VIew Attachment A — Rules & Legislation Committee, September 14, 2023

Attachment A

City of Oakland and Oakland
Redevelopment Successor Agency

City of Oakland, California

Cash Management Report For
The Quarter Ended
June 30, 2023
Finance Department
Bureau of Treasury

DAVID JONES
Treasury Administrator

Investment Staff
Max Kumar,
Investment & Operations Manager

Jason Lu,
Treasury Analyst III

CITY OF OAKLAND

CASH MANAGEMENT REPORT FOR
THE QUARTER ENDED JUNE 30, 2023

TABLE OF CONTENTS
Cash Management Report
I. Portfolio Summary 1
II. Economic Review 2
III. City of Oakland 4
Portfolio Review
Portfolio Composition
Preservation of Capital/Safety
Liquidity 5
Diversity 8
Derivatives
Yield
Benchmark Comparison 9
Valuation and Leverage 10
IV. City of Oakland Redevelopment Successor Agency Portfolio 11 Portfolio Review
P
ortfolio Composition
Preservation of Capital/Safety
Liquidity 12
Diversity 14
Derivatives
Yield
Valuation and Leverage 15
A
ppendices
Appendix A - City of Oakland Portfolio Detail for Period Ended June 30, 2023 Appendix B - City of Oakland Redevelopment Successor Agency Portfolio Detail for Period Ended June 30, 2023

CITY OF OAKLAND AND CITY OF OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR THE QUARTER ENDED JUNE 30, 2023

PREPARED BY THE

FINANCE DEPARTMENT

BUREAU OF TREASURY

JUNE 30, 2023

1 City Operating Pooled Portfolio Statistics
For the month ended June 30, 2023

Average Daily Balance $2,185,125,703 Total Earning Quarter $20,586,699 Month End Yield 4.02% Average Maturity 216 days Daily Liquidity 19.59% 180 Day Liquidity 65.50%

Investments Par Value Market Value Book Value % of
Portfolio
Max %-In
Compliance
Federal Agency Issues - Coupon 566,223,333.33 540,219,680.08 566,016,032.84 26.12 100%- Yes Federal Agency Issues - Discount 944,000,000.00 930,662,666.18 917,447,632.49 42.33 100%-Yes Federal Agency Issues –Bullet 235,392,000.00 230,392,540.35 234,870,704.76 10.84 100%-Yes Money Market 380,000,000.00 380,000,000.00 380,000,000.00 17.53 20%-Yes Local Agency Investment Funds 50,000,000.00 49,241,424.95 50,000,000.00 2.31 $75M Max-Yes Negotiable CD’s 10,000,000.00 9,998,640.00 10,000,000.00 0.46 30%-Yes Corporate Bonds
Commercial Paper – Discount
4,000,000.00
5,000,000.00
3,810,955.68
4,997,890.00
3,998,466.90
4,928,741.67

0.18 0.23
40%-Yes
40%-Yes
Total $ 2,194,615,333.33

2,149,323,797.24

2,167,261,578.66

100

Federal Agency Issues -
Coupon

26.12%
Federal Agency Issues -
Discount

42.33%
Federal Agency Issues -
Bullet

10.84%
Money Market

17.53%
Local Agency Investment
Funds

2.31%
Negotiable CD's

0.46%
Corporate Bonds

0.18% Commercial Paper - Discount

0.23%
Asset Allocation by Book Value

2 As of June 30th, 2023, the unaudited total cash and investments managed by the City is $2.50 billion, with $2.17 billion in City’s Operating Pool, $293.95 million in City Restricted Trust Funds and $40.24 million cash held at bank.

CITY OF OAKLAND AND OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR THE QUARTER ENDED JUNE 30, 2023

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”) maintained a 0% interest rate hike in June 2023, bringing the federal funds rate to a range of 5.00%-

5.25%, the highest level in the last 16 years. FOMC has approved 10 consecutive interest rate increases totaling 0.85% in the first 6 months of this year, with June being the first month they held off on a hike.

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 to the highest inflation levels in 41 years for consumer prices.

The U.S. economy increased more than expected in the second quarter of 2023, showing few signs of recession as inflation was kept in check through the period. 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 2.4 percent in the second quarter of 2023. Economists surveyed by Dow Jones expected an increase of 2.0 percent. The Real GDP had increased 2.0 percent in the first quarter of 2023. The increase in real GDP reflected increases in private inventory investment, consumer spending, government spending, and nonresidential fixed investment.

The U.S. economy eased the number of jobs in June 2023, showing signs of a slowdown. According to the Bureau of Labor Statistics, Nonfarm payroll increased by 209,000 jobs in June 2023, after increasing by 306,000 jobs in May 2023. Economists surveyed by Dow Jones were expecting an addition of 240,000 jobs. The unemployment rate in June dropped to 3.6% in June 2023 as labor force participation is still below pre-Covid levels. The biggest jobs gains were in the government sector adding 60,000 jobs, followed by 41,000 jobs created in the healthcare sector. Average hourly wages increased 0.4% in June 2023 and still up 4.4% year over year.

U.S. consumer spending was increased in June 2023, showing surprising resilience despite rate hikes. The Bureau of Economic Analysis reported that real consumer spending, which accounts for almost 70 percent of the economy, increased 1.6 % in June, after increasing 4.2% in the first quarter.

Consumer resiliency continues despite higher interest rates and continuing inflation.

Inflation was slowed down again in June, as the Federal Reserve’s interest rate tries to be brought down. According to the Labor department, the consumer price index, which measures the cost of broad basket of goods and services, increased 0.2% in June 2023, in line with the Dow Jones economic estimates. CPI has increased 3% since last June. While excluding food and energy prices, core CPI has increased 0.2% in June and up 4.8% since last year. Drop in used vehicle costs and airline fares mostly contributed to keeping inflation in check, dropping 0.5% and 3% respectively in June, while food prices were up 0.1% and shelter prices were up 0.4% in June. Despite slight inflation moderating, it remains well above the 2% inflation goal.

The Federal Reserve’s preferred inflation measures continued on in June as consumer spending rose, despite policymakers wanting to further scale back the pace of interest-rate hikes. The personal

3 consumption expenditure (PCE) price index excluding food and energy increased by 0.2% in June 2023, meeting Dow Jones survey of estimates. Including food and energy, the PCE index rose 0.2%.

In 12 months through June 2023, core PCE index has increased 3.0%, down from 3.8% in May 2023.

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 June 2023, signaling consumers feel bullish about the economy. The Conference Board, a non-profit business and research group organization, reported that its index of consumer confidence increased to 109.7 in June 2023 from 102.5 in May 2023. However, consumer spending and economic growth will likely continue to face strong opposition from inflation and rate hikes.

Consumer spending came in above expectations as a sign of resilience to keep the economy on a sturdy growth path. The U.S. Commerce Department reported retail sales increased by 0.2% in June 2023, less than the expected 0.5% increase. Excluding autos, sales increased 0.6% from last month.

Retail sales have increased by 1.5% from a year ago.

U.S. manufacturing activity slowed further in June 2023, as factories resorted to layoffs due to shrinking activity, but price pressures continue to settle down. The Institute of Supply Management (ISM) said its manufacturing index decreased to a reading of 46.0 in June 2023, from 46.9 in May 2023. Any number above 50% signals expansion in the manufacturing economy, which accounts for

11.1% of the U.S economy. Economists polled by Reuters had forecast the index to increase to 47.0.

U.S. producer prices rose slightly in June 2023, a sign that inflation is calming however still higher than the FOMC inflation goal of 2%. The Labor Department reported that its producer price index (PPI) for final demand increased by 0.1% in June 2023, revised from May 2023. A Survey of Dow Jones had estimated the PPI to increase by 0.2%. Excluding food, energy and trade services, the index increased 0.1%. In the 12 months through June 2023, the PPI increased 0.1% percent, the smallest year-on-year rise since August 2020.

U.S. import prices fell more than expected in June, a sign that inflation pressures are subsiding.

According to the Labor Department, import prices decreased by 0.2% in June 2023, after import prices had decreased by 0.4% in May 2023. Economists surveyed by Wall Street had forecasted import prices to decrease by 0.1% percent. In the 12 months through June 2023, import prices decreased by 6.1%, suggesting the fight against inflation is still going on.

U.S. homebuilding decreased in June 2023, as high mortgage rates and high construction costs alongside limited land made homebuilders struggle. The Commerce Department reported Housing Starts decreased by 8% to a seasonally adjusted annual rate of 1.43 million units in June 2023.

Economists polled by the Wall Street Journal forecasted starts to decrease to an annual rate of 1.48 million units. The Commerce Department also reported that single family homebuilding, which accounts for the largest share of the housing market, decreased by 7 percent in June 2023. Permits issued fell 3.7% in June, down 15% from a year ago.

The U.S. existing home sales fell in June 2023, as low supply cripples the buying market. The National Association of Realtors reported its index of existing home sales decreased by 3.3% in June to a seasonally adjusted annual rate of 4.16 million homes in June. Existing home sales count is down 13.6% compared to June 2022.

INTEREST RATES

During the second quarter, the “FOMC”, met on May 3
rd and June 14th and increased the funds rate
by 0.25% in the May meeting and maintained it in the June meeting, to leave the federal funds rate range to 5.00-5.25%. In addition, FOMC will continue reducing its holding of Treasury securities and

4 agency debt and agency mortgage-backed securities as part of reducing the size of the Federal Reserve’s balance sheet.

FOMC is poised to keep increasing the 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 will take into account the cumulative tightening of monetary policy, the lags with which monetary policy affects economic activity and inflation, and economic and financial developments to do so. In addition, the Committee will continue reducing its holdings of Treasury securities and agency debt and agency mortgage-backed securities so inflation can return to 2 percent.

The FOMC has reflected that some financial conditions have improved by policy measures implicated by the 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 $1.98 billion as of March 31, 2023, to $2.17 billion as of June 30, 2023. This net balance increase was mainly due to the following estimates:
receipt of $49.84 million in business tax revenues, receipt of $259.69 million in property tax revenues, offset by debt service payments of approximately $92.54 million. The remaining balance decrease of approximately $31.07 million is 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 June 30, 2023. Approximately 79.52% of Operating Pool investments were rated in the AA/Aaa category while 17.53% in AAA/Aaa, 2.31% primary unrated holdings represent the Fund’s investments in the Local Agency Investment Fund (“LAIF”), 0.46% in the A1/P1 category and 0.18% in A1/A category. The government agencies were downgraded by Standard and Poor’s Rating Agency to AA+ from AAA in 2011 and S&P has maintained its AA+ rating as of June 30th 2023 Moody’s Investors Service and Fitch Ratings continue to maintain AAA ratings for government agencies.

5 A1/P1/F1

0.46%
A+/A1

0.18%
Not Rated

2.31%
AAA/Aaa

17.53%
AA/Aaa

79.52%

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 6/30/23)

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 June 30,2023 is approximately $110 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 $ 620,000,000 28.25%
31-180 $ 817,642,000 37.25%
Total $1,437,642,000 65.50%

Investments maturing within 180 days include $50 million in LAIF and $380.00 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 Five 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
June 2023 $2,167,261,579 12.45%
June 2022 $1,927,718,326 16.70%
June 2021 $1,651,928,728 20.90%
June 2020 $1,366,320,216 7.59%
June 2019 $1,269,974,493

The following graph depicts the Operating Pool Portfolio by dollars invested and the percentage in each maturity range as of June 30, 2023.

City of Oakland Operating Pool
Portfolio Maturity
(As of 6/30/23)

Days to Maturity
$-
$100,000,000.00
$200,000,000.00
$300,000,000.00
$400,000,000.00
$500,000,000.00
$600,000,000.00
$700,000,000.00
0-30 31-90 91-180 181-360 361-720 721-1080 1081+

28.25%

15.61%

21.64%

18.41%

6.95% 6.67%

2.46%

7 The following graph depicts the Operating Pool Portfolio by yield to maturity vs time to maturity, this indicates that a higher percentage of the portfolio is invested in the front end of the yield curve to meet daily liquidity needs.

City of Oakland Operating Pool
Yield to Maturity
(As of 6/30/23)

$990,127,289
$410,400,831
$62,492,487
$76,875,325
$39,918,209
$106,424,136
$51,023,302

0.00%

0.50%

1.00%

1.50%

2.00%

2.50%

3.00%

3.50%

4.00%

4.50%

5.00%Yield to Maturity
Years to Maturity
0-0.5 0.5-1 1-1.5 1.5-2 2-2.5 4.0-53.0-4.0

2.5.3 8

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.

City of Oakland Operating Pool
Portfolio Diversity
(As of 6/30/23)

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 June 30, 2023, was approximately $20,586,699.

The effective rate of return on total assets in the Operating Pool Portfolio for month-end June 30, 2023, was 4.02% as compared to 3.45% for March 31, 2023. 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.

US Federal Agencies

79.29%
Money Market Funds

17.53%
State of Calif. LAIF

2.31%
Negotiable CD's

0.46% Corporate Bonds

0.18%
Commercial Paper

0.23%

9 Comparative yields for the quarter are shown below.

City of Oakland Operating Pool
Comparative Annualized Yields
(As of 6/30/23)

As of Month-end 1-year Govt.

Agency
LAIF1 City of Oakland
Operating Pool
Alameda
County
Pool2
April 2023 4.75% 2.87% 3.69% 1.38%
May 2023 5.16% 2.99% 3.84% 2.49%
June 2023 5.32% 3.17% 4.02% 3.26%
1Effective monthly average return.
2Annualized monthly accrual-based return.

Benchmark Comparison:

The effective rate of return on total assets in the Operating Pool Portfolio for the month ending June 30, 2023, was 4.02 percent. The City’s Operating Pool Portfolio had under-performed the 1-year government agency which yielded a rate of 5.32 percent, as the 1-year government agency yield has already priced in future interest rate expectations. The City’s Operating Pool Portfolio outperformed the Local Agency Investment Fund (“LAIF”), which ended the month at 3.17 percent.

The Alameda County Pool had a preliminary accrual basis rate of return for June 2023 of 3.26 percent. The Alameda County Pool had a Portfolio of $9.76 billion with 473 days to maturity, meanwhile the City’s Operating Pool had an accrual rate of return of 4.02 percent for June 2023. The City Operating Pool had a Portfolio of $2.17 billion with 216 days to maturity.

As of June 30, 2023, the City Operating Pool’s average days-to-maturity (ADM) was 216 days versus LAIF’s average days-to-maturity (ADM) was 260 days.

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 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 summary 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 $2.15 b illion, wh ich was below book value by $17,937,781. There was no leverage in the portfolio during the reported period, and liquidity was maintained at sufficient levels.

The following 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 City’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)

11 AAA/Aaa

16.70%
AA/Aaa

83.30%

III. CITY OF OAKLAND REDEVELOPMENT SUCCESSOR AGENCY PORTFOLIO

PORTFOLIO REVIEW

The Successor Agency’s portfolio increased from a balance of $11.97 million as of March 31, 2023, to a balance of $23.96 million as of June 30, 2023. The portfolio increased due to receipt of $10.32 million for Recognized Obligation Payment Schedule (“ROPS”), offset other vendor payments.

PORTFOLIO COMPOSITION

The Portfolio 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 following 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 Successor’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.

The government agencies were downgraded by Standard and Poor’s Rating Agency to AA+ from AAA in 2011 and S&P has maintained its AA+ rating as of June 30th 2023. Moody’s Investors Service and Fitch Ratings continue to maintain AAA for government agencies.

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

Oakland Successor
Portfolio Credit Quality
(As of 6/30/23)

12 Liquidity. Liquidity within the Successor’s Portfolio remains sufficient to meet only debt service needs of the Successor for the next three months and beyond. The debt service payment for the next six months for the Successor is approximately $15.29 million. The estimated 6 month cash flow for Successor Portfolio is summarized below:

Five 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
June 2023 $23,956,775 (39.24%)
June 2022 $39,428,558 (21.13%)
June 2021 $49,992,314 (4.63%)
June 2020 $52,417,329 (16.99%)
June 2019 $63,147,562

(Remainder of this Page Intentionally Left Blank)

Successor Portfolio Estimated Cash Flow
July-Dec 2023*
B
eg: Available Balance 23,956,775$
ROPS Receipt** -
Debt Service 15,293,125
Other expenses (5,000,000)
Bal: Dec 2023** 34,249,900$
*Successor Pool Only
**Estimated

13 $-
$5,000,000.00
$10,000,000.00
$15,000,000.00
$20,000,000.00
$25,000,000.00
0-30 31-90 91-180
100%
The following chart depicts the Successor’s Portfolio by percentage and dollars invested in each maturity range.

Oakland Successor Agency
Portfolio Maturity
(As of 6/30/23)

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.

O
akland Successor Agency
Portfolio Diversity
(As of 6/30/23)

Derivatives. The Successor P
ortfolio contained no derivative instruments during this reporting period.

Yield. The Total interest earned for the quarter ended June 30, 2023, was approximately $279,113.

The effective rate of return on total assets in the Successor’s Portfolio was 4.99 percent for the month ending June 30, 2023. The Successor’s Portfolio underperformed the 1-year government agency which yielded a rate of 5.32 percent as of June 30, 2023. The Successor’s Portfolio outperformed the Local Agency Investment Fund (“LAIF”), which ended the month at 3.17 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 short 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 June 30, 2023, Successor’s Portfolio Fund’s average days-to-maturity (ADM) was 7 days versus LAIF’s average days-to-maturity (ADM) of 260 days.

15 Comparative yields for the quarter are shown below.

Oakland Successor Agency
Comparative Annualized Yields
(As of 6/30/23)

As of Month-end 1-Year Govt.

Agency
LAIF1 Successor
Agency
April 2023 4.75% 2.87% 4.73%
May 2023 5.16% 2.99% 4.96%
June 2023 5.32% 3.17% 4.99%
1Effective monthly average return

The summary below provides the 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 June 30, 2023 was $23.96 million, which was above book value by 25,800. There was no leverage in the portfolio during the reporting period and liquidity was maintained at sufficient levels.

The following 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.

16 The following chart shows yield comparisons for the quarter.

Portfolio Earnings Comparison

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%
Apr-23 May-23 Jun-23
1-Year Government Agency LAIF Successor Portfolio City Operating Pool Alameda County Pool Appendix A - City of Oakland
Portfolio Detail for Period Ended
June 30, 2023
CITY POOL FY22-23
Portfolio Management
June 30, 2023
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 566,016,032.84 1,04926.12 2.497551540,219,680.08566,223,333.33 2.531 Federal Agency Issues - Discount 917,447,632.49 21442.33 4.947104930,662,666.18944,000,000.00 5.016 Money Market 380,000,000.00 117.53 4.9611380,000,000.00380,000,000.00 5.030 Local Agency Investment Funds 50,000,000.00 12.31 3.124149,241,424.9550,000,000.00 3.167 Corporate Bonds 3,998,466.90 1,0960.18 0.5333533,810,955.684,000,000.00 0.540 Negotiable CD's 10,000,000.00 2700.46 5.7342689,998,640.0010,000,000.00 5.813 Federal Agency Issues-Coupon/Bullet 234,870,704.76 64410.84 2.701241230,392,540.35235,392,000.00 2.739 Commercial Paper - Discount 4,928,741.67 1020.23 5.10324,997,890.005,000,000.00 5.174 2,167,261,578.66 100.00%
Investments
2,149,323,797.242,194,615,333.33 438 216 4.020 4.076
Cash and Accrued Interest
2,167,319,210.60Total Cash and Investments
57,631.94Subtotal
57,631.94
2,149,381,429.182,194,615,333.33
57,631.94
57,631.94
438 216 4.020 4.076
Accrued Interest at Purchase
Current Year
June 30
7,217,330.65
Fiscal Year To Date
53,631,183.89 53,631,183.89
Fiscal Year Ending
Average Daily Balance
Effective Rate of Return
2,185,125,702.83 1,917,346,015.63

2.80%4.02%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio CP23
AP
Reporting period 06/01/2023-06/30/2023
Run Date: 08/09/2023 - 11:00 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
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY22-23
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,762,640.75 AA3133ELK37 716

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,999,294.44 03/15/20240.37003/15/2021 2,891,504.04 AA3133EMTD4 258

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,781,099.39 AA3133EMTQ5 625

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,781,099.39 AA3133EMTQ5 625

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,715,453.09 AA3133EMUK6 998

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,715,453.09 AA3133EMUK6 998

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,715,453.09 AA3133EMUK6 998

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,715,453.09 AA3133EMUK6 998

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,772,229.59 AA3133EMWH1 660

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,941,689.99 AA3133EMYW6 135

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,767,277.46 AA3133EMZW5 688

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,801.45 09/08/20260.87009/15/2021 4,447,916.75 AA3133EM4S8 1,165

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,670,872.28 AA3133EM6E7 1,185

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,709,999.15 AA3133ENEM8 1,241

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,718,788.43 AA3133ENFN5 1,248

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,920,412.61 AA3133ENQX1 251

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,931,930.15 AA3133ENWL0 320

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,985,356.50 AA3133EN3R9 159

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,985,356.50 AA3133EN3R9 159

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,968,622.89 12/08/20254.12506/08/2023 4,924,258.55 AA3133EPMB8 891

4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/20264.69006/09/2023 4,958,255.50 AA3133EPMF9 1,074

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,988,870.40 AA3133ENY87 131

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,988,870.40 AA3133ENY87 131

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,996,341.53 11/18/20244.50011/18/2022 4,950,842.75 AA3133ENZ94 506

