View Attachment A — Rules & Legislation Committee, May 25, 2023

Attachment A
C
ity of Oakland and Oakland
Redevelopment Successor Agency
City of Oakland, California
C
ash Management Report For
The Quarter Ended
December 31, 2022
Finance Department
Bureau of Treasury
D

AVID JONES
Treasury Administrator
I
nvestment Staff
Max Kumar,
Investment & Operations Manager
CIT

Y OF OAKLAND

CASH MANAGEMENT REPORT FOR
THE QUARTER ENDED DECEMBER 31, 2022
TAB

LE OF CONTENTS
Cash M
anagement Report
I. Por
tfolio Summary 1
II. E
conomic Review 2
III. C
ity of Oakland 4
Portfolio Review 4
Portfolio Composition 4
Preservation of Capital/Safety 4
Liquidity 5
Diversity 8
Derivatives 8
Yield 8
Benchmark Comparison 9
Valuation and Leverage 10
IV. C
ity of Oakland Redevelopment Successor Agency Portfolio 11 Portfolio Review 11
Portfolio Composition 11
Preservation of Capital/Safety 11
Liquidity 12
Diversity 14
Derivatives 14
Yield 14
Valuation and Leverage 15
Appendi
ces
Appendi
x A - City of Oakland Portfolio Detail for Period Ended December 31, 2022 Appendix B - City of Oakland Redevelopment Successor Agency Portfolio Detail for Period Ended December 31, 2022

CITY OF OAKLAND AND CITY OF OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR THE QUARTER ENDED DECEMBER 31, 2022

PREPARED BY THE

FINANCE DEPARTMENT

BUREAU OF TREASURY
DECEMBER 31, 2022
1 City Operating Pooled Portfolio Statistics
F or the month ended December 31, 2022
Average Daily Balance $2,418,555
Total Earning Quarter $10,514,893
Month End Yield 2.79%
Average Maturity 287 days
Daily Liquidly 20.97.%
180 Day Liquidity 56.82%
Inv
estments Par Value Market Value Book Value % of
Portfolio
Max %-In
Compliance
Federal Agency Issues - Coupon 549,858,333.33 520,738,363.21 549,565,552.18 28.34 100%- Yes Federal Agency Issues - Discount 630,000,000.00 619,474,353.50 615,488,707.14 31.74 100%-Yes Federal Agency Issues –Bullet 311,537,000.00 303,898,352.72 310,502,410.05 16.01 100%-Yes Money Market 335,000,000.00 335,000,000.00 335,000,000.00 17.27 20%-Yes Local Agency Investment Funds 75,000,000.00 73,604,194.35 75,000,000.00 3.87 $75M Max-Yes Negotiable CD’s 40,000,000.00 39,926,940.00 40,000,000.00 2.06 30%-Yes Corporate Bonds 4,000,000.00 3,754,033.56 3,997,680.80 0.21 40%-Yes Commercial Paper-Discount 10,000,000.00 9,918,755.00 9,903,706.94 0.51 40%-Yes Total $ 1,955,395,333.33 1,906,314,992.34 1,939,458,057.11 100 A
s of December 31st, 2022, the unaudited total cash and investments managed by the City is $2.28 billion, with $1.94 billion in City’s Operating Pool, $312.14 million in City Restricted Trust Funds, and $30.20 million cash held at bank.

Federal Agency Issues -
Coupon

28.34%
Federal Agency Issues -
Discount

31.74%
Federal Agency
Issues -Bullet

16.01%
Money Market

17.27%
Corporate Bonds

0.21%
Local Agency
Investment Funds

3.87%
Negotiable CD's

2.06%
Commerical Paper-
Discount

0.51%
Asset Allocation by Book Value

2 CITY OF OAKLAND AND OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR THE QUARTER ENDED DECEMBER 31, 2022

I. E CONOMIC REVIEW

MARKET OVERVIEW

Inflation has been the U.S economy’s biggest issue since the pandemic as the cost of living is running near its highest levels in 40 years. The Federal Open Market Committee (“FOMC”) approved a 0.50% interest rate hike in December 2022, bringing the federal funds rate to a range of 4.25%-

4.50%, the highest level in last 15 years. FOMC has been approving consecutive interest rates increases totaling 3.75% in the first 11 months of this year.

FOMC is expected to increase interest
rates and keep the interest rates high until inflation is at policy goal of 2%. The policy is also likely in response in the highest inflation levels in 40 years for consumer prices.

The U.S. economy increased more than expected in the fourth quarter of 2022, even as FOMC continues to increase interest rates to tame inflation, however jobs market and inflation remains strong, even though there are signs of weakening demand. According to the U.S. Department of Commerce, Real Gross Domestic Product (GDP) – the output of goods and services produced by labor – increased at an annual rate of 2.9 percent in the fourth quarter of 2022. Economists surveyed by Dow Jones expected an increase of 2.8 percent. The Real GDP had increased 3.2 percent in the third quarter of 2022 and decreased 0.6 percent in second quarter of 2022. The increase in real GDP reflected increases in private inventory investment, consumer spending, federal government spending, state and local government spending, and nonresidential fixed investment that were partly offset by decreases in residential fixed investment and exports.

The U.S. economy created a better than expected number of jobs in December 2022, as the jobs market remains strong despite pockets of weakness amid high inflation and federal reserve trying to slow job growth. According to the Bureau of Labor Statistics, Nonfarm payroll increased by 223,000 jobs in December 2022, after increasing by 256,000 jobs in November 2022. Economists surveyed by Dow Jones were expecting an addition of 200,000 jobs. The unemployment rate in December dropped to 3.5% in December 2022. The biggest jobs gains were in the leisure and hospitality sector added 67,000 jobs, followed by 55,000 jobs created in health care sector. Prior to the coronavirus impact, the unemployment rate was at 3.5%, the lowest in 50 years. Average hourly wages increased

0.3% in December 2022, less than expected, however still up 4.6% year over year.

U.S. consumer spending decreased more than expected in December 2022, indicating that the economy slowed at the end of 2022 and contributing to expectations for a 2023 recession. The Bureau of Economic Analysis reported that real consumer spending, which accounts for almost 70 percent of the economy, decreased 0.2 % in December, after increasing 0.1% in November 2022.

Consumers spent less as they are tapping into their savings and credit cards to maintain the high inflation costs. Economists polled by Reuters forecasted a spending decrease of 0.1%.

Inflation was slightly lower in December, as consumer prices posted biggest monthly decline since the pandemic. According to Labor department, the consumer price index, which measures the cost of broad basket of goods and services, decreased 0.1% in December 2022, in line with the Dow Jones economic estimates. CPI has increased 6.5% since last December, while excluding food and energy prices, core CPI has increased 0.3% in December and up 5.7% since last year. Drop in gasoline prices mostly contributed to the monthly decline, while food prices were up 0.3% and shelter prices were up 0.8% in December. Despite slight inflation moderating, it remains well above the 2% inflation goal.

3 The Federal Reserve’s preferred inflation measures eased in December to the slowest annual pace in over a year while consumer spending fell, indicating for policymakers to further scale back the pace of interest-rate hikes. The personal consumption expenditure (PCE) price index excluding food and energy increased by 0.3% in December 2022, meeting Dow Jones survey of estimates. Including food and energy, the PCE index decreased 0.2%, worse than expected 0.1% decrease. In 12 months through December 2022, core PCE index has increased 4.4%, down from 4.7% in November 2022.

The core PCE is closely watched as the measure takes into accounts changing consumer behavior, such as substituting lower price goods for higher priced items. The core PCE is the Federal Reserve’s preferred inflation measure and has a 2 percent target.

U.S. consumer confidence increased more than expected in December 2022, after back-to-back monthly declines. The Conference Board, a non-profit business and research group organization, reported that its index of consumer confidence increased to 108.3 in December 2022 from 101.4 in November 2022. Consumer spending and economic growth will likely continue facing strong opposition from inflation and rate hikes, however the decline in gas prices helped the consumer confidence.

Holiday sales came in below expectations as consumers faced higher interest rates and higher inflation during the holiday season, and amid decline in gasoline prices. The U.S. Commerce Department reported retail sales decreased by 1.1% in December 2022. Economists surveyed by Dow Jones, were expecting retail sales to decrease by 1.0%. Excluding autos, sales decreased

0.7%. Retail sales has increased 6.0% from a year ago.

U.S. manufacturing activity slowed more than expected in December 2022, as weakening demand amid higher borrowing costs pushed the measure of prices by factories for inputs to the lowest level in nearly 2 years, a sign that inflation is easing. The Institute of Supply Management (ISM) said its manufacturing index decreased to a reading of 48.4 in December 2022, from 49 in November 2022.

Any number above 50% signals expansion in the manufacturing economy, which accounts for 11.8% of the U.S economy. Economists polled by Reuters had forecasted the index to decrease to 48.5.

U.S. producer prices fell sharply in December 2022, amid falling gasoline prices, a sign that inflation might have peaked however still higher that FOMC inflation goal of 2%. The Labor Department reported that its producer price index (PPI) for final demand decreased by 0.5% in December 2022 after increasing 0.3 percent in November 2022. This was the biggest monthly decline since April 2020. A Survey of Dow Jones had estimated decrease of only 0.1%. Excluding food, energy and trade services, the index increased 0.1%. In the 12 months through December 2022, the PPI increased 6.2% percent.

U.S. import prices slightly increased in December, a sign that fight for inflation is still sticky. According to U.S. Bureau of Labor Statistics, import prices increased by 0.4 percent in December 2022, after import prices had decreased 0.7% in November 2022. Economists surveyed by Wall Street had forecasted import prices to decrease by 0.9% percent. In the 12 months through December 2022, import prices increased by 3.5%, suggesting imported high inflation is a persistent concern.

U.S. homebuilding decreased in December 2022 for a fourth consecutive month, as rising mortgage rates are affecting the housing market, as demand is low and home builders are discouraged to build.

The Commerce Department reported Housing Starts decreased 1.4 percent to a seasonally adjusted annual rate of 1.38 million units in December 2022. Economists polled by the Wall Street Journal forecasted starts to decrease by 4.7% to an annual rate of 1.36 million units. The Commerce Department also reported that single family homebuilding, which accounts for the largest share of the housing market, increased by 11.3 percent in December 2022, as housing market remains volatile.

The decline was mainly in the multi-family units which decreased by 18.9% for the month. Permits issued for new single-family houses fell 1.6% in December, the lowest since May 2020.

4 The U.S. existing home sales fell for the 11th consecutive month in December 2022, as home buyers struggle with affordability as mortgage rates have sharply increased. The National Association of Realtors reported its index of existing home sales decreased by 1.5% in December to a seasonally adjusted annual rate of 4.02 million homes in December. Existing home sales count is down 17.8% compared to December 2021.

INTEREST RATES

During the fourth quarter, the “FOMC”, met on November 2 nd and December and 14th and increased
the funds rate by 0.75% in November meeting and 0.50% in December meeting, to leave the federal funds rate range to 4.25-4.50%. In addition, FOMC will continue reducing its holding of Treasury securities and agency debt and agency mortgage-backed securities as part of reducing the size of Federal Reserve’s balance sheet.

FOMC is poised to keep increasing federal funds rate to further stabilize price pressures, in order to attain a stance of monetary policy that is sufficiently restrictive to return inflation to 2 percent over time. The FOMC indicated the path of the economy is still highly uncertain due to the invasion of Ukraine by Russia which has caused tremendous human and economic hardship. The Federal Reserve is prepared to use its full range to tools to ensure that there is liquidity in the market, that is to support the flow of credit to households and businesses. FOMC is willing to accommodate policy, so inflation can moderately exceed 2 percent.

The FOMC has reflected that some financial conditions have improved by policy measures implicated by Federal Government and Federal Reserve, however U.S economic uncertainty remains, amid elevated inflation and supply and demand imbalances. The FOMC committee expects to change this target range until it is confident that the economy has weathered recent events and is on track for its maximum employment and price stability goals.

II. C

ITY OF OAKLAND

PORTFOLIO REVIEW

The City’s Operating Pool Portfolio balances increased from $1.76 billion as of September 30, 2022, to $1.94 billion as of December 31, 2022. This net balance decrease was mainly due to the following:
receipt of $266.22 million in property taxes, offset by debt service payments of approximately $85.21 million. The remaining balance is net due to receipt of other revenues, such as sales tax, offset by operational expenses, such as payroll and vendor payments.

PORTFOLIO COMPOSITION

The Portfolio continues to comply with all provisions of the City’s adopted Investment Policy for Fiscal Year 2022-23, including compliance with applicable local ordinances and resolutions such as Nuclear Free Zone, Linked Banking, Tobacco Divestiture, Fossil Fuels, and Guns/Ammunition.

The following discussion addresses the City’s operating pool portfolio characteristics in terms of the Investment Policy’s four objectives: safety, liquidity, diversity and return. Portfolio detail for each month of the current quarter is attached to this report.

Preservation of Capital/Safety. In the chart below, the City’s holdings are depicted by credit rating category as of December 31, 2022. Approximately 76.08% of Operating Pool investment were rated in the AA/Aaa category while 17.27% in AAA/Aaa, 3.87% primary unrated holdings represent the Fund’s investments in the Local Agency Investment Fund (“LAIF”), 2.57% in the A1/P1 category and

0.21% in A1/A category. On August 6, 2011, the government agencies were downgraded by

5 AAA/Aaa

17.27%
AA/Aaa

76.08%
A1/P1/F1

2.57%
A+/A1

0.21% Not Rated

3.87%
Standard and Poor’s Rating Agency to AA+ from AAA. Moody’s Investors’ Service and Fitch Ratings continue to maintain AAA rating for government agencies.

The City’s Investment Policy for FY 2022-2023 does not have a rating criteria level for government agencies.

City of Oakland Operating Pool
Portfolio Credit Quality
(As of 12/31/22)

Liquidity. Liquidity continues to be a primary objective when making investment decisions for the Operating Pool portfolio. With ongoing capital projects at the Port and within the City, and to ensure that sufficient liquidity is available to meet day-to-day expenditures, the City maintains a sufficient “cushion” in money market funds to meet unanticipated project expenditures.

Debt service payable from the City’s Operating Pool for the Port and the City for the six months following December 31,2022 is approximately $175.58 million. Consequently, staff will continue to invest in short-term instruments and money markets as investment tools to maintain adequate short- term liquidity.

Investments maturing over the next six months are as follows:

Days Amount(s) Percent
0-30 $ 510,000,000 26.08%
31-180 $ 601,005,000 30.74%
Total $1,111,005,000 54.88%

Investments maturing within 180 days include $75 million in LAIF and $335.00 million in money market funds, both of which are considered to have a one-day maturity due to the ability to withdraw funds daily.

6 -
100,000,000.00
200,000,000.00
300,000,000.00
400,000,000.00
500,000,000.00
600,000,000.00
0-30 31-90 91-180 181-360 361-720 721-1080 1081+

26.08%

11.91%

18.83%

19.62%

10.11%

5.40%

8.05%
Fi
ve Year Historical Portfolio Balance: Listed below is the balance for the operating pool portfolio for each of the last 5 years.

Year Amount Percent
Increase/Decrease
From Prior Year
December 2022 $1,939,458,057 16.98%
December 2021 $1,657,951,556 19.73%
December 2020 $1,384,738,583 10.76%
December 2019 $1,250,226,564 21.88%
December 2018 $1,025,760,860
The fol
lowing graph depicts the Operating Pool Portfolio by dollars invested and the percentage in each maturity range as of December 31, 2022.

C
ity of Oakland Operating Pool
Portfolio Maturity
(As of 12/31/22)
Days to Maturity
7 The following graph depicts the Operating Pool Portfolio by yield to maturity vs time to maturity, this indicates that higher percentage of portfolio is invested in front end of the yield curve to meet daily liquidity needs.

City of Oakland Operating Pool
Yield to Maturity
(As of 12/31/22)

8 US Federal.Agencies

76..08%
Money Market Funds

17.27%
State of Calif. LAIF

3.87%
Corporate Bond's

0.21%
Negotiable CD's

2.06%
Commerical Paper

0.51%
Diversity. To reduce the risks of investing, the portfolio is diversified among a variety of financial instruments, as depicted by the following chart. In addition to limiting the types of investments permissible in any one category as outlined in the Investment Policy, no more than 5% of the total cash portfolio may be invested in any one issue. This single-issue provision does not apply to money market funds or to LAIF, as they each are backed by a large portfolio of highly diversified assets.

C
ity of Oakland Operating Pool
Portfolio Diversity
(As of 12/31/22)
Derivatives. The Operating Pool Portfolio contained no derivative instruments (interest rate swaps, futures, or options) during this reporting period.

Yield. Total interest earned for the quarter ended December 31, 2022, was approximately $10,514,893. The effective rate of return on total assets in the Operating Pool Portfolio for month-end December 31, 2022, was 2.79% as compared to 1.66% for September 30, 2022. It continues to be the City’s practice to hold investments to maturity rather than to sell. The primary investment objective of the City for the portfolio is to maximize safety, liquidity, and return in that respective order. 9 C
omparative yields for the quarter are shown below.

C
ity of Oakland Operating Pool
Comparative Annualized Yields
(As of 12/31/22)
As of Month-end 1-year Govt.

Agency
LAIF1 City of Oakland
Operating Pool
Alameda
County
Pool2
October 2022 4.58% 1.77% 1.93% 1.98%
November 2022 4.64% 2.01% 2.34% 1.01%
December 2022 4.72% 2.17% 2.79% 2.52%
1Effective monthly average return.
2Annualized monthly accrual-based return.

Benchmark Comparison:

The effec
tive rate of return on total assets in the Operating Pool Portfolio for the month ending December 31, 2022, was 2.79 percent. The City’s Operating Pool Portfolio had under-performed the 1-year government agency which yielded a rate of 4.72 percent, as the 1-year government agency yield has already priced in future interest rate expectations. The City’s Operating Pool Portfolio outper
formed the Local Agency Investment Fund (“LAIF”), which ended the month at 2.17 percent.

The A
lameda County Pool had a preliminary accrual basis rate of return for December 2022 of 2.52 percent. The Alameda County Pool had a Portfolio of $9.38 billion with 467 days to maturity, meanwhile the City’s Operating Pool had an accrual rate of return of 2.79 percent for December 2022. The City Operating Pool had a Portfolio of $1.94 billion with 287 days to maturity.

A
s of December 31, 2022, the City Operating Pool’s average days-to-maturity (ADM) was 287 days versus LAIF’s average days-to-maturity (ADM) was 287 days.

The per
formance comparison to LAIF must be considered in light of LAIF’s historical tendency to lag market changes in both rising and falling interest rate environments. The City does not actively sell securities in the portfolio to take advantage of cyclical swings in the market, which could result in the loss of principal. The primary investment objective of the City for the portfolio is to maximize safety, liquidity, and yield in that respective order.
10 The s
ummary below provides total portfolio income recognized for the last quarter as compared to the prior quarter and the same quarter one year ago.

Valuation and Leverage. Based on information received from Interactive Data Corporation, the market value of the City Operating Pool portfolio was $1.91 b illion, which was below book value by $33,143,065. There was no leverage in the portfolio during the reported period, and liquidity was maintained at sufficient levels.

The fol
lowing table illustrates the net unrealized gains or losses on the portfolio when comparing the portfolio’s market value to both its original cost and amortized cost.

The C
ity’s investment strategy, per the Investment Policy, is generally to hold securities to maturity.

The net unrealized gain (loss) noted above are “paper gains or paper losses” where there is an inverse relationship between the changes in market interest rates to the value of fixed income investment securities.
(
Remainder of this Page Intentionally Left Blank)
Total Portfolio December 31, 2022 September 30, 2022 December 31, 2021 Quarter-End
Total Interest Earnings 10,514,893$ 6, 402,115$ 813, 106$ R
ealized gains (losses) from sales - - -
Total income recognized 10,514,893$ 6,
402,115$ 813,
106$
F
iscal Year-to-Date
Total Interest Earnings 16,917,008$ 6, 402,115$ 1, 543,694$ R
ealized gains (losses) from sales - - -
Total income recognized 16,917,008$ 6,
402,115$ 1,
543,694$

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Cash Basis Accrual Basis
Marke t Value 1,906,314,992$ Marke t Value 1,906,314,992$ Original Cost (1,938,220,169) Original Cost (1,939,458,057) Ne t Unre alize d Gain (Los s ) (31,905,177)$ Ne t Unre alize d Gain (Los s ) (33,143,065)$

UNREALIZED GAINS & LOSSES
11 AAA/Aaa

16.70%
AA/Aaa

83.30%
III. C

ITY OF OAKLAND REDEVLOPMENT SUCCESSOR AGENCY PORTFOLIO

PORTFOLIO REVIEW
The
Successor Agency’s portfolio decreased from a balance of $22.47 million as of September 30, 2022, to a balance of $ 11.97 million as of December 31,2022. The portfolio decreased due to bond excess proceed transfer payments of $11.45 million per the bond expenditure agreement, and other vendor payments.

