View Attachment A — Rules & Legislation Committee, November 30, 2023

Attachment A

City of Oakland and Oakland
Redevelopment Successor Agency

City of Oakland, California

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

DAVID JONES
Treasury Administrator

Investment Staff
Max Kumar,
Investment & Operations Manager

Vivian Woo,
Treasury Analyst III

CITY OF OAKLAND

CASH MANAGEMENT REPORT FOR
THE QUARTER ENDED SEPTEMBER 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
Portfolio Composition
Preservation of Capital/Safety
Liquidity 12
Diversity 14
Derivatives
Yield
Valuation and Leverage 15

Appendices

Appendix A - City of Oakland Portfolio Detail for Period Ended September 30, 2023 Appendix B - City of Oakland Redevelopment Successor Agency Portfolio Detail for Period Ended September 30, 2023

CITY OF OAKLAND AND CITY OF OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR THE QUARTER ENDED SEPTEMBER 30, 2023

PREPARED BY THE

FINANCE DEPARTMENT

BUREAU OF TREASURY

SEPTEMBER 30, 2023

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

Average Daily Balance $1,982,970,714 Total Earning Quarter $ 21,268,458 Month End Yield 4.19% Average Maturity 203 days Daily Liquidity 21.35% 180 Day Liquidity 72.07%

Investments Par Value Market Value Book Value % of
Portfolio
Max %-In
Compliance
Federal Agency Issues - Coupon 576,223,333.33 552,070,925.45 576,134,770.71 29.27 100%- Yes Federal Agency Issues –Discount 733,000,000.00 723,711,690.60 711,005,034.96 36.12 100%-Yes Federal Agency Issues –Bullet 232,750,000.00 229,106,984.60 232,300,196.68 11.80 100%-Yes Money Market 375,000,000.00 375,000,000.00 375,000,000.00 19.05 20%-Yes Local Agency Investment Funds 49,967,195.03 49,283,031.15 49,967,195.03 2.54 $75M Max-Yes Negotiable CD’s 20,000,000.00 20,000,020.00 20,000,000.00 1.02 30%-Yes Corporate Bonds 4,000,000.00 3,856,776.44 3,998,866.46 0.20 40%-Yes Total $ 1,990,940,528.36 1,953,029,428.24 1,968,406,063.84 100

Federal Agency Issues -
Coupon

29.27%
Federal Agency Issues -
Discount

36.12%Federal Agency Issues -
Bullet

11.80%
Money Market

19.05%
Local Agency
Investment Funds

2.54%
Negotiable CD's

1.02%
Corporate Bonds

0.20%
Asset Allocation by Book Value

2 As of September 30th, 2023, the unaudited total cash and investments managed by the City is $2.34 billion, with $1.97 billion in City’s Operating Pool, $326.8 million in City Restricted Trust Funds and $42.81 million cash held at bank.

CITY OF OAKLAND AND OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR THE QUARTER ENDED SEPTEMBER 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 September 2023 after a 0.25% increase in July 2023, bringing the federal funds rate to a range of 5.25%-5.50%, the highest level in the last 22 years. FOMC has approved 4 interest rate increases totaling 1.00 % since January 2023.

FOMC is expected to keep
the interest rates high, with still a possibility of approving another increase before the year is over 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 third quarter of 2023. 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 4.9 percent in the third quarter of 2023.

Economists surveyed by Dow Jones expected an increase of 4.7 percent. The Real GDP had increased 2.1 percent in the second quarter of 2023. The increase in real GDP reflected increased contributions from consumer spending, increased inventories, exports, residential investments and government spending.

Job growth was stronger than expected in September. According to the Labor Department, nonfarm payrolls increased by 336,000 for September after increasing by 227,000 and 236,000 for August and July, respectively. The payrolls increase was the best monthly number since January 2023. The unemployment rate for September was 3.8%, compared to the forecast for 3.7%. A strong job market is central to the rates equation. Policymakers feel that a tight labor picture will continue to put upward pressure on wages which then will push prices higher.

U.S. consumer spending increased in third quarter, 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 4.0 % in the third quarter, after increasing 0.8 % in the second quarter. Consumer resiliency continues despite higher interest rates and continuing inflation.

Furthermore, the core personal consumption expenditures index (PCE index), which the Federal Reserve uses as a key measure of inflation, increased 0.3% for September 2023, in line with Dow Jones estimate of 0.1%, core PCE index had increased 0.1% in August 2023. On a year over year basis, core PCE has increased 3.7% and headline PCE has increased 3.4%, still above FOMC target inflation range of 2%.

The consumer price index, a closely followed inflation gauge, increased 0.4% in September and 3.7% from a year ago, according to the Labor Department. That compared with respective Dow Jones estimates of 0.3% and 3.6%. Excluding volatile food and energy prices, the so-called core CPI increased 0.3% in September and 4.1% on a 12-month basis, both exactly in line with expectations.

In keeping with recent trends, shelter costs were the main factor in the inflation increase. The index for shelter, which makes up about one-third of the CPI weighting, accelerated 0.6% for the month and

7.2% from a year ago. On a monthly basis, shelter accounted for more than half the rise in the CPI as reported by the Labor Department.
3 Retail sales rose 0.7% in September 2023, well above the 0.3% Dow Jones estimate, according to the Commerce Department. On a year-over-basis, sales rose 3.8%. Sales gains were broad-based on the month, with the biggest rise coming at miscellaneous store retailers, which saw an increase of 3% while online sales climbed 1.1%. The retail report is considered an important factor for the Federal Reserve as officials contemplate the future of monetary policy. While markets largely expect the Fed is done raising rates for this cycle, an unexpectedly strong consumer complicates the equation.

The Conference Board’s Consumer Confidence index fell for a second consecutive month to 103 in September, just above May’s 102.50 reading. Consumers are facing rising gas prices, high interest rates and the return of student loan payments contributed to greater economic uncertainty and dampened consumer confidence.

The latest reading reinforces expectations for consumers to pull back on spending in the fourth quarter of this year.

U.S. manufacturing activity continues to contract in September for the 11 th consecutive month,
thought the pace of decline slowed considerably with companies managing outputs appropriately as order softness continues. The Institute of Supply Management (ISM) said its manufacturing index of

49.0 for September 2023, 1.4 percentage points higher than the 47.6 percent recorded in August and the best performance since November 2022. Any number above 50% signals expansion in the manufacturing economy, which accounts for 11.1% of the U.S economy.

U.S. producer prices
rose more than expected in September, indicating simmering inflation pressures for the U.S. economy. Markets look at the PPI as a leading indicator for inflation, as it gauges a wide variety of costs for pipeline goods that feed to consumer products. According to the Labor Department, the producer price index (PPI) increased by 0.5% in September 2023, higher than the

0.3 % the Dow Jones estimated. Much of the prices increase came from gasoline, which jumped

5.4%, while food prices posted a 0.9% gain. Energy prices broadly rose 3.3%. Core goods, stripping out food and energy, increased just 0.1%, a reflection of normalized supply chains.

U.S. import prices rose less than expected in September 2023. According to the Labor Department, import prices only rose 0.1% in September when economists were anticipating a 0.5% gain. The cost of energy rose for the fourth straight month at 4.4% in September.

Import prices have been helping to
lower inflation but higher fuel prices are upsetting that trend. The rate of import inflation over the past 12 months was down 1.7% in September, the smallest decline since February and up from a 6.1% decline in June.

U.S. homebuilding increased in September 2023, with demand for new construction increased amid a housing shortage, but high mortgage rates and low consumer confidence could slow momentum. The Commerce Department reported Housing Starts increased by 7.0% to a seasonally adjusted annual rate of 1.358 million units in September 2023. Economists polled by Reuters forecasted starts to increase to an annual rate of 1.380 million units. The Commerce Department also reported that single family homebuilding, which accounts for the largest share of the housing market, increased by 3.2 percent in September 2023. Permits issued fell 4.4% in September.

U.S new home sales increased more quickly than expected in September 2023. According to the Commerce Department, new home sales rose by 12.3% in September, hitting a seasonally adjusted annual rate of 759,000 homes. According to Wall Street Journal Poll of economists, sales was expected to increase less sharply to an annual rate of 680,000 homes. New home sales have increased 34% since last September 2022.

INTEREST RATES

4 During the third quarter, the “FOMC”, met on July 26th and September 20th and increased the funds rate by 0.25% in the July meeting and maintained it in the September meeting, to leave the federal funds rate range to 5.25-5.50%. In addition, FOMC will continue reducing its holding of Treasury securities and agency debt and agency mortgage-backed securities as part of reducing the size of the Federal Reserve’s balance sheet.

FOMC is poised to keep the federal funds rate higher for longer 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 decreased from $2.17 billion as of June 30, 2023, to $1.97 billion as of September 30, 2023. This net balance decrease was mainly due to the following estimates:
receipt of $ 6.59 million in business tax revenues, receipt of $25 .17 million in property tax revenues, offset by debt service payments of approximately $73.63 million. The remaining balance decrease of approximately $156.66 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 2023-24, 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 September 30, 2023. Approximately 77.19% of Operating Pool investments were rated in the AA/Aaa category while 19.05% in AAA/Aaa, 2.54% primary unrated holdings represent the Fund’s investments in the Local Agency Investment Fund (“LAIF”), 1.02% in the A1/P1 category and

0.20% 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 September 30th2023 Moody’s Investors Service and on August 1st 2023, Fitch Ratings downgraded to AA+ ratings for government agencies.

The City’s Investment Policy for FY 2023-2024 does not have a rating criteria level for government agencies.

City of Oakland Operating Pool
5 Portfolio Credit Quality
(As of 9/30/23)

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 September 2023 is approximately $114.6 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 $ 593,967,195 29.84%
31-180 $ 840,815,000 42.23%
Total $1,434,782,195 72.07%

Investments maturing within 180 days include $50 million in LAIF and $375.00 million in money market funds, both of which are considered to have a one-day maturity due to the ability to withdraw funds daily.

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

A1/P1/F1

1.02%
A+/A1

0.20%
Not Rated

2.54%
AAA/Aaa

19.05%
AA/Aaa

77.19%
6 Year Amount Percent
Increase/Decrease
From Prior Year
September 2023 $1,968,406,064 11.95%
September 2022 $1,758,259,207 16.65%
September 2021 $1,507,338,204 24.14%
September 2020 $1,214,192,701 8.32%
September 2019 $1,120,924,394

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

City of Oakland Operating Pool
Portfolio Maturity
(As of 9/30/23)

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.

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

29.83%

18.23%

24.00%

10.33%

8.59% 7.34%

1.68%
Days to Maturity
7 City of Oakland Operating Pool
Yield to Maturity
(As of 9/30/23)

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.

$989,213,514
$206,100,555
$76,188,223
$91,587,861
$94,810,690
$69,088,373
$15,397,000

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

0.5-1 1-1.5 1.5-2 2-2.5 4.0-53.0-4.0

2.5-30-0.5
8 City of Oakland Operating Pool
Portfolio Diversity
(As of 9/30/23)

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 September 30, 2023, was approximately $21,268,458. The effective rate of return on total assets in the Operating Pool Portfolio for month-end September 30, 2023, was 4.19% as compared to 4.02% for June 30, 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.

Comparative yields for the quarter are shown below.

City of Oakland Operating Pool
Comparative Annualized Yields
(As of 9/30/23)

US Federal Agencies

77.19%
Money Market Funds

19.05%
State of Calif. LAIF

2.54%
Negotiable CD's

1.02% Corporate Bonds

0.20%
9 As of Month-end 1-year Govt.

Agency
LAIF1 City of Oakland
Operating Pool
Alameda
County
Pool2
July 2023 5.30% 3.31% 4.07% 5.17%
August 2023 5.31% 3.43% 4.10% 3.26%
September 2023 5.33% 3.53% 4.19% 1.87%
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 September 30, 2023, was 4.19 percent. The City’s Operating Pool Portfolio had under-performed the 1-year government agency which yielded a rate of 5.33 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 3.53 percent.

The Alameda County Pool had a preliminary accrual basis rate of return for September 2023 of

1.87percent. The Alameda County Pool had a Portfolio of $8.98 billion with 550 days to maturity, meanwhile the City’s Operating Pool had an accrual rate of return of 4.19 percent for September 2023. The City Operating Pool had a Portfolio of $1.97 billion with 203 days to maturity.

As of September 30, 2023, the City Operating Pool’s average days-to-maturity (ADM) was 203 days versus LAIF’s average days-to-maturity (ADM) was 256 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.

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.

10 Valuation and Leverage. Based on information received from Interactive Data Corporation, the market value of the City Operating Pool portfolio was $1.95 b illion, wh ich was below book value by $15,376,636. 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)

III. CITY OF OAKLAND

REDEVELOPMENT SUCCESSOR AGENCY PORTFOLIO
Cash Basis Accrual Basis
Marke t Value 1,953,029,428$ Marke t Value 1,953,029,428$ Original Cost (1,967,353,410) Original Cost (1,968,406,064) Ne t Unre alize d Gain (Los s ) (14,323,982)$ Ne t Unre alize d Gain (Los s ) (15,376,636)$

UNREALIZED GAINS & LOSSES
11 AAA/Aaa

12.37%
AA/Aaa

87.63%

PORTFOLIO REVIEW

The Successor Agency’s portfolio decreased from a balance of $23.96 million as of June 30, 2023, to a balance of $16.17 million as of September 30, 2023. The portfolio decreased due to bond excess proceed transfer payments of $ 10.64 million per the bond expenditure agreement, and other vendor payments.

PORTFOLIO COMPOSITION

The Portfolio continues to comply with all provisions of the City’s Investment Policy for Fiscal Year 2023-2024, 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

12.37% of Operating Fund investments were rated in the AAA/Aaa, while 87.63% 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 September 30th 2023. Moody’s Investors Service and on August 1st 2023, Fitch Ratings downgraded to AA+ ratings for government agencies.

The City’s Investment Policy for FY 2023-2024 does not have a rating criteria level for government agencies.

Oakland Successor
Portfolio Credit Quality
(As of 9/30/23)

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 $5 million. The estimated 6-month cash flow for Successor Portfolio is summarized below:

12 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
September 2023 $16,168,956 (28.05%)
September 2022 $22,472,317 136.55%
September 2021 $9,499,931 (48.65%)
September 2020 $18,498,881 (24.36%)
September 2019 $24,457,196

(Remainder of this Page Intentionally Left Blank)

The following chart depicts the Successor’s Portfolio by percentage and dollars invested in each maturity range.

