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A001 - Council Action Form dated October 22, 2024
To:Mayor and City Council From:City Clerk's Office Date:October 22, 2024 Subject:Investment Report for Quarter Ending September 30, 2024 Item No. 11 MEMO Please see that attached memo and report provided by the City Treasurer for your review and approval. ATTACHMENT(S): Quarterly Investment Reprt September 2024.pdf City Clerk's Office 515.239.5105 main 515.239.5142 fax 515 Clark Ave. P.O. Box 811 Ames, IA 50010 www.CityofAmes.org 1 Caring People Quality Programs Exceptional Service 515.239.5119 main 515.239-5320 fax 515 Clark Ave. P.O. Box 811 Ames, IA 50010 www.CityofAmes.org City Treasurer MEMO To: Mayor and City Council From: Roger Wisecup, CPA City Treasurer Date: October 9, 2024 Subject: Investment Report for Quarter Ending September 30, 2024 Introduction The purpose of this memorandum is to present a report summarizing the performance of the City of Ames investment portfolio for the quarter ending September 30, 2024. Discussion This report covers the period ending September 30, 2024, and presents a summary of the investments on hand at the end of September 2024. The investments are valued at amortized cost; this reflects the same basis that the assets are carried on the financial records of the City. All investments are in compliance with the current Investment Policy. Comments The Federal Reserve lowered the federal fund rate at From 5.25-5.50 percent to 4.75- 5.00 percent in the last quarter. The yield curve is currently inverted, making shorter maturities pay higher interest rates than longer maturities. Future investments will be made at current interest rates and future interest income will decrease. We will continue to evaluate our current investment strategy, remaining flexible to future investments while the Federal Reserve evaluates the target rate. 2 BOOK MARKET UN-REALIZED DESCRIPTION VALUE VALUE GAIN/(LOSS) CERTIFICATES OF DEPOSIT 0 FEDERAL AGENCY DISCOUNTS 1,979,140 1,978,892 (248) FEDERAL AGENCY SECURITIES 119,985,290 120,030,151 44,861 COMMERCIAL PAPER 21,856,367 21,788,326 (68,042) MISC COUPON SECURITIES 0 PASS THRU SECURITIES PAC/CMO 4,862,241 5,092,926 230,685 MONEY FUND SAVINGS ACCOUNTS 305,215 305,215 0 PASSBOOK/CHECKING ACCOUNTS 0 US TREASURY DISCOUNTS 10,867,523 10,869,798 2,275 US TREASURY SECURITIES 68,513,770 68,147,140 (366,631) INVESTMENTS 228,369,546 228,212,446 (157,100) CASH ACCOUNTS 33,561,421 33,561,421 TOTAL FUNDS AVAILABLE 261,930,967 261,773,867 (157,100) ACCRUAL BASIS INVESTMENT EARNINGS YR-TO-DATE GROSS EARNINGS ON INVESTMENTS:2,111,043 INTEREST EARNED ON CASH:465,625 TOTAL INTEREST EARNED:2,576,668 AND THE ACCUMULATED YEAR-TO-DATE CITY OF AMES, IOWA CASH AND INVESTMENTS SUMMARY AND SUMMARY OF INVESTMENT EARNINGS FOR THE QUARTER ENDED SEPTEMBER 30, 2024 3 4 YTM 365 Page 1 Par Value Book Value Maturity Date Stated RateMarket Value September 30, 2024 Portfolio Details - Investments Average BalanceIssuer Portfolio Management Investments FY 2024-2025 Days to Maturity YTM 360CUSIPInvestment # Purchase Date Money Market 0.300First Interstate Bank4531558874 305,214.80 305,214.80 0.300305,214.80 0.296SYS4531558874B 1 305,214.80 0.296305,214.80305,214.80305,031.25Subtotal and Average 0.300 1 Commercial Paper Disc. -Amortizing 5.460AlingHi Funding1163-24 2,000,000.00 1,994,003.33 10/22/20245.14003/05/2024 1,933,980.00 5.38501626FKN7 21 5.517Credit Agricole1169-24 3,000,000.00 2,993,921.67 10/15/20245.21004/12/2024 2,993,910.00 5.44222533TKF2 14 4.267Credit Agricole1207-24A 2,700,000.00 2,619,202.50 06/24/20254.05009/30/2024 2,612,088.00 4.20922533TTQ9 266 4.267Credit Agricole1207-24B 2,000,000.00 1,940,150.00 06/24/20254.05009/30/2024 1,934,880.00 4.20922533TTQ9 266 5.129GTA Financial1187-24 1,500,000.00 1,479,375.00 01/09/20254.95008/05/2024 1,480,215.00 5.05940060WN99 100 5.563KOOKNY1170-24 1,500,000.00 1,494,093.75 10/28/20245.25004/15/2024 1,494,330.00 5.48750050EKU6 27 5.201Misubishi Union Financial of J1155-24A 1,500,000.00 1,494,487.50 10/28/20244.90002/02/2024 1,494,376.50 5.13062479LKU8 27 5.201Misubishi Union Financial of J1155-24B 1,000,000.00 996,325.00 10/28/20244.90002/02/2024 996,251.00 5.13062479LKU8 27 4.540Misubishi Union Financial of J1202-24 3,000,000.00 2,936,490.00 03/24/20254.38009/25/2024 2,936,490.00 4.47862479LQQ1 174 5.142Natixis1188-24A 1,000,000.00 981,043.33 02/19/20254.84008/05/2024 982,440.00 5.07263873JPK0 141 5.142Natixis1188-24B 1,500,000.00 1,471,565.00 02/19/20254.84008/05/2024 1,473,660.00 5.07263873JPK0 141 4.333Toyota1201-24 1,500,000.00 1,455,710.00 06/16/20254.12009/25/2024 1,455,705.00 4.27389232LTG1 258 21,856,367.08 4.87221,788,325.5022,200,000.0017,204,898.14Subtotal and Average 4.940 127 Federal Agency Coupon Securities 0.600Farmer Mac0962-20 1,000,000.00 1,000,000.00 11/20/20250.60011/20/2020 959,176.60 0.59231422B3F5 415 5.094Farmer Mac1118-23A 1,500,000.00 1,496,995.46 08/14/20254.85008/23/2023 1,507,203.30 5.02531422X5Y4 317 