ACCOUNT SUMMARY
Beg. Values
as of 12/31/23
End Values
as of 1/31/24
Market Value 235,769,575 240,230,856
Accrued Interest 1,987,617 1,228,654
Total Market Value 237,757,192 241,459,510
Income Earned 683,019 798,996
Cont/WD 1,372,965
Par 237,968,001 242,268,001
Book Value 237,685,403 241,994,650
Cost Value 237,685,403 241,994,650
TOP ISSUERS
60.8%
24.1%
5.5%
2.4%
1.6%
1.6%
0.8%
3.2%
Local Agency Investment Fund
Government of United States
Federal Farm Credit Bank
Federal Home Loan Bank
Federal National Mortgage Assoc
Federal Home Loan Mortgage Corp
Amazon.com Inc
Other
Total
100.0%
PORTFOLIO CHARACTERISTICS
Average Modified Duration 0.44
Average Coupon 3.63%
Average Purchase YTM 3.62%
Average Market YTM 4.34%
Average S&P/Moody Rating AA+/Aaa
Average Final Maturity 0.46 yrs
Average Life 0.45 yrs
CREDIT QUALITY (S&P)
MATURITY DISTRIBUTION
SECTOR ALLOCATION
Portfolio Summary
As of January 31, 2024
City of Camarillo Consolidated
Account #285
PERFORMANCE REVIEW
Annualized
TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS 5YRS 10YRS Execution Time: 2/7/2024 11:36:01 AMChandler Asset Management Page 1 Note: There may be a slight difference in the market value between the custodian and investment advisor due to small variances of the independent valuation provided by third party vendors.