Oakland Successor Agency
Portfolio Maturity
(As of 9/30/23)

Successor Portfolio Estimated Cash Flow
October 2023-March 2024*
B
eg: Available Balance 16,168,956$
ROPS Receipt** 16,345,134
Debt Service (5,035,721)
Other expenses (5,000,000)
Bal: Mar. 2024** 22,478,369$
*Successor Pool Only
**Estimated
13 Days to Maturity
$-
$2,000,000.00
$4,000,000.00
$6,000,000.00
$8,000,000.00
$10,000,000.00
$12,000,000.00
$14,000,000.00
$16,000,000.00
$18,000,000.00
0-30 31-90 91-180
100%
14 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 9/30/23)

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

Yield. The Total interest earned for the quarter ended September 30, 2023, was approximately $275,698. The effective rate of return on total assets in the Successor’s Portfolio was 5.30 percent for the month ending September 30, 2023. The Successor’s Portfolio underperformed the 1-year government agency which yielded a rate of 5.33 percent as of September 30, 2023. The Successor’s Portfolio outperformed the Local Agency Investment Fund (“LAIF”), which ended the month at 3.53 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 September 30, 2023, Successor’s Portfolio Fund’s average days-to-maturity (ADM) was 3 days versus LAIF’s average days-to-maturity (ADM) of 256 days.

Comparative yields for the quarter are shown below.

Federal Agency
Issues - Discount

87.63%
Money Market

12.37%
15 Oakland Successor Agency
Comparative Annualized Yields
(As of 9/30/23)

As of Month-end 1-Year Govt.

Agency
LAIF1 Successor
Agency
July 2023 5.30% 3.31% 5.06%
August 2023 5.31% 3.43% 5.25%
September 2023 5.33% 3.53% 5.30%
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 September 30, 2023 was $16.17 million, which was the same as the book value. 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.

The following chart shows yield comparisons for the quarter.

16 Portfolio Earnings Comparison

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%
Jul-23 Aug-23 Sep-23
1-Year Government Agency LAIF Successor Portfolio City Operating Pool Alameda County Pool Appendix A - City of Oakland
Portfolio Detail for Period Ended
September 30, 2023
City Pool Portfolio
Portfolio Management
September 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 576,134,770.71 1,03329.27 2.643463552,070,925.45576,223,333.33 2.680 Federal Agency Issues - Discount 711,005,034.96 21736.12 5.22091723,711,690.60733,000,000.00 5.292 Money Market 375,000,000.00 119.05 5.1981375,000,000.00375,000,000.00 5.270 Local Agency Investment Funds 49,967,195.03 12.54 3.486149,283,031.1549,967,195.03 3.534 Corporate Bonds 3,998,866.46 1,0960.20 0.5332613,856,776.444,000,000.00 0.540 Negotiable CD's 20,000,000.00 2691.02 5.83022020,000,020.0020,000,000.00 5.911 Federal Agency Issues-Coupon/Bullet 232,300,196.68 70011.80 2.923266229,106,984.60232,750,000.00 2.963 1,968,406,063.84 100.00%
Investments
1,953,029,428.241,990,940,528.36 468 203 4.143 4.201
Cash and Accrued Interest
1,968,529,657.58Total Cash and Investments
123,593.74Subtotal
123,593.74
1,953,153,021.981,990,940,528.36
123,593.74
123,593.74
468 203 4.143 4.201
Accrued Interest at Purchase
Current Year
September 30
6,829,200.82
Fiscal Year To Date
21,299,030.91
Average Daily Balance
Effective Rate of Return
1,982,970,713.95 2,047,793,958.90

4.13%4.19%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio POOL
AP
Reporting period 09/01/2023-09/30/2023
Run Date: 10/23/2023 - 10:04 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
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
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 2,776,713.30 AA3133ELK37 624

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,999,544.44 03/15/20240.37003/15/2021 2,930,645.79 AA3133EMTD4 166

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,800,226.10 AA3133EMTQ5 533

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,800,226.10 AA3133EMTQ5 533

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,592.18 AA3133EMUK6 906

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,592.18 AA3133EMUK6 906

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,592.18 AA3133EMUK6 906

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,711,592.18 AA3133EMUK6 906

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,794,569.72 AA3133EMWH1 568

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,980,872.87 AA3133EMYW6 43

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,783,052.81 AA3133EMZW5 596

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,997,052.43 09/08/20260.87009/15/2021 4,426,963.90 AA3133EM4S8 1,073

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,656,627.53 AA3133EM6E7 1,093

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,682,465.42 AA3133ENEM8 1,149

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,690,209.98 AA3133ENFN5 1,156

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,950,361.91 AA3133ENQX1 159

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,951,204.19 AA3133ENWL0 228

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,995,392.15 AA3133EN3R9 67

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,995,392.15 AA3133EN3R9 67

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,971,842.89 12/08/20254.12506/08/2023 4,899,018.85 AA3133EPMB8 799

4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/20264.69006/09/2023 4,905,983.50 AA3133EPMF9 982

5.425FEDERAL FARM CREDIT BANK56219 5,000,000.00 5,000,000.00 08/07/20245.50008/07/2023 4,985,000.15 AA3133EPSG1 311

5.425FEDERAL FARM CREDIT BANK56220 5,000,000.00 5,000,000.00 08/07/20245.50008/07/2023 4,985,000.15 AA3133EPSG1 311

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,997,031.95 AA3133ENY87 39

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,997,031.95 AA3133ENY87 39

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,997,004.03 11/18/20244.50011/18/2022 4,950,534.95 AA3133ENZ94 414

4.813FEDERAL FARM CREDIT BANK56009 5,000,000.00 5,000,000.00 01/24/20244.88001/24/2023 4,989,746.55 AA3133EN6X3 115

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,233,664.94 AA3130AJPT0 624

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,691,692.97 AA3130AKMD5 848

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,728,625.40 AA3130AKU61 849

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,691,066.06 AA3130AKN69 850

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,692,361.40 AA3130AKU53 850

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,696,247.81 AA3130AKPQ3 850

0.434FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.50001/29/2021 2,711,256.12 AA3130AKTT3 851

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,692,049.73 AA3130AKVY9 851

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,693,019.36 AA3130AKXQ4 865

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,857.33 02/17/20260.62502/17/2021 2,693,257.59 AA3130AL3S1 870

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,684,696.97 AA3130AKVV5 871 Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,689,678.56 AA3130AL7G3 876

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,699,376.90 AA3130ALCV4 877

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,699,376.90 AA3130ALCV4 877

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,692,709.85 AA3130AL5X8 877

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,692,709.85 AA3130AL5X8 877

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,691,043.08 AA3130AL6J8 877

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,691,043.08 AA3130ALBM5 877

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,703,083.58 AA3130AKXX9 878

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,692,112.64 AA3130AKZ25 879

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,732,540.49 AA3130ALHY3 890

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,703,183.00 AA3130ALRN6 904

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,640,968.72 AA3130ALGJ7 904

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,925,235.17 AA3130ALTS3 179

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,854,823.19 AA3130ALNZ3 365

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,708,616.78 AA3130ALXV1 934

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,356.25 04/28/20261.25004/28/2021 2,278,134.95 AA3130ALYM0 940

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,733,761.94 AA3130ALZQ0 940

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,703,366.63 AA3130AM2J0 940

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,847,062.49 AA3130ALZS6 393

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,799,688.32 AA3130AM2V3 576

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,733,480.60 AA3130AM4L3 941

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,911,793.28 AA3130ALZC1 211

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,834,338.26 AA3130AMK92 422

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,734,793.82 AA3130AMG63 968

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,712,740.01 AA3130AMNM0 969

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,702,639.46 AA3130AMYQ9 1,003

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,465.48 12/30/20240.60006/30/2021 2,823,999.24 AA3130AMXH0 456

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,820,422.19 AA3130AMTQ5 456

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,677,489.89 AA3130ANAJ9 1,030

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,995,229.28 AA3130ANEJ5 485

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,901,561.96 AA3130ANM49 236

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,673,718.41 AA3130ANND8 1,060

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,351.22 08/26/20260.65008/26/2021 3,287,926.57 AA3130ANJE1 1,060

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,791,585.62 AA3130AP4F9 543

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,804,278.89 AA3130AP3M5 544

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,671,548.81 AA3130APCH6 1,094

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,671,548.81 AA3130APCH6 1,094

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,774,124.45 AA3130APDL6 638 Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,820,469.05 AA3130AP2Y0 456

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,656,937.79 AA3130ANYR5 1,095

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,661,045.03 AA3130ANYN4 1,095

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,665,150.56 AA3130AP6V2 1,095

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,855,195.97 AA3130APDV4 372

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,155.00 10/28/20261.62510/28/2021 2,727,758.40 AA3130APHJ7 1,123

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,674,502.40 AA3130APDQ5 1,123

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,031,102.72 AA3130APDQ5 1,123

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,793,089.46 AA3130APJM8 575

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,852,180.16 AA3130APKX2 393

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,883,315.84 AA3130APRU1 320

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,980,918.11 AA3130APLJ2 47

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,979,388.20 AA3130APWH4 52

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,977,691.64 AA3130APXH3 57

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,849,450.31 AA3130AQ3B7 421

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,879,052.06 AA3130AQ3C5 332

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,900,403.03 AA3130AQAH6 271

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20242.30002/22/2022 1,976,662.78 AA3130AQTZ6 144

1.488FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20242.30002/22/2022 2,964,994.17 AA3130AQTZ6 144

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,857,587.60 AA3130AQY49 515

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,922,305.37 AA3130AQWQ2 240

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,972,150.10 AA3130AQT52 150

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,947,586.88 AA3130AQT52 150

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,990,864.50 AA3130ARNY3 26

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,994,518.70 AA3130ARNY3 26

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,890,154.97 AA3130ARP96 575

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,444,616.35 AA3130ARPX3 208

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,932,861.42 AA3130ARWD9 138

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,950,093.40 AA3130ARYU9 145

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,977,114.10 AA3130AS5F2 68

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,984,569.02 AA3130ASKB4 89

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,998,018.95 AA3130ATMQ7 12

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,998,018.95 AA3130ATMQ7 12

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,999,701.50 11/02/20234.75011/02/2022 4,995,437.20 AA3130ATTY3 32

4.626FEDERAL HOME LOAN BANK55905 2,000,000.00 1,999,846.00 11/15/20234.62511/15/2022 1,997,769.50 AA3130ATWD5 45

4.932FEDERAL HOME LOAN BANK56007 3,500,000.00 3,500,000.00 01/26/20245.00001/30/2023 3,494,346.56 AA3130AUJ62 117

4.932FEDERAL HOME LOAN BANK56008 3,325,000.00 3,325,000.00 01/26/20245.00001/30/2023 3,319,629.23 AA3130AUJ62 117

4.935FEDERAL HOME LOAN BANK56023 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,987,491.05 AA3130AUNX8 143 Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

4.935FEDERAL HOME LOAN BANK56024 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,987,491.05 AA3130AUNX8 143

5.178FEDERAL HOME LOAN BANK56043 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,992,764.60 AA3130AV3S9 152

5.178FEDERAL HOME LOAN BANK56044 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,992,764.60 AA3130AV3S9 152

5.438FEDERAL HOME LOAN BANK56051 5,000,000.00 5,000,000.00 04/01/20245.51003/08/2023 4,992,945.60 AA3130AVBR2 183

4.702FEDERAL HOME LOAN BANK56068 5,000,000.00 4,988,465.60 12/08/20233.50003/29/2023 4,981,066.20 AA3130AT7D3 68

4.686FEDERAL HOME LOAN BANK56069 5,000,000.00 4,988,618.07 12/08/20233.50003/29/2023 4,981,066.20 AA3130AT7D3 68

4.951FEDERAL HOME LOAN BANK56074 5,000,000.00 4,999,659.57 02/08/20245.00002/08/2023 4,987,573.30 AA3130AUU28 130

4.948FEDERAL HOME LOAN BANK56075 5,000,000.00 4,999,965.74 11/08/20235.00002/08/2023 4,997,226.65 AA3130AUUB8 38

4.937FEDERAL HOME LOAN BANK56076 5,000,000.00 4,999,911.81 02/08/20245.00002/08/2023 4,987,573.30 AA3130AUU28 130

4.942FEDERAL HOME LOAN BANK56085 5,000,000.00 5,000,000.00 10/16/20235.00002/09/2023 4,999,134.65 AA3130AUV84 15

5.065FEDERAL HOME LOAN BANK56146 4,000,000.00 4,000,000.00 02/22/20245.12505/22/2023 3,992,417.72 AA3130AW5S5 144

5.279FEDERAL HOME LOAN BANK56161 5,000,000.00 5,000,000.00 02/28/20245.34006/01/2023 4,994,317.55 AA3130AWCE8 150

5.289FEDERAL HOME LOAN BANK56174 10,000,000.00 10,000,000.00 03/08/20245.35006/09/2023 9,987,136.90 AA3130AWEM8 159

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,998,593.42 06/06/20254.62506/12/2023 1,983,666.743130AWER7 614

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,397,608.81 06/06/20254.62506/12/2023 3,372,233.463130AWER7 614

5.437FEDERAL HOME LOAN BANK56216 5,000,000.00 5,000,000.00 04/26/20245.50007/26/2023 4,991,165.253130AWLF5 208

5.470FEDERAL HOME LOAN BANK56217 5,000,000.00 5,000,000.00 06/10/20245.47008/01/2023 4,998,317.153130AWSB7 253

5.411FEDERAL HOME LOAN BANK56227 5,000,000.00 5,000,000.00 08/14/20245.55008/14/2023 4,983,966.25 AA3130AWSS0 318

5.500FEDERAL HOME LOAN BANK56228 5,000,000.00 5,000,000.00 02/14/20245.50008/14/2023 5,000,188.30 AA3130AWVK3 136

5.500FEDERAL HOME LOAN BANK56230 5,000,000.00 5,000,000.00 02/14/20245.50008/14/2023 4,997,979.30 AA3130AWVW7 136

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,781,327.27 AA3134GVVX3 605

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,731,284.96 AA3134GWZG4 750

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,719,623.54 AA3134GXEJ9 785

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,719,603.62 AA3134GXFA7 787

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,991,274.01 11/06/20230.25003/23/2022 4,975,749.65 AA3137EAEZ8 36

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,990,077.19 11/06/20230.25004/06/2022 4,975,749.65 AA3137EAEZ8 36

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,939,521.75 AA3134GXYF5 179

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,886,791.70 AA3134GXR63 697

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,893,020.95 AA3134GXS88 516

5.494FEDERAL HOME LOAN MTG CORP56234 5,000,000.00 5,000,000.00 08/28/20255.57008/28/2023 4,975,091.703134H1AZ6 697

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,999,229.92 02/05/20242.50002/08/2019 2,968,582.74 AA3135G0V34 127