5.094Farmer Mac1118-23B 1,000,000.00 997,996.98 08/14/20254.85008/23/2023 1,004,802.20 5.02531422X5Y4 317 4.701Farmer Mac1160-24A 1,500,000.00 1,422,799.88 01/15/20260.48002/20/2024 1,433,667.75 4.63631422B6K1 471 4.701Farmer Mac1160-24B 1,000,000.00 948,533.26 01/15/20260.48002/20/2024 955,778.50 4.63631422B6K1 471 0.341Federal Farm Credit0977-21A 1,000,000.00 999,953.76 11/12/20240.30003/02/2021 994,758.90 0.3363133EMQQ8 42 0.341Federal Farm Credit0977-21B 1,500,000.00 1,499,930.64 11/12/20240.30003/02/2021 1,492,138.35 0.3363133EMQQ8 42 3.232Federal Farm Credit1045-22A 1,500,000.00 1,493,000.00 11/25/20252.80006/13/2022 1,480,632.45 3.1883133ENXQ8 420 3.232Federal Farm Credit1045-22B 1,000,000.00 995,333.33 11/25/20252.80006/13/2022 987,088.30 3.1883133ENXQ8 420 4.710Federal Farm Credit1069-22 2,500,000.00 2,347,512.28 05/27/20260.66010/14/2022 2,372,317.75 4.6463133EMHH8 603 5.401Federal Farm Credit1135-23 3,091,000.00 3,091,460.88 11/25/20245.50010/13/2023 3,093,890.39 5.3273133EPWP6 55 4.675Federal Farm Credit1179-24 1,000,000.00 853,784.00 06/01/20291.12505/31/2024 887,009.90 4.6113133EMHZ8 1,704 4.540Federal Farm Credit1184-24A 1,500,000.00 1,429,948.73 03/15/20272.50007/10/2024 1,423,530.00 4.4783133ENRK8 895 4.540Federal Farm Credit1184-24B 1,000,000.00 953,299.15 03/15/20272.50007/10/2024 949,020.00 4.4783133ENRK8 895 3.606Federal Farm Credit1199-24A 1,500,000.00 1,547,064.94 07/30/20265.00009/20/2024 1,543,551.22 3.5563133EPZY4 667 3.606Federal Farm Credit1199-24B 1,000,000.00 1,031,376.62 07/30/20265.00009/20/2024 1,029,034.14 3.5563133EPZY4 667 3.431Federal Farm Credit1212-24 1,000,000.00 1,022,117.28 04/13/20263.75009/30/2024 1,022,117.28 3.3843133EPFT7 559 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PM2) 7.3.11 Report Ver. 7.3.11 5 YTM 365 Page 2 Par Value Book Value Maturity Date Stated RateMarket Value September 30, 2024 Portfolio Details - Investments Average BalanceIssuer Portfolio Management Investments FY 2024-2025 Days to Maturity YTM 360CUSIPInvestment # Purchase Date Federal Agency Coupon Securities 0.581Federal Home Loan Bank0975-21 1,000,000.00 999,032.87 02/17/20260.65002/22/2021 954,671.70 0.5733130AL4V3 504 0.841Federal Home Loan Bank0978-21 1,000,000.00 996,531.71 02/11/20260.58003/15/2021 954,196.80 0.8293130AKXB7 498 1.116Federal Home Loan Bank0980-21 2,650,000.00 2,649,104.45 04/14/20261.50004/14/2021 2,552,499.61 1.1013130ALVT8 560 0.600Federal Home Loan Bank0994-21 2,000,000.00 2,000,000.00 05/28/20250.60009/03/2021 1,950,608.60 0.5923130ANKM1 239 3.210Federal Home Loan Bank1056-22 1,810,000.00 1,803,037.59 11/27/20240.62508/05/2022 1,798,289.12 3.1663130AMNR9 57 3.210Federal Home Loan Bank1057-22A 1,500,000.00 1,491,438.62 01/13/20251.10008/05/2022 1,484,629.35 3.1663130AQGT4 104 3.210Federal Home Loan Bank1057-22B 1,000,000.00 994,292.41 01/13/20251.10008/05/2022 989,752.90 3.1663130AQGT4 104 3.746Federal Home Loan Bank1060-22 1,500,000.00 1,495,218.39 06/06/20253.25009/13/2022 1,488,052.05 3.6943130AS6N4 248 4.148Federal Home Loan Bank1061-22 1,500,000.00 1,499,769.72 08/28/20254.13009/13/2022 1,496,188.35 4.0913130ASZD4 331 4.000Federal Home Loan Bank1062-22 1,500,000.00 1,500,000.00 09/29/20254.00009/29/2022 1,497,383.70 3.9453130AT7A9 363 3.660Federal Home Loan Bank1064-22 1,500,000.00 1,497,397.72 12/13/20242.75009/14/2022 1,494,172.80 3.6103130A3GE8 73 4.600Federal Home Loan Bank1085-22 1,000,000.00 996,505.10 12/13/20242.75011/30/2022 996,115.20 4.5373130A3GE8 73 5.063Federal Home Loan Bank1093-23A 1,500,000.00 1,500,678.05 07/28/20255.12503/27/2023 1,500,255.15 4.9943130AUNY6 300 5.063Federal Home Loan Bank1093-23B 1,000,000.00 1,000,452.03 07/28/20255.12503/27/2023 1,000,170.10 4.9943130AUNY6 300 2.997Federal Home Loan Bank1107-23 1,000,000.00 1,000,834.06 03/14/20254.62504/20/2023 1,000,480.40 2.9563130AUZC1 164 5.070Federal Home Loan Bank1119-23 1,000,000.00 999,724.26 02/28/20255.00009/06/2023 1,001,761.10 5.0013130AV7L0 150 5.050Federal Home Loan Bank1120-23A 1,500,000.00 1,465,265.03 04/14/20250.50009/08/2023 1,469,080.50 4.9813130AJHU6 195 5.050Federal Home Loan Bank1120-23B 1,000,000.00 976,843.35 04/14/20250.50009/08/2023 979,387.00 4.9813130AJHU6 195 5.029Federal Home Loan Bank1121-23A 1,000,000.00 992,343.11 07/14/20254.00009/15/2023 997,280.80 4.9603130ASGW3 286 5.029Federal Home Loan Bank1121-23B 1,000,000.00 992,343.11 07/14/20254.00009/15/2023 997,280.80 4.9603130ASGW3 286 5.194Federal Home Loan Bank1143-23 2,000,000.00 1,944,179.09 06/30/20251.25011/09/2023 1,954,404.80 5.1233130AQ5S8 272 5.111Federal Home Loan Bank1154-24 1,000,000.00 999,945.45 02/21/20255.10001/26/2024 1,000,210.80 5.0413130AUTM6 143 4.532Federal Home Loan Bank1156-24 2,000,000.00 2,000,000.00 09/08/20254.53002/05/2024 2,008,234.00 4.4703130AYTS5 342 4.591Federal Home Loan Bank1157-24 2,000,000.00 2,000,000.00 08/01/20254.59002/08/2024 2,006,751.20 4.5283130AYVK9 304 5.060Federal Home Loan Bank1159-24 1,500,000.00 1,500,000.00 02/13/20265.06002/16/2024 1,501,352.40 4.9913130AYZV1 