Kern County Treasurer's Pooled Cash Portfolio Summary 3/31/2018
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- Ami Small
- 6 years ago
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1 Kern County Treasurer's Pooled Cash Portfolio Summary 3/31/2018 Portfolio Yield for the Trailing 4 Quarters Total Yield to at Cost $ 3,239,412, % 2.2% 2.0% 1.8% Yield to at Market Effective Duration Weighted Years to 2.24% Yield 1.6% 1.4% 1.2% 1.0% 0.8% Kern Portolio 1 Yr T-Bill (qtr-end) LAIF (monthly avg) Jun-17 Sep-17 Dec-17 Mar-18 Distribution Range 35% 30% 70% 60% Policy Maximum Policy Minimum 25% 50% 20% 40% 15% 30% 10% 20% 5% 10% 0% 0-6M 6-12M 1-2Y 2-3Y 3-4Y 4-5Y 0% 0-1Y 1-3Y 3-5Y *The County Treasurer believes the Treasury Investment Pool contains sufficient cash flow from liquid and maturing securities, bank deposits, and incoming cash to meet the next six months of expected expenditures. 1
2 Kern County Treasurer's Pooled Cash Portfolio Summary 3/31/2018 Sector Par Amount Original Cost Original Yield % of Total Assets Local Agency Investment Fund 11,091,404 11,091,404 11,091, % 0.34% $65 Million 1 California Asset Management Program 108,028, ,028, ,028, % 3.33% 10% 1 Federally Insured Cash Accounts 49,557,010 49,557,010 49,557, % 1.53% $50 Million 1 U.S. Treasuries 300,000, ,164, ,800, % 9.01% 100% 1,010 Federal Agencies 1,383,761,000 1,385,251,996 1,,302, % 42.15% 75% 669 Municipal Bonds 10,000,000 10,004,600 9,905, % 0.31% 10% 1,644 Supranationals 105,000, ,155, ,376, % 3.19% 10% 829 Negotiable CDs 350,000, ,000, ,353, % 10.78% 30% 117 Commercial Paper 300,000, ,647, ,687, % 9.22% 40% 78 Corporate Notes 605,651, ,124, ,432, % 18.54% 30% 624 Total Securities 3,223,088,579 3,224,025,291 3,187,534, % 98.40% 550 Total Cash 51,878,805 51,878,805 51,878, % Total Assets 3,274,967,385 3,275,904,096 3,239,412, % Policy Limit Rating Days to Sector Allocations Ratings Ratings 45% 35% 25% 15% 5% -5% February 28, 2018 P-1 AAA Aa1 Aa2 Aa3 A1 A2 A3 NR 3.7% 3.5% 7.1% 2.8% 0.7% 0.0% 6.7% 19.8% 55.6% A-1+ A-1 AAA AA+ AA AA- A+ A A- BBB+ NR 2.3% 0.8% 17.5% 8.3% 10.7% 2.1% 0.7% 0.0% 0.0% 3.4% 54.3% 0% 20% 40% 60% 80% 0% 20% 40% 60% 80% 2
3 Pooled Funds Treasurer's Pooled Cash JPM Short Term Inv Fund 97, , , Local Agency Investment Fund 10,994, ,994, ,994, Page 1 Subtotal and 11,022, ,091, ,091, ,091, Negotiable CD's 06371EYC Bank of Montreal Chicago 12/11/ ,000, ,940, ,000, P-1 A /11/ WYE BNP New York 06/29/ ,000, ,975, ,000, P-1 A /05/ RGL Bank of Tokyo-UFJ NY 09/25/ ,000, ,962, ,000, P-1 A /22/ BKF Canadian Imperial Bank NY 06/28/ ,000, ,962, ,000, P-1 A /19/ ULH Canadian Imperial Bank NY 08/23/ ,000, ,936, ,000, P-1 A /30/ BPZ Canadian