PORTFOLIO COMPOSITION
The P
ortfolio continues to comply with all provisions of the City’s Investment Policy for Fiscal Year 2022-2023, including compliance with applicable local ordinances and resolutions such as Nuclear Free Zone, Linked Banking, and Tobacco Divestiture. In addition, the City will consider investing, when possible, in companies that promote the use and production of renewable energy resources and any other type of socially responsible investments.

The fol
lowing discussion addresses the Successor Agency’s investment portfolio characteristics in terms of the Investment Policy’s four objectives of safety, liquidity, diversity and return. Portfolio detail for each of the months in the current quarter is attached to this report.

Preservation of Capital/Safety
The S
uccessor’s holdings by credit rating category are depicted in the chart below. Approximately

16.70% of Operating Fund investments were rated in the AAA/Aaa, while 83.30% were rated AA/Aaa.

On August 6, 2011, the government agencies were downgraded by Standard and Poor’s Rating Agency to AA+ from AAA. Moody’s Investors’ Service and Fitch Ratings continue to maintain AAA for government agencies.

The C
ity’s Investment Policy for FY 2022-2023 does not have a rating criteria level for government agencies.

O
akland Successor
Portfolio Credit Quality
(As of 12/31/22)
12 Liquidity. Liquidity within the Successor’s Portfolio remains sufficient to meet only debt service needs of the Successor for the next six months and beyond. The debt service payment for the next six months for the Successor is approximately $5.27 million. The estimated 3-month cash flow for Successor Portfolio is summarized below:

Fi
ve Year Historical Portfolio Balance: Listed below is the balance for the Successor portfolio for each of the last 5 years.

Year Amount Percent
Increase/Decrease
From Prior Year
December 2022 $11,974,533 26.05%
December 2021 $9,499,709 (48.65%)
December 2020 $18,498,547 (17.76%)
December 2019 $ 22,452,323 165.04%
December 2018 $ 8,471,390
(
Remainder of this Page Intentionally Left Blank)
Successor Portfolio Estimated Cash Flow
Dec-March 2023*
Beg
: Available Balance 11,974,533$
ROPS Receipt** 16,368,048
Debt Service (5,268,125)
Other expenses (10,000,000)
Bal: March 2023** 13,074,457$
*Successor Pool Only
**Estimated
13 0
5,000,000
10,000,000
15,000,000
20,000,000
25,000,000
0-30 31-90 91-180
100%
The fol
lowing chart depicts the Successor’s Portfolio by percentage and dollars invested in each maturity range.

O
akland Successor Agency
Portfolio Maturity
(As of 12/31/22)

Days to Maturity
14 US Govt. Agencies

83.30%
Money Market Funds

16.70%
Diversity. To reduce the risks of investing, the portfolio is diversified among a variety of instruments, as depicted by the following chart. In addition to limiting the types of investment in any one category, as outlined in the Investment Policy, no more than 5 percent of the total cash portfolio may be invested in any one issue.

Oakland S
uccessor Agency
Portfolio Diversity
(As of 12/31/22)

D
erivatives. The Suc cessor Portfolio contained no derivative instruments during this reporting period.

Y
ield. Total interest earned for the quarter ended December 31, 2022, was approximately $142,509.

The effective rate of return on total assets in the Successor’s Portfolio was 3.79 percent for month ending December 31, 2022. The Successor’s Portfolio underperformed the 1-year government agency which yielded a rate of 4.79 percent as of December 31, 2022. The Successor’s Portfolio outperformed the Local Agency Investment Fund (“LAIF”), which ended the month at 2.17 percent.

The performance comparison to LAIF must be considered in light of LAIF’s historical tendency to lag market changes in both rising and falling interest rate environments. The Successor Portfolio has an extremely shorter duration due to liquidity concerns/needs, thus was able to only generate short-term returns in comparison to LAIF and was slightly below the 1-year government agency, which includes future interest rate expectations priced in.

As of D
ecember 31, 2022, Successor’s Portfolio Fund’s average days-to-maturity (ADM) was 12 days versus LAIF’s average days-to-maturity (ADM) of 287 days. 15 C
omparative yields for the quarter are shown below.

Oakland Successor Agency
Comparative Annualized Yields
(As of 12/31/22)
As of Month-end 1-Year Govt.

Agency
LAIF1 Successor
Agency
October 2022 4.58% 1.77% 2.95%
November 2022 4.64% 2.01% 3.52%
December 2022 4.72% 2.17% 3.92%
1Effective monthly average return
The s
ummary below provides total portfolio income recognized for the last quarter as compared to the prior quarter and the same quarter one year ago.

Valuation and Leverage. Based on information received from Interactive Data Corporation, the market value of the Successor portfolio for the quarter ended December 31, 2022 was $11.98 million, which was above book value by $10,034. There was no leverage in the portfolio during the reporting period and liquidity was maintained at sufficient levels.

The fol
lowing table illustrates the net unrealized gains or losses on the portfolio when comparing the portfolio’s market value to both its original cost and amortized cost.

Total Portfolio December 31, 2022 September 30, 2022 December 31, 2021 Quarter-End
Total Interest Earnings 142,509$ 118,914$ 520$
Realized gains (losses) from sales - - -
Total income recognized 142,509$
118,914$
520$

Fiscal Year-to-Date
Total Interest Earnings 261,423$ 118,914$ 2,654$
Realized gains (losses) from sales - - -
Total income recognized 261,423$
118,914$
2,654$

TOTAL PORTFOLIO INCOME RECOGNIZED
Accrual Basis
Cash Basis Accrual Basis
Mar
ke t Value 11,984,567$ Marke t Value 11,984,567$
Original Cost (11,974,533) Original Cost (11,974,533) Ne t Unre alize d Gain (Los s ) 10,034$ Ne t Unre alize d Gain (Los s ) 10,034$

UNREALIZED GAINS & LOSSES
16 The fol
lowing chart shows yield comparisons for the quarter.

P
ortfolio Earnings Comparison
-

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

4.00%

4.50%

5.00%
Oct-22 Nov-22 Dec-22
1-Year Government Agency LAIF Successor Portfolio City Operating Pool Alameda County Pool

Appendix A - City of Oakland Portfolio
Detail for Period Ended December 31,
2022

City Pool Portfolio
Portfolio Management
December 31, 2022
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
MaturityTerm
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Coupon 549,565,552.18 1,08128.34 1.741658520,738,363.21549,858,333.33 1.765 Federal Agency Issues - Discount 615,488,707.14 22631.74 3.922138619,474,353.50630,000,000.00 3.977 Money Market 335,000,000.00 117.27 4.0551335,000,000.00335,000,000.00 4.111 Local Agency Investment Funds 75,000,000.00 13.87 2.143173,604,194.3575,000,000.00 2.173 Corporate Bonds 3,997,680.80 1,0960.21 0.5335343,754,033.564,000,000.00 0.540 Negotiable CD's 40,000,000.00 2222.06 3.2415739,926,940.0040,000,000.00 3.286 Federal Agency Issues-Coupon/Bullet 310,502,410.05 60416.01 2.359339303,898,352.72311,537,000.00 2.392 Commercial Paper - Discount 9,903,706.94 760.51 4.653649,918,755.0010,000,000.00 4.718 1,939,458,057.11 100.00%
Investments
1,906,314,992.341,955,395,333.33 482 287 2.991 3.032
Cash and Accrued Interest
1,939,573,912.70Total Cash and Investments
115,855.59Subtotal
115,855.59
1,906,430,847.931,955,395,333.33
115,855.59
115,855.59
482 287 2.991 3.032
Accrued Interest at Purchase
Current Year
December 31
4,383,634.01
Fiscal Year To Date
16,970,513.16
Average Daily Balance
Effective Rate of Return
1,849,836,670.63 1,784,638,227.81

1.89%2.79%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio POOL
AP
Reporting period 12/01/2022-12/31/2022
Run Date: 01/19/2023 - 08:35 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11

APPENDIX A
YTM
360

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

1.836FEDERAL FARM CREDIT BANK54315 3,000,000.00 2,999,971.52 02/01/20231.85007/01/2019 2,994,098.31 AA3133EKUA2 31

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,737,238.97 AA3133ELK37 897

0.205FEDERAL FARM CREDIT BANK55112 5,000,000.00 4,999,817.37 06/15/20230.20012/17/2020 4,892,750.70 AA3133EMKG6 165

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,998,794.44 03/15/20240.37003/15/2021 2,841,180.30 AA3133EMTD4 439

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,757,809.91 AA3133EMTQ5 806

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,757,809.91 AA3133EMTQ5 806

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,698,350.09 AA3133EMUK6 1,179

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,698,350.09 AA3133EMUK6 1,179

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,698,350.09 AA3133EMUK6 1,179

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,698,350.09 AA3133EMUK6 1,179

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,727,913.74 AA3133EMWH1 841

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,877,885.81 AA3133EMYW6 316

0.180FEDERAL FARM CREDIT BANK55322 3,000,000.00 2,999,514.79 05/18/20230.14005/18/2021 2,947,957.53 AA3133EMZP0 137

0.180FEDERAL FARM CREDIT BANK55323 3,000,000.00 2,999,514.79 05/18/20230.14005/18/2021 2,947,957.53 AA3133EMZP0 137

0.178FEDERAL FARM CREDIT BANK55324 3,000,000.00 2,999,543.33 05/18/20230.14005/18/2021 2,947,957.53 AA3133EMZP0 137

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,740,511.64 AA3133EMZW5 869

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,299.50 09/08/20260.87009/15/2021 4,408,463.30 AA3133EM4S8 1,346

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,632,265.55 AA3133EM6E7 1,366

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,660,240.34 AA3133ENEM8 1,422

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,698,188.27 AA3133ENFN5 1,429

0.454FEDERAL FARM CREDIT BANK55587 5,000,000.00 5,000,000.00 01/18/20230.46001/18/2022 4,989,535.75 AA3133ENLB4 17

0.508FEDERAL FARM CREDIT BANK55588 5,000,000.00 4,999,870.64 01/18/20230.46001/18/2022 4,989,535.75 AA3133ENLB4 17

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,886,125.79 AA3133ENQX1 432

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,934,251.07 AA3133ENWL0 501

2.545FEDERAL FARM CREDIT BANK55796 4,860,000.00 4,849,542.02 02/03/20230.12506/28/2022 4,842,037.78 AA3133EMPH9 33

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 5,001,446.70 AA3133EN3R9 340

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 5,001,446.70 AA3133EN3R9 340

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 5,000,725.00 AA3133ENY87 312

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 5,000,725.00 AA3133ENY87 312

5.494FEDERAL FARM CREDIT BANK55904 5,000,000.00 5,000,000.00 11/14/20255.57011/14/2022 4,993,964.60 AA3133ENZ86 1,048

5.523FEDERAL FARM CREDIT BANK55908 5,000,000.00 5,000,000.00 11/16/20265.60011/16/2022 5,001,027.50 AA3133EN2G4 1,415

4.549FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,995,016.53 11/18/20244.55611/18/2022 4,996,717.60 AA3133ENZ94 687

1.418FEDERAL HOME LOAN BANK54702 2,000,000.00 1,999,842.68 02/17/20231.37502/21/2020 1,992,702.58 AA3130AJ7E3 47

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,214,441.00 AA3130AJPT0 897

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,660,406.93 AA3130AKMD5 1,121

0.454FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.50001/27/2021 2,680,889.64 AA3130AKU61 1,122

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,659,917.24 AA3130AKN69 1,123

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,661,572.46 AA3130AKU53 1,123 Portfolio POOL
AP
Run Date: 01/19/2023 - 08:35 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,666,650.32 AA3130AKPQ3 1,123

0.375FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.40001/29/2021 2,679,175.74 AA3130AKTT3 1,124

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,661,308.19 AA3130AKVY9 1,124

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,664,692.22 AA3130AKXQ4 1,138

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,812.33 02/17/20260.62502/17/2021 2,665,453.89 AA3130AL3S1 1,143

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,654,438.82 AA3130AKVV5 1,144

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,661,761.31 AA3130AL7G3 1,149

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,674,263.63 AA3130ALCV4 1,150

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,674,263.63 AA3130ALCV4 1,150

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,665,826.52 AA3130AL5X8 1,150

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,665,826.52 AA3130AL5X8 1,150

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,663,665.56 AA3130AL6J8 1,150

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,663,665.56 AA3130ALBM5 1,150

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,678,222.85 AA3130AKXX9 1,151

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,665,322.22 AA3130AKZ25 1,152

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,719,028.19 AA3130ALHY3 1,163

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,683,139.85 AA3130ALRN6 1,177

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,622,015.34 AA3130ALGJ7 1,177

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,832,591.75 AA3130ALTS3 452

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,786,013.09 AA3130ALNZ3 638

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,692,421.91 AA3130ALXV1 1,207

0.552FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,168.75 04/28/20260.55004/28/2021 2,248,940.67 AA3130ALYM0 1,213

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,716,643.85 AA3130ALZQ0 1,213

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,686,620.66 AA3130AM2J0 1,213

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,782,132.05 AA3130ALZS6 666

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,771,514.45 AA3130AM2V3 849

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,731,240.71 AA3130AM4L3 1,214

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,824,352.82 AA3130ALZC1 484

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,767,956.90 AA3130AMK92 695

0.493FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20260.50005/26/2021 2,699,142.66 AA3130AMG63 1,241

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,699,443.02 AA3130AMNM0 1,242

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,700,158.22 AA3130AMYQ9 1,276

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,144.05 12/30/20240.60006/30/2021 2,764,674.69 AA3130AMXH0 729

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,770,415.25 AA3130AMTQ5 729

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,662,606.29 AA3130ANAJ9 1,303

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,935,619.36 AA3130ANEJ5 758

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,817,822.84 AA3130ANM49 509

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,661,012.54 AA3130ANND8 1,333 Portfolio POOL
AP
Run Date: 01/19/2023 - 08:35 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,646,666.84 08/26/20260.65008/26/2021 3,253,180.32 AA3130ANJE1 1,333

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,740,021.32 AA3130AP4F9 816

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,740,104.27 AA3130AP3M5 817

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,649,747.99 AA3130APCH6 1,367

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,649,747.99 AA3130APCH6 1,367

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,732,106.30 AA3130APDL6 911

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,759,027.22 AA3130AP2Y0 729

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,643,738.66 AA3130ANYR5 1,368

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,648,752.98 AA3130ANYN4 1,368

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,653,768.02 AA3130AP6V2 1,368

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,795,334.57 AA3130APDV4 645

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,997,705.00 10/28/20261.62510/28/2021 2,710,270.38 AA3130APHJ7 1,396

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,668,200.69 AA3130APDQ5 1,396

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,023,960.78 AA3130APDQ5 1,396

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,746,783.17 AA3130APJM8 848

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,795,655.21 AA3130APKX2 666

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,819,105.19 AA3130APRU1 593

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,882,051.61 AA3130APLJ2 320

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,894,498.34 AA3130APWH4 325

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,891,961.69 AA3130APXH3 330

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,795,010.96 AA3130AQ3B7 694

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,816,151.03 AA3130AQ3C5 605

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,831,468.64 AA3130AQAH6 544

0.494FEDERAL HOME LOAN BANK55564 5,000,000.00 5,000,000.00 06/30/20230.50012/30/2021 4,891,505.50 AA3130AQ7C1 180

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20241.40002/22/2022 1,933,770.54 AA3130AQTZ6 417

1.155FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20241.40002/22/2022 2,900,655.81 AA3130AQTZ6 417

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,833,017.30 AA3130AQY49 788

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,857,718.97 AA3130AQWQ2 513

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,895,657.14 AA3130AQT52 423

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,871,726.09 AA3130AQT52 423

1.282FEDERAL HOME LOAN BANK55660 5,000,000.00 5,000,000.00 03/21/20231.30003/21/2022 4,966,593.90 AA3130ARBN0 79

1.886FEDERAL HOME LOAN BANK55685 5,000,000.00 5,000,000.00 04/14/20232.45004/14/2022 4,975,122.60 AA3130ARPP0 103

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,926,678.10 AA3130ARNY3 299

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,956,006.86 AA3130ARNY3 299

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,883,572.55 AA3130ARP96 848

1.973FEDERAL HOME LOAN BANK55711 5,000,000.00 5,000,000.00 04/28/20232.50004/28/2022 4,970,240.65 AA3130ARRU7 117

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,394,730.01 AA3130ARPX3 481

1.780FEDERAL HOME LOAN BANK55729 5,000,000.00 4,997,277.55 02/17/20231.37505/10/2022 4,981,756.45 AA3130AJ7E3 47 Portfolio POOL
AP
Run Date: 01/19/2023 - 08:35 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,886,349.61 AA3130ARWD9 411

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,890,167.95 AA3130ARYU9 418

2.096FEDERAL HOME LOAN BANK55751 3,000,000.00 3,000,000.00 05/25/20232.12505/25/2022 2,967,955.65 AA3130ARWG2 144

2.411FEDERAL HOME LOAN BANK55752 5,000,000.00 5,000,000.00 06/16/20232.80005/26/2022 4,952,194.10 AA3130AS6R5 166

2.220FEDERAL HOME LOAN BANK55756 5,000,000.00 5,000,000.00 06/30/20232.25006/02/2022 4,933,988.20 AA3130ASBS7 180

2.269FEDERAL HOME LOAN BANK55762 5,000,000.00 5,000,000.00 07/03/20232.30006/06/2022 4,934,113.45 AA3130ASC64 183

1.796FEDERAL HOME LOAN BANK55763 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,998,867.15 AA3130ASC72 5

1.796FEDERAL HOME LOAN BANK55764 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,998,867.15 AA3130ASC72 5

1.796FEDERAL HOME LOAN BANK55765 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,998,867.15 AA3130ASC72 5

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,911,318.35 AA3130AS5F2 341

1.974FEDERAL HOME LOAN BANK55771 5,000,000.00 5,000,000.00 03/09/20232.00006/09/2022 4,979,832.85 AA3130AS4V8 67

2.466FEDERAL HOME LOAN BANK55790 5,000,000.00 5,000,000.00 06/23/20233.00006/23/2022 4,955,672.80 AA3130ASCC1 173

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,951,208.96 AA3130ASKB4 362

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,998,802.64 08/24/20233.12508/24/2022 4,938,637.75 AA3130ASU72 235

2.992FEDERAL HOME LOAN BANK55836 5,000,000.00 5,000,000.00 02/28/20233.00008/30/2022 4,990,103.90 AA3130ASVM8 58

2.992FEDERAL HOME LOAN BANK55837 5,000,000.00 5,000,000.00 02/28/20233.00008/30/2022 4,990,103.90 AA3130ASVM8 58

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,981,906.50 AA3130ATMQ7 285

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,981,906.50 AA3130ATMQ7 285

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,997,101.70 11/02/20234.75011/02/2022 4,995,546.40 AA3130ATTY3 305

4.690FEDERAL HOME LOAN BANK55905 2,000,000.00 1,998,901.00 11/15/20234.69011/15/2022 1,996,186.72 AA3130ATWD5 318

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,734,735.56 AA3134GVVX3 878

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,697,503.61 AA3134GWZG4 1,023

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,690,785.44 AA3134GXEJ9 1,058

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,691,140.79 AA3134GXFA7 1,060

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,923,959.26 11/06/20230.25003/23/2022 4,810,233.75 AA3137EAEZ8 309

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,913,529.82 11/06/20230.25004/06/2022 4,810,233.75 AA3137EAEZ8 309

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,901,322.55 AA3134GXYF5 452

2.896FEDERAL HOME LOAN MTG CORP55806 5,000,000.00 4,956,725.25 05/05/20230.37507/08/2022 4,930,838.40 AA3137EAER6 124

2.941FEDERAL HOME LOAN MTG CORP55817 5,000,000.00 4,955,916.18 05/05/20230.37508/03/2022 4,930,838.40 AA3137EAER6 124

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,905,532.05 AA3134GXR63 970

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,935,232.35 AA3134GXS88 789

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,997,553.12 02/05/20242.50002/08/2019 2,928,903.42 AA3135G0V34 400

0.346FEDERAL NATIONAL MORTGAGE54838 3,000,000.00 2,998,821.08 05/22/20230.25005/22/2020 2,949,947.85 AA3135G04Q3 141

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,711,854.92 AA3136G4ZR7 932

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,714,647.11 AA3136G4G23 940

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,707,699.26 AA3136G4L84 960

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,706,021.45 AA3136G4H63 961

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,406.67 08/27/20250.62508/27/2020 2,709,605.40 AA3136G42F9 969 Portfolio POOL
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0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,713,306.71 AA3136G4W41 967

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 5,000,267.80 AA3135GADM0 353

4.940FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00511/28/2022 4,992,522.75 AA3134GY4B5 603

5.039FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10411/30/2022 2,500,852.17 AA3134GY3X8 607 549,565,552.18520,738,363.21549,858,333.33550,025,550.82Subtotal and Average 1.741 658 Federal Agency Issues - Discount

1.144Federal Farm Credit Discount55615 5,000,000.00 4,946,644.44 01/25/20231.12002/16/2022 4,986,947.80 AA313312BA7 24