500 4.770Federal Home Loan Bank1161-24 1,250,000.00 1,199,428.33 12/30/20250.75002/26/2024 1,212,883.13 4.7053130AKLS3 455 4.770Federal Home Loan Bank1162-24 900,000.00 866,838.24 12/30/20251.50002/26/2024 874,943.91 4.7053130AQFB4 455 5.040Federal Home Loan Bank1166-24A 1,500,000.00 1,499,571.71 03/13/20265.02003/20/2024 1,502,313.00 4.9713130B0GG8 528 5.040Federal Home Loan Bank1166-24B 1,000,000.00 999,714.47 03/13/20265.02003/20/2024 1,001,542.00 4.9713130B0GG8 528 4.891Federal Home Loan Bank1175-24 4,000,000.00 3,913,104.37 05/26/20274.00004/15/2024 3,987,814.80 4.8243130ARYA3 967 5.394Federal Home Loan Bank1176-24 4,000,000.00 3,992,338.15 04/10/20285.31004/15/2024 4,016,874.40 5.3203130B0PY9 1,287 2.496Federal Home Loan Bank1178-24 600,000.00 570,859.93 05/26/20262.00004/19/2024 581,872.38 2.4613130AMFN7 602 4.750Federal Home Loan Bank1181-24 1,500,000.00 1,402,568.70 08/13/20261.05006/21/2024 1,425,614.70 4.6853130ANGM6 681 4.741Federal Home Loan Bank1182-24 1,000,000.00 964,565.10 03/30/20262.25007/10/2024 974,752.00 4.6763130ARCU3 545 4.550Federal Home Loan Bank1183-24A 1,500,000.00 1,380,660.17 02/26/20271.00007/10/2024 1,404,816.90 4.4883130ALDA9 878 4.550Federal Home Loan Bank1183-24B 1,000,000.00 920,440.12 02/26/20271.00007/10/2024 936,544.60 4.4883130ALDA9 878 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PM2) 7.3.11 6 YTM 365 Page 3 Par Value Book Value Maturity Date Stated RateMarket Value September 30, 2024 Portfolio Details - Investments Average BalanceIssuer Portfolio Management Investments FY 2024-2025 Days to Maturity YTM 360CUSIPInvestment # Purchase Date Federal Agency Coupon Securities 4.510Federal Home Loan Bank1185-24A 1,410,000.00 1,294,882.13 03/30/20271.00007/10/2024 1,317,710.00 4.4493130ANZB9 910 4.510Federal Home Loan Bank1185-24B 1,000,000.00 918,356.12 03/30/20271.00007/10/2024 934,546.10 4.4493130ANZB9 910 4.560Federal Home Loan Bank1186-24A 1,500,000.00 1,422,352.17 02/24/20260.68007/31/2024 1,431,846.00 4.4983130ALCB8 511 4.560Federal Home Loan Bank1186-24B 1,000,000.00 948,234.78 02/24/20260.68007/31/2024 954,564.00 4.4983130ALCB8 511 3.670Federal Home Loan Bank1190-24A 1,500,000.00 1,437,297.22 10/28/20261.31009/13/2024 1,434,657.00 3.6203130APL29 757 3.670Federal Home Loan Bank1190-24B 1,000,000.00 958,198.15 10/28/20261.31009/13/2024 956,438.00 3.6203130APL29 757 3.690Federal Home Loan Bank1191-24 500,000.00 479,729.74 11/27/20261.50009/13/2024 479,208.33 3.6393130APXV2 787 3.530Federal Home Loan Bank1195-24 1,335,000.00 1,284,147.91 01/27/20271.70009/17/2024 1,276,585.62 3.4823130AQM26 848 3.530Federal Home Loan Bank1196-24 1,250,000.00 1,207,897.26 02/25/20272.00009/17/2024 1,201,919.78 3.4823130AQRQ8 877 4.376Federal Home Loan Bank1204-24 4,000,000.00 4,000,000.00 09/12/20254.55009/25/2024 4,000,000.00 4.3163130B2W43 346 4.597Federal Home Loan Bank1205-24 2,830,000.00 2,833,236.08 06/13/20254.62509/25/2024 2,833,252.53 4.5343130B2RY3 255 3.701Federal Home Loan Bank1211-24 1,000,000.00 1,022,728.59 12/12/20254.50009/30/2024 1,019,844.50 3.6503130ATUC9 437 3.360Federal Home Loan Mortgage Co.1050-22 1,500,000.00 1,498,829.64 12/23/20243.00006/23/2022 1,493,672.25 3.3143134GXVF8 83 5.000Federal Home Loan Mortgage Co.1083-22 1,000,000.00 1,000,000.00 11/27/20245.00011/30/2022 1,000,100.00 4.9323134GY5C2 57 4.429Federal Home Loan Mortgage Co.1100-23 1,500,000.00 1,496,865.84 01/27/20253.75004/13/2023 1,494,873.75 4.3683134GXH98 118 4.927Federal Home Loan Mortgage Co.1106-23A 1,500,000.00 1,501,148.64 02/14/20255.15004/14/2023 1,501,891.95 4.8593134GYJ29 136 4.927Federal Home Loan Mortgage Co.1106-23B 1,000,000.00 1,000,765.76 02/14/20255.15004/14/2023 1,001,261.30 4.8593134GYJ29 136 5.305Federal Home Loan Mortgage Co.1165-24 1,423,000.00 1,422,849.25 01/27/20265.30003/13/2024 1,423,310.50 5.2323134GYEA6 483 3.675Federal Home Loan Mortgage Co.1200-24A 3,000,000.00 2,992,268.16 12/15/20263.55009/24/2024 2,982,336.90 3.6243134HANA7 805 3.675Federal Home Loan Mortgage Co.1200-24B 2,000,000.00 1,994,845.44 12/15/20263.55009/24/2024 1,988,224.60 3.6243134HANA7 805 3.715Federal Nat'l Mtg. Assoc.1063-22 1,500,000.00 1,498,845.06 10/15/20241.62509/14/2022 1,498,187.10 3.6643135G0W66 14 4.723Federal Nat'l Mtg. Assoc.1074-22 1,000,000.00 998,868.33 10/15/20241.62511/09/2022 998,791.40 4.6583135G0W66 14 4.938Federal Nat'l Mtg. Assoc.1174-24 3,850,000.00 3,596,025.79 05/28/20260.70004/15/2024 3,643,328.15 4.8713135GA4Q1 604 4.200Federal Nat'l Mtg. Assoc.1197-24 4,700,000.00 4,585,461.08 06/17/20250.50009/19/2024 4,583,056.85 4.1433135G04Z3 259 4.117Tennessee Valley Authority1198-24A 1,500,000.00 1,473,194.42 05/15/20250.75009/20/2024 1,470,987.55 4.061880591EW8 226 4.117Tennessee Valley Authority1198-24B 1,000,000.00 982,129.62 05/15/20250.75009/20/2024 980,658.37 4.061880591EW8 226 119,985,289.78 4.053120,030,150.61122,099,000.00116,598,813.14Subtotal and Average 4.109 460 Federal Agency Disc. -Amortizing 4.644Federal Home Loan Bank1208-24 2,000,000.00 1,979,140.00 