Month_End_Report_-_BEAV_Total_Portfolio_-_06.2024.pdf
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- Attached to
- Investment Advisory Services
- Solicitation number
- 25-096
- Issued by
- Washington County, Barlow City, Oregon
About this file
This document is a comprehensive month-end investment portfolio report for the City of Beaverton's investment portfolio, dated August 2, 2024, covering the period of June 1-30, 2024. The report details the performance and composition of multiple investment accounts, including BEAV Total Portfolio, BEAV-Investment Core, BEAV-Liquidity, BEAV-Cash Match Investments, BEAV-Certificates of Deposit, BEAV-BP2024 Investments, and BEAV-BP2024 Liquidity. The total portfolio value is approximately $194.8 million, with assets primarily invested in U.S. Treasury securities, federal agency bonds, corporate bonds, and municipal securities. The portfolio maintains a book yield of 4.328%, with an effective duration of 1.674 years and an average maturity of 1.826 years.
The investment strategy demonstrates a conservative approach, with government securities representing 58.611% of the portfolio, followed by agency securities at 16.735% and a diversified mix of municipal, financial, and industrial securities. The portfolio experienced net realized losses of $1,045,651.63 during the reporting period, offset by interest earnings and net amortization income. The investments are spread across various maturity buckets, with significant holdings in one-year to five-year duration bands. The portfolio's credit quality appears strong, with an AAA rating, and the investment approach focuses on maintaining liquidity while generating modest returns through a mix of short to medium-term securities.
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GPA Month End Report BEAV_Total Portfolio (176794) [06-01-2024]--[06-30-2024] 06/01/2024 - 06/30/2024 Dated: 08/02/2024 Locked Down
GPA Summary Dashboard (BEAV_Total Portfolio (176794)) 1
GPA Earnings Dashboard (BEAV_Total Portfolio (176794)) 2
GPA Earned Income Pivot (BEAV_Total Portfolio (176794)) 8
GPA Maturity Sectors (BEAV_Total Portfolio (176794)) 9
GPA Credit Event (BEAV_Total Portfolio (176794)) 12
GPA Holdings Report by Type (BEAV_Total Portfolio (176794)) 13
GPA Transaction Report (1) (BEAV_Total Portfolio (176794)) 17
GPA Cash Flow Report (BEAV_Total Portfolio (176794)) 20
GPA Summary Dashboard (BEAV-Investment Core (170665)) 28
GPA Earnings Dashboard (BEAV-Investment Core (170665)) 29
GPA Earned Income Pivot (BEAV-Investment Core (170665)) 31
GPA Maturity Sectors (BEAV-Investment Core (170665)) 32
GPA Credit Event (BEAV-Investment Core (170665)) 35
GPA Holdings Report by Type (BEAV-Investment Core (170665)) 36
GPA Transaction Report (1) (BEAV-Investment Core (170665)) 39
GPA Cash Flow Report (BEAV-Investment Core (170665)) 41
GPA Summary Dashboard (BEAV-Liquidity (176078)) 47
GPA Earnings Dashboard (BEAV-Liquidity (176078)) 48
GPA Earned Income Pivot (BEAV-Liquidity (176078)) 50
Table of Contents
GPA Maturity Sectors (BEAV-Liquidity (176078)) 51
GPA Credit Event (BEAV-Liquidity (176078)) 52
GPA Holdings Report by Type (BEAV-Liquidity (176078)) 53
GPA Transaction Report (1) (BEAV-Liquidity (176078)) 54
GPA Cash Flow Report (BEAV-Liquidity (176078)) 55
GPA Summary Dashboard (BEAV-Certificates of Deposit (176159)) 56
GPA Earnings Dashboard (BEAV-Certificates of Deposit (176159)) 57
GPA Earned Income Pivot (BEAV-Certificates of Deposit (176159)) 59
GPA Maturity Sectors (BEAV-Certificates of Deposit (176159)) 60
GPA Credit Event (BEAV-Certificates of Deposit (176159)) 61
GPA Holdings Report by Type (BEAV-Certificates of Deposit (176159)) 62
GPA Transaction Report (1) (BEAV-Certificates of Deposit (176159)) 63
GPA Cash Flow Report (BEAV-Certificates of Deposit (176159)) 64
GPA Summary Dashboard (BEAV-Cash Match Inv (319024)) 65
GPA Earnings Dashboard (BEAV-Cash Match Inv (319024)) 66
GPA Earned Income Pivot (BEAV-Cash Match Inv (319024)) 68
GPA Maturity Sectors (BEAV-Cash Match Inv (319024)) 69
GPA Credit Event (BEAV-Cash Match Inv (319024)) 71
GPA Holdings Report by Type (BEAV-Cash Match Inv (319024)) 72
GPA Transaction Report (1) (BEAV-Cash Match Inv (319024)) 73
GPA Cash Flow Report (BEAV-Cash Match Inv (319024)) 74
GPA Summary Dashboard (BEAV-BP2024 Investments (428429)) 75
GPA Earnings Dashboard (BEAV-BP2024 Investments (428429)) 76
GPA Earned Income Pivot (BEAV-BP2024 Investments (428429)) 78
GPA Maturity Sectors (BEAV-BP2024 Investments (428429)) 79
GPA Credit Event (BEAV-BP2024 Investments (428429)) 81
GPA Holdings Report by Type (BEAV-BP2024 Investments (428429)) 82
GPA Transaction Report (1) (BEAV-BP2024 Investments (428429)) 84
GPA Cash Flow Report (BEAV-BP2024 Investments (428429)) 85
GPA Summary Dashboard (BEAV-BP2024 Liquidity (428430)) 88
GPA Earnings Dashboard (BEAV-BP2024 Liquidity (428430)) 89
GPA Earned Income Pivot (BEAV-BP2024 Liquidity (428430)) 91
GPA Maturity Sectors (BEAV-BP2024 Liquidity (428430)) 92
GPA Credit Event (BEAV-BP2024 Liquidity (428430)) 93
GPA Holdings Report by Type (BEAV-BP2024 Liquidity (428430)) 94
GPA Transaction Report (1) (BEAV-BP2024 Liquidity (428430)) 95
GPA Cash Flow Report (BEAV-BP2024 Liquidity (428430)) 96
Index: See Risk Comparison or Performance Comparison for index information.
1: * Grouped by: Asset Class. 2: * Groups Sorted by: 3: * Weighted by: Ending Market Value + Accrued. 4: * Grouped by: Market Sector. 5: * Weighted by: Ending Base Market Value + Accrued.