Imperial Bank NY 10/27/ ,000, ,897, ,000, P-1 A /19/ LGP Credit Suisse New York 09/27/ ,000, ,931, ,000, P-1 A /28/ LFG Credit Suisse New York 10/31/ ,000, ,000, ,000, P-1 A /10/ GXD Bank of Nova Scotia Houston 08/03/ ,000, ,935, ,000, P-1 A /31/ YVP Societe Generale N.A. 09/22/ ,000, ,957, ,000, P-1 A /25/ TUJ Standard Chartered BK NY 08/02/ ,000, ,938, ,000, P-1 A /31/ WQ Toronto Dominion Bank NY 05/03/ ,000, ,986, ,000, P-1 A /08/ XKX Toronto Dominion Bank NY 10/27/ ,000, ,936, ,000, P-1 A /10/ XC Toronto Dominion Bank NY 03/28/ ,000, ,992, ,000, P-1 A /07/2018 Subtotal and 355,645, ,000, ,353, ,000, Commercial Paper - Discount 00280PER Abbey National Treasury Servic 03/26/ ,000, ,929, ,919, P-1 A /25/ KER BNP Parabas Finance Inc 11/02/ ,000, ,937, ,783, P-1 A /25/ UF Credit Agricole NY 11/15/ ,000, ,829, ,548, P-1 A /08/ UHQ Credit Agricole NY 03/27/ ,000, ,783, ,765, P-1 A /24/ EBD Credit Suisse New York 12/07/ ,000, ,992, ,740, P-1 A /06/ W1G ING (US) FUNDING 01/08/ ,000, ,874, ,784, P-1 A /03/ QGT J P Morgan, Securities, Inc 12/08/ ,000, ,670, ,438, P-1 A /27/ KGD Natixis NY 03/27/ ,000, ,669, ,667, P-1 A /13/2018 Subtotal and 252,259, ,000, ,687, ,647, Federal Agency Issues - Coupon 3133EDVK Federal Farm Credit Bank 11/26/ ,000, ,964, ,070, Aaa AA /18/ EEHF Federal Farm Credit Bank 01/06/ ,000, ,929, ,076, Aaa AA /05/2019 Run : 04/17/ :44 PM (PRF_PM2) Report Ver
4 Page 2 Federal Agency Issues - Coupon 3133EEP Federal Farm Credit Bank 07/27/ ,000, ,990, ,002, Aaa AA /01/ EFSJ Federal Farm Credit Bank 12/14/ ,000, ,945, ,989, Aaa AA /14/ EFSJ Federal Farm Credit Bank 12/14/ ,000, ,945, ,995, Aaa AA /14/ EFXV Federal Farm Credit Bank 02/04/ ,000, ,778, ,037, Aaa AA /04/ EF3B Federal Farm Credit Bank 04/12/ ,000, ,995, ,986, Aaa AA /18/ EGCA Federal Farm Credit Bank 06/03/ ,000, ,862, ,977, Aaa AA /03/ EGCA Federal Farm Credit Bank 06/03/ ,000, ,794, ,962, Aaa AA /03/ EGXF Federal Farm Credit Bank 10/04/ ,000, ,808, ,000, Aaa AA /04/ EHGE Federal Farm Credit Bank 04/24/ ,000, ,961, ,000, Aaa AA /24/ EHWM Federal Farm Credit Bank 09/01/ ,000, ,709, ,005, Aaa AA /01/ EHVS Federal Farm Credit Bank 09/29/2017 8,065, ,798, ,019, Aaa AA /23/ EHTS Federal Farm Credit Bank 09/29/ ,000, ,700, ,980, Aaa AA /03/ EHF Federal Farm Credit Bank 10/13/ ,000, ,815, ,000, Aaa AA /13/ EHW Federal Farm Credit Bank 11/28/ ,000, ,859, ,997, Aaa AA /27/ EHU Federal Farm Credit Bank 01/03/ ,925, ,429, ,742, Aaa AA /22/ EH6L Federal Farm Credit Bank 01/10/ ,000, ,876, ,979, Aaa AA /10/ EJAW Federal Farm Credit Bank 01/29/ ,000, ,942, ,000, Aaa AA /29/ EJHL Federal Farm Credit Bank 03/27/ ,000, ,000, ,992, Aaa AA /27/ BR Federal Home Loan Bank 11/24/2014 