|
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 />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%1.784
<br />1.769
<br />$93.73
<br />$9,373,200.00
<br />($626,800.00)2.42%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%1.896
<br />1.871
<br />$94.35
<br />$4,717,500.00
<br />($282,500.00)1.22%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%1.918
<br />1.896
<br />$94.04
<br />$4,702,100.00
<br />($295,400.00)1.21%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%1.997
<br />1.975
<br />$94.23
<br />$3,533,700.00
<br />($216,300.00)0.91%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%2.074
<br />2.030
<br />$94.25
<br />$4,712,400.00
<br />($287,600.00)1.21%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%2.074
<br />2.027
<br />$94.28
<br />$2,828,361.00
<br />($171,639.00)0.73%Aaa
<br />AA+
<br />3130AQKM4 FHLB 1.750%
<br />01/28/2027
<br />1/28/2022
<br />1/28/2022
<br />$1,500,000.00 $1,500,000.00 $1,500,000.00 1.75%2.077
<br />2.030
<br />$94.26
<br />$1,413,870.00
<br />($86,130.00)0.36%Aaa
<br />AA+
<br />3130AQSA2 FHLB 1.830%
<br />02/10/2027
<br />2/10/2022
<br />2/10/2022
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 1.83%2.112
<br />2.062
<br />$94.32
<br />$4,715,800.00
<br />($284,200.00)1.22%Aaa
<br />AA+
<br />3133ENPB0 FFCB 2.180%
<br />02/16/2027
<br />2/16/2022
<br />2/16/2022
<br />$3,500,000.00 $3,500,000.00 $3,500,000.00 2.18%2.129
<br />2.070
<br />$95.02
<br />$3,325,805.00
<br />($174,195.00)0.86%Aaa
<br />AA+
<br />3130AQW33 FHLB 2.020%
<br />02/24/2027
<br />2/24/2022
<br />2/24/2022
<br />$5,000,000.00 $5,000,000.00 $5,000,000.00 2.02%2.151
<br />2.096
<br />$94.57
<br />$4,728,350.00
<br />($271,650.00)1.22%Aaa
<br />AA+
<br />3130AQYA5 FHLB 2.250%
<br />02/24/2027
<br />2/28/2022
<br />2/28/2022
<br />$1,500,000.00 $1,500,000.00 $1,500,000.00 2.25%2.151
<br />2.090
<br />$95.13
<br />$1,426,935.00
<br />($73,065.00)0.37%Aaa
<br />AA+
<br />3130ARC82 FHLB 2.100%
<br />03/29/2027
<br />3/29/2022
<br />3/29/2022
<br />$3,000,000.00 $3,000,000.00 $3,000,000.00 2.10%2.241
<br />2.191
<br />$94.90
<br />$2,847,090.00
<br />($152,910.00)0.73%Aaa
<br />AA+
<br />3133ENUH1 FFCB 3.330%
<br />04/12/2027
<br />4/12/2022
<br />4/12/2022
<br />$2,000,000.00 $2,000,000.00 $2,000,000.00 3.33%2.279
<br />2.199
<br />$97.28
<br />$1,945,560.00
<br />($54,440.00)0.50%Aaa
<br />AA+
<br />3133ENVV9 FFCB 3.630%
<br />05/03/2027
<br />5/3/2022
<br />5/3/2022
<br />$3,000,000.00 $3,000,000.00 $3,000,000.00 3.63%2.337
<br />2.250
<br />$97.60
<br />$2,927,940.00
<br />($72,060.00)0.75%Aaa
<br />AA+
<br />3130AFFX0 FHLB 3.250%
<br />11/16/2028
<br />1/26/2024
<br />1/26/2024
<br />$1,000,000.00 $969,118.00 $969,118.00 3.96%3.879
<br />3.653
<br />$96.04
<br />$960,350.00
<br />($8,768.00)0.25%Aaa
<br />AA+
<br />3133EPW84 FFCB 3.875%
<br />01/18/29
<br />1/26/2024
<br />1/26/2024
<br />$1,000,000.00 $992,169.00 $992,169.00 4.05%4.052
<br />3.714
<br />$97.60
<br />$975,990.00
<br />($16,179.00)0.25%Aaa
<br />AA+
<br />3133ENUR9 FFCB 3.700%
<br />04/18/2029
<br />7/25/2024
<br />7/26/2024
<br />$5,725,000.00 $5,556,742.25 $5,556,742.25 4.39%4.299
<br />3.975
<br />$95.82
<br />$5,485,523.25
<br />($71,219.00)1.41%Aaa
<br />AA+
<br />3130B1BC0 FHLB 4.625%
<br />06/08/2029
<br />7/22/2024
<br />7/23/2024
<br />$2,950,000.00 $3,001,300.50 $3,001,300.50 4.22%4.438
<br />4.051
<br />$100.57
<br />$2,966,874.00
<br />($34,426.50)0.76%Aaa
<br />AA+
<br />Page 6 of 15
<br />City of Santa Ana
<br />POSITION STATEMENT
<br />As of December 31, 2024
|