Cash and Fixed Income Summary Asset Class Ending Market Value + Accrued
Cash 90,625.00
Money Market Funds 25,615,897.02
Fixed Income 169,094,556.42
Total 194,801,078.44
Footnotes: 1,2,3
Risk & Return Metrics Portfolio
Book Yield 4.328
Effective Duration 1.674
Years to Maturity 1.826
1 Year Key Rate Duration 0.166
Convexity 0.066
Rating AAA
Footnote: 3
Index Comparison Market Sector Market Sector Portfolio Index Difference
Government 58.611% 100.000% -41.389%
Agency 16.735% 0.000% 16.735%
Municipal 1.894% 0.000% 1.894%
Financial 6.352% 0.000% 6.352%
Industrial 3.212% 0.000% 3.212%
Cash 13.196% 0.000% 13.196%
Footnotes: 4,5
Exposure - DurationAsset Class Distribution
GPA Summary Dashboard BEAV_Total Portfolio (176794) 06/01/2024 - 06/30/2024 Return to Table of Contents Dated: 08/02/2024
Accrual Earnings
BEAV-BP2024
Investments, BEAV-Liquidity
BEAV-Cash Match Inv, Grand Total
BEAV-Investment Core
Interest Earned 42,550.30 115,430.27
10,723.25 487,045.81
318,341.98
Realized Gains/Losses 0.00 0.00
0.00 -1,045,651.63
-1,045,651.63
Net Amortization/Accretion Income 77,584.50 0.00
35,461.78 199,820.48
86,774.20
Earned Income 120,134.80 115,430.27
46,185.03 -358,785.35
-640,535.45
Custody Bank Fees 0.00 0.00
0.00 0.00
0.00
Footnotes: 1,2,3 Continued on page 3
Accrual Activity BEAV-BP2024 Investments, BEAV-Liquidity BEAV-Cash Match Inv, Grand Total BEAV-Investment Core
Beginning Book Value 29,852,648.43 27,307,475.39
13,400,803.90 203,579,842.36
133,018,914.64
Purchases 0.00 0.00
0.00 37,738,530.98
37,738,530.98
Maturities/Sales/Calls -2,400,000.00 -1,691,578.37
-2,820,000.00 -44,714,424.87
-37,802,846.50
Net Amortization/Accretion Income 77,584.50 0.00
35,461.78 199,820.48
86,774.20
Net Realized Gain/Loss 0.00 0.00
0.00 -1,045,651.63
-1,045,651.63
Footnotes: 1,2,4 Continued on page 4
Interest Earnings
BEAV-BP2024
Investments, BEAV-Liquidity
BEAV-Cash Match Inv, Grand Total
BEAV-Investment Core
Beginning Accrued 135,467.46 0.00
37,690.61 1,013,182.57
840,024.50
Coupon Income 41,125.00 115,430.27
0.00 600,247.94
443,692.67
Purchased Accrued 0.00 0.00
0.00 212,079.88
212,079.88
Sold Accrued 0.00 0.00
0.00 -104,401.11
-104,401.11
Ending Accrued 136,892.76 0.00
48,413.86 1,007,659.21
822,352.59
Footnotes: 1,2,5
Compliance
Status Compliant
As of 06/30/2024
Reconciliation
Custody Reconciliation Status Reconciled
Custody Last Reconciled For 08/01/2024
Trading System Last Reconciled For 04/23/2024
Fair Market Value
BEAV-BP2024
Investments, BEAV-Liquidity
BEAV-Cash Match Inv, Grand Total
BEAV-Investment Core
Interest Earned 42,550.30 115,430.27
10,723.25 487,045.81
318,341.98
Change In Net Unrealized Gain/Loss 568.69 0.00
-1,252.37 1,560,172.49
1,560,856.17
Net Amortization/Accretion Income 77,584.50 0.00
35,461.78 199,820.48
86,774.20
Net Realized Gain/Loss 0.00 0.00
0.00 -1,045,651.63
-1,045,651.63
Fair Market Earned Income 43,118.99 115,430.27
9,470.89 2,047,218.29
1,879,198.15
Footnotes: 1,2,6
Fair Market Activity BEAV-BP2024 Investments, BEAV-Liquidity BEAV-Cash Match Inv, Grand Total BEAV-Investment Core
Beginning Market Value 29,823,155.56 27,307,475.39
13,397,808.72 200,103,038.18
129,574,598.50
Purchases 0.00 0.00
0.00 37,738,530.98
37,738,530.98
Maturities/Sales/Calls -2,400,000.00 -1,691,578.37
-2,820,000.00 -44,714,424.87
-37,802,846.50
Net Realized Gain/Loss 0.00 0.00
0.00 -1,045,651.63
-1,045,651.63
Amortization/Accretion Income 77,584.50 0.00
35,461.78 199,820.48
86,774.20
Footnotes: 1,2,4 Continued on page 5
GPA Earnings Dashboard BEAV_Total Portfolio (176794)
Performance
GPA Earnings Dashboard BEAV_Total Portfolio (176794)
Accrual Earnings continued
BEAV-BP2024
Investments, BEAV-Liquidity
BEAV-Cash Match Inv, Grand Total
BEAV-Investment Core
Management Fees 0.00 0.00
0.00 0.00
0.00
Clearwater Fee ---
Income After Fee 120,134.80 115,430.27
46,185.03 -358,785.35
-640,535.45
GPA Book Yield 5.145 5.200
5.230 4.328
3.911
Footnotes: 1,2,3
GPA Earnings Dashboard BEAV_Total Portfolio (176794)
Accrual Activity continued BEAV-BP2024 Investments, BEAV-Liquidity BEAV-Cash Match Inv, Grand Total BEAV-Investment Core
Change In Cash, Payables, Receivables 0.00 0.00
0.00 -48,066.39
-48,066.39
Ending Book Value 27,530,232.92 25,615,897.02
10,616,265.69 195,710,050.93
131,947,655.30
Footnotes: 1,2,4
GPA Earnings Dashboard BEAV_Total Portfolio (176794)
Fair Market Activity continued
BEAV-Liquidity BEAV-Cash Match Inv, Grand Total BEAV-Investment Core
Change In Net Unrealized Gain/Loss 568.69 0.00
-1,252.37 1,560,172.49
1,560,856.17
Change In Net Cash Receivable/Payable 0.00 0.00
0.00 90,625.00
90,625.00
Ending Market Value 27,501,308.75 25,615,897.02
10,612,018.14 193,793,419.23
130,064,195.33
Footnotes: 1,2,4
GPA Earnings Dashboard BEAV_Total Portfolio (176794)
Index: See Index Details footer on Performance Summary or Performance Returns for index information.
1: * Weighted by: Ending Market Value + Accrued. 2: * Pivoted by: Account. 3: * Formula Column: Earned Income = [Net Amortization/Accretion Income]+[Interest Earned]+[Realized Gains/Losses]. 4: * Formula Column: Maturities/Sales/Calls = [Maturities and
Redemptions]+[Sales]. 5: * Formula Column: Coupon Income = [Coupons Paid]-[Beginning Cash Coupon Receivable]+[Ending Cash Coupon Receivable]. 6: * Formula Column: Fair Market Earned Income = [Interest Earned]+[Change In Net Unrealized Gain/Loss].
GPA Earnings Dashboard BEAV_Total Portfolio (176794)
* Weighted by: Ending Market Value + Accrued. * Pivoted by: Account. * Holdings Displayed by: Lot.
BEAV-Liquidity
BEAV-Cash Match Inv, Grand Total
BEAV-Investment Core
ACCRUAL EARNINGS SUMMARY 0
Beginning Accrued 135,467.46 0.00
37,690.61 1,013,182.57
840,024.50
Purchased Accrued 0.00 0.00
0.00 212,079.88
212,079.88
Sold Accrued 0.00 0.00
0.00 -104,401.11
-104,401.11
Coupon Income 41,125.00 115,430.27
0.00 600,247.94
443,692.67
Beginning Coupon Receivable 0.00 0.00
0.00 0.00
0.00
Ending Coupon Receivable 0.00 0.00
0.00 90,625.00
90,625.00
Dividend Income 0.00 0.00
0.00 0.00
0.00
Ending Accrued 136,892.76 0.00
48,413.86 1,007,659.21
822,352.59
Interest Earned 42,550.30 115,430.27
10,723.25 487,045.81
318,341.98
Net Amortization/Accretion Income 77,584.50 0.00
35,461.78 199,820.48
86,774.20
Net Realized Gain/Loss 0.00 0.00
0.00 -1,045,651.63
-1,045,651.63
Earned Income with Gains 120,134.80 115,430.27
46,185.03 -358,785.35
-640,535.45
GPA Earned Income Pivot BEAV_Total Portfolio (176794)
Bucket A- 30 Days
Bucket B- 90 Days
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Liquidity OSTF_LGIP OREGON SHORT TERM FUND 25,615,897.02 USD 06/30/2024 MMFUND 1.0000 --- --- --- 25,615,897.02
BEAV-Investment Core CCYUSD Receivable 90,625.00 USD 06/30/2024 CASH 1.0000 0.000 0.000 0.000 90,625.00