8,075, ,057, ,146, Aaa AA /14/ BR Federal Home Loan Bank 12/05/ ,000, ,978, ,113, Aaa AA /14/ A0JR Federal Home Loan Bank 12/15/ ,000, ,008, ,302, Aaa AA /13/ M Federal Home Loan Bank 04/07/ ,000, ,940, ,122, Aaa AA /08/ A4Q Federal Home Loan Bank 04/10/ ,000, ,997, ,057, Aaa AA /17/ A4Q Federal Home Loan Bank 04/13/ ,000, ,997, ,057, Aaa AA /17/ A54F Federal Home Loan Bank 04/27/ ,000, ,993, ,000, Aaa AA /27/ A4Z Federal Home Loan Bank 04/27/ ,000, ,994, ,000, Aaa AA /27/ A63A Federal Home Loan Bank 08/03/ ,000, ,973, ,000, Aaa AA /03/ EE Federal Home Loan Bank 09/24/ ,000, ,934, ,124, Aaa AA /14/ A6UT Federal Home Loan Bank 12/28/ ,000, ,944, ,000, Aaa AA /28/ BR Federal Home Loan Bank 12/30/ ,000, ,978, ,098, Aaa AA /14/ BR Federal Home Loan Bank 01/14/ ,000, ,978, ,140, Aaa AA /14/ QK Federal Home Loan Bank 02/02/ ,000, ,971, ,216, Aaa AA /08/ M Federal Home Loan Bank 02/02/ ,000, ,940, ,109, Aaa AA /08/ EE Federal Home Loan Bank 05/26/ ,000, ,901, ,214, Aaa AA /14/ A9AE Federal Home Loan Bank 08/26/ ,000, ,944, ,993, Aaa AA /01/ A8Y Federal Home Loan Bank 08/29/ ,000, ,820, ,947, Aaa AA /05/2019 Run : 04/17/ :44 PM (PRF_PM2)
5 Page 3 Federal Agency Issues - Coupon 3130A9EP Federal Home Loan Bank 09/09/ ,000, ,818, ,991, Aaa AA /26/ HU Federal Home Loan Bank 09/30/2016 8,965, ,836, ,191, Aaa AA /12/ A9TJ Federal Home Loan Bank 11/15/ ,000, ,758, ,000, Aaa AA /15/ A9ZV Federal Home Loan Bank 11/30/ ,000, ,678, ,000, Aaa AA /28/ AAE Federal Home Loan Bank 12/13/ ,000, ,932, ,996, Aaa AA /16/ AAGX Federal Home Loan Bank 01/10/ ,000, ,793, ,000, Aaa AA /10/ AAUP Federal Home Loan Bank 03/01/ ,000, ,919, ,993, Aaa AA /25/ J Federal Home Loan Bank 03/30/ ,000, ,856, ,122, Aaa AA /13/ AB3E Federal Home Loan Bank 04/05/ ,000, ,760, ,053, Aaa AA /05/ AB3E Federal Home Loan Bank 04/13/ ,000, ,840, ,046, Aaa AA /05/ AB6A Federal Home Loan Bank 04/20/ ,000, ,672, ,092, Aaa AA /20/ ABDX Federal Home Loan Bank 05/25/ ,000, ,908, ,000, Aaa AA /24/ RB Federal Home Loan Bank 06/22/ ,000, ,801, ,059, Aaa AA /11/ HU Federal Home Loan Bank 06/29/ ,000, ,784, ,075, Aaa AA /12/ A8QS Federal Home Loan Bank 09/14/ ,000, ,580, ,817, Aaa AA /14/ HU Federal Home Loan Bank 12/06/ ,000, ,856, ,947, Aaa AA /12/ A1W Federal Home Loan Bank 12/07/ ,000, ,887, ,068, Aaa AA /11/ MB Federal Home Loan Bank 12/08/2017 5,000, ,943, ,992, Aaa AA /12/ ADG Federal Home Loan Bank 01/29/ ,000, ,880, ,980, Aaa AA /29/ ADC Federal Home Loan Bank 01/29/ ,000, ,934, ,000, Aaa AA /29/ ADUJ Federal Home Loan Bank 03/16/ ,000, ,001, ,998, Aaa AA /30/ A0XD Federal Home Loan Bank 03/20/ ,000, ,986, ,957, Aaa AA /12/ EADG Federal Home Loan Mort Corp 10/01/ ,000, ,953, ,213, Aaa