1.144Federal Farm Credit Discount55616 5,000,000.00 4,946,644.44 01/25/20231.12002/16/2022 4,986,947.80 AA313312BA7 24

1.074Federal Farm Credit Discount55641 5,000,000.00 4,955,229.17 01/09/20231.05003/08/2022 4,996,436.95 AA313312AJ9 8

1.590Federal Farm Credit Discount55664 5,000,000.00 4,921,423.61 03/22/20231.55003/22/2022 4,953,055.30 AA313312DJ6 80

1.590Federal Farm Credit Discount55665 5,000,000.00 4,921,423.61 03/22/20231.55003/22/2022 4,953,055.30 AA313312DJ6 80

1.797Federal Farm Credit Discount55673 5,000,000.00 4,917,847.22 03/10/20231.75004/06/2022 4,960,248.75 AA313312CW8 68

2.786Federal Farm Credit Discount55791 5,000,000.00 4,906,625.00 02/27/20232.70006/23/2022 4,966,343.60 AA313312CK4 57

2.635Federal Farm Credit Discount55802 5,000,000.00 4,934,277.78 01/06/20232.60007/08/2022 4,998,218.15 AA313312AF7 5

2.635Federal Farm Credit Discount55803 5,000,000.00 4,934,277.78 01/06/20232.60007/08/2022 4,998,218.15 AA313312AF7 5

3.058Federal Farm Credit Discount55819 5,000,000.00 4,911,500.00 03/08/20232.95008/04/2022 4,961,448.70 AA313312CU2 66

3.058Federal Farm Credit Discount55820 5,000,000.00 4,911,500.00 03/08/20232.95008/04/2022 4,961,448.70 AA313312CU2 66

3.163Federal Farm Credit Discount55821 5,000,000.00 4,875,458.33 05/26/20233.05008/05/2022 4,912,217.25 AA313312GB0 145

3.289Federal Farm Credit Discount55829 5,000,000.00 4,876,281.94 05/30/20233.17008/22/2022 4,909,784.10 AA313312GF1 149

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,845,348.10 AA313312LR9 255

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,845,348.10 AA313312LR9 255

4.045Federal Farm Credit Discount55853 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,895,718.85 AA313312HC7 170

4.045Federal Farm Credit Discount55854 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,895,718.85 AA313312HC7 170

4.593Federal Farm Credit Discount55897 5,000,000.00 4,887,750.00 05/01/20234.49011/02/2022 4,927,451.95 AA313312FA3 120

4.823Federal Farm Credit Discount55898 5,000,000.00 4,810,708.33 08/24/20234.62011/02/2022 4,857,256.10 AA313312KV1 235

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,809,604.80 AA313312PE4 316

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,837,623.60 AA313312ME7 268

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,808,426.90 AA313312PG9 318

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,808,426.90 AA313312PG9 318

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,808,426.90 AA313312PG9 318

4.787Federal Farm Credit Discount55947 5,000,000.00 4,845,388.89 08/15/20234.60012/16/2022 4,862,624.25 AA313312KL3 226

4.816Federal Farm Credit Discount55953 5,000,000.00 4,832,525.00 09/06/20234.62012/19/2022 4,849,512.60 AA313312LJ7 248

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,817,858.35 AA313312NQ9 302

4.861Federal Farm Credit Discount55977 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,856,660.00 AA313312KW9 236

4.861Federal Farm Credit Discount55978 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,856,660.00 AA313312KW9 236

4.389FEDERAL FARM CREDIT BANK55869 5,000,000.00 4,845,852.78 07/03/202310/13/2022 4,888,354.00 AA313312HR4 183

4.333FEDERAL HOME LOAN BANK55867 5,000,000.00 4,842,077.08 07/11/20234.16510/11/2022 4,883,556.75 AA313384HZ5 191 Portfolio POOL
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1.851Federal Home Loan Discount55717 5,000,000.00 4,931,250.00 02/02/20231.80005/03/2022 4,981,613.80 AA313384BJ7 32

1.851Federal Home Loan Discount55718 5,000,000.00 4,931,250.00 02/02/20231.80005/03/2022 4,981,613.80 AA313384BJ7 32

2.007Federal Home Loan Discount55724 5,000,000.00 4,918,479.17 03/02/20231.95005/05/2022 4,965,050.20 AA313384CN7 60

1.696Federal Home Loan Discount55733 5,000,000.00 4,940,416.67 01/26/20231.65005/11/2022 4,986,355.35 AA313384BB4 25

2.143Federal Home Loan Discount55735 5,000,000.00 4,894,844.44 05/11/20232.08005/12/2022 4,921,352.45 AA313384FL8 130

1.800Federal Home Loan Discount55745 5,000,000.00 4,940,694.44 01/18/20231.75005/19/2022 4,991,097.10 AA313384AT6 17

2.227Federal Home Loan Discount55747 5,000,000.00 4,890,500.00 05/23/20232.16005/23/2022 4,914,042.95 AA313384FY0 142

2.767Federal Home Loan Discount55782 5,000,000.00 4,894,288.89 03/28/20232.68006/17/2022 4,949,462.45 AA313384DQ9 86

2.555Federal Home Loan Discount55783 5,000,000.00 4,923,188.89 01/26/20232.48006/17/2022 4,986,355.35 AA313384BB4 25

2.851Federal Home Loan Discount55794 5,000,000.00 4,895,350.00 03/24/20232.76006/24/2022 4,951,857.40 AA313384DL0 82

2.851Federal Home Loan Discount55795 5,000,000.00 4,895,350.00 03/24/20232.76006/24/2022 4,951,857.40 AA313384DL0 82

2.693Federal Home Loan Discount55804 5,000,000.00 4,932,472.22 01/11/20232.60007/08/2022 4,995,149.15 AA313384AL3 10

2.693Federal Home Loan Discount55805 5,000,000.00 4,932,472.22 01/11/20232.60007/08/2022 4,995,149.15 AA313384AL3 10

2.966Federal Home Loan Discount55809 5,000,000.00 4,923,336.11 02/03/20232.86007/25/2022 4,980,614.35 AA313384BK4 33

2.940Federal Home Loan Discount55810 5,000,000.00 4,927,156.25 01/26/20232.83507/25/2022 4,986,355.35 AA313384BB4 25

2.997Federal Home Loan Discount55814 5,000,000.00 4,920,926.39 02/10/20232.89007/28/2022 4,976,257.70 AA313384BS7 40

3.047Federal Home Loan Discount55815 5,000,000.00 4,905,266.67 03/17/20232.94007/28/2022 4,956,051.30 AA313384DD8 75

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,870,388.65 AA313384JX8 213

3.329Federal Home Loan Discount55828 5,000,000.00 4,847,762.50 07/27/20233.20508/19/2022 4,873,976.45 AA313384JR1 207

3.216Federal Home Loan Discount55830 5,000,000.00 4,869,972.22 06/15/20233.10008/17/2022 4,898,790.85 AA313384GX1 165

3.183Federal Home Loan Discount55831 5,000,000.00 4,895,108.33 04/20/20233.07008/17/2022 4,934,871.70 AA313384EP0 109

3.238Federal Home Loan Discount55833 5,000,000.00 4,909,000.00 03/22/20233.12008/24/2022 4,953,055.30 AA313384DJ5 80

3.166Federal Home Loan Discount55835 5,000,000.00 4,926,766.67 02/14/20233.12008/29/2022 4,974,278.25 AA313384BW8 44

3.372Federal Home Loan Discount55839 5,000,000.00 4,869,200.00 06/14/20233.27008/30/2022 4,899,405.45 AA313384GW3 164

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,859,044.80 AA313384KS7 232

3.446Federal Home Loan Discount55841 5,000,000.00 4,864,025.00 06/21/20233.33008/31/2022 4,895,104.70 AA313384HD4 171

3.507Federal Home Loan Discount55842 5,000,000.00 4,865,341.67 06/14/20233.39009/01/2022 4,899,405.45 AA313384GW3 164

3.591Federal Home Loan Discount55844 5,000,000.00 4,855,144.00 07/06/20233.46509/08/2022 4,886,554.45 AA313384HU6 186

3.696Federal Home Loan Discount55849 5,000,000.00 4,911,266.67 03/09/20233.63009/14/2022 4,960,848.70 AA313384CV9 67

3.799Federal Home Loan Discount55850 5,000,000.00 4,898,763.89 03/31/20233.70009/15/2022 4,947,667.00 AA313384DT3 89

3.973Federal Home Loan Discount55855 5,000,000.00 4,840,625.00 07/13/20233.82509/16/2022 4,882,358.20 AA313384JB6 193

4.058Federal Home Loan Discount55856 5,000,000.00 4,845,772.22 06/30/20233.91009/19/2022 4,889,580.70 AA313384HN2 180

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,853,085.00 AA313384LC1 242

3.872Federal Home Loan Discount55861 5,000,000.00 4,906,583.33 03/17/20233.80009/21/2022 4,956,051.30 AA313384DD8 75

4.238Federal Home Loan Discount55865 5,000,000.00 4,888,958.33 04/24/20234.10010/11/2022 4,932,453.50 AA313384ET2 113

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,834,407.90 AA313384ML0 274

4.436Federal Home Loan Discount55880 5,000,000.00 4,888,579.17 04/24/20234.29010/19/2022 4,932,453.50 AA313384ET2 113

4.691Federal Home Loan Discount55881 5,000,000.00 4,830,625.00 07/18/20234.50010/20/2022 4,879,363.05 AA313384JG5 198 Portfolio POOL
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4.705Federal Home Loan Discount55883 5,000,000.00 4,824,611.11 07/28/20234.51010/21/2022 4,873,378.30 AA313384JS9 208

4.487Federal Home Loan Discount55884 5,000,000.00 4,892,079.17 04/21/20234.39010/26/2022 4,934,267.05 AA313384EQ8 110

4.161Federal Home Loan Discount55885 5,000,000.00 4,938,920.83 02/15/20234.11010/31/2022 4,973,667.45 AA313384BX6 45

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,852,489.40 AA313384LD9 243

4.244Federal Home Loan Discount55892 5,000,000.00 4,930,831.25 02/28/20234.18511/01/2022 4,965,733.75 AA313384CL1 58

4.601Federal Home Loan Discount55893 5,000,000.00 4,865,263.89 06/07/20234.45011/01/2022 4,903,710.00 AA313384GP8 157

4.782Federal Home Loan Discount55899 5,000,000.00 4,835,805.56 07/19/20234.60011/04/2022 4,878,764.25 AA313384JH3 199

4.395Federal Home Loan Discount55900 5,000,000.00 4,920,107.64 03/20/20234.32511/07/2022 4,954,253.45 AA313384DG1 78

4.251Federal Home Loan Discount55903 5,000,000.00 4,940,500.00 02/24/20234.20011/14/2022 4,967,567.30 AA313384CG2 54

4.553Federal Home Loan Discount55906 5,000,000.00 4,910,575.00 04/10/20234.41011/15/2022 4,940,922.35 AA313384ED7 99

4.410Federal Home Loan Discount55909 5,000,000.00 4,921,036.11 03/28/20234.34011/17/2022 4,949,462.45 AA313384DQ9 86

4.548Federal Home Loan Discount55910 5,000,000.00 4,902,747.22 04/24/20234.46011/18/2022 4,932,453.50 AA313384ET2 113

4.673Federal Home Loan Discount55912 5,000,000.00 4,890,193.06 05/15/20234.57011/23/2022 4,918,914.75 AA313384FQ7 134

4.760Federal Home Loan Discount55913 5,000,000.00 4,865,687.50 06/26/20234.60511/28/2022 4,892,035.05 AA313384HJ1 176

4.810Federal Home Loan Discount55914 5,000,000.00 4,845,500.00 07/26/20234.63511/28/2022 4,874,574.65 AA313384JQ3 206

4.579Federal Home Loan Discount55916 5,000,000.00 4,908,227.08 04/24/20234.49511/28/2022 4,932,453.50 AA313384ET2 113

4.502Federal Home Loan Discount55919 5,000,000.00 4,930,933.33 03/22/20234.44011/30/2022 4,953,055.30 AA313384DJ5 80

4.611Federal Home Loan Discount55920 5,000,000.00 4,906,986.11 04/27/20234.52511/30/2022 4,930,640.65 AA313384EW5 116

4.831Federal Home Loan Discount55921 5,000,000.00 4,866,168.75 06/26/20234.65512/01/2022 4,892,035.05 AA313384HJ1 176

4.889Federal Home Loan Discount55922 5,000,000.00 4,826,264.58 08/25/20234.68512/01/2022 4,856,660.00 AA313384KW8 236

4.597Federal Home Loan Discount55923 5,000,000.00 4,915,877.78 04/18/20234.52012/05/2022 4,936,081.25 AA313384EM7 107

4.540Federal Home Loan Discount55924 5,000,000.00 4,927,902.78 03/31/20234.47512/05/2022 4,947,667.00 AA313384DT3 89

4.540Federal Home Loan Discount55925 5,000,000.00 4,927,902.78 03/31/20234.47512/05/2022 4,947,667.00 AA313384DT3 89

4.873Federal Home Loan Discount55926 5,000,000.00 4,825,523.61 09/01/20234.67012/06/2022 4,852,489.40 AA313384LD9 243

4.911Federal Home Loan Discount55927 5,000,000.00 4,815,263.89 09/15/20234.70012/06/2022 4,844,158.95 AA313384LT4 257

4.807Federal Home Loan Discount55933 5,000,000.00 4,864,315.28 07/07/20234.63012/08/2022 4,885,954.80 AA313384HV4 187

4.597Federal Home Loan Discount55935 5,000,000.00 4,916,505.56 04/24/20234.52012/12/2022 4,932,453.50 AA313384ET2 113

4.238Federal Home Loan Discount55936 5,000,000.00 4,955,083.33 02/27/20234.20012/12/2022 4,966,343.60 AA313384CK3 57

4.744Federal Home Loan Discount55938 5,000,000.00 4,879,775.00 06/20/20234.58012/13/2022 4,895,718.85 AA313384HC6 170

4.245Federal Home Loan Discount55939 5,000,000.00 4,959,069.44 02/21/20234.21012/13/2022 4,969,427.00 AA313384CD9 51

4.742Federal Home Loan Discount55940 5,000,000.00 4,882,319.44 06/16/20234.58012/13/2022 4,896,935.80 AA313384GY9 166

4.635Federal Home Loan Discount55941 5,000,000.00 4,897,850.00 05/26/20234.54012/15/2022 4,912,217.25 AA313384GB9 145

4.759Federal Home Loan Discount55945 10,000,000.00 9,728,720.83 07/17/20234.58512/16/2022 9,759,923.90 AA313384JF7 197

4.644Federal Home Loan Discount55946 5,000,000.00 4,898,888.89 05/25/20234.55012/16/2022 4,912,825.75 AA313384GA1 144

4.736Federal Home Loan Discount55949 5,000,000.00 4,875,594.44 06/30/20234.57012/16/2022 4,889,580.70 AA313384HN2 180

4.565Federal Home Loan Discount55950 5,000,000.00 4,918,306.94 04/26/20234.49012/16/2022 4,931,244.85 AA313384EV7 115

4.763Federal Home Loan Discount55951 5,000,000.00 4,882,444.44 06/21/20234.60012/19/2022 4,895,104.70 AA313384HD4 171

4.558Federal Home Loan Discount55952 5,000,000.00 4,925,790.28 04/17/20234.49012/19/2022 4,936,686.10 AA313384EL9 106 Portfolio POOL
AP
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4.742Federal Home Loan Discount55955 5,000,000.00 4,882,319.44 06/22/20234.58012/19/2022 4,894,490.60 AA313384HE2 172

4.558Federal Home Loan Discount55956 5,000,000.00 4,925,790.28 04/17/20234.49012/19/2022 4,936,686.10 AA313384EL9 106

4.741Federal Home Loan Discount55957 5,000,000.00 4,883,591.67 06/20/20234.58012/19/2022 4,895,718.85 AA313384HC6 170

4.761Federal Home Loan Discount55958 10,000,000.00 9,724,900.00 07/20/20234.58512/16/2022 9,756,331.00 AA313384JJ9 200

4.578Federal Home Loan Discount55959 5,000,000.00 4,919,911.11 04/27/20234.50512/20/2022 4,930,640.65 AA313384EW5 116

4.578Federal Home Loan Discount55960 5,000,000.00 4,919,911.11 04/27/20234.50512/20/2022 4,930,640.65 AA313384EW5 116

4.506Federal Home Loan Discount55964 5,000,000.00 4,938,194.44 03/31/20234.45012/21/2022 4,947,667.00 AA313384DT3 89

4.315Federal Home Loan Discount55966 5,000,000.00 4,959,577.78 02/27/20234.28012/21/2022 4,966,343.60 AA313384CK3 57

4.335Federal Home Loan Discount55967 5,000,000.00 4,959,986.11 02/27/20234.30012/22/2022 4,966,343.60 AA313384CK3 57

4.605Federal Home Loan Discount55969 5,000,000.00 4,907,716.67 05/18/20234.52012/22/2022 4,917,087.25 AA313384FT1 137

4.605Federal Home Loan Discount55970 10,000,000.00 9,847,573.61 04/27/20234.53512/27/2022 9,861,281.30 AA313384EW5 116

4.718Federal Home Loan Discount55971 5,000,000.00 4,886,030.56 06/23/20234.61012/27/2022 4,893,876.60 AA313384HF9 173

4.672Federal Home Loan Discount55972 5,000,000.00 4,902,038.89 05/30/20234.58012/27/2022 4,909,784.10 AA313384GF0 149

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,833,223.90 AA313384MN6 276

4.804Federal Home Loan Discount55975 5,000,000.00 4,881,447.22 06/28/20234.69012/28/2022 4,890,807.70 AA313384HL6 178

4.819Federal Home Loan Discount55976 5,000,000.00 4,861,444.44 07/31/20234.64012/28/2022 4,871,584.30 AA313384JV2 211 615,488,707.14619,474,353.50630,000,000.00555,274,683.42Subtotal and Average 3.922 138 Money Market

4.044Fidelity Inst Government52411 145,000,000.00 145,000,000.00 4.100145,000,000.00 AAASYS52411 1

4.064Morgan Stanley Inst Government52471 190,000,000.00 190,000,000.00 4.120190,000,000.00 AAASYS52471 1 335,000,000.00335,000,000.00335,000,000.00323,870,967.74Subtotal and Average 4.055 1 Local Agency Investment Funds

2.143Local Agency Investment Fund43 75,000,000.00 75,000,000.00 2.17373,604,194.35SYS43 1 75,000,000.0073,604,194.3575,000,000.0075,000,000.00Subtotal and Average 2.143 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,997,680.80 06/18/20240.50006/18/2021 3,754,033.56 A89236TJH9 534 3,997,680.803,754,033.564,000,000.003,997,615.66Subtotal and Average 0.533 534 Negotiable CD's

3.200MUFG Union Bank NA55813 5,000,000.00 5,000,000.00 01/17/20233.20007/26/2022 4,997,060.00 A-162478UFK7 16

3.150MUFG Union Bank NA55823 5,000,000.00 5,000,000.00 01/03/20233.15008/10/2022 4,999,325.00 A-162478UFX9 2

3.620MUFG Union Bank NA55848 5,000,000.00 5,000,000.00 03/30/20233.62009/14/2022 4,991,765.00 A-162478UGC4 88

4.050MUFG Union Bank NA55864 5,000,000.00 5,000,000.00 03/13/20234.05009/28/2022 4,994,800.00 A-162478UGJ9 71

2.260Royal Bank CN55712 5,000,000.00 5,000,000.00 01/26/20232.26004/28/2022 4,992,050.00 A-178012U5K7 25

2.430Royal Bank CN55758 5,000,000.00 5,000,000.00 01/31/20232.43006/03/2022 4,991,300.00 A-178012U6E0 30 Portfolio POOL
AP
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3.710Royal Bank CN55788 5,000,000.00 5,000,000.00 06/15/20233.71006/22/2022 4,969,570.00 A-178012U6W0 165

3.510Royal Bank CN55812 5,000,000.00 5,000,000.00 02/28/20233.51007/25/2022 4,991,070.00 A-178015J6E2 58 40,000,000.0039,926,940.0040,000,000.0044,838,709.68Subtotal and Average 3.241 57 Federal Agency Issues-Coupon/Bullet

0.189FEDERAL FARM CREDIT BANK55254 5,000,000.00 4,999,065.00 04/13/20230.12504/13/2021 4,935,830.35 AA3133EMVP4 102

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,365.97 04/21/20250.60004/21/2021 4,589,414.80 AA3133EMWT5 841

0.187FEDERAL FARM CREDIT BANK55305 3,950,000.00 3,949,094.13 05/10/20230.12505/10/2021 3,889,940.65 AA3133EMYX4 129

0.187FEDERAL FARM CREDIT BANK55306 3,000,000.00 2,999,312.00 05/10/20230.12505/10/2021 2,954,385.30 AA3133EMYX4 129

0.138FEDERAL FARM CREDIT BANK55431 3,000,000.00 2,999,666.67 03/21/20230.09009/21/2021 2,970,428.52 AA3133EM5U2 79

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,393.17 09/23/20240.43009/23/2021 2,800,676.55 AA3133EM5X6 631

