|
CUSIP Security
<br />Description
<br />Trade Date/
<br />Settlement
<br />Date
<br />Par Value
<br />Principal Cost/
<br />Purchased
<br />Interest
<br />Total Cost Yield at
<br />Cost
<br />Maturity/
<br />Duration
<br />Market Price/
<br />Market Value
<br />Unrealized Gain/
<br />(Loss)
<br />% of
<br />Assets
<br />Moody's/
<br />S&P
<br />Rating
<br />61768U3U9 Morgan Stanley
<br />Private Bank,
<br />National Association
<br />2.250% 03/30/2027
<br />3/31/2022
<br />3/31/2022
<br />$248,000.00 $248,000.00 $248,000.00 2.25%2.496
<br />2.439
<br />$93.88
<br />$232,830.34
<br />($15,169.66)0.06%
<br />61773TCX9 Morgan Stanley
<br />Bank, National
<br />Association 2.250%
<br />03/30/2027
<br />3/31/2022
<br />3/31/2022
<br />$248,000.00 $248,000.00 $248,000.00 2.25%2.496
<br />2.439
<br />$93.88
<br />$232,830.34
<br />($15,169.66)0.06%
<br />SubTotal $6,696,000.00 $6,696,000.00 $6,696,000.00 1.17%$6,294,277.94 ($401,722.06)1.64%
<br />U.S. Treasury Bond
<br />912797GW1 UST 10/03/2024 4/12/2024
<br />4/12/2024
<br />$9,250,000.00 $9,021,093.30 $9,021,093.30 5.40%0.008
<br />0.008
<br />$99.96
<br />$9,246,577.50
<br />$225,484.20 2.41%Aaa
<br />AA+
<br />SubTotal $9,250,000.00 $9,021,093.30 $9,021,093.30 5.40%$9,246,577.50 $225,484.20 2.41%
<br />U.S. Treasury Note
<br />91282CKD2 UST 4.250%
<br />02/28/2029
<br />7/30/2024
<br />7/31/2024
<br />$6,000,000.00 $6,051,328.13 $6,051,328.13 4.04%4.416
<br />4.075
<br />$103.06
<br />$6,183,750.00
<br />$132,421.87 1.61%Aaa
<br />AA+
<br />91282CKG5 UST 4.125%
<br />03/31/2029
<br />7/24/2024
<br />7/25/2024
<br />$3,675,000.00 $3,671,411.13 $3,671,411.13 4.15%4.501
<br />4.084
<br />$102.55
<br />$3,768,598.58
<br />$97,187.45 0.98%Aaa
<br />AA+
<br />SubTotal $9,675,000.00 $9,722,739.26 $9,722,739.26 4.08%$9,952,348.58 $229,609.32 2.60%
<br />Grand Total $393,676,225.58 $391,777,481.55
<br />$228,649.16
<br />$392,006,130.71 2.29%$383,338,180.37 ($8,439,301.18)100.00%
<br />Page 16 of 21
<br />City of Santa Ana
<br />POSITION STATEMENT
<br />As of September 30, 2024
<br />
<br />
<br />City Council 5 – 18 12/3/2024
|