AA /30/ A4ZZ Federal Home Loan Mort Corp 01/26/ ,938, ,146, ,107, Aaa AA /14/ G8W Federal Home Loan Mort Corp 04/08/ ,000, ,841, ,000, Aaa AA /30/ G8YF Federal Home Loan Mort Corp 04/28/ ,000, ,833, ,000, Aaa AA /28/ G8YF Federal Home Loan Mort Corp 04/28/ ,000, ,833, ,000, Aaa AA /28/ G9BG Federal Home Loan Mort Corp 04/18/ ,000, ,841, ,000, Aaa AA /18/ G9DC Federal Home Loan Mort Corp 05/10/ ,000, ,730, ,000, Aaa AA /10/ G9PR Federal Home Loan Mort Corp 05/26/ ,000, ,717, ,000, Aaa AA /26/ EADZ Federal Home Loan Mort Corp 05/24/ ,000, ,893, ,999, Aaa AA /15/ G9SB Federal Home Loan Mort Corp 06/22/ ,000, ,910, ,000, Aaa AA /22/ GABZ Federal Home Loan Mort Corp 08/25/ ,000, ,802, ,000, Aaa AA /25/ EAEB Federal Home Loan Mort Corp 09/27/ ,000, ,828, ,974, Aaa AA /19/ G3A Federal Home Loan Mort Corp 09/27/2016 5,000, ,935, ,059, Aaa AA /23/ G43Q Federal Home Loan Mort Corp 10/21/2016 6,737, ,627, ,830, Aaa AA /08/2020 Run : 04/17/ :44 PM (PRF_PM2)
6 Page 4 Federal Agency Issues - Coupon 3134GAVB Federal Home Loan Mort Corp 11/10/ ,000, ,692, ,000, Aaa AA /10/ EADR Federal Home Loan Mort Corp 12/13/ ,000, ,805, ,938, Aaa AA /01/ GBEK Federal Home Loan Mort Corp 03/29/ ,000, ,618, ,000, Aaa AA /29/ EADR Federal Home Loan Mort Corp 04/05/ ,000, ,707, ,925, Aaa AA /01/ GA7A Federal Home Loan Mort Corp 04/25/ ,000, ,827, ,000, Aaa AA /09/ GBGG Federal Home Loan Mort Corp 04/26/ ,000, ,823, ,000, Aaa AA /26/ GBHQ Federal Home Loan Mort Corp 04/27/ ,000, ,826, ,000, Aaa AA /27/ GBJM Federal Home Loan Mort Corp 05/03/ ,000, ,476, ,000, Aaa AA /03/ G9S Federal Home Loan Mort Corp 06/27/ ,000, ,379, ,042, Aaa AA /26/ GSGR Federal Home Loan Mort Corp 03/15/ ,000, ,983, ,000, Aaa AA /15/ G0YM Federal National Mortgage Assn 10/29/ ,000, ,994, ,207, Aaa AA /18/ G0YT Federal National Mortgage Assn 11/04/ ,000, ,974, ,048, Aaa AA /27/ G0YT Federal National Mortgage Assn 11/26/ ,000, ,974, ,074, Aaa AA /27/ G0YT Federal National Mortgage Assn 12/12/ ,000, ,974, ,064, Aaa AA /27/ G0WJ Federal National Mortgage Assn 12/15/ ,000, ,988, ,900, Aaa AA /21/ G0YT Federal National Mortgage Assn 12/18/ ,000, ,974, ,090, Aaa AA /27/ G0YT Federal National Mortgage Assn 09/24/ ,000, ,974, ,168, Aaa AA /27/ G0G Federal National Mortgage Assn 11/03/ ,000, ,934, ,985, Aaa AA /14/ G0ZE Federal National Mortgage Assn 11/09/ ,000, ,948, ,105, Aaa AA /20/ G0G Federal National Mortgage Assn 12/03/ ,000, ,934, ,948, Aaa AA /14/ G0ZY Federal National Mortgage Assn 12/24/ ,000, ,917, ,044, Aaa AA /26/ G0K Federal National Mortgage Assn 06/13/ ,000, ,907, ,000, Aaa AA /13/ G3P Federal National Mortgage Assn 08/12/ ,000, ,857, ,000, Aaa AA /26/ G0J Federal National Mortgage