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,978,454.09 09/10/20260.80009/28/2021 2,652,614.73 AA3133EM4X7 1,348

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,997,692.20 10/12/20230.29010/13/2021 4,828,827.10 AA3133ENAL4 284

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,997,436.76 10/12/20230.29010/18/2021 2,897,296.26 AA3133ENAL4 284

0.418FEDERAL FARM CREDIT BANK55477 3,000,000.00 2,996,748.33 06/26/20230.20010/27/2021 2,938,072.80 AA3133EM3S9 176

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,996,556.12 11/09/20230.40011/18/2021 2,888,860.53 AA3133ENDR8 312

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,998,000.70 12/01/20230.50012/03/2021 2,882,925.18 AA3133ENGF1 334

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,989,548.46 12/01/20230.50012/09/2021 4,804,875.30 AA3133ENGF1 334

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,311.69 12/09/20240.92012/09/2021 2,798,261.79 AA3133ENGQ7 708

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,592.83 12/09/20240.92012/09/2021 2,798,261.79 AA3133ENGQ7 708

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,998,978.96 01/18/20240.90001/18/2022 2,885,587.35 AA3133ENLF5 382

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,991,506.09 01/18/20240.90001/28/2022 2,885,587.35 AA3133ENLF5 382

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,995,622.00 02/09/20241.18002/09/2022 2,888,986.23 AA3133ENNJ5 404

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,995,622.00 02/09/20241.18002/09/2022 2,888,986.23 AA3133ENNJ5 404

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,741,785.31 06/17/20241.80003/17/2022 5,530,785.97 AA3133ENSB7 533

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,936,900.45 10/12/20230.29003/22/2022 4,828,827.10 AA3133ENAL4 284

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,993,968.44 04/18/20242.44004/20/2022 2,915,381.34 AA3133ENUN8 473

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,988,517.67 04/18/20242.44004/25/2022 2,915,381.34 AA3133ENUN8 473

2.027FEDERAL FARM CREDIT BANK55716 5,000,000.00 4,999,579.86 05/02/20232.03005/02/2022 4,960,560.25 AA3133ENVS6 121

2.180FEDERAL FARM CREDIT BANK55721 3,000,000.00 2,978,651.76 05/23/20230.37505/04/2022 2,952,796.56 AA3133ENEW6 142

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,996,287.50 05/16/20242.62505/16/2022 3,889,484.16 AA3133ENWP1 501

2.200FEDERAL FARM CREDIT BANK55770 5,000,000.00 4,970,607.89 04/13/20230.12506/09/2022 4,935,830.35 AA3133EMVP4 102

2.387FEDERAL FARM CREDIT BANK55774 4,659,000.00 4,621,327.53 05/10/20230.12506/13/2022 4,588,160.37 AA3133EMYX4 129

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,989,504.82 06/17/20243.25006/17/2022 2,939,860.44 AA3133ENYX2 533

2.829FEDERAL FARM CREDIT BANK55797 5,000,000.00 4,961,843.11 04/13/20230.12506/29/2022 4,935,830.35 AA3133EMVP4 102

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,994,855.29 08/08/20233.12508/08/2022 4,949,358.50 AA3133ENF39 219

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,002.33 10/17/20234.12509/20/2022 4,970,904.35 AA3133ENN63 289

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,067.31 10/17/20234.12509/20/2022 2,982,542.61 AA3133ENN63 289 Portfolio POOL
AP
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360

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0.178FEDERAL HOME LOAN BANK55221 5,000,000.00 4,999,418.64 03/17/20230.12503/18/2021 4,956,250.65 AA3130ALRG1 75

0.169FEDERAL HOME LOAN BANK55348 5,000,000.00 4,999,032.59 06/02/20230.12506/04/2021 4,910,360.85 AA3130AMRY0 152

0.169FEDERAL HOME LOAN BANK55349 4,000,000.00 3,999,226.07 06/02/20230.12506/04/2021 3,928,288.68 AA3130AMRY0 152

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,997,871.02 08/28/20230.12509/10/2021 2,909,802.90 AA3130ANYM6 239

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,241.38 12/08/20230.50011/01/2021 2,884,432.80 AA3130APR72 341

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,011.99 11/09/20230.50011/12/2021 4,822,000.20 AA3130APU29 312

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,995,091.95 12/22/20230.62501/04/2022 2,878,946.91 AA3130AQF57 355

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,314.38 12/20/20241.00001/05/2022 2,802,633.87 AA3130AQF40 719

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,985,157.71 12/22/20230.62501/12/2022 4,798,244.85 AA3130AQF57 355

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,988,473.22 12/22/20230.62501/19/2022 2,878,946.91 AA3130AQF57 355

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,996,570.13 02/28/20242.12503/25/2022 4,835,463.55 AA3130ARHG9 423

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,997,256.10 02/28/20242.12503/25/2022 3,868,370.84 AA3130ARHG9 423

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,990,159.04 02/28/20242.12503/29/2022 4,835,463.55 AA3130ARHG9 423

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,994,935.61 06/28/20242.75006/10/2022 2,918,723.49 AA3130ASDS5 544

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,993,247.48 06/28/20242.75006/10/2022 3,891,631.32 AA3130ASDS5 544

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,977,676.14 06/28/20242.75006/13/2022 2,918,723.49 AA3130ASDS5 544

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,989,303.84 06/28/20242.75006/13/2022 2,918,723.49 AA3130ASDS5 544

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,978,912.58 06/14/20243.12508/18/2022 4,873,244.40 AA3130ASHK8 530

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,991,533.41 09/01/20233.37509/06/2022 4,957,946.20 AA3130AT5B9 243

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,996,892.00 09/13/20233.62509/13/2022 4,960,118.05 AA3130ATCR6 255

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,744,814.80 09/15/20233.87509/15/2022 4,714,825.87 AA3130ATDJ3 257

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,983,998.28 12/08/20233.87509/21/2022 4,953,629.00 AA3130ATDK0 341

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,976,944.30 AA3130ATGM3 268

4.444FEDERAL HOME LOAN BANK55863 5,000,000.00 4,928,723.85 03/08/20243.25009/28/2022 4,910,731.35 AA3130A0XE5 432

4.740FEDERAL HOME LOAN BANK55930 10,000,000.00 10,000,000.00 07/03/20234.80012/07/2022 10,006,133.00 AA3130AU4Z4 183

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,998,553.33 12/07/20234.87512/07/2022 4,998,719.35 AA3130AU5E0 340

4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,997,865.00 03/08/20244.75012/08/2022 4,995,278.15 AA3130ATUQ8 432

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,997,845.85 03/08/20244.75012/12/2022 4,995,278.15 AA3130ATUQ8 432

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,992,227.64 03/08/20244.75012/13/2022 4,995,278.15 AA3130ATUQ8 432

4.753FEDERAL HOME LOAN BANK55954 5,000,000.00 5,000,000.00 09/20/20234.81012/19/2022 4,994,725.70 AA3130AUC36 262

4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,991,233.89 03/08/20244.75012/28/2022 4,995,278.15 AA3130ATUQ8 432

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,084.25 12/04/20230.25012/04/2020 2,875,781.61 AA3137EAFA2 337

2.155FEDERAL HOME LOAN MTG CORP55767 5,000,000.00 4,972,999.64 04/20/20230.37506/07/2022 4,937,322.65 AA3137EAEQ8 109

3.073FEDERAL HOME LOAN MTG CORP55779 5,000,000.00 4,931,965.97 06/26/20230.25006/15/2022 4,896,775.10 AA3137EAES4 176

2.801FEDERAL HOME LOAN MTG CORP55801 6,536,000.00 6,488,086.98 04/20/20230.37507/06/2022 6,454,068.17 AA3137EAEQ8 109

2.930FEDERAL HOME LOAN MTG CORP55807 5,000,000.00 4,935,280.17 06/26/20230.25007/08/2022 4,896,775.10 AA3137EAES4 176

2.959FEDERAL HOME LOAN MTG CORP55816 5,000,000.00 4,994,235.98 06/19/20232.75008/02/2022 4,957,808.40 AA3137EAEN5 169

3.014FEDERAL HOME LOAN MTG CORP55818 5,000,000.00 4,960,146.88 04/20/20230.37508/04/2022 4,937,322.65 AA3137EAEQ8 109 Portfolio POOL
AP
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4.720FEDERAL HOME LOAN MTG CORP55948 4,892,000.00 4,752,345.14 08/24/20230.25012/16/2022 4,749,563.26 AA3137EAEV7 235

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,973,382.76 06/17/20250.50010/20/2021 2,731,954.05 AA3135G04Z3 898

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,940,427.92 11/07/20250.50012/08/2021 2,700,321.06 AA3135G06G3 1,041 310,502,410.05303,898,352.72311,537,000.00293,154,890.45Subtotal and Average 2.359 339 Commercial Paper - Discount

4.547MUFG BANK LTD/NY55962 5,000,000.00 4,961,062.50 02/21/20234.45012/20/2022 4,968,690.00 A-162479MPM9 51

4.759MUFG BANK LTD/NY55965 5,000,000.00 4,942,644.44 03/20/20234.64012/21/2022 4,950,065.00 A-162479MQL0 78 9,903,706.949,918,755.0010,000,000.003,674,252.87Subtotal and Average 4.653 64 1,849,836,670.63 1,955,395,333.33 2.991 2871,906,314,992.34 1,939,458,057.11Total and Average Portfolio POOL
AP
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360

Page 12 ends

Par Value Book Value
Stated
RateMarket Value
December 31, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 1,849,836,670.63 1,955,395,333.33 2.991 287
0 115,855.59
115,855.59
115,855.59
115,855.59
Subtotal
Accrued Interest at PurchaseAverage Balance
1,906,430,847.93 1,939,573,912.70Total Cash and Investments Portfolio POOL
AP
Run Date: 01/19/2023 - 08:35 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of January 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
410,000,000.00410,000,000.00 408,604,194.353 20.97%MaturitiesAging Interval: 0 days 01/01/2023 01/01/2023-( ) Payments0 99,313,344.94100,000,000.00 99,862,638.2520 5.11%MaturitiesAging Interval: 1 - 30 days 01/02/2023 01/31/2023-( ) Payments0 230,217,669.07232,860,000.00 231,277,376.6448 11.91%MaturitiesAging Interval: 31 - 90 days 02/01/2023 04/01/2023-( ) Payments0 362,735,292.78368,145,000.00 362,310,272.7276 18.83%MaturitiesAging Interval: 91 - 180 days 04/02/2023 06/30/2023-( ) Payments0 376,812,176.21383,642,000.00 374,903,353.3280 19.62%MaturitiesAging Interval: 181 - 360 days 07/01/2023 12/27/2023-( ) Payments0 302,936,467.60303,273,333.33 288,419,852.0489 15.51%MaturitiesAging Interval: 361 - 1080 days 12/28/2023 12/16/2025-( ) Payments0 157,443,106.51157,475,000.00 140,937,305.0251 8.05%MaturitiesAging Interval: 1081 days and after 12/17/2025 -( ) Payments0 Total for 1,906,314,992.341,939,458,057.11100.00367 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 01/17/2023 - 12:47 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
City Pool Portfolio
Portfolio Management
November 30, 2022
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
Maturity
Term
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Coupon 549,514,487.98 1,08432.06 1.608679518,983,992.87549,858,333.33 1.630 Federal Agency Issues - Discount 495,009,342.60 24628.88 3.072120497,449,151.23505,000,000.00 3.114 Money Market 275,000,000.00 116.04 3.5641275,000,000.00275,000,000.00 3.613 Local Agency Investment Funds 75,000,000.00 14.38 1.748173,557,072.1575,000,000.00 1.772 Corporate Bonds 3,997,546.17 1,0960.23 0.5335653,733,509.964,000,000.00 0.540 Negotiable CD's 50,000,000.00 2152.92 3.0247349,866,510.0050,000,000.00 3.066 Federal Agency Issues-Coupon/Bullet 265,648,469.77 64815.50 1.953372258,401,646.00266,645,000.00 1.980 1,714,169,846.52 100.00%
Investments
1,676,991,882.211,725,503,333.33 528 314 2.443 2.477
Cash and Accrued Interest
1,714,219,227.08Total Cash and Investments
49,380.56Subtotal
49,380.56
1,677,041,262.771,725,503,333.33
49,380.56
49,380.56
528 314 2.443 2.477
Accrued Interest at Purchase
Current Year
November 30
3,282,018.01
Fiscal Year To Date
12,533,083.99
Average Daily Balance
Effective Rate of Return
1,708,127,115.62 1,771,601,204.12

1.69%2.34%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio POOL
AP
Reporting period 11/01/2022-11/30/2022
Run Date: 01/12/2023 - 14:08 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
November 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

1.836FEDERAL FARM CREDIT BANK54315 3,000,000.00 2,999,943.05 02/01/20231.85007/01/2019 2,986,404.51 AA3133EKUA2 62

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,724,124.86 AA3133ELK37 928

0.183FEDERAL FARM CREDIT BANK55109 5,000,000.00 4,999,951.32 12/15/20220.16012/16/2020 4,990,280.65 AA3133EMKH4 14

0.205FEDERAL FARM CREDIT BANK55112 5,000,000.00 4,999,783.96 06/15/20230.20012/17/2020 4,868,740.75 AA3133EMKG6 196

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,998,711.11 03/15/20240.37003/15/2021 2,830,150.59 AA3133EMTD4 470

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,740,502.79 AA3133EMTQ5 837

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,740,502.79 AA3133EMTQ5 837

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,684,658.75 AA3133EMUK6 1,210

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,684,658.75 AA3133EMUK6 1,210

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,684,658.75 AA3133EMUK6 1,210

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,684,658.75 AA3133EMUK6 1,210

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,732,704.89 AA3133EMWH1 872

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,866,064.73 AA3133EMYW6 347

0.180FEDERAL FARM CREDIT BANK55322 3,000,000.00 2,999,408.54 05/18/20230.14005/18/2021 2,933,654.49 AA3133EMZP0 168

0.180FEDERAL FARM CREDIT BANK55323 3,000,000.00 2,999,408.54 05/18/20230.14005/18/2021 2,933,654.49 AA3133EMZP0 168

0.178FEDERAL FARM CREDIT BANK55324 3,000,000.00 2,999,443.33 05/18/20230.14005/18/2021 2,933,654.49 AA3133EMZP0 168

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,727,154.14 AA3133EMZW5 900

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,215.84 09/08/20260.87009/15/2021 4,387,541.15 AA3133EM4S8 1,377

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,619,478.62 AA3133EM6E7 1,397

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,657,432.31 AA3133ENEM8 1,453

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,687,119.98 AA3133ENFN5 1,460

0.454FEDERAL FARM CREDIT BANK55587 5,000,000.00 5,000,000.00 01/18/20230.46001/18/2022 4,970,852.95 AA3133ENLB4 48

0.508FEDERAL FARM CREDIT BANK55588 5,000,000.00 4,999,642.36 01/18/20230.46001/18/2022 4,970,852.95 AA3133ENLB4 48

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,878,366.59 AA3133ENQX1 463

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,929,823.31 AA3133ENWL0 532

2.545FEDERAL FARM CREDIT BANK55796 4,860,000.00 4,839,737.67 02/03/20230.12506/28/2022 4,822,224.05 AA3133EMPH9 64

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,999,535.65 AA3133ENY87 343

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,999,535.65 AA3133ENY87 343

5.494FEDERAL FARM CREDIT BANK55904 5,000,000.00 5,000,000.00 11/14/20255.57011/14/2022 5,002,672.85 AA3133ENZ86 1,079

5.523FEDERAL FARM CREDIT BANK55908 5,000,000.00 5,000,000.00 11/16/20265.60011/16/2022 4,998,651.20 AA3133EN2G4 1,446

4.549FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,994,795.69 11/18/20244.55611/18/2022 4,986,166.60 AA3133ENZ94 718

1.418FEDERAL HOME LOAN BANK54702 2,000,000.00 1,999,740.07 02/17/20231.37502/21/2020 1,987,237.14 AA3130AJ7E3 78

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,211,932.46 AA3130AJPT0 928

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,654,086.02 AA3130AKMD5 1,152

0.454FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.50001/27/2021 2,674,526.19 AA3130AKU61 1,153

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,653,620.99 AA3130AKN69 1,154 Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,655,311.10 AA3130AKU53 1,154

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,660,513.94 AA3130AKPQ3 1,154

0.375FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.40001/29/2021 2,672,507.79 AA3130AKTT3 1,155

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,646,201.39 AA3130AKVY9 1,155

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,649,663.72 AA3130AKXQ4 1,169

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,807.33 02/17/20260.62502/17/2021 2,650,612.38 AA3130AL3S1 1,174

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,639,437.68 AA3130AKVV5 1,175

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,647,083.87 AA3130AL7G3 1,180

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,660,110.02 AA3130ALCV4 1,181

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,660,110.02 AA3130ALCV4 1,181

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,651,275.35 AA3130AL5X8 1,181

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,651,275.35 AA3130AL5X8 1,181

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,649,062.82 AA3130AL6J8 1,181

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,649,062.82 AA3130ALBM5 1,181

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,662,913.94 AA3130AKXX9 1,182

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,650,814.76 AA3130AKZ25 1,183

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,704,909.17 AA3130ALHY3 1,194

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,669,130.84 AA3130ALRN6 1,208

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,612,224.28 AA3130ALGJ7 1,208

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,822,008.08 AA3130ALTS3 483

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,773,724.70 AA3130ALNZ3 669

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,678,984.10 AA3130ALXV1 1,238

0.552FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,147.92 04/28/20260.55004/28/2021 2,236,651.43 AA3130ALYM0 1,244

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,703,094.38 AA3130ALZQ0 1,244

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,673,120.39 AA3130AM2J0 1,244

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,769,890.28 AA3130ALZS6 697

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,758,321.41 AA3130AM2V3 880

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,718,015.87 AA3130AM4L3 1,245

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,813,296.83 AA3130ALZC1 515

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,759,261.52 AA3130AMK92 726

0.493FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20260.50005/26/2021 2,684,514.57 AA3130AMG63 1,272

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,693,578.02 AA3130AMNM0 1,273

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,686,884.33 AA3130AMYQ9 1,307

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,108.33 12/30/20240.60006/30/2021 2,751,302.31 AA3130AMXH0 760

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,757,244.89 AA3130AMTQ5 760

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,649,619.59 AA3130ANAJ9 1,334 Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,921,208.03 AA3130ANEJ5 789

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,805,416.82 AA3130ANM49 540

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,648,396.49 AA3130ANND8 1,364

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,646,590.80 08/26/20260.65008/26/2021 3,235,737.52 AA3130ANJE1 1,364

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,726,447.88 AA3130AP4F9 847

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,725,627.47 AA3130AP3M5 848

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,649,099.15 AA3130APCH6 1,398

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,649,099.15 AA3130APCH6 1,398

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,718,808.41 AA3130APDL6 942

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,745,441.66 AA3130AP2Y0 760

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,631,116.10 AA3130ANYR5 1,399

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,636,227.56 AA3130ANYN4 1,399

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,641,300.05 AA3130AP6V2 1,399

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,787,642.57 AA3130APDV4 676

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,997,655.00 10/28/20261.62510/28/2021 2,698,794.48 AA3130APHJ7 1,427

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,656,449.72 AA3130APDQ5 1,427

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,010,643.02 AA3130APDQ5 1,427

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,733,678.15 AA3130APJM8 879

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,778,813.12 AA3130APKX2 697

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,808,645.36 AA3130APRU1 624

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,870,725.89 AA3130APLJ2 351

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,884,429.83 AA3130APWH4 356

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,883,873.09 AA3130APXH3 361

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,783,383.35 AA3130AQ3B7 725

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,805,734.73 AA3130AQ3C5 636

0.217FEDERAL HOME LOAN BANK55518 5,000,000.00 5,000,000.00 12/01/20220.12512/01/2021 4,999,450.85 AA3130AQ4S9 0

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,821,696.05 AA3130AQAH6 575

0.494FEDERAL HOME LOAN BANK55564 5,000,000.00 5,000,000.00 06/30/20230.50012/30/2021 4,868,781.90 AA3130AQ7C1 211

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20241.30002/22/2022 1,928,075.36 AA3130AQTZ6 448

1.097FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20241.30002/22/2022 2,892,113.04 AA3130AQTZ6 448

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,822,871.30 AA3130AQY49 819

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,849,012.73 AA3130AQWQ2 544

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,887,384.73 AA3130AQT52 454

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,863,522.05 AA3130AQT52 454

1.282FEDERAL HOME LOAN BANK55660 5,000,000.00 5,000,000.00 03/21/20231.30003/21/2022 4,950,113.85 AA3130ARBN0 110

0.987FEDERAL HOME LOAN BANK55661 5,000,000.00 5,000,000.00 12/21/20221.00003/21/2022 4,989,212.05 AA3130ARBK6 20 Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