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,762,985.06 AA3136G4ZR7 659

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,755,550.04 AA3136G4G23 667

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,748,956.01 AA3136G4L84 687

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,747,408.64 AA3136G4H63 688

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,856.67 08/27/20250.62508/27/2020 2,749,130.01 AA3136G42F9 696

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,751,033.60 AA3136G4W41 694

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 4,994,218.05 AA3135GADM0 80 Portfolio POOL
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5.056FEDERAL NATIONAL MORTGAGE56028 5,000,000.00 5,000,000.00 02/09/20245.12502/13/2023 4,990,051.90 AA3135GAEU1 131

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,981,847.20 AA3134GYS86 254

5.429FEDERAL HOME LOAN MTG56149 5,000,000.00 5,000,000.00 06/18/20245.50005/24/2023 4,987,182.25 AA3134GYSV5 261

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,967,963.25 AA3134GY4B5 330

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,484,969.80 AA3134GY3X8 334

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,963,026.50 AA3134GYEB4 390

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,954,504.60 AAA3134GYJ29 502 576,134,770.71552,070,925.45576,223,333.33576,120,830.40Subtotal and Average 2.643 463 Federal Agency Issues - Discount

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,970,158.10 AA313312PE4 43

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,968,741.50 AA313312PG9 45

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,968,741.50 AA313312PG9 45

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,968,741.50 AA313312PG9 45

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,980,103.95 AA313312NQ9 29

4.904Federal Farm Credit Discount55987 5,000,000.00 4,801,326.39 11/13/20234.69001/12/2023 4,970,158.10 AA313312PE4 43

5.082Federal Farm Credit Discount56032 5,000,000.00 4,787,138.89 12/28/20234.85002/15/2023 4,938,212.25 AA313312RB8 88

5.134Federal Farm Credit Discount56039 5,000,000.00 4,848,062.50 10/06/20234.95002/27/2023 4,997,152.85 AA313312MQ0 5

4.902Federal Farm Credit Discount56061 5,000,000.00 4,869,350.00 10/10/20234.68003/23/2023 4,994,307.30 AA313312MU1 9

5.446Federal Farm Credit Discount56159 5,000,000.00 4,858,172.22 12/13/20235.21005/31/2023 4,948,810.55 AA313312QL7 73

5.334Federal Farm Credit Discount56184 5,000,000.00 4,884,222.22 12/04/20235.21006/27/2023 4,955,180.45 AA313312QB9 64

5.412Federal Farm Credit Discount56203 5,000,000.00 4,878,266.67 12/26/20235.28007/13/2023 4,939,624.05 AA313312QZ6 86

5.385Federal Farm Credit Discount56208 5,000,000.00 4,874,583.33 01/02/20245.25007/14/2023 4,934,684.50 AA313312RG7 93

5.443Federal Farm Credit Discount56212 5,000,000.00 4,877,575.00 01/08/20245.31007/26/2023 4,930,454.55 AA313312RN2 99

5.550Federal Farm Credit Discount56229 5,000,000.00 4,849,666.67 03/06/20245.28008/14/2023 4,889,751.55 AA313312TY6 157

5.403Federal Farm Credit Discount56231 5,000,000.00 4,886,333.33 01/18/20245.28008/16/2023 4,923,412.70 AA313312RY8 109

5.384FEDERAL FARM CREDIT BANK56239 5,000,000.00 4,921,972.22 12/21/20235.30009/06/2023 4,943,155.30 AA313312QU7 81

5.536FEDERAL FARM CREDIT BANK56247 5,000,000.00 4,834,375.00 04/26/20245.30009/14/2023 4,857,245.95 AA313312WB2 208

5.536FEDERAL FARM CREDIT BANK56248 5,000,000.00 4,834,375.00 04/26/20245.30009/14/2023 4,857,245.95 AA313312WB2 208

5.409FEDERAL FARM CREDIT BANK56250 5,000,000.00 4,908,550.00 01/17/20245.31009/15/2023 4,924,116.45 AA313312RX0 108

4.920FEDERAL HOME LOAN BANK56115 10,000,000.00 9,748,266.67 10/27/20234.72004/18/2023 9,964,463.80 AA313384NM7 26

4.945FEDERAL HOME LOAN BANK56119 5,000,000.00 4,866,358.33 11/08/20234.74004/19/2023 4,973,701.35 AA313384NZ8 38

5.257FEDERAL HOME LOAN BANK56147 5,000,000.00 4,862,225.00 12/07/20235.01005/23/2023 4,953,056.25 AA313384QE2 67

5.432FEDERAL HOME LOAN BANK56240 5,000,000.00 4,887,900.00 02/05/20245.31009/06/2023 4,910,844.30 AA313384SS9 127

5.518FEDERAL HOME LOAN BANK56242 5,000,000.00 4,848,504.17 04/01/20245.29509/08/2023 4,872,199.55 AA313384VA4 183

5.437FEDERAL HOME LOAN BANK56243 5,000,000.00 4,892,122.22 02/05/20245.32009/12/2023 4,910,844.30 AA313384SS9 127

5.525FEDERAL HOME LOAN BANK56249 5,000,000.00 4,803,293.75 06/10/20245.26509/15/2023 4,827,545.40 AA313384XY0 253

5.523FEDERAL HOME LOAN BANK56251 5,000,000.00 4,805,487.50 06/10/20245.26509/18/2023 4,827,545.40 AA313384XY0 253 Portfolio POOL
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5.504FEDERAL HOME LOAN BANK56252 5,000,000.00 4,835,312.50 05/01/20245.27009/19/2023 4,854,115.85 AA313384WG0 213

5.499FEDERAL HOME LOAN BANK56262 5,000,000.00 4,862,606.94 04/01/20245.29009/27/2023 4,872,199.55 AA313384VA4 183

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 5,000,000.00 AA313384ML0 1

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,998,539.30 AA313384MN6 3

4.851Federal Home Loan Discount56000 5,000,000.00 4,772,850.00 01/12/20244.62001/23/2023 4,927,636.60 AA313384RS0 103

4.870Federal Home Loan Discount56014 5,000,000.00 4,842,363.89 10/02/20234.69002/02/2023 5,000,000.00 AA313384ML0 1

4.919Federal Home Loan Discount56015 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,912,948.50 AA313384SP5 124

4.919Federal Home Loan Discount56016 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,912,948.50 AA313384SP5 124

4.997Federal Home Loan Discount56020 5,000,000.00 4,759,861.11 02/06/20244.75002/07/2023 4,908,654.70 AA313384ST7 128

4.960Federal Home Loan Discount56021 5,000,000.00 4,840,833.33 10/05/20234.77502/07/2023 4,997,864.50 AA313384MP1 4

5.030Federal Home Loan Discount56026 5,000,000.00 4,758,344.44 02/09/20244.78002/10/2023 4,908,040.15 AA313384SW0 131

5.032Federal Home Loan Discount56029 5,000,000.00 4,798,247.22 12/12/20234.81002/13/2023 4,949,517.90 AA313384QK8 72

5.083Federal Home Loan Discount56036 5,000,000.00 4,837,000.00 10/19/20234.89002/21/2023 4,987,910.80 AA313384ND7 18

5.143Federal Home Loan Discount56037 5,000,000.00 4,815,809.72 11/20/20234.93002/24/2023 4,965,201.80 AA313384PM5 50

5.185Federal Home Loan Discount56038 5,000,000.00 4,815,695.83 11/21/20234.97002/27/2023 4,964,494.15 AA313384PN3 51

5.357Federal Home Loan Discount56045 5,000,000.00 4,743,232.64 03/01/20245.06503/02/2023 4,893,247.15 AA313384TT6 152

5.297Federal Home Loan Discount56046 5,000,000.00 4,829,200.00 11/01/20235.04003/02/2023 4,978,158.35 AA313384NS4 31

5.307Federal Home Loan Discount56047 5,000,000.00 4,746,908.33 02/28/20245.02003/02/2023 4,894,742.30 AA313384TR0 150

5.259Federal Home Loan Discount56048 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,998,539.30 AA313384MN6 3

5.259Federal Home Loan Discount56049 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,998,539.30 AA313384MN6 3

4.988Federal Home Loan Discount56073 5,000,000.00 4,800,587.50 12/06/20234.77002/08/2023 4,953,764.20 AA313384QD4 66

4.835Federal Home Loan Discount56093 5,000,000.00 4,880,688.89 10/02/20234.72004/03/2023 5,000,000.00 AA313384ML0 1

4.703Federal Home Loan Discount56095 5,000,000.00 4,777,120.83 03/28/20244.47004/04/2023 4,874,400.50 AA313384UW7 179

4.928Federal Home Loan Discount56108 10,000,000.00 9,755,616.67 10/16/20234.73004/13/2023 9,980,084.10 AA313384NA3 15

4.916Federal Home Loan Discount56109 5,000,000.00 4,850,354.86 11/28/20234.70504/13/2023 4,959,543.50 AA313384PV5 58

4.938Federal Home Loan Discount56110 10,000,000.00 9,677,466.67 12/15/20234.72004/13/2023 9,894,792.30 AA313384QN2 75

4.706Federal Home Loan Discount56111 5,000,000.00 4,835,625.00 01/02/20244.50004/14/2023 4,934,684.50 AA313384RG6 93

4.847Federal Home Loan Discount56114 10,000,000.00 9,780,116.67 10/02/20234.74004/18/2023 10,000,000.00 AA313384ML0 1

4.915Federal Home Loan Discount56118 10,000,000.00 9,704,630.56 12/01/20234.70504/19/2023 9,914,611.20 AA313384PY9 61

4.945Federal Home Loan Discount56120 5,000,000.00 4,865,041.67 11/10/202304/19/2023 4,972,283.75 AA313384PB9 40

4.944Federal Home Loan Discount56121 10,000,000.00 9,735,350.00 11/06/202304/19/2023 9,950,238.70 AA313384NX3 36

5.006Federal Home Loan Discount56122 10,000,000.00 9,658,761.11 01/02/20244.78004/20/2023 9,869,369.00 AA313384RG6 93

5.012Federal Home Loan Discount56125 5,000,000.00 4,869,864.58 11/01/20234.80504/20/2023 4,978,158.35 AA313384NS4 31

5.004Federal Home Loan Discount56126 5,000,000.00 4,864,141.67 11/10/202304/20/2023 4,972,283.75 AA313384PB9 40

5.014Federal Home Loan Discount56127 5,000,000.00 4,855,333.33 11/24/20234.80004/21/2023 4,962,371.85 AA313384PR4 54

4.965Federal Home Loan Discount56128 5,000,000.00 4,884,138.89 10/10/20234.85004/21/2023 4,994,307.30 AA313384MU0 9

4.977Federal Home Loan Discount56129 5,000,000.00 4,824,513.89 01/12/20244.75004/21/2023 4,927,636.60 AA313384RS0 103

4.984Federal Home Loan Discount56131 5,000,000.00 4,851,600.00 12/04/20234.77004/24/2023 4,955,180.45 AA313384QB8 64 Portfolio POOL
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5.027Federal Home Loan Discount56132 5,000,000.00 4,850,355.56 12/06/20234.81004/26/2023 4,953,764.20 AA313384QD4 66

4.994Federal Home Loan Discount56133 5,000,000.00 4,840,011.11 01/08/20244.76005/11/2023 4,930,454.55 AA313384RN1 99

4.994Federal Home Loan Discount56134 5,000,000.00 4,837,366.67 01/12/20244.76005/11/2023 4,927,636.60 AA313384RS0 103

5.182Federal Home Loan Discount56137 5,000,000.00 4,861,405.56 12/04/20234.94005/16/2023 4,955,180.45 AA313384QB8 64

5.182Federal Home Loan Discount56139 5,000,000.00 4,863,463.89 12/01/20234.94005/16/2023 4,957,305.60 AA313384PY9 61

5.043Federal Home Loan Discount56140 5,000,000.00 4,816,666.67 02/16/20244.80005/17/2023 4,903,136.75 AA313384TD1 138

5.130Federal Home Loan Discount56141 10,000,000.00 9,747,222.22 11/15/20235.00005/17/2023 9,937,483.00 AA313384PG8 45

5.068Federal Home Loan Discount56142 5,000,000.00 4,842,354.17 01/08/20244.83005/18/2023 4,930,454.55 AA313384RN1 99

5.193Federal Home Loan Discount56143 5,000,000.00 4,862,500.00 12/04/20234.95005/18/2023 4,955,180.45 AA313384QB8 64

5.252Federal Home Loan Discount56144 5,000,000.00 4,858,886.81 12/08/20235.00505/19/2023 4,952,348.40 AA313384QF9 68

5.244Federal Home Loan Discount56148 5,000,000.00 4,900,769.44 10/10/20235.14005/24/2023 4,994,307.30 AA313384MU0 9

5.261Federal Home Loan Discount56150 5,000,000.00 4,841,350.00 01/08/20245.01005/25/2023 4,930,454.55 AA313384RN1 99

5.306Federal Home Loan Discount56151 5,000,000.00 4,871,468.06 11/20/20235.17005/25/2023 4,965,201.80 AA313384PM5 50

5.254Federal Home Loan Discount56153 5,000,000.00 4,882,437.50 11/06/202305/25/2023 4,975,119.35 AA313384NX3 36

5.347Federal Home Loan Discount56154 5,000,000.00 4,822,025.00 02/02/20245.08505/26/2023 4,912,948.50 AA313384SP5 124

5.376Federal Home Loan Discount56155 5,000,000.00 4,835,893.75 01/12/20245.11505/26/2023 4,927,636.60 AA313384RS0 103

5.404Federal Home Loan Discount56156 5,000,000.00 4,849,937.50 12/22/20235.14505/26/2023 4,942,448.85 AA313384QV4 82

5.434Federal Home Loan Discount56157 5,000,000.00 4,862,000.00 12/08/20235.17505/30/2023 4,952,348.40 AA313384QF9 68

5.380Federal Home Loan Discount56158 5,000,000.00 4,838,577.78 01/12/20245.12005/30/2023 4,927,636.60 AA313384RS0 103

5.383Federal Home Loan Discount56162 5,000,000.00 4,867,544.44 12/01/20235.24006/02/2023 4,957,305.60 AA313384PY9 61

5.377Federal Home Loan Discount56163 4,000,000.00 3,898,111.11 11/24/20235.24006/02/2023 3,969,897.48 AA313384PR4 54

5.325Federal Home Loan Discount56164 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,893,247.15 AA313384TT6 152

5.325Federal Home Loan Discount56165 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,893,247.15 AA313384TT6 152

