06/2025
NON CALLABLE
89115A2A9
1,000,000.000 UBS GROUP AG 1,000,000.00 983,680.00 16,320.00- 10,726.11
DTD 08/05/2022 VAR CPN 08/05/2025 100.0000 98.3680 10/31/23
CALLABLE
144A PRIVATE PLACEMENT
902613AR9
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
TOTAL FOREIGN CORPORATE BONDS 64,933,087.95 63,698,024.45 1,235,063.50- 866,855.58 _________________ _________________ _________________ ________________TOTAL FOREIGN BONDS 64,933,087.95 63,698,024.45 1,235,063.50- 866,855.58
MORTGAGE/ASSET-BACKED SECURITIES
CORPORATE BACKED OBLIGATION
2,060,000.000 ALLY AUTO RECEIVABLES TRUST 2,059,601.18 2,015,009.60 44,591.58- 3,030.49
ASSET BCKD SEC SER 2022-1 CL A3 99.9806 97.8160 10/31/23
DTD 05/18/2022 3.310% 11/15/2026
CALLABLE
02008JAC0
3,830,000.000 ALLY AUTO RECEIVABLES TRUST 3,829,952.51 3,770,060.50 59,892.01- 8,102.58
ASSET BCKD SEC SER 2022-2 CL A3 99.9988 98.4350 10/31/23
DTD 10/12/2022 4.760% 05/17/2027
NON CALLABLE
02008MAC3
3,300,000.000 AMERICAN EXPRESS CREDIT ACCOUNT 3,299,270.04 3,185,589.00 113,681.04- 4,972.00
ASSET BCKD SEC SER 2022-2 CL A 99.9779 96.5330 10/31/23
DTD 05/24/2022 3.390% 05/17/2027
NON CALLABLE
02582JJT8
875,000.000 AMERICAN EXPRESS CREDIT ACCOUNT 874,956.60 863,782.50 11,174.10- 1,925.00
ASSET BCKD SEC SER 2022-4 CL A 99.9950 98.7180 10/31/23
DTD 11/03/2022 4.950% 10/15/2027
NON CALLABLE
02582JJX9
1,200,000.000 BMW VEHICLE OWNER TRUST 1,199,937.60 1,171,500.00 28,437.60- 642.00
ASSET BCKD SEC SER 2022-A CL A3 99.9948 97.6250 10/31/23
DTD 05/18/2022 3.210% 08/25/2026
CALLABLE
05602RAD3
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 1,500,000.000 CAPITAL ONE MULTI-ASSET EXECUTION 1,499,886.90 1,440,615.00 59,271.90- 1,866.67
ASSET BCKD SEC SER 2022-A1 CL A1 99.9925 96.0410 10/31/23
DTD 03/30/2022 2.800% 03/15/2027
NON CALLABLE
14041NFZ9
2,250,000.000 CAPITAL ONE MULTI-ASSET EXECUTIVE 2,249,640.45 2,172,622.50 77,017.95- 3,490.01
ASSET BCKD SEC SER 2022-A2 CL A 99.9840 96.5610 10/31/23
DTD 06/14/2022 3.490% 05/15/2027
NON CALLABLE
14041NGA3
1,685,000.000 CAPITAL ONE MULTI-ASSET EXECUT 1,684,767.81 1,603,388.71 81,379.10- 778.84
SER 2021-A3 CL A3 *0 DAY DELAY* 99.9862 95.1566 10/31/23
DTD 11/30/21 1.040 11/16/2026
14041NFY2
747,839.350 CAPITAL ONE PRIME AUTO RECEIVA 747,825.21 718,172.56 29,652.65- 285.84
SER 2021-1 CL A3 *0 DAY DELAY* 99.9981 96.0330 10/31/23
DTD 10/27/21 0.860 09/15/2026
14044CAC6
2,250,000.000 CARMAX AUTO OWNER TRUST 2,249,946.90 2,187,382.50 62,564.40- 3,970.01
ASSET BCKD SEC SER 2022-3 CL A3 99.9976 97.2170 10/31/23
DTD 07/20/2022 3.970% 04/15/2027
CALLABLE
14318MAD1
2,640,000.000 CARMAX AUTO OWNER TRUST 2,639,380.92 2,614,075.20 25,305.72- 6,265.60