BEAV-BP2024 Investments 912797GB7 UNITED STATES TREASURY 2,400,000.00 USD 07/11/2024 T-BILL 99.8546 4.442 0.033 0.000 2,396,509.99
BEAV-Cash Match Inv 91282CCL3 UNITED STATES TREASURY 815,000.00 USD 07/15/2024 US GOV 99.8091 4.464 0.047 0.000 814,854.64
BEAV-Investment Core 912797JS7 UNITED STATES TREASURY 4,000,000.00 USD 07/18/2024 T-BILL 99.7516 4.557 0.055 0.000 3,990,064.44
--- --- --- 32,921,522.02 USD 07/03/2024 --- 22.6193 4.452 0.046 0.000 32,907,951.09
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Cash Match Inv 9128282N9 UNITED STATES TREASURY 3,225,000.00 USD 07/31/2024 US GOV 99.7334 5.035 0.090 0.000 3,245,019.72
BEAV-BP2024 Investments 912797GK7 UNITED STATES TREASURY 2,300,000.00 USD 08/08/2024 T-BILL 99.4476 4.958 0.111 0.000 2,287,295.44
BEAV-Investment Core 912828D56 UNITED STATES TREASURY 5,000,000.00 USD 08/15/2024 US GOV 99.6211 5.222 0.131 0.000 5,025,749.07
BEAV-Cash Match Inv 91282CCT6 UNITED STATES TREASURY 575,000.00 USD 08/15/2024 US GOV 99.3799 5.102 0.131 0.000 572,245.88
BEAV-Cash Match Inv 9128282U3 UNITED STATES TREASURY 1,735,000.00 USD 08/31/2024 US GOV 99.3932 5.364 0.172 0.001 1,735,345.74
BEAV-BP2024 Investments 3130ATVD6 FEDERAL HOME LOAN BANKS 2,300,000.00 USD 09/13/2024 AGCY BOND 99.8667 5.445 0.206 0.001 2,330,571.88
BEAV-Cash Match Inv 91282CCX7 UNITED STATES TREASURY 3,605,000.00 USD 09/15/2024 US GOV 98.9805 5.171 0.212 0.001 3,572,213.37
--- --- --- 18,740,000.00 USD 08/23/2024 --- 99.4995 5.185 0.150 0.000 18,768,441.10
GPA Maturity Sectors BEAV_Total Portfolio (176794) As of 06/30/2024 Return to Table of Contents Dated: 08/02/2024
Bucket C- 1 yr
Bucket D- 2 yrs
Bucket E- 3 yrs
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Cash Match Inv 912828YH7 UNITED STATES TREASURY 725,000.00 USD 09/30/2024 US GOV 99.0371 5.281 0.253 0.001 720,752.65
BEAV-BP2024 Investments 91282CDB4 UNITED STATES TREASURY 2,100,000.00 USD 10/15/2024 US GOV 98.6328 5.281 0.293 0.002 2,074,050.32
BEAV-Investment Core 912797KV8 UNITED STATES TREASURY 2,500,000.00 USD 10/24/2024 T-BILL 98.3424 5.214 0.318 0.002 2,458,560.08
BEAV-BP2024 Investments 912828G38 UNITED STATES TREASURY 1,900,000.00 USD 11/15/2024 US GOV 98.8438 5.337 0.373 0.003 1,883,491.17
BEAV-BP2024 Investments 91282CDN8 UNITED STATES TREASURY 1,900,000.00 USD 12/15/2024 US GOV 98.0742 5.245 0.453 0.004 1,864,240.76
BEAV-Investment Core 3130AQF40 FEDERAL HOME LOAN BANKS 2,500,000.00 USD 12/20/2024 AGCY BOND 97.9644 5.369 0.466 0.004 2,449,874.14
BEAV-BP2024 Investments 91282CDS7 UNITED STATES TREASURY 1,800,000.00 USD 01/15/2025 US GOV 97.7979 5.263 0.530 0.005 1,769,707.49
BEAV-Investment Core 06051GHY8 BANK OF AMERICA CORP 2,500,000.00 USD 02/13/2026 CORP 97.7098 5.794 0.602 0.007 2,462,055.97
BEAV-BP2024 Investments 912828J27 UNITED STATES TREASURY 1,800,000.00 USD 02/15/2025 US GOV 97.9541 5.331 0.611 0.007 1,776,723.29
BEAV-BP2024 Investments 91282CED9 UNITED STATES TREASURY 1,700,000.00 USD 03/15/2025 US GOV 97.5898 5.226 0.692 0.008 1,667,758.33
BEAV-BP2024 Investments 3130AJHU6 FEDERAL HOME LOAN BANKS 1,700,000.00 USD 04/14/2025 AGCY BOND 96.3956 5.189 0.773 0.010 1,640,543.94
BEAV-Investment Core 06406RBC0 BANK OF NEW YORK MELLON CORP 2,500,000.00 USD 04/25/2025 CORP 98.3233 5.450 0.794 0.010 2,473,435.67
BEAV-BP2024 Investments 91282CEQ0 UNITED STATES TREASURY 2,000,000.00 USD 05/15/2025 US GOV 97.9427 5.167 0.852 0.011 1,965,878.62
BEAV-BP2024 Investments 91282CEU1 UNITED STATES TREASURY 2,200,000.00 USD 06/15/2025 US GOV 97.8867 5.148 0.933 0.013 2,156,272.85
BEAV-BP2024 Investments 91282CEY3 UNITED STATES TREASURY 2,700,000.00 USD 07/15/2025 US GOV 97.9043 5.080 0.999 0.015 2,680,800.63
--- --- --- 30,525,000.00 USD 03/18/2025 --- 98.0086 5.299 0.616 0.007 30,044,145.88
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Investment Core 06051GLA5 BANK OF AMERICA CORP 2,000,000.00 USD 07/22/2026 CORP 99.0337 5.770 1.002 0.015 2,023,312.38
BEAV-BP2024 Investments 91282CFE6 UNITED STATES TREASURY 1,155,000.00 USD 08/15/2025 US GOV 97.9023 5.052 1.081 0.017 1,144,356.81
BEAV-Investment Core 9128285J5 UNITED STATES TREASURY 5,000,000.00 USD 10/31/2025 US GOV 97.4688 4.973 1.285 0.023 4,898,709.24
BEAV-Investment Core 91282CGA3 UNITED STATES TREASURY 5,000,000.00 USD 12/15/2025 US GOV 98.7109 4.922 1.401 0.027 4,944,290.07
BEAV-Investment Core 91282CGL9 UNITED STATES TREASURY 5,000,000.00 USD 02/15/2026 US GOV 98.6445 4.871 1.536 0.032 5,007,501.28
BEAV-Investment Core 9128286L9 UNITED STATES TREASURY 5,000,000.00 USD 03/31/2026 US GOV 95.7500 4.799 1.682 0.037 4,815,778.69
BEAV-Investment Core 9128286X3 UNITED STATES TREASURY 5,000,000.00 USD 05/31/2026 US GOV 95.2305 4.748 1.847 0.044 4,770,522.77
BEAV-Investment Core 91282CHH7 UNITED STATES TREASURY 2,500,000.00 USD 06/15/2026 US GOV 98.8555 4.741 1.860 0.044 2,475,894.92
--- --- --- 30,655,000.00 USD 02/25/2026 --- 97.4744 4.922 1.519 0.032 30,080,366.15
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Investment Core 3133ERFT3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
5,000,000.00 USD 08/28/2026 AGCY BOND 100.3078 4.725 2.025 0.052 5,037,734.45
BEAV-Investment Core 91282CCP4 UNITED STATES TREASURY 3,000,000.00 USD 07/31/2026 US GOV 91.9922 4.691 2.027 0.051 2,767,595.31
BEAV-Investment Core 91282CCZ2 UNITED STATES TREASURY 2,500,000.00 USD 09/30/2026 US GOV 92.0352 4.632 2.183 0.059 2,306,377.53
BEAV-Investment Core 94988J6F9 WELLS FARGO BANK NA 1,500,000.00 USD 12/11/2026 CORP 100.1003 5.208 2.200 0.037 1,505,882.86
BEAV-Investment Core 91282CDK4 UNITED STATES TREASURY 2,500,000.00 USD 11/30/2026 US GOV 92.3633 4.616 2.337 0.067 2,311,728.88
BEAV-Investment Core 91282CDK4 UNITED STATES TREASURY 2,500,000.00 USD 11/30/2026 US GOV 92.3633 4.616 2.337 0.067 2,311,728.88
BEAV-Investment Core 13067WSW3 CALIFORNIA ST DEPT WTR RES CENT VY
PROJ REV
1,700,000.00 USD 12/01/2026 MUNI 91.1350 4.977 2.339 0.067 1,550,783.92
BEAV-Investment Core 78016EYV3 ROYAL BANK OF CANADA 2,500,000.00 USD 01/21/2027 YANKEE 92.8687 5.050 2.424 0.072 2,344,496.50
BEAV-Investment Core 91282CEC1 UNITED STATES TREASURY 2,500,000.00 USD 02/28/2027 US GOV 93.2930 4.567 2.544 0.078 2,347,991.68
BEAV-Investment Core 91282CEC1 UNITED STATES TREASURY 2,500,000.00 USD 02/28/2027 US GOV 93.2930 4.567 2.544 0.078 2,347,991.68
BEAV-Investment Core 654106AJ2 NIKE INC 1,500,000.00 USD 03/27/2027 CORP 94.7077 4.829 2.561 0.057 1,431,386.09
GPA Maturity Sectors BEAV_Total Portfolio (176794)
Bucket F- 5 yrs
Summary
* Grouped by: GPA Effective Duration Bands. * Groups Sorted by: GPA Effective Duration Bands. * Weighted by: Ending Market Value + Accrued.