1.886FEDERAL HOME LOAN BANK55685 5,000,000.00 5,000,000.00 04/14/20232.45004/14/2022 4,960,285.45 AA3130ARPP0 134

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,907,315.70 AA3130ARNY3 330

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,944,389.42 AA3130ARNY3 330

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,875,432.59 AA3130ARP96 879

1.973FEDERAL HOME LOAN BANK55711 5,000,000.00 5,000,000.00 04/28/20232.50004/28/2022 4,955,641.90 AA3130ARRU7 148

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,387,838.37 AA3130ARPX3 512

1.780FEDERAL HOME LOAN BANK55729 5,000,000.00 4,995,502.04 02/17/20231.37505/10/2022 4,968,092.85 AA3130AJ7E3 78

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,881,163.68 AA3130ARWD9 442

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,882,405.75 AA3130ARYU9 449

2.096FEDERAL HOME LOAN BANK55751 3,000,000.00 3,000,000.00 05/25/20232.12505/25/2022 2,958,605.79 AA3130ARWG2 175

2.411FEDERAL HOME LOAN BANK55752 5,000,000.00 5,000,000.00 06/16/20232.80005/26/2022 4,939,268.30 AA3130AS6R5 197

2.220FEDERAL HOME LOAN BANK55756 5,000,000.00 5,000,000.00 06/30/20232.25006/02/2022 4,918,567.80 AA3130ASBS7 211

2.269FEDERAL HOME LOAN BANK55762 5,000,000.00 5,000,000.00 07/03/20232.30006/06/2022 4,918,800.20 AA3130ASC64 214

1.796FEDERAL HOME LOAN BANK55763 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,984,450.05 AA3130ASC72 36

1.796FEDERAL HOME LOAN BANK55764 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,984,450.05 AA3130ASC72 36

1.796FEDERAL HOME LOAN BANK55765 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,984,450.05 AA3130ASC72 36

2.022FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20232.05006/08/2022 4,901,137.40 AA3130AS5F2 372

1.974FEDERAL HOME LOAN BANK55771 5,000,000.00 5,000,000.00 03/09/20232.00006/09/2022 4,966,182.15 AA3130AS4V8 98

1.973FEDERAL HOME LOAN BANK55790 5,000,000.00 5,000,000.00 06/23/20232.00006/23/2022 4,938,852.00 AA3130ASCC1 204

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,947,296.96 AA3130ASKB4 393

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,998,648.47 08/24/20233.12508/24/2022 4,928,366.00 AA3130ASU72 266

2.992FEDERAL HOME LOAN BANK55836 5,000,000.00 5,000,000.00 02/28/20233.00008/30/2022 4,977,560.10 AA3130ASVM8 89

2.992FEDERAL HOME LOAN BANK55837 5,000,000.00 5,000,000.00 02/28/20233.00008/30/2022 4,977,560.10 AA3130ASVM8 89

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,978,129.40 AA3130ATMQ7 316

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,978,129.40 AA3130ATMQ7 316

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,996,812.84 11/02/20234.75011/02/2022 4,994,617.15 AA3130ATTY3 336

4.690FEDERAL HOME LOAN BANK55905 2,000,000.00 1,998,796.00 11/15/20234.69011/15/2022 1,995,717.72 AA3130ATWD5 349

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,723,631.48 AA3134GVVX3 909

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,686,634.04 AA3134GWZG4 1,054

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,676,768.75 AA3134GXEJ9 1,089

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,677,134.18 AA3134GXFA7 1,091

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,916,479.85 11/06/20230.25003/23/2022 4,789,653.90 AA3137EAEZ8 340

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,905,024.56 11/06/20230.25004/06/2022 4,789,653.90 AA3137EAEZ8 340

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,895,079.10 AA3134GXYF5 483

2.896FEDERAL HOME LOAN MTG CORP55806 5,000,000.00 4,946,255.56 05/05/20230.37507/08/2022 4,908,816.15 AA3137EAER6 155

2.941FEDERAL HOME LOAN MTG CORP55817 5,000,000.00 4,945,250.74 05/05/20230.37508/03/2022 4,908,816.15 AA3137EAER6 155 Portfolio POOL
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3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,900,071.35 AA3134GXR63 1,001

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,927,502.45 AA3134GXS88 820

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,997,366.81 02/05/20242.50002/08/2019 2,923,411.20 AA3135G0V34 431

0.346FEDERAL NATIONAL MORTGAGE54838 3,000,000.00 2,998,570.25 05/22/20230.25005/22/2020 2,937,827.19 AA3135G04Q3 172

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,710,149.48 AA3136G4ZR7 963

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,700,939.63 AA3136G4G23 971

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,693,847.33 AA3136G4L84 991

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,692,130.76 AA3136G4H63 992

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,356.67 08/27/20250.62508/27/2020 2,695,850.58 AA3136G42F9 1,000

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,698,218.54 AA3136G4W41 998

4.940FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00511/28/2022 4,992,107.10 AA3134GY4B5 634

5.039FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10411/30/2022 2,502,450.00 AA3134GY3X8 638 549,514,487.98518,983,992.87549,858,333.33539,509,969.23Subtotal and Average 1.608 679 Federal Agency Issues - Discount

0.539Federal Farm Credit Discount55591 5,000,000.00 4,976,518.06 12/05/20220.53001/20/2022 4,997,140.55 AA313313R91 4

0.539Federal Farm Credit Discount55592 5,000,000.00 4,976,518.06 12/05/20220.53001/20/2022 4,997,140.55 AA313313R91 4

0.774Federal Farm Credit Discount55602 5,000,000.00 4,966,011.11 12/21/20220.76002/02/2022 4,988,238.15 AA313313T99 20

1.050Federal Farm Credit Discount55610 5,000,000.00 4,955,938.89 12/16/20221.03002/11/2022 4,991,036.05 AA313313T40 15

1.144Federal Farm Credit Discount55615 5,000,000.00 4,946,644.44 01/25/20231.12002/16/2022 4,966,843.25 AA313312BA7 55

1.144Federal Farm Credit Discount55616 5,000,000.00 4,946,644.44 01/25/20231.12002/16/2022 4,966,843.25 AA313312BA7 55

1.074Federal Farm Credit Discount55633 5,000,000.00 4,955,958.33 12/27/20221.05002/28/2022 4,984,882.70 AA313313U71 26

1.074Federal Farm Credit Discount55641 5,000,000.00 4,955,229.17 01/09/20231.05003/08/2022 4,976,294.10 AA313312AJ9 39

1.590Federal Farm Credit Discount55664 5,000,000.00 4,921,423.61 03/22/20231.55003/22/2022 4,931,115.30 AA313312DJ6 111

1.590Federal Farm Credit Discount55665 5,000,000.00 4,921,423.61 03/22/20231.55003/22/2022 4,931,115.30 AA313312DJ6 111

1.797Federal Farm Credit Discount55673 5,000,000.00 4,917,847.22 03/10/20231.75004/06/2022 4,938,450.20 AA313312CW8 99

1.627Federal Farm Credit Discount55743 5,000,000.00 4,955,891.67 12/05/20221.58005/18/2022 4,997,140.55 AA313313R91 4

1.774Federal Farm Credit Discount55769 5,000,000.00 4,955,308.33 12/12/20221.73006/09/2022 4,993,275.55 AA313313S82 11

2.470Federal Farm Credit Discount55781 5,000,000.00 4,938,000.00 12/19/20222.40006/16/2022 4,989,357.10 AA313313T73 18

2.481Federal Farm Credit Discount55789 5,000,000.00 4,938,069.44 12/21/20222.45006/22/2022 4,988,238.15 AA313313T99 20

2.786Federal Farm Credit Discount55791 5,000,000.00 4,906,625.00 02/27/20232.70006/23/2022 4,946,236.30 AA313312CK4 88

2.522Federal Farm Credit Discount55792 5,000,000.00 4,936,368.06 12/27/20222.45006/23/2022 4,984,882.70 AA313313U71 26

2.522Federal Farm Credit Discount55793 5,000,000.00 4,936,368.06 12/27/20222.45006/23/2022 4,984,882.70 AA313313U71 26

2.635Federal Farm Credit Discount55802 5,000,000.00 4,934,277.78 01/06/20232.60007/08/2022 4,978,068.15 AA313312AF7 36

2.635Federal Farm Credit Discount55803 5,000,000.00 4,934,277.78 01/06/20232.60007/08/2022 4,978,068.15 AA313312AF7 36

3.058Federal Farm Credit Discount55819 5,000,000.00 4,911,500.00 03/08/20232.95008/04/2022 4,939,673.75 AA313312CU2 97 Portfolio POOL
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3.058Federal Farm Credit Discount55820 5,000,000.00 4,911,500.00 03/08/20232.95008/04/2022 4,939,673.75 AA313312CU2 97

3.163Federal Farm Credit Discount55821 5,000,000.00 4,875,458.33 05/26/20233.05008/05/2022 4,889,504.85 AA313312GB0 176

3.289Federal Farm Credit Discount55829 5,000,000.00 4,876,281.94 05/30/20233.17008/22/2022 4,887,653.25 AA313312GF1 180

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,824,808.10 AA313312LR9 286

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,824,808.10 AA313312LR9 286

4.045Federal Farm Credit Discount55853 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,874,992.65 AA313312HC7 201

4.045Federal Farm Credit Discount55854 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,874,992.65 AA313312HC7 201

4.593Federal Farm Credit Discount55897 5,000,000.00 4,887,750.00 05/01/20234.49011/02/2022 4,904,962.15 AA313312FA3 151

4.823Federal Farm Credit Discount55898 5,000,000.00 4,810,708.33 08/24/20234.62011/02/2022 4,836,351.60 AA313312KV1 266

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,789,182.70 AA313312PE4 347

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,817,100.05 AA313312ME7 299

4.389FEDERAL FARM CREDIT BANK55869 5,000,000.00 4,845,852.78 07/03/202310/13/2022 4,867,447.10 AA313312HR4 214

4.333FEDERAL HOME LOAN BANK55867 5,000,000.00 4,842,077.08 07/11/20234.16510/11/2022 4,862,650.20 AAA313384HZ5 222

0.615Federal Home Loan Discount55601 5,000,000.00 4,974,539.58 12/01/20220.60502/01/2022 4,999,439.30 AA313385R57 0

1.485Federal Home Loan Discount55700 5,000,000.00 4,955,090.28 12/01/20221.45004/22/2022 4,999,439.30 AA313385R57 0

1.485Federal Home Loan Discount55701 5,000,000.00 4,955,090.28 12/01/20221.45004/22/2022 4,999,439.30 AA313385R57 0

1.851Federal Home Loan Discount55717 5,000,000.00 4,931,250.00 02/02/20231.80005/03/2022 4,961,279.80 AA313384BJ7 63

1.851Federal Home Loan Discount55718 5,000,000.00 4,931,250.00 02/02/20231.80005/03/2022 4,961,279.80 AA313384BJ7 63

1.717Federal Home Loan Discount55719 5,000,000.00 4,944,333.33 12/29/20221.67005/03/2022 4,983,764.70 AA313385U95 28

2.007Federal Home Loan Discount55724 5,000,000.00 4,918,479.17 03/02/20231.95005/05/2022 4,943,346.15 AA313384CN7 91

1.594Federal Home Loan Discount55727 5,000,000.00 4,951,777.78 12/19/20221.55005/09/2022 4,989,357.10 AA313385T71 18

1.696Federal Home Loan Discount55733 5,000,000.00 4,940,416.67 01/26/20231.65005/11/2022 4,966,253.15 AA313384BB4 56

1.635Federal Home Loan Discount55734 5,000,000.00 4,950,975.00 12/20/20221.59005/12/2022 4,988,797.60 AA313385T89 19

2.143Federal Home Loan Discount55735 5,000,000.00 4,894,844.44 05/11/20232.08005/12/2022 4,898,773.40 AA313384FL8 161

1.800Federal Home Loan Discount55745 5,000,000.00 4,940,694.44 01/18/20231.75005/19/2022 4,970,975.80 AA313384AT6 48

2.227Federal Home Loan Discount55747 5,000,000.00 4,890,500.00 05/23/20232.16005/23/2022 4,891,357.15 AA313384FY0 173

1.774Federal Home Loan Discount55759 5,000,000.00 4,950,022.22 12/28/20221.73006/03/2022 4,984,323.65 AA313385U87 27

1.774Federal Home Loan Discount55760 5,000,000.00 4,950,022.22 12/28/20221.73006/03/2022 4,984,323.65 AA313385U87 27

2.054Federal Home Loan Discount55778 5,000,000.00 4,945,000.00 12/29/20222.00006/14/2022 4,983,764.70 AA313385U95 28

2.345Federal Home Loan Discount55780 5,000,000.00 4,938,250.00 12/27/20222.28006/15/2022 4,984,882.70 AA313385U79 26

2.767Federal Home Loan Discount55782 5,000,000.00 4,894,288.89 03/28/20232.68006/17/2022 4,927,451.95 AA313384DQ9 117

2.555Federal Home Loan Discount55783 5,000,000.00 4,923,188.89 01/26/20232.48006/17/2022 4,966,253.15 AA313384BB4 56

2.851Federal Home Loan Discount55794 5,000,000.00 4,895,350.00 03/24/20232.76006/24/2022 4,929,893.90 AA313384DL0 113

2.851Federal Home Loan Discount55795 5,000,000.00 4,895,350.00 03/24/20232.76006/24/2022 4,929,893.90 AA313384DL0 113

2.693Federal Home Loan Discount55804 5,000,000.00 4,932,472.22 01/11/20232.60007/08/2022 4,975,111.75 AA313384AL3 41

2.693Federal Home Loan Discount55805 5,000,000.00 4,932,472.22 01/11/20232.60007/08/2022 4,975,111.75 AA313384AL3 41 Portfolio POOL
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2.966Federal Home Loan Discount55809 5,000,000.00 4,923,336.11 02/03/20232.86007/25/2022 4,960,677.20 AA313384BK4 64

2.940Federal Home Loan Discount55810 5,000,000.00 4,927,156.25 01/26/20232.83507/25/2022 4,966,253.15 AA313384BB4 56

2.740Federal Home Loan Discount55811 5,000,000.00 4,945,800.00 12/16/20222.71007/25/2022 4,990,861.20 AA313385T48 15

2.997Federal Home Loan Discount55814 5,000,000.00 4,920,926.39 02/10/20232.89007/28/2022 4,955,696.10 AA313384BS7 71

3.047Federal Home Loan Discount55815 5,000,000.00 4,905,266.67 03/17/20232.94007/28/2022 4,934,170.20 AA313384DD8 106

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,849,483.05 AA313384JX8 244

3.329Federal Home Loan Discount55828 5,000,000.00 4,847,762.50 07/27/20233.20508/19/2022 4,853,070.55 AA313384JR1 238

3.216Federal Home Loan Discount55830 5,000,000.00 4,869,972.22 06/15/20233.10008/17/2022 4,878,004.10 AA313384GX1 196

3.183Federal Home Loan Discount55831 5,000,000.00 4,895,108.33 04/20/20233.07008/17/2022 4,911,595.05 AA313384EP0 140

3.238Federal Home Loan Discount55833 5,000,000.00 4,909,000.00 03/22/20233.12008/24/2022 4,931,115.30 AA313384DJ5 111

3.166Federal Home Loan Discount55835 5,000,000.00 4,926,766.67 02/14/20233.12008/29/2022 4,954,053.20 AA313384BW8 75

3.372Federal Home Loan Discount55839 5,000,000.00 4,869,200.00 06/14/20233.27008/30/2022 4,878,606.60 AA313384GW3 195

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,838,140.15 AA313384KS7 263

3.446Federal Home Loan Discount55841 5,000,000.00 4,864,025.00 06/21/20233.33008/31/2022 4,874,390.55 AA313384HD4 202

3.507Federal Home Loan Discount55842 5,000,000.00 4,865,341.67 06/14/20233.39009/01/2022 4,878,606.60 AA313384GW3 195

3.591Federal Home Loan Discount55844 5,000,000.00 4,855,144.00 07/06/20233.46509/08/2022 4,865,647.70 AA313384HU6 217

3.696Federal Home Loan Discount55849 5,000,000.00 4,911,266.67 03/09/20233.63009/14/2022 4,939,061.95 AA313384CV9 98

3.799Federal Home Loan Discount55850 5,000,000.00 4,898,763.89 03/31/20233.70009/15/2022 4,925,621.30 AA313384DT3 120

3.973Federal Home Loan Discount55855 5,000,000.00 4,840,625.00 07/13/20233.82509/16/2022 4,861,451.70 AA313384JB6 224

4.058Federal Home Loan Discount55856 5,000,000.00 4,845,772.22 06/30/20233.91009/19/2022 4,868,975.30 AA313384HN2 211

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,832,180.85 AA313384LC1 273

3.872Federal Home Loan Discount55861 5,000,000.00 4,906,583.33 03/17/20233.80009/21/2022 4,934,170.20 AA313384DD8 106

4.238Federal Home Loan Discount55865 5,000,000.00 4,888,958.33 04/24/20234.10010/11/2022 4,909,110.00 AA313384ET2 144

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,813,933.00 AA313384ML0 305

4.436Federal Home Loan Discount55880 5,000,000.00 4,888,579.17 04/24/20234.29010/19/2022 4,909,110.00 AA313384ET2 144

4.691Federal Home Loan Discount55881 5,000,000.00 4,830,625.00 07/18/20234.50010/20/2022 4,858,456.75 AA313384JG5 229

4.705Federal Home Loan Discount55883 5,000,000.00 4,824,611.11 07/28/20234.51010/21/2022 4,852,472.45 AA313384JS9 239

4.487Federal Home Loan Discount55884 5,000,000.00 4,892,079.17 04/21/20234.39010/26/2022 4,910,973.65 AA313384EQ8 141

4.161Federal Home Loan Discount55885 5,000,000.00 4,938,920.83 02/15/20234.11010/31/2022 4,953,451.50 AA313384BX6 76

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,831,934.15 AA313384LD9 274

4.244Federal Home Loan Discount55892 5,000,000.00 4,930,831.25 02/28/20234.18511/01/2022 4,945,635.50 AA313384CL1 89

4.601Federal Home Loan Discount55893 5,000,000.00 4,865,263.89 06/07/20234.45011/01/2022 4,882,826.30 AA313384GP8 188

4.782Federal Home Loan Discount55899 5,000,000.00 4,835,805.56 07/19/20234.60011/04/2022 4,857,858.00 AA313384JH3 230

4.395Federal Home Loan Discount55900 5,000,000.00 4,920,107.64 03/20/20234.32511/07/2022 4,932,337.05 AA313384DG1 109

4.251Federal Home Loan Discount55903 5,000,000.00 4,940,500.00 02/24/20234.20011/14/2022 4,948,039.10 AA313384CG2 85

4.553Federal Home Loan Discount55906 5,000,000.00 4,910,575.00 04/10/20234.41011/15/2022 4,917,813.05 AA313384ED7 130 Portfolio POOL
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4.410Federal Home Loan Discount55909 5,000,000.00 4,921,036.11 03/28/20234.34011/17/2022 4,927,451.95 AA313384DQ9 117

4.548Federal Home Loan Discount55910 5,000,000.00 4,902,747.22 04/24/20234.46011/18/2022 4,909,110.00 AA313384ET2 144

4.673Federal Home Loan Discount55912 5,000,000.00 4,890,193.06 05/15/20234.57011/23/2022 4,896,300.05 AA313384FQ7 165

4.760Federal Home Loan Discount55913 5,000,000.00 4,865,687.50 06/26/20234.60511/28/2022 4,871,381.35 AA313384HJ1 207

4.810Federal Home Loan Discount55914 5,000,000.00 4,845,500.00 07/26/20234.63511/28/2022 4,853,668.75 AA313384JQ3 237

4.579Federal Home Loan Discount55916 5,000,000.00 4,908,227.08 04/24/20234.49511/28/2022 4,909,110.00 AA313384ET2 144

4.502Federal Home Loan Discount55919 5,000,000.00 4,930,933.33 03/22/20234.44011/30/2022 4,930,933.33 AA313384DJ5 111

4.611Federal Home Loan Discount55920 5,000,000.00 4,906,986.11 04/27/20234.52511/30/2022 4,907,850.00 AA313384EW5 147 495,009,342.60497,449,151.23505,000,000.00469,987,010.99Subtotal and Average 3.072 120 Money Market

3.551Fidelity Inst Government52411 95,000,000.00 95,000,000.00 3.60095,000,000.00 AAASYS52411 1

3.570Morgan Stanley Inst Government52471 180,000,000.00 180,000,000.00 3.620180,000,000.00 AAASYS52471 1 275,000,000.00275,000,000.00275,000,000.00284,666,666.67Subtotal and Average 3.564 1 Local Agency Investment Funds