4.813FEDERAL FARM CREDIT BANK56009 5,000,000.00 5,000,000.00 01/24/20244.88001/24/2023 4,976,384.80 AA3133EN6X3 207

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,227,350.13 AA3130AJPT0 716

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,690,072.13 AA3130AKMD5 940

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,706,574.23 AA3130AKU61 941

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,689,590.12 AA3130AKN69 942

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,691,014.82 AA3130AKU53 942

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,695,305.96 AA3130AKPQ3 942

0.434FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.50001/29/2021 2,709,671.94 AA3130AKTT3 943

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,690,772.63 AA3130AKVY9 943

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,691,448.89 AA3130AKXQ4 957

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,842.33 02/17/20260.62502/17/2021 2,672,548.02 AA3130AL3S1 962

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,682,745.62 AA3130AKVV5 963

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,669,212.80 AA3130AL7G3 968

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,679,919.53 AA3130ALCV4 969 Portfolio CP23
AP
Run Date: 08/09/2023 - 11:00 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,679,919.53 AA3130ALCV4 969

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,672,615.55 AA3130AL5X8 969

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,672,615.55 AA3130AL5X8 969

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,670,786.87 AA3130AL6J8 969

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,670,786.87 AA3130ALBM5 969

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,681,373.00 AA3130AKXX9 970

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,691,832.71 AA3130AKZ25 971

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,714,974.89 AA3130ALHY3 982

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,706,076.50 AA3130ALRN6 996

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,638,909.99 AA3130ALGJ7 996

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,882,866.29 AA3130ALTS3 271

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,813,327.22 AA3130ALNZ3 457

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,709,719.49 AA3130ALXV1 1,026

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,293.75 04/28/20261.25004/28/2021 2,269,896.47 AA3130ALYM0 1,032

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,723,875.77 AA3130ALZQ0 1,032

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,704,802.40 AA3130AM2J0 1,032

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,815,416.66 AA3130ALZS6 485

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,787,387.30 AA3130AM2V3 668

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,723,679.63 AA3130AM4L3 1,033

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,874,792.45 AA3130ALZC1 303

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,803,679.97 AA3130AMK92 514

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,726,464.68 AA3130AMG63 1,060

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,702,178.66 AA3130AMNM0 1,061

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,695,597.65 AA3130AMYQ9 1,095

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,358.33 12/30/20240.60006/30/2021 2,795,326.95 AA3130AMXH0 548

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,791,064.91 AA3130AMTQ5 548

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,686,549.50 AA3130ANAJ9 1,122

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,970,577.12 AA3130ANEJ5 577

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,865,011.82 AA3130ANM49 328

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,685,286.59 AA3130ANND8 1,152

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,123.09 08/26/20260.65008/26/2021 3,290,778.97 AA3130ANJE1 1,152

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,772,259.68 AA3130AP4F9 635

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,772,736.20 AA3130AP3M5 636

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,686,960.80 AA3130APCH6 1,186

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,686,960.80 AA3130APCH6 1,186

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,760,563.16 AA3130APDL6 730

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,791,054.71 AA3130AP2Y0 548

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,671,385.10 AA3130ANYR5 1,187 Portfolio CP23
AP
Run Date: 08/09/2023 - 11:00 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,675,801.10 AA3130ANYN4 1,187

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,680,191.96 AA3130AP6V2 1,187

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,822,869.08 AA3130APDV4 464

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,005.00 10/28/20261.62510/28/2021 2,724,821.70 AA3130APHJ7 1,215

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,697,852.09 AA3130APDQ5 1,215

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,057,565.70 AA3130APDQ5 1,215

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,776,069.89 AA3130APJM8 667

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,821,659.09 AA3130APKX2 485

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,852,567.64 AA3130APRU1 412

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,942,982.42 AA3130APLJ2 139

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,943,982.56 AA3130APWH4 144

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,942,662.74 AA3130APXH3 149

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,821,959.12 AA3130AQ3B7 513

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,848,999.23 AA3130AQ3C5 424

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,868,809.07 AA3130AQAH6 363

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20242.00002/22/2022 1,959,149.40 AA3130AQTZ6 236

1.414FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20242.00002/22/2022 2,938,724.10 AA3130AQTZ6 236

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,844,411.39 AA3130AQY49 607

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,890,766.61 AA3130AQWQ2 332

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,940,441.06 AA3130AQT52 242

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,916,139.89 AA3130AQT52 242

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,961,214.55 AA3130ARNY3 118

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,976,728.73 AA3130ARNY3 118

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,886,367.32 AA3130ARP96 667

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,416,540.96 AA3130ARPX3 300

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,911,197.73 AA3130ARWD9 230

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,916,398.35 AA3130ARYU9 237

2.269FEDERAL HOME LOAN BANK55762 5,000,000.00 5,000,000.00 07/03/20232.30006/06/2022 5,000,000.00 AA3130ASC64 2

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,935,714.45 AA3130AS5F2 160

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,967,436.65 AA3130ASKB4 181

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,999,727.64 08/24/20233.12508/24/2022 4,982,112.10 AA3130ASU72 54

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,984,198.95 AA3130ATMQ7 104

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,984,198.95 AA3130ATMQ7 104

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,998,834.90 11/02/20234.75011/02/2022 4,987,326.55 AA3130ATTY3 124

4.626FEDERAL HOME LOAN BANK55905 2,000,000.00 1,999,531.00 11/15/20234.62511/15/2022 1,993,659.12 AA3130ATWD5 137

4.828FEDERAL HOME LOAN BANK56005 5,000,000.00 5,000,000.00 09/01/20234.88101/30/2023 4,992,839.80 AA3130AUQT4 62

4.932FEDERAL HOME LOAN BANK56007 3,500,000.00 3,500,000.00 01/26/20245.00001/30/2023 3,484,948.64 AA3130AUJ62 209

4.932FEDERAL HOME LOAN BANK56008 3,325,000.00 3,325,000.00 01/26/20245.00001/30/2023 3,310,701.20 AA3130AUJ62 209 Portfolio CP23
AP
Run Date: 08/09/2023 - 11:00 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

4.935FEDERAL HOME LOAN BANK56023 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,988,022.35 AA3130AUNX8 235

4.935FEDERAL HOME LOAN BANK56024 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,988,022.35 AA3130AUNX8 235

5.038FEDERAL HOME LOAN BANK56042 5,000,000.00 5,000,000.00 08/25/20235.11003/01/2023 4,997,444.60 AA3130AV7B2 55

5.178FEDERAL HOME LOAN BANK56043 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,982,033.80 AA3130AV3S9 244

5.178FEDERAL HOME LOAN BANK56044 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,982,033.80 AA3130AV3S9 244

5.438FEDERAL HOME LOAN BANK56051 5,000,000.00 5,000,000.00 04/01/20245.51003/08/2023 4,985,469.00 AA3130AVBR2 275

3.118FEDERAL HOME LOAN BANK56068 5,000,000.00 4,972,971.63 12/08/20233.50003/29/2023 4,954,860.25 AA3130AT7D3 160

3.118FEDERAL HOME LOAN BANK56069 5,000,000.00 4,973,328.92 12/08/20233.50003/29/2023 4,954,860.25 AA3130AT7D3 160

4.951FEDERAL HOME LOAN BANK56074 5,000,000.00 4,999,418.32 02/08/20245.00002/08/2023 4,978,099.25 AA3130AUU28 222

4.948FEDERAL HOME LOAN BANK56075 5,000,000.00 4,999,882.41 11/08/20235.00002/08/2023 4,991,597.75 AA3130AUUB8 130

4.937FEDERAL HOME LOAN BANK56076 5,000,000.00 4,999,849.31 02/08/20245.00002/08/2023 4,978,099.25 AA3130AUU28 222

4.942FEDERAL HOME LOAN BANK56085 5,000,000.00 5,000,000.00 10/16/20235.00002/09/2023 4,991,801.05 AA3130AUV84 107

5.065FEDERAL HOME LOAN BANK56146 4,000,000.00 4,000,000.00 02/22/20245.12505/22/2023 3,993,960.92 AA3130AW5S5 236

5.279FEDERAL HOME LOAN BANK56161 5,000,000.00 5,000,000.00 02/28/20245.34006/01/2023 4,991,422.60 AA3130AWCE8 242

5.289FEDERAL HOME LOAN BANK56174 10,000,000.00 10,000,000.00 03/08/20245.35006/09/2023 9,984,842.10 AA3130AWEM8 251

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,998,384.17 06/06/20254.62506/12/2023 1,985,280.883130AWER7 706

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,397,253.10 06/06/20254.62506/12/2023 3,374,977.503130AWER7 706

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,976,733.14 06/13/20254.75006/30/2023 4,975,718.80 AA3130AWBY5 713

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,991,327.35 06/13/20254.75006/30/2023 4,975,718.80 AA3130AWBY5 713

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,765,912.64 AA3134GVVX3 697

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,722,993.95 AA3134GWZG4 842

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,703,829.14 AA3134GXEJ9 877

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,703,987.12 AA3134GXFA7 879

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,968,835.76 11/06/20230.25003/23/2022 4,913,429.85 AA3137EAEZ8 128

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,964,561.40 11/06/20230.25004/06/2022 4,913,429.85 AA3137EAEZ8 128

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,899,742.15 AA3134GXYF5 271

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,889,267.40 AA3134GXR63 789

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,890,604.80 AA3134GXS88 608

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,998,670.98 02/05/20242.50002/08/2019 2,946,860.76 AA3135G0V34 219

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,750,874.84 AA3136G4ZR7 751

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,743,040.16 AA3136G4G23 759

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,722,360.50 AA3136G4L84 779

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,720,902.26 AA3136G4H63 780

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,706.67 08/27/20250.62508/27/2020 2,736,477.33 AA3136G42F9 788

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,738,507.79 AA3136G4W41 786

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 4,984,327.35 AA3135GADM0 172

5.056Fannie Mae Discount56028 5,000,000.00 5,000,000.00 02/09/20245.12502/13/2023 4,980,711.05 AA3135GAEU1 223

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,973,216.90 AA3134GYS86 346 Portfolio CP23
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5.429FEDERAL HOME LOAN MTG56149 5,000,000.00 5,000,000.00 06/18/20245.50005/24/2023 4,979,448.95 AA3134GYSV5 353

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,958,498.30 AA3134GY4B5 422

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,485,916.73 AA3134GY3X8 426

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,951,643.30 AA3134GYEB4 482

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,955,634.80 AAA3134GYJ29 594 566,016,032.84540,219,680.08566,223,333.33567,395,416.14Subtotal and Average 2.497 551 Federal Agency Issues - Discount

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,950,881.45 AA313312LR9 74

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,950,881.45 AA313312LR9 74

4.823Federal Farm Credit Discount55898 5,000,000.00 4,810,708.33 08/24/20234.62011/02/2022 4,964,886.55 AA313312KV1 54

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,907,919.50 AA313312PE4 135

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,942,064.35 AA313312ME7 87

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,906,547.85 AA313312PG9 137

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,906,547.85 AA313312PG9 137

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,906,547.85 AA313312PG9 137

4.787Federal Farm Credit Discount55947 5,000,000.00 4,845,388.89 08/15/20234.60012/16/2022 4,970,946.15 AA313312KL3 45

4.816Federal Farm Credit Discount55953 5,000,000.00 4,832,525.00 09/06/20234.62012/19/2022 4,955,635.60 AA313312LJ7 67

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,918,536.95 AA313312NQ9 121

4.861Federal Farm Credit Discount55977 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,964,213.70 AA313312KW9 55

4.861Federal Farm Credit Discount55978 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,964,213.70 AA313312KW9 55

4.904Federal Farm Credit Discount55987 5,000,000.00 4,801,326.39 11/13/20234.69001/12/2023 4,907,919.50 AA313312PE4 135

4.832Federal Farm Credit Discount55989 5,000,000.00 4,838,541.67 09/20/20234.65001/13/2023 4,946,131.80 AA313312LY4 81

5.082Federal Farm Credit Discount56032 5,000,000.00 4,787,138.89 12/28/20234.85002/15/2023 4,876,576.75 AA313312RB8 180

4.930Federal Farm Credit Discount56033 5,000,000.00 4,888,202.78 08/02/202302/16/2023 4,979,712.05 AA313312JX9 32

4.957Federal Farm Credit Discount56035 5,000,000.00 4,882,361.11 08/11/20234.84002/17/2023 4,973,641.70 AA313312KG4 41

5.134Federal Farm Credit Discount56039 5,000,000.00 4,848,062.50 10/06/20234.95002/27/2023 4,934,858.90 AA313312MQ0 97

5.001Federal Farm Credit Discount56041 5,000,000.00 4,898,597.22 07/27/20234.90002/28/2023 4,983,921.30 AA313312JR2 26

4.902Federal Farm Credit Discount56061 5,000,000.00 4,869,350.00 10/10/20234.68003/23/2023 4,932,134.80 AA313312MU1 101

5.446Federal Farm Credit Discount56159 5,000,000.00 4,858,172.22 12/13/20235.21005/31/2023 4,886,859.00 AA313312QL7 165

5.334Federal Farm Credit Discount56184 5,000,000.00 4,884,222.22 12/04/20235.21006/27/2023 4,893,038.70 AA313312QB9 156

4.389FEDERAL FARM CREDIT BANK55869 5,000,000.00 4,845,852.78 07/03/202310/13/2022 5,000,000.00 AA313312HR4 2

4.333FEDERAL HOME LOAN BANK55867 5,000,000.00 4,842,077.08 07/11/20234.16510/11/2022 4,994,634.65 AA313384HZ5 10

4.920FEDERAL HOME LOAN BANK56115 10,000,000.00 9,748,266.67 10/27/20234.72004/18/2023 9,841,148.40 AA313384NM7 118

4.866FEDERAL HOME LOAN BANK56116 10,000,000.00 9,783,155.56 09/29/20234.76004/18/2023 9,880,063.80 AA313384MH9 90

4.945FEDERAL HOME LOAN BANK56119 5,000,000.00 4,866,358.33 11/08/20234.74004/19/2023 4,911,350.30 AA313384NZ8 130

5.257FEDERAL HOME LOAN BANK56147 5,000,000.00 4,862,225.00 12/07/20235.01005/23/2023 4,890,977.95 AA313384QE2 159

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,979,712.05 AA313384JX8 32 Portfolio CP23
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3.329Federal Home Loan Discount55828 5,000,000.00 4,847,762.50 07/27/20233.20508/19/2022 4,983,921.30 AA313384JR1 26

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,966,905.60 AA313384KS7 51

3.591Federal Home Loan Discount55844 5,000,000.00 4,855,144.00 07/06/20233.46509/08/2022 4,997,987.35 AA313384HU6 5

3.973Federal Home Loan Discount55855 5,000,000.00 4,840,625.00 07/13/20233.82509/16/2022 4,993,294.25 AA313384JB6 12

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,960,178.60 AA313384LC1 61

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,936,423.65 AA313384ML0 93

4.691Federal Home Loan Discount55881 5,000,000.00 4,830,625.00 07/18/20234.50010/20/2022 4,989,944.75 AA313384JG5 17

4.705Federal Home Loan Discount55883 5,000,000.00 4,824,611.11 07/28/20234.51010/21/2022 4,983,252.45 AA313384JS9 27

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,959,034.20 AA313384LD9 62

4.782Federal Home Loan Discount55899 5,000,000.00 4,835,805.56 07/19/20234.60011/04/2022 4,989,275.10 AA313384JH3 18

4.810Federal Home Loan Discount55914 5,000,000.00 4,845,500.00 07/26/20234.63511/28/2022 4,984,590.20 AA313384JQ3 25

4.889Federal Home Loan Discount55922 5,000,000.00 4,826,264.58 08/25/20234.68512/01/2022 4,964,213.70 AA313384KW8 55

4.873Federal Home Loan Discount55926 5,000,000.00 4,825,523.61 09/01/20234.67012/06/2022 4,959,034.20 AA313384LD9 62

4.911Federal Home Loan Discount55927 5,000,000.00 4,815,263.89 09/15/20234.70012/06/2022 4,949,523.95 AA313384LT4 76

4.807Federal Home Loan Discount55933 5,000,000.00 4,864,315.28 07/07/20234.63012/08/2022 4,997,316.60 AA313384HV4 6

4.759Federal Home Loan Discount55945 10,000,000.00 9,728,720.83 07/17/20234.58512/16/2022 9,981,228.90 AA313384JF7 16

4.761Federal Home Loan Discount55958 10,000,000.00 9,724,900.00 07/20/20234.58512/16/2022 9,977,211.10 AA313384JJ9 19

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,936,221.50 AA313384MN6 95

4.819Federal Home Loan Discount55976 5,000,000.00 4,861,444.44 07/31/20234.64012/28/2022 4,981,246.55 AA313384JV2 30

4.851Federal Home Loan Discount55984 5,000,000.00 4,880,309.72 07/12/20234.73501/11/2023 4,993,964.40 AA313384JA8 11

4.809Federal Home Loan Discount55988 6,000,000.00 5,857,585.00 07/14/20234.69501/13/2023 5,991,148.98 AA313384JC4 13

4.814Federal Home Loan Discount55994 9,000,000.00 8,786,150.00 07/19/20234.70001/18/2023 8,980,695.18 AA313384JH3 18

4.833Federal Home Loan Discount55995 5,000,000.00 4,865,593.75 08/14/20234.67501/19/2023 4,971,619.90 AA313384KK4 44

4.842Federal Home Loan Discount55996 5,000,000.00 4,871,676.39 08/04/20234.69001/19/2023 4,978,362.45 AA313384JZ3 34

4.851Federal Home Loan Discount56000 5,000,000.00 4,772,850.00 01/12/20244.62001/23/2023 4,864,704.75 AA313384RS0 195

4.810Federal Home Loan Discount56001 5,000,000.00 4,885,763.89 07/20/20234.70001/26/2023 4,988,605.55 AA313384JJ9 19

4.854Federal Home Loan Discount56002 5,000,000.00 4,869,444.44 08/14/20234.70001/26/2023 4,971,619.90 AA313384KK4 44

4.842Federal Home Loan Discount56003 5,000,000.00 4,880,541.67 07/28/20234.70001/26/2023 4,983,252.45 AA313384JS9 27

4.796Federal Home Loan Discount56010 5,000,000.00 4,900,125.00 07/03/20234.70001/31/2023 5,000,000.00 AA313384HR3 2

4.872Federal Home Loan Discount56013 5,000,000.00 4,862,625.00 08/31/20234.71002/02/2023 4,960,178.60 AA313384LC1 61

4.870Federal Home Loan Discount56014 5,000,000.00 4,842,363.89 10/02/20234.69002/02/2023 4,936,423.65 AA313384ML0 93

4.919Federal Home Loan Discount56015 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,850,206.15 AA313384SP5 216

4.919Federal Home Loan Discount56016 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,850,206.15 AA313384SP5 216

4.997Federal Home Loan Discount56020 5,000,000.00 4,759,861.11 02/06/20244.75002/07/2023 4,847,449.40 AA313384ST7 220

4.960Federal Home Loan Discount56021 5,000,000.00 4,840,833.33 10/05/20234.77502/07/2023 4,935,540.15 AA313384MP1 96

4.936Federal Home Loan Discount56022 5,000,000.00 4,860,212.50 09/06/20234.77002/07/2023 4,955,635.60 AA313384LJ6 67

5.030Federal Home Loan Discount56026 5,000,000.00 4,758,344.44 02/09/20244.78002/10/2023 4,845,382.90 AA313384SW0 223

5.032Federal Home Loan Discount56029 5,000,000.00 4,798,247.22 12/12/20234.81002/13/2023 4,887,545.25 AA313384QK8 164 Portfolio CP23
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4.967Federal Home Loan Discount56031 5,000,000.00 4,877,529.17 08/16/20234.84502/15/2023 4,970,272.50 AA313384KM0 46

5.083Federal Home Loan Discount56036 5,000,000.00 4,837,000.00 10/19/20234.89002/21/2023 4,926,011.10 AA313384ND7 110

5.143Federal Home Loan Discount56037 5,000,000.00 4,815,809.72 11/20/20234.93002/24/2023 4,903,120.40 AA313384PM5 142

5.185Federal Home Loan Discount56038 5,000,000.00 4,815,695.83 11/21/20234.97002/27/2023 4,902,435.20 AA313384PN3 143

5.357Federal Home Loan Discount56045 5,000,000.00 4,743,232.64 03/01/20245.06503/02/2023 4,836,854.60 AA313384TT6 244

5.297Federal Home Loan Discount56046 5,000,000.00 4,829,200.00 11/01/20235.04003/02/2023 4,916,157.45 AA313384NS4 123

5.307Federal Home Loan Discount56047 5,000,000.00 4,746,908.33 02/28/20245.02003/02/2023 4,835,486.40 AA313384TR0 242

5.259Federal Home Loan Discount56048 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,936,221.50 AA313384MN6 95

5.259Federal Home Loan Discount56049 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,936,221.50 AA313384MN6 95

5.269Federal Home Loan Discount56050 5,000,000.00 4,857,766.67 09/28/20235.02003/08/2023 4,940,709.30 AA313384MG1 89

5.136Federal Home Loan Discount56052 5,000,000.00 4,906,200.00 07/21/20235.04003/09/2023 4,987,936.10 AA313384JK6 20

5.251Federal Home Loan Discount56053 5,000,000.00 4,880,416.67 08/25/20235.12503/10/2023 4,964,213.70 AA313384KW8 55

5.235Federal Home Loan Discount56054 5,000,000.00 4,869,705.56 09/19/20234.99003/15/2023 4,946,810.05 AA313384LX5 80