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Investment Core 023135CF1 AMAZON.COM INC 2,500,000.00 USD 04/13/2027 CORP 95.9100 4.883 2.586 0.059 2,415,624.42
BEAV-Investment Core 91282CET4 UNITED STATES TREASURY 2,500,000.00 USD 05/31/2027 US GOV 94.8516 4.524 2.762 0.091 2,376,847.45
BEAV-Investment Core 91282CEW7 UNITED STATES TREASURY 2,500,000.00 USD 06/30/2027 US GOV 96.5039 4.507 2.775 0.094 2,412,818.44
BEAV-Investment Core 194162AN3 COLGATE-PALMOLIVE CO 2,500,000.00 USD 08/15/2027 CORP 95.2190 4.761 2.885 0.089 2,409,752.13
BEAV-Investment Core 798063GW7 SAN JOAQUIN CALIF DELTA CMNTY COLLEGE
DIST
2,350,000.00 USD 08/01/2027 MUNI 90.4470 4.787 2.942 0.103 2,139,467.42
BEAV-Investment Core 91282CFM8 UNITED STATES TREASURY 2,500,000.00 USD 09/30/2027 US GOV 98.8984 4.491 2.978 0.107 2,498,383.08
BEAV-Investment Core --- --- 42,550,000.00 USD 02/11/2027 --- 94.8431 4.712 2.470 0.072 40,516,590.74
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
BEAV-Investment Core 91282CFZ9 UNITED STATES TREASURY 2,500,000.00 USD 11/30/2027 US GOV 98.1289 4.470 3.157 0.119 2,461,427.91
BEAV-Investment Core 3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
1,750,000.00 USD 10/08/2027 AGCY BOND 88.5190 4.560 3.163 0.116 1,552,109.26
BEAV-Investment Core 3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
3,250,000.00 USD 10/08/2027 AGCY BOND 88.5190 4.560 3.163 0.116 2,882,488.62
BEAV-Investment Core 91282CGH8 UNITED STATES TREASURY 2,500,000.00 USD 01/31/2028 US GOV 96.8789 4.449 3.280 0.129 2,458,511.11
BEAV-Investment Core 91282CGP0 UNITED STATES TREASURY 2,000,000.00 USD 02/29/2028 US GOV 98.5156 4.441 3.333 0.133 1,997,051.63
BEAV-Investment Core 3133EP5S0 FEDERAL FARM CREDIT BANKS FUNDING
CORP
2,000,000.00 USD 03/20/2028 AGCY BOND 99.2871 4.458 3.372 0.136 2,009,588.94
BEAV-Investment Core 3133EREB3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
4,000,000.00 USD 05/09/2028 AGCY BOND 100.0889 4.473 3.491 0.145 4,029,554.40
BEAV-Investment Core 91282CHK0 UNITED STATES TREASURY 2,500,000.00 USD 06/30/2028 US GOV 98.5234 4.406 3.586 0.154 2,463,357.69
BEAV-Investment Core 17325FBB3 CITIBANK NA 1,500,000.00 USD 09/29/2028 CORP 102.7937 5.050 3.625 0.146 1,564,150.20
BEAV-Investment Core 91282CJA0 UNITED STATES TREASURY 2,500,000.00 USD 09/30/2028 US GOV 100.8984 4.390 3.790 0.171 2,551,525.16
BEAV-Investment Core 9128284V9 UNITED STATES TREASURY 3,000,000.00 USD 08/15/2028 US GOV 94.2617 4.409 3.792 0.169 2,860,313.80
BEAV-Investment Core 3130AXQK7 FEDERAL HOME LOAN BANKS 3,000,000.00 USD 12/08/2028 AGCY BOND 101.4363 4.390 3.965 0.186 3,052,193.77
BEAV-Investment Core 91282CJW2 UNITED STATES TREASURY 2,500,000.00 USD 01/31/2029 US GOV 98.5195 4.359 4.079 0.198 2,504,746.52
BEAV-Investment Core 3133ERAK7 FEDERAL FARM CREDIT BANKS FUNDING
CORP
2,500,000.00 USD 04/10/2029 AGCY BOND 99.9829 4.378 4.235 0.212 2,524,181.33
BEAV-Investment Core 3130B1BC0 FEDERAL HOME LOAN BANKS 5,000,000.00 USD 06/08/2029 AGCY BOND 101.0748 4.378 4.356 0.224 5,090,998.54
BEAV-Investment Core 91282CEB3 UNITED STATES TREASURY 2,750,000.00 USD 02/28/2029 US GOV 89.6055 4.357 4.360 0.218 2,481,384.60
BEAV-Investment Core --- --- 43,250,000.00 USD 08/13/2028 --- 97.6389 4.450 3.728 0.166 42,483,583.47
Account Identifier Description Ending Current Units Currency Final Maturity Security Type Ending Market
Price
Ending Yield
Duration Convexity Ending Market Value + Accrued
--- --- --- 198,641,522.02 USD 04/27/2026 --- 84.5951 4.829 1.926 0.066 194,801,078.44
GPA Maturity Sectors BEAV_Total Portfolio (176794)
FEDERAL FARM CREDIT BANKS FUNDING CORP
* Grouped by: Description. * Groups Sorted by: Description. * Filtered By: Statement Tag does not contain "EX" and Closed Date - Account is empty.
Account Identifier Description Effective Date Agency Old Value
New Value
Event Type Statement Tag Closed Date - Account
BEAV-Investment Core 3133ERFT3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
06/03/2024 S&P Off Stable Outlook Changed INV ---
GPA Credit Event BEAV_Total Portfolio (176794) Base Currency: USD 06/01/2024 - 06/30/2024 Return to Table of Contents Dated: 08/02/2024
Cash
Corporate
Municipal
Pooled Funds
US Agency Bullet
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
CCYUSD
90,625.00 Receivable 0.000 06/30/2024
90,625.00 0.00
90,625.00 0.00 0.047% 0.000 0.000
CCYUSD
90,625.00 Receivable 0.000 06/30/2024
90,625.00 0.00
90,625.00 0.00 0.047% 0.000 0.000
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
06051GHY8
12/08/2021
2,500,000.00 BANK OF AMERICA CORP 2.015 02/13/2026
02/13/2025
2,442,745.55 19,310.42
2,462,055.97 -64,237.19 1.264% 1.552 0.602
654106AJ2
03/31/2022
1,500,000.00 NIKE INC 2.750 03/27/2027
01/27/2027
1,420,615.26 10,770.83
1,431,386.09 -70,633.89 0.735% 2.981 2.561
78016EYV3
03/11/2022
2,500,000.00 ROYAL BANK OF CANADA 2.050 01/21/2027
2,321,718.73 22,777.78
2,344,496.50 -123,684.06 1.204% 2.974 2.424
023135CF1
05/12/2022
2,500,000.00 AMAZON.COM INC 3.300 04/13/2027
03/13/2027
2,397,749.42 17,875.00
2,415,624.42 -91,564.77 1.240% 3.468 2.586
06406RBC0
04/26/2022
2,500,000.00 BANK OF NEW YORK MELLON CORP 3.350 04/25/2025
03/25/2025
2,458,081.50 15,354.17
2,473,435.67 -40,863.93 1.270% 3.405 0.794
06051GLA5
10/17/2022
2,000,000.00 BANK OF AMERICA CORP 4.827 07/22/2026
07/22/2025
1,980,673.88 42,638.50
2,023,312.38 3,856.86 1.039% 6.030 1.002
194162AN3
08/17/2022
2,500,000.00 COLGATE-PALMOLIVE CO 3.100 08/15/2027
07/15/2027
2,380,474.35 29,277.78
2,409,752.13 -108,572.52 1.237% 3.253 2.885
17325FBB3
10/31/2023
1,500,000.00 CITIBANK NA 5.803 09/29/2028
08/29/2028
1,541,905.36 22,244.83
1,564,150.20 52,922.22 0.803% 6.004 3.625
94988J6F9 12/12/2023
1,500,000.00 WELLS FARGO BANK NA 5.254 12/11/2026
11/10/2026
1,501,504.53 4,378.33
1,505,882.86 1,908.21 0.773% 5.266 2.200