1.748Local Agency Investment Fund43 75,000,000.00 75,000,000.00 1.77273,557,072.15SYS43 1 75,000,000.0073,557,072.1575,000,000.0075,000,000.00Subtotal and Average 1.748 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,997,546.17 06/18/20240.50006/18/2021 3,733,509.96 A89236TJH9 565 3,997,546.173,733,509.964,000,000.003,997,483.19Subtotal and Average 0.533 565 Negotiable CD's

1.790MUFG Union Bank NA55766 5,000,000.00 5,000,000.00 12/20/20221.79006/07/2022 4,994,355.00 A-162478UF68 19

2.520MUFG Union Bank NA55787 5,000,000.00 5,000,000.00 12/12/20222.52006/21/2022 4,997,470.00 A-162478UFA9 11

3.200MUFG Union Bank NA55813 5,000,000.00 5,000,000.00 01/17/20233.20007/26/2022 4,992,850.00 A-162478UFK7 47

3.150MUFG Union Bank NA55823 5,000,000.00 5,000,000.00 01/03/20233.15008/10/2022 4,995,855.00 A-162478UFX9 33

3.620MUFG Union Bank NA55848 5,000,000.00 5,000,000.00 03/30/20233.62009/14/2022 4,987,895.00 A-162478UGC4 119

4.050MUFG Union Bank NA55864 5,000,000.00 5,000,000.00 03/13/20234.05009/28/2022 4,993,350.00 A-162478UGJ9 102

2.260Royal Bank CN55712 5,000,000.00 5,000,000.00 01/26/20232.26004/28/2022 4,982,875.00 A-178012U5K7 56

2.430Royal Bank CN55758 5,000,000.00 5,000,000.00 01/31/20232.43006/03/2022 4,982,350.00 A-178012U6E0 61

3.710Royal Bank CN55788 5,000,000.00 5,000,000.00 06/15/20233.71006/22/2022 4,955,860.00 A-178012U6W0 196

3.510Royal Bank CN55812 5,000,000.00 5,000,000.00 02/28/20233.51007/25/2022 4,983,650.00 A-178015J6E2 89 50,000,000.0049,866,510.0050,000,000.0050,000,000.00Subtotal and Average 3.024 73 Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
YTM
360

Page 9 ends

0.189FEDERAL FARM CREDIT BANK55254 5,000,000.00 4,998,790.00 04/13/20230.12504/13/2021 4,916,740.75 AA3133EMVP4 133

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,343.06 04/21/20250.60004/21/2021 4,566,320.55 AA3133EMWT5 872

0.187FEDERAL FARM CREDIT BANK55305 3,950,000.00 3,948,883.47 05/10/20230.12505/10/2021 3,871,260.07 AA3133EMYX4 160

0.187FEDERAL FARM CREDIT BANK55306 3,000,000.00 2,999,152.00 05/10/20230.12505/10/2021 2,940,197.52 AA3133EMYX4 160

0.138FEDERAL FARM CREDIT BANK55431 3,000,000.00 2,999,541.67 03/21/20230.09009/21/2021 2,956,931.85 AA3133EM5U2 110

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,315.67 09/23/20240.43009/23/2021 2,788,312.68 AA3133EM5X6 662

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,977,967.73 09/10/20260.80009/28/2021 2,639,247.21 AA3133EM4X7 1,379

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,997,445.82 10/12/20230.29010/13/2021 4,808,102.65 AA3133ENAL4 315

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,997,163.11 10/12/20230.29010/18/2021 2,884,861.59 AA3133ENAL4 315

0.418FEDERAL FARM CREDIT BANK55477 3,000,000.00 2,996,190.90 06/26/20230.20010/27/2021 2,923,709.64 AA3133EM3S9 207

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,996,220.68 11/09/20230.40011/18/2021 2,876,928.63 AA3133ENDR8 343

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,997,818.94 12/01/20230.50012/03/2021 2,874,281.67 AA3133ENGF1 365

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,988,598.31 12/01/20230.50012/09/2021 4,790,469.45 AA3133ENGF1 365

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,282.11 12/09/20240.92012/09/2021 2,793,841.32 AA3133ENGQ7 739

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,575.33 12/09/20240.92012/09/2021 2,793,841.32 AA3133ENGQ7 739

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,998,897.71 01/18/20240.90001/18/2022 2,876,363.52 AA3133ENLF5 413

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,990,830.19 01/18/20240.90001/28/2022 2,876,363.52 AA3133ENLF5 413

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,995,292.00 02/09/20241.18002/09/2022 2,880,437.01 AA3133ENNJ5 435

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,995,292.00 02/09/20241.18002/09/2022 2,880,437.01 AA3133ENNJ5 435

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,741,316.79 06/17/20241.80003/17/2022 5,515,828.03 AA3133ENSB7 564

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,930,163.84 10/12/20230.29003/22/2022 4,808,102.65 AA3133ENAL4 315

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,993,580.98 04/18/20242.44004/20/2022 2,909,400.00 AA3133ENUN8 504

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,987,780.05 04/18/20242.44004/25/2022 2,909,400.00 AA3133ENUN8 504

2.027FEDERAL FARM CREDIT BANK55716 5,000,000.00 4,999,475.69 05/02/20232.03005/02/2022 4,944,641.80 AA3133ENVS6 152

2.180FEDERAL FARM CREDIT BANK55721 3,000,000.00 2,974,141.57 05/23/20230.37505/04/2022 2,938,647.84 AA3133ENEW6 173

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,996,062.50 05/16/20242.62505/16/2022 3,881,739.20 AA3133ENWP1 532

2.200FEDERAL FARM CREDIT BANK55770 5,000,000.00 4,961,963.16 04/13/20230.12506/09/2022 4,916,740.75 AA3133EMVP4 133

2.387FEDERAL FARM CREDIT BANK55774 4,659,000.00 4,612,566.49 05/10/20230.12506/13/2022 4,566,126.75 AA3133EMYX4 160

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,988,906.23 06/17/20243.25006/17/2022 2,935,339.41 AA3133ENYX2 564

2.829FEDERAL FARM CREDIT BANK55797 5,000,000.00 4,950,620.50 04/13/20230.12506/29/2022 4,916,740.75 AA3133EMVP4 133

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,994,144.04 08/08/20233.12508/08/2022 4,942,873.10 AA3133ENF39 250

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,998,897.67 10/17/20234.12509/20/2022 4,966,783.50 AA3133ENN63 320

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,998,969.47 10/17/20234.12509/20/2022 2,980,070.10 AA3133ENN63 320

0.178FEDERAL HOME LOAN BANK55221 5,000,000.00 4,999,189.15 03/17/20230.12503/18/2021 4,932,902.00 AA3130ALRG1 106

0.169FEDERAL HOME LOAN BANK55348 5,000,000.00 4,998,840.39 06/02/20230.12506/04/2021 4,884,505.50 AA3130AMRY0 183

0.169FEDERAL HOME LOAN BANK55349 4,000,000.00 3,999,072.31 06/02/20230.12506/04/2021 3,907,604.40 AA3130AMRY0 183 Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,997,601.53 08/28/20230.12509/10/2021 2,899,119.54 AA3130ANYM6 270

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,173.84 12/08/20230.50011/01/2021 2,873,512.74 AA3130APR72 372

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,998,915.76 11/09/20230.50011/12/2021 4,801,440.50 AA3130APU29 343

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,994,672.46 12/22/20230.62501/04/2022 2,869,273.95 AA3130AQF57 386

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,243.05 12/20/20241.00001/05/2022 2,783,460.33 AA3130AQF40 750

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,983,889.14 12/22/20230.62501/12/2022 4,782,123.25 AA3130AQF57 386

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,987,488.03 12/22/20230.62501/19/2022 2,869,273.95 AA3130AQF57 386

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,996,323.38 02/28/20242.12503/25/2022 4,841,459.25 AA3130ARHG9 454

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,997,058.70 02/28/20242.12503/25/2022 3,873,167.40 AA3130ARHG9 454

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,989,451.05 02/28/20242.12503/29/2022 4,841,459.25 AA3130ARHG9 454

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,994,652.68 06/28/20242.75006/10/2022 2,910,477.27 AA3130ASDS5 575

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,992,870.24 06/28/20242.75006/10/2022 3,880,636.36 AA3130ASDS5 575

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,976,429.00 06/28/20242.75006/13/2022 2,910,477.27 AA3130ASDS5 575

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,988,706.29 06/28/20242.75006/13/2022 2,910,477.27 AA3130ASDS5 575

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,977,702.97 06/14/20243.12508/18/2022 4,884,091.25 AA3130ASHK8 561

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,990,475.08 09/01/20233.37509/06/2022 4,941,505.35 AA3130AT5B9 274

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,996,522.00 09/13/20233.62509/13/2022 4,958,489.15 AA3130ATCR6 286

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,744,202.38 09/15/20233.87509/15/2022 4,702,163.18 AA3130ATDJ3 288

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,982,573.80 12/08/20233.87509/21/2022 4,953,271.50 AA3130ATDK0 372

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,975,049.30 AA3130ATGM3 299

4.444FEDERAL HOME LOAN BANK55863 5,000,000.00 4,923,716.15 03/08/20243.25009/28/2022 4,905,771.05 AA3130A0XE5 463

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,001.75 12/04/20230.25012/04/2020 2,868,713.40 AA3137EAFA2 368

2.155FEDERAL HOME LOAN MTG CORP55767 5,000,000.00 4,965,568.35 04/20/20230.37506/07/2022 4,918,487.55 AA3137EAEQ8 140

3.073FEDERAL HOME LOAN MTG CORP55779 5,000,000.00 4,920,302.99 06/26/20230.25006/15/2022 4,874,249.65 AA3137EAES4 207

2.801FEDERAL HOME LOAN MTG CORP55801 6,536,000.00 6,474,899.91 04/20/20230.37507/06/2022 6,429,446.93 AA3137EAEQ8 140

2.930FEDERAL HOME LOAN MTG CORP55807 5,000,000.00 4,924,185.34 06/26/20230.25007/08/2022 4,874,249.65 AA3137EAES4 207

2.959FEDERAL HOME LOAN MTG CORP55816 5,000,000.00 4,993,206.69 06/19/20232.75008/02/2022 4,945,825.00 AA3137EAEN5 200

3.014FEDERAL HOME LOAN MTG CORP55818 5,000,000.00 4,949,178.13 04/20/20230.37508/04/2022 4,918,487.55 AA3137EAEQ8 140

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,972,481.50 06/17/20250.50010/20/2021 2,722,894.38 AA3135G04Z3 929

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,938,686.05 11/07/20250.50012/08/2021 2,686,499.04 AA3135G06G3 1,072 265,648,469.77258,401,646.00266,645,000.00284,965,985.55Subtotal and Average 1.953 372 Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

Par Value Book Value
Stated
RateMarket Value
November 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
1,708,127,115.62 1,725,503,333.33 2.443 3141,676,991,882.21 1,714,169,846.52Total and Average Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
YTM
360

Page 12 ends

Par Value Book Value
Stated
RateMarket Value
November 30, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 1,708,127,115.62 1,725,503,333.33 2.443 314
0 49,380.56
49,380.56
49,380.56
49,380.56
Subtotal
Accrued Interest at PurchaseAverage Balance
1,677,041,262.77 1,714,219,227.08Total Cash and Investments Portfolio POOL
AP
Run Date: 01/12/2023 - 14:08 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of December 1, 2022
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
369,884,720.14370,000,000.00 368,554,840.907 21.44%MaturitiesAging Interval: 0 days 12/01/2022 12/01/2022-( ) Payments0 114,067,081.88115,000,000.00 114,757,607.7523 6.66%MaturitiesAging Interval: 1 - 30 days 12/02/2022 12/31/2022-( ) Payments0 173,498,445.74174,860,000.00 173,824,138.9536 10.13%MaturitiesAging Interval: 31 - 90 days 01/01/2023 03/01/2023-( ) Payments0 265,720,715.37269,145,000.00 265,014,547.2957 15.60%MaturitiesAging Interval: 91 - 180 days 03/02/2023 05/30/2023-( ) Payments0 312,683,268.71317,750,000.00 310,164,189.4268 18.41%MaturitiesAging Interval: 181 - 360 days 05/31/2023 11/26/2023-( ) Payments0 314,873,230.06315,273,333.33 298,988,769.1493 18.27%MaturitiesAging Interval: 361 - 1080 days 11/27/2023 11/15/2025-( ) Payments0 163,442,384.62163,475,000.00 145,687,788.7653 9.47%MaturitiesAging Interval: 1081 days and after 11/16/2025 -( ) Payments0 Total for 1,676,991,882.211,714,169,846.52100.00337 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 01/17/2023 - 12:51 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
City Pool Portfolio
Portfolio Management
October 31, 2022
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
Maturity
Term
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Coupon 522,973,043.03 1,10230.28 1.312692490,072,406.76523,358,333.33 1.330 Federal Agency Issues - Discount 486,813,978.72 26028.18 2.414117488,110,757.20495,000,000.00 2.447 Money Market 295,000,000.00 117.08 2.8511295,000,000.00295,000,000.00 2.891 Local Agency Investment Funds 75,000,000.00 14.34 1.748173,557,072.1575,000,000.00 1.772 Corporate Bonds 3,997,415.88 1,0960.23 0.5335953,719,876.164,000,000.00 0.540 Negotiable CD's 50,000,000.00 2152.89 3.02410349,817,435.0050,000,000.00 3.066 Federal Agency Issues-Coupon/Bullet 293,538,792.35 62916.99 1.804366285,844,985.89294,660,000.00 1.830 1,727,323,229.98 100.00%
Investments
1,686,122,533.161,737,018,333.33 523 309 2.036 2.064
Cash and Accrued Interest
1,727,381,008.96Total Cash and Investments
57,778.98Subtotal
57,778.98
1,686,180,312.141,737,018,333.33
57,778.98
57,778.98
523 309 2.036 2.064
Accrued Interest at Purchase
Current Year
October 31
2,849,240.86
Fiscal Year To Date
9,251,065.98
Average Daily Balance
Effective Rate of Return
1,738,863,035.55 1,787,082,689.12

1.54%1.93%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio POOL
AP
Reporting period 10/01/2022-10/31/2022
Run Date: 12/14/2022 - 07:02 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
October 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

1.836FEDERAL FARM CREDIT BANK54315 3,000,000.00 2,999,914.57 02/01/20231.85007/01/2019 2,982,642.24 AA3133EKUA2 92

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,707,154.67 AA3133ELK37 958

0.183FEDERAL FARM CREDIT BANK55109 5,000,000.00 4,999,847.01 12/15/20220.16012/16/2020 4,973,824.05 AA3133EMKH4 44

0.205FEDERAL FARM CREDIT BANK55112 5,000,000.00 4,999,750.56 06/15/20230.20012/17/2020 4,853,898.20 AA3133EMKG6 226

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,998,627.78 03/15/20240.37003/15/2021 2,822,380.62 AA3133EMTD4 500

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,726,575.20 AA3133EMTQ5 867

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,726,575.20 AA3133EMTQ5 867

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,659,251.66 AA3133EMUK6 1,240

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,659,251.66 AA3133EMUK6 1,240

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,659,251.66 AA3133EMUK6 1,240

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,659,251.66 AA3133EMUK6 1,240

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,717,380.62 AA3133EMWH1 902

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,858,320.56 AA3133EMYW6 377

0.132FEDERAL FARM CREDIT BANK55320 3,000,000.00 2,999,938.61 11/18/20220.09005/18/2021 2,993,945.07 AA3133EMZZ8 17

0.122FEDERAL FARM CREDIT BANK55321 5,000,000.00 4,999,921.30 11/18/20220.09005/18/2021 4,989,908.45 AA3133EMZZ8 17

0.180FEDERAL FARM CREDIT BANK55322 3,000,000.00 2,999,302.29 05/18/20230.14005/18/2021 2,925,587.94 AA3133EMZP0 198

0.180FEDERAL FARM CREDIT BANK55323 3,000,000.00 2,999,302.29 05/18/20230.14005/18/2021 2,925,587.94 AA3133EMZP0 198

0.178FEDERAL FARM CREDIT BANK55324 3,000,000.00 2,999,343.33 05/18/20230.14005/18/2021 2,925,587.94 AA3133EMZP0 198

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,711,245.23 AA3133EMZW5 930

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,132.18 09/08/20260.87009/15/2021 4,337,638.00 AA3133EM4S8 1,407

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,596,173.54 AA3133EM6E7 1,427

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,632,787.28 AA3133ENEM8 1,483

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,657,157.27 AA3133ENFN5 1,490

0.454FEDERAL FARM CREDIT BANK55587 5,000,000.00 5,000,000.00 01/18/20230.46001/18/2022 4,957,304.70 AA3133ENLB4 78

0.508FEDERAL FARM CREDIT BANK55588 5,000,000.00 4,999,414.07 01/18/20230.46001/18/2022 4,957,304.70 AA3133ENLB4 78

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,873,551.23 AA3133ENQX1 493

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,927,964.69 AA3133ENWL0 562

2.545FEDERAL FARM CREDIT BANK55796 4,860,000.00 4,829,933.32 02/03/20230.12506/28/2022 4,809,419.79 AA3133EMPH9 94

1.418FEDERAL HOME LOAN BANK54702 2,000,000.00 1,999,637.47 02/17/20231.37502/21/2020 1,981,933.38 AA3130AJ7E3 108

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,200,092.97 AA3130AJPT0 958

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,619,924.30 AA3130AKMD5 1,182

0.454FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.50001/27/2021 2,640,160.53 AA3130AKU61 1,183

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,619,420.00 AA3130AKN69 1,184

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,621,174.55 AA3130AKU53 1,184

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,626,501.74 AA3130AKPQ3 1,184

0.375FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.40001/29/2021 2,638,080.27 AA3130AKTT3 1,185

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,620,913.46 AA3130AKVY9 1,185

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,624,044.95 AA3130AKXQ4 1,199 Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,802.33 02/17/20260.62502/17/2021 2,624,930.49 AA3130AL3S1 1,204

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,613,392.97 AA3130AKVV5 1,205

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,621,145.03 AA3130AL7G3 1,210

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,634,447.24 AA3130ALCV4 1,211

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,634,447.24 AA3130ALCV4 1,211

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,625,398.97 AA3130AL5X8 1,211

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,625,398.97 AA3130AL5X8 1,211

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,623,135.80 AA3130AL6J8 1,211

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,623,135.80 AA3130ALBM5 1,211

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,637,136.29 AA3130AKXX9 1,212

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,624,861.31 AA3130AKZ25 1,213

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,679,815.49 AA3130ALHY3 1,224

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,643,365.94 AA3130ALRN6 1,238

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,583,971.88 AA3130ALGJ7 1,238

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,813,729.04 AA3130ALTS3 513

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,763,614.70 AA3130ALNZ3 699

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,652,924.60 AA3130ALXV1 1,268

0.552FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,127.08 04/28/20260.55004/28/2021 2,213,584.00 AA3130ALYM0 1,274

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,667,251.58 AA3130ALZQ0 1,274

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,646,963.12 AA3130AM2J0 1,274

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,759,483.34 AA3130ALZS6 727

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,743,680.60 AA3130AM2V3 910

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,692,212.24 AA3130AM4L3 1,275

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,805,123.27 AA3130ALZC1 545

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,747,759.88 AA3130AMK92 756

0.493FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20260.50005/26/2021 2,655,844.68 AA3130AMG63 1,302

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,666,681.61 AA3130AMNM0 1,303

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,659,164.66 AA3130AMYQ9 1,337

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,072.62 12/30/20240.60006/30/2021 2,739,156.48 AA3130AMXH0 790

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,733,938.61 AA3130AMTQ5 790

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,621,158.44 AA3130ANAJ9 1,364

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,907,313.28 AA3130ANEJ5 819

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,797,104.87 AA3130ANM49 570

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,619,235.32 AA3130ANND8 1,394

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,646,514.76 08/26/20260.65008/26/2021 3,201,794.56 AA3130ANJE1 1,394

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,711,723.52 AA3130AP4F9 877

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,710,857.09 AA3130AP3M5 878

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,619,479.61 AA3130APCH6 1,428 Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,619,479.61 AA3130APCH6 1,428

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,701,476.45 AA3130APDL6 972

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,733,092.70 AA3130AP2Y0 790

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,601,107.34 AA3130ANYR5 1,429

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,606,339.49 AA3130ANYN4 1,429

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,611,562.64 AA3130AP6V2 1,429

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,766,974.64 AA3130APDV4 706

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,997,605.00 10/28/20261.62510/28/2021 2,668,859.85 AA3130APHJ7 1,457

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,626,324.83 AA3130APDQ5 1,457

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 2,976,501.47 AA3130APDQ5 1,457

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,718,464.52 AA3130APJM8 909

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,768,761.47 AA3130APKX2 727

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,800,261.80 AA3130APRU1 654

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,863,519.08 AA3130APLJ2 381

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,876,895.93 AA3130APWH4 386

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,877,186.81 AA3130APXH3 391

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,772,827.37 AA3130AQ3B7 755

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,796,955.71 AA3130AQ3C5 666

0.217FEDERAL HOME LOAN BANK55518 5,000,000.00 4,999,604.82 12/01/20220.12512/01/2021 4,984,798.75 AA3130AQ4S9 30

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,813,816.04 AA3130AQAH6 605

0.494FEDERAL HOME LOAN BANK55564 5,000,000.00 5,000,000.00 06/30/20230.50012/30/2021 4,854,882.05 AA3130AQ7C1 241

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20241.20002/22/2022 1,924,308.08 AA3130AQTZ6 478