5.052Federal Home Loan Discount56055 5,000,000.00 4,909,066.67 07/25/20234.96003/15/2023 4,985,259.20 AA313384JP5 24

4.710Federal Home Loan Discount56057 5,000,000.00 4,894,354.17 09/01/20234.61003/20/2023 4,959,034.20 AA313384LD9 62

4.711Federal Home Loan Discount56058 5,000,000.00 4,913,830.56 08/01/20234.63003/20/2023 4,979,941.90 AA313384JW0 31

4.835Federal Home Loan Discount56062 5,000,000.00 4,912,256.94 08/07/202303/27/2023 4,976,338.70 AA313384KC2 37

4.814Federal Home Loan Discount56063 5,000,000.00 4,928,825.00 07/13/20234.74503/27/2023 4,993,294.25 AA313384JB6 12

4.834Federal Home Loan Discount56064 5,000,000.00 4,912,916.67 08/07/202303/28/2023 4,976,338.70 AA313384KC2 37

4.835Federal Home Loan Discount56065 5,000,000.00 4,912,256.94 08/08/202303/28/2023 4,975,664.35 AA313384KD0 38

4.988Federal Home Loan Discount56073 5,000,000.00 4,800,587.50 12/06/20234.77002/08/2023 4,891,664.75 AA313384QD4 158

4.957Federal Home Loan Discount56089 5,000,000.00 4,860,291.67 09/07/20234.79002/09/2023 4,954,956.15 AA313384LK3 68

4.817Federal Home Loan Discount56090 5,000,000.00 4,930,069.44 07/18/20234.75004/03/2023 4,989,944.75 AA313384JG5 17

4.819Federal Home Loan Discount56091 10,000,000.00 9,856,180.56 07/21/20234.75004/03/2023 9,975,872.20 AA313384JK6 20

4.822Federal Home Loan Discount56092 5,000,000.00 4,925,451.39 07/25/20234.75004/03/2023 4,985,259.20 AA313384JP5 24

4.835Federal Home Loan Discount56093 5,000,000.00 4,880,688.89 10/02/20234.72004/03/2023 4,936,423.65 AA313384ML0 93

4.703Federal Home Loan Discount56095 5,000,000.00 4,777,120.83 03/28/20244.47004/04/2023 4,818,837.10 AA313384UW7 271

4.853Federal Home Loan Discount56096 5,000,000.00 4,924,980.56 07/26/20234.78004/04/2023 4,984,590.20 AA313384JQ3 25

4.853Federal Home Loan Discount56097 5,000,000.00 4,924,980.56 07/26/20234.78004/04/2023 4,984,590.20 AA313384JQ3 25

4.859Federal Home Loan Discount56098 10,000,000.00 9,878,666.67 07/05/20234.80004/05/2023 9,997,316.30 AA313384HT9 4

4.733Federal Home Loan Discount56100 5,000,000.00 4,912,166.67 08/07/20234.65003/24/2023 4,976,338.70 AA313384KC2 37

4.734Federal Home Loan Discount56102 5,000,000.00 4,911,520.83 08/08/20234.65003/24/2023 4,975,664.35 AA313384KD0 38

4.895Federal Home Loan Discount56103 10,000,000.00 9,846,027.78 08/03/20234.82004/10/2023 9,958,074.40 AA313384JY6 33

4.900Federal Home Loan Discount56104 5,000,000.00 4,918,327.78 08/10/20234.82004/10/2023 4,974,315.85 AA313384KF5 40

4.912Federal Home Loan Discount56105 5,000,000.00 4,896,451.39 09/12/20234.81004/10/2023 4,951,560.30 AA313384LQ0 73

4.858Federal Home Loan Discount56106 10,000,000.00 9,839,338.89 08/11/20234.78004/12/2023 9,947,283.40 AA313384KG3 41

4.856Federal Home Loan Discount56107 5,000,000.00 4,921,661.11 08/08/20234.78004/12/2023 4,975,664.35 AA313384KD0 38

4.928Federal Home Loan Discount56108 10,000,000.00 9,755,616.67 10/16/20234.73004/13/2023 9,856,103.00 AA313384NA3 107 Portfolio CP23
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4.916Federal Home Loan Discount56109 5,000,000.00 4,850,354.86 11/28/20234.70504/13/2023 4,897,641.45 AA313384PV5 150

4.938Federal Home Loan Discount56110 10,000,000.00 9,677,466.67 12/15/20234.72004/13/2023 9,770,973.50 AA313384QN2 167

4.706Federal Home Loan Discount56111 5,000,000.00 4,835,625.00 01/02/20244.50004/14/2023 4,871,624.05 AA313384RG6 185

4.847Federal Home Loan Discount56114 10,000,000.00 9,780,116.67 10/02/20234.74004/18/2023 9,872,847.30 AA313384ML0 93

4.922Federal Home Loan Discount56117 10,000,000.00 9,812,166.67 09/05/20234.83004/18/2023 9,910,846.40 AA313384LH0 66

4.915Federal Home Loan Discount56118 10,000,000.00 9,704,630.56 12/01/20234.70504/19/2023 9,790,200.70 AA313384PY9 153

4.945Federal Home Loan Discount56120 5,000,000.00 4,865,041.67 11/10/202304/19/2023 4,909,977.70 AA313384PB9 132

4.944Federal Home Loan Discount56121 10,000,000.00 9,735,350.00 11/06/202304/19/2023 9,825,446.60 AA313384NX3 128

5.006Federal Home Loan Discount56122 10,000,000.00 9,658,761.11 01/02/20244.78004/20/2023 9,743,248.10 AA313384RG6 185

4.936Federal Home Loan Discount56123 5,000,000.00 4,902,527.78 09/12/20234.84004/20/2023 4,951,560.30 AA313384LQ0 73

4.932Federal Home Loan Discount56124 10,000,000.00 9,813,122.22 09/06/20234.84004/20/2023 9,911,271.20 AA313384LJ6 67

5.012Federal Home Loan Discount56125 5,000,000.00 4,869,864.58 11/01/20234.80504/20/2023 4,916,157.45 AA313384NS4 123

5.004Federal Home Loan Discount56126 5,000,000.00 4,864,141.67 11/10/202304/20/2023 4,909,977.70 AA313384PB9 132

5.014Federal Home Loan Discount56127 5,000,000.00 4,855,333.33 11/24/20234.80004/21/2023 4,900,380.15 AA313384PR4 146

4.965Federal Home Loan Discount56128 5,000,000.00 4,884,138.89 10/10/20234.85004/21/2023 4,932,134.80 AA313384MU0 101

4.977Federal Home Loan Discount56129 5,000,000.00 4,824,513.89 01/12/20244.75004/21/2023 4,864,704.75 AA313384RS0 195

4.984Federal Home Loan Discount56131 5,000,000.00 4,851,600.00 12/04/20234.77004/24/2023 4,893,038.70 AA313384QB8 156

5.027Federal Home Loan Discount56132 5,000,000.00 4,850,355.56 12/06/20234.81004/26/2023 4,891,664.75 AA313384QD4 158

4.994Federal Home Loan Discount56133 5,000,000.00 4,840,011.11 01/08/20244.76005/11/2023 4,867,471.30 AA313384RN1 191

4.994Federal Home Loan Discount56134 5,000,000.00 4,837,366.67 01/12/20244.76005/11/2023 4,864,704.75 AA313384RS0 195

5.084Federal Home Loan Discount56135 10,000,000.00 9,834,722.22 09/08/20235.00005/12/2023 9,908,553.60 AA313384LL1 69

5.182Federal Home Loan Discount56137 5,000,000.00 4,861,405.56 12/04/20234.94005/16/2023 4,893,038.70 AA313384QB8 156

5.071Federal Home Loan Discount56138 5,000,000.00 4,929,861.11 08/25/20235.00005/16/2023 4,964,213.70 AA313384KW8 55

5.182Federal Home Loan Discount56139 5,000,000.00 4,863,463.89 12/01/20234.94005/16/2023 4,895,100.35 AA313384PY9 153

5.043Federal Home Loan Discount56140 5,000,000.00 4,816,666.67 02/16/20244.80005/17/2023 4,843,650.10 AA313384TD1 230

5.130Federal Home Loan Discount56141 10,000,000.00 9,747,222.22 11/15/20235.00005/17/2023 9,813,095.70 AA313384PG8 137

5.068Federal Home Loan Discount56142 5,000,000.00 4,842,354.17 01/08/20244.83005/18/2023 4,867,471.30 AA313384RN1 191

5.193Federal Home Loan Discount56143 5,000,000.00 4,862,500.00 12/04/20234.95005/18/2023 4,893,038.70 AA313384QB8 156

5.252Federal Home Loan Discount56144 5,000,000.00 4,858,886.81 12/08/20235.00505/19/2023 4,890,291.20 AA313384QF9 160

5.167Federal Home Loan Discount56145 10,000,000.00 9,832,077.78 09/15/20235.08005/19/2023 9,899,047.90 AA313384LT4 76

5.244Federal Home Loan Discount56148 5,000,000.00 4,900,769.44 10/10/20235.14005/24/2023 4,932,134.80 AA313384MU0 101

5.261Federal Home Loan Discount56150 5,000,000.00 4,841,350.00 01/08/20245.01005/25/2023 4,867,471.30 AA313384RN1 191

5.306Federal Home Loan Discount56151 5,000,000.00 4,871,468.06 11/20/20235.17005/25/2023 4,903,120.40 AA313384PM5 142

5.292Federal Home Loan Discount56152 5,000,000.00 4,913,333.33 09/22/20235.20005/25/2023 4,944,775.65 AA313384MA4 83

5.254Federal Home Loan Discount56153 5,000,000.00 4,882,437.50 11/06/202305/25/2023 4,912,723.30 AA313384NX3 128

5.347Federal Home Loan Discount56154 5,000,000.00 4,822,025.00 02/02/20245.08505/26/2023 4,850,206.15 AA313384SP5 216

5.376Federal Home Loan Discount56155 5,000,000.00 4,835,893.75 01/12/20245.11505/26/2023 4,864,704.75 AA313384RS0 195

5.404Federal Home Loan Discount56156 5,000,000.00 4,849,937.50 12/22/20235.14505/26/2023 4,880,687.05 AA313384QV4 174 Portfolio CP23
AP
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5.434Federal Home Loan Discount56157 5,000,000.00 4,862,000.00 12/08/20235.17505/30/2023 4,890,291.20 AA313384QF9 160

5.380Federal Home Loan Discount56158 5,000,000.00 4,838,577.78 01/12/20245.12005/30/2023 4,864,704.75 AA313384RS0 195

5.383Federal Home Loan Discount56162 5,000,000.00 4,867,544.44 12/01/20235.24006/02/2023 4,895,100.35 AA313384PY9 153

5.377Federal Home Loan Discount56163 4,000,000.00 3,898,111.11 11/24/20235.24006/02/2023 3,920,304.12 AA313384PR4 146

5.325Federal Home Loan Discount56164 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,836,854.60 AA313384TT6 244

5.325Federal Home Loan Discount56165 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,836,854.60 AA313384TT6 244

5.378Federal Home Loan Discount56166 5,000,000.00 4,847,227.78 01/05/20245.14006/05/2023 4,869,547.25 AA313384RK7 188

5.358Federal Home Loan Discount56167 5,000,000.00 4,871,675.00 12/01/20235.22006/07/2023 4,895,100.35 AA313384PY9 153

5.318Federal Home Loan Discount56168 5,000,000.00 4,811,469.44 03/01/20245.06506/07/2023 4,836,854.60 AA313384TT6 244

5.377Federal Home Loan Discount56171 5,000,000.00 4,849,369.44 01/05/20245.14006/08/2023 4,869,547.25 AA313384RK7 188

5.325Federal Home Loan Discount56172 5,000,000.00 4,828,550.00 02/06/20245.08006/08/2023 4,847,449.40 AA313384ST7 220

5.204Federal Home Loan Discount56177 5,000,000.00 4,918,933.33 10/06/20235.12006/14/2023 4,934,858.90 AA313384MQ9 97

5.234Federal Home Loan Discount56178 5,000,000.00 4,839,583.33 02/01/20245.00006/15/2023 4,850,895.60 AA313384SN0 215

5.276Federal Home Loan Discount56179 5,000,000.00 4,859,722.22 01/02/20245.05006/16/2023 4,871,624.05 AA313384RG6 185

5.357Federal Home Loan Discount56180 10,000,000.00 9,715,277.78 01/12/20245.12506/26/2023 9,729,409.50 AA313384RS0 195

5.369Federal Home Loan Discount56181 5,000,000.00 4,845,387.50 01/29/20245.13006/26/2023 4,852,964.45 AA313384SK6 212

5.355Federal Home Loan Discount56182 5,000,000.00 4,860,486.11 01/08/20245.12506/26/2023 4,867,471.30 AA313384RN1 191

5.184Federal Home Loan Discount56183 10,000,000.00 9,876,266.67 09/22/20235.12006/27/2023 9,889,551.30 AA313384MA4 83

5.395Federal Home Loan Discount56185 5,000,000.00 4,846,065.97 01/29/20245.15506/28/2023 4,852,964.45 AA313384SK6 212

5.361Federal Home Loan Discount56186 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,877,261.55 AA313384RA9 179

5.361Federal Home Loan Discount56187 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,877,261.55 AA313384RA9 179

5.397Federal Home Loan Discount56188 5,000,000.00 4,851,650.00 01/22/20245.16006/29/2023 4,857,795.25 AA313384SC4 205

5.384Federal Home Loan Discount56189 5,000,000.00 4,817,600.00 03/11/20245.13006/29/2023 4,830,173.60 AA313384UD9 254 917,447,632.49930,662,666.18944,000,000.00926,342,740.34Subtotal and Average 4.947 104 Money Market

4.961Fidelity Inst Government52411 190,000,000.00 190,000,000.00 5.030190,000,000.00 AAASYS52411 1

4.961Morgan Stanley Inst Government52471 190,000,000.00 190,000,000.00 5.030190,000,000.00 AAASYS52471 1 380,000,000.00380,000,000.00380,000,000.00380,500,000.00Subtotal and Average 4.961 1 Local Agency Investment Funds

3.124Local Agency Investment Fund43 50,000,000.00 50,000,000.00 3.16749,241,424.95SYS43 1 50,000,000.0049,241,424.9550,000,000.0050,000,000.00Subtotal and Average 3.124 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,998,466.90 06/18/20240.50006/18/2021 3,810,955.68 A89236TJH9 353 3,998,466.903,810,955.684,000,000.003,998,403.92Subtotal and Average 0.533 353 Portfolio CP23
AP
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5.734Royal Bank CN56194 10,000,000.00 10,000,000.00 03/25/20245.80006/29/2023 9,998,640.00 A-178015JXN2 268 10,000,000.009,998,640.0010,000,000.003,000,000.00Subtotal and Average 5.734 268 Federal Agency Issues-Coupon/Bullet

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,503.47 04/21/20250.60004/21/2021 4,614,091.20 AA3133EMWT5 660

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,858.17 09/23/20240.43009/23/2021 2,830,688.31 AA3133EM5X6 450

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,981,372.27 09/10/20260.80009/28/2021 2,666,565.57 AA3133EM4X7 1,167

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,999,170.51 10/12/20230.29010/13/2021 4,928,855.60 AA3133ENAL4 103

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,999,078.69 10/12/20230.29010/18/2021 2,957,313.36 AA3133ENAL4 103

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,998,568.78 11/09/20230.40011/18/2021 2,947,529.28 AA3133ENDR8 131

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,999,091.23 12/01/20230.50012/03/2021 2,938,686.69 AA3133ENGF1 153

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,995,249.30 12/01/20230.50012/09/2021 4,897,811.15 AA3133ENGF1 153

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,489.19 12/09/20240.92012/09/2021 2,809,960.77 AA3133ENGQ7 527

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,697.83 12/09/20240.92012/09/2021 2,809,960.77 AA3133ENGQ7 527

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,999,466.46 01/18/20240.90001/18/2022 2,925,714.39 AA3133ENLF5 201

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,995,561.54 01/18/20240.90001/28/2022 2,925,714.39 AA3133ENLF5 201

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,997,602.00 02/09/20241.18002/09/2022 2,922,916.32 AA3133ENNJ5 223

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,997,602.00 02/09/20241.18002/09/2022 2,922,916.32 AA3133ENNJ5 223

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,744,596.42 06/17/20241.80003/17/2022 5,562,137.61 AA3133ENSB7 352

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,977,320.09 10/12/20230.29003/22/2022 4,928,855.60 AA3133ENAL4 103

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,996,293.24 04/18/20242.44004/20/2022 2,929,005.63 AA3133ENUN8 292

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,992,943.41 04/18/20242.44004/25/2022 2,929,005.63 AA3133ENUN8 292

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,997,637.50 05/16/20242.62505/16/2022 3,902,945.72 AA3133ENWP1 320

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,993,096.32 06/17/20243.25006/17/2022 2,938,970.85 AA3133ENYX2 352

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,999,122.79 08/08/20233.12508/08/2022 4,987,445.20 AA3133ENF39 38

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,630.23 10/17/20234.12509/20/2022 4,979,202.90 AA3133ENN63 108

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,654.32 10/17/20234.12509/20/2022 2,987,521.74 AA3133ENN63 108

5.206FEDERAL FARM CREDIT BANK56160 5,000,000.00 4,888,197.83 05/16/20242.62505/31/2023 4,878,682.15 AA3133ENWP1 320

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,999,487.97 08/28/20230.12509/10/2021 2,975,248.65 AA3130ANYM6 58

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,646.58 12/08/20230.50011/01/2021 2,936,077.59 AA3130APR72 160

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,589.40 11/09/20230.50011/12/2021 4,912,187.35 AA3130APU29 131

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,997,608.90 12/22/20230.62501/04/2022 2,933,029.44 AA3130AQF57 174

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,742.32 12/20/20241.00001/05/2022 2,819,863.50 AA3130AQF40 538

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,992,769.14 12/22/20230.62501/12/2022 4,888,382.40 AA3130AQF57 174

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,994,384.39 12/22/20230.62501/19/2022 2,933,029.44 AA3130AQF57 174

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,998,050.65 02/28/20242.12503/25/2022 4,891,607.10 AA3130ARHG9 242

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,998,440.52 02/28/20242.12503/25/2022 3,913,285.68 AA3130ARHG9 242

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,994,406.93 02/28/20242.12503/29/2022 4,891,607.10 AA3130ARHG9 242 Portfolio CP23
AP
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2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,996,633.17 06/28/20242.75006/10/2022 2,921,959.53 AA3130ASDS5 363

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,995,510.89 06/28/20242.75006/10/2022 3,895,946.04 AA3130ASDS5 363

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,985,159.00 06/28/20242.75006/13/2022 2,921,959.53 AA3130ASDS5 363

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,992,889.14 06/28/20242.75006/13/2022 2,921,959.53 AA3130ASDS5 363

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,986,170.20 06/14/20243.12508/18/2022 4,906,143.65 AA3130ASHK8 349

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,997,883.35 09/01/20233.37509/06/2022 4,982,867.95 AA3130AT5B9 62

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,999,112.00 09/13/20233.62509/13/2022 4,979,429.40 AA3130ATCR6 74

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,748,489.35 09/15/20233.87509/15/2022 4,732,201.94 AA3130ATDJ3 76

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,992,545.19 12/08/20233.87509/21/2022 4,967,185.80 AA3130ATDK0 160

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,983,178.00 AA3130ATGM3 87

4.442FEDERAL HOME LOAN BANK55863 5,000,000.00 4,958,770.00 03/08/20243.25009/28/2022 4,926,314.90 AA3130A0XE5 251

4.740FEDERAL HOME LOAN BANK55930 10,000,000.00 10,000,000.00 07/03/20234.80012/07/2022 10,000,000.00 AA3130AU4Z4 2

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,999,328.33 12/07/20234.87512/07/2022 4,988,159.55 AA3130AU5E0 159

4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,998,765.00 03/08/20244.75012/08/2022 4,975,568.70 AA3130ATUQ8 251

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,998,753.92 03/08/20244.75012/12/2022 4,975,568.70 AA3130ATUQ8 251

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,995,504.04 03/08/20244.75012/13/2022 4,975,568.70 AA3130ATUQ8 251

4.753FEDERAL HOME LOAN BANK55954 5,000,000.00 5,000,000.00 09/20/20234.81012/19/2022 4,989,694.85 AA3130AUC36 81

4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,994,929.20 03/08/20244.75012/28/2022 4,975,568.70 AA3130ATUQ8 251

4.609FEDERAL HOME LOAN BANK56070 4,415,000.00 4,343,344.41 02/28/20242.12503/29/2023 4,319,289.07 AA3130ARHG9 242

4.609FEDERAL HOME LOAN BANK56071 585,000.00 575,505.43 02/28/20242.12503/29/2023 572,318.03 AA3130ARHG9 242

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,579.25 12/04/20230.25012/04/2020 2,935,136.37 AA3137EAFA2 156

4.720FEDERAL HOME LOAN MTG CORP55948 4,892,000.00 4,860,233.01 08/24/20230.25012/16/2022 4,857,699.74 AA3137EAEV7 54

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,978,790.33 06/17/20250.50010/20/2021 2,753,701.98 AA3135G04Z3 717

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,950,879.16 11/07/20250.50012/08/2021 2,718,304.29 AA3135G06G3 860 234,870,704.76230,392,540.35235,392,000.00248,960,400.76Subtotal and Average 2.701 241 Commercial Paper - Discount