5.378Federal Home Loan Discount56166 5,000,000.00 4,847,227.78 01/05/20245.14006/05/2023 4,932,569.10 AA313384RK7 96

5.358Federal Home Loan Discount56167 5,000,000.00 4,871,675.00 12/01/20235.22006/07/2023 4,957,305.60 AA313384PY9 61

5.318Federal Home Loan Discount56168 5,000,000.00 4,811,469.44 03/01/20245.06506/07/2023 4,893,247.15 AA313384TT6 152

5.377Federal Home Loan Discount56171 5,000,000.00 4,849,369.44 01/05/20245.14006/08/2023 4,932,569.10 AA313384RK7 96

5.325Federal Home Loan Discount56172 5,000,000.00 4,828,550.00 02/06/20245.08006/08/2023 4,908,654.70 AA313384ST7 128

5.204Federal Home Loan Discount56177 5,000,000.00 4,918,933.33 10/06/20235.12006/14/2023 4,997,152.85 AA313384MQ9 5

5.234Federal Home Loan Discount56178 5,000,000.00 4,839,583.33 02/01/20245.00006/15/2023 4,913,650.10 AA313384SN0 123

5.276Federal Home Loan Discount56179 5,000,000.00 4,859,722.22 01/02/20245.05006/16/2023 4,934,684.50 AA313384RG6 93

5.357Federal Home Loan Discount56180 10,000,000.00 9,715,277.78 01/12/20245.12506/26/2023 9,855,273.20 AA313384RS0 103

5.369Federal Home Loan Discount56181 5,000,000.00 4,845,387.50 01/29/20245.13006/26/2023 4,915,678.25 AA313384SK6 120

5.355Federal Home Loan Discount56182 5,000,000.00 4,860,486.11 01/08/20245.12506/26/2023 4,930,454.55 AA313384RN1 99

5.395Federal Home Loan Discount56185 5,000,000.00 4,846,065.97 01/29/20245.15506/28/2023 4,915,678.25 AA313384SK6 120

5.361Federal Home Loan Discount56186 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,938,918.10 AA313384RA9 87

5.361Federal Home Loan Discount56187 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,938,918.10 AA313384RA9 87

5.397Federal Home Loan Discount56188 5,000,000.00 4,851,650.00 01/22/20245.16006/29/2023 4,920,598.75 AA313384SC4 113 Portfolio POOL
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5.384Federal Home Loan Discount56189 5,000,000.00 4,817,600.00 03/11/20245.13006/29/2023 4,886,258.40 AA313384UD9 162

5.518Federal Home Loan Discount56197 5,000,000.00 4,845,416.67 01/31/20245.25007/03/2023 4,914,273.30 AA313384SM2 122

5.439Federal Home Loan Discount56198 5,000,000.00 4,820,486.11 03/11/20245.17007/05/2023 4,886,258.40 AA313384UD9 162

5.445Federal Home Loan Discount56199 5,000,000.00 4,867,494.44 01/05/20245.18507/05/2023 4,932,569.10 AA313384RK7 96

5.476Federal Home Loan Discount56200 5,000,000.00 4,822,162.50 03/08/20245.20507/06/2023 4,888,354.00 AA313384UA5 159

5.507Federal Home Loan Discount56202 5,000,000.00 4,846,438.89 02/07/20245.24007/11/2023 4,909,442.05 AA313384SU4 129

5.424Federal Home Loan Discount56204 5,000,000.00 4,833,733.33 03/01/20245.16007/13/2023 4,893,247.15 AA313384TT6 152

5.319Federal Home Loan Discount56209 10,000,000.00 9,867,342.22 10/13/20235.24807/14/2023 9,984,348.50 AA313384MX4 12

5.269Federal Home Loan Discount56211 5,000,000.00 4,944,281.94 10/10/20235.21007/25/2023 4,994,307.30 AA313384MU0 9

5.395Federal Home Loan Discount56213 1,000,000.00 982,480.56 11/22/20235.30007/26/2023 992,757.33 AA313384PP8 52

5.456Federal Home Loan Discount56214 5,000,000.00 4,865,775.00 01/24/20245.31007/26/2023 4,919,192.40 AA313384SE0 115

5.389Federal Home Loan Discount56215 3,000,000.00 2,947,491.25 11/22/20235.29507/26/2023 2,978,271.99 AA313384PP8 52

5.529Federal Home Loan Discount56218 5,000,000.00 4,844,391.67 03/04/20245.26008/04/2023 4,891,149.45 AA313384TW9 155

5.391Federal Home Loan Discount56221 5,000,000.00 4,764,602.78 07/05/20245.10508/08/2023 4,812,149.00 AA313384YZ6 278

5.508Federal Home Loan Discount56222 5,000,000.00 4,844,983.33 03/08/20245.24008/08/2023 4,888,354.00 AA313384UA5 159

5.481Federal Home Loan Discount56223 5,000,000.00 4,825,609.72 04/05/20245.21008/08/2023 4,871,540.50 AA313384VE6 187

5.506Federal Home Loan Discount56224 5,000,000.00 4,850,077.78 03/01/20245.24008/08/2023 4,893,247.15 AA313384TT6 152

5.453Federal Home Loan Discount56225 5,000,000.00 4,810,066.67 04/29/20245.18008/09/2023 4,855,207.30 AA313384WE5 211

5.343Federal Home Loan Discount56226 10,000,000.00 9,866,735.56 11/10/20235.27208/11/2023 9,944,567.50 AA313384PB9 40

5.355Federal Home Loan Discount56233 5,000,000.00 4,939,018.06 11/15/20235.29008/24/2023 4,968,741.50 AA313384PG8 45

5.324Federal Home Loan Discount56235 10,000,000.00 9,917,866.67 10/25/20235.28008/30/2023 9,967,302.00 AA313384NK1 24

5.428Federal Home Loan Discount56237 5,000,000.00 4,909,686.10 01/05/20245.33009/05/2023 4,932,569.10 AA313384RK7 96

5.447Federal Home Loan Discount56238 5,000,000.00 4,869,585.42 03/01/20245.30509/06/2023 4,893,247.15 AA313384TT6 152

5.529Federal Home Loan Discount56241 5,000,000.00 4,864,783.33 03/08/20245.32009/07/2023 4,888,354.00 AA313384UA5 159

5.464Federal Home Loan Discount56244 5,000,000.00 4,868,477.78 03/08/20245.32009/12/2023 4,888,354.00 AA313384UA5 159

5.435Federal Home Loan Discount56245 5,000,000.00 4,894,338.89 02/02/20245.32009/12/2023 4,912,948.50 AA313384SP5 124

5.528Federal Home Loan Discount56246 5,000,000.00 4,848,954.86 04/05/20245.30509/13/2023 4,871,540.50 AA313384VE6 187

5.507Federal Home Loan Discount56253 5,000,000.00 4,854,525.00 04/05/20245.29009/20/2023 4,871,540.50 AA313384VE6 187

5.498Federal Home Loan Discount56260 5,000,000.00 4,859,066.65 04/05/20245.28509/26/2023 4,871,540.50 AA313384VE6 187

5.509Federal Home Loan Discount56261 5,000,000.00 4,841,600.00 04/29/20245.28009/26/2023 4,855,207.30 AA313384WE5 211

5.429Federal Home Loan Discount56264 5,000,000.00 4,880,750.00 03/08/20245.30009/28/2023 4,888,354.00 AA313384UA5 159

5.389Federal Home Loan Discount56265 5,000,000.00 4,913,220.83 01/24/20245.29509/28/2023 4,919,192.40 AA313384SE0 115 711,005,034.96723,711,690.60733,000,000.00719,368,232.13Subtotal and Average 5.220 91 Money Market

5.198Fidelity Inst Government52411 190,000,000.00 190,000,000.00 5.270190,000,000.00 AAASYS52411 1

5.198Morgan Stanley Inst Government52471 185,000,000.00 185,000,000.00 5.270185,000,000.00 AAASYS52471 1 375,000,000.00375,000,000.00375,000,000.00392,500,000.00Subtotal and Average 5.198 1 Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
YTM
360

Page 9 ends

3.486Local Agency Investment Fund43 49,967,195.03 49,967,195.03 3.53449,283,031.15SYS43 1 49,967,195.0349,283,031.1549,967,195.0349,967,195.03Subtotal and Average 3.486 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,998,866.46 06/18/20240.50006/18/2021 3,856,776.44 A89236TJH9 261 3,998,866.463,856,776.444,000,000.003,998,803.49Subtotal and Average 0.533 261 Negotiable CD's

5.800Royal Bank CN56194 10,000,000.00 10,000,000.00 03/25/20245.80006/29/2023 9,999,030.00 A-178015JXN2 176

5.860Royal Bank CN56268 10,000,000.00 10,000,000.00 06/20/20245.86009/27/2023 10,000,990.0078015JB30 263 20,000,000.0020,000,020.0020,000,000.0011,333,333.33Subtotal and Average 5.830 220 Federal Agency Issues-Coupon/Bullet

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,572.22 04/21/20250.60004/21/2021 4,648,560.90 AA3133EMWT5 568

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,999,090.67 09/23/20240.43009/23/2021 2,857,581.42 AA3133EM5X6 358

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,982,831.36 09/10/20260.80009/28/2021 2,662,415.07 AA3133EM4X7 1,075

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,999,909.66 10/12/20230.29010/13/2021 4,992,905.95 AA3133ENAL4 11

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,999,899.66 10/12/20230.29010/18/2021 2,995,743.57 AA3133ENAL4 11

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,999,575.11 11/09/20230.40011/18/2021 2,984,347.92 AA3133ENDR8 39

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,999,636.49 12/01/20230.50012/03/2021 2,975,679.54 AA3133ENGF1 61

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,998,099.72 12/01/20230.50012/09/2021 4,959,465.90 AA3133ENGF1 61

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,577.94 12/09/20240.92012/09/2021 2,843,164.02 AA3133ENGQ7 435

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,750.33 12/09/20240.92012/09/2021 2,843,164.02 AA3133ENGQ7 435

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,999,710.21 01/18/20240.90001/18/2022 2,959,398.18 AA3133ENLF5 109

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,997,589.26 01/18/20240.90001/28/2022 2,959,398.18 AA3133ENLF5 109

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,998,592.00 02/09/20241.18002/09/2022 2,954,313.81 AA3133ENNJ5 131

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,998,592.00 02/09/20241.18002/09/2022 2,954,313.81 AA3133ENNJ5 131

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,746,001.98 06/17/20241.80003/17/2022 5,606,444.58 AA3133ENSB7 260

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,997,529.91 10/12/20230.29003/22/2022 4,992,905.95 AA3133ENAL4 11

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,997,455.64 04/18/20242.44004/20/2022 2,943,300.78 AA3133ENUN8 200

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,995,156.28 04/18/20242.44004/25/2022 2,943,300.78 AA3133ENUN8 200

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,998,312.50 05/16/20242.62505/16/2022 3,932,185.92 AA3133ENWP1 228

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,994,892.08 06/17/20243.25006/17/2022 2,954,863.32 AA3133ENYX2 260

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,944.19 10/17/20234.12509/20/2022 4,997,125.00 AA3133ENN63 16

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,947.82 10/17/20234.12509/20/2022 2,998,275.00 AA3133ENN63 16

5.206FEDERAL FARM CREDIT BANK56160 5,000,000.00 4,920,141.30 05/16/20242.62505/31/2023 4,915,232.40 AA3133ENWP1 228

5.129FEDERAL FARM CREDIT BANK56254 5,000,000.00 4,981,611.20 09/15/20255.00009/21/2023 4,989,957.753133EPVY8 715

4.991FEDERAL FARM CREDIT BANK56255 5,000,000.00 4,978,311.01 04/20/20264.87509/21/2023 4,986,609.703133EPWD3 932 Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

5.445FEDERAL FARM CREDIT BANK56257 5,000,000.00 4,999,260.71 11/25/20245.50009/25/2023 5,003,181.053133EPWP6 421

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,849.18 12/08/20230.50011/01/2021 2,968,515.33 AA3130APR72 68

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,878.10 11/09/20230.50011/12/2021 4,974,392.55 AA3130APU29 39

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,998,867.37 12/22/20230.62501/04/2022 2,967,927.78 AA3130AQF57 82

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,956.29 12/20/20241.00001/05/2022 2,845,251.93 AA3130AQF40 446

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,996,574.86 12/22/20230.62501/12/2022 4,946,546.30 AA3130AQF57 82

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,997,339.97 12/22/20230.62501/19/2022 2,967,927.78 AA3130AQF57 82

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,998,790.91 02/28/20242.12503/25/2022 4,931,689.20 AA3130ARHG9 150

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,999,032.73 02/28/20242.12503/25/2022 3,945,351.36 AA3130ARHG9 150

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,996,530.88 02/28/20242.12503/29/2022 4,931,689.20 AA3130ARHG9 150

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,997,481.95 06/28/20242.75006/10/2022 2,939,305.80 AA3130ASDS5 271

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,996,642.60 06/28/20242.75006/10/2022 3,919,074.40 AA3130ASDS5 271

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,988,900.43 06/28/20242.75006/13/2022 2,939,305.80 AA3130ASDS5 271

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,994,681.80 06/28/20242.75006/13/2022 2,939,305.80 AA3130ASDS5 271

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,989,799.01 06/14/20243.12508/18/2022 4,919,062.10 AA3130ASHK8 257

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,996,818.65 12/08/20233.87509/21/2022 4,983,349.80 AA3130ATDK0 68

4.442FEDERAL HOME LOAN BANK55863 5,000,000.00 4,973,793.08 03/08/20243.25009/28/2022 4,951,270.80 AA3130A0XE5 159

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,999,715.83 12/07/20234.87512/07/2022 4,992,794.15 AA3130AU5E0 67

4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,999,215.00 03/08/20244.75012/08/2022 4,982,811.45 AA3130ATUQ8 159

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,999,207.96 03/08/20244.75012/12/2022 4,982,811.45 AA3130ATUQ8 159

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,997,142.25 03/08/20244.75012/13/2022 4,982,811.45 AA3130ATUQ8 159

4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,996,776.86 03/08/20244.75012/28/2022 4,982,811.45 AA3130ATUQ8 159

4.606FEDERAL HOME LOAN BANK56070 4,415,000.00 4,370,555.39 02/28/20242.12503/29/2023 4,354,681.56 AA3130ARHG9 150

4.606FEDERAL HOME LOAN BANK56071 585,000.00 579,110.97 02/28/20242.12503/29/2023 577,007.64 AA3130ARHG9 150

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,979,716.07 06/13/20254.75006/30/2023 4,958,754.85 AA3130AWBY5 621

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,992,439.23 06/13/20254.75006/30/2023 4,958,754.85 AA3130AWBY5 621