12/24/20244.47009/30/2024 1,978,891.67 4.580313384U56 84 1,979,140.00 4.5801,978,891.672,000,000.001,796,247.26Subtotal and Average 4.644 84 Treasury Coupon Securities 0.663U.S. Treasury0983-21 6,000,000.00 5,983,816.15 05/31/20250.25004/15/2021 5,845,781.40 0.654912828ZT0 242 0.515U.S. Treasury0988-21 4,000,000.00 3,993,057.10 05/31/20250.25006/11/2021 3,897,187.60 0.508912828ZT0 242 0.785U.S. Treasury1011-21 4,000,000.00 3,986,034.51 05/31/20250.25010/15/2021 3,897,187.60 0.775912828ZT0 242 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PM2) 7.3.11 7 YTM 365 Page 4 Par Value Book Value Maturity Date Stated RateMarket Value September 30, 2024 Portfolio Details - Investments Average BalanceIssuer Portfolio Management Investments FY 2024-2025 Days to Maturity YTM 360CUSIPInvestment # Purchase Date Treasury Coupon Securities 1.005U.S. Treasury1012-21 3,500,000.00 3,485,554.44 05/31/20260.75010/15/2021 3,334,132.90 0.99191282CCF6 607 2.641U.S. Treasury1032-22 9,000,000.00 8,733,676.49 05/31/20260.75004/14/2022 8,573,484.60 2.60591282CCF6 607 2.756U.S. Treasury1037-22 4,500,000.00 4,249,515.95 05/31/20270.50004/18/2022 4,149,703.35 2.719912828ZS2 972 4.320U.S. Treasury1070-22 5,000,000.00 4,771,118.95 05/15/20272.37510/14/2022 4,847,773.50 4.260912828X88 956 4.301U.S. Treasury1071-22 1,000,000.00 909,126.63 05/31/20270.50010/14/2022 922,156.30 4.242912828ZS2 972 5.251U.S. Treasury1122-23 1,000,000.00 987,693.37 01/31/20251.37509/27/2023 989,453.10 5.179912828Z52 122 5.091U.S. Treasury1123-23 1,000,000.00 958,373.35 08/31/20250.25009/27/2023 966,171.90 5.02191282CAJ0 334 5.150U.S. Treasury1124-23A 1,500,000.00 1,481,266.47 04/30/20252.87509/28/2023 1,487,660.10 5.0809128284M9 211 5.150U.S. Treasury1124-23B 1,000,000.00 987,510.98 04/30/20252.87509/28/2023 991,773.40 5.0809128284M9 211 5.080U.S. Treasury1125-23 500,000.00 492,271.56 07/15/20253.00009/28/2023 496,054.70 5.01191282CEY3 287 5.160U.S. Treasury1128-23 1,000,000.00 984,778.97 06/15/20252.87510/04/2023 991,046.90 5.09091282CEU1 257 5.060U.S. Treasury1129-23 1,500,000.00 1,488,154.97 10/15/20254.25010/04/2023 1,504,136.70 4.99191282CFP1 379 5.050U.S. Treasury1130-23 1,500,000.00 1,427,008.38 10/31/20250.25010/04/2023 1,442,003.85 4.98191282CAT8 395 5.020U.S. Treasury1131-23A 1,500,000.00 1,491,754.86 11/15/20254.50010/05/2023 1,509,527.40 4.95291282CFW6 410 5.020U.S. Treasury1131-23B 1,000,000.00 994,503.24 11/15/20254.50010/05/2023 1,006,351.60 4.95291282CFW6 410 4.725U.S. Treasury1158-24A 1,500,000.00 1,493,886.32 03/31/20253.87502/12/2024 1,496,132.85 4.66091282CGU9 181 4.725U.S. Treasury1158-24B 1,000,000.00 995,924.21 03/31/20253.87502/12/2024 997,421.90 4.66091282CGU9 181 4.645U.S. Treasury1164-24A 1,500,000.00 1,492,931.31 12/31/20254.25003/13/2024 1,506,796.95 4.58191282CJS1 456 4.645U.S. Treasury1164-24B 1,000,000.00 995,287.54 12/31/20254.25003/13/2024 1,004,531.30 4.58191282CJS1 456 5.106U.S. Treasury1172-24 4,000,000.00 3,978,103.71 05/31/20254.25004/15/2024 4,000,750.00 5.03691282CHD6 242 4.988U.S. Treasury1173-24 1,500,000.00 1,483,024.17 12/15/20254.00004/15/2024 1,502,425.80 4.91991282CGA3 440 4.609U.S. Treasury1177-24 4,000,000.00 3,556,349.12 05/31/20281.25004/15/2024 3,681,656.40 4.54691282CCE9 1,338 3.686U.S. Treasury1192-24A 1,500,000.00 1,554,689.11 04/30/20264.87509/16/2024 1,553,284.68 3.63691282CKK6 576 3.686U.S. Treasury1192-24B 1,000,000.00 1,036,459.41 04/30/20264.87509/16/2024 1,035,523.12 3.63691282CKK6 576 3.779U.S. Treasury1193-24 1,000,000.00 956,709.87 01/31/20260.37509/16/2024 956,025.84 3.72891282CBH3 487 3.708U.S. Treasury1194-24 1,500,000.00 1,517,108.13 03/31/20264.50009/16/2024 1,515,773.40 3.65791282CKH3 546 3.782U.S. Treasury1203-24 2,000,000.00 2,048,080.81 11/15/20254.50009/25/2024 2,045,230.37 3.73091282CFW6 410 68,513,770.08 3.21768,147,139.5170,000,000.0066,995,874.36Subtotal and Average 3.262 518 Treasury Discounts -Amortizing 5.181U.S. Treasury1171-24A 1,500,000.00 1,482,441.67 12/26/20244.90004/15/2024 1,483,846.80 5.110912796ZV4 86 5.181U.S. Treasury1171-24B 1,000,000.00 988,294.45 12/26/20244.90004/15/2024 989,231.20 5.110912796ZV4 86 4.931U.S. Treasury1189-24 3,000,000.00 2,971,590.00 12/12/20244.73509/05/2024 2,973,119.70 4.863912797LP0 72 4.589U.S. Treasury1206-24 3,000,000.00 2,966,550.46 12/31/20244.41109/25/2024 2,965,786.50 4.526912797MR5 91 4.601U.S. Treasury1209-24 1,000,000.00 989,422.00 12/26/20244.42809/30/2024 989,231.20 4.538912796ZV4 86 4.380U.S. Treasury1210-24 1,500,000.00 1,469,224.13 03/27/20254.17309/30/2024 1,468,582.20 4.320912797MU8 177 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PM2) 7.3.11 8 YTM 365 Page 5 Par Value Book Value Maturity Date Stated RateMarket Value September 30, 2024 Portfolio Details - Investments Average BalanceIssuer Portfolio Management Investments FY 2024-2025 Days to Maturity YTM 360CUSIPInvestment # Purchase Date 10,867,522.71 4.72410,869,797.6011,000,000.005,711,986.60Subtotal and Average 4.790 96 Pass Through Securities /PAC/CMO 6.003Federal Nat'l