1.036FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20241.20002/22/2022 2,886,462.12 AA3130AQTZ6 478

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,812,208.04 AA3130AQY49 849

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,843,030.10 AA3130AQWQ2 574

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,881,777.26 AA3130AQT52 484

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,857,960.92 AA3130AQT52 484

1.282FEDERAL HOME LOAN BANK55660 5,000,000.00 5,000,000.00 03/21/20231.30003/21/2022 4,939,654.45 AA3130ARBN0 140

0.987FEDERAL HOME LOAN BANK55661 5,000,000.00 5,000,000.00 12/21/20221.00003/21/2022 4,975,772.30 AA3130ARBK6 50

1.886FEDERAL HOME LOAN BANK55685 5,000,000.00 5,000,000.00 04/14/20232.45004/14/2022 4,955,045.20 AA3130ARPP0 164

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,904,629.25 AA3130ARNY3 360

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,942,777.55 AA3130ARNY3 360

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,866,456.92 AA3130ARP96 909

1.973FEDERAL HOME LOAN BANK55711 5,000,000.00 5,000,000.00 04/28/20232.50004/28/2022 4,949,427.00 AA3130ARRU7 178

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,384,027.89 AA3130ARPX3 542

1.780FEDERAL HOME LOAN BANK55729 5,000,000.00 4,993,726.53 02/17/20231.37505/10/2022 4,954,833.45 AA3130AJ7E3 108

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,878,890.38 AA3130ARWD9 472

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,879,812.65 AA3130ARYU9 479 Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

2.096FEDERAL HOME LOAN BANK55751 3,000,000.00 3,000,000.00 05/25/20232.12505/25/2022 2,953,461.93 AA3130ARWG2 205

2.152FEDERAL HOME LOAN BANK55752 5,000,000.00 5,000,000.00 06/16/20232.30005/26/2022 4,932,722.50 AA3130AS6R5 227

2.220FEDERAL HOME LOAN BANK55756 5,000,000.00 5,000,000.00 06/30/20232.25006/02/2022 4,911,080.75 AA3130ASBS7 241

2.269FEDERAL HOME LOAN BANK55762 5,000,000.00 5,000,000.00 07/03/20232.30006/06/2022 4,911,482.65 AA3130ASC64 244

1.796FEDERAL HOME LOAN BANK55763 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,975,530.75 AA3130ASC72 66

1.796FEDERAL HOME LOAN BANK55764 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,975,530.75 AA3130ASC72 66

1.796FEDERAL HOME LOAN BANK55765 5,000,000.00 5,000,000.00 01/06/20231.82006/06/2022 4,975,530.75 AA3130ASC72 66

2.022FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20232.05006/08/2022 4,894,339.05 AA3130AS5F2 402

1.974FEDERAL HOME LOAN BANK55771 5,000,000.00 5,000,000.00 03/09/20232.00006/09/2022 4,959,131.05 AA3130AS4V8 128

1.973FEDERAL HOME LOAN BANK55790 5,000,000.00 5,000,000.00 06/23/20232.00006/23/2022 4,930,432.80 AA3130ASCC1 234

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,946,569.73 AA3130ASKB4 423

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,998,494.31 08/24/20233.12508/24/2022 4,924,558.00 AA3130ASU72 296

2.992FEDERAL HOME LOAN BANK55836 5,000,000.00 5,000,000.00 02/28/20233.00008/30/2022 4,972,793.00 AA3130ASVM8 119

2.992FEDERAL HOME LOAN BANK55837 5,000,000.00 5,000,000.00 02/28/20233.00008/30/2022 4,972,793.00 AA3130ASVM8 119

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,981,337.05 AA3130ATMQ7 346

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,981,337.05 AA3130ATMQ7 346

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,704,889.40 AA3134GVVX3 939

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,660,998.68 AA3134GWZG4 1,084

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,653,179.87 AA3134GXEJ9 1,119

0.197FEDERAL HOME LOAN MTG CORP55076 5,000,000.00 5,000,000.00 11/23/20220.20011/30/2020 4,986,904.05 AA3134GXEA8 22

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,653,477.47 AA3134GXFA7 1,121

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,909,000.43 11/06/20230.25003/23/2022 4,777,225.20 AA3137EAEZ8 370

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,896,519.30 11/06/20230.25004/06/2022 4,777,225.20 AA3137EAEZ8 370

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,892,721.20 AA3134GXYF5 513

2.896FEDERAL HOME LOAN MTG CORP55806 5,000,000.00 4,935,785.86 05/05/20230.37507/08/2022 4,893,622.55 AA3137EAER6 185

2.941FEDERAL HOME LOAN MTG CORP55817 5,000,000.00 4,934,585.29 05/05/20230.37508/03/2022 4,893,622.55 AA3137EAER6 185

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,890,424.85 AA3134GXR63 1,031

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,924,012.50 AA3134GXS88 850

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,997,180.50 02/05/20242.50002/08/2019 2,920,663.17 AA3135G0V34 461

0.346FEDERAL NATIONAL MORTGAGE54838 3,000,000.00 2,998,319.42 05/22/20230.25005/22/2020 2,928,841.56 AA3135G04Q3 202

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,691,804.36 AA3136G4ZR7 993

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,681,996.82 AA3136G4G23 1,001

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,674,238.22 AA3136G4L84 1,021

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,672,437.68 AA3136G4H63 1,022

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,306.67 08/27/20250.62508/27/2020 2,676,165.27 AA3136G42F9 1,030

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,678,632.80 AA3136G4W41 1,028 522,973,043.03490,072,406.76523,358,333.33527,142,566.10Subtotal and Average 1.312 692 Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
YTM
360

Page 5 ends

0.254Federal Farm Credit Discount55515 5,000,000.00 4,988,125.00 11/08/20220.25012/01/2021 4,996,394.05 AA313313N61 7

0.406Federal Farm Credit Discount55578 5,000,000.00 4,983,722.22 11/01/20220.40001/12/2022 5,000,000.00 AA313313M70 0

0.539Federal Farm Credit Discount55591 5,000,000.00 4,976,518.06 12/05/20220.53001/20/2022 4,981,369.70 AA313313R91 34

0.539Federal Farm Credit Discount55592 5,000,000.00 4,976,518.06 12/05/20220.53001/20/2022 4,981,369.70 AA313313R91 34

0.774Federal Farm Credit Discount55602 5,000,000.00 4,966,011.11 12/21/20220.76002/02/2022 4,973,103.15 AA313313T99 50

1.050Federal Farm Credit Discount55610 5,000,000.00 4,955,938.89 12/16/20221.03002/11/2022 4,975,786.30 AA313313T40 45

1.144Federal Farm Credit Discount55615 5,000,000.00 4,946,644.44 01/25/20231.12002/16/2022 4,952,450.55 AA313312BA7 85

1.144Federal Farm Credit Discount55616 5,000,000.00 4,946,644.44 01/25/20231.12002/16/2022 4,952,450.55 AA313312BA7 85

0.972Federal Farm Credit Discount55631 5,000,000.00 4,965,430.56 11/17/20220.95002/28/2022 4,991,761.65 AA313313P77 16

0.972Federal Farm Credit Discount55632 5,000,000.00 4,965,430.56 11/17/20220.95002/28/2022 4,991,761.65 AA313313P77 16

1.074Federal Farm Credit Discount55633 5,000,000.00 4,955,958.33 12/27/20221.05002/28/2022 4,969,885.25 AA313313U71 56

1.074Federal Farm Credit Discount55641 5,000,000.00 4,955,229.17 01/09/20231.05003/08/2022 4,961,366.35 AA313312AJ9 69

1.590Federal Farm Credit Discount55664 5,000,000.00 4,921,423.61 03/22/20231.55003/22/2022 4,916,197.80 AA313312DJ6 141

1.590Federal Farm Credit Discount55665 5,000,000.00 4,921,423.61 03/22/20231.55003/22/2022 4,916,197.80 AA313312DJ6 141

1.797Federal Farm Credit Discount55673 5,000,000.00 4,917,847.22 03/10/20231.75004/06/2022 4,923,274.90 AA313312CW8 129

1.627Federal Farm Credit Discount55743 5,000,000.00 4,955,891.67 12/05/20221.58005/18/2022 4,981,369.70 AA313313R91 34

1.774Federal Farm Credit Discount55769 5,000,000.00 4,955,308.33 12/12/20221.73006/09/2022 4,977,933.90 AA313313S82 41

2.470Federal Farm Credit Discount55781 5,000,000.00 4,938,000.00 12/19/20222.40006/16/2022 4,974,176.25 AA313313T73 48

2.481Federal Farm Credit Discount55789 5,000,000.00 4,938,069.44 12/21/20222.45006/22/2022 4,973,103.15 AA313313T99 50

2.786Federal Farm Credit Discount55791 5,000,000.00 4,906,625.00 02/27/20232.70006/23/2022 4,931,939.80 AA313312CK4 118

2.522Federal Farm Credit Discount55792 5,000,000.00 4,936,368.06 12/27/20222.45006/23/2022 4,969,885.25 AA313313U71 56

2.522Federal Farm Credit Discount55793 5,000,000.00 4,936,368.06 12/27/20222.45006/23/2022 4,969,885.25 AA313313U71 56

2.635Federal Farm Credit Discount55802 5,000,000.00 4,934,277.78 01/06/20232.60007/08/2022 4,963,039.85 AA313312AF7 66

2.635Federal Farm Credit Discount55803 5,000,000.00 4,934,277.78 01/06/20232.60007/08/2022 4,963,039.85 AA313312AF7 66

3.058Federal Farm Credit Discount55819 5,000,000.00 4,911,500.00 03/08/20232.95008/04/2022 4,924,455.40 AA313312CU2 127

3.058Federal Farm Credit Discount55820 5,000,000.00 4,911,500.00 03/08/20232.95008/04/2022 4,924,455.40 AA313312CU2 127

3.163Federal Farm Credit Discount55821 5,000,000.00 4,875,458.33 05/26/20233.05008/05/2022 4,875,231.15 AA313312GB0 206

3.289Federal Farm Credit Discount55829 5,000,000.00 4,876,281.94 05/30/20233.17008/22/2022 4,872,873.85 AA313312GF1 210

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,810,021.25 AA313312LR9 316

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,810,021.25 AA313312LR9 316

4.045Federal Farm Credit Discount55853 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,860,221.10 AA313312HC7 231

4.045Federal Farm Credit Discount55854 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,860,221.10 AA313312HC7 231

4.389FEDERAL FARM CREDIT BANK55869 5,000,000.00 4,845,852.78 07/03/202310/13/2022 4,852,571.20 AA313312HR4 244

4.333FEDERAL HOME LOAN BANK55867 5,000,000.00 4,842,077.08 07/11/20234.16510/11/2022 4,847,869.55 AAA313384HZ5 252

0.183Federal Home Loan Discount55508 5,000,000.00 4,990,950.00 11/21/20220.18011/24/2021 4,989,704.20 AA313385Q33 20

0.198Federal Home Loan Discount55542 5,000,000.00 4,991,306.25 11/01/20220.19512/15/2021 5,000,000.00 AA313385M78 0

0.203Federal Home Loan Discount55544 10,000,000.00 9,982,277.78 11/01/20220.20012/17/2021 10,000,000.00 AA313385M78 0

0.254Federal Home Loan Discount55560 5,000,000.00 4,989,340.28 11/01/20220.25012/29/2021 5,000,000.00 AA313385M78 0 Portfolio POOL
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0.284Federal Home Loan Discount55570 5,000,000.00 4,987,711.11 11/18/20220.28001/06/2022 4,991,247.20 AA313385P83 17

0.340Federal Home Loan Discount55572 5,000,000.00 4,985,809.03 11/08/20220.33501/07/2022 4,996,394.05 AA313385N69 7

0.615Federal Home Loan Discount55601 5,000,000.00 4,974,539.58 12/01/20220.60502/01/2022 4,983,844.50 AA313385R57 30

1.066Federal Home Loan Discount55667 5,000,000.00 4,966,922.22 11/07/20221.04003/23/2022 4,996,909.05 AA313385N51 6

1.274Federal Home Loan Discount55680 5,000,000.00 4,965,070.83 11/01/20221.24504/13/2022 5,000,000.00 AA313385M78 0

1.284Federal Home Loan Discount55683 5,000,000.00 4,960,781.25 11/25/20221.25504/14/2022 4,987,647.60 AA313385Q74 24

1.351Federal Home Loan Discount55696 5,000,000.00 4,964,066.67 11/03/20221.32004/21/2022 4,998,969.45 AA313385M94 2

1.485Federal Home Loan Discount55700 5,000,000.00 4,955,090.28 12/01/20221.45004/22/2022 4,983,844.50 AA313385R57 30

1.485Federal Home Loan Discount55701 5,000,000.00 4,955,090.28 12/01/20221.45004/22/2022 4,983,844.50 AA313385R57 30

1.851Federal Home Loan Discount55717 5,000,000.00 4,931,250.00 02/02/20231.80005/03/2022 4,946,281.55 AA313384BJ7 93

1.851Federal Home Loan Discount55718 5,000,000.00 4,931,250.00 02/02/20231.80005/03/2022 4,946,281.55 AA313384BJ7 93

1.717Federal Home Loan Discount55719 5,000,000.00 4,944,333.33 12/29/20221.67005/03/2022 4,968,813.10 AA313385U95 58

2.007Federal Home Loan Discount55724 5,000,000.00 4,918,479.17 03/02/20231.95005/05/2022 4,927,998.60 AA313384CN7 121

1.594Federal Home Loan Discount55727 5,000,000.00 4,951,777.78 12/19/20221.55005/09/2022 4,974,176.25 AA313385T71 48

1.696Federal Home Loan Discount55733 5,000,000.00 4,940,416.67 01/26/20231.65005/11/2022 4,951,893.85 AA313384BB4 86

1.635Federal Home Loan Discount55734 5,000,000.00 4,950,975.00 12/20/20221.59005/12/2022 4,973,639.65 AA313385T89 49

2.143Federal Home Loan Discount55735 5,000,000.00 4,894,844.44 05/11/20232.08005/12/2022 4,884,081.20 AA313384FL8 191

1.800Federal Home Loan Discount55745 5,000,000.00 4,940,694.44 01/18/20231.75005/19/2022 4,956,349.25 AA313384AT6 78

2.227Federal Home Loan Discount55747 5,000,000.00 4,890,500.00 05/23/20232.16005/23/2022 4,876,999.85 AA313384FY0 203

1.774Federal Home Loan Discount55759 5,000,000.00 4,950,022.22 12/28/20221.73006/03/2022 4,969,349.15 AA313385U87 57

1.774Federal Home Loan Discount55760 5,000,000.00 4,950,022.22 12/28/20221.73006/03/2022 4,969,349.15 AA313385U87 57

2.054Federal Home Loan Discount55778 5,000,000.00 4,945,000.00 12/29/20222.00006/14/2022 4,968,813.10 AA313385U95 58

2.345Federal Home Loan Discount55780 5,000,000.00 4,938,250.00 12/27/20222.28006/15/2022 4,969,885.25 AA313385U79 56

2.767Federal Home Loan Discount55782 5,000,000.00 4,894,288.89 03/28/20232.68006/17/2022 4,912,663.10 AA313384DQ9 147

2.555Federal Home Loan Discount55783 5,000,000.00 4,923,188.89 01/26/20232.48006/17/2022 4,951,893.85 AA313384BB4 86

2.851Federal Home Loan Discount55794 5,000,000.00 4,895,350.00 03/24/20232.76006/24/2022 4,915,019.30 AA313384DL0 143

2.851Federal Home Loan Discount55795 5,000,000.00 4,895,350.00 03/24/20232.76006/24/2022 4,915,019.30 AA313384DL0 143

2.693Federal Home Loan Discount55804 5,000,000.00 4,932,472.22 01/11/20232.60007/08/2022 4,960,251.00 AA313384AL3 71

2.693Federal Home Loan Discount55805 5,000,000.00 4,932,472.22 01/11/20232.60007/08/2022 4,960,251.00 AA313384AL3 71

2.548Federal Home Loan Discount55808 5,000,000.00 4,964,158.33 11/04/20222.53007/25/2022 4,998,454.30 AA313385N28 3

2.966Federal Home Loan Discount55809 5,000,000.00 4,923,336.11 02/03/20232.86007/25/2022 4,945,707.05 AA313384BK4 94

2.940Federal Home Loan Discount55810 5,000,000.00 4,927,156.25 01/26/20232.83507/25/2022 4,951,893.85 AA313384BB4 86

2.740Federal Home Loan Discount55811 5,000,000.00 4,945,800.00 12/16/20222.71007/25/2022 4,975,786.30 AA313385T48 45

2.997Federal Home Loan Discount55814 5,000,000.00 4,920,926.39 02/10/20232.89007/28/2022 4,941,687.65 AA313384BS7 101

3.047Federal Home Loan Discount55815 5,000,000.00 4,905,266.67 03/17/20232.94007/28/2022 4,919,145.35 AA313384DD8 136

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,834,615.45 AA313384JX8 274

3.329Federal Home Loan Discount55828 5,000,000.00 4,847,762.50 07/27/20233.20508/19/2022 4,838,479.90 AA313384JR1 268

3.216Federal Home Loan Discount55830 5,000,000.00 4,869,972.22 06/15/20233.10008/17/2022 4,863,166.55 AA313384GX1 226 Portfolio POOL
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3.183Federal Home Loan Discount55831 5,000,000.00 4,895,108.33 04/20/20233.07008/17/2022 4,896,037.85 AA313384EP0 170

3.238Federal Home Loan Discount55833 5,000,000.00 4,909,000.00 03/22/20233.12008/24/2022 4,916,197.80 AA313384DJ5 141

3.166Federal Home Loan Discount55835 5,000,000.00 4,926,766.67 02/14/20233.12008/29/2022 4,939,392.30 AA313384BW8 105

3.372Federal Home Loan Discount55839 5,000,000.00 4,869,200.00 06/14/20233.27008/30/2022 4,863,755.85 AA313384GW3 225

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,823,473.95 AA313384KS7 293

3.446Federal Home Loan Discount55841 5,000,000.00 4,864,025.00 06/21/20233.33008/31/2022 4,859,632.20 AA313384HD4 232

3.507Federal Home Loan Discount55842 5,000,000.00 4,865,341.67 06/14/20233.39009/01/2022 4,863,755.85 AA313384GW3 225

3.591Federal Home Loan Discount55844 5,000,000.00 4,855,144.00 07/06/20233.46509/08/2022 4,850,807.55 AA313384HU6 247

3.696Federal Home Loan Discount55849 5,000,000.00 4,911,266.67 03/09/20233.63009/14/2022 4,923,865.10 AA313384CV9 128

3.799Federal Home Loan Discount55850 5,000,000.00 4,898,763.89 03/31/20233.70009/15/2022 4,910,896.70 AA313384DT3 150

3.973Federal Home Loan Discount55855 5,000,000.00 4,840,625.00 07/13/20233.82509/16/2022 4,846,694.85 AA313384JB6 254

4.058Federal Home Loan Discount55856 5,000,000.00 4,845,772.22 06/30/20233.91009/19/2022 4,854,335.50 AA313384HN2 241

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,817,620.35 AA313384LC1 303

3.872Federal Home Loan Discount55861 5,000,000.00 4,906,583.33 03/17/20233.80009/21/2022 4,919,145.35 AA313384DD8 136

4.238Federal Home Loan Discount55865 5,000,000.00 4,888,958.33 04/24/20234.10010/11/2022 4,893,617.85 AA313384ET2 174

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,798,936.45 AA313384ML0 335

4.436Federal Home Loan Discount55880 5,000,000.00 4,888,579.17 04/24/20234.29010/19/2022 4,893,617.85 AA313384ET2 174

4.691Federal Home Loan Discount55881 5,000,000.00 4,830,625.00 07/18/20234.50010/20/2022 4,843,759.35 AA313384JG5 259

4.705Federal Home Loan Discount55883 5,000,000.00 4,824,611.11 07/28/20234.51010/21/2022 4,837,893.65 AA313384JS9 269

4.487Federal Home Loan Discount55884 5,000,000.00 4,892,079.17 04/21/20234.39010/26/2022 4,895,432.70 AA313384EQ8 171

4.161Federal Home Loan Discount55885 5,000,000.00 4,938,920.83 02/15/20234.11010/31/2022 4,938,818.65 AA313384BX6 106

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,817,035.35 AA313384LD9 304 486,813,978.72488,110,757.20495,000,000.00502,147,412.86Subtotal and Average 2.414 117 Money Market

2.870Fidelity Inst Government52411 105,000,000.00 105,000,000.00 2.910105,000,000.00 AAASYS52411 1