5.119FEDERAL HOME LOAN BANK56201 5,000,000.00 4,964,563.79 06/13/20254.75007/07/2023 4,958,754.85 AA3130AWBY5 621

5.128FEDERAL HOME LOAN BANK56232 5,000,000.00 4,993,983.48 06/13/20255.12508/23/2023 4,992,015.803130AWLY4 621

5.498FEDERAL HOME LOAN BANK56236 5,000,000.00 4,986,117.05 02/02/20244.75008/31/2023 4,981,692.303130AURR7 124

5.408FEDERAL HOME LOAN BANK56259 5,000,000.00 4,999,298.10 09/20/20245.50009/22/2023 5,001,157.40 AA3130AXCB2 355

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,826.75 12/04/20230.25012/04/2020 2,973,484.62 AA3137EAFA2 64

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,981,494.11 06/17/20250.50010/20/2021 2,774,471.67 AA3135G04Z3 625

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,956,104.78 11/07/20250.50012/08/2021 2,728,368.66 AA3135G06G3 768 232,300,196.68229,106,984.60232,750,000.00229,682,319.58Subtotal and Average 2.923 266 Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

Par Value Book Value
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
1,982,970,713.95 1,990,940,528.36 4.143 2031,953,029,428.24 1,968,406,063.84Total and Average Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
YTM
360

Page 12 ends

Par Value Book Value
Stated
RateMarket Value
September 30, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 1,982,970,713.95 1,990,940,528.36 4.143 203
0 123,593.74
123,593.74
123,593.74
123,593.74
Subtotal
Accrued Interest at PurchaseAverage Balance
1,953,153,021.98 1,968,529,657.58Total Cash and Investments Portfolio POOL
AP
Run Date: 10/23/2023 - 10:04 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of October 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
424,967,195.03424,967,195.03 424,209,117.683 21.35%MaturitiesAging Interval: 0 days 10/01/2023 10/01/2023-( ) Payments0 165,941,195.68169,000,000.00 168,130,174.3430 8.49%MaturitiesAging Interval: 1 - 30 days 10/02/2023 10/31/2023-( ) Payments0 355,883,985.43363,000,000.00 359,126,449.4174 18.23%MaturitiesAging Interval: 31 - 90 days 11/01/2023 12/30/2023-( ) Payments0 468,196,936.98477,815,000.00 469,980,583.5599 24.00%MaturitiesAging Interval: 91 - 180 days 12/31/2023 03/29/2024-( ) Payments0 203,245,101.34205,750,000.00 201,432,848.4647 10.33%MaturitiesAging Interval: 181 - 360 days 03/30/2024 09/25/2024-( ) Payments0 316,773,494.38317,008,333.33 296,682,047.4195 15.92%MaturitiesAging Interval: 361 - 1080 days 09/26/2024 09/15/2026-( ) Payments0 33,398,155.0033,400,000.00 29,948,201.5511 1.68%MaturitiesAging Interval: 1081 days and after 09/16/2026 -( ) Payments0 Total for 1,949,509,422.401,968,406,063.84100.00359 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 10/06/2023 - 11:07 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
City Pool Portfolio
Portfolio Management
August 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 581,105,928.71 1,02629.31 2.662488557,117,516.88581,223,333.33 2.699 Federal Agency Issues - Discount 745,470,223.91 21637.60 5.12589758,296,705.45768,000,000.00 5.196 Money Market 355,000,000.00 117.91 5.1781355,000,000.00355,000,000.00 5.250 Local Agency Investment Funds 49,967,195.03 12.52 3.387149,209,117.6849,967,195.03 3.434 Corporate Bonds 3,998,736.17 1,0960.20 0.5332913,841,506.444,000,000.00 0.540 Negotiable CD's 10,000,000.00 2700.50 5.8002069,997,620.0010,000,000.00 5.881 Federal Agency Issues-Coupon/Bullet 237,031,602.98 67011.96 2.845238233,525,834.33237,500,000.00 2.884 1,982,573,686.80 100.00%
Investments
1,966,988,300.782,005,690,528.36 466 207 4.090 4.147
Cash and Accrued Interest
1,982,692,436.79Total Cash and Investments
118,749.99Subtotal
118,749.99
1,967,107,050.772,005,690,528.36
118,749.99
118,749.99
466 207 4.090 4.147
Accrued Interest at Purchase
Current Year
August 31
7,040,480.03
Fiscal Year To Date
14,440,868.65
Average Daily Balance
Effective Rate of Return
2,020,461,846.85 2,079,160,045.16

4.09%4.10%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio POOL
AP
Reporting period 08/01/2023-08/31/2023
Run Date: 09/29/2023 - 09:09 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
August 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
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 2,773,406.07 AA3133ELK37 654

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,999,461.11 03/15/20240.37003/15/2021 2,918,429.13 AA3133EMTD4 196

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,795,227.80 AA3133EMTQ5 563

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,795,227.80 AA3133EMTQ5 563

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,721,531.27 AA3133EMUK6 936

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,721,531.27 AA3133EMUK6 936

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,721,531.27 AA3133EMUK6 936

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,721,531.27 AA3133EMUK6 936

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,786,987.10 AA3133EMWH1 598

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,967,871.26 AA3133EMYW6 73

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,780,470.83 AA3133EMZW5 626

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,968.77 09/08/20260.87009/15/2021 4,443,783.00 AA3133EM4S8 1,103

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,667,119.25 AA3133EM6E7 1,123

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,704,539.42 AA3133ENEM8 1,179

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,712,969.33 AA3133ENFN5 1,186

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,941,045.32 AA3133ENQX1 189

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,945,095.56 AA3133ENWL0 258

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,990,420.80 AA3133EN3R9 97

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,990,420.80 AA3133EN3R9 97

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,970,769.56 12/08/20254.12506/08/2023 4,925,774.80 AA3133EPMB8 829

4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/20264.69006/09/2023 4,927,682.40 AA3133EPMF9 1,012

5.425FEDERAL FARM CREDIT BANK56219 5,000,000.00 5,000,000.00 08/07/20245.50008/07/2023 5,002,373.15 AA3133EPSG1 341

5.425FEDERAL FARM CREDIT BANK56220 5,000,000.00 5,000,000.00 08/07/20245.50008/07/2023 5,002,373.15 AA3133EPSG1 341

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,993,396.40 AA3133ENY87 69

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,993,396.40 AA3133ENY87 69

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,996,783.19 11/18/20244.50011/18/2022 4,959,804.15 AA3133ENZ94 444

4.813FEDERAL FARM CREDIT BANK56009 5,000,000.00 5,000,000.00 01/24/20244.88001/24/2023 4,984,892.25 AA3133EN6X3 145

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,232,176.16 AA3130AJPT0 654

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,696,605.23 AA3130AKMD5 878

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,721,220.44 AA3130AKU61 879

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,696,043.96 AA3130AKN69 880

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,697,382.77 AA3130AKU53 880

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,701,401.09 AA3130AKPQ3 880

0.434FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.50001/29/2021 2,716,246.26 AA3130AKTT3 881

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,697,103.41 AA3130AKVY9 881

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,699,900.37 AA3130AKXQ4 895 Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 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 2,999,852.33 02/17/20260.62502/17/2021 2,700,260.22 AA3130AL3S1 900

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,691,434.82 AA3130AKVV5 901

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,696,934.03 AA3130AL7G3 906

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,707,000.29 AA3130ALCV4 907

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,707,000.29 AA3130ALCV4 907

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,700,110.37 AA3130AL5X8 907

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,700,110.37 AA3130AL5X8 907

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,698,387.80 AA3130AL6J8 907

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,698,387.80 AA3130ALBM5 907

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,701,518.57 AA3130AKXX9 908

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,699,677.98 AA3130AKZ25 909

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,735,492.82 AA3130ALHY3 920

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,712,743.04 AA3130ALRN6 934

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,653,270.81 AA3130ALGJ7 934

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,912,803.11 AA3130ALTS3 209

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,847,044.49 AA3130ALNZ3 395

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,718,334.74 AA3130ALXV1 964

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,335.42 04/28/20261.25004/28/2021 2,286,068.92 AA3130ALYM0 970

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,743,282.71 AA3130ALZQ0 970

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,713,316.46 AA3130AM2J0 970

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,840,400.36 AA3130ALZS6 423

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,789,872.53 AA3130AM2V3 606

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,743,033.59 AA3130AM4L3 971

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,900,316.57 AA3130ALZC1 241

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,825,754.12 AA3130AMK92 452

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,739,788.88 AA3130AMG63 998

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,722,784.19 AA3130AMNM0 999

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,713,815.06 AA3130AMYQ9 1,033

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,429.76 12/30/20240.60006/30/2021 2,817,088.23 AA3130AMXH0 486

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,813,286.48 AA3130AMTQ5 486

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,687,397.06 AA3130ANAJ9 1,060

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,988,134.91 AA3130ANEJ5 515

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,890,277.46 AA3130ANM49 266

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,684,298.93 AA3130ANND8 1,090

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,275.17 08/26/20260.65008/26/2021 3,297,050.44 AA3130ANJE1 1,090

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,786,830.68 AA3130AP4F9 573 Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 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 2,793,232.32 AA3130AP3M5 574

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,682,420.27 AA3130APCH6 1,124

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,682,420.27 AA3130APCH6 1,124

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,771,011.74 AA3130APDL6 668

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,813,316.12 AA3130AP2Y0 486

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,667,537.09 AA3130ANYR5 1,125

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,671,751.85 AA3130ANYN4 1,125

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,675,965.65 AA3130AP6V2 1,125

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,847,804.42 AA3130APDV4 402

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,105.00 10/28/20261.62510/28/2021 2,743,843.92 AA3130APHJ7 1,153

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,690,453.67 AA3130APDQ5 1,153

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,049,180.83 AA3130APDQ5 1,153

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,790,198.69 AA3130APJM8 605

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,845,875.12 AA3130APKX2 423

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,874,859.95 AA3130APRU1 350

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,967,332.01 AA3130APLJ2 77

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,967,125.76 AA3130APWH4 82

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,965,482.84 AA3130APXH3 87

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,841,936.42 AA3130AQ3B7 451

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,871,068.73 AA3130AQ3C5 362

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,891,040.15 AA3130AQAH6 301

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20242.20002/22/2022 1,971,191.84 AA3130AQTZ6 174

1.467FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20242.20002/22/2022 2,956,787.76 AA3130AQTZ6 174

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,853,947.31 AA3130AQY49 545

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,915,908.53 AA3130AQWQ2 270

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,961,985.05 AA3130AQT52 180

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,937,505.83 AA3130AQT52 180

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,978,623.50 AA3130ARNY3 56

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,987,174.10 AA3130ARNY3 56

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,891,114.67 AA3130ARP96 605

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,437,993.02 AA3130ARPX3 238

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,926,208.91 AA3130ARWD9 168

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,939,438.00 AA3130ARYU9 175

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,965,304.75 AA3130AS5F2 98

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,978,317.05 AA3130ASKB4 119

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,991,745.30 AA3130ATMQ7 42 Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,991,745.30 AA3130ATMQ7 42

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,999,412.64 11/02/20234.75011/02/2022 4,990,478.75 AA3130ATTY3 62

4.626FEDERAL HOME LOAN BANK55905 2,000,000.00 1,999,741.00 11/15/20234.62511/15/2022 1,996,349.92 AA3130ATWD5 75

4.828FEDERAL HOME LOAN BANK56005 5,000,000.00 5,000,000.00 09/01/20234.88101/30/2023 5,000,000.00 AA3130AUQT4 0

4.932FEDERAL HOME LOAN BANK56007 3,500,000.00 3,500,000.00 01/26/20245.00001/30/2023 3,490,650.07 AA3130AUJ62 147

4.932FEDERAL HOME LOAN BANK56008 3,325,000.00 3,325,000.00 01/26/20245.00001/30/2023 3,316,117.56 AA3130AUJ62 147

4.935FEDERAL HOME LOAN BANK56023 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,984,655.90 AA3130AUNX8 173

4.935FEDERAL HOME LOAN BANK56024 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,984,655.90 AA3130AUNX8 173

5.178FEDERAL HOME LOAN BANK56043 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,985,129.65 AA3130AV3S9 182

5.178FEDERAL HOME LOAN BANK56044 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,985,129.65 AA3130AV3S9 182

5.438FEDERAL HOME LOAN BANK56051 5,000,000.00 5,000,000.00 04/01/20245.51003/08/2023 4,991,258.25 AA3130AVBR2 213

4.702FEDERAL HOME LOAN BANK56068 5,000,000.00 4,983,300.94 12/08/20233.50003/29/2023 4,969,690.85 AA3130AT7D3 98

4.686FEDERAL HOME LOAN BANK56069 5,000,000.00 4,983,521.69 12/08/20233.50003/29/2023 4,969,690.85 AA3130AT7D3 98

4.951FEDERAL HOME LOAN BANK56074 5,000,000.00 4,999,579.15 02/08/20245.00002/08/2023 4,985,597.10 AA3130AUU28 160

4.948FEDERAL HOME LOAN BANK56075 5,000,000.00 4,999,937.96 11/08/20235.00002/08/2023 4,994,363.55 AA3130AUUB8 68

4.937FEDERAL HOME LOAN BANK56076 5,000,000.00 4,999,890.97 02/08/20245.00002/08/2023 4,985,597.10 AA3130AUU28 160

4.942FEDERAL HOME LOAN BANK56085 5,000,000.00 5,000,000.00 10/16/20235.00002/09/2023 4,996,482.20 AA3130AUV84 45

5.065FEDERAL HOME LOAN BANK56146 4,000,000.00 4,000,000.00 02/22/20245.12505/22/2023 3,989,358.96 AA3130AW5S5 174

5.279FEDERAL HOME LOAN BANK56161 5,000,000.00 5,000,000.00 02/28/20245.34006/01/2023 4,994,892.90 AA3130AWCE8 180

5.289FEDERAL HOME LOAN BANK56174 10,000,000.00 10,000,000.00 03/08/20245.35006/09/2023 9,988,075.10 AA3130AWEM8 189

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,998,523.67 06/06/20254.62506/12/2023 1,984,731.923130AWER7 644

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,397,490.24 06/06/20254.62506/12/2023 3,374,044.263130AWER7 644