5.103MUFG BANK LTD/NY56060 5,000,000.00 4,928,741.67 07/03/202303/23/2023 4,997,890.00 AA62479MU35 2 4,928,741.674,997,890.005,000,000.004,928,741.67Subtotal and Average 5.103 2 2,185,125,702.83 2,194,615,333.33 4.020 2162,149,323,797.24 2,167,261,578.66Total and Average Portfolio CP23
AP
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Par Value Book Value
Stated
RateMarket Value
June 30, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
CITY POOL FY22-23
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,185,125,702.83 2,194,615,333.33 4.020 216
0 57,631.94
57,631.94
57,631.94
57,631.94
Subtotal
Accrued Interest at PurchaseAverage Balance
2,149,381,429.18 2,167,319,210.60Total Cash and Investments Portfolio CP23
AP
Run Date: 08/09/2023 - 11:00 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of July 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
430,000,000.00430,000,000.00 429,241,424.953 19.59%MaturitiesAging Interval: 0 days 07/01/2023 07/01/2023-( ) Payments0 185,949,618.60190,000,000.00 189,657,443.4632 8.66%MaturitiesAging Interval: 1 - 30 days 07/02/2023 07/31/2023-( ) Payments0 335,738,145.02342,642,000.00 340,243,165.2861 15.61%MaturitiesAging Interval: 31 - 90 days 08/01/2023 09/29/2023-( ) Payments0 465,439,524.93475,000,000.00 467,577,409.4994 21.64%MaturitiesAging Interval: 91 - 180 days 09/30/2023 12/28/2023-( ) Payments0 397,430,639.04404,065,000.00 395,546,560.6088 18.41%MaturitiesAging Interval: 181 - 360 days 12/29/2023 06/25/2024-( ) Payments0 298,680,349.26298,858,333.33 278,603,899.3293 13.62%MaturitiesAging Interval: 361 - 1080 days 06/26/2024 06/15/2026-( ) Payments0 54,023,301.8154,050,000.00 48,453,894.1417 2.46%MaturitiesAging Interval: 1081 days and after 06/16/2026 -( ) Payments0 Total for 2,149,323,797.242,167,261,578.66100.00388 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 07/17/2023 - 15:41 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
CITY POOL FY22-23
Portfolio Management
May 31, 2023
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 550,655,962.09 1,05725.56 2.279552525,358,759.11550,823,333.33 2.310 Federal Agency Issues - Discount 912,910,184.90 21542.38 4.836110924,535,791.65938,804,000.00 4.903 Money Market 365,000,000.00 116.94 4.9401365,000,000.00365,000,000.00 5.008 Local Agency Investment Funds 50,000,000.00 12.32 2.952149,325,516.4550,000,000.00 2.993 Corporate Bonds 3,998,336.61 1,0960.19 0.5333833,806,137.924,000,000.00 0.540 Negotiable CD's 5,000,000.00 3580.23 3.710144,996,850.005,000,000.00 3.761 Federal Agency Issues-Coupon/Bullet 261,776,803.61 63012.15 2.604244257,244,847.22262,392,000.00 2.640 Commercial Paper - Discount 4,928,741.67 1020.23 5.103324,976,605.005,000,000.00 5.174 2,154,270,028.88 100.00%
Investments
2,135,244,507.352,181,019,333.33 441 218 3.875 3.929
Cash and Accrued Interest
2,154,286,690.00Total Cash and Investments
16,661.12Subtotal
16,661.12
2,135,261,168.472,181,019,333.33
16,661.12
16,661.12
441 218 3.875 3.929
Accrued Interest at Purchase
Current Year
May 31
7,032,260.47
Fiscal Year To Date
46,413,853.24
Average Daily Balance
Effective Rate of Return
2,157,807,808.07 1,893,365,745.14

2.67%3.84%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio CP23
AP
Reporting period 05/01/2023-05/31/2023
Run Date: 08/09/2023 - 12:10 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
May 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY22-23
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,773,387.35 AA3133ELK37 746

0.205FEDERAL FARM CREDIT BANK55112 5,000,000.00 4,999,984.41 06/15/20230.20012/17/2020 4,989,003.20 AA3133EMKG6 14

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,999,211.11 03/15/20240.37003/15/2021 2,883,035.70 AA3133EMTD4 288

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,778,239.43 AA3133EMTQ5 655

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,778,239.43 AA3133EMTQ5 655

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,999.73 AA3133EMUK6 1,028

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,999.73 AA3133EMUK6 1,028

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,999.73 AA3133EMUK6 1,028

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,999.73 AA3133EMUK6 1,028

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,771,426.55 AA3133EMWH1 690

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,929,985.46 AA3133EMYW6 165

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,766,903.93 AA3133EMZW5 718

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,717.79 09/08/20260.87009/15/2021 4,446,739.70 AA3133EM4S8 1,195

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,670,059.28 AA3133EM6E7 1,215

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,697,522.03 AA3133ENEM8 1,271

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,706,376.53 AA3133ENFN5 1,278

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,914,359.33 AA3133ENQX1 281

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,930,465.58 AA3133ENWL0 350

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,984,179.30 AA3133EN3R9 189

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,984,179.30 AA3133EN3R9 189

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,987,103.20 AA3133ENY87 161

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,987,103.20 AA3133ENY87 161

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,996,120.69 11/18/20244.50011/18/2022 4,979,156.10 AA3133ENZ94 536

4.813FEDERAL FARM CREDIT BANK56009 5,000,000.00 5,000,000.00 01/24/20244.88001/24/2023 4,977,607.75 AA3133EN6X3 237

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,228,857.88 AA3130AJPT0 746

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,691,509.64 AA3130AKMD5 970

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,716,341.12 AA3130AKU61 971

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,691,124.26 AA3130AKN69 972

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,692,586.97 AA3130AKU53 972

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,697,008.55 AA3130AKPQ3 972

0.434FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.50001/29/2021 2,711,154.48 AA3130AKTT3 973

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,692,363.83 AA3130AKVY9 973

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,693,765.85 AA3130AKXQ4 987

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,837.33 02/17/20260.62502/17/2021 2,694,483.06 AA3130AL3S1 992

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,684,866.74 AA3130AKVV5 993

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,691,222.60 AA3130AL7G3 998 Portfolio CP23
AP
Run Date: 08/09/2023 - 12:10 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,702,307.99 AA3130ALCV4 999

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,702,307.99 AA3130ALCV4 999

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,694,767.67 AA3130AL5X8 999

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,694,767.67 AA3130AL5X8 999

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,692,879.92 AA3130AL6J8 999

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,692,879.92 AA3130ALBM5 999

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,714,962.74 AA3130AKXX9 1,000

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,694,314.67 AA3130AKZ25 1,001

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,750,800.14 AA3130ALHY3 1,012

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,702,338.32 AA3130ALRN6 1,026

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,640,787.02 AA3130ALGJ7 1,026

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,878,212.36 AA3130ALTS3 301

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,818,413.69 AA3130ALNZ3 487

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,702,499.72 AA3130ALXV1 1,056

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,272.92 04/28/20261.25004/28/2021 2,286,439.50 AA3130ALYM0 1,062

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,747,829.54 AA3130ALZQ0 1,062

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,697,350.34 AA3130AM2J0 1,062

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,812,715.70 AA3130ALZS6 515

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,803,137.78 AA3130AM2V3 698

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,762,355.15 AA3130AM4L3 1,063

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,867,940.39 AA3130ALZC1 333

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,799,975.33 AA3130AMK92 544

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,740,756.47 AA3130AMG63 1,090

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,734,770.00 AA3130AMNM0 1,091

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,735,194.11 AA3130AMYQ9 1,125

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,322.62 12/30/20240.60006/30/2021 2,795,289.54 AA3130AMXH0 578

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,790,796.02 AA3130AMTQ5 578

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,690,951.52 AA3130ANAJ9 1,152

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,964,621.34 AA3130ANEJ5 607

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,858,330.70 AA3130ANM49 358

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,689,106.49 AA3130ANND8 1,182

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,047.05 08/26/20260.65008/26/2021 3,293,438.07 AA3130ANJE1 1,182

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,769,183.84 AA3130AP4F9 665

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,785,728.27 AA3130AP3M5 666

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,686,476.57 AA3130APCH6 1,216

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,686,476.57 AA3130APCH6 1,216 Portfolio CP23
AP
Run Date: 08/09/2023 - 12:10 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,763,881.07 AA3130APDL6 760

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,790,803.82 AA3130AP2Y0 578

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,670,632.37 AA3130ANYR5 1,217

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,675,132.85 AA3130ANYN4 1,217

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,679,628.02 AA3130AP6V2 1,217

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,819,762.34 AA3130APDV4 494

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,997,955.00 10/28/20261.62510/28/2021 2,743,560.99 AA3130APHJ7 1,245

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,692,223.16 AA3130APDQ5 1,245

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,051,186.25 AA3130APDQ5 1,245

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,775,689.85 AA3130APJM8 697

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,819,332.92 AA3130APKX2 515

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,848,446.33 AA3130APRU1 442

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,931,934.20 AA3130APLJ2 169

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,933,610.36 AA3130APWH4 174

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,932,594.71 AA3130APXH3 179

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,819,247.93 AA3130AQ3B7 543

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,845,108.74 AA3130AQ3C5 454

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,863,868.79 AA3130AQAH6 393

0.494FEDERAL HOME LOAN BANK55564 5,000,000.00 5,000,000.00 06/30/20230.50012/30/2021 4,980,419.35 AA3130AQ7C1 29

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20241.90002/22/2022 1,955,897.26 AA3130AQTZ6 266

1.381FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20241.90002/22/2022 2,933,845.89 AA3130AQTZ6 266

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,844,571.26 AA3130AQY49 637

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,892,286.44 AA3130AQWQ2 362

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,935,179.22 AA3130AQT52 272

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,910,921.54 AA3130AQT52 272

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,953,296.10 AA3130ARNY3 148

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,971,977.66 AA3130ARNY3 148

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,889,078.51 AA3130ARP96 697

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,419,750.29 AA3130ARPX3 330

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,908,897.07 AA3130ARWD9 260

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,912,508.90 AA3130ARYU9 267

2.411FEDERAL HOME LOAN BANK55752 5,000,000.00 5,000,000.00 06/16/20232.80005/26/2022 4,994,438.55 AA3130AS6R5 15

2.220FEDERAL HOME LOAN BANK55756 5,000,000.00 5,000,000.00 06/30/20232.25006/02/2022 4,986,817.35 AA3130ASBS7 29

2.269FEDERAL HOME LOAN BANK55762 5,000,000.00 5,000,000.00 07/03/20232.30006/06/2022 4,985,316.20 AA3130ASC64 32

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,926,077.15 AA3130AS5F2 190

2.466FEDERAL HOME LOAN BANK55790 5,000,000.00 5,000,000.00 06/23/20233.00006/23/2022 4,992,881.80 AA3130ASCC1 22 Portfolio CP23
AP
Run Date: 08/09/2023 - 12:10 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,964,185.49 AA3130ASKB4 211

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,999,573.47 08/24/20233.12508/24/2022 4,972,886.65 AA3130ASU72 84

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,977,113.05 AA3130ATMQ7 134

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,977,113.05 AA3130ATMQ7 134

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,998,546.04 11/02/20234.75011/02/2022 4,987,121.15 AA3130ATTY3 154

4.626FEDERAL HOME LOAN BANK55905 2,000,000.00 1,999,426.00 11/15/20234.62511/15/2022 1,993,426.20 AA3130ATWD5 167

4.828FEDERAL HOME LOAN BANK56005 5,000,000.00 5,000,000.00 09/01/20234.88101/30/2023 4,992,502.30 AA3130AUQT4 92

4.932FEDERAL HOME LOAN BANK56007 3,500,000.00 3,500,000.00 01/26/20245.00001/30/2023 3,485,863.99 AA3130AUJ62 239

4.932FEDERAL HOME LOAN BANK56008 3,325,000.00 3,325,000.00 01/26/20245.00001/30/2023 3,311,570.79 AA3130AUJ62 239

4.935FEDERAL HOME LOAN BANK56023 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,987,283.75 AA3130AUNX8 265

4.935FEDERAL HOME LOAN BANK56024 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,987,283.75 AA3130AUNX8 265

5.038FEDERAL HOME LOAN BANK56042 5,000,000.00 5,000,000.00 08/25/20235.11003/01/2023 4,997,887.00 AA3130AV7B2 85

5.178FEDERAL HOME LOAN BANK56043 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,980,632.85 AA3130AV3S9 274

5.178FEDERAL HOME LOAN BANK56044 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,980,632.85 AA3130AV3S9 274

5.438FEDERAL HOME LOAN BANK56051 5,000,000.00 5,000,000.00 04/01/20245.51003/08/2023 4,984,327.55 AA3130AVBR2 305

3.118FEDERAL HOME LOAN BANK56068 5,000,000.00 4,967,806.97 12/08/20233.50003/29/2023 4,949,757.80 AA3130AT7D3 190

3.118FEDERAL HOME LOAN BANK56069 5,000,000.00 4,968,232.53 12/08/20233.50003/29/2023 4,949,757.80 AA3130AT7D3 190

4.951FEDERAL HOME LOAN BANK56074 5,000,000.00 4,999,337.90 02/08/20245.00002/08/2023 4,983,124.75 AA3130AUU28 252

4.948FEDERAL HOME LOAN BANK56075 5,000,000.00 4,999,854.63 11/08/20235.00002/08/2023 4,992,248.30 AA3130AUUB8 160

4.937FEDERAL HOME LOAN BANK56076 5,000,000.00 4,999,828.47 02/08/20245.00002/08/2023 4,983,124.75 AA3130AUU28 252

4.942FEDERAL HOME LOAN BANK56085 5,000,000.00 5,000,000.00 10/16/20235.00002/09/2023 4,991,841.05 AA3130AUV84 137

5.065FEDERAL HOME LOAN BANK56146 4,000,000.00 4,000,000.00 02/22/20245.12505/22/2023 4,001,442.563130AW5S5 266

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,766,089.46 AA3134GVVX3 727

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,727,719.70 AA3134GWZG4 872

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,724,199.17 AA3134GXEJ9 907

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,724,513.81 AA3134GXFA7 909

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,961,356.35 11/06/20230.25003/23/2022 4,894,815.60 AA3137EAEZ8 158

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,956,056.14 11/06/20230.25004/06/2022 4,894,815.60 AA3137EAEZ8 158

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,902,172.55 AA3134GXYF5 301

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,889,688.90 AA3134GXR63 819

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,889,641.50 AA3134GXS88 638

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,998,484.67 02/05/20242.50002/08/2019 2,942,842.83 AA3135G0V34 249

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,753,758.95 AA3136G4ZR7 781

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,745,519.21 AA3136G4G23 789

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,739,805.50 AA3136G4L84 809

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,738,313.96 AA3136G4H63 810 Portfolio CP23
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0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,656.67 08/27/20250.62508/27/2020 2,741,092.71 AA3136G42F9 818

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,743,121.73 AA3136G4W41 816

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 4,984,091.15 AA3135GADM0 202

5.056Fannie Mae Discount56028 5,000,000.00 5,000,000.00 02/09/20245.12502/13/2023 4,980,866.65 AA3135GAEU1 253

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,993,269.353134GYS86 376

5.429FEDERAL HOME LOAN MTG56149 5,000,000.00 5,000,000.00 06/18/20245.50005/24/2023 4,998,450.853134GYSV5 383

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,958,285.85 AA3134GY4B5 452

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,484,770.95 AA3134GY3X8 456

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,954,243.70 AA3134GYEB4 512

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,955,277.45 AAA3134GYJ29 624 550,655,962.09525,358,759.11550,823,333.33552,545,960.96Subtotal and Average 2.279 552 Federal Agency Issues - Discount

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,927,580.80 AA313312LR9 104

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,927,580.80 AA313312LR9 104

4.045Federal Farm Credit Discount55853 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,988,397.90 AA313312HC7 19

4.045Federal Farm Credit Discount55854 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,988,397.90 AA313312HC7 19

4.823Federal Farm Credit Discount55898 5,000,000.00 4,810,708.33 08/24/20234.62011/02/2022 4,941,809.40 AA313312KV1 84

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,886,019.05 AA313312PE4 165

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,918,602.50 AA313312ME7 117

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,884,653.55 AA313312PG9 167

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,884,653.55 AA313312PG9 167

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,884,653.55 AA313312PG9 167

4.787Federal Farm Credit Discount55947 5,000,000.00 4,845,388.89 08/15/20234.60012/16/2022 4,948,011.60 AA313312KL3 75

4.816Federal Farm Credit Discount55953 5,000,000.00 4,832,525.00 09/06/20234.62012/19/2022 4,932,422.10 AA313312LJ7 97

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,894,905.15 AA313312NQ9 151

4.861Federal Farm Credit Discount55977 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,941,120.75 AA313312KW9 85

4.861Federal Farm Credit Discount55978 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,941,120.75 AA313312KW9 85

4.904Federal Farm Credit Discount55987 5,000,000.00 4,801,326.39 11/13/20234.69001/12/2023 4,886,019.05 AA313312PE4 165

4.832Federal Farm Credit Discount55989 5,000,000.00 4,838,541.67 09/20/20234.65001/13/2023 4,922,744.30 AA313312LY4 111

5.082Federal Farm Credit Discount56032 5,000,000.00 4,787,138.89 12/28/20234.85002/15/2023 4,787,138.89 AA313312RB8 210

4.930Federal Farm Credit Discount56033 5,000,000.00 4,888,202.78 08/02/202302/16/2023 4,956,984.00 AA313312JX9 62

4.855Federal Farm Credit Discount56034 5,000,000.00 4,912,550.00 06/28/202302/16/2023 4,983,520.90 AA313312HL7 27

4.957Federal Farm Credit Discount56035 5,000,000.00 4,882,361.11 08/11/20234.84002/17/2023 4,950,770.60 AA313312KG4 71

5.134Federal Farm Credit Discount56039 5,000,000.00 4,848,062.50 10/06/20234.95002/27/2023 4,911,460.15 AA313312MQ0 127

5.001Federal Farm Credit Discount56041 5,000,000.00 4,898,597.22 07/27/20234.90002/28/2023 4,961,314.15 AA313312JR2 56 Portfolio CP23
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4.902Federal Farm Credit Discount56061 5,000,000.00 4,869,350.00 10/10/20234.68003/23/2023 4,908,697.10 AA313312MU1 131

5.446Federal Farm Credit Discount56159 5,000,000.00 4,858,172.22 12/13/20235.21005/31/2023 4,866,328.20 AA313312QL7 195

4.389FEDERAL FARM CREDIT BANK55869 5,000,000.00 4,845,852.78 07/03/202310/13/2022 4,977,857.00 AA313312HR4 32

4.333FEDERAL HOME LOAN BANK55867 5,000,000.00 4,842,077.08 07/11/20234.16510/11/2022 4,972,336.60 AA313384HZ5 40

4.920FEDERAL HOME LOAN BANK56115 10,000,000.00 9,748,266.67 10/27/20234.72004/18/2023 9,793,943.00 AA313384NM7 148

4.866FEDERAL HOME LOAN BANK56116 10,000,000.00 9,783,155.56 09/29/20234.76004/18/2023 9,833,065.80 AA313384MH9 120

4.945FEDERAL HOME LOAN BANK56119 5,000,000.00 4,866,358.33 11/08/20234.74004/19/2023 4,889,434.55 AA313384NZ8 160

5.257FEDERAL HOME LOAN BANK56147 5,000,000.00 4,862,225.00 12/07/20235.01005/23/2023 4,870,387.40 AA313384QE2 189

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,956,984.00 AA313384JX8 62

3.329Federal Home Loan Discount55828 5,000,000.00 4,847,762.50 07/27/20233.20508/19/2022 4,961,314.15 AA313384JR1 56

3.216Federal Home Loan Discount55830 5,000,000.00 4,869,972.22 06/15/20233.10008/17/2022 4,991,448.50 AA313384GX1 14

3.372Federal Home Loan Discount55839 5,000,000.00 4,869,200.00 06/14/20233.27008/30/2022 4,992,058.80 AA313384GW3 13

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,943,875.95 AA313384KS7 81

3.446Federal Home Loan Discount55841 5,000,000.00 4,864,025.00 06/21/20233.33008/31/2022 4,987,788.00 AA313384HD4 20

3.507Federal Home Loan Discount55842 5,000,000.00 4,865,341.67 06/14/20233.39009/01/2022 4,992,058.80 AA313384GW3 13

3.591Federal Home Loan Discount55844 5,000,000.00 4,855,144.00 07/06/20233.46509/08/2022 4,975,786.15 AA313384HU6 35

3.973Federal Home Loan Discount55855 5,000,000.00 4,840,625.00 07/13/20233.82509/16/2022 4,970,957.45 AA313384JB6 42

4.058Federal Home Loan Discount55856 5,000,000.00 4,845,772.22 06/30/20233.91009/19/2022 4,982,302.35 AA313384HN2 29

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,936,990.85 AA313384LC1 91

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,912,799.85 AA313384ML0 123

4.691Federal Home Loan Discount55881 5,000,000.00 4,830,625.00 07/18/20234.50010/20/2022 4,967,511.25 AA313384JG5 47

4.705Federal Home Loan Discount55883 5,000,000.00 4,824,611.11 07/28/20234.51010/21/2022 4,960,626.05 AA313384JS9 57