Mtg. Assoc.1137-23A 1,493,218.78 1,434,983.25 07/25/20284.50010/31/2023 1,516,988.43 5.9203136BQCS6 1,393 6.003Federal Nat'l Mtg. Assoc.1137-23B 995,479.19 956,655.50 07/25/20284.50010/31/2023 1,011,325.63 5.9203136BQCS6 1,393 4.323Federal Nat'l Mtg. Assoc.1180-24 2,574,196.05 2,470,602.30 04/01/20293.00005/31/2024 2,564,612.06 4.2633140XP6F1 1,643 4,862,241.05 5.0785,092,926.125,062,894.024,948,881.74Subtotal and Average 5.149 1,520 3.934213,561,732.49 232,667,108.82 3.989 447228,212,445.81 228,369,545.50Total and Average Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PM2) 7.3.11 9 YTM 365 Page 6 Par Value Book Value Stated RateMarket Value September 30, 2024 Portfolio Details - Cash Average BalanceIssuer Portfolio Management Investments FY 2024-2025 Days to Maturity YTM 360CUSIPInvestment # Purchase Date 0.00 3.934213,561,732.49 232,667,108.82 3.989 447 0Average Balance 228,212,445.81 228,369,545.50Total Cash and Investments Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PM2) 7.3.11 10 Page 1 Par Value Stated Rate September 30, 2024 Investment Status Report - Investments Portfolio Management Book Value Maturity Date Current Principal Investments FY 2024-2025 YTM 365 YTM 360 Payment DatesCUSIPInvestment #Issuer Purchase Date Accrued Interest At Purchase Money Market FIB4531558874 305,214.80 305,214.800.300SYS4531558874B 03/01 - Monthly 305,214.800.3000.296 305,214.80Money Market Totals 305,214.800.000.296305,214.80 0.300 Commercial Paper Disc. -Amortizing ALIFDG1163-24 2,000,000.00 1,994,003.335.140 10/22/202401626FKN7 10/22 - At Maturity03/05/2024 1,934,036.675.4605.385 CACPNY1169-24 3,000,000.00 2,993,921.675.210 10/15/202422533TKF2 10/15 - At Maturity04/12/2024 2,919,245.015.5175.442 CACPNY1207-24A 2,700,000.00 2,619,202.504.050 06/24/202522533TTQ9 06/24 - At Maturity09/30/2024 2,618,898.754.2674.209 CACPNY1207-24B 2,000,000.00 1,940,150.004.050 06/24/202522533TTQ9 06/24 - At Maturity09/30/2024 1,939,925.004.2674.209 GTAFDG1187-24 1,500,000.00 1,479,375.004.950 01/09/202540060WN99 01/09 - At Maturity08/05/2024 1,467,618.755.1295.059 KOOKNY1170-24 1,500,000.00 1,494,093.755.250 10/28/202450050EKU6 10/28 - At Maturity04/15/2024 1,457,125.005.5635.487 MUFGBK1155-24A 1,500,000.00 1,494,487.504.900 10/28/202462479LKU8 10/28 - At Maturity02/02/2024 1,445,079.175.2015.130 MUFGBK1155-24B 1,000,000.00 996,325.004.900 10/28/202462479LKU8 10/28 - At Maturity02/02/2024 963,386.115.2015.130 MUFGBK1202-24 3,000,000.00 2,936,490.004.380 03/24/202562479LQQ1 03/24 - At Maturity09/25/2024 2,934,300.004.5404.478 NATX1188-24A 1,000,000.00 981,043.334.840 02/19/202563873JPK0 02/19 - At Maturity08/05/2024 973,380.005.1425.072 NATX1188-24B 1,500,000.00 1,471,565.004.840 02/19/202563873JPK0 02/19 - At Maturity08/05/2024 1,460,070.005.1425.072 TOYOTA1201-24 1,500,000.00 1,455,710.004.120 06/16/202589232LTG1 06/16 - At Maturity09/25/2024 1,454,680.004.3334.273 21,856,367.08Commercial Paper Disc. -Amortizing Totals 21,567,744.460.004.87222,200,000.00 4.940 Federal Agency Coupon Securities FAMCA0962-20 1,000,000.00 1,000,000.000.600 11/20/202531422B3F5 05/20 - 11/2011/20/2020 1,000,000.000.6000.592 FAMCA1118-23A 1,500,000.00 1,496,995.464.850 08/14/202531422X5Y4 02/14 - 08/14 Received08/23/2023 1,493,175.005.0945.025 FAMCA1118-23B 1,000,000.00 997,996.984.850 08/14/202531422X5Y4 02/14 - 08/14 Received08/23/2023 995,450.005.0945.025 FAMCA1160-24A 1,500,000.00 1,422,799.880.480 01/15/202631422B6K1 07/15 - 01/15 Received02/20/2024 1,386,030.004.7014.636 FAMCA1160-24B 1,000,000.00 948,533.260.480 01/15/202631422B6K1 07/15 - 01/15 Received02/20/2024 924,020.004.7014.636 FFCB0977-21A 1,000,000.00 999,953.760.300 11/12/20243133EMQQ8 05/12 - 11/12 Received03/02/2021 998,500.000.3410.336 FFCB0977-21B 1,500,000.00 1,499,930.640.300 11/12/20243133EMQQ8 05/12 - 11/12 Received03/02/2021 1,497,750.000.3410.336 FFCB1045-22A 1,500,000.00 1,493,000.002.800 11/25/20253133ENXQ8 11/25 - 05/25 Received06/13/2022 1,479,000.003.2323.188 FFCB1045-22B 1,000,000.00 995,333.332.800 11/25/20253133ENXQ8 11/25 - 05/25 Received06/13/2022 986,000.003.2323.188 FFCB1069-22 2,500,000.00 2,347,512.280.660 05/27/20263133EMHH8 11/27 - 05/27 Received10/14/2022 2,166,625.004.7104.646 FFCB1135-23 3,091,000.00 3,091,460.885.500 11/25/20243133EPWP6 11/25 - 05/25 Received10/13/2023 3,094,431.015.4015.327 FFCB1179-24 1,000,000.00 853,784.001.125 06/01/20293133EMHZ8 06/01 - 12/01 Received05/31/2024 843,340.004.6754.611 FFCB1184-24A 1,500,000.00 1,429,948.732.500 03/15/20273133ENRK8 09/15 - 03/15 Received07/10/2024 1,423,530.004.5404.478 FFCB1184-24B 1,000,000.00 953,299.152.500 03/15/20273133ENRK8 09/15 - 03/15 Received07/10/2024 949,020.004.5404.478 FFCB1199-24A 1,500,000.00 1,547,064.945.000 07/30/20263133EPZY4 01/30 - 07/30 10,416.6709/20/2024 1,537,260.003.6063.556 FFCB1199-24B 1,000,000.00 1,031,376.625.000 07/30/20263133EPZY4 01/30 - 07/30 6,944.4409/20/2024 1,024,840.003.6063.556 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PMS) 7.3.11 Report Ver. 7.3.11 11 Page 2 