19,000,000.00 --- 3.445 11/23/2026
18,445,468.59 184,627.64
18,630,096.22 -440,869.08 9.564% 3.715 1.986
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
13067WSW3
12/01/2022
1,700,000.00 CALIFORNIA ST DEPT WTR RES CENT
VY PROJ REV
1.051 12/01/2026
1,549,295.00 1,488.92
1,550,783.92 -17,784.19 0.796% 4.631 2.339
798063GW7
12/13/2023
2,350,000.00 SAN JOAQUIN CALIF DELTA CMNTY
COLLEGE DIST
1.426 08/01/2027
2,125,504.50 13,962.92
2,139,467.42 -5,270.00 1.098% 4.756 2.942
4,050,000.00 --- 1.268 04/21/2027
3,674,799.50 15,451.83
3,690,251.33 -23,054.19 1.894% 4.704 2.689
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
OSTF_LGIP
25,615,897.02 OREGON SHORT TERM FUND 5.200 06/30/2024
25,615,897.02 0.00
25,615,897.02 0.00 13.150% 5.200 0.010
OSTF_LGIP
25,615,897.02 OREGON SHORT TERM FUND 5.200 06/30/2024
25,615,897.02 0.00
25,615,897.02 0.00 13.150% 5.200 0.010
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
3135G05Y5
5,000,000.00 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
0.750 10/08/2027
4,425,952.05 8,645.83
4,434,597.88 19,576.82 2.276% 4.739 3.163
GPA Holdings Report by Type BEAV_Total Portfolio (176794)
US Treasury
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
3130AQF40
08/01/2022
2,500,000.00 FEDERAL HOME LOAN BANKS 1.000 12/20/2024
2,449,110.25 763.89
2,449,874.14 -27,801.91 1.258% 3.049 0.466
3130AXQK7
12/12/2023
3,000,000.00 FEDERAL HOME LOAN BANKS 4.750 12/08/2028
3,043,089.60 9,104.17
3,052,193.77 -6,420.70 1.567% 4.330 3.965
3133EP5S0
04/02/2024
2,000,000.00 FEDERAL FARM CREDIT BANKS
FUNDING CORP
4.250 03/20/2028
1,985,741.72 23,847.22
2,009,588.94 -828.34 1.032% 4.448 3.372
3133ERAK7
04/30/2024
2,500,000.00 FEDERAL FARM CREDIT BANKS
FUNDING CORP
4.375 04/10/2029
2,499,571.95 24,609.38
2,524,181.33 32,566.48 1.296% 4.687 4.235
3133EREB3
06/05/2024
4,000,000.00 FEDERAL FARM CREDIT BANKS
FUNDING CORP
4.500 05/09/2028
4,003,554.40 26,000.00
4,029,554.40 3,161.65 2.069% 4.496 3.491
3130B1BC0
05/31/2024
5,000,000.00 FEDERAL HOME LOAN BANKS 4.625 06/08/2029
5,053,741.60 37,256.94
5,090,998.54 58,770.14 2.613% 4.646 4.356
3133ERFT3
06/05/2024
5,000,000.00 FEDERAL FARM CREDIT BANKS
FUNDING CORP
4.875 08/28/2026
5,015,390.70 22,343.75
5,037,734.45 9,921.17 2.586% 4.800 2.025
3130AJHU6
04/03/2024
1,700,000.00 FEDERAL HOME LOAN BANKS 0.500 04/14/2025
1,638,725.88 1,818.06
1,640,543.94 -2,762.45 0.842% 5.045 0.773
3130ATVD6
04/03/2024
2,300,000.00 FEDERAL HOME LOAN BANKS 4.875 09/13/2024
2,296,934.38 33,637.50
2,330,571.88 -900.01 1.196% 5.338 0.206
33,000,000.00 --- 3.628 08/18/2027
32,411,812.53 188,026.74
32,599,839.26 85,282.86 16.735% 4.575 2.851
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
912828D56 05/12/2022
5,000,000.00 UNITED STATES TREASURY 2.375 08/15/2024
4,981,054.70 44,694.37
5,025,749.07 -16,881.04 2.580% 2.722 0.131
9128284V9 12/13/2023
3,000,000.00 UNITED STATES TREASURY 2.875 08/15/2028
2,827,851.57 32,462.23
2,860,313.80 -10,448.63 1.468% 4.332 3.792
9128285J5 05/12/2022
5,000,000.00 UNITED STATES TREASURY 3.000 10/31/2025
4,873,437.50 25,271.74
4,898,709.24 -134,663.96 2.515% 2.871 1.285
9128286L9 05/12/2022
5,000,000.00 UNITED STATES TREASURY 2.250 03/31/2026
4,787,500.00 28,278.69
4,815,778.69 -160,337.94 2.472% 2.885 1.682
9128286X3 05/12/2022
5,000,000.00 UNITED STATES TREASURY 2.125 05/31/2026
4,761,523.45 8,999.32
4,770,522.77 -169,753.60 2.449% 2.891 1.847
91282CCP4
08/17/2021
3,000,000.00 UNITED STATES TREASURY 0.625 07/31/2026
2,759,765.64 7,829.67
2,767,595.31 -229,550.80 1.421% 0.800 2.027
91282CCZ2
12/15/2021
2,500,000.00 UNITED STATES TREASURY 0.875 09/30/2026
2,300,878.90 5,498.63
2,306,377.53 -180,291.24 1.184% 1.221 2.183
91282CDK4
5,000,000.00 UNITED STATES TREASURY 1.250 11/30/2026
4,618,164.05 5,293.72
4,623,457.77 -188,705.34 2.373% 2.893 2.337
91282CEC1
5,000,000.00 UNITED STATES TREASURY 1.875 02/28/2027
4,664,648.45 31,334.92
4,695,983.37 -99,695.94 2.411% 3.760 2.544
91282CEB3
03/08/2024
2,750,000.00 UNITED STATES TREASURY 1.875 02/28/2029
2,464,150.40 17,234.21
2,481,384.60 -24,421.28 1.274% 4.152 4.360
91282CET4
06/10/2022
2,500,000.00 UNITED STATES TREASURY 2.625 05/31/2027
2,371,289.05 5,558.40
2,376,847.45 -99,530.23 1.220% 3.060 2.762
91282CEW7
02/06/2024
2,500,000.00 UNITED STATES TREASURY 3.250 06/30/2027
2,412,597.65 220.79
2,412,818.44 -29,245.69 1.239% 4.088 2.775
91282CFM8
02/06/2024
2,500,000.00 UNITED STATES TREASURY 4.125 09/30/2027
2,472,460.95 25,922.13
2,498,383.08 -31,451.90 1.283% 4.071 2.978
91282CFZ9
06/05/2024
2,500,000.00 UNITED STATES TREASURY 3.875 11/30/2027
2,453,222.65 8,205.26
2,461,427.91 6,314.89 1.264% 4.554 3.157
91282CGA3
06/05/2024
5,000,000.00 UNITED STATES TREASURY 4.000 12/15/2025
4,935,546.90 8,743.17
4,944,290.07 3,328.04 2.538% 4.977 1.401
91282CGH8
02/06/2024
2,500,000.00 UNITED STATES TREASURY 3.500 01/31/2028
2,421,972.65 36,538.46
2,458,511.11 -32,605.25 1.262% 4.054 3.280
91282CGL9
06/05/2024
5,000,000.00 UNITED STATES TREASURY 4.000 02/15/2026
4,932,226.55 75,274.73
5,007,501.28 3,145.78 2.571% 4.917 1.536
GPA Holdings Report by Type BEAV_Total Portfolio (176794)
US Treasury Bill
Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
91282CGP0
01/10/2024
2,000,000.00 UNITED STATES TREASURY 4.000 02/29/2028
1,970,312.50 26,739.13
1,997,051.63 -26,366.85 1.025% 4.049 3.333
91282CHH7
02/06/2024
2,500,000.00 UNITED STATES TREASURY 4.125 06/15/2026
2,471,386.73 4,508.20
2,475,894.92 -22,694.62 1.271% 4.252 1.860
91282CHK0
02/06/2024
2,500,000.00 UNITED STATES TREASURY 4.000 06/30/2028
2,463,085.95 271.74
2,463,357.69 -34,960.92 1.265% 4.021 3.586
91282CJA0
06/05/2024
2,500,000.00 UNITED STATES TREASURY 4.625 09/30/2028
2,522,460.95 29,064.21
2,551,525.16 8,630.15 1.310% 4.479 3.790
91282CJW2
02/06/2024
2,500,000.00 UNITED STATES TREASURY 4.000 01/31/2029
2,462,988.27 41,758.24