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,935,883.05 AA313384LD9 92

4.601Federal Home Loan Discount55893 5,000,000.00 4,865,263.89 06/07/20234.45011/01/2022 4,996,333.25 AA313384GP8 6

4.782Federal Home Loan Discount55899 5,000,000.00 4,835,805.56 07/19/20234.60011/04/2022 4,966,822.30 AA313384JH3 48

4.760Federal Home Loan Discount55913 5,000,000.00 4,865,687.50 06/26/20234.60511/28/2022 4,984,739.70 AA313384HJ1 25

4.810Federal Home Loan Discount55914 5,000,000.00 4,845,500.00 07/26/20234.63511/28/2022 4,962,002.35 AA313384JQ3 55

4.831Federal Home Loan Discount55921 5,000,000.00 4,866,168.75 06/26/20234.65512/01/2022 4,984,739.70 AA313384HJ1 25

4.889Federal Home Loan Discount55922 5,000,000.00 4,826,264.58 08/25/20234.68512/01/2022 4,941,120.75 AA313384KW8 85

4.873Federal Home Loan Discount55926 5,000,000.00 4,825,523.61 09/01/20234.67012/06/2022 4,935,883.05 AA313384LD9 92

4.911Federal Home Loan Discount55927 5,000,000.00 4,815,263.89 09/15/20234.70012/06/2022 4,926,198.45 AA313384LT4 106

4.807Federal Home Loan Discount55933 5,000,000.00 4,864,315.28 07/07/20234.63012/08/2022 4,975,096.05 AA313384HV4 36

4.744Federal Home Loan Discount55938 5,000,000.00 4,879,775.00 06/20/20234.58012/13/2022 4,988,397.90 AA313384HC6 19

4.742Federal Home Loan Discount55940 5,000,000.00 4,882,319.44 06/16/20234.58012/13/2022 4,990,642.55 AA313384GY9 15

4.759Federal Home Loan Discount55945 10,000,000.00 9,728,720.83 07/17/20234.58512/16/2022 9,936,400.60 AA313384JF7 46

4.736Federal Home Loan Discount55949 5,000,000.00 4,875,594.44 06/30/20234.57012/16/2022 4,982,302.35 AA313384HN2 29 Portfolio CP23
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4.763Federal Home Loan Discount55951 5,000,000.00 4,882,444.44 06/21/20234.60012/19/2022 4,987,788.00 AA313384HD4 20

4.742Federal Home Loan Discount55955 5,000,000.00 4,882,319.44 06/22/20234.58012/19/2022 4,987,178.20 AA313384HE2 21

4.741Federal Home Loan Discount55957 5,000,000.00 4,883,591.67 06/20/20234.58012/19/2022 4,988,397.90 AA313384HC6 19

4.761Federal Home Loan Discount55958 10,000,000.00 9,724,900.00 07/20/20234.58512/16/2022 9,932,266.90 AA313384JJ9 49

4.718Federal Home Loan Discount55971 5,000,000.00 4,886,030.56 06/23/20234.61012/27/2022 4,986,568.45 AA313384HF9 22

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,912,842.25 AA313384MN6 125

4.804Federal Home Loan Discount55975 5,000,000.00 4,881,447.22 06/28/20234.69012/28/2022 4,983,520.90 AA313384HL6 27

4.819Federal Home Loan Discount55976 5,000,000.00 4,861,444.44 07/31/20234.64012/28/2022 4,958,562.35 AA313384JV2 60

4.851Federal Home Loan Discount55984 5,000,000.00 4,880,309.72 07/12/20234.73501/11/2023 4,971,647.00 AA313384JA8 41

4.809Federal Home Loan Discount55988 6,000,000.00 5,857,585.00 07/14/20234.69501/13/2023 5,964,321.66 AA313384JC4 43

4.814Federal Home Loan Discount55994 9,000,000.00 8,786,150.00 07/19/20234.70001/18/2023 8,940,280.14 AA313384JH3 48

4.833Federal Home Loan Discount55995 5,000,000.00 4,865,593.75 08/14/20234.67501/19/2023 4,948,701.20 AA313384KK4 74

4.842Federal Home Loan Discount55996 5,000,000.00 4,871,676.39 08/04/20234.69001/19/2023 4,955,602.60 AA313384JZ3 64

4.764Federal Home Loan Discount55998 5,000,000.00 4,901,411.11 06/20/20234.67001/19/2023 4,988,397.90 AA313384HC6 19

4.851Federal Home Loan Discount56000 5,000,000.00 4,772,850.00 01/12/20244.62001/23/2023 4,847,523.95 AA313384RS0 225

4.810Federal Home Loan Discount56001 5,000,000.00 4,885,763.89 07/20/20234.70001/26/2023 4,966,133.45 AA313384JJ9 49

4.854Federal Home Loan Discount56002 5,000,000.00 4,869,444.44 08/14/20234.70001/26/2023 4,948,701.20 AA313384KK4 74

4.842Federal Home Loan Discount56003 5,000,000.00 4,880,541.67 07/28/20234.70001/26/2023 4,960,626.05 AA313384JS9 57

4.796Federal Home Loan Discount56010 5,000,000.00 4,900,125.00 07/03/20234.70001/31/2023 4,977,857.00 AA313384HR3 32

4.872Federal Home Loan Discount56013 5,000,000.00 4,862,625.00 08/31/20234.71002/02/2023 4,936,990.85 AA313384LC1 91

4.870Federal Home Loan Discount56014 5,000,000.00 4,842,363.89 10/02/20234.69002/02/2023 4,912,799.85 AA313384ML0 123

4.919Federal Home Loan Discount56015 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,835,104.55 AA313384SP5 246

4.919Federal Home Loan Discount56016 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,835,104.55 AA313384SP5 246

4.997Federal Home Loan Discount56020 5,000,000.00 4,759,861.11 02/06/20244.75002/07/2023 4,832,468.75 AA313384ST7 250

4.960Federal Home Loan Discount56021 5,000,000.00 4,840,833.33 10/05/20234.77502/07/2023 4,912,151.15 AA313384MP1 126

4.936Federal Home Loan Discount56022 5,000,000.00 4,860,212.50 09/06/20234.77002/07/2023 4,932,422.10 AA313384LJ6 97

5.030Federal Home Loan Discount56026 5,000,000.00 4,758,344.44 02/09/20244.78002/10/2023 4,830,492.85 AA313384SW0 253

5.032Federal Home Loan Discount56029 5,000,000.00 4,798,247.22 12/12/20234.81002/13/2023 4,867,004.50 AA313384QK8 194

4.967Federal Home Loan Discount56031 5,000,000.00 4,877,529.17 08/16/20234.84502/15/2023 4,947,322.05 AA313384KM0 76

5.083Federal Home Loan Discount56036 5,000,000.00 4,837,000.00 10/19/20234.89002/21/2023 4,902,485.90 AA313384ND7 140

5.143Federal Home Loan Discount56037 5,000,000.00 4,815,809.72 11/20/20234.93002/24/2023 4,881,241.40 AA313384PM5 172

5.185Federal Home Loan Discount56038 5,000,000.00 4,815,695.83 11/21/20234.97002/27/2023 4,880,559.25 AA313384PN3 173

4.901Federal Home Loan Discount56040 5,000,000.00 4,927,550.00 06/16/20234.83002/28/2023 4,990,642.55 AA313384GY9 15

5.357Federal Home Loan Discount56045 5,000,000.00 4,743,232.64 03/01/20245.06503/02/2023 4,821,180.90 AA313384TT6 274

5.297Federal Home Loan Discount56046 5,000,000.00 4,829,200.00 11/01/20235.04003/02/2023 4,894,220.25 AA313384NS4 153

5.307Federal Home Loan Discount56047 5,000,000.00 4,746,908.33 02/28/20245.02003/02/2023 4,820,927.10 AA313384TR0 272 Portfolio CP23
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5.259Federal Home Loan Discount56048 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,912,842.25 AA313384MN6 125

5.259Federal Home Loan Discount56049 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,912,842.25 AA313384MN6 125

5.269Federal Home Loan Discount56050 5,000,000.00 4,857,766.67 09/28/20235.02003/08/2023 4,917,222.65 AA313384MG1 119

5.136Federal Home Loan Discount56052 5,000,000.00 4,906,200.00 07/21/20235.04003/09/2023 4,965,444.70 AA313384JK6 50

5.251Federal Home Loan Discount56053 5,000,000.00 4,880,416.67 08/25/20235.12503/10/2023 4,941,120.75 AA313384KW8 85

5.235Federal Home Loan Discount56054 5,000,000.00 4,869,705.56 09/19/20234.99003/15/2023 4,923,434.95 AA313384LX5 110

5.052Federal Home Loan Discount56055 5,000,000.00 4,909,066.67 07/25/20234.96003/15/2023 4,962,690.60 AA313384JP5 54

4.710Federal Home Loan Discount56057 5,000,000.00 4,894,354.17 09/01/20234.61003/20/2023 4,935,883.05 AA313384LD9 92

4.711Federal Home Loan Discount56058 5,000,000.00 4,913,830.56 08/01/20234.63003/20/2023 4,956,787.15 AA313384JW0 61

4.777Federal Home Loan Discount56059 5,000,000.00 4,940,344.44 06/20/20234.72003/21/2023 4,988,397.90 AA313384HC6 19

4.835Federal Home Loan Discount56062 5,000,000.00 4,912,256.94 08/07/202303/27/2023 4,953,531.15 AA313384KC2 67

4.814Federal Home Loan Discount56063 5,000,000.00 4,928,825.00 07/13/20234.74503/27/2023 4,970,957.45 AA313384JB6 42

4.834Federal Home Loan Discount56064 5,000,000.00 4,912,916.67 08/07/202303/28/2023 4,953,531.15 AA313384KC2 67

4.835Federal Home Loan Discount56065 5,000,000.00 4,912,256.94 08/08/202303/28/2023 4,952,840.85 AA313384KD0 68

4.854Federal Home Loan Discount56072 3,804,000.00 3,761,902.40 06/21/20234.80003/30/2023 3,794,709.11 AA313384HD4 20

4.988Federal Home Loan Discount56073 5,000,000.00 4,800,587.50 12/06/20234.77002/08/2023 4,871,064.25 AA313384QD4 188

4.957Federal Home Loan Discount56089 5,000,000.00 4,860,291.67 09/07/20234.79002/09/2023 4,931,730.20 AA313384LK3 98

4.817Federal Home Loan Discount56090 5,000,000.00 4,930,069.44 07/18/20234.75004/03/2023 4,967,511.25 AA313384JG5 47

4.819Federal Home Loan Discount56091 10,000,000.00 9,856,180.56 07/21/20234.75004/03/2023 9,930,889.40 AA313384JK6 50

4.822Federal Home Loan Discount56092 5,000,000.00 4,925,451.39 07/25/20234.75004/03/2023 4,962,690.60 AA313384JP5 54

4.835Federal Home Loan Discount56093 5,000,000.00 4,880,688.89 10/02/20234.72004/03/2023 4,912,799.85 AA313384ML0 123

4.703Federal Home Loan Discount56095 5,000,000.00 4,777,120.83 03/28/20244.47004/04/2023 4,803,909.95 AA313384UW7 301

4.853Federal Home Loan Discount56096 5,000,000.00 4,924,980.56 07/26/20234.78004/04/2023 4,962,002.35 AA313384JQ3 55

4.853Federal Home Loan Discount56097 5,000,000.00 4,924,980.56 07/26/20234.78004/04/2023 4,962,002.35 AA313384JQ3 55

4.859Federal Home Loan Discount56098 10,000,000.00 9,878,666.67 07/05/20234.80004/05/2023 9,952,952.70 AA313384HT9 34

4.733Federal Home Loan Discount56100 5,000,000.00 4,912,166.67 08/07/20234.65003/24/2023 4,953,531.15 AA313384KC2 67

4.734Federal Home Loan Discount56102 5,000,000.00 4,911,520.83 08/08/20234.65003/24/2023 4,952,840.85 AA313384KD0 68

4.895Federal Home Loan Discount56103 10,000,000.00 9,846,027.78 08/03/20234.82004/10/2023 9,912,586.50 AA313384JY6 63

4.900Federal Home Loan Discount56104 5,000,000.00 4,918,327.78 08/10/20234.82004/10/2023 4,951,460.60 AA313384KF5 70

4.912Federal Home Loan Discount56105 5,000,000.00 4,896,451.39 09/12/20234.81004/10/2023 4,928,272.15 AA313384LQ0 103

4.858Federal Home Loan Discount56106 10,000,000.00 9,839,338.89 08/11/20234.78004/12/2023 9,901,541.20 AA313384KG3 71

4.856Federal Home Loan Discount56107 5,000,000.00 4,921,661.11 08/08/20234.78004/12/2023 4,952,840.85 AA313384KD0 68

4.928Federal Home Loan Discount56108 10,000,000.00 9,755,616.67 10/16/20234.73004/13/2023 9,809,110.90 AA313384NA3 137

4.916Federal Home Loan Discount56109 5,000,000.00 4,850,354.86 11/28/20234.70504/13/2023 4,875,786.90 AA313384PV5 180

4.938Federal Home Loan Discount56110 10,000,000.00 9,677,466.67 12/15/20234.72004/13/2023 9,729,951.70 AA313384QN2 197

4.706Federal Home Loan Discount56111 5,000,000.00 4,835,625.00 01/02/20244.50004/14/2023 4,854,200.85 AA313384RG6 215 Portfolio CP23
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4.847Federal Home Loan Discount56114 10,000,000.00 9,780,116.67 10/02/20234.74004/18/2023 9,825,599.70 AA313384ML0 123

4.922Federal Home Loan Discount56117 10,000,000.00 9,812,166.67 09/05/20234.83004/18/2023 9,863,748.80 AA313384LH0 96

4.915Federal Home Loan Discount56118 10,000,000.00 9,704,630.56 12/01/20234.70504/19/2023 9,748,899.90 AA313384PY9 183

4.945Federal Home Loan Discount56120 5,000,000.00 4,865,041.67 11/10/202304/19/2023 4,888,068.05 AA313384PB9 162

4.944Federal Home Loan Discount56121 10,000,000.00 9,735,350.00 11/06/202304/19/2023 9,781,602.80 AA313384NX3 158

5.006Federal Home Loan Discount56122 10,000,000.00 9,658,761.11 01/02/20244.78004/20/2023 9,708,401.70 AA313384RG6 215

4.936Federal Home Loan Discount56123 5,000,000.00 4,902,527.78 09/12/20234.84004/20/2023 4,928,272.15 AA313384LQ0 103

4.932Federal Home Loan Discount56124 10,000,000.00 9,813,122.22 09/06/20234.84004/20/2023 9,864,844.20 AA313384LJ6 97

5.012Federal Home Loan Discount56125 5,000,000.00 4,869,864.58 11/01/20234.80504/20/2023 4,894,220.25 AA313384NS4 153

5.004Federal Home Loan Discount56126 5,000,000.00 4,864,141.67 11/10/202304/20/2023 4,888,068.05 AA313384PB9 162

5.014Federal Home Loan Discount56127 5,000,000.00 4,855,333.33 11/24/20234.80004/21/2023 4,878,513.35 AA313384PR4 176

4.965Federal Home Loan Discount56128 5,000,000.00 4,884,138.89 10/10/20234.85004/21/2023 4,908,697.10 AA313384MU0 131

4.977Federal Home Loan Discount56129 5,000,000.00 4,824,513.89 01/12/20244.75004/21/2023 4,847,523.95 AA313384RS0 225

4.984Federal Home Loan Discount56131 5,000,000.00 4,851,600.00 12/04/20234.77004/24/2023 4,872,418.25 AA313384QB8 186

5.027Federal Home Loan Discount56132 5,000,000.00 4,850,355.56 12/06/20234.81004/26/2023 4,871,064.25 AA313384QD4 188

4.994Federal Home Loan Discount56133 5,000,000.00 4,840,011.11 01/08/20244.76005/11/2023 4,850,193.60 AA313384RN1 221

4.994Federal Home Loan Discount56134 5,000,000.00 4,837,366.67 01/12/20244.76005/11/2023 4,847,523.95 AA313384RS0 225

5.084Federal Home Loan Discount56135 10,000,000.00 9,834,722.22 09/08/20235.00005/12/2023 9,862,076.80 AA313384LL1 99

5.182Federal Home Loan Discount56137 5,000,000.00 4,861,405.56 12/04/20234.94005/16/2023 4,872,418.25 AA313384QB8 186

5.071Federal Home Loan Discount56138 5,000,000.00 4,929,861.11 08/25/20235.00005/16/2023 4,941,120.75 AA313384KW8 85

5.182Federal Home Loan Discount56139 5,000,000.00 4,863,463.89 12/01/20234.94005/16/2023 4,874,449.95 AA313384PY9 183

5.043Federal Home Loan Discount56140 5,000,000.00 4,816,666.67 02/16/20244.80005/17/2023 4,828,690.40 AA313384TD1 260

5.130Federal Home Loan Discount56141 10,000,000.00 9,747,222.22 11/15/20235.00005/17/2023 9,769,307.10 AA313384PG8 167

5.068Federal Home Loan Discount56142 5,000,000.00 4,842,354.17 01/08/20244.83005/18/2023 4,850,193.60 AA313384RN1 221

5.193Federal Home Loan Discount56143 5,000,000.00 4,862,500.00 12/04/20234.95005/18/2023 4,872,418.25 AA313384QB8 186

5.252Federal Home Loan Discount56144 5,000,000.00 4,858,886.81 12/08/20235.00505/19/2023 4,869,710.60 AA313384QF9 190

5.167Federal Home Loan Discount56145 10,000,000.00 9,832,077.78 09/15/20235.08005/19/2023 9,852,396.90 AA313384LT4 106

5.244Federal Home Loan Discount56148 5,000,000.00 4,900,769.44 10/10/20235.14005/24/2023 4,908,697.10 AA313384MU0 131

5.261Federal Home Loan Discount56150 5,000,000.00 4,841,350.00 01/08/20245.01005/25/2023 4,850,193.60 AA313384RN1 221

5.306Federal Home Loan Discount56151 5,000,000.00 4,871,468.06 11/20/20235.17005/25/2023 4,881,241.40 AA313384PM5 172

5.292Federal Home Loan Discount56152 5,000,000.00 4,913,333.33 09/22/20235.20005/25/2023 4,921,363.30 AA313384MA4 113

5.254Federal Home Loan Discount56153 5,000,000.00 4,882,437.50 11/06/202305/25/2023 4,890,801.40 AA313384NX3 158

5.347Federal Home Loan Discount56154 5,000,000.00 4,822,025.00 02/02/20245.08505/26/2023 4,835,104.55 AA313384SP5 246

5.376Federal Home Loan Discount56155 5,000,000.00 4,835,893.75 01/12/20245.11505/26/2023 4,847,523.95 AA313384RS0 225

5.404Federal Home Loan Discount56156 5,000,000.00 4,849,937.50 12/22/20235.14505/26/2023 4,860,245.75 AA313384QV4 204

5.434Federal Home Loan Discount56157 5,000,000.00 4,862,000.00 12/08/20235.17505/30/2023 4,869,710.60 AA313384QF9 190 Portfolio CP23
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5.380Federal Home Loan Discount56158 5,000,000.00 4,838,577.78 01/12/20245.12005/30/2023 4,847,523.95 AA313384RS0 225 912,910,184.90924,535,791.65938,804,000.00874,466,597.19Subtotal and Average 4.836 110 Money Market

4.951Fidelity Inst Government52411 155,000,000.00 155,000,000.00 5.020155,000,000.00 AAASYS52411 1

4.932Morgan Stanley Inst Government52471 210,000,000.00 210,000,000.00 5.000210,000,000.00 AAASYS52471 1 365,000,000.00365,000,000.00365,000,000.00385,645,161.29Subtotal and Average 4.940 1 Local Agency Investment Funds

2.952Local Agency Investment Fund43 50,000,000.00 50,000,000.00 2.99349,325,516.45SYS43 1 50,000,000.0049,325,516.4550,000,000.0068,548,387.10Subtotal and Average 2.952 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,998,336.61 06/18/20240.50006/18/2021 3,806,137.92 A89236TJH9 383 3,998,336.613,806,137.924,000,000.003,998,271.46Subtotal and Average 0.533 383 Negotiable CD's

3.710Royal Bank CN55788 5,000,000.00 5,000,000.00 06/15/20233.71006/22/2022 4,996,850.00 A-178012U6W0 14 5,000,000.004,996,850.005,000,000.005,000,000.00Subtotal and Average 3.710 14 Federal Agency Issues-Coupon/Bullet

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,480.56 04/21/20250.60004/21/2021 4,637,777.50 AA3133EMWT5 690

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,780.67 09/23/20240.43009/23/2021 2,835,656.01 AA3133EM5X6 480

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,980,885.91 09/10/20260.80009/28/2021 2,692,135.77 AA3133EM4X7 1,197

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,998,924.12 10/12/20230.29010/13/2021 4,908,768.10 AA3133ENAL4 133

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,998,805.04 10/12/20230.29010/18/2021 2,945,260.86 AA3133ENAL4 133

0.418FEDERAL FARM CREDIT BANK55477 3,000,000.00 2,999,535.48 06/26/20230.20010/27/2021 2,989,599.48 AA3133EM3S9 25

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,998,233.33 11/09/20230.40011/18/2021 2,936,217.00 AA3133ENDR8 161

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,998,909.47 12/01/20230.50012/03/2021 2,927,333.49 AA3133ENGF1 183

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,994,299.16 12/01/20230.50012/09/2021 4,878,889.15 AA3133ENGF1 183