5.437FEDERAL HOME LOAN BANK56216 5,000,000.00 5,000,000.00 04/26/20245.50007/26/2023 4,988,857.203130AWLF5 238

5.470FEDERAL HOME LOAN BANK56217 5,000,000.00 5,000,000.00 06/10/20245.47008/01/2023 5,002,482.603130AWSB7 283

5.411FEDERAL HOME LOAN BANK56227 5,000,000.00 5,000,000.00 08/14/20245.55008/14/2023 4,999,088.15 AA3130AWSS0 348

5.500FEDERAL HOME LOAN BANK56228 5,000,000.00 5,000,000.00 02/14/20245.50008/14/2023 5,001,487.70 AA3130AWVK3 166

5.500FEDERAL HOME LOAN BANK56230 5,000,000.00 5,000,000.00 02/14/20245.50008/14/2023 4,998,771.60 AA3130AWVW7 166

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,779,294.74 AA3134GVVX3 635

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,738,016.54 AA3134GWZG4 780

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,727,173.43 AA3134GXEJ9 815

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,727,285.42 AA3134GXFA7 817

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,983,794.60 11/06/20230.25003/23/2022 4,955,844.35 AA3137EAEZ8 66

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,981,571.93 11/06/20230.25004/06/2022 4,955,844.35 AA3137EAEZ8 66

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,928,528.90 AA3134GXYF5 209

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,879,142.40 AA3134GXR63 727

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,892,366.80 AA3134GXS88 546 Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 PM (PRF_PM2) 7.3.11
YTM
360

Page 5 ends

5.494FEDERAL HOME LOAN MTG CORP56234 5,000,000.00 5,000,000.00 08/28/20255.57008/28/2023 5,012,053.203134H1AZ6 727

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,999,043.61 02/05/20242.50002/08/2019 2,961,795.75 AA3135G0V34 157

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,759,551.62 AA3136G4ZR7 689

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,752,113.72 AA3136G4G23 697

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,746,033.41 AA3136G4L84 717

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,744,666.37 AA3136G4H63 718

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,806.67 08/27/20250.62508/27/2020 2,746,870.71 AA3136G42F9 726

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,748,766.89 AA3136G4W41 724

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 4,990,216.75 AA3135GADM0 110

5.056FEDERAL NATIONAL MORTGAGE56028 5,000,000.00 5,000,000.00 02/09/20245.12502/13/2023 4,986,392.15 AA3135GAEU1 161

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,979,835.80 AA3134GYS86 284

5.429FEDERAL HOME LOAN MTG56149 5,000,000.00 5,000,000.00 06/18/20245.50005/24/2023 4,985,308.05 AA3134GYSV5 291

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,967,589.10 AA3134GY4B5 360

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,486,548.23 AA3134GY3X8 364

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,963,828.50 AA3134GYEB4 420

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,955,743.20 AAA3134GYJ29 532 581,105,928.71557,117,516.88581,223,333.33576,092,396.12Subtotal and Average 2.662 488 Federal Agency Issues - Discount

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,991,487.15 AA313312LR9 12

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,991,487.15 AA313312LR9 12

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,947,912.70 AA313312PE4 73

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,982,281.20 AA313312ME7 25

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,946,493.30 AA313312PG9 75

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,946,493.30 AA313312PG9 75

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,946,493.30 AA313312PG9 75

4.816Federal Farm Credit Discount55953 5,000,000.00 4,832,525.00 09/06/20234.62012/19/2022 4,996,451.20 AA313312LJ7 5

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,958,014.15 AA313312NQ9 59

4.904Federal Farm Credit Discount55987 5,000,000.00 4,801,326.39 11/13/20234.69001/12/2023 4,947,912.70 AA313312PE4 73

4.832Federal Farm Credit Discount55989 5,000,000.00 4,838,541.67 09/20/20234.65001/13/2023 4,986,528.00 AA313312LY4 19

5.082Federal Farm Credit Discount56032 5,000,000.00 4,787,138.89 12/28/20234.85002/15/2023 4,916,227.85 AA313312RB8 118

5.134Federal Farm Credit Discount56039 5,000,000.00 4,848,062.50 10/06/20234.95002/27/2023 4,975,050.45 AA313312MQ0 35

4.902Federal Farm Credit Discount56061 5,000,000.00 4,869,350.00 10/10/20234.68003/23/2023 4,972,207.00 AA313312MU1 39

5.446Federal Farm Credit Discount56159 5,000,000.00 4,858,172.22 12/13/20235.21005/31/2023 4,926,798.50 AA313312QL7 103

5.334Federal Farm Credit Discount56184 5,000,000.00 4,884,222.22 12/04/20235.21006/27/2023 4,933,151.75 AA313312QB9 94

5.412Federal Farm Credit Discount56203 5,000,000.00 4,878,266.67 12/26/20235.28007/13/2023 4,917,635.95 AA313312QZ6 116 Portfolio POOL
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5.385Federal Farm Credit Discount56208 5,000,000.00 4,874,583.33 01/02/20245.25007/14/2023 4,912,789.05 AA313312RG7 123

5.443Federal Farm Credit Discount56212 5,000,000.00 4,877,575.00 01/08/20245.31007/26/2023 4,908,574.00 AA313312RN2 129

5.550Federal Farm Credit Discount56229 5,000,000.00 4,849,666.67 03/06/20245.28008/14/2023 4,870,314.65 AA313312TY6 187

5.403Federal Farm Credit Discount56231 5,000,000.00 4,886,333.33 01/18/20245.28008/16/2023 4,901,556.90 AA313312RY8 139

4.920FEDERAL HOME LOAN BANK56115 10,000,000.00 9,748,266.67 10/27/20234.72004/18/2023 9,920,281.00 AA313384NM7 56

4.866FEDERAL HOME LOAN BANK56116 10,000,000.00 9,783,155.56 09/29/20234.76004/18/2023 9,960,318.30 AA313384MH9 28

4.945FEDERAL HOME LOAN BANK56119 5,000,000.00 4,866,358.33 11/08/20234.74004/19/2023 4,951,462.95 AA313384NZ8 68

5.257FEDERAL HOME LOAN BANK56147 5,000,000.00 4,862,225.00 12/07/20235.01005/23/2023 4,931,033.10 AA313384QE2 97

4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,977,369.55 AA313384ML0 31

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 5,000,000.00 AA313384LD9 0

4.873Federal Home Loan Discount55926 5,000,000.00 4,825,523.61 09/01/20234.67012/06/2022 5,000,000.00 AA313384LD9 0

4.911Federal Home Loan Discount55927 5,000,000.00 4,815,263.89 09/15/20234.70012/06/2022 4,990,069.70 AA313384LT4 14

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,975,916.55 AA313384MN6 33

4.851Federal Home Loan Discount56000 5,000,000.00 4,772,850.00 01/12/20244.62001/23/2023 4,905,765.95 AA313384RS0 133

4.870Federal Home Loan Discount56014 5,000,000.00 4,842,363.89 10/02/20234.69002/02/2023 4,977,369.55 AA313384ML0 31

4.919Federal Home Loan Discount56015 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,891,348.25 AA313384SP5 154

4.919Federal Home Loan Discount56016 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,891,348.25 AA313384SP5 154

4.997Federal Home Loan Discount56020 5,000,000.00 4,759,861.11 02/06/20244.75002/07/2023 4,886,967.15 AA313384ST7 158

4.960Federal Home Loan Discount56021 5,000,000.00 4,840,833.33 10/05/20234.77502/07/2023 4,975,761.55 AA313384MP1 34

4.936Federal Home Loan Discount56022 5,000,000.00 4,860,212.50 09/06/20234.77002/07/2023 4,996,451.20 AA313384LJ6 5

5.030Federal Home Loan Discount56026 5,000,000.00 4,758,344.44 02/09/20244.78002/10/2023 4,886,466.00 AA313384SW0 161

5.032Federal Home Loan Discount56029 5,000,000.00 4,798,247.22 12/12/20234.81002/13/2023 4,927,504.00 AA313384QK8 102

5.083Federal Home Loan Discount56036 5,000,000.00 4,837,000.00 10/19/20234.89002/21/2023 4,965,815.20 AA313384ND7 48

5.143Federal Home Loan Discount56037 5,000,000.00 4,815,809.72 11/20/20234.93002/24/2023 4,942,946.65 AA313384PM5 80

5.185Federal Home Loan Discount56038 5,000,000.00 4,815,695.83 11/21/20234.97002/27/2023 4,942,237.60 AA313384PN3 81

5.357Federal Home Loan Discount56045 5,000,000.00 4,743,232.64 03/01/20245.06503/02/2023 4,873,701.80 AA313384TT6 182

5.297Federal Home Loan Discount56046 5,000,000.00 4,829,200.00 11/01/20235.04003/02/2023 4,956,437.60 AA313384NS4 61

5.307Federal Home Loan Discount56047 5,000,000.00 4,746,908.33 02/28/20245.02003/02/2023 4,873,238.80 AA313384TR0 180

5.259Federal Home Loan Discount56048 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,975,916.55 AA313384MN6 33

5.259Federal Home Loan Discount56049 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,975,916.55 AA313384MN6 33

5.269Federal Home Loan Discount56050 5,000,000.00 4,857,766.67 09/28/20235.02003/08/2023 4,980,866.40 AA313384MG1 27

5.235Federal Home Loan Discount56054 5,000,000.00 4,869,705.56 09/19/20234.99003/15/2023 4,987,236.10 AA313384LX5 18

4.710Federal Home Loan Discount56057 5,000,000.00 4,894,354.17 09/01/20234.61003/20/2023 5,000,000.00 AA313384LD9 0

4.988Federal Home Loan Discount56073 5,000,000.00 4,800,587.50 12/06/20234.77002/08/2023 4,931,739.20 AA313384QD4 96

4.957Federal Home Loan Discount56089 5,000,000.00 4,860,291.67 09/07/20234.79002/09/2023 4,995,741.75 AA313384LK3 6

4.835Federal Home Loan Discount56093 5,000,000.00 4,880,688.89 10/02/20234.72004/03/2023 4,977,369.55 AA313384ML0 31 Portfolio POOL
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4.703Federal Home Loan Discount56095 5,000,000.00 4,777,120.83 03/28/20244.47004/04/2023 4,855,439.25 AA313384UW7 209

4.912Federal Home Loan Discount56105 5,000,000.00 4,896,451.39 09/12/20234.81004/10/2023 4,992,196.00 AA313384LQ0 11

4.928Federal Home Loan Discount56108 10,000,000.00 9,755,616.67 10/16/20234.73004/13/2023 9,935,889.80 AA313384NA3 45

4.916Federal Home Loan Discount56109 5,000,000.00 4,850,354.86 11/28/20234.70504/13/2023 4,937,277.25 AA313384PV5 88

4.938Federal Home Loan Discount56110 10,000,000.00 9,677,466.67 12/15/20234.72004/13/2023 9,850,775.50 AA313384QN2 105

4.706Federal Home Loan Discount56111 5,000,000.00 4,835,625.00 01/02/20244.50004/14/2023 4,912,789.05 AA313384RG6 123

4.847Federal Home Loan Discount56114 10,000,000.00 9,780,116.67 10/02/20234.74004/18/2023 9,954,739.10 AA313384ML0 31

4.922Federal Home Loan Discount56117 10,000,000.00 9,812,166.67 09/05/20234.83004/18/2023 9,994,175.60 AA313384LH0 4

4.915Federal Home Loan Discount56118 10,000,000.00 9,704,630.56 12/01/20234.70504/19/2023 9,870,542.70 AA313384PY9 91

4.945Federal Home Loan Discount56120 5,000,000.00 4,865,041.67 11/10/202304/19/2023 4,950,042.55 AA313384PB9 70

4.944Federal Home Loan Discount56121 10,000,000.00 9,735,350.00 11/06/202304/19/2023 9,905,767.50 AA313384NX3 66

5.006Federal Home Loan Discount56122 10,000,000.00 9,658,761.11 01/02/20244.78004/20/2023 9,825,578.10 AA313384RG6 123

4.936Federal Home Loan Discount56123 5,000,000.00 4,902,527.78 09/12/20234.84004/20/2023 4,992,196.00 AA313384LQ0 11

4.932Federal Home Loan Discount56124 10,000,000.00 9,813,122.22 09/06/20234.84004/20/2023 9,992,902.40 AA313384LJ6 5

5.012Federal Home Loan Discount56125 5,000,000.00 4,869,864.58 11/01/20234.80504/20/2023 4,956,437.60 AA313384NS4 61

5.004Federal Home Loan Discount56126 5,000,000.00 4,864,141.67 11/10/202304/20/2023 4,950,042.55 AA313384PB9 70

5.014Federal Home Loan Discount56127 5,000,000.00 4,855,333.33 11/24/20234.80004/21/2023 4,940,111.10 AA313384PR4 84

4.965Federal Home Loan Discount56128 5,000,000.00 4,884,138.89 10/10/20234.85004/21/2023 4,972,207.00 AA313384MU0 39

4.977Federal Home Loan Discount56129 5,000,000.00 4,824,513.89 01/12/20244.75004/21/2023 4,905,765.95 AA313384RS0 133

4.984Federal Home Loan Discount56131 5,000,000.00 4,851,600.00 12/04/20234.77004/24/2023 4,933,151.75 AA313384QB8 94

5.027Federal Home Loan Discount56132 5,000,000.00 4,850,355.56 12/06/20234.81004/26/2023 4,931,739.20 AA313384QD4 96

4.994Federal Home Loan Discount56133 5,000,000.00 4,840,011.11 01/08/20244.76005/11/2023 4,908,574.00 AA313384RN1 129

4.994Federal Home Loan Discount56134 5,000,000.00 4,837,366.67 01/12/20244.76005/11/2023 4,905,765.95 AA313384RS0 133

5.084Federal Home Loan Discount56135 10,000,000.00 9,834,722.22 09/08/20235.00005/12/2023 9,990,064.80 AA313384LL1 7

5.182Federal Home Loan Discount56137 5,000,000.00 4,861,405.56 12/04/20234.94005/16/2023 4,933,151.75 AA313384QB8 94

5.182Federal Home Loan Discount56139 5,000,000.00 4,863,463.89 12/01/20234.94005/16/2023 4,935,271.35 AA313384PY9 91

5.043Federal Home Loan Discount56140 5,000,000.00 4,816,666.67 02/16/20244.80005/17/2023 4,881,588.65 AA313384TD1 168

5.130Federal Home Loan Discount56141 10,000,000.00 9,747,222.22 11/15/20235.00005/17/2023 9,892,986.60 AA313384PG8 75

5.068Federal Home Loan Discount56142 5,000,000.00 4,842,354.17 01/08/20244.83005/18/2023 4,908,574.00 AA313384RN1 129

5.193Federal Home Loan Discount56143 5,000,000.00 4,862,500.00 12/04/20234.95005/18/2023 4,933,151.75 AA313384QB8 94

5.252Federal Home Loan Discount56144 5,000,000.00 4,858,886.81 12/08/20235.00505/19/2023 4,930,327.10 AA313384QF9 98