2,504,746.52 -38,448.95 1.286% 3.986 4.079
9128282N9 12/11/2023
3,225,000.00 UNITED STATES TREASURY 2.125 07/31/2024
3,216,402.28 28,617.45
3,245,019.72 -552.52 1.666% 5.245 0.090
9128282U3 12/11/2023
1,735,000.00 UNITED STATES TREASURY 1.875 08/31/2024
1,724,472.52 10,873.22
1,735,345.74 -1,021.99 0.891% 5.271 0.172
912828YH7
12/11/2023
725,000.00 UNITED STATES TREASURY 1.500 09/30/2024
718,019.04 2,733.61
720,752.65 -555.62 0.370% 5.182 0.253
91282CCL3
12/11/2023
815,000.00 UNITED STATES TREASURY 0.375 07/15/2024
813,444.06 1,410.58
814,854.64 -77.11 0.418% 5.236 0.047
91282CCT6
12/11/2023
575,000.00 UNITED STATES TREASURY 0.375 08/15/2024
571,434.33 811.56
572,245.88 -231.85 0.294% 5.223 0.131
91282CCX7
12/11/2023
3,605,000.00 UNITED STATES TREASURY 0.375 09/15/2024
3,568,245.91 3,967.46
3,572,213.37 -1,808.45 1.834% 5.204 0.212
912828G38 04/03/2024
1,900,000.00 UNITED STATES TREASURY 2.250 11/15/2024
1,878,031.25 5,459.92
1,883,491.17 -1,362.86 0.967% 5.238 0.373
912828J27 04/03/2024
1,800,000.00 UNITED STATES TREASURY 2.000 02/15/2025
1,763,173.84 13,549.45
1,776,723.29 -2,395.15 0.912% 5.165 0.611
91282CDB4
04/03/2024
2,100,000.00 UNITED STATES TREASURY 0.625 10/15/2024
2,071,289.05 2,761.27
2,074,050.32 -1,331.86 1.065% 5.248 0.293
91282CDN8
04/03/2024
1,900,000.00 UNITED STATES TREASURY 1.000 12/15/2024
1,863,410.16 830.60
1,864,240.76 -1,246.06 0.957% 5.202 0.453
91282CDS7
04/03/2024
1,800,000.00 UNITED STATES TREASURY 1.125 01/15/2025
1,760,361.34 9,346.15
1,769,707.49 -1,753.70 0.908% 5.148 0.530
91282CED9
04/03/2024
1,700,000.00 UNITED STATES TREASURY 1.750 03/15/2025
1,659,027.35 8,730.98
1,667,758.33 -2,499.25 0.856% 5.080 0.692
91282CEQ0
04/03/2024
2,000,000.00 UNITED STATES TREASURY 2.750 05/15/2025
1,958,854.16 7,024.46
1,965,878.62 -3,300.32 1.009% 5.007 0.852
91282CEU1
04/03/2024
2,200,000.00 UNITED STATES TREASURY 2.875 06/15/2025
2,153,507.82 2,765.03
2,156,272.85 -3,969.01 1.107% 4.980 0.933
91282CEY3
04/03/2024
2,700,000.00 UNITED STATES TREASURY 3.000 07/15/2025
2,643,416.02 37,384.62
2,680,800.63 -4,995.34 1.376% 4.916 0.999
91282CFE6
04/03/2024
1,155,000.00 UNITED STATES TREASURY 3.125 08/15/2025
1,130,772.07 13,584.74
1,144,356.81 -2,134.07 0.587% 4.902 1.081
105,685,000.00 UNITED STATES TREASURY 2.554 05/29/2026
102,422,386.65 619,553.00
103,041,939.65 -1,537,870.50 52.896% 4.019 1.792
Cusip, Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
912797JS7
06/12/2024
4,000,000.00 UNITED STATES TREASURY 0.000 07/18/2024
3,990,064.44 0.00
3,990,064.44 0.75 2.048% 5.376 0.055
912797KV8
06/14/2024
2,500,000.00 UNITED STATES TREASURY 0.000 10/24/2024
2,458,560.08 0.00
2,458,560.08 152.54 1.262% 5.383 0.318
912797GB7
04/03/2024
2,400,000.00 UNITED STATES TREASURY 0.000 07/11/2024
2,396,509.99 0.00
2,396,509.99 -58.01 1.230% 5.309 0.033
912797GK7
04/03/2024
2,300,000.00 UNITED STATES TREASURY 0.000 08/08/2024
2,287,295.44 0.00
2,287,295.44 -216.07 1.174% 5.326 0.111
11,200,000.00 UNITED STATES TREASURY 0.000 08/11/2024
11,132,429.95 0.00
11,132,429.95 -120.78 5.715% 5.353 0.120
GPA Holdings Report by Type BEAV_Total Portfolio (176794)
* Grouped by: GPA Security Type. * Groups Sorted by: GPA Security Type. * Weighted by: Market Value + Accrued. * Holdings Displayed by: Position by Account.
Settle Date
Par Value Security Coupon Rate Final Maturity, Next Call Date
Market Value, Accrued Balance
Market Value + Accrued
Net Unrealized Gain/Loss
% of Portfolio
Book Yield Effective Duration
198,641,522.02 --- 2.996 04/27/2026
193,793,419.23 1,007,659.21
194,801,078.44 -1,916,631.70 100.000% 4.326 1.674
GPA Holdings Report by Type BEAV_Total Portfolio (176794)
Buy
Call Redemption
Cash Transfer
Coupon
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core 3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
3,250,000.00 Buy 06/05/2024 88.116 -2,867,622.88 -2,867,622.88
BEAV-Investment Core 91282CDK4 UNITED STATES TREASURY 2,500,000.00 Buy 06/05/2024 91.984 -2,300,036.29 -2,300,036.29
BEAV-Investment Core 91282CEC1 UNITED STATES TREASURY 2,500,000.00 Buy 06/05/2024 92.926 -2,335,500.17 -2,335,500.17
BEAV-Investment Core 91282CFZ9 UNITED STATES TREASURY 2,500,000.00 Buy 06/05/2024 97.832 -2,447,124.21 -2,447,124.21
BEAV-Investment Core 91282CGA3 UNITED STATES TREASURY 5,000,000.00 Buy 06/05/2024 98.578 -5,023,441.77 -5,023,441.77
BEAV-Investment Core 91282CGL9 UNITED STATES TREASURY 5,000,000.00 Buy 06/05/2024 98.520 -4,986,965.57 -4,986,965.57
BEAV-Investment Core 91282CJA0 UNITED STATES TREASURY 2,500,000.00 Buy 06/05/2024 100.563 -2,534,912.91 -2,534,912.91
BEAV-Investment Core 3133ERFT3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
5,000,000.00 Buy 06/05/2024 100.113 -5,010,389.58 -5,010,389.58
BEAV-Investment Core 3133EREB3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
4,000,000.00 Buy 06/05/2024 100.010 -4,013,400.00 -4,013,400.00
BEAV-Investment Core 912797JS7 UNITED STATES TREASURY 4,000,000.00 Buy 06/12/2024 99.474 -3,978,958.40 -3,978,958.40
BEAV-Investment Core 912797KV8 UNITED STATES TREASURY 2,500,000.00 Buy 06/14/2024 98.090 -2,452,259.08 -2,452,259.08
BEAV-Investment Core --- --- 38,750,000.00 Buy 06/06/2024 --- -37,950,610.86 -37,950,610.86
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core 46647PDE3 JPMORGAN CHASE & CO -2,500,000.00 Call Redemption 06/14/2024 100.000 2,500,000.00 2,500,000.00
BEAV-Investment Core 46647PDE3 JPMORGAN CHASE & CO -2,500,000.00 Call Redemption 06/14/2024 100.000 2,500,000.00 2,500,000.00
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core CCYUSD US DOLLAR -138,691.39 Cash Transfer 06/03/2024 --- -138,691.39 -138,691.39
BEAV-Investment Core CCYUSD US DOLLAR -8,933.50 Cash Transfer 06/04/2024 --- -8,933.50 -8,933.50
BEAV-Investment Core CCYUSD US DOLLAR 112,145.77 Cash Transfer 06/05/2024 --- 112,145.77 112,145.77