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,459.61 12/09/20240.92012/09/2021 2,830,302.63 AA3133ENGQ7 557

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,680.33 12/09/20240.92012/09/2021 2,830,302.63 AA3133ENGQ7 557

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,999,385.21 01/18/20240.90001/18/2022 2,917,383.24 AA3133ENLF5 231

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,994,885.63 01/18/20240.90001/28/2022 2,917,383.24 AA3133ENLF5 231

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,997,272.00 02/09/20241.18002/09/2022 2,916,639.03 AA3133ENNJ5 253 Portfolio CP23
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1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,997,272.00 02/09/20241.18002/09/2022 2,916,639.03 AA3133ENNJ5 253

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,744,127.90 06/17/20241.80003/17/2022 5,570,317.10 AA3133ENSB7 382

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,970,583.48 10/12/20230.29003/22/2022 4,908,768.10 AA3133ENAL4 133

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,995,905.77 04/18/20242.44004/20/2022 2,931,156.06 AA3133ENUN8 322

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,992,205.78 04/18/20242.44004/25/2022 2,931,156.06 AA3133ENUN8 322

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,997,412.50 05/16/20242.62505/16/2022 3,903,854.60 AA3133ENWP1 350

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,992,497.74 06/17/20243.25006/17/2022 2,946,150.21 AA3133ENYX2 382

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,998,411.54 08/08/20233.12508/08/2022 4,977,893.05 AA3133ENF39 68

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,525.58 10/17/20234.12509/20/2022 4,976,241.95 AA3133ENN63 138

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,556.48 10/17/20234.12509/20/2022 2,985,745.17 AA3133ENN63 138

5.206FEDERAL FARM CREDIT BANK56160 5,000,000.00 4,877,550.00 05/16/20242.62505/31/2023 4,879,818.25 AA3133ENWP1 350

0.169FEDERAL HOME LOAN BANK55348 5,000,000.00 4,999,993.59 06/02/20230.12506/04/2021 4,998,340.65 AA3130AMRY0 1

0.169FEDERAL HOME LOAN BANK55349 4,000,000.00 3,999,994.87 06/02/20230.12506/04/2021 3,998,672.52 AA3130AMRY0 1

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,999,218.47 08/28/20230.12509/10/2021 2,961,028.29 AA3130ANYM6 88

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,579.04 12/08/20230.50011/01/2021 2,925,043.86 AA3130APR72 190

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,493.17 11/09/20230.50011/12/2021 4,892,126.40 AA3130APU29 161

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,997,189.41 12/22/20230.62501/04/2022 2,923,003.59 AA3130AQF57 204

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,671.00 12/20/20241.00001/05/2022 2,834,811.45 AA3130AQF40 568

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,991,500.57 12/22/20230.62501/12/2022 4,871,672.65 AA3130AQF57 204

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,993,399.19 12/22/20230.62501/19/2022 2,923,003.59 AA3130AQF57 204

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,997,803.90 02/28/20242.12503/25/2022 4,884,526.30 AA3130ARHG9 272

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,998,243.12 02/28/20242.12503/25/2022 3,907,621.04 AA3130ARHG9 272

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,993,698.95 02/28/20242.12503/29/2022 4,884,526.30 AA3130ARHG9 272

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,996,350.24 06/28/20242.75006/10/2022 2,928,161.46 AA3130ASDS5 393

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,995,133.66 06/28/20242.75006/10/2022 3,904,215.28 AA3130ASDS5 393

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,983,911.86 06/28/20242.75006/13/2022 2,928,161.46 AA3130ASDS5 393

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,992,291.59 06/28/20242.75006/13/2022 2,928,161.46 AA3130ASDS5 393

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,984,960.59 06/14/20243.12508/18/2022 4,904,198.10 AA3130ASHK8 379

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,996,825.03 09/01/20233.37509/06/2022 4,975,099.05 AA3130AT5B9 92

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,998,742.00 09/13/20233.62509/13/2022 4,976,938.65 AA3130ATCR6 104

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,747,876.93 09/15/20233.87509/15/2022 4,729,738.31 AA3130ATDJ3 106

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,991,120.71 12/08/20233.87509/21/2022 4,963,980.05 AA3130ATDK0 190

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,984,404.10 AA3130ATGM3 117

4.442FEDERAL HOME LOAN BANK55863 5,000,000.00 4,953,762.31 03/08/20243.25009/28/2022 4,923,227.55 AA3130A0XE5 281

4.740FEDERAL HOME LOAN BANK55930 10,000,000.00 10,000,000.00 07/03/20234.80012/07/2022 9,995,072.40 AA3130AU4Z4 32

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,999,199.17 12/07/20234.87512/07/2022 4,989,225.45 AA3130AU5E0 189 Portfolio CP23
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4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,998,615.00 03/08/20244.75012/08/2022 4,981,381.40 AA3130ATUQ8 281

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,998,602.58 03/08/20244.75012/12/2022 4,981,381.40 AA3130ATUQ8 281

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,994,957.98 03/08/20244.75012/13/2022 4,981,381.40 AA3130ATUQ8 281

4.753FEDERAL HOME LOAN BANK55954 5,000,000.00 5,000,000.00 09/20/20234.81012/19/2022 4,991,501.15 AA3130AUC36 111

4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,994,313.32 03/08/20244.75012/28/2022 4,981,381.40 AA3130ATUQ8 281

4.609FEDERAL HOME LOAN BANK56070 4,415,000.00 4,334,274.08 02/28/20242.12503/29/2023 4,313,036.72 AA3130ARHG9 272

4.609FEDERAL HOME LOAN BANK56071 585,000.00 574,303.59 02/28/20242.12503/29/2023 571,489.58 AA3130ARHG9 272

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,496.75 12/04/20230.25012/04/2020 2,921,279.01 AA3137EAFA2 186

3.073FEDERAL HOME LOAN MTG CORP55779 5,000,000.00 4,990,280.85 06/26/20230.25006/15/2022 4,981,318.05 AA3137EAES4 25

2.930FEDERAL HOME LOAN MTG CORP55807 5,000,000.00 4,990,754.31 06/26/20230.25007/08/2022 4,981,318.05 AA3137EAES4 25

2.959FEDERAL HOME LOAN MTG CORP55816 5,000,000.00 4,999,382.43 06/19/20232.75008/02/2022 4,992,160.95 AA3137EAEN5 18

4.720FEDERAL HOME LOAN MTG CORP55948 4,892,000.00 4,842,251.70 08/24/20230.25012/16/2022 4,833,685.45 AA3137EAEV7 84

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,977,889.07 06/17/20250.50010/20/2021 2,770,662.93 AA3135G04Z3 747

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,949,137.29 11/07/20250.50012/08/2021 2,736,522.06 AA3135G06G3 890 261,776,803.61257,244,847.22262,392,000.00262,674,688.40Subtotal and Average 2.604 244 Commercial Paper - Discount

5.103MUFG BANK LTD/NY56060 5,000,000.00 4,928,741.67 07/03/202303/23/2023 4,976,605.00 AA62479MU35 32 4,928,741.674,976,605.005,000,000.004,928,741.67Subtotal and Average 5.103 32 2,157,807,808.07 2,181,019,333.33 3.875 2182,135,244,507.35 2,154,270,028.88Total and Average Portfolio CP23
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Par Value Book Value
Stated
RateMarket Value
May 31, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
CITY POOL FY22-23
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,157,807,808.07 2,181,019,333.33 3.875 218
0 16,661.12
16,661.12
16,661.12
16,661.12
Subtotal
Accrued Interest at PurchaseAverage Balance
2,135,261,168.47 2,154,286,690.00Total Cash and Investments Portfolio CP23
AP
Run Date: 08/09/2023 - 12:10 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of June 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
415,000,000.00415,000,000.00 414,325,516.453 19.03%MaturitiesAging Interval: 0 days 06/01/2023 06/01/2023-( ) Payments0 168,087,470.69170,804,000.00 170,410,549.4635 7.83%MaturitiesAging Interval: 1 - 30 days 06/02/2023 07/01/2023-( ) Payments0 345,704,237.66352,892,000.00 350,223,958.5463 16.18%MaturitiesAging Interval: 31 - 90 days 07/02/2023 08/30/2023-( ) Payments0 451,059,623.78460,750,000.00 453,506,756.8886 21.13%MaturitiesAging Interval: 91 - 180 days 08/31/2023 11/28/2023-( ) Payments0 416,333,838.72423,315,000.00 414,172,949.9394 19.41%MaturitiesAging Interval: 181 - 360 days 11/29/2023 05/26/2024-( ) Payments0 298,062,252.28298,208,333.33 278,691,465.4592 13.67%MaturitiesAging Interval: 361 - 1080 days 05/27/2024 05/16/2026-( ) Payments0 60,022,605.7560,050,000.00 53,982,366.7519 2.75%MaturitiesAging Interval: 1081 days and after 05/17/2026 -( ) Payments0 Total for 2,135,313,563.462,154,270,028.88100.00392 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 07/17/2023 - 15:39 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
CITY POOL FY22-23
Portfolio Management
April 30, 2023
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 561,625,023.49 1,05226.78 2.168563537,938,970.38561,823,333.33 2.198 Federal Agency Issues - Discount 845,159,368.22 21840.30 4.720122854,893,447.66868,804,000.00 4.785 Money Market 325,000,000.00 115.50 4.7111325,000,000.00325,000,000.00 4.776 Local Agency Investment Funds 75,000,000.00 13.58 2.831173,988,274.6875,000,000.00 2.870 Corporate Bonds 3,998,201.97 1,0960.19 0.5334143,810,857.004,000,000.00 0.540 Negotiable CD's 5,000,000.00 3580.24 3.710454,989,805.005,000,000.00 3.761 Federal Agency Issues-Coupon/Bullet 276,414,317.80 62513.18 2.478255271,918,574.75277,001,000.00 2.513 Commercial Paper - Discount 4,928,741.67 1020.24 5.103634,953,560.005,000,000.00 5.174 2,097,125,653.15 100.00%
Investments
2,077,493,489.472,121,628,333.33 455 234 3.663 3.714
Cash and Accrued Interest
2,097,135,317.74Total Cash and Investments
9,664.59Subtotal
9,664.59
2,077,503,154.062,121,628,333.33
9,664.59
9,664.59
455 234 3.663 3.714
Accrued Interest at Purchase
Current Year
April 30
6,337,107.47
Fiscal Year To Date
39,381,592.77
Average Daily Balance
Effective Rate of Return
2,088,620,875.69 1,866,399,613.72

2.53%3.69%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio CP23
AP
Reporting period 04/01/2023-04/30/2023
Run Date: 08/09/2023 - 12:11 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
April 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY22-23
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,783,746.44 AA3133ELK37 777

0.205FEDERAL FARM CREDIT BANK55112 5,000,000.00 4,999,951.00 06/15/20230.20012/17/2020 4,966,034.00 AA3133EMKG6 45

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,999,127.78 03/15/20240.37003/15/2021 2,876,978.37 AA3133EMTD4 319

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,793,292.14 AA3133EMTQ5 686

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,793,292.14 AA3133EMTQ5 686

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,740,895.82 AA3133EMUK6 1,059

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,740,895.82 AA3133EMUK6 1,059

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,740,895.82 AA3133EMUK6 1,059

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,740,895.82 AA3133EMUK6 1,059

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,787,871.26 AA3133EMWH1 721

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,921,768.01 AA3133EMYW6 196

0.180FEDERAL FARM CREDIT BANK55322 3,000,000.00 2,999,939.79 05/18/20230.14005/18/2021 2,991,420.39 AA3133EMZP0 17

0.180FEDERAL FARM CREDIT BANK55323 3,000,000.00 2,999,939.79 05/18/20230.14005/18/2021 2,991,420.39 AA3133EMZP0 17

0.178FEDERAL FARM CREDIT BANK55324 3,000,000.00 2,999,943.33 05/18/20230.14005/18/2021 2,991,420.39 AA3133EMZP0 17

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,783,561.82 AA3133EMZW5 749

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,634.13 09/08/20260.87009/15/2021 4,484,374.00 AA3133EM4S8 1,226

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,692,890.96 AA3133EM6E7 1,246

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,719,623.12 AA3133ENEM8 1,302

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,728,715.79 AA3133ENFN5 1,309

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,911,623.06 AA3133ENQX1 312

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,932,653.48 AA3133ENWL0 381

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,986,458.25 AA3133EN3R9 220

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,986,458.25 AA3133EN3R9 220

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,990,669.00 AA3133ENY87 192

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,990,669.00 AA3133ENY87 192

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,995,899.86 11/18/20244.50011/18/2022 5,005,135.50 AA3133ENZ94 567

4.813FEDERAL FARM CREDIT BANK56009 5,000,000.00 5,000,000.00 01/24/20244.88001/24/2023 4,977,140.80 AA3133EN6X3 268

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,236,687.66 AA3130AJPT0 777

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,712,570.39 AA3130AKMD5 1,001

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,730,675.33 AA3130AKU61 1,002

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,712,196.44 AA3130AKN69 1,003

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,713,685.88 AA3130AKU53 1,003

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,718,265.20 AA3130AKPQ3 1,003

0.434FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.50001/29/2021 2,732,122.47 AA3130AKTT3 1,004

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,713,481.46 AA3130AKVY9 1,004

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,714,382.66 AA3130AKXQ4 1,018 Portfolio CP23
AP
Run Date: 08/09/2023 - 12:11 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 2,999,832.33 02/17/20260.62502/17/2021 2,715,402.45 AA3130AL3S1 1,023

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,705,498.19 AA3130AKVV5 1,024

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,712,359.37 AA3130AL7G3 1,029

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,722,230.48 AA3130ALCV4 1,030

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,722,230.48 AA3130ALCV4 1,030

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,716,083.99 AA3130AL5X8 1,030

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,716,083.99 AA3130AL5X8 1,030

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,714,130.27 AA3130AL6J8 1,030

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,714,130.27 AA3130ALBM5 1,030

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,730,341.16 AA3130AKXX9 1,031

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,715,564.60 AA3130AKZ25 1,032

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,767,779.81 AA3130ALHY3 1,043

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,730,908.70 AA3130ALRN6 1,057

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,668,779.86 AA3130ALGJ7 1,057

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,871,859.59 AA3130ALTS3 332

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,825,035.74 AA3130ALNZ3 518

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,731,133.37 AA3130ALXV1 1,087

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,252.08 04/28/20261.25004/28/2021 2,301,705.42 AA3130ALYM0 1,093

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,766,298.65 AA3130ALZQ0 1,093

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,726,060.25 AA3130AM2J0 1,093

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,821,416.57 AA3130ALZS6 546

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,812,627.68 AA3130AM2V3 729

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,781,341.52 AA3130AM4L3 1,094

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,862,620.04 AA3130ALZC1 364

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,811,757.71 AA3130AMK92 575

0.493FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20260.50005/26/2021 2,754,937.71 AA3130AMG63 1,121

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,752,308.42 AA3130AMNM0 1,122

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,753,101.26 AA3130AMYQ9 1,156

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,286.90 12/30/20240.60006/30/2021 2,807,102.01 AA3130AMXH0 609

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,802,345.54 AA3130AMTQ5 609

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,713,455.60 AA3130ANAJ9 1,183

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,977,609.09 AA3130ANEJ5 638

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,854,287.87 AA3130ANM49 389

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,711,590.53 AA3130ANND8 1,213

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,646,971.01 08/26/20260.65008/26/2021 3,318,061.81 AA3130ANJE1 1,213

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,784,074.94 AA3130AP4F9 696 Portfolio CP23
AP
Run Date: 08/09/2023 - 12:11 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,793,086.04 AA3130AP3M5 697

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,709,722.73 AA3130APCH6 1,247

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,709,722.73 AA3130APCH6 1,247

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,781,897.57 AA3130APDL6 791

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,802,370.50 AA3130AP2Y0 609

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,693,432.28 AA3130ANYR5 1,248

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,698,055.61 AA3130ANYN4 1,248

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,702,673.72 AA3130AP6V2 1,248

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,827,742.55 AA3130APDV4 525

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,997,905.00 10/28/20261.62510/28/2021 2,762,963.64 AA3130APHJ7 1,276

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,716,458.63 AA3130APDQ5 1,276

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,078,653.11 AA3130APDQ5 1,276

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,792,726.37 AA3130APJM8 728

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,828,485.92 AA3130APKX2 546

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,853,199.68 AA3130APRU1 473

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,924,619.96 AA3130APLJ2 200

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,927,113.20 AA3130APWH4 205

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,926,300.62 AA3130APXH3 210

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,832,186.93 AA3130AQ3B7 574

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,856,579.57 AA3130AQ3C5 485

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,863,325.28 AA3130AQAH6 424

0.494FEDERAL HOME LOAN BANK55564 5,000,000.00 5,000,000.00 06/30/20230.50012/30/2021 4,960,908.70 AA3130AQ7C1 60

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20241.80002/22/2022 1,953,163.68 AA3130AQTZ6 297

1.344FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20241.80002/22/2022 2,929,745.52 AA3130AQTZ6 297

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,861,178.81 AA3130AQY49 668

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,892,512.13 AA3130AQWQ2 393

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,933,956.24 AA3130AQT52 303

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,909,708.67 AA3130AQT52 303

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,952,011.35 AA3130ARNY3 179

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,971,206.81 AA3130ARNY3 179

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,908,625.46 AA3130ARP96 728

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,422,649.23 AA3130ARPX3 361

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,910,522.31 AA3130ARWD9 291

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,910,818.95 AA3130ARYU9 298

2.096FEDERAL HOME LOAN BANK55751 3,000,000.00 3,000,000.00 05/25/20232.12505/25/2022 2,993,759.34 AA3130ARWG2 24

2.411FEDERAL HOME LOAN BANK55752 5,000,000.00 5,000,000.00 06/16/20232.80005/26/2022 4,982,488.30 AA3130AS6R5 46 Portfolio CP23
AP
Run Date: 08/09/2023 - 12:11 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

2.220FEDERAL HOME LOAN BANK55756 5,000,000.00 5,000,000.00 06/30/20232.25006/02/2022 4,972,607.25 AA3130ASBS7 60

2.269FEDERAL HOME LOAN BANK55762 5,000,000.00 5,000,000.00 07/03/20232.30006/06/2022 4,972,765.70 AA3130ASC64 63

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,925,176.95 AA3130AS5F2 221

2.466FEDERAL HOME LOAN BANK55790 5,000,000.00 5,000,000.00 06/23/20233.00006/23/2022 4,983,753.95 AA3130ASCC1 53

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,963,512.59 AA3130ASKB4 242

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,999,419.31 08/24/20233.12508/24/2022 4,966,629.45 AA3130ASU72 115

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,979,279.65 AA3130ATMQ7 165

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,979,279.65 AA3130ATMQ7 165

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,998,257.17 11/02/20234.75011/02/2022 4,993,527.10 AA3130ATTY3 185

4.626FEDERAL HOME LOAN BANK55905 2,000,000.00 1,999,321.00 11/15/20234.62511/15/2022 1,996,109.94 AA3130ATWD5 198

4.828FEDERAL HOME LOAN BANK56005 5,000,000.00 5,000,000.00 09/01/20234.88101/30/2023 4,994,512.80 AA3130AUQT4 123

4.932FEDERAL HOME LOAN BANK56007 3,500,000.00 3,500,000.00 01/26/20245.00001/30/2023 3,485,726.09 AA3130AUJ62 270

4.932FEDERAL HOME LOAN BANK56008 3,325,000.00 3,325,000.00 01/26/20245.00001/30/2023 3,311,439.79 AA3130AUJ62 270

4.935FEDERAL HOME LOAN BANK56023 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,978,308.70 AA3130AUNX8 296

4.935FEDERAL HOME LOAN BANK56024 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,978,308.70 AA3130AUNX8 296

5.038FEDERAL HOME LOAN BANK56042 5,000,000.00 5,000,000.00 08/25/20235.11003/01/2023 5,000,780.20 AA3130AV7B2 116

5.178FEDERAL HOME LOAN BANK56043 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,986,653.85 AA3130AV3S9 305

5.178FEDERAL HOME LOAN BANK56044 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,986,653.85 AA3130AV3S9 305

5.438FEDERAL HOME LOAN BANK56051 5,000,000.00 5,000,000.00 04/01/20245.51003/08/2023 4,990,028.45 AA3130AVBR2 336

3.118FEDERAL HOME LOAN BANK56068 5,000,000.00 4,962,642.32 12/08/20233.50003/29/2023 4,959,914.35 AA3130AT7D3 221

3.118FEDERAL HOME LOAN BANK56069 5,000,000.00 4,963,136.14 12/08/20233.50003/29/2023 4,959,914.35 AA3130AT7D3 221

4.951FEDERAL HOME LOAN BANK56074 5,000,000.00 4,999,257.49 02/08/20245.00002/08/2023 4,994,400.95 AA3130AUU28 283

4.948FEDERAL HOME LOAN BANK56075 5,000,000.00 4,999,826.85 11/08/20235.00002/08/2023 4,999,828.40 AA3130AUUB8 191

4.937FEDERAL HOME LOAN BANK56076 5,000,000.00 4,999,807.64 02/08/20245.00002/08/2023 4,994,400.95 AA3130AUU28 283

4.942FEDERAL HOME LOAN BANK56085 5,000,000.00 5,000,000.00 10/16/20235.00002/09/2023 4,997,289.00 AA3130AUV84 168

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,782,788.33 AA3134GVVX3 758

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,747,082.84 AA3134GWZG4 903

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,743,463.61 AA3134GXEJ9 938

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,743,784.40 AA3134GXFA7 940

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,953,876.93 11/06/20230.25003/23/2022 4,876,234.75 AA3137EAEZ8 189