5.167Federal Home Loan Discount56145 10,000,000.00 9,832,077.78 09/15/20235.08005/19/2023 9,980,139.40 AA313384LT4 14

5.244Federal Home Loan Discount56148 5,000,000.00 4,900,769.44 10/10/20235.14005/24/2023 4,972,207.00 AA313384MU0 39

5.261Federal Home Loan Discount56150 5,000,000.00 4,841,350.00 01/08/20245.01005/25/2023 4,908,574.00 AA313384RN1 129

5.306Federal Home Loan Discount56151 5,000,000.00 4,871,468.06 11/20/20235.17005/25/2023 4,942,946.65 AA313384PM5 80

5.292Federal Home Loan Discount56152 5,000,000.00 4,913,333.33 09/22/20235.20005/25/2023 4,985,112.00 AA313384MA4 21 Portfolio POOL
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5.254Federal Home Loan Discount56153 5,000,000.00 4,882,437.50 11/06/202305/25/2023 4,952,883.75 AA313384NX3 66

5.347Federal Home Loan Discount56154 5,000,000.00 4,822,025.00 02/02/20245.08505/26/2023 4,891,348.25 AA313384SP5 154

5.376Federal Home Loan Discount56155 5,000,000.00 4,835,893.75 01/12/20245.11505/26/2023 4,905,765.95 AA313384RS0 133

5.404Federal Home Loan Discount56156 5,000,000.00 4,849,937.50 12/22/20235.14505/26/2023 4,920,453.35 AA313384QV4 112

5.434Federal Home Loan Discount56157 5,000,000.00 4,862,000.00 12/08/20235.17505/30/2023 4,930,327.10 AA313384QF9 98

5.380Federal Home Loan Discount56158 5,000,000.00 4,838,577.78 01/12/20245.12005/30/2023 4,905,765.95 AA313384RS0 133

5.383Federal Home Loan Discount56162 5,000,000.00 4,867,544.44 12/01/20235.24006/02/2023 4,935,271.35 AA313384PY9 91

5.377Federal Home Loan Discount56163 4,000,000.00 3,898,111.11 11/24/20235.24006/02/2023 3,952,088.88 AA313384PR4 84

5.325Federal Home Loan Discount56164 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,873,701.80 AA313384TT6 182

5.325Federal Home Loan Discount56165 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,873,701.80 AA313384TT6 182

5.378Federal Home Loan Discount56166 5,000,000.00 4,847,227.78 01/05/20245.14006/05/2023 4,910,681.05 AA313384RK7 126

5.358Federal Home Loan Discount56167 5,000,000.00 4,871,675.00 12/01/20235.22006/07/2023 4,935,271.35 AA313384PY9 91

5.318Federal Home Loan Discount56168 5,000,000.00 4,811,469.44 03/01/20245.06506/07/2023 4,873,701.80 AA313384TT6 182

5.377Federal Home Loan Discount56171 5,000,000.00 4,849,369.44 01/05/20245.14006/08/2023 4,910,681.05 AA313384RK7 126

5.325Federal Home Loan Discount56172 5,000,000.00 4,828,550.00 02/06/20245.08006/08/2023 4,886,967.15 AA313384ST7 158

5.204Federal Home Loan Discount56177 5,000,000.00 4,918,933.33 10/06/20235.12006/14/2023 4,975,050.45 AA313384MQ9 35

5.234Federal Home Loan Discount56178 5,000,000.00 4,839,583.33 02/01/20245.00006/15/2023 4,892,046.10 AA313384SN0 153

5.276Federal Home Loan Discount56179 5,000,000.00 4,859,722.22 01/02/20245.05006/16/2023 4,912,789.05 AA313384RG6 123

5.357Federal Home Loan Discount56180 10,000,000.00 9,715,277.78 01/12/20245.12506/26/2023 9,811,531.90 AA313384RS0 133

5.369Federal Home Loan Discount56181 5,000,000.00 4,845,387.50 01/29/20245.13006/26/2023 4,893,849.70 AA313384SK6 150

5.355Federal Home Loan Discount56182 5,000,000.00 4,860,486.11 01/08/20245.12506/26/2023 4,908,574.00 AA313384RN1 129

5.184Federal Home Loan Discount56183 10,000,000.00 9,876,266.67 09/22/20235.12006/27/2023 9,970,224.00 AA313384MA4 21

5.395Federal Home Loan Discount56185 5,000,000.00 4,846,065.97 01/29/20245.15506/28/2023 4,893,849.70 AA313384SK6 150

5.361Federal Home Loan Discount56186 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,916,931.85 AA313384RA9 117

5.361Federal Home Loan Discount56187 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,916,931.85 AA313384RA9 117

5.397Federal Home Loan Discount56188 5,000,000.00 4,851,650.00 01/22/20245.16006/29/2023 4,898,752.90 AA313384SC4 143

5.384Federal Home Loan Discount56189 5,000,000.00 4,817,600.00 03/11/20245.13006/29/2023 4,866,929.90 AA313384UD9 192

5.518Federal Home Loan Discount56197 5,000,000.00 4,845,416.67 01/31/20245.25007/03/2023 4,892,449.70 AA313384SM2 152

5.439Federal Home Loan Discount56198 5,000,000.00 4,820,486.11 03/11/20245.17007/05/2023 4,866,929.90 AA313384UD9 192

5.445Federal Home Loan Discount56199 5,000,000.00 4,867,494.44 01/05/20245.18507/05/2023 4,910,681.05 AA313384RK7 126

5.476Federal Home Loan Discount56200 5,000,000.00 4,822,162.50 03/08/20245.20507/06/2023 4,868,960.45 AA313384UA5 189

5.507Federal Home Loan Discount56202 5,000,000.00 4,846,438.89 02/07/20245.24007/11/2023 4,887,860.40 AA313384SU4 159

5.424Federal Home Loan Discount56204 5,000,000.00 4,833,733.33 03/01/20245.16007/13/2023 4,873,701.80 AA313384TT6 182

5.319Federal Home Loan Discount56209 10,000,000.00 9,867,342.22 10/13/20235.24807/14/2023 9,940,151.00 AA313384MX4 42

5.260Federal Home Loan Discount56210 5,000,000.00 4,957,265.97 09/22/20235.21507/25/2023 4,985,112.00 AA313384MA4 21

5.269Federal Home Loan Discount56211 5,000,000.00 4,944,281.94 10/10/20235.21007/25/2023 4,972,207.00 AA313384MU0 39 Portfolio POOL
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5.395Federal Home Loan Discount56213 1,000,000.00 982,480.56 11/22/20235.30007/26/2023 988,305.73 AA313384PP8 82

5.456Federal Home Loan Discount56214 5,000,000.00 4,865,775.00 01/24/20245.31007/26/2023 4,897,351.50 AA313384SE0 145

5.389Federal Home Loan Discount56215 3,000,000.00 2,947,491.25 11/22/20235.29507/26/2023 2,964,917.19 AA313384PP8 82

5.529Federal Home Loan Discount56218 5,000,000.00 4,844,391.67 03/04/20245.26008/04/2023 4,871,669.25 AA313384TW9 185

5.391Federal Home Loan Discount56221 5,000,000.00 4,764,602.78 07/05/20245.10508/08/2023 4,794,240.90 AA313384YZ6 308

5.508Federal Home Loan Discount56222 5,000,000.00 4,844,983.33 03/08/20245.24008/08/2023 4,868,960.45 AA313384UA5 189

5.481Federal Home Loan Discount56223 5,000,000.00 4,825,609.72 04/05/20245.21008/08/2023 4,850,589.85 AA313384VE6 217

5.506Federal Home Loan Discount56224 5,000,000.00 4,850,077.78 03/01/20245.24008/08/2023 4,873,701.80 AA313384TT6 182

5.453Federal Home Loan Discount56225 5,000,000.00 4,810,066.67 04/29/20245.18008/09/2023 4,834,490.00 AA313384WE5 241

5.343Federal Home Loan Discount56226 10,000,000.00 9,866,735.56 11/10/20235.27208/11/2023 9,900,085.10 AA313384PB9 70

5.355Federal Home Loan Discount56233 5,000,000.00 4,939,018.06 11/15/20235.29008/24/2023 4,946,493.30 AA313384PG8 75

5.324Federal Home Loan Discount56235 10,000,000.00 9,917,866.67 10/25/20235.28008/30/2023 9,923,117.10 AA313384NK1 54 745,470,223.91758,296,705.45768,000,000.00776,172,682.21Subtotal and Average 5.125 89 Money Market

5.178Fidelity Inst Government52411 185,000,000.00 185,000,000.00 5.250185,000,000.00 AAASYS52411 1

5.178Morgan Stanley Inst Government52471 170,000,000.00 170,000,000.00 5.250170,000,000.00 AAASYS52471 1 355,000,000.00355,000,000.00355,000,000.00368,225,806.45Subtotal and Average 5.178 1 Local Agency Investment Funds

3.387Local Agency Investment Fund43 49,967,195.03 49,967,195.03 3.43449,209,117.68SYS43 1 49,967,195.0349,209,117.6849,967,195.0349,967,195.03Subtotal and Average 3.387 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,998,736.17 06/18/20240.50006/18/2021 3,841,506.44 A89236TJH9 291 3,998,736.173,841,506.444,000,000.003,998,671.02Subtotal and Average 0.533 291 Negotiable CD's

5.800Royal Bank CN56194 10,000,000.00 10,000,000.00 03/25/20245.80006/29/2023 9,997,620.00 A-178015JXN2 206 10,000,000.009,997,620.0010,000,000.0010,000,000.00Subtotal and Average 5.800 206 Federal Agency Issues-Coupon/Bullet

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,549.31 04/21/20250.60004/21/2021 4,644,302.15 AA3133EMWT5 598

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,999,013.17 09/23/20240.43009/23/2021 2,851,098.48 AA3133EM5X6 388

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,982,345.00 09/10/20260.80009/28/2021 2,675,158.95 AA3133EM4X7 1,105 Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,999,663.28 10/12/20230.29010/13/2021 4,971,654.80 AA3133ENAL4 41

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,999,626.00 10/12/20230.29010/18/2021 2,982,992.88 AA3133ENAL4 41

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,999,239.66 11/09/20230.40011/18/2021 2,971,492.44 AA3133ENDR8 69

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,999,454.74 12/01/20230.50012/03/2021 2,962,250.04 AA3133ENGF1 91

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,997,149.58 12/01/20230.50012/09/2021 4,937,083.40 AA3133ENGF1 91

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,548.36 12/09/20240.92012/09/2021 2,829,047.34 AA3133ENGQ7 465

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,732.83 12/09/20240.92012/09/2021 2,829,047.34 AA3133ENGQ7 465

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,999,628.96 01/18/20240.90001/18/2022 2,947,561.68 AA3133ENLF5 139

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,996,913.36 01/18/20240.90001/28/2022 2,947,561.68 AA3133ENLF5 139

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,998,262.00 02/09/20241.18002/09/2022 2,943,810.81 AA3133ENNJ5 161

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,998,262.00 02/09/20241.18002/09/2022 2,943,810.81 AA3133ENNJ5 161

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,745,533.46 06/17/20241.80003/17/2022 5,593,294.56 AA3133ENSB7 290

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,990,793.30 10/12/20230.29003/22/2022 4,971,654.80 AA3133ENAL4 41

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,997,068.17 04/18/20242.44004/20/2022 2,942,349.93 AA3133ENUN8 230

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,994,418.65 04/18/20242.44004/25/2022 2,942,349.93 AA3133ENUN8 230

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,998,087.50 05/16/20242.62505/16/2022 3,926,631.84 AA3133ENWP1 258

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,994,293.49 06/17/20243.25006/17/2022 2,949,949.23 AA3133ENYX2 290

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,839.53 10/17/20234.12509/20/2022 4,990,965.85 AA3133ENN63 46

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,849.99 10/17/20234.12509/20/2022 2,994,579.51 AA3133ENN63 46

5.206FEDERAL FARM CREDIT BANK56160 5,000,000.00 4,909,493.48 05/16/20242.62505/31/2023 4,908,289.80 AA3133ENWP1 258

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,781.64 12/08/20230.50011/01/2021 2,956,405.35 AA3130APR72 98

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,781.87 11/09/20230.50011/12/2021 4,952,962.50 AA3130APU29 69

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,998,447.88 12/22/20230.62501/04/2022 2,955,460.38 AA3130AQF57 112

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,884.97 12/20/20241.00001/05/2022 2,840,707.23 AA3130AQF40 476

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,995,306.29 12/22/20230.62501/12/2022 4,925,767.30 AA3130AQF57 112

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,996,354.78 12/22/20230.62501/19/2022 2,955,460.38 AA3130AQF57 112

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,998,544.16 02/28/20242.12503/25/2022 4,921,036.45 AA3130ARHG9 180

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,998,835.32 02/28/20242.12503/25/2022 3,936,829.16 AA3130ARHG9 180

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,995,822.90 02/28/20242.12503/29/2022 4,921,036.45 AA3130ARHG9 180

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,997,199.02 06/28/20242.75006/10/2022 2,936,515.53 AA3130ASDS5 301

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,996,265.37 06/28/20242.75006/10/2022 3,915,354.04 AA3130ASDS5 301

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,987,653.29 06/28/20242.75006/13/2022 2,936,515.53 AA3130ASDS5 301

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,994,084.24 06/28/20242.75006/13/2022 2,936,515.53 AA3130ASDS5 301

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,988,589.41 06/14/20243.12508/18/2022 4,913,483.75 AA3130ASHK8 287

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 5,000,000.00 09/01/20233.37509/06/2022 5,000,000.00 AA3130AT5B9 0

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,999,852.00 09/13/20233.62509/13/2022 4,996,350.80 AA3130ATCR6 12 Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,749,714.20 09/15/20233.87509/15/2022 4,747,455.66 AA3130ATDJ3 14

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,995,394.16 12/08/20233.87509/21/2022 4,975,125.40 AA3130ATDK0 98

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,994,721.50 AA3130ATGM3 25

4.442FEDERAL HOME LOAN BANK55863 5,000,000.00 4,968,785.38 03/08/20243.25009/28/2022 4,942,820.45 AA3130A0XE5 189

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,999,586.67 12/07/20234.87512/07/2022 4,988,281.90 AA3130AU5E0 97

4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,999,065.00 03/08/20244.75012/08/2022 4,982,699.50 AA3130ATUQ8 189

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,999,056.61 03/08/20244.75012/12/2022 4,982,699.50 AA3130ATUQ8 189

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,996,596.18 03/08/20244.75012/13/2022 4,982,699.50 AA3130ATUQ8 189