ASSET BCKD SEC SER 2022-4 CL A3 99.9765 99.0180 10/31/23
DTD 10/31/2022 5.340% 08/16/2027
CALLABLE
14318UAD3
1,260,000.000 CARMAX AUTO OWNER TRUST 1,259,808.35 1,229,495.40 30,312.95- 1,954.40
ASSET BCKD SEC SER 2022-2 CL A3 99.9848 97.5790 10/31/23
DTD 04/28/2022 3.490% 02/16/2027
CALLABLE
14317HAC5
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
183,339.230 CARMAX AUTO OWNER TRUST 183,298.88 180,570.81 2,728.07- 40.74
SER 2020-4 CL A3 *0 DAY DELAY* 99.9780 98.4900 10/31/23
DTD 10/21/20 0.500 08/15/2025
14316HAC6
363,406.280 CARMAX AUTO OWNER TRUST 363,327.96 353,743.31 9,584.65- 83.99
SER 2021-2 CL A3 *0 DAY DELAY* 99.9784 97.3410 10/31/23
DTD 04/21/21 0.520 02/17/2026
14314QAC8
953,453.020 CARMAX AUTO OWNER TRUST 953,296.17 915,496.06 37,800.11- 233.07
SER 2021-3 CL A3 *0 DAY DELAY* 99.9835 96.0190 10/31/23
DTD 07/28/21 0.550 06/15/2026
14317DAC4
11,182.440 CARMAX AUTO OWNER TRUST 11,180.52 11,166.67 13.85- 3.08
SER 2020-3 CL A3 *0 DAY DELAY* 99.9828 99.8590 10/31/23
DTD 07/22/20 0.620 03/17/2025
14315FAD9
287,968.630 CNH EQUIPMENT TRUST 287,901.30 279,453.40 8,447.90- 51.19
SER 2021-A CL A3 *0 DAY DELAY* 99.9766 97.0430 10/31/23
DTD 03/15/21 0.400 12/15/2025
12598AAC4
2,375,000.000 DAIMLER TRUCKS RETAIL TRUST 2,374,842.30 2,355,643.75 19,198.55- 5,520.56
ASSET BCKD SEC SER 2022-1 CL A3 99.9934 99.1850 10/31/23
DTD 10/19/2022 5.230% 02/17/2026
NON CALLABLE
233869AC0
3,025,000.000 DISCOVER CARD EXECUTION NOTE 3,024,754.07 2,917,037.75 107,716.32- 4,463.56
ASSET BCKD SEC SER 2022-A2 CL A 99.9919 96.4310 10/31/23
DTD 05/26/2022 3.320% 05/15/2027
NON CALLABLE
254683CS2
2,695,000.000 DISCOVER CARD EXECUTION NOTE 2,694,665.55 2,597,225.40 97,440.15- 4,264.09
ASSET BCKD SEC SER 2022-A3 CL A3 99.9876 96.3720 10/31/23
DTD 08/09/2022 3.560% 07/15/2027
NON CALLABLE
254683CW3
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 3,970,000.000 DISCOVER CARD EXECUTION NOTE 3,969,769.74 3,853,162.90 116,606.84- 7,604.78
ASSET BCKD SEC SER 2023-A1 CL A 99.9942 97.0570 10/31/23
DTD 04/11/2023 4.310% 03/15/2028
NON CALLABLE
254683CY9
875,000.000 DISCOVER CARD EXECUTION NOTE T 874,812.66 835,283.75 39,528.91- 225.56
SER 2021-A1 CL A1 *0 DAY DELAY* 99.9786 95.4610 10/31/23
DTD 09/27/21 0.580 09/15/2026
254683CP8
1,630,000.000 FORD CREDIT AUTO OWNER TRUST 1,629,829.99 1,596,389.40 33,440.59- 3,368.67
ASSET BCKD SEC SER 2023-A CL A3 99.9896 97.9380 10/31/23
DTD 03/31/2023 5.690% 02/15/2028
CALLABLE
344928AD8
1,230,000.000 FORD CREDIT AUTO OWNER TRUST 1,229,933.46 1,206,187.20 23,746.26- 2,044.53
ASSET BCKD SEC SER 2022-B CL A3 99.9946 98.0640 10/31/23
DTD 06/27/2022 3.740% 09/15/2026