Par Value Stated Rate September 30, 2024 Investment Status Report - Investments Portfolio Management Book Value Maturity Date Current Principal Investments FY 2024-2025 YTM 365 YTM 360 Payment DatesCUSIPInvestment #Issuer Purchase Date Accrued Interest At Purchase Federal Agency Coupon Securities FFCB1212-24 1,000,000.00 1,022,117.283.750 04/13/20263133EPFT7 10/13 - 04/13 17,395.8309/30/2024 1,004,730.003.4313.384 FHLB0975-21 1,000,000.00 999,032.870.650 02/17/20263130AL4V3 08/17 - 02/17 Received02/22/2021 996,500.000.5810.573 FHLB0978-21 1,000,000.00 996,531.710.580 02/11/20263130AKXB7 08/11 - 02/11 Received03/15/2021 987,500.000.8410.829 FHLB0980-21 2,650,000.00 2,649,104.451.500 04/14/20263130ALVT8 10/14 - 04/1404/14/2021 2,647,085.001.1161.101 FHLB0994-21 2,000,000.00 2,000,000.000.600 05/28/20253130ANKM1 02/28 - 08/28 Received09/03/2021 2,000,000.000.6000.592 FHLB1056-22 1,810,000.00 1,803,037.590.625 11/27/20243130AMNR9 11/28 - 05/28 Received08/05/2022 1,706,558.503.2103.166 FHLB1057-22A 1,500,000.00 1,491,438.621.100 01/13/20253130AQGT4 01/13 - 07/13 Received08/05/2022 1,426,305.013.2103.166 FHLB1057-22B 1,000,000.00 994,292.411.100 01/13/20253130AQGT4 01/13 - 07/13 Received08/05/2022 950,870.003.2103.166 FHLB1060-22 1,500,000.00 1,495,218.393.250 06/06/20253130AS6N4 12/06 - 06/06 Received09/13/2022 1,480,815.003.7463.694 FHLB1061-22 1,500,000.00 1,499,769.724.130 08/28/20253130ASZD4 02/28 - 08/28 Received09/13/2022 1,499,250.004.1484.091 FHLB1062-22 1,500,000.00 1,500,000.004.000 09/29/20253130AT7A9 03/29 - 09/2909/29/2022 1,500,000.004.0003.945 FHLB1064-22 1,500,000.00 1,497,397.722.750 12/13/20243130A3GE8 12/13 - 06/13 Received09/14/2022 1,470,760.503.6603.610 FHLB1085-22 1,000,000.00 996,505.102.750 12/13/20243130A3GE8 12/13 - 06/13 Received11/30/2022 964,420.004.6004.537 FHLB1093-23A 1,500,000.00 1,500,678.055.125 07/28/20253130AUNY6 07/28 - 01/28 Received03/27/2023 1,501,920.005.0634.994 FHLB1093-23B 1,000,000.00 1,000,452.035.125 07/28/20253130AUNY6 07/28 - 01/28 Received03/27/2023 1,001,280.005.0634.994 FHLB1107-23 1,000,000.00 1,000,834.064.625 03/14/20253130AUZC1 09/14 - 03/14 Received04/20/2023 1,003,500.002.9972.956 FHLB1119-23 1,000,000.00 999,724.265.000 02/28/20253130AV7L0 02/28 - 08/28 Received09/06/2023 999,002.095.0705.001 FHLB1120-23A 1,500,000.00 1,465,265.030.500 04/14/20253130AJHU6 10/14 - 04/14 Received09/08/2023 1,396,335.005.0504.981 FHLB1120-23B 1,000,000.00 976,843.350.500 04/14/20253130AJHU6 10/14 - 04/14 Received09/08/2023 930,890.005.0504.981 FHLB1121-23A 1,000,000.00 992,343.114.000 07/14/20253130ASGW3 01/14 - 07/14 Received09/15/2023 982,170.005.0294.960 FHLB1121-23B 1,000,000.00 992,343.114.000 07/14/20253130ASGW3 01/14 - 07/14 Received09/15/2023 982,170.005.0294.960 FHLB1143-23 2,000,000.00 1,944,179.091.250 06/30/20253130AQ5S8 12/30 - 06/30 Received11/09/2023 1,877,360.005.1945.123 FHLB1154-24 1,000,000.00 999,945.455.100 02/21/20253130AUTM6 02/21 - 08/21 Received01/26/2024 999,850.005.1115.041 FHLB1156-24 2,000,000.00 2,000,000.004.530 09/08/20253130AYTS5 03/08 - 09/0802/05/2024 2,000,000.004.5324.470 FHLB1157-24 2,000,000.00 2,000,000.004.590 08/01/20253130AYVK9 08/01 - 02/0102/08/2024 2,000,000.004.5914.528 FHLB1159-24 1,500,000.00 1,500,000.005.060 02/13/20263130AYZV1 08/13 - 02/1302/16/2024 1,500,000.005.0604.991 FHLB1161-24 1,250,000.00 1,199,428.330.750 12/30/20253130AKLS3 06/30 - 12/30 Received02/26/2024 1,175,212.504.7704.705 FHLB1162-24 900,000.00 866,838.241.500 12/30/20253130AQFB4 06/30 - 12/30 Received02/26/2024 850,959.004.7704.705 FHLB1166-24A 1,500,000.00 1,499,571.715.020 03/13/20263130B0GG8 09/13 - 03/13 Received03/20/2024 1,499,415.005.0404.971 FHLB1166-24B 1,000,000.00 999,714.475.020 03/13/20263130B0GG8 09/13 - 03/13 Received03/20/2024 999,610.005.0404.971 FHLB1175-24 4,000,000.00 3,913,104.374.000 05/26/20273130ARYA3 05/26 - 11/26 Received04/15/2024 3,898,000.004.8914.824 FHLB1176-24 4,000,000.00 3,992,338.155.310 04/10/20283130B0PY9 10/10 - 04/10 2,950.0004/15/2024 3,988,000.005.3945.320 FHLB1178-24 600,000.00 570,859.932.000 05/26/20263130AMFN7 05/26 - 11/26 Received04/19/2024 562,926.002.4962.461 FHLB1181-24 1,500,000.00 1,402,568.701.050 08/13/20263130ANGM6 08/13 - 02/13 Received06/21/2024 1,388,070.004.7504.685 FHLB1182-24 1,000,000.00 964,565.102.250 03/30/20263130ARCU3 09/30 - 03/30 Received07/10/2024 959,240.004.7414.676 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PMS) 7.3.11 12 Page 3 Par Value Stated Rate September 30, 2024 Investment Status Report - Investments Portfolio Management Book Value Maturity Date Current Principal Investments FY 2024-2025 YTM 365 YTM 360 Payment DatesCUSIPInvestment #Issuer Purchase Date Accrued Interest At Purchase Federal Agency Coupon Securities FHLB1183-24A 1,500,000.00 1,380,660.171.000 02/26/20273130ALDA9 08/26 - 02/26 Received07/10/2024 1,369,485.004.5504.488 FHLB1183-24B 1,000,000.00 920,440.121.000 02/26/20273130ALDA9 08/26 - 02/26 Received07/10/2024 912,990.004.5504.488 FHLB1185-24A 1,410,000.00 