2.841Morgan Stanley Inst Government52471 190,000,000.00 190,000,000.00 2.880190,000,000.00 AAASYS52471 1 295,000,000.00295,000,000.00295,000,000.00276,935,483.87Subtotal and Average 2.851 1 Local Agency Investment Funds

1.748Local Agency Investment Fund43 75,000,000.00 75,000,000.00 1.77273,557,072.15SYS43 1 75,000,000.0073,557,072.1575,000,000.0075,000,000.00Subtotal and Average 1.748 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,997,415.88 06/18/20240.50006/18/2021 3,719,876.16 A89236TJH9 595 3,997,415.883,719,876.164,000,000.003,997,350.73Subtotal and Average 0.533 595 Portfolio POOL
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1.790MUFG Union Bank NA55766 5,000,000.00 5,000,000.00 12/20/20221.79006/07/2022 4,987,830.00 A-162478UF68 49

2.520MUFG Union Bank NA55787 5,000,000.00 5,000,000.00 12/12/20222.52006/21/2022 4,992,360.00 A-162478UFA9 41

3.200MUFG Union Bank NA55813 5,000,000.00 5,000,000.00 01/17/20233.20007/26/2022 4,989,305.00 A-162478UFK7 77

3.150MUFG Union Bank NA55823 5,000,000.00 5,000,000.00 01/03/20233.15008/10/2022 4,991,445.00 A-162478UFX9 63

3.620MUFG Union Bank NA55848 5,000,000.00 5,000,000.00 03/30/20233.62009/14/2022 4,989,245.00 A-162478UGC4 149

4.050MUFG Union Bank NA55864 5,000,000.00 5,000,000.00 03/13/20234.05009/28/2022 4,990,170.00 A-162478UGJ9 132

2.260Royal Bank CN55712 5,000,000.00 5,000,000.00 01/26/20232.26004/28/2022 4,973,145.00 A-178012U5K7 86

2.430Royal Bank CN55758 5,000,000.00 5,000,000.00 01/31/20232.43006/03/2022 4,973,155.00 A-178012U6E0 91

3.710Royal Bank CN55788 5,000,000.00 5,000,000.00 06/15/20233.71006/22/2022 4,950,055.00 A-178012U6W0 226

3.510Royal Bank CN55812 5,000,000.00 5,000,000.00 02/28/20233.51007/25/2022 4,980,725.00 A-178015J6E2 119 50,000,000.0049,817,435.0050,000,000.0053,063,312.93Subtotal and Average 3.024 103 Federal Agency Issues-Coupon/Bullet

0.218FEDERAL FARM CREDIT BANK55068 3,000,000.00 2,999,824.92 11/23/20220.12511/23/2020 2,991,234.99 AA3133EMGX4 22

0.128FEDERAL FARM CREDIT BANK55239 5,000,000.00 4,999,961.18 11/29/20220.12003/29/2021 4,983,626.20 AA3133EMUU4 28

0.189FEDERAL FARM CREDIT BANK55254 5,000,000.00 4,998,515.00 04/13/20230.12504/13/2021 4,905,727.65 AA3133EMVP4 163

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,320.14 04/21/20250.60004/21/2021 4,541,388.95 AA3133EMWT5 902

0.187FEDERAL FARM CREDIT BANK55305 3,950,000.00 3,948,672.80 05/10/20230.12505/10/2021 3,862,263.07 AA3133EMYX4 190

0.187FEDERAL FARM CREDIT BANK55306 3,000,000.00 2,998,992.00 05/10/20230.12505/10/2021 2,933,364.36 AA3133EMYX4 190

0.104FEDERAL FARM CREDIT BANK55407 5,000,000.00 4,999,984.74 11/23/20220.10008/23/2021 4,988,032.65 AA3133EM3C4 22

0.104FEDERAL FARM CREDIT BANK55408 5,000,000.00 4,999,984.60 11/23/20220.10008/23/2021 4,988,032.65 AA3133EM3C4 22

0.138FEDERAL FARM CREDIT BANK55431 3,000,000.00 2,999,416.67 03/21/20230.09009/21/2021 2,947,346.70 AA3133EM5U2 140

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,238.17 09/23/20240.43009/23/2021 2,778,779.13 AA3133EM5X6 692

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,977,481.36 09/10/20260.80009/28/2021 2,609,233.89 AA3133EM4X7 1,409

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,997,199.44 10/12/20230.29010/13/2021 4,790,945.45 AA3133ENAL4 345

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,996,889.45 10/12/20230.29010/18/2021 2,874,567.27 AA3133ENAL4 345

0.418FEDERAL FARM CREDIT BANK55477 3,000,000.00 2,995,633.47 06/26/20230.20010/27/2021 2,915,409.81 AA3133EM3S9 237

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,995,885.23 11/09/20230.40011/18/2021 2,869,868.04 AA3133ENDR8 373

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,997,637.19 12/01/20230.50012/03/2021 2,867,836.65 AA3133ENGF1 395

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,987,648.17 12/01/20230.50012/09/2021 4,779,727.75 AA3133ENGF1 395

0.296FEDERAL FARM CREDIT BANK55531 5,015,000.00 5,014,464.39 11/23/20220.12512/09/2021 5,000,347.82 AA3133EMGX4 22

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,252.53 12/09/20240.92012/09/2021 2,783,531.49 AA3133ENGQ7 769

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,557.83 12/09/20240.92012/09/2021 2,783,531.49 AA3133ENGQ7 769

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,998,816.46 01/18/20240.90001/18/2022 2,870,966.61 AA3133ENLF5 443

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,990,154.28 01/18/20240.90001/28/2022 2,870,966.61 AA3133ENLF5 443

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,994,962.00 02/09/20241.18002/09/2022 2,875,592.52 AA3133ENNJ5 465

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,994,962.00 02/09/20241.18002/09/2022 2,875,592.52 AA3133ENNJ5 465

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,740,848.27 06/17/20241.80003/17/2022 5,506,682.43 AA3133ENSB7 594 Portfolio POOL
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1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,923,427.23 10/12/20230.29003/22/2022 4,790,945.45 AA3133ENAL4 345

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,993,193.51 04/18/20242.44004/20/2022 2,906,621.55 AA3133ENUN8 534

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,987,042.42 04/18/20242.44004/25/2022 2,906,621.55 AA3133ENUN8 534

2.027FEDERAL FARM CREDIT BANK55716 5,000,000.00 4,999,371.53 05/02/20232.03005/02/2022 4,937,759.20 AA3133ENVS6 182

2.180FEDERAL FARM CREDIT BANK55721 3,000,000.00 2,969,631.37 05/23/20230.37505/04/2022 2,930,772.57 AA3133ENEW6 203

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,995,837.50 05/16/20242.62505/16/2022 3,877,973.44 AA3133ENWP1 562

2.200FEDERAL FARM CREDIT BANK55770 5,000,000.00 4,953,318.42 04/13/20230.12506/09/2022 4,905,727.65 AA3133EMVP4 163

2.387FEDERAL FARM CREDIT BANK55774 4,659,000.00 4,603,805.45 05/10/20230.12506/13/2022 4,555,514.85 AA3133EMYX4 190

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,988,307.65 06/17/20243.25006/17/2022 2,933,487.30 AA3133ENYX2 594

2.829FEDERAL FARM CREDIT BANK55797 5,000,000.00 4,939,397.88 04/13/20230.12506/29/2022 4,905,727.65 AA3133EMVP4 163

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,993,432.79 08/08/20233.12508/08/2022 4,940,272.75 AA3133ENF39 280

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,998,793.02 10/17/20234.12509/20/2022 4,969,147.50 AA3133ENN63 350

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,998,871.64 10/17/20234.12509/20/2022 2,981,488.50 AA3133ENN63 350

0.178FEDERAL HOME LOAN BANK55221 5,000,000.00 4,998,959.67 03/17/20230.12503/18/2021 4,921,996.95 AA3130ALRG1 136

0.169FEDERAL HOME LOAN BANK55348 5,000,000.00 4,998,648.19 06/02/20230.12506/04/2021 4,875,109.90 AA3130AMRY0 213

0.169FEDERAL HOME LOAN BANK55349 4,000,000.00 3,998,918.55 06/02/20230.12506/04/2021 3,900,087.92 AA3130AMRY0 213

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,997,332.03 08/28/20230.12509/10/2021 2,887,761.96 AA3130ANYM6 300

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,106.31 12/08/20230.50011/01/2021 2,867,165.67 AA3130APR72 402

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,998,819.53 11/09/20230.50011/12/2021 4,797,496.60 AA3130APU29 373

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,994,252.97 12/22/20230.62501/04/2022 2,862,902.46 AA3130AQF57 416

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,171.73 12/20/20241.00001/05/2022 2,779,483.20 AA3130AQF40 780

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,982,620.57 12/22/20230.62501/12/2022 4,771,504.10 AA3130AQF57 416

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,986,502.83 12/22/20230.62501/19/2022 2,862,902.46 AA3130AQF57 416

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,996,076.62 02/28/20242.12503/25/2022 4,839,108.70 AA3130ARHG9 484

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,996,861.30 02/28/20242.12503/25/2022 3,871,286.96 AA3130ARHG9 484

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,988,743.07 02/28/20242.12503/29/2022 4,839,108.70 AA3130ARHG9 484

1.462FEDERAL HOME LOAN BANK55732 5,000,000.00 4,999,972.20 11/10/20221.46005/11/2022 4,997,431.50 AA3130AS3E7 9

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,994,369.76 06/28/20242.75006/10/2022 2,903,821.68 AA3130ASDS5 605

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,992,493.01 06/28/20242.75006/10/2022 3,871,762.24 AA3130ASDS5 605

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,975,181.86 06/28/20242.75006/13/2022 2,903,821.68 AA3130ASDS5 605

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,988,108.73 06/28/20242.75006/13/2022 2,903,821.68 AA3130ASDS5 605

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,976,493.37 06/14/20243.12508/18/2022 4,880,645.65 AA3130ASHK8 591

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,989,416.76 09/01/20233.37509/06/2022 4,951,290.15 AA3130AT5B9 304

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,996,152.00 09/13/20233.62509/13/2022 4,959,288.05 AA3130ATCR6 316

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,743,589.95 09/15/20233.87509/15/2022 4,708,432.51 AA3130ATDJ3 318

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,981,149.31 12/08/20233.87509/21/2022 4,949,932.30 AA3130ATDK0 402

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,986,380.75 AA3130ATGM3 329

4.444FEDERAL HOME LOAN BANK55863 5,000,000.00 4,918,708.46 03/08/20243.25009/28/2022 4,900,894.00 AA3130A0XE5 493 Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,998,919.25 12/04/20230.25012/04/2020 2,861,508.00 AA3137EAFA2 398

2.155FEDERAL HOME LOAN MTG CORP55767 5,000,000.00 4,958,137.05 04/20/20230.37506/07/2022 4,904,228.55 AA3137EAEQ8 170

3.073FEDERAL HOME LOAN MTG CORP55779 5,000,000.00 4,908,640.01 06/26/20230.25006/15/2022 4,861,981.90 AA3137EAES4 237

2.801FEDERAL HOME LOAN MTG CORP55801 6,536,000.00 6,461,712.84 04/20/20230.37507/06/2022 6,410,807.56 AA3137EAEQ8 170

2.930FEDERAL HOME LOAN MTG CORP55807 5,000,000.00 4,913,090.52 06/26/20230.25007/08/2022 4,861,981.90 AA3137EAES4 237

2.959FEDERAL HOME LOAN MTG CORP55816 5,000,000.00 4,992,177.41 06/19/20232.75008/02/2022 4,941,157.30 AA3137EAEN5 230

3.014FEDERAL HOME LOAN MTG CORP55818 5,000,000.00 4,938,209.38 04/20/20230.37508/04/2022 4,904,228.55 AA3137EAEQ8 170

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,971,580.24 06/17/20250.50010/20/2021 2,704,384.26 AA3135G04Z3 959

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,936,944.17 11/07/20250.50012/08/2021 2,664,613.44 AA3135G06G3 1,102 293,538,792.35285,844,985.89294,660,000.00300,576,909.05Subtotal and Average 1.804 366 1,738,863,035.55 1,737,018,333.33 2.036 3091,686,122,533.16 1,727,323,229.98Total and Average Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

Par Value Book Value
Stated
RateMarket Value
October 31, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 1,738,863,035.55 1,737,018,333.33 2.036 309
0 57,778.98
57,778.98
57,778.98
57,778.98
Subtotal
Accrued Interest at PurchaseAverage Balance
1,686,180,312.14 1,727,381,008.96Total Cash and Investments Portfolio POOL
AP
Run Date: 12/14/2022 - 07:02 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of November 1, 2022
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
399,911,717.36400,000,000.00 398,557,072.158 23.03%MaturitiesAging Interval: 0 days 11/01/2022 11/01/2022-( ) Payments0 110,637,761.63111,015,000.00 110,795,038.8323 6.39%MaturitiesAging Interval: 1 - 30 days 11/02/2022 12/01/2022-( ) Payments0 208,379,865.94210,000,000.00 208,747,442.5042 12.09%MaturitiesAging Interval: 31 - 90 days 12/02/2022 01/30/2023-( ) Payments0 226,832,721.86229,396,000.00 226,250,105.5247 13.21%MaturitiesAging Interval: 91 - 180 days 01/31/2023 04/30/2023-( ) Payments0 298,963,277.53303,359,000.00 296,105,502.6866 17.46%MaturitiesAging Interval: 181 - 360 days 05/01/2023 10/27/2023-( ) Payments0 318,219,278.78318,773,333.33 301,133,832.5394 18.35%MaturitiesAging Interval: 361 - 1080 days 10/28/2023 10/16/2025-( ) Payments0 164,378,606.88164,475,000.00 144,533,538.9554 9.47%MaturitiesAging Interval: 1081 days and after 10/17/2025 -( ) Payments0 Total for 1,686,122,533.161,727,323,229.98100.00334 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 01/17/2023 - 12:49 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11

Appendix B - City of Oakland
Redevelopment Successor Agency
Portfolio Detail for Period Ended
December 31, 2022

Successor Agency Pool
Portfolio Management
December 31, 2022
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
MaturityTerm
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Discount 9,974,533.33 2383.30 3.902149,984,567.0510,000,000.00 3.957 Money Market 2,000,000.00 116.70 4.04412,000,000.002,000,000.00 4.100 11,974,533.33 100.00%
Investments
11,984,567.0512,000,000.00 20 12 3.926 3.981
Current Year
December 31
39,870.12
Fiscal Year To Date
261,422.98
Average Daily Balance
Effective Rate of Return
11,964,056.27 22,497,582.86

2.31%3.92%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 12/01/2022-12/31/2022
Run Date: 01/17/2023 - 10:38 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11

APPENDIX B
YTM
365

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
December 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

3.988Federal Home Loan Bank Discoun51291 5,000,000.00 4,983,122.22 01/19/20233.92012/19/2022 4,990,504.10 AA313384AU3 18

3.925Federal Home Loan Bank Discoun51292 5,000,000.00 4,991,411.11 01/12/20233.86512/27/2022 4,994,062.95 AA313384AM1 11 9,974,533.339,984,567.0510,000,000.009,964,056.27Subtotal and Average 3.957 14 Money Market

4.100Fidelity Inst Government50914 2,000,000.00 2,000,000.00 4.1002,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,000,000.002,000,000.002,000,000.002,000,000.00Subtotal and Average 4.100 1 11,964,056.27 12,000,000.00 3.981 1211,984,567.05 11,974,533.33Total and Average Portfolio SRAP
AP
Run Date: 01/17/2023 - 10:38 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of January 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
2,000,000.002,000,000.00 2,000,000.002 16.67%MaturitiesAging Interval: 0 days 01/01/2023 01/01/2023-( ) Payments0 9,974,533.3310,000,000.00 9,984,567.052 83.33%MaturitiesAging Interval: 1 - 30 days 01/02/2023 01/31/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 02/01/2023 -( ) Payments0 Total for 11,984,567.0511,974,533.33100.004 0 PaymentsInvestments Portfolio SRAP
CP
Run Date: 01/24/2023 - 14:33 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Portfolio Management
November 30, 2022
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
Maturity
Term
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Discount 9,962,627.78 3583.28 3.886229,967,588.6010,000,000.00 3.940 Money Market 2,000,000.00 116.72 3.55112,000,000.002,000,000.00 3.600 11,962,627.78 100.00%
Investments
11,967,588.6012,000,000.00 29 18 3.830 3.883
Current Year
November 30
48,455.27
Fiscal Year To Date
221,552.86
Average Daily Balance
Effective Rate of Return
16,771,153.15 24,631,867.99

2.15%3.52%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 11/01/2022-11/30/2022
Run Date: 01/17/2023 - 13:53 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
365

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
November 30, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

3.965Federal Home Loan Bank Discoun51289 5,000,000.00 4,977,600.00 12/27/20223.84011/15/2022 4,977,600.00 AAA313385U79 26

3.915Federal Home Loan Bank Discoun51290 5,000,000.00 4,985,027.78 12/19/20223.85011/21/2022 4,989,988.60 AA313385T71 18 9,962,627.789,967,588.6010,000,000.0010,471,153.15Subtotal and Average 3.940 22 Money Market

3.600Fidelity Inst Government50914 2,000,000.00 2,000,000.00 3.6002,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,000,000.002,000,000.002,000,000.006,300,000.00Subtotal and Average 3.600 1 16,771,153.15 12,000,000.00 3.883 1811,967,588.60 11,962,627.78Total and Average Portfolio SRAP
AP
Run Date: 01/17/2023 - 13:53 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of December 1, 2022
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
2,000,000.002,000,000.00 2,000,000.002 16.67%MaturitiesAging Interval: 0 days 12/01/2022 12/01/2022-( ) Payments0 9,962,627.7810,000,000.00 9,976,121.932 83.33%MaturitiesAging Interval: 1 - 30 days 12/02/2022 12/31/2022-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 01/01/2023 -( ) Payments0 Total for 11,976,121.9311,962,627.78100.004 0 PaymentsInvestments Portfolio SRAP
CP
Run Date: 01/24/2023 - 14:33 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Portfolio Management
October 31, 2022
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
Maturity
Term
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Discount 19,961,217.36 2288.87 3.122919,980,945.2520,000,000.00 3.166 Money Market 2,500,000.00 111.13 2.84112,500,000.002,500,000.00 2.880 22,461,217.36 100.00%
Investments
22,480,945.2522,500,000.00 20 8 3.091 3.134
Current Year
October 31
54,183.70
Fiscal Year To Date
173,097.59
Average Daily Balance
Effective Rate of Return
21,659,994.25 26,549,115.51

1.93%2.95%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 10/01/2022-10/31/2022
Run Date: 01/17/2023 - 13:50 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
365

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
October 31, 2022
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon
645,138.71Subtotal and Average
Federal Agency Issues - Discount

2.947Federal Farm Credit Bank Disco51285 5,000,000.00 4,988,722.22 11/02/20222.90010/05/2022 4,999,484.70 AA313313M88 1

3.253Federal Home Loan Bank Discoun51286 5,000,000.00 4,987,555.56 11/15/20223.20010/18/2022 4,992,790.70 AA313385P59 14

3.173Federal Home Loan Bank Discoun51287 5,000,000.00 4,993,489.58 11/09/20223.12510/25/2022 4,995,879.15 AA313385N77 8

3.291Federal Home Loan Bank Discoun51288 5,000,000.00 4,991,450.00 11/15/20223.24010/27/2022 4,992,790.70 AA313385P59 14 19,961,217.3619,980,945.2520,000,000.0014,966,468.44Subtotal and Average 3.166 9 Money Market

2.880Fidelity Inst Government50914 2,500,000.00 2,500,000.00 2.8802,500,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,500,000.002,500,000.002,500,000.006,048,387.10Subtotal and Average 2.880 1 21,659,994.25 22,500,000.00 3.134 822,480,945.25 22,461,217.36Total and Average Portfolio SRAP
AP
Run Date: 01/17/2023 - 13:50 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
365

Page 2 ends

Par Value Book Value
Stated
RateMarket Value
October 31, 2022
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 21,659,994.25 22,500,000.00 3.134 8
0Average Balance
22,480,945.25 22,461,217.36Total Cash and Investments
Portfolio SRAP
AP
Run Date: 01/17/2023 - 13:50 PM (PRF_PM2) 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of November 1, 2022
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
2,500,000.002,500,000.00 2,500,000.002 11.11%MaturitiesAging Interval: 0 days 11/01/2022 11/01/2022-( ) Payments0 19,961,217.3620,000,000.00 19,980,945.254 88.89%MaturitiesAging Interval: 1 - 30 days 11/02/2022 12/01/2022-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 12/02/2022 -( ) Payments0 Total for 22,480,945.2522,461,217.36100.006 0 PaymentsInvestments Portfolio SRAP
CP
Run Date: 01/24/2023 - 14:32 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11

Rules & Legislation CommitteeMay 25, 2023

Rules & Legislation Committee
May 25, 2023