BEAV-Cash Match Inv CCYUSD US DOLLAR -1,545,000.00 Cash Transfer 06/05/2024 --- -1,545,000.00 -1,545,000.00
BEAV-Cash Match Inv CCYUSD US DOLLAR -1,275,000.00 Cash Transfer 06/06/2024 --- -1,275,000.00 -1,275,000.00
BEAV-Investment Core CCYUSD US DOLLAR -4,092,604.17 Cash Transfer 06/11/2024 --- -4,092,604.17 -4,092,604.17
BEAV-Investment Core CCYUSD US DOLLAR 3,978,958.40 Cash Transfer 06/12/2024 --- 3,978,958.40 3,978,958.40
BEAV-Investment Core CCYUSD US DOLLAR -39,405.00 Cash Transfer 06/12/2024 --- -39,405.00 -39,405.00
BEAV-BP2024 Investments CCYUSD US DOLLAR -2,400,000.00 Cash Transfer 06/13/2024 --- -2,400,000.00 -2,400,000.00
BEAV-Investment Core CCYUSD US DOLLAR -247,365.92 Cash Transfer 06/18/2024 --- -247,365.92 -247,365.92
BEAV-BP2024 Investments CCYUSD US DOLLAR -41,125.00 Cash Transfer 06/18/2024 --- -41,125.00 -41,125.00
BEAV-Investment Core CCYUSD US DOLLAR -12,500.00 Cash Transfer 06/21/2024 --- -12,500.00 -12,500.00
BEAV-Liquidity CCYUSD US DOLLAR -1,691,578.37 Cash Transfer 06/30/2024 --- -1,691,578.37 -1,691,578.37
BEAV-Liquidity CCYUSD US DOLLAR -115,430.27 Cash Transfer 06/30/2024 --- -115,430.27 -115,430.27
--- CCYUSD US DOLLAR -7,516,529.45 Cash Transfer 06/13/2024 --- -7,516,529.45 -7,516,529.45
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core 13067WSW3 CALIFORNIA ST DEPT WTR RES CENT VY PROJ
REV
0.00 Coupon 06/01/2024 --- 0.00 8,933.50
BEAV-Investment Core 13067WSW3 CALIFORNIA ST DEPT WTR RES CENT VY PROJ
REV
0.00 Coupon 06/01/2024 --- 8,933.50 0.00
BEAV-Investment Core 3130AXQK7 FEDERAL HOME LOAN BANKS 0.00 Coupon 06/08/2024 --- 0.00 85,104.17
BEAV-Investment Core 3130AXQK7 FEDERAL HOME LOAN BANKS 0.00 Coupon 06/08/2024 --- 85,104.17 0.00
GPA Transaction Report (1) BEAV_Total Portfolio (176794)
Maturity
Money Market Funds
Sell
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core 3133ELG99 FEDERAL FARM CREDIT BANKS FUNDING
CORP
0.00 Coupon 06/10/2024 --- 7,500.00 7,500.00
BEAV-Investment Core 94988J6F9 WELLS FARGO BANK NA 0.00 Coupon 06/11/2024 --- 39,405.00 39,405.00
BEAV-Investment Core 46647PDE3 JPMORGAN CHASE & CO 0.00 Coupon 06/14/2024 --- 48,062.50 48,062.50
BEAV-Investment Core 91282CGA3 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 0.00 100,000.00
BEAV-Investment Core 91282CGA3 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 100,000.00 0.00
BEAV-Investment Core 91282CHH7 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 0.00 51,562.50
BEAV-Investment Core 91282CHH7 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 51,562.50 0.00
BEAV-BP2024 Investments 91282CDN8 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 0.00 9,500.00
BEAV-BP2024 Investments 91282CDN8 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 9,500.00 0.00
BEAV-BP2024 Investments 91282CEU1 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 0.00 31,625.00
BEAV-BP2024 Investments 91282CEU1 UNITED STATES TREASURY 0.00 Coupon 06/15/2024 --- 31,625.00 0.00
BEAV-Investment Core 3130AQF40 FEDERAL HOME LOAN BANKS 0.00 Coupon 06/20/2024 --- 12,500.00 12,500.00
BEAV-Investment Core 91282CEW7 UNITED STATES TREASURY 0.00 Coupon 06/30/2024 --- 0.00 40,625.00
BEAV-Investment Core 91282CHK0 UNITED STATES TREASURY 0.00 Coupon 06/30/2024 --- 0.00 50,000.00
--- --- --- 0.00 Coupon 06/08/2024 --- 394,192.67 484,817.67
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Cash Match Inv 912797JZ1 UNITED STATES TREASURY -1,545,000.00 Maturity 06/04/2024 100.000 1,545,000.00 1,545,000.00
BEAV-Cash Match Inv 21687AF57 COÖPERATIEVE RABOBANK U.A., NEW YORK
BRANCH
-1,275,000.00 Maturity 06/05/2024 100.000 1,275,000.00 1,275,000.00
BEAV-Investment Core 3133ELG99 FEDERAL FARM CREDIT BANKS FUNDING
CORP
-4,000,000.00 Maturity 06/10/2024 100.000 4,000,000.00 4,000,000.00
BEAV-BP2024 Investments 912797FS1 UNITED STATES TREASURY -2,400,000.00 Maturity 06/13/2024 100.000 2,400,000.00 2,400,000.00
--- --- --- -9,220,000.00 Maturity 06/09/2024 100.000 9,220,000.00 9,220,000.00
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Liquidity OSTF_LGIP OREGON SHORT TERM FUND 0.00 Money Market Funds
06/30/2024 --- 85,098.53 85,098.53
BEAV-Liquidity OSTF_LGIP OREGON SHORT TERM FUND 0.00 Money Market Funds
06/30/2024 --- 6,770.64 6,770.64
BEAV-Liquidity OSTF_LGIP OREGON SHORT TERM FUND 0.00 Money Market Funds
06/30/2024 --- 23,561.10 23,561.10
BEAV-Liquidity OSTF_LGIP OREGON SHORT TERM FUND 0.00 Money Market Funds
06/30/2024 --- 115,430.27 115,430.27
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core 594918BB9 MICROSOFT CORP -2,000,000.00 Sell 06/05/2024 98.152 1,979,990.00 1,979,990.00
BEAV-Investment Core 3135G0V75 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
-2,500,000.00 Sell 06/05/2024 99.729 2,511,818.75 2,511,818.75
BEAV-Investment Core 3135G0W66 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
-4,000,000.00 Sell 06/05/2024 98.651 3,955,067.78 3,955,067.78
BEAV-Investment Core 3137EAEP0 FEDERAL HOME LOAN MORTGAGE CORP -5,000,000.00 Sell 06/05/2024 97.447 4,895,891.67 4,895,891.67
BEAV-Investment Core 3130AJHU6 FEDERAL HOME LOAN BANKS -3,000,000.00 Sell 06/05/2024 96.064 2,884,045.00 2,884,045.00
BEAV-Investment Core 3135G03U5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
-2,500,000.00 Sell 06/05/2024 96.075 2,403,741.32 2,403,741.32
BEAV-Investment Core 3130AJKW8 FEDERAL HOME LOAN BANKS -4,000,000.00 Sell 06/05/2024 95.400 3,825,555.56 3,825,555.56
BEAV-Investment Core 68609TZR2 OREGON -600,000.00 Sell 06/05/2024 99.234 596,722.53 596,722.53
GPA Transaction Report (1) BEAV_Total Portfolio (176794)
* Grouped by: Transaction Type. * Groups Sorted by: Transaction Type. * Filtered By: Transaction Type ≠ Initial Load. * Weighted by: Absolute Value of Principal Amount. * MMF transactions are collapsed. * Trade transactions are collapsed. * Cash Entry transactions are expanded.