Assn 08/29/ ,000, ,895, ,017, Aaa AA /26/ G0D Federal National Mortgage Assn 09/27/ ,000, ,806, ,165, Aaa AA /22/ G34L Federal National Mortgage Assn 09/29/ ,440, ,244, ,440, Aaa AA /06/ G0D Federal National Mortgage Assn 10/21/2016 5,000, ,903, ,067, Aaa AA /22/ G0D Federal National Mortgage Assn 10/27/ ,000, ,806, ,125, Aaa AA /22/ G0D Federal National Mortgage Assn 11/10/ ,000, ,806, ,093, Aaa AA /22/ G4GN Federal National Mortgage Assn 11/22/2016 9,500, ,282, ,500, Aaa AA /22/ G4GS Federal National Mortgage Assn 11/30/ ,000, ,748, ,000, Aaa AA /30/ G4HN Federal National Mortgage Assn 11/30/ ,000, ,511, ,000, Aaa AA /26/ G4HP Federal National Mortgage Assn 12/01/ ,000, ,575, ,000, Aaa AA /01/ G4GU Federal National Mortgage Assn 12/02/ ,000, ,859, ,967, Aaa AA /25/ G3K Federal National Mortgage Assn 12/02/ ,000, ,871, ,949, Aaa AA /02/ G0D Federal National Mortgage Assn 12/08/ ,000, ,806, ,979, Aaa AA /22/2020 Run : 04/17/ :44 PM (PRF_PM2)
7 Page 5 Federal Agency Issues - Coupon 3135G0N Federal National Mortgage Assn 12/09/ ,000, ,592, ,727, Aaa AA /17/ G3J Federal National Mortgage Assn 12/21/ ,000, ,871, ,922, Aaa AA /02/ G4JN Federal National Mortgage Assn 12/29/ ,000, ,853, ,000, Aaa AA /29/ G4JP Federal National Mortgage Assn 12/29/ ,000, ,779, ,000, Aaa AA /29/ G0S Federal National Mortgage Assn 06/22/ ,000, ,694, ,117, Aaa AA /05/ G0T Federal National Mortgage Assn 11/21/ ,000, ,799, ,903, Aaa AA /30/ G0T Federal National Mortgage Assn 12/12/ ,000, ,721, ,901, Aaa AA /05/ EQ Tennessee Valley Authority 11/20/ ,000, ,983, ,160, Aaa AA /15/ EQ Tennessee Valley Authority 11/26/2014 5,111, ,102, ,187, Aaa AA /15/2018 Federal Agency Issues - Discount Subtotal and 1,323,240, ,338,756, ,321,801, ,342,795, EAU Financing Corp 01/07/ ,000, ,735, ,279, Aaa AA /06/ RC Federal National Mortgage Assn 11/05/ ,000, ,645, ,258, Aaa AA /09/ RC Federal National Mortgage Assn 05/19/ ,005, ,473, ,297, Aaa AA /09/ RC Federal National Mortgage Assn 07/14/ ,000, ,645, ,620, Aaa AA /09/2019 Medium Term Notes 30/360 Subtotal and 42,456, ,005, ,500, ,456, JAC Australia & New Zealand NY 07/20/ ,000, ,989, ,976, Aa AA /15/ AX Apple 03/04/ ,000, ,815, ,905, Aa AA /07/ AJ Apple 04/27/ ,000, ,989, ,971, Aa AA /03/ AJ Apple 05/04/ ,000, ,989, ,968, Aa AA /03/ AJ Apple 05/04/ ,000, ,989, ,963, Aa AA /03/ CB Apple 09/06/ ,290, ,926, ,251, Aa AA /02/ CB Apple 09/12/ ,000, ,820, ,005, Aa AA /02/ AR Apple 10/31/ ,000, ,006, ,489, Aa AA /06/ AR Apple 12/16/ ,000, ,006, ,253, Aa AA /06/ AQ Apple 03/31/ ,000, ,972, ,115, Aa AA /06/ BD Apple 06/27/ ,000, ,874, ,070, Aa AA /06/ BS Apple 12/05/ ,000, ,849, ,021, Aa AA /23/ BL Berkshire Hathaway 12/02/2014 5,000, ,983, ,067, Aa AA /14/ BE Berkshire Hathaway 01/21/ ,000, ,031, ,320, Aa AA /15/ QEB Colgate-Palmolive 01/26/ ,000, ,986, ,929, Aa AA /01/ QEF Colgate-Palmolive 07/14/ ,000, ,935, ,039, Aa AA /15/2019 Run : 04/17/ :44 PM (PRF_PM2)