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,947,550.88 11/06/20230.25004/06/2022 4,876,234.75 AA3137EAEZ8 189

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,902,973.35 AA3134GXYF5 332

2.896FEDERAL HOME LOAN MTG CORP55806 5,000,000.00 4,998,604.04 05/05/20230.37507/08/2022 4,997,153.80 AA3137EAER6 4

2.941FEDERAL HOME LOAN MTG CORP55817 5,000,000.00 4,998,577.94 05/05/20230.37508/03/2022 4,997,153.80 AA3137EAER6 4

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,917,993.90 AA3134GXR63 850

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,915,874.75 AA3134GXS88 669 Portfolio CP23
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2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,998,298.36 02/05/20242.50002/08/2019 2,943,723.18 AA3135G0V34 280

0.346FEDERAL NATIONAL MORTGAGE54838 3,000,000.00 2,999,824.42 05/22/20230.25005/22/2020 2,990,877.72 AA3135G04Q3 21

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,771,869.74 AA3136G4ZR7 812

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,764,025.85 AA3136G4G23 820

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,758,022.82 AA3136G4L84 840

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,756,536.35 AA3136G4H63 841

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,606.67 08/27/20250.62508/27/2020 2,759,729.94 AA3136G42F9 849

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,761,787.43 AA3136G4W41 847

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 4,985,481.95 AA3135GADM0 233

5.056Fannie Mae Discount56028 5,000,000.00 5,000,000.00 02/09/20245.12502/13/2023 4,981,540.70 AA3135GAEU1 284

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,971,219.90 AA3134GY4B5 483

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,489,200.20 AA3134GY3X8 487

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,973,585.50 AA3134GYEB4 543

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,978,133.75 AAA3134GYJ29 655 561,625,023.49537,938,970.38561,823,333.33570,267,781.41Subtotal and Average 2.168 563 Federal Agency Issues - Discount

3.163Federal Farm Credit Discount55821 5,000,000.00 4,875,458.33 05/26/20233.05008/05/2022 4,984,243.20 AA313312GB0 25

3.289Federal Farm Credit Discount55829 5,000,000.00 4,876,281.94 05/30/20233.17008/22/2022 4,981,726.70 AA313312GF1 29

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,910,314.95 AA313312LR9 135

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,910,314.95 AA313312LR9 135

4.045Federal Farm Credit Discount55853 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,967,152.85 AA313312HC7 50

4.045Federal Farm Credit Discount55854 5,000,000.00 4,849,416.67 06/20/20233.90009/15/2022 4,967,152.85 AA313312HC7 50

4.593Federal Farm Credit Discount55897 5,000,000.00 4,887,750.00 05/01/20234.49011/02/2022 5,000,000.00 AA313312FA3 0

4.823Federal Farm Credit Discount55898 5,000,000.00 4,810,708.33 08/24/20234.62011/02/2022 4,923,874.15 AA313312KV1 115

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,871,963.10 AA313312PE4 196

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,901,763.95 AA313312ME7 148

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,870,673.65 AA313312PG9 198

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,870,673.65 AA313312PG9 198

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,870,673.65 AA313312PG9 198

4.787Federal Farm Credit Discount55947 5,000,000.00 4,845,388.89 08/15/20234.60012/16/2022 4,929,789.75 AA313312KL3 106

4.816Federal Farm Credit Discount55953 5,000,000.00 4,832,525.00 09/06/20234.62012/19/2022 4,914,925.45 AA313312LJ7 128

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,880,293.15 AA313312NQ9 182

4.861Federal Farm Credit Discount55977 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,923,217.25 AA313312KW9 116

4.861Federal Farm Credit Discount55978 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,923,217.25 AA313312KW9 116

4.904Federal Farm Credit Discount55987 5,000,000.00 4,801,326.39 11/13/20234.69001/12/2023 4,871,963.10 AA313312PE4 196 Portfolio CP23
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4.832Federal Farm Credit Discount55989 5,000,000.00 4,838,541.67 09/20/20234.65001/13/2023 4,905,708.70 AA313312LY4 142

5.082Federal Farm Credit Discount56032 5,000,000.00 4,787,138.89 12/28/20234.85002/15/2023 4,787,138.89 AA313312RB8 241

4.930Federal Farm Credit Discount56033 5,000,000.00 4,888,202.78 08/02/202302/16/2023 4,938,347.15 AA313312JX9 93

4.855Federal Farm Credit Discount56034 5,000,000.00 4,912,550.00 06/28/202302/16/2023 4,961,917.35 AA313312HL7 58

4.957Federal Farm Credit Discount56035 5,000,000.00 4,882,361.11 08/11/20234.84002/17/2023 4,932,421.20 AA313312KG4 102

5.134Federal Farm Credit Discount56039 5,000,000.00 4,848,062.50 10/06/20234.95002/27/2023 4,895,913.15 AA313312MQ0 158

5.001Federal Farm Credit Discount56041 5,000,000.00 4,898,597.22 07/27/20234.90002/28/2023 4,942,074.05 AA313312JR2 87

4.902Federal Farm Credit Discount56061 5,000,000.00 4,869,350.00 10/10/20234.68003/23/2023 4,893,306.35 AA313312MU1 162

4.389FEDERAL FARM CREDIT BANK55869 5,000,000.00 4,845,852.78 07/03/202310/13/2022 4,957,986.25 AA313312HR4 63

4.333FEDERAL HOME LOAN BANK55867 5,000,000.00 4,842,077.08 07/11/20234.16510/11/2022 4,952,676.50 AA313384HZ5 71

4.920FEDERAL HOME LOAN BANK56115 10,000,000.00 9,748,266.67 10/27/20234.72004/18/2023 9,764,485.90 AA313384NM7 179

4.866FEDERAL HOME LOAN BANK56116 10,000,000.00 9,783,155.56 09/29/20234.76004/18/2023 9,799,585.60 AA313384MH9 151

4.945FEDERAL HOME LOAN BANK56119 5,000,000.00 4,866,358.33 11/08/20234.74004/19/2023 4,875,188.25 AA313384NZ8 191

2.143Federal Home Loan Discount55735 5,000,000.00 4,894,844.44 05/11/20232.08005/12/2022 4,993,691.30 AA313384FL8 10

2.227Federal Home Loan Discount55747 5,000,000.00 4,890,500.00 05/23/20232.16005/23/2022 4,986,131.40 AA313384FY0 22

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,938,347.15 AA313384JX8 93

3.329Federal Home Loan Discount55828 5,000,000.00 4,847,762.50 07/27/20233.20508/19/2022 4,942,074.05 AA313384JR1 87

3.216Federal Home Loan Discount55830 5,000,000.00 4,869,972.22 06/15/20233.10008/17/2022 4,970,427.85 AA313384GX1 45

3.372Federal Home Loan Discount55839 5,000,000.00 4,869,200.00 06/14/20233.27008/30/2022 4,971,083.10 AA313384GW3 44

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,925,845.20 AA313384KS7 112

3.446Federal Home Loan Discount55841 5,000,000.00 4,864,025.00 06/21/20233.33008/31/2022 4,966,498.10 AA313384HD4 51

3.507Federal Home Loan Discount55842 5,000,000.00 4,865,341.67 06/14/20233.39009/01/2022 4,971,083.10 AA313384GW3 44

3.591Federal Home Loan Discount55844 5,000,000.00 4,855,144.00 07/06/20233.46509/08/2022 4,955,994.45 AA313384HU6 66

3.973Federal Home Loan Discount55855 5,000,000.00 4,840,625.00 07/13/20233.82509/16/2022 4,951,349.95 AA313384JB6 73

4.058Federal Home Loan Discount55856 5,000,000.00 4,845,772.22 06/30/20233.91009/19/2022 4,960,609.35 AA313384HN2 60

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,919,278.00 AA313384LC1 122

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,897,141.00 AA313384ML0 154

4.691Federal Home Loan Discount55881 5,000,000.00 4,830,625.00 07/18/20234.50010/20/2022 4,948,035.15 AA313384JG5 78

4.705Federal Home Loan Discount55883 5,000,000.00 4,824,611.11 07/28/20234.51010/21/2022 4,941,412.15 AA313384JS9 88

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,918,221.35 AA313384LD9 123

4.601Federal Home Loan Discount55893 5,000,000.00 4,865,263.89 06/07/20234.45011/01/2022 4,975,672.30 AA313384GP8 37

4.782Federal Home Loan Discount55899 5,000,000.00 4,835,805.56 07/19/20234.60011/04/2022 4,947,372.45 AA313384JH3 79

4.673Federal Home Loan Discount55912 5,000,000.00 4,890,193.06 05/15/20234.57011/23/2022 4,991,170.05 AA313384FQ7 14

4.760Federal Home Loan Discount55913 5,000,000.00 4,865,687.50 06/26/20234.60511/28/2022 4,963,225.75 AA313384HJ1 56

4.810Federal Home Loan Discount55914 5,000,000.00 4,845,500.00 07/26/20234.63511/28/2022 4,942,736.05 AA313384JQ3 86

4.831Federal Home Loan Discount55921 5,000,000.00 4,866,168.75 06/26/20234.65512/01/2022 4,963,225.75 AA313384HJ1 56 Portfolio CP23
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4.889Federal Home Loan Discount55922 5,000,000.00 4,826,264.58 08/25/20234.68512/01/2022 4,923,217.25 AA313384KW8 116

4.873Federal Home Loan Discount55926 5,000,000.00 4,825,523.61 09/01/20234.67012/06/2022 4,918,221.35 AA313384LD9 123

4.911Federal Home Loan Discount55927 5,000,000.00 4,815,263.89 09/15/20234.70012/06/2022 4,908,998.45 AA313384LT4 137

4.807Federal Home Loan Discount55933 5,000,000.00 4,864,315.28 07/07/20234.63012/08/2022 4,955,330.65 AA313384HV4 67

4.744Federal Home Loan Discount55938 5,000,000.00 4,879,775.00 06/20/20234.58012/13/2022 4,967,152.85 AA313384HC6 50

4.742Federal Home Loan Discount55940 5,000,000.00 4,882,319.44 06/16/20234.58012/13/2022 4,969,141.65 AA313384GY9 46

4.635Federal Home Loan Discount55941 5,000,000.00 4,897,850.00 05/26/20234.54012/15/2022 4,984,243.20 AA313384GB9 25

4.759Federal Home Loan Discount55945 10,000,000.00 9,728,720.83 07/17/20234.58512/16/2022 9,897,395.80 AA313384JF7 77

4.644Federal Home Loan Discount55946 5,000,000.00 4,898,888.89 05/25/20234.55012/16/2022 4,984,872.50 AA313384GA1 24

4.736Federal Home Loan Discount55949 5,000,000.00 4,875,594.44 06/30/20234.57012/16/2022 4,960,609.35 AA313384HN2 60

4.763Federal Home Loan Discount55951 5,000,000.00 4,882,444.44 06/21/20234.60012/19/2022 4,966,498.10 AA313384HD4 51

4.742Federal Home Loan Discount55955 5,000,000.00 4,882,319.44 06/22/20234.58012/19/2022 4,965,843.45 AA313384HE2 52

4.741Federal Home Loan Discount55957 5,000,000.00 4,883,591.67 06/20/20234.58012/19/2022 4,967,152.85 AA313384HC6 50

4.761Federal Home Loan Discount55958 10,000,000.00 9,724,900.00 07/20/20234.58512/16/2022 9,893,419.70 AA313384JJ9 80

4.605Federal Home Loan Discount55969 5,000,000.00 4,907,716.67 05/18/20234.52012/22/2022 4,989,279.95 AA313384FT1 17

4.718Federal Home Loan Discount55971 5,000,000.00 4,886,030.56 06/23/20234.61012/27/2022 4,965,188.90 AA313384HF9 53

4.672Federal Home Loan Discount55972 5,000,000.00 4,902,038.89 05/30/20234.58012/27/2022 4,981,726.70 AA313384GF0 29

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,897,217.05 AA313384MN6 156

4.804Federal Home Loan Discount55975 5,000,000.00 4,881,447.22 06/28/20234.69012/28/2022 4,961,917.35 AA313384HL6 58

4.819Federal Home Loan Discount55976 5,000,000.00 4,861,444.44 07/31/20234.64012/28/2022 4,939,427.00 AA313384JV2 91

4.702Federal Home Loan Discount55981 5,000,000.00 4,912,733.33 05/26/20234.62001/10/2023 4,984,243.20 AA313384GB9 25

4.851Federal Home Loan Discount55984 5,000,000.00 4,880,309.72 07/12/20234.73501/11/2023 4,952,013.20 AA313384JA8 72

4.809Federal Home Loan Discount55988 6,000,000.00 5,857,585.00 07/14/20234.69501/13/2023 5,940,824.16 AA313384JC4 74

4.814Federal Home Loan Discount55994 9,000,000.00 8,786,150.00 07/19/20234.70001/18/2023 8,905,270.41 AA313384JH3 79

4.833Federal Home Loan Discount55995 5,000,000.00 4,865,593.75 08/14/20234.67501/19/2023 4,930,447.50 AA313384KK4 105

4.842Federal Home Loan Discount55996 5,000,000.00 4,871,676.39 08/04/20234.69001/19/2023 4,937,029.65 AA313384JZ3 95

4.764Federal Home Loan Discount55998 5,000,000.00 4,901,411.11 06/20/20234.67001/19/2023 4,967,152.85 AA313384HC6 50

4.851Federal Home Loan Discount56000 5,000,000.00 4,772,850.00 01/12/20244.62001/23/2023 4,837,528.20 AA313384RS0 256

4.810Federal Home Loan Discount56001 5,000,000.00 4,885,763.89 07/20/20234.70001/26/2023 4,946,709.85 AA313384JJ9 80

4.854Federal Home Loan Discount56002 5,000,000.00 4,869,444.44 08/14/20234.70001/26/2023 4,930,447.50 AA313384KK4 105

4.842Federal Home Loan Discount56003 5,000,000.00 4,880,541.67 07/28/20234.70001/26/2023 4,941,412.15 AA313384JS9 88

4.796Federal Home Loan Discount56010 5,000,000.00 4,900,125.00 07/03/20234.70001/31/2023 4,957,986.25 AA313384HR3 63

4.872Federal Home Loan Discount56013 5,000,000.00 4,862,625.00 08/31/20234.71002/02/2023 4,919,278.00 AA313384LC1 122

4.870Federal Home Loan Discount56014 5,000,000.00 4,842,363.89 10/02/20234.69002/02/2023 4,897,141.00 AA313384ML0 154

4.919Federal Home Loan Discount56015 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,826,564.35 AA313384SP5 277

4.919Federal Home Loan Discount56016 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,826,564.35 AA313384SP5 277 Portfolio CP23
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4.997Federal Home Loan Discount56020 5,000,000.00 4,759,861.11 02/06/20244.75002/07/2023 4,824,104.45 AA313384ST7 281

4.960Federal Home Loan Discount56021 5,000,000.00 4,840,833.33 10/05/20234.77502/07/2023 4,896,565.05 AA313384MP1 157

4.936Federal Home Loan Discount56022 5,000,000.00 4,860,212.50 09/06/20234.77002/07/2023 4,914,925.45 AA313384LJ6 128

5.030Federal Home Loan Discount56026 5,000,000.00 4,758,344.44 02/09/20244.78002/10/2023 4,822,260.30 AA313384SW0 284

5.032Federal Home Loan Discount56029 5,000,000.00 4,798,247.22 12/12/20234.81002/13/2023 4,855,035.45 AA313384QK8 225

4.967Federal Home Loan Discount56031 5,000,000.00 4,877,529.17 08/16/20234.84502/15/2023 4,929,132.10 AA313384KM0 107

5.083Federal Home Loan Discount56036 5,000,000.00 4,837,000.00 10/19/20234.89002/21/2023 4,887,446.10 AA313384ND7 171

5.143Federal Home Loan Discount56037 5,000,000.00 4,815,809.72 11/20/20234.93002/24/2023 4,867,451.50 AA313384PM5 203

5.185Federal Home Loan Discount56038 5,000,000.00 4,815,695.83 11/21/20234.97002/27/2023 4,866,807.35 AA313384PN3 204

4.901Federal Home Loan Discount56040 5,000,000.00 4,927,550.00 06/16/20234.83002/28/2023 4,969,141.65 AA313384GY9 46

5.357Federal Home Loan Discount56045 5,000,000.00 4,743,232.64 03/01/20245.06503/02/2023 4,814,246.85 AA313384TT6 305

5.297Federal Home Loan Discount56046 5,000,000.00 4,829,200.00 11/01/20235.04003/02/2023 4,879,707.00 AA313384NS4 184

5.307Federal Home Loan Discount56047 5,000,000.00 4,746,908.33 02/28/20245.02003/02/2023 4,813,852.55 AA313384TR0 303

5.259Federal Home Loan Discount56048 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,897,217.05 AA313384MN6 156

5.259Federal Home Loan Discount56049 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,897,217.05 AA313384MN6 156

5.269Federal Home Loan Discount56050 5,000,000.00 4,857,766.67 09/28/20235.02003/08/2023 4,900,449.75 AA313384MG1 150

5.136Federal Home Loan Discount56052 5,000,000.00 4,906,200.00 07/21/20235.04003/09/2023 4,946,047.30 AA313384JK6 81

5.251Federal Home Loan Discount56053 5,000,000.00 4,880,416.67 08/25/20235.12503/10/2023 4,923,217.25 AA313384KW8 116

5.235Federal Home Loan Discount56054 5,000,000.00 4,869,705.56 09/19/20234.99003/15/2023 4,906,366.50 AA313384LX5 141

5.052Federal Home Loan Discount56055 5,000,000.00 4,909,066.67 07/25/20234.96003/15/2023 4,943,398.10 AA313384JP5 85

4.710Federal Home Loan Discount56057 5,000,000.00 4,894,354.17 09/01/20234.61003/20/2023 4,918,221.35 AA313384LD9 123

4.711Federal Home Loan Discount56058 5,000,000.00 4,913,830.56 08/01/20234.63003/20/2023 4,937,913.95 AA313384JW0 92

4.777Federal Home Loan Discount56059 5,000,000.00 4,940,344.44 06/20/20234.72003/21/2023 4,967,152.85 AA313384HC6 50

4.835Federal Home Loan Discount56062 5,000,000.00 4,912,256.94 08/07/202303/27/2023 4,935,054.10 AA313384KC2 98

4.814Federal Home Loan Discount56063 5,000,000.00 4,928,825.00 07/13/20234.74503/27/2023 4,951,349.95 AA313384JB6 73

4.834Federal Home Loan Discount56064 5,000,000.00 4,912,916.67 08/07/202303/28/2023 4,935,054.10 AA313384KC2 98

4.835Federal Home Loan Discount56065 5,000,000.00 4,912,256.94 08/08/202303/28/2023 4,934,395.75 AA313384KD0 99

4.854Federal Home Loan Discount56072 3,804,000.00 3,761,902.40 06/21/20234.80003/30/2023 3,778,511.75 AA313384HD4 51

4.988Federal Home Loan Discount56073 5,000,000.00 4,800,587.50 12/06/20234.77002/08/2023 4,858,846.10 AA313384QD4 219

4.745Federal Home Loan Discount56084 5,000,000.00 4,953,000.00 05/31/202303/20/2023 4,981,097.80 AA313384GG8 30

4.785Federal Home Loan Discount56088 5,000,000.00 4,926,655.56 05/31/20234.71502/08/2023 4,981,097.80 AA313384GG8 30

4.957Federal Home Loan Discount56089 5,000,000.00 4,860,291.67 09/07/20234.79002/09/2023 4,914,266.55 AA313384LK3 129

4.817Federal Home Loan Discount56090 5,000,000.00 4,930,069.44 07/18/20234.75004/03/2023 4,948,035.15 AA313384JG5 78

4.819Federal Home Loan Discount56091 10,000,000.00 9,856,180.56 07/21/20234.75004/03/2023 9,892,094.60 AA313384JK6 81

4.822Federal Home Loan Discount56092 5,000,000.00 4,925,451.39 07/25/20234.75004/03/2023 4,943,398.10 AA313384JP5 85

4.835Federal Home Loan Discount56093 5,000,000.00 4,880,688.89 10/02/20234.72004/03/2023 4,897,141.00 AA313384ML0 154 Portfolio CP23
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4.703Federal Home Loan Discount56095 5,000,000.00 4,777,120.83 03/28/20244.47004/04/2023 4,798,033.30 AA313384UW7 332

4.853Federal Home Loan Discount56096 5,000,000.00 4,924,980.56 07/26/20234.78004/04/2023 4,942,736.05 AA313384JQ3 86

4.853Federal Home Loan Discount56097 5,000,000.00 4,924,980.56 07/26/20234.78004/04/2023 4,942,736.05 AA313384JQ3 86

4.859Federal Home Loan Discount56098 10,000,000.00 9,878,666.67 07/05/20234.80004/05/2023 9,913,316.60 AA313384HT9 65

4.733Federal Home Loan Discount56100 5,000,000.00 4,912,166.67 08/07/20234.65003/24/2023 4,935,054.10 AA313384KC2 98

4.734Federal Home Loan Discount56102 5,000,000.00 4,911,520.83 08/08/20234.65003/24/2023 4,934,395.75 AA313384KD0 99