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
BEAV-Investment Core 68607DVA0 OREGON ST DEPT TRANSN HWY USER TAX
REV
-750,000.00 Sell 06/05/2024 97.763 733,458.33 733,458.33
BEAV-Investment Core 89114QCP1 TORONTO-DOMINION BANK -3,000,000.00 Sell 06/05/2024 93.119 2,802,882.50 2,802,882.50
BEAV-Investment Core 037833EB2 APPLE INC -2,500,000.00 Sell 06/05/2024 93.168 2,334,887.50 2,334,887.50
BEAV-Investment Core 46647PCM6 JPMORGAN CHASE & CO -2,500,000.00 Sell 06/05/2024 99.080 2,483,186.67 2,483,186.67
BEAV-Liquidity OSTF_LGIP OREGON SHORT TERM FUND -1,691,578.37 Sell 06/30/2024 1.000 1,691,578.37 1,691,578.37
--- --- --- -34,041,578.37 Sell 06/06/2024 --- 33,098,825.98 33,098,825.98
Account Identifier Security Quantity Transaction Type Settle Date Price Cash Affecting Amount Non Cash Affecting Amount
--- --- --- -14,528,107.82 --- 06/08/2024 --- -138,691.39 -48,066.39
GPA Transaction Report (1) BEAV_Total Portfolio (176794)
Beginning
08/04/2024 - 08/10/2024
08/11/2024 - 08/17/2024
08/25/2024 - 08/31/2024
09/01/2024 - 09/07/2024
09/08/2024 - 09/14/2024
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core --- CASH CCYUSD US DOLLAR --- 16,755.50 16,755.50
BEAV-Liquidity --- MMFUND OSTF_LGIP OREGON SHORT TERM FUND --- 25,615,897.02 25,632,652.52
--- --- --- --- --- --- 25,632,652.52 25,632,652.52
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-BP2024 Investments Redemption/Paydown Final Maturity 912797GK7 UNITED STATES TREASURY 08/08/2024 2,300,000.00 27,932,652.52
BEAV-BP2024 Investments Redemption/Paydown Final Maturity 912797GK7 UNITED STATES TREASURY 08/08/2024 2,300,000.00 27,932,652.52
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core Coupon/Dividend Coupon 06051GHY8 BANK OF AMERICA CORP 08/13/2024 25,187.50 27,957,840.02
BEAV-Investment Core Coupon/Dividend Coupon 194162AN3 COLGATE-PALMOLIVE CO 08/15/2024 38,750.00 27,996,590.02
BEAV-Investment Core Coupon/Dividend Coupon 9128284V9 UNITED STATES TREASURY 08/15/2024 43,125.00 28,039,715.02
BEAV-Investment Core Coupon/Dividend Coupon 912828D56 UNITED STATES TREASURY 08/15/2024 59,375.00 28,099,090.02
BEAV-Investment Core Redemption/Paydown Final Maturity 912828D56 UNITED STATES TREASURY 08/15/2024 5,000,000.00 33,099,090.02
BEAV-BP2024 Investments Coupon/Dividend Coupon 912828J27 UNITED STATES TREASURY 08/15/2024 18,000.00 33,117,090.02
BEAV-Investment Core Coupon/Dividend Coupon 912828J27 UNITED STATES TREASURY 08/15/2024 40,000.00 33,157,090.02
BEAV-Cash Match Inv Coupon/Dividend Coupon 91282CCT6 UNITED STATES TREASURY 08/15/2024 1,078.13 33,158,168.14
BEAV-Cash Match Inv Redemption/Paydown Final Maturity 91282CCT6 UNITED STATES TREASURY 08/15/2024 575,000.00 33,733,168.15
BEAV-BP2024 Investments Coupon/Dividend Coupon 91282CFE6 UNITED STATES TREASURY 08/15/2024 18,046.88 33,751,215.02
BEAV-Investment Core Coupon/Dividend Coupon 91282CGL9 UNITED STATES TREASURY 08/15/2024 100,000.00 33,851,215.02
--- --- --- --- --- --- 5,918,562.50 33,851,215.02
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core Coupon/Dividend Coupon 3133ERFT3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
08/28/2024 60,937.50 33,912,152.52
BEAV-Investment Core Coupon/Dividend Coupon 3133ERFT3 FEDERAL FARM CREDIT BANKS FUNDING
CORP
08/28/2024 60,937.50 33,912,152.52
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Cash Match Inv Coupon/Dividend Coupon 9128282U3 UNITED STATES TREASURY 09/03/2024 16,265.63 33,928,418.15
BEAV-Cash Match Inv Redemption/Paydown Final Maturity 9128282U3 UNITED STATES TREASURY 09/03/2024 1,735,000.00 35,663,418.15
BEAV-Investment Core Coupon/Dividend Coupon 91282CEB3 UNITED STATES TREASURY 09/03/2024 25,781.25 35,689,199.40
BEAV-Investment Core Coupon/Dividend Coupon 91282CEC1 UNITED STATES TREASURY 09/03/2024 46,875.00 35,736,074.40
BEAV-Investment Core Coupon/Dividend Coupon 91282CGP0 UNITED STATES TREASURY 09/03/2024 40,000.00 35,776,074.40
--- --- --- --- UNITED STATES TREASURY 09/03/2024 1,863,921.88 35,776,074.40
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-BP2024 Investments Coupon/Dividend Coupon 3130ATVD6 FEDERAL HOME LOAN BANKS 09/13/2024 56,062.50 35,832,136.90
BEAV-BP2024 Investments Redemption/Paydown Final Maturity 3130ATVD6 FEDERAL HOME LOAN BANKS 09/13/2024 2,300,000.00 38,132,136.90
GPA Cash Flow Report BEAV_Total Portfolio (176794) Base Currency: USD As of 06/30/2024 Return to Table of Contents Dated: 08/02/2024
09/15/2024 - 09/21/2024
09/22/2024 - 09/28/2024
09/29/2024 - 10/05/2024
10/06/2024 - 10/12/2024
10/13/2024 - 10/19/2024
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-BP2024 Investments --- --- 3130ATVD6 FEDERAL HOME LOAN BANKS 09/13/2024 2,356,062.50 38,132,136.90
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Cash Match Inv Coupon/Dividend Coupon 91282CCX7 UNITED STATES TREASURY 09/16/2024 6,759.38 38,138,896.27
BEAV-Cash Match Inv Redemption/Paydown Final Maturity 91282CCX7 UNITED STATES TREASURY 09/16/2024 3,605,000.00 41,743,896.27
BEAV-BP2024 Investments Coupon/Dividend Coupon 91282CED9 UNITED STATES TREASURY 09/16/2024 14,875.00 41,758,771.27
BEAV-Investment Core Redemption/Paydown Final Maturity 912797LH8 UNITED STATES TREASURY 09/17/2024 3,200,000.00 44,958,771.27
BEAV-Investment Core Coupon/Dividend Coupon 3133EP5S0 FEDERAL FARM CREDIT BANKS FUNDING
CORP
09/20/2024 42,500.00 45,001,271.27
--- --- --- --- --- --- 6,869,134.38 45,001,271.27
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core Coupon/Dividend Coupon 654106AJ2 NIKE INC 09/27/2024 20,625.00 45,021,896.27
BEAV-Investment Core Coupon/Dividend Coupon 654106AJ2 NIKE INC 09/27/2024 20,625.00 45,021,896.27
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core Coupon/Dividend Coupon 17325FBB3 CITIBANK NA 09/30/2024 43,522.50 45,065,418.77
BEAV-Investment Core Coupon/Dividend Coupon 9128286L9 UNITED STATES TREASURY 09/30/2024 56,250.00 45,121,668.77
BEAV-Cash Match Inv Coupon/Dividend Coupon 912828YH7 UNITED STATES TREASURY 09/30/2024 5,437.50 45,127,106.27
BEAV-Cash Match Inv Redemption/Paydown Final Maturity 912828YH7 UNITED STATES TREASURY 09/30/2024 725,000.00 45,852,106.27
BEAV-Investment Core Coupon/Dividend Coupon 91282CCZ2 UNITED STATES TREASURY 09/30/2024 10,937.50 45,863,043.77
BEAV-Investment Core Coupon/Dividend Coupon 91282CFM8 UNITED STATES TREASURY 09/30/2024 51,562.50 45,914,606.27
BEAV-Investment Core Coupon/Dividend Coupon 91282CJA0 UNITED STATES TREASURY 09/30/2024 57,812.50 45,972,418.77
--- --- --- --- --- 09/30/2024 950,522.50 45,972,418.77
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core Coupon/Dividend Coupon 3135G05Y5 FEDERAL NATIONAL MORTGAGE
ASSOCIATION
10/08/2024 18,750.00 45,991,168.77
BEAV-Investment Core Coupon/Dividend Coupon 3133ERAK7 FEDERAL FARM CREDIT BANKS FUNDING
CORP
10/10/2024 54,687.50 46,045,856.27
BEAV-Investment Core Coupon/Dividend Coupon --- --- --- 73,437.50 46,045,856.27
Account Transaction Type Group Transaction Type Identifier Description Post Date Amount Ending Cash Balance
BEAV-Investment Core Coupon/Dividend Coupon 023135CF1 AMAZON.COM INC 10/15/2024 41,250.00 46,087,106.27
BEAV-BP2024 Investments Coupon/Dividend Coupon 3130AJHU6 FEDERAL HOME LOAN BANKS 10/15/2024 4,250.00 46,091,356.27
BEAV-BP2024 Investments Coupon/Dividend Coupon 91282CDB4 UNITED STATES TREASURY 10/15/2024 6,562.50 46,097,918.77
BEAV-BP2024 Investments Redemption/Paydown Final Maturity 91282CDB4 UNITED STATES TREASURY 10/15/2024 2,100,000.00…
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