8 Page 6 Medium Term Notes 30/ RAD Commonwealth Bnk Australia NY 02/04/ ,000, ,996, ,328, Aa AA /20/ AE Chevron Corp 09/01/ ,000, ,984, ,064, Aa AA /24/ AY Chevron Corp 04/03/ ,277, ,201, ,381, Aa AA /17/ BH Chevron Corp 04/18/2017 5,000, ,952, ,995, Aa AA /16/ G4R General Electric Cos-MTN 11/15/ ,000, ,255, ,978, A A /16/ G4D General Electric Cos-MTN 03/21/ ,000, ,366, ,985, A A /07/ JE IBM 03/16/ ,000, ,922, ,048, A A /17/ HT IBM 05/27/ ,000, ,941, ,175, A A /12/ JE IBM 04/18/2017 5,000, ,961, ,027, A A /17/ CD Johnson & Johnson 03/28/ ,135, ,749, ,732, Aaa AAA /03/ LRG J.P. Morgan & Co,, Inc. 10/24/ ,000, ,862, ,051, Aa A /23/ BF Coca Cola 04/22/ ,000, ,963, ,186, Aa AA /01/ BA Coca Cola 07/14/ ,000, ,999, ,994, Aa AA /01/ BT Coca Cola 11/03/ ,000, ,806, ,955, Aa AA /27/ BV Coca Cola 12/20/2016 7,070, ,982, ,028, Aa AA /30/ BY Coca Cola 04/24/ ,063, ,406, ,823, Aa AA /01/ CF Coca Cola 06/29/ ,000, ,728, ,051, Aa AA /25/ AV Microsoft Corp 04/23/ ,000, ,954, ,191, Aaa AAA /06/ AV Microsoft Corp 04/27/ ,000, ,954, ,171, Aaa AAA /06/ BV Microsoft Corp 04/11/ ,000, ,900, ,051, Aaa AAA /06/ BN Microsoft Corp 08/28/ ,474, ,282, ,390, Aaa AAA /08/ HAM Novartis 06/21/ ,000, ,757, ,125, Aa AA /17/ HAM Novartis 06/30/ ,980, ,567, ,112, Aa AA /17/ TBP Toyota Motors Credit Corp 01/20/ ,000, ,938, ,098, Aa AA /18/ T Toyota Motors Credit Corp 01/29/ ,000, ,982, ,034, Aa AA /13/ TCU Toyota Motors Credit Corp 03/28/ ,359, ,284, ,433, Aa AA /19/ TCX Toyota Motors Credit Corp 04/13/ ,000, ,998, ,015, Aa AA /06/ TCU Toyota Motors Credit Corp 04/29/ ,000, ,928, ,102, Aa AA /19/ P4S Toyota Motors Credit Corp 12/11/ ,196, ,548, ,789, Aa AA /11/ TCF Toyota Motors Credit Corp 02/05/ ,972, ,817, ,915, Aa AA /12/ TCZ Toyota Motors Credit Corp 03/06/2018 9,289, ,027, ,035, Aa AA /08/ HML US Bank 06/28/ ,770, ,661, ,030, A AA /28/ HML US Bank 06/28/ ,000, ,899, ,239, A AA /28/ HML US Bank 09/20/2016 8,000, ,919, ,178, A AA /28/ HNB US Bank 04/17/ ,000, ,863, ,062, A AA /24/ HNB US Bank 06/22/ ,750, ,603, ,800, A AA /24/2020 Run : 04/17/ :44 PM (PRF_PM2)