1,294,882.131.000 03/30/20273130ANZB9 09/30 - 03/30 Received07/10/2024 1,284,510.004.5104.449 FHLB1185-24B 1,000,000.00 918,356.121.000 03/30/20273130ANZB9 09/30 - 03/30 Received07/10/2024 911,000.004.5104.449 FHLB1186-24A 1,500,000.00 1,422,352.170.680 02/24/20263130ALCB8 08/24 - 02/24 Received07/31/2024 1,413,090.004.5604.498 FHLB1186-24B 1,000,000.00 948,234.780.680 02/24/20263130ALCB8 08/24 - 02/24 Received07/31/2024 942,060.004.5604.498 FHLB1190-24A 1,500,000.00 1,437,297.221.310 10/28/20263130APL29 10/28 - 04/28 7,368.7509/13/2024 1,428,240.003.6703.620 FHLB1190-24B 1,000,000.00 958,198.151.310 10/28/20263130APL29 10/28 - 04/28 4,912.5009/13/2024 952,160.003.6703.620 FHLB1191-24 500,000.00 479,729.741.500 11/27/20263130APXV2 11/27 - 05/27 2,208.3309/13/2024 477,000.003.6903.639 FHLB1195-24 1,335,000.00 1,284,147.911.700 01/27/20273130AQM26 01/27 - 07/27 3,152.0809/17/2024 1,280,091.453.5303.482 FHLB1196-24 1,250,000.00 1,207,897.262.000 02/25/20273130AQRQ8 02/25 - 08/25 1,527.7809/17/2024 1,205,662.503.5303.482 FHLB1204-24 4,000,000.00 4,000,000.004.550 09/12/20253130B2W43 03/12 - 09/1209/25/2024 4,000,000.004.3764.316 FHLB1205-24 2,830,000.00 2,833,236.084.625 06/13/20253130B2RY3 03/18 - 06/13 2,545.0309/25/2024 2,830,707.504.5974.534 FHLB1211-24 1,000,000.00 1,022,728.594.500 12/12/20253130ATUC9 12/12 - 06/12 13,500.0009/30/2024 1,009,250.003.7013.650 FHLMC1050-22 1,500,000.00 1,498,829.643.000 12/23/20243134GXVF8 12/23 - 06/2306/23/2022 1,487,154.603.3603.314 FHLMC1083-22 1,000,000.00 1,000,000.005.000 11/27/20243134GY5C2 05/27 - 11/2711/30/2022 1,000,000.005.0004.932 FHLMC1100-23 1,500,000.00 1,496,865.843.750 01/27/20253134GXH98 07/27 - 01/27 Received04/13/2023 1,482,600.004.4294.368 FHLMC1106-23A 1,500,000.00 1,501,148.645.150 02/14/20253134GYJ29 08/14 - 02/14 Received04/14/2023 1,505,700.004.9274.859 FHLMC1106-23B 1,000,000.00 1,000,765.765.150 02/14/20253134GYJ29 08/14 - 02/14 Received04/14/2023 1,003,800.004.9274.859 FHLMC1165-24 1,423,000.00 1,422,849.255.300 01/27/20263134GYEA6 07/27 - 01/27 Received03/13/2024 1,422,786.555.3055.232 FHLMC1200-24A 3,000,000.00 2,992,268.163.550 12/15/20263134HANA7 12/15 - 06/1509/24/2024 2,992,200.003.6753.624 FHLMC1200-24B 2,000,000.00 1,994,845.443.550 12/15/20263134HANA7 12/15 - 06/1509/24/2024 1,994,800.003.6753.624 FNMA1063-22 1,500,000.00 1,498,845.061.625 10/15/20243135G0W66 10/15 - 04/15 Received09/14/2022 1,438,045.863.7153.664 FNMA1074-22 1,000,000.00 998,868.331.625 10/15/20243135G0W66 04/15 - 10/15 Received11/09/2022 943,740.004.7234.658 FNMA1174-24 3,850,000.00 3,596,025.790.700 05/28/20263135GA4Q1 05/28 - 11/28 Received04/15/2024 3,525,406.504.9384.871 FNMA1197-24 4,700,000.00 4,585,461.080.500 06/17/20253135G04Z3 12/17 - 06/17 6,005.5609/19/2024 4,573,805.004.2004.143 TVA1198-24A 1,500,000.00 1,473,194.420.750 05/15/2025880591EW8 11/15 - 05/15 3,906.2509/20/2024 1,467,780.004.1174.061 TVA1198-24B 1,000,000.00 982,129.620.750 05/15/2025880591EW8 11/15 - 05/15 2,604.1709/20/2024 978,520.004.1174.061 119,985,289.78Federal Agency Coupon Securities Totals 118,762,259.5785,437.394.053122,099,000.00 4.109 Federal Agency Disc. -Amortizing FHLB1208-24 2,000,000.00 1,979,140.004.470 12/24/2024313384U56 12/24 - At Maturity09/30/2024 1,978,891.674.6444.580 1,979,140.00Federal Agency Disc. -Amortizing Totals 1,978,891.670.004.5802,000,000.00 4.644 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PMS) 7.3.11 13 Page 4 Par Value Stated Rate September 30, 2024 Investment Status Report - Investments Portfolio Management Book Value Maturity Date Current Principal Investments FY 2024-2025 YTM 365 YTM 360 Payment DatesCUSIPInvestment #Issuer Purchase Date Accrued Interest At Purchase Treasury Coupon Securities US TRE0983-21 6,000,000.00 5,983,816.150.250 05/31/2025912828ZT0 05/31 - 11/30 Received04/15/2021 5,899,218.750.6630.654 US TRE0988-21 4,000,000.00 3,993,057.100.250 05/31/2025912828ZT0 11/30 - 05/31 Received06/11/2021 3,958,400.000.5150.508 US TRE1011-21 4,000,000.00 3,986,034.510.250 05/31/2025912828ZT0 11/30 - 05/31 Received10/15/2021 3,923,593.750.7850.775 US TRE1012-21 3,500,000.00 3,485,554.440.750 05/31/202691282CCF6 11/30 - 05/31 Received10/15/2021 3,459,804.691.0050.991 US TRE1032-22 9,000,000.00 8,733,676.490.750 05/31/202691282CCF6 05/31 - 11/30 Received04/14/2022 8,338,359.382.6412.605 US TRE1037-22 4,500,000.00 4,249,515.950.500 05/31/2027912828ZS2 05/31 - 11/30 Received04/18/2022 4,018,359.382.7562.719 US TRE1070-22 5,000,000.00 4,771,118.952.375 05/15/2027912828X88 11/15 - 05/15 Received10/14/2022 4,599,218.754.3204.260 US TRE1071-22 1,000,000.00 909,126.630.500 05/31/2027912828ZS2 11/30 - 05/31 Received10/14/2022 842,000.004.3014.242 US TRE1122-23 1,000,000.00 987,693.371.375 01/31/2025912828Z52 01/31 - 07/31 Received09/27/2023 950,370.005.2515.179 US TRE1123-23 1,000,000.00 958,373.350.250 08/31/202591282CAJ0 02/29 - 08/31 Received09/27/2023 912,260.005.0915.021 US TRE1124-23A 1,500,000.00 1,481,266.472.875 04/30/20259128284M9 10/31 - 04/30 