4.895Federal Home Loan Discount56103 10,000,000.00 9,846,027.78 08/03/20234.82004/10/2023 9,875,376.70 AA313384JY6 94

4.900Federal Home Loan Discount56104 5,000,000.00 4,918,327.78 08/10/20234.82004/10/2023 4,933,079.30 AA313384KF5 101

4.912Federal Home Loan Discount56105 5,000,000.00 4,896,451.39 09/12/20234.81004/10/2023 4,910,973.30 AA313384LQ0 134

4.858Federal Home Loan Discount56106 10,000,000.00 9,839,338.89 08/11/20234.78004/12/2023 9,864,842.40 AA313384KG3 102

4.856Federal Home Loan Discount56107 5,000,000.00 4,921,661.11 08/08/20234.78004/12/2023 4,934,395.75 AA313384KD0 99

4.928Federal Home Loan Discount56108 10,000,000.00 9,755,616.67 10/16/20234.73004/13/2023 9,778,797.50 AA313384NA3 168

4.916Federal Home Loan Discount56109 5,000,000.00 4,850,354.86 11/28/20234.70504/13/2023 4,862,300.50 AA313384PV5 211

4.938Federal Home Loan Discount56110 10,000,000.00 9,677,466.67 12/15/20234.72004/13/2023 9,706,262.60 AA313384QN2 228

4.706Federal Home Loan Discount56111 5,000,000.00 4,835,625.00 01/02/20244.50004/14/2023 4,843,774.50 AA313384RG6 246

4.847Federal Home Loan Discount56114 10,000,000.00 9,780,116.67 10/02/20234.74004/18/2023 9,794,282.00 AA313384ML0 154

4.922Federal Home Loan Discount56117 10,000,000.00 9,812,166.67 09/05/20234.83004/18/2023 9,828,542.40 AA313384LH0 127

4.915Federal Home Loan Discount56118 10,000,000.00 9,704,630.56 12/01/20234.70504/19/2023 9,724,047.80 AA313384PY9 214

4.945Federal Home Loan Discount56120 5,000,000.00 4,865,041.67 11/10/202304/19/2023 4,873,897.90 AA313384PB9 193

4.944Federal Home Loan Discount56121 10,000,000.00 9,735,350.00 11/06/202304/19/2023 9,752,957.80 AA313384NX3 189

5.006Federal Home Loan Discount56122 10,000,000.00 9,658,761.11 01/02/20244.78004/20/2023 9,687,549.00 AA313384RG6 246

4.936Federal Home Loan Discount56123 5,000,000.00 4,902,527.78 09/12/20234.84004/20/2023 4,910,973.30 AA313384LQ0 134

4.932Federal Home Loan Discount56124 10,000,000.00 9,813,122.22 09/06/20234.84004/20/2023 9,829,850.90 AA313384LJ6 128

5.012Federal Home Loan Discount56125 5,000,000.00 4,869,864.58 11/01/20234.80504/20/2023 4,879,707.00 AA313384NS4 184

5.004Federal Home Loan Discount56126 5,000,000.00 4,864,141.67 11/10/202304/20/2023 4,873,897.90 AA313384PB9 193

5.014Federal Home Loan Discount56127 5,000,000.00 4,855,333.33 11/24/20234.80004/21/2023 4,864,875.30 AA313384PR4 207

4.965Federal Home Loan Discount56128 5,000,000.00 4,884,138.89 10/10/20234.85004/21/2023 4,893,306.35 AA313384MU0 162

4.977Federal Home Loan Discount56129 5,000,000.00 4,824,513.89 01/12/20244.75004/21/2023 4,837,528.20 AA313384RS0 256

4.984Federal Home Loan Discount56131 5,000,000.00 4,851,600.00 12/04/20234.77004/24/2023 4,860,116.95 AA313384QB8 217

5.027Federal Home Loan Discount56132 5,000,000.00 4,850,355.56 12/06/20234.81004/26/2023 4,858,846.10 AA313384QD4 219 845,159,368.22854,893,447.66868,804,000.00820,262,363.01Subtotal and Average 4.720 122 Money Market

4.705Fidelity Inst Government52411 115,000,000.00 115,000,000.00 4.770115,000,000.00 AAASYS52411 1

4.715Morgan Stanley Inst Government52471 210,000,000.00 210,000,000.00 4.780210,000,000.00 AAASYS52471 1 Portfolio CP23
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2.831Local Agency Investment Fund43 75,000,000.00 75,000,000.00 2.87073,988,274.68SYS43 1 75,000,000.0073,988,274.6875,000,000.0075,000,000.00Subtotal and Average 2.831 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,998,201.97 06/18/20240.50006/18/2021 3,810,857.00 A89236TJH9 414 3,998,201.973,810,857.004,000,000.003,998,139.00Subtotal and Average 0.533 414 Negotiable CD's

3.710Royal Bank CN55788 5,000,000.00 5,000,000.00 06/15/20233.71006/22/2022 4,989,805.00 A-178012U6W0 45 5,000,000.004,989,805.005,000,000.005,000,000.00Subtotal and Average 3.710 45 Federal Agency Issues-Coupon/Bullet

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,457.64 04/21/20250.60004/21/2021 4,651,476.35 AA3133EMWT5 721

0.187FEDERAL FARM CREDIT BANK55305 3,950,000.00 3,949,936.80 05/10/20230.12505/10/2021 3,944,816.77 AA3133EMYX4 9

0.187FEDERAL FARM CREDIT BANK55306 3,000,000.00 2,999,952.00 05/10/20230.12505/10/2021 2,996,063.37 AA3133EMYX4 9

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,703.17 09/23/20240.43009/23/2021 2,837,506.86 AA3133EM5X6 511

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,980,399.55 09/10/20260.80009/28/2021 2,709,617.34 AA3133EM4X7 1,228

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,998,677.74 10/12/20230.29010/13/2021 4,893,087.65 AA3133ENAL4 164

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,998,531.38 10/12/20230.29010/18/2021 2,935,852.59 AA3133ENAL4 164

0.418FEDERAL FARM CREDIT BANK55477 3,000,000.00 2,998,978.05 06/26/20230.20010/27/2021 2,977,503.96 AA3133EM3S9 56

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,997,897.89 11/09/20230.40011/18/2021 2,929,676.04 AA3133ENDR8 192

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,998,727.72 12/01/20230.50012/03/2021 2,922,179.16 AA3133ENGF1 214

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,993,349.02 12/01/20230.50012/09/2021 4,870,298.60 AA3133ENGF1 214

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,430.03 12/09/20240.92012/09/2021 2,835,284.01 AA3133ENGQ7 588

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,662.83 12/09/20240.92012/09/2021 2,835,284.01 AA3133ENGQ7 588

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,999,303.96 01/18/20240.90001/18/2022 2,913,886.53 AA3133ENLF5 262

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,994,209.72 01/18/20240.90001/28/2022 2,913,886.53 AA3133ENLF5 262

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,996,942.00 02/09/20241.18002/09/2022 2,914,601.97 AA3133ENNJ5 284

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,996,942.00 02/09/20241.18002/09/2022 2,914,601.97 AA3133ENNJ5 284

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,743,659.38 06/17/20241.80003/17/2022 5,574,679.97 AA3133ENSB7 413

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,963,846.87 10/12/20230.29003/22/2022 4,893,087.65 AA3133ENAL4 164

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,995,518.31 04/18/20242.44004/20/2022 2,933,445.57 AA3133ENUN8 353

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,991,468.16 04/18/20242.44004/25/2022 2,933,445.57 AA3133ENUN8 353

2.027FEDERAL FARM CREDIT BANK55716 5,000,000.00 4,999,996.53 05/02/20232.03005/02/2022 4,999,548.05 AA3133ENVS6 1 Portfolio CP23
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2.180FEDERAL FARM CREDIT BANK55721 3,000,000.00 2,996,692.53 05/23/20230.37505/04/2022 2,991,425.67 AA3133ENEW6 22

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,997,187.50 05/16/20242.62505/16/2022 3,911,789.56 AA3133ENWP1 381

2.387FEDERAL FARM CREDIT BANK55774 4,659,000.00 4,656,371.69 05/10/20230.12506/13/2022 4,652,886.41 AA3133EMYX4 9

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,991,899.16 06/17/20243.25006/17/2022 2,950,766.31 AA3133ENYX2 413

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,997,700.29 08/08/20233.12508/08/2022 4,970,345.40 AA3133ENF39 99

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,420.93 10/17/20234.12509/20/2022 4,979,991.60 AA3133ENN63 169

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,458.65 10/17/20234.12509/20/2022 2,987,994.96 AA3133ENN63 169

0.169FEDERAL HOME LOAN BANK55348 5,000,000.00 4,999,801.39 06/02/20230.12506/04/2021 4,976,910.15 AA3130AMRY0 32

0.169FEDERAL HOME LOAN BANK55349 4,000,000.00 3,999,841.11 06/02/20230.12506/04/2021 3,981,528.12 AA3130AMRY0 32

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,998,948.98 08/28/20230.12509/10/2021 2,953,129.77 AA3130ANYM6 119

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,511.51 12/08/20230.50011/01/2021 2,916,961.47 AA3130APR72 221

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,396.93 11/09/20230.50011/12/2021 4,880,241.20 AA3130APU29 192

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,996,769.92 12/22/20230.62501/04/2022 2,919,969.03 AA3130AQF57 235

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,599.67 12/20/20241.00001/05/2022 2,840,521.80 AA3130AQF40 599

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,990,232.00 12/22/20230.62501/12/2022 4,866,615.05 AA3130AQF57 235

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,992,414.00 12/22/20230.62501/19/2022 2,919,969.03 AA3130AQF57 235

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,997,557.14 02/28/20242.12503/25/2022 4,886,337.05 AA3130ARHG9 303

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,998,045.71 02/28/20242.12503/25/2022 3,909,069.64 AA3130ARHG9 303

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,992,990.97 02/28/20242.12503/29/2022 4,886,337.05 AA3130ARHG9 303

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,996,067.32 06/28/20242.75006/10/2022 2,932,718.19 AA3130ASDS5 424

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,994,756.42 06/28/20242.75006/10/2022 3,910,290.92 AA3130ASDS5 424

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,982,664.71 06/28/20242.75006/13/2022 2,932,718.19 AA3130ASDS5 424

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,991,694.04 06/28/20242.75006/13/2022 2,932,718.19 AA3130ASDS5 424

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,983,750.99 06/14/20243.12508/18/2022 4,921,522.45 AA3130ASHK8 410

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,995,766.70 09/01/20233.37509/06/2022 4,968,555.40 AA3130AT5B9 123

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,998,372.00 09/13/20233.62509/13/2022 4,973,000.75 AA3130ATCR6 135

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,747,264.50 09/15/20233.87509/15/2022 4,729,005.76 AA3130ATDJ3 137

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,989,696.22 12/08/20233.87509/21/2022 4,969,158.15 AA3130ATDK0 221

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,980,295.80 AA3130ATGM3 148

4.442FEDERAL HOME LOAN BANK55863 5,000,000.00 4,948,754.62 03/08/20243.25009/28/2022 4,930,627.20 AA3130A0XE5 312

4.740FEDERAL HOME LOAN BANK55930 10,000,000.00 10,000,000.00 07/03/20234.80012/07/2022 9,992,116.40 AA3130AU4Z4 63

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,999,070.00 12/07/20234.87512/07/2022 4,998,366.10 AA3130AU5E0 220

4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,998,465.00 03/08/20244.75012/08/2022 4,993,865.60 AA3130ATUQ8 312

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,998,451.23 03/08/20244.75012/12/2022 4,993,865.60 AA3130ATUQ8 312

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,994,411.91 03/08/20244.75012/13/2022 4,993,865.60 AA3130ATUQ8 312

4.753FEDERAL HOME LOAN BANK55954 5,000,000.00 5,000,000.00 09/20/20234.81012/19/2022 4,994,914.30 AA3130AUC36 142 Portfolio CP23
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4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,993,697.43 03/08/20244.75012/28/2022 4,993,865.60 AA3130ATUQ8 312

4.609FEDERAL HOME LOAN BANK56070 4,415,000.00 4,325,203.76 02/28/20242.12503/29/2023 4,314,635.62 AA3130ARHG9 303

4.609FEDERAL HOME LOAN BANK56071 585,000.00 573,101.75 02/28/20242.12503/29/2023 571,701.43 AA3130ARHG9 303

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,414.25 12/04/20230.25012/04/2020 2,916,629.40 AA3137EAFA2 217

3.073FEDERAL HOME LOAN MTG CORP55779 5,000,000.00 4,978,617.88 06/26/20230.25006/15/2022 4,963,399.70 AA3137EAES4 56

2.930FEDERAL HOME LOAN MTG CORP55807 5,000,000.00 4,979,659.48 06/26/20230.25007/08/2022 4,963,399.70 AA3137EAES4 56

2.959FEDERAL HOME LOAN MTG CORP55816 5,000,000.00 4,998,353.14 06/19/20232.75008/02/2022 4,984,416.55 AA3137EAEN5 49

4.720FEDERAL HOME LOAN MTG CORP55948 4,892,000.00 4,824,270.39 08/24/20230.25012/16/2022 4,816,715.54 AA3137EAEV7 115

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,976,987.81 06/17/20250.50010/20/2021 2,780,443.32 AA3135G04Z3 778

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,947,395.42 11/07/20250.50012/08/2021 2,753,143.50 AA3135G06G3 921 276,414,317.80271,918,574.75277,001,000.00292,830,517.27Subtotal and Average 2.478 255 Commercial Paper - Discount

5.103MUFG BANK LTD/NY56060 5,000,000.00 4,928,741.67 07/03/202303/23/2023 4,953,560.00 AA62479MU35 63 4,928,741.674,953,560.005,000,000.004,928,741.67Subtotal and Average 5.103 63 2,088,620,875.69 2,121,628,333.33 3.663 2342,077,493,489.47 2,097,125,653.15Total and Average Portfolio CP23
AP
Run Date: 08/09/2023 - 12:11 PM (PRF_PM2) 7.3.11
YTM
360

Page 13 ends

Par Value Book Value
Stated
RateMarket Value
April 30, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
CITY POOL FY22-23
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,088,620,875.69 2,121,628,333.33 3.663 234
0 9,664.59
9,664.59
9,664.59
9,664.59
Subtotal
Accrued Interest at PurchaseAverage Balance
2,077,503,154.06 2,097,135,317.74Total Cash and Investments Portfolio CP23
AP
Run Date: 08/09/2023 - 12:11 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of May 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
404,887,750.00405,000,000.00 403,988,274.684 19.09%MaturitiesAging Interval: 0 days 05/01/2023 05/01/2023-( ) Payments0 103,425,939.97104,609,000.00 104,361,469.9024 4.93%MaturitiesAging Interval: 1 - 30 days 05/02/2023 05/31/2023-( ) Payments0 349,150,920.96355,804,000.00 352,959,894.5566 16.77%MaturitiesAging Interval: 31 - 90 days 06/01/2023 07/30/2023-( ) Payments0 427,728,948.60436,642,000.00 430,214,402.8381 20.58%MaturitiesAging Interval: 91 - 180 days 07/31/2023 10/28/2023-( ) Payments0 447,358,854.70454,815,000.00 445,509,308.48100 21.44%MaturitiesAging Interval: 181 - 360 days 10/29/2023 04/25/2024-( ) Payments0 290,052,077.15290,208,333.33 272,800,990.3490 13.68%MaturitiesAging Interval: 361 - 1080 days 04/26/2024 04/15/2026-( ) Payments0 74,521,161.7774,550,000.00 67,716,898.2024 3.51%MaturitiesAging Interval: 1081 days and after 04/16/2026 -( ) Payments0 Total for 2,077,551,238.982,097,125,653.15100.00389 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 07/17/2023 - 15:37 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Appendix B - City of Oakland
Redevelopment Successor
Agency Portfolio Detail for Period
Ended June 30, 2023
Successor Agency Pool
Portfolio Management
June 30, 2023
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 19,956,775.01 1683.30 4.901819,982,575.5020,000,000.00 4.969 Money Market 4,000,000.00 116.70 4.96114,000,000.004,000,000.00 5.030 23,956,775.01 100.00%
Investments
23,982,575.5024,000,000.00 13 7 4.911 4.979
Current Year
June 30
126,267.84
Fiscal Year To Date
758,468.61 758,468.61
Fiscal Year Ending
Average Daily Balance
Effective Rate of Return
30,760,269.03 21,995,437.45

3.45%4.99%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 06/01/2023-06/30/2023
Run Date: 07/19/2023 - 14:02 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
June 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.063Federal Home Loan Bank Discoun51307 5,000,000.00 4,986,166.67 07/03/20234.98006/13/2023 5,000,000.00 AA313384HR3 2

5.070Federal Home Loan Bank Discoun51308 5,000,000.00 4,979,941.67 07/25/20234.98006/26/2023 4,985,259.20 AA313384JP5 24

4.871Federal Home Loan Bank Discoun51309 10,000,000.00 9,990,666.67 07/05/20234.80006/28/2023 9,997,316.30 AA313384HT9 4 19,956,775.0119,982,575.5020,000,000.0010,960,269.03Subtotal and Average 4.969 8 Money Market

5.030Fidelity Inst Government50914 4,000,000.00 4,000,000.00 5.0304,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
4,000,000.004,000,000.004,000,000.0019,800,000.00Subtotal and Average 5.030 1 30,760,269.03 24,000,000.00 4.979 723,982,575.50 23,956,775.01Total and Average Portfolio SRAP
AP
Run Date: 07/19/2023 - 14:02 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of July 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
4,000,000.004,000,000.00 4,000,000.002 16.67%MaturitiesAging Interval: 0 days 07/01/2023 07/01/2023-( ) Payments0 19,956,775.0120,000,000.00 19,982,575.503 83.33%MaturitiesAging Interval: 1 - 30 days 07/02/2023 07/31/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 08/01/2023 -( ) Payments0 Total for 23,982,575.5023,956,775.01100.005 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 07/19/2023 - 14:06 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Portfolio Management
May 31, 2023
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 9,960,104.17 3083.28 4.814189,977,408.9510,000,000.00 4.881 Money Market 2,000,000.00 116.72 4.95112,000,000.002,000,000.00 5.020 11,960,104.17 100.00%
Investments
11,977,408.9512,000,000.00 25 16 4.837 4.904
Current Year
May 31
83,120.48
Fiscal Year To Date
632,200.77
Average Daily Balance
Effective Rate of Return
19,724,256.32 21,210,527.16

3.25%4.96%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 05/01/2023-05/31/2023
Run Date: 07/19/2023 - 14:01 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
May 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

4.861Federal Home Loan Bank Discoun51305 5,000,000.00 4,974,162.50 06/26/20234.77005/18/2023 4,984,739.70 AA313384HJ1 25

4.901Federal Home Loan Bank Discoun51306 5,000,000.00 4,985,941.67 06/13/20234.82005/23/2023 4,992,669.25 AA313384GV5 12 9,960,104.179,977,408.9510,000,000.004,175,869.22Subtotal and Average 4.881 18 Money Market

5.020Fidelity Inst Government50914 2,000,000.00 2,000,000.00 5.0202,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,000,000.002,000,000.002,000,000.0015,548,387.10Subtotal and Average 5.020 1 19,724,256.32 12,000,000.00 4.904 1611,977,408.95 11,960,104.17Total and Average Portfolio SRAP
AP
Run Date: 07/19/2023 - 14:01 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of June 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 06/01/2023 06/01/2023-( ) Payments0 9,960,104.1710,000,000.00 9,977,408.952 83.33%MaturitiesAging Interval: 1 - 30 days 06/02/2023 07/01/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 07/02/2023 -( ) Payments0 Total for 11,977,408.9511,960,104.17100.004 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 07/19/2023 - 14:05 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Portfolio Management
April 30, 2023
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 4,980,065.28 3190.88 4.64934,998,106.555,000,000.00 4.713 Money Market 500,000.00 19.12 4.7051500,000.00500,000.00 4.770 5,480,065.28 100.00%
Investments
5,498,106.555,500,000.00 28 3 4.654 4.718
Current Year
April 30
69,725.44
Fiscal Year To Date
549,080.29
Average Daily Balance
Effective Rate of Return
17,933,684.26 21,362,087.67

3.09%4.73%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 04/01/2023-04/30/2023
Run Date: 07/19/2023 - 14:01 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
April 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

4.713Federal Home Loan Bank Discoun51304 5,000,000.00 4,980,065.28 05/04/20234.63004/03/2023 4,998,106.55 AA313384FD6 3 4,980,065.284,998,106.555,000,000.008,800,350.93Subtotal and Average 4.713 3 Money Market

4.770Fidelity Inst Government50914 500,000.00 500,000.00 4.770500,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
500,000.00500,000.00500,000.009,133,333.33Subtotal and Average 4.770 1 17,933,684.26 5,500,000.00 4.718 35,498,106.55 5,480,065.28Total and Average Portfolio SRAP
AP
Run Date: 07/19/2023 - 14:01 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of May 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
500,000.00500,000.00 500,000.002 9.09%MaturitiesAging Interval: 0 days 05/01/2023 05/01/2023-( ) Payments0 4,980,065.285,000,000.00 4,998,106.551 90.91%MaturitiesAging Interval: 1 - 30 days 05/02/2023 05/31/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 06/01/2023 -( ) Payments0 Total for 5,498,106.555,480,065.28100.003 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 07/19/2023 - 14:03 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11

Rules & Legislation CommitteeSeptember 14, 2023

Rules & Legislation Committee
September 14, 2023