9 Page 7 Medium Term Notes 30/ HNL US Bank 01/25/2018 7,500, ,404, ,499, A AA /23/ HNL US Bank 01/25/ ,000, ,872, ,998, A AA /23/ J5D Wells Fargo Bank 06/02/ ,000, ,886, ,037, Aa AA /24/ J5D Wells Fargo Bank 06/22/ ,000, ,886, ,097, Aa AA /24/ J5D Wells Fargo Bank 08/08/ ,826, ,691, ,005, Aa AA /24/ DF Wal-Mart Stores 01/13/2016 8,700, ,697, ,698, Aa AA /11/ GAV Exxon-Mobil 03/07/ ,000, ,851, ,851, Aaa AA /01/2021 StoneCastle - FICA Subtotal and 593,316, ,651, ,432, ,124, StoneCastle 49,557, ,557, ,557, CAMP Subtotal and 5,325, ,557, ,557, ,557, CAMP CAMP 108,028, ,028, ,028, AAA Treasury Securities - Coupon Subtotal and 172,225, ,028, ,028, ,028, UZ U S Treasury Note 04/13/ ,000, ,990, ,915, Aaa AA /30/ UZ U S Treasury Note 04/21/ ,000, ,990, ,932, Aaa AA /30/ XH U S Treasury Note 03/13/ ,000, ,845, ,957, Aaa AA /30/ T U S Treasury Note 06/29/ ,000, ,167, ,587, Aaa AA /31/ P U S Treasury Note 08/25/ ,000, ,644, ,847, Aaa AA /28/ D U S Treasury Note 09/21/ ,000, ,699, ,234, Aaa AA /31/ T U S Treasury Note 09/29/ ,000, ,583, ,790, Aaa AA /31/ R U S Treasury Note 10/05/ ,000, ,679, ,866, Aaa AA /31/ S U S Treasury Note 10/05/ ,000, ,578, ,761, Aaa AA /31/ XH U S Treasury Note 11/07/ ,000, ,845, ,981, Aaa AA /30/ N U S Treasury Note 11/30/ ,000, ,722, ,833, Aaa AA /31/ P U S Treasury Note 11/30/ ,000, ,288, ,495, Aaa AA /28/ L U S Treasury Note 12/04/ ,000, ,542, ,752, Aaa AA /31/ P U S Treasury Note 12/06/ ,000, ,288, ,453, Aaa AA /28/ L U S Treasury Note 12/14/ ,000, ,542, ,739, Aaa AA /31/ L U S Treasury Note 12/19/ ,000, ,656, ,793, Aaa AA /31/ T U S Treasury Note 12/20/ ,000, ,583, ,683, Aaa AA /31/2021 Run : 04/17/ :44 PM (PRF_PM2)
10 Page 8 Treasury Securities - Coupon R U S Treasury Note 12/20/ ,000, ,518, ,658, Aaa AA /31/ R U S Treasury Note 01/04/ ,000, ,679, ,767, Aaa AA /31/ S U S Treasury Note 01/04/ ,000, ,578, ,665, Aaa AA /31/ XM U S Treasury Note 01/22/ ,000, ,679, ,752, Aaa AA /31/ XR U S Treasury Note 02/02/ ,000, ,697, ,693, Aaa AA /31/2022 Municipal Bonds Subtotal and 295,164, ,000, ,800, ,164, DDF California State Controller 01/08/ ,000, ,905, ,004, Aa AA /01/2022 Supranationals Subtotal and 10,004, ,000, ,905, ,004, X0CH INTER AMERICAN DEV BANK 02/03/ ,000, ,913, ,148, Aaa AAA /15/ X INTER AMERICAN DEV BANK 09/30/2016 5,000, ,947, ,131, Aaa AAA /16/ X0CX INTER AMERICAN DEV BANK 04/12/ ,000, ,707, ,952, Aaa AAA /12/ URH International Bank for Reconst 01/16/ ,000, ,939, ,000, Aaa AAA /16/ EV International Bank for Reconst 05/25/ ,000, ,864, ,017, Aaa AAA /26/ UXS International Bank for Reconst 10/27/ ,000, ,664, ,920, Aaa AAA /01/ UB International Bank for Reconst 12/22/ ,000, ,751, ,000, Aaa AAA /22/ UC International Bank for Reconst 12/28/ ,000, ,772, ,000, Aaa AAA /28/ UF International Bank for Reconst 04/19/ ,000, ,831, ,000, Aaa AAA /19/ EW International Bank for Reconst 08/30/ ,000, ,985, ,985, Aaa AAA /09/2021 Subtotal and 105,155, ,000, ,376, ,155, Total and 3,216,872, ,223,088, ,187,534, ,224,025, Run : 04/17/ :44 PM (PRF_PM2)
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