Received09/28/2023 1,448,505.005.1505.080 US TRE1124-23B 1,000,000.00 987,510.982.875 04/30/20259128284M9 10/31 - 04/30 Received09/28/2023 965,670.005.1505.080 US TRE1125-23 500,000.00 492,271.563.000 07/15/202591282CEY3 01/15 - 07/15 Received09/28/2023 482,335.005.0805.011 US TRE1128-23 1,000,000.00 984,778.972.875 06/15/202591282CEU1 12/15 - 06/15 Received10/04/2023 963,280.005.1605.090 US TRE1129-23 1,500,000.00 1,488,154.974.250 10/15/202591282CFP1 10/15 - 04/15 Received10/04/2023 1,476,810.005.0604.991 US TRE1130-23 1,500,000.00 1,427,008.380.250 10/31/202591282CAT8 10/31 - 04/30 Received10/04/2023 1,359,930.005.0504.981 US TRE1131-23A 1,500,000.00 1,491,754.864.500 11/15/202591282CFW6 11/15 - 05/15 Received10/05/2023 1,484,475.005.0204.952 US TRE1131-23B 1,000,000.00 994,503.244.500 11/15/202591282CFW6 11/15 - 05/15 Received10/05/2023 989,650.005.0204.952 US TRE1158-24A 1,500,000.00 1,493,886.323.875 03/31/202591282CGU9 03/31 - 09/30 Received02/12/2024 1,486,050.004.7254.660 US TRE1158-24B 1,000,000.00 995,924.213.875 03/31/202591282CGU9 03/31 - 09/30 Received02/12/2024 990,700.004.7254.660 US TRE1164-24A 1,500,000.00 1,492,931.314.250 12/31/202591282CJS1 06/30 - 12/31 Received03/13/2024 1,489,800.004.6454.581 US TRE1164-24B 1,000,000.00 995,287.544.250 12/31/202591282CJS1 06/30 - 12/31 Received03/13/2024 993,200.004.6454.581 US TRE1172-24 4,000,000.00 3,978,103.714.250 05/31/202591282CHD6 05/31 - 11/30 Received04/15/2024 3,962,812.505.1065.036 US TRE1173-24 1,500,000.00 1,483,024.174.000 12/15/202591282CGA3 06/15 - 12/15 Received04/15/2024 1,476,503.914.9884.919 US TRE1177-24 4,000,000.00 3,556,349.121.250 05/31/202891282CCE9 05/31 - 11/30 Received04/15/2024 3,500,312.504.6094.546 US TRE1192-24A 1,500,000.00 1,554,689.114.875 04/30/202691282CKK6 10/31 - 04/30 27,620.5809/16/2024 1,527,773.443.6863.636 US TRE1192-24B 1,000,000.00 1,036,459.414.875 04/30/202691282CKK6 10/31 - 04/30 18,413.7209/16/2024 1,018,515.633.6863.636 US TRE1193-24 1,000,000.00 956,709.870.375 01/31/202691282CBH3 01/31 - 07/31 478.9409/16/2024 954,882.813.7793.728 US TRE1194-24 1,500,000.00 1,517,108.134.500 03/31/202691282CKH3 09/30 - 03/31 Received09/16/2024 1,517,578.133.7083.657 US TRE1203-24 2,000,000.00 2,048,080.814.500 11/15/202591282CFW6 11/15 - 05/15 32,527.1709/25/2024 2,015,781.253.7823.730 68,513,770.08Treasury Coupon Securities Totals 67,006,149.8779,040.413.21770,000,000.00 3.262 Treasury Discounts -Amortizing US TRE1171-24A 1,500,000.00 1,482,441.674.900 12/26/2024912796ZV4 12/26 - At Maturity04/15/2024 1,447,937.505.1815.110 US TRE1171-24B 1,000,000.00 988,294.454.900 12/26/2024912796ZV4 12/26 - At Maturity04/15/2024 965,291.675.1815.110 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PMS) 7.3.11 14 Page 5 Par Value Stated Rate September 30, 2024 Investment Status Report - Investments Portfolio Management Book Value Maturity Date Current Principal Investments FY 2024-2025 YTM 365 YTM 360 Payment DatesCUSIPInvestment #Issuer Purchase Date Accrued Interest At Purchase Treasury Discounts -Amortizing US TRE1189-24 3,000,000.00 2,971,590.004.735 12/12/2024912797LP0 12/12 - At Maturity09/05/2024 2,961,330.834.9314.863 US TRE1206-24 3,000,000.00 2,966,550.464.411 12/31/2024912797MR5 12/31 - At Maturity09/25/2024 2,964,345.004.5894.526 US TRE1209-24 1,000,000.00 989,422.004.428 12/26/2024912796ZV4 12/26 - At Maturity09/30/2024 989,299.004.6014.538 US TRE1210-24 1,500,000.00 1,469,224.134.173 03/27/2025912797MU8 03/27 - At Maturity09/30/2024 1,469,050.254.3804.320 10,867,522.71Treasury Discounts -Amortizing Totals 10,797,254.250.004.72411,000,000.00 4.790 Pass Through Securities /PAC/CMO FNMA1137-23A 1,493,218.78 1,434,983.254.500 07/25/20283136BQCS6 11/25 - Monthly Received10/31/2023 1,434,983.256.0035.920 FNMA1137-23B 995,479.19 956,655.504.500 07/25/20283136BQCS6 11/25 - Monthly Received10/31/2023 956,655.506.0035.920 FNMA1180-24 2,574,196.05 2,470,602.303.000 04/01/20293140XP6F1 06/25 - Monthly Received05/31/2024 2,485,305.844.3234.263 4,862,241.05Pass Through Securities /PAC/CMO Totals 4,876,944.590.005.0785,062,894.02 5.149 228,369,545.50Investment Totals 225,294,459.21164,477.80232,667,108.82 3.934 3.989 Portfolio 2025 AC Run Date: 10/08/2024 - 11:22 PM (PRF_PMS) 7.3.11 15 For Quarter Ending September 30, 2024 1.23% 46.93%51.84% Portfolio by Asset Class Cash and Equivalents Long Term Short Term 16 For Quarter Ending September 30, 2024 0.86% 3.31%2.58% 7.56% 31.82% 5.55% 0.13% 6.93% 0.64% 0.64%2.36% 1.07% 0.64% 1.07% 34.81% Par Value by Issuer Graph ALIFOG CACPNY FAMCA FFCB FHLB FHLMC FIB FNMA GTAFDG KOOKY MUFGBK NATX TDBANK TVA UST 17 For Quarter Ending September 30, 2024 0.13% 9.57% 52.54% 0.87% 2.13% 4.76% 30.00% Book Value By Investment Type Money Market Commercial Paper Federal Agency Coupon Securities Federal Agency Discount Securities Pass Through Securities Treasury Discount Notes Treasury Coupon Securities 18 For Quarter Ending September 30, 2024 0.00 1.00 2.00 3.00 4.00 5.00 6.00 Investment Yield by Type 19