CALLABLE
34534LAD9
311,448.660 FORD CREDIT AUTO OWNER TRUST 311,422.41 305,378.53 6,043.88- 41.53
SER 2021-A CL A3 *0 DAY DELAY* 99.9916 98.0510 10/31/23
DTD 02/22/21 0.300 08/15/2025
34532NAC9
657,693.620 FORD CREDIT AUTO OWNER TRUST 657,615.49 637,291.96 20,323.53- 377.08
SER 2022-A CL A3 *0 DAY DELAY* 99.9881 96.8980 10/31/23
DTD 01/24/22 1.290 06/15/2026
345286AC2
795,000.000 GM FINANCIAL SECURITIZED TERM 794,833.85 773,423.70 21,410.15- 1,026.88
ASSET BCKD SEC SER 2022-2 CL A3 99.9791 97.2860 10/31/23
DTD 04/13/2022 3.100% 02/16/2027
CALLABLE
362585AC5
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 1,375,000.000 GM FINANCIAL SECURITIZED TERM 1,374,990.51 1,338,810.00 36,180.51- 2,085.29
ASSET BCKD SEC SER 2022-3 CL A3 99.9993 97.3680 10/31/23
DTD 07/13/2022 3.640% 04/16/2027
CALLABLE
36265WAD5
1,740,000.000 GM FINANCIAL SECURITIZED TERM 1,739,952.15 1,697,265.60 42,686.55- 3,240.75
ASSET BCKD SEC SER 2023-2 CL A3 99.9972 97.5440 10/31/23
DTD 04/12/2023 4.470% 02/16/2028
CALLABLE
362583AD8
83,267.920 GM FINANCIAL SECURITIZED TERM 83,250.12 82,247.89 1,002.23- 13.18
SER 2020-4 CL A3 *0 DAY DELAY* 99.9786 98.7750 10/31/23
DTD 10/14/20 0.380 08/18/2025
D
36260KAC8
109,766.250 GM FINANCIAL SECURITIZED TERM 109,741.14 109,036.30 704.84- 20.57
SER 2020-3 CL A3 *0 DAY DELAY* 99.9771 99.3350 10/31/23
DTD 08/19/20 0.450 04/16/2025
362590AC5
646,273.510 GM FINANCIAL SECURITIZED TERM 646,217.35 622,135.19 24,082.16- 339.29
SER 2022-1 CL A3 *0 DAY DELAY* 99.9913 96.2650 10/31/23
DTD 01/19/22 1.260 11/16/2026
380146AC4
1,624,771.760 HARLEY-DAVIDSON MOTORCYCLE TRUST 1,624,501.24 1,590,229.11 34,272.13- 2,209.69
ASSET BCKD SEC SER 2022-A CL A3 99.9834 97.8740 10/31/23
DTD 04/20/2022 3.060% 02/15/2027
CALLABLE
41284YAD8
5,530,000.000 HARLEY-DAVIDSON MOTORCYCLE TRU 5,552,616.18 5,458,718.30 93,897.88- 12,411.79
ASSET BCKD SEC SER 2023-A CL A3 100.4090 98.7110 10/31/23
DTD 02/23/2023 5.050% 12/15/2027
NON CALLABLE
41285JAD0
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯ 1,720,000.000 HONDA AUTO RECEIVABLES OWNER TRUST 1,719,680.42 1,695,077.20 24,603.22- 2,408.00
ASSET BCKD SEC SER 2023-1 CL A3 99.9814 98.5510 10/31/23
DTD 02/24/2023 5.040% 04/21/2027
CALLABLE
43815JAC7
88,021.580 HONDA AUTO RECEIVABLES OWNER T 88,008.65 87,464.40 544.25- 11.77
SER 2020-3 CL A3 *0 DAY DELAY* 99.9853 99.3670 10/31/23
DTD 09/29/20 0.370 10/18/2024
43813KAC6
722,022.120 HONDA AUTO RECEIVABLES OWNER T 721,869.91 697,408.39 24,461.52- 176.49
SER 2021-4 CL A3 *0 DAY DELAY* 99.9789 96.5910 10/31/23
DTD 11/24/21 0.880 01/21/2026
43815GAC3
875,000.000 HYUNDAI AUTO RECEIVABLES TRUST 874,966.31 845,258.75 29,707.56- 863.33
