|
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 />3133EMSU7 FFCB 0.800%
<br />03/09/2026
<br />3/9/2021
<br />3/9/2021
<br />$4,000,000.00 $4,000,000.00 $4,000,000.00 0.80%1.438
<br />1.436
<br />$95.53
<br />$3,821,040.00
<br />($178,960.00)1.00%Aaa
<br />AA+
<br />3130AMYC0 FHLB 1.000%
<br />03/30/2026
<br />6/30/2021
<br />6/30/2021
<br />$6,000,000.00 $6,000,000.00 $6,000,000.00 1.00%1.496
<br />1.492
<br />$95.68
<br />$5,740,980.00
<br />($259,020.00)1.50%Aaa
<br />AA+
<br />3130ALW67 FHLB 1.100%
<br />04/22/2026
<br />4/22/2021
<br />4/22/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 1.10%1.559
<br />1.544
<br />$95.67
<br />$4,783,400.00
<br />($216,600.00)1.25%Aaa
<br />AA+
<br />3130ANFG0 FHLB 0.875%
<br />05/18/2026
<br />8/18/2021
<br />8/18/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 0.88%1.630
<br />1.623
<br />$95.15
<br />$4,757,400.00
<br />($242,600.00)1.24%Aaa
<br />AA+
<br />3130AP3A1 FHLB 0.850%
<br />06/29/2026
<br />9/29/2021
<br />9/29/2021
<br />$5,000,000.00 $4,998,750.00 $4,998,750.00 0.86%1.745
<br />1.737
<br />$94.81
<br />$4,740,650.00
<br />($258,100.00)1.24%Aaa
<br />AA+
<br />3130AMYU0 FHLB 1.050%
<br />06/30/2026
<br />6/30/2021
<br />6/30/2021
<br />$6,000,000.00 $6,000,000.00 $6,000,000.00 1.05%1.748
<br />1.734
<br />$95.14
<br />$5,708,220.00
<br />($291,780.00)1.49%Aaa
<br />AA+
<br />3130ANE30 FHLB 1.250%
<br />07/29/2026
<br />7/29/2021
<br />7/29/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 0.88%1.827
<br />1.808
<br />$95.43
<br />$4,771,550.00
<br />($228,450.00)1.24%Aaa
<br />AA+
<br />3130ANFU9 FHLB 0.850%
<br />07/29/2026
<br />7/29/2021
<br />7/29/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 0.85%1.827
<br />1.817
<br />$94.60
<br />$4,730,050.00
<br />($269,950.00)1.23%Aaa
<br />AA+
<br />3133EM2C5 FFCB 0.710%
<br />08/10/2026
<br />8/10/2021
<br />8/10/2021
<br />$6,000,000.00 $6,000,000.00 $6,000,000.00 0.71%1.860
<br />1.850
<br />$94.22
<br />$5,653,020.00
<br />($346,980.00)1.47%Aaa
<br />AA+
<br />3130ANQ78 FHLB 0.900%
<br />08/27/2026
<br />8/27/2021
<br />8/27/2021
<br />$6,000,000.00 $6,000,000.00 $6,000,000.00 0.90%1.907
<br />1.894
<br />$94.66
<br />$5,679,780.00
<br />($320,220.00)1.48%Aaa
<br />AA+
<br />3130APB79 FHLB 1.000%
<br />09/30/2026
<br />9/30/2021
<br />9/30/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 1.00%2.000
<br />1.985
<br />$94.37
<br />$4,718,600.00
<br />($281,400.00)1.23%Aaa
<br />AA+
<br />3130AP3E3 FHLB 0.820%
<br />09/30/2026
<br />9/30/2021
<br />9/30/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 0.82%2.000
<br />1.987
<br />$94.31
<br />$4,715,400.00
<br />($284,600.00)1.23%Aaa
<br />AA+
<br />3130APB46 FHLB 0.950%
<br />10/13/2026
<br />10/13/2021
<br />10/13/2021
<br />$10,000,000.00 $10,000,000.00 $10,000,000.00 0.95%2.036
<br />2.012
<br />$94.19
<br />$9,418,700.00
<br />($581,300.00)2.46%Aaa
<br />AA+
<br />3130APQB4 FHLB 1.500%
<br />11/23/2026
<br />11/23/2021
<br />11/23/2021
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 1.50%2.148
<br />2.109
<br />$95.10
<br />$4,755,200.00
<br />($244,800.00)1.24%Aaa
<br />AA+
<br />3130APVC6 FHLB 1.375%
<br />12/01/2026
<br />12/14/2021
<br />12/14/2021
<br />$5,000,000.00 $4,997,500.00 $4,997,500.00 1.40%2.170
<br />2.134
<br />$94.81
<br />$4,740,250.00
<br />($257,250.00)1.24%Aaa
<br />AA+
<br />3130AQAB9 FHLB 1.625%
<br />12/30/2026
<br />12/30/2021
<br />12/30/2021
<br />$3,750,000.00 $3,750,000.00 $3,750,000.00 1.63%2.249
<br />2.209
<br />$95.10
<br />$3,566,062.50
<br />($183,937.50)0.93%Aaa
<br />AA+
<br />3130AQNR0 FHLB 1.750%
<br />01/27/2027
<br />1/27/2022
<br />1/27/2022
<br />$3,000,000.00 $3,000,000.00 $3,000,000.00 1.75%2.326
<br />2.281
<br />$95.26
<br />$2,857,719.00
<br />($142,281.00)0.75%Aaa
<br />AA+
<br />3130AQLQ4 FHLB 1.650%
<br />01/27/2027
<br />1/27/2022
<br />1/27/2022
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 1.65%2.326
<br />2.283
<br />$95.05
<br />$4,752,450.00
<br />($247,550.00)1.24%Aaa
<br />AA+
<br />Page 11 of 21
<br />City of Santa Ana
<br />POSITION STATEMENT
<br />As of September 30, 2024
|