ASSET BCKD SEC SER 2022-A CL A3 99.9961 96.6010 10/31/23
DTD 03/16/2022 2.220% 10/15/2026
CALLABLE
448977AD0
2,000,000.000 HYUNDAI AUTO RECEIVABLES TRUST 1,999,804.80 1,961,480.00 38,324.80- 4,071.11
ASSET BCKD SEC SER 2023-A CL A3 99.9902 98.0740 10/31/23
DTD 04/12/2023 4.580% 04/15/2027
CALLABLE
448979AD6
2,780,000.000 HYUNDAI AUTO RECEIVABLES TRUST 2,779,986.66 2,758,343.80 21,642.86- 6,659.64
ASSET BCKD SEC SER 2022-C CL A3 99.9995 99.2210 10/31/23
DTD 11/09/2022 5.390% 06/15/2027
CALLABLE
44933DAD3
91,787.300 HYUNDAI AUTO RECEIVABLES TRUST 91,766.16 90,842.81 923.35- 15.50
SER 2020-C CL A3 *0 DAY DELAY* 99.9770 98.9710 10/31/23
DTD 10/28/20 0.380 05/15/2025
44891RAC4
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON INVESTMENT POOLAS OF OCTOBER 31, 2023 ACCOUNT NUMBER¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯
COST VALUE MARKET VALUE PRICING UNREALIZED ACCRUEDPAR VALUE/SHARES DESCRIPTION / UNIT COST / UNIT PRICE DATE GAIN/LOSS INCOME¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯¯ ¯¯¯¯¯¯¯¯¯¯
255,111.340 HYUNDAI AUTO RECEIVABLES TRUST 255,084.50 250,243.82 4,840.68- 43.09
SER 2021-A CL A3 *0 DAY DELAY* 99.9895 98.0920 10/31/23
DTD 04/28/21 0.380 09/15/2025
44933LAC7
559,323.380 HYUNDAI AUTO RECEIVABLES TRUST 559,198.54 540,899.27 18,299.27- 183.96
SER 2021-C CL A3 *0 DAY DELAY* 99.9777 96.7060 10/31/23
DTD 11/17/21 0.740 05/15/2026
44935FAD6
2,615,000.000 JOHN DEERE OWNER TRUST 2,614,797.08 2,585,764.30 29,032.78- 5,915.71
ASSET BCKD SEC SER 2022-C CL A3 99.9922 98.8820 10/31/23
DTD 10/19/2022 5.090% 06/15/2027
CALLABLE
47800BAC2
723,100.580 JOHN DEERE OWNER TRUST 722,940.63 701,675.11 21,265.52- 745.60
ASSET BCKD SEC SER 2022-A CL A3 99.9779 97.0370 10/31/23
DTD 03/16/2022 2.320% 09/16/2026
NON CALLABLE
47787JAC2
1,125,000.000 JOHN DEERE OWNER TRUST 1,124,892.56 1,092,768.75 32,123.81- 1,870.00
ASSET BCKD SEC SER 2022-B CL A3 99.9904 97.1350 10/31/23
DTD 07/20/2022 3.740% 02/16/2027
NON CALLABLE
47800AAC4
215,286.650 JOHN DEERE OWNER TRUST 215,245.27 210,651.53 4,593.74- 34.45
SER 2021-A CL A3 *0 DAY DELAY* 99.9808 97.8470 10/31/23
DTD 03/10/21 0.360 09/15/2025
47788UAC6
4,273.690 JOHN DEERE OWNER TRUST 4,273.04 4,264.76 8.28- 0.98
SER 2020-B CL A3 *0 DAY DELAY* 99.9848 99.7910 10/31/23
DTD 07/22/20 0.510 11/15/2024
47787NAC3
1,645,000.000 KUBOTA CREDIT OWNER TRUST 1,644,764.77 1,575,926.45 68,838.32- 1,952.07
ASSET BCKD SEC SER 2022-1A CL A3 99.9857 95.8010 10/31/23
DTD 03/23/2022 2.670% 10/15/2026
CALLABLE
144A PRIVATE PLACEMENT
50117EAC8
STATEMENT OF ASSETS AND LIABILITIES CITY OF TUCSON…
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