4.753FEDERAL HOME LOAN BANK55954 5,000,000.00 5,000,000.00 09/20/20234.81012/19/2022 4,997,279.25 AA3130AUC36 19

4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,996,160.98 03/08/20244.75012/28/2022 4,982,699.50 AA3130ATUQ8 189

4.606FEDERAL HOME LOAN BANK56070 4,415,000.00 4,361,485.07 02/28/20242.12503/29/2023 4,345,275.19 AA3130ARHG9 180

4.606FEDERAL HOME LOAN BANK56071 585,000.00 577,909.12 02/28/20242.12503/29/2023 575,761.26 AA3130ARHG9 180

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,978,721.76 06/13/20254.75006/30/2023 4,973,911.65 AA3130AWBY5 651

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,992,068.61 06/13/20254.75006/30/2023 4,973,911.65 AA3130AWBY5 651

5.119FEDERAL HOME LOAN BANK56201 5,000,000.00 4,962,826.72 06/13/20254.75007/07/2023 4,973,911.65 AA3130AWBY5 651

5.128FEDERAL HOME LOAN BANK56232 5,000,000.00 4,993,688.55 06/13/20255.12508/23/2023 5,005,862.403130AWLY4 651

5.498FEDERAL HOME LOAN BANK56236 5,000,000.00 4,982,675.00 02/02/20244.75008/31/2023 4,982,499.753130AURR7 154

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,744.25 12/04/20230.25012/04/2020 2,956,476.51 AA3137EAFA2 94

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,980,592.85 06/17/20250.50010/20/2021 2,771,893.53 AA3135G04Z3 655

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,954,362.91 11/07/20250.50012/08/2021 2,732,509.95 AA3135G06G3 798 237,031,602.98233,525,834.33237,500,000.00236,005,096.03Subtotal and Average 2.845 238 2,020,461,846.85 2,005,690,528.36 4.090 2071,966,988,300.78 1,982,573,686.80Total and Average Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 PM (PRF_PM2) 7.3.11
YTM
360

Page 12 ends

Par Value Book Value
Stated
RateMarket Value
August 31, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,020,461,846.85 2,005,690,528.36 4.090 207
0 118,749.99
118,749.99
118,749.99
118,749.99
Subtotal
Accrued Interest at PurchaseAverage Balance
1,967,107,050.77 1,982,692,436.79Total Cash and Investments Portfolio POOL
AP
Run Date: 09/29/2023 - 09:09 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of September 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
429,498,239.48429,967,195.03 429,209,117.688 21.44%MaturitiesAging Interval: 0 days 09/01/2023 09/01/2023-( ) Payments0 146,723,198.86149,750,000.00 149,476,847.5624 7.47%MaturitiesAging Interval: 1 - 30 days 09/02/2023 10/01/2023-( ) Payments0 337,328,673.56344,000,000.00 341,510,890.7266 17.15%MaturitiesAging Interval: 31 - 90 days 10/02/2023 11/30/2023-( ) Payments0 467,225,065.77476,815,000.00 470,073,135.83100 23.77%MaturitiesAging Interval: 91 - 180 days 12/01/2023 02/28/2024-( ) Payments0 258,095,500.98261,250,000.00 256,838,527.5157 13.03%MaturitiesAging Interval: 181 - 360 days 02/29/2024 08/26/2024-( ) Payments0 295,678,314.21295,858,333.33 276,831,288.6191 14.75%MaturitiesAging Interval: 361 - 1080 days 08/27/2024 08/16/2026-( ) Payments0 48,024,693.9448,050,000.00 43,048,492.8715 2.40%MaturitiesAging Interval: 1081 days and after 08/17/2026 -( ) Payments0 Total for 1,966,988,300.781,982,573,686.80100.00361 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 09/29/2023 - 09:15 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
City Pool Portfolio
Portfolio Management
July 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 556,076,968.54 1,05426.88 2.511520531,055,681.83556,223,333.33 2.546 Federal Agency Issues - Discount 823,657,549.44 21439.82 5.03797836,433,060.08848,000,000.00 5.107 Money Market 385,000,000.00 118.61 5.1241385,000,000.00385,000,000.00 5.195 Local Agency Investment Funds 49,967,195.03 12.42 3.260149,209,117.6849,967,195.03 3.305 Corporate Bonds 3,998,601.53 1,0960.19 0.5333223,825,452.164,000,000.00 0.540 Negotiable CD's 10,000,000.00 2700.48 5.6902379,995,530.0010,000,000.00 5.769 Federal Agency Issues-Coupon/Bullet 239,875,062.61 66711.60 2.756249235,856,306.45240,392,000.00 2.794 2,068,575,377.15 100.00%
Investments
2,051,375,148.202,093,582,528.36 450 209 4.061 4.118
Cash and Accrued Interest
2,068,653,536.87Total Cash and Investments
78,159.72Subtotal
78,159.72
2,051,453,307.922,093,582,528.36
78,159.72
78,159.72
450 209 4.061 4.118
Accrued Interest at Purchase
Current Year
July 31
7,398,777.51
Fiscal Year To Date
7,398,777.51
Average Daily Balance
Effective Rate of Return
2,137,858,243.47 2,137,858,243.47

4.07%4.07%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio POOL
AP
Reporting period 07/01/2023-07/31/2023
Run Date: 09/08/2023 - 10:50 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
July 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
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 2,760,982.08 AA3133ELK37 685

0.398FEDERAL FARM CREDIT BANK55215 3,000,000.00 2,999,377.78 03/15/20240.37003/15/2021 2,902,178.10 AA3133EMTD4 227

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,782,003.05 AA3133EMTQ5 594

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,782,003.05 AA3133EMTQ5 594

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,719,317.60 AA3133EMUK6 967

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,719,317.60 AA3133EMUK6 967

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,719,317.60 AA3133EMUK6 967

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,719,317.60 AA3133EMUK6 967

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,773,597.44 AA3133EMWH1 629

0.227FEDERAL FARM CREDIT BANK55316 3,000,000.00 3,000,000.00 11/13/20230.23005/13/2021 2,954,877.72 AA3133EMYW6 104

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,767,678.11 AA3133EMZW5 657

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,996,885.11 09/08/20260.87009/15/2021 4,450,459.80 AA3133EM4S8 1,134

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,671,542.24 AA3133EM6E7 1,154

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,708,542.44 AA3133ENEM8 1,210

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,717,133.15 AA3133ENFN5 1,217

1.647FEDERAL FARM CREDIT BANK55643 3,000,000.00 3,000,000.00 03/08/20241.67003/08/2022 2,927,880.57 AA3133ENQX1 220

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,934,444.06 AA3133ENWL0 289

4.932FEDERAL FARM CREDIT BANK55928 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,987,176.50 AA3133EN3R9 128

4.932FEDERAL FARM CREDIT BANK55929 5,000,000.00 5,000,000.00 12/07/20235.00012/07/2022 4,987,176.50 AA3133EN3R9 128

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,969,696.22 12/08/20254.12506/08/2023 4,922,826.15 AA3133EPMB8 860

4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/20264.69006/09/2023 4,962,929.45 AA3133EPMF9 1,043

4.981FEDERAL FARM CREDIT BANK55901 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,991,215.85 AA3133ENY87 100

4.981FEDERAL FARM CREDIT BANK55902 5,000,000.00 5,000,000.00 11/09/20235.05011/09/2022 4,991,215.85 AA3133ENY87 100

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,996,562.36 11/18/20244.50011/18/2022 4,942,114.80 AA3133ENZ94 475

4.813FEDERAL FARM CREDIT BANK56009 5,000,000.00 5,000,000.00 01/24/20244.88001/24/2023 4,978,297.75 AA3133EN6X3 176

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,226,634.77 AA3130AJPT0 685

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,696,257.26 AA3130AKMD5 909

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,711,580.90 AA3130AKU61 910

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,695,734.09 AA3130AKN69 911

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,697,117.33 AA3130AKU53 911

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,701,274.79 AA3130AKPQ3 911

0.434FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.50001/29/2021 2,715,898.53 AA3130AKTT3 912

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,696,855.91 AA3130AKVY9 912

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,697,146.28 AA3130AKXQ4 926

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,847.33 02/17/20260.62502/17/2021 2,697,721.26 AA3130AL3S1 931

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,688,648.06 AA3130AKVV5 932

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,694,528.66 AA3130AL7G3 937

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,699,815.59 AA3130ALCV4 938 Portfolio POOL
AP
Run Date: 09/08/2023 - 10:50 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

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0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,699,815.59 AA3130ALCV4 938

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,697,848.16 AA3130AL5X8 938

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,697,848.16 AA3130AL5X8 938

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,696,070.33 AA3130AL6J8 938

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,696,070.33 AA3130ALBM5 938

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,686,317.12 AA3130AKXX9 939

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,697,186.27 AA3130AKZ25 940

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,718,676.77 AA3130ALHY3 951

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,710,261.95 AA3130ALRN6 965

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,643,685.90 AA3130ALGJ7 965

0.345FEDERAL HOME LOAN BANK55242 3,000,000.00 3,000,000.00 03/28/20240.35003/30/2021 2,895,806.97 AA3130ALTS3 240

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,829,525.36 AA3130ALNZ3 426

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,712,863.64 AA3130ALXV1 995

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,314.58 04/28/20261.25004/28/2021 2,271,666.50 AA3130ALYM0 1,001

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,725,999.80 AA3130ALZQ0 1,001

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,707,814.79 AA3130AM2J0 1,001

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,821,196.04 AA3130ALZS6 454

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,794,406.97 AA3130AM2V3 637

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,695,102.35 AA3130AM4L3 1,002

0.395FEDERAL HOME LOAN BANK55299 3,000,000.00 3,000,000.00 04/29/20240.40004/29/2021 2,883,852.99 AA3130ALZC1 272

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,809,291.47 AA3130AMK92 483

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,727,764.58 AA3130AMG63 1,029

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,704,075.47 AA3130AMNM0 1,030

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,696,710.68 AA3130AMYQ9 1,064

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,394.05 12/30/20240.60006/30/2021 2,800,046.49 AA3130AMXH0 517

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,796,020.49 AA3130AMTQ5 517

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,688,566.04 AA3130ANAJ9 1,091

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 2,972,907.58 AA3130ANEJ5 546

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,873,860.17 AA3130ANM49 297

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,686,710.03 AA3130ANND8 1,121

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,199.13 08/26/20260.65008/26/2021 3,296,766.98 AA3130ANJE1 1,121

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,773,171.95 AA3130AP4F9 604

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,780,801.40 AA3130AP3M5 605

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,687,231.85 AA3130APCH6 1,155

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,687,231.85 AA3130APCH6 1,155

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,768,513.52 AA3130APDL6 699

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,796,031.02 AA3130AP2Y0 517

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,672,021.79 AA3130ANYR5 1,156 Portfolio POOL
AP
Run Date: 09/08/2023 - 10:50 PM (PRF_PM2) 7.3.11
YTM
360

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0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,676,338.43 AA3130ANYN4 1,156

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,680,655.04 AA3130AP6V2 1,156

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,829,107.61 AA3130APDV4 433

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,055.00 10/28/20261.62510/28/2021 2,722,948.17 AA3130APHJ7 1,184

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,697,420.66 AA3130APDQ5 1,184

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,057,076.75 AA3130APDQ5 1,184

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,777,209.71 AA3130APJM8 636

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,827,038.48 AA3130APKX2 454

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,858,696.70 AA3130APRU1 381

0.493FEDERAL HOME LOAN BANK55500 3,000,000.00 3,000,000.00 11/17/20230.50011/17/2021 2,955,425.10 AA3130APLJ2 108

0.740FEDERAL HOME LOAN BANK55509 3,000,000.00 3,000,000.00 11/22/20230.75011/24/2021 2,955,818.61 AA3130APWH4 113

0.789FEDERAL HOME LOAN BANK55510 3,000,000.00 3,000,000.00 11/27/20230.80011/29/2021 2,958,813.93 AA3130APXH3 118

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,826,468.96 AA3130AQ3B7 482

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,854,982.37 AA3130AQ3C5 393

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,876,068.50 AA3130AQAH6 332

1.523FEDERAL HOME LOAN BANK55620 2,000,000.00 2,000,000.00 02/22/20242.10002/22/2022 1,963,116.54 AA3130AQTZ6 205

1.442FEDERAL HOME LOAN BANK55621 3,000,000.00 3,000,000.00 02/22/20242.10002/22/2022 2,944,674.81 AA3130AQTZ6 205

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,843,704.89 AA3130AQY49 576

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,897,138.01 AA3130AQWQ2 301

1.233FEDERAL HOME LOAN BANK55629 3,025,000.00 3,025,000.00 02/28/20241.25002/28/2022 2,950,980.25 AA3130AQT52 211

1.233FEDERAL HOME LOAN BANK55630 3,000,000.00 3,000,000.00 02/28/20241.25002/28/2022 2,926,591.98 AA3130AQT52 211

2.466FEDERAL HOME LOAN BANK55707 5,000,000.00 5,000,000.00 10/27/20233.00004/27/2022 4,969,221.65 AA3130ARNY3 87

2.460FEDERAL HOME LOAN BANK55708 3,000,000.00 3,000,000.00 10/27/20233.00004/27/2022 2,981,532.99 AA3130ARNY3 87

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,882,745.45 AA3130ARP96 636

2.578FEDERAL HOME LOAN BANK55714 3,500,000.00 3,500,000.00 04/26/20242.62504/29/2022 3,423,394.87 AA3130ARPX3 269

2.615FEDERAL HOME LOAN BANK55736 2,965,000.00 2,965,000.00 02/16/20242.65005/16/2022 2,921,313.63 AA3130ARWD9 199

2.960FEDERAL HOME LOAN BANK55748 5,000,000.00 5,000,000.00 02/23/20243.00005/23/2022 4,922,398.10 AA3130ARYU9 206

2.729FEDERAL HOME LOAN BANK55768 5,000,000.00 5,000,000.00 12/08/20233.12506/08/2022 4,957,217.40 AA3130AS5F2 129

3.304FEDERAL HOME LOAN BANK55799 3,000,000.00 3,000,000.00 12/29/20233.35006/29/2022 2,971,615.38 AA3130ASKB4 150

3.120FEDERAL HOME LOAN BANK55832 5,000,000.00 4,999,881.81 08/24/20233.12508/24/2022 4,992,674.55 AA3130ASU72 23

4.330FEDERAL HOME LOAN BANK55887 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,987,462.15 AA3130ATMQ7 73

4.330FEDERAL HOME LOAN BANK55888 5,000,000.00 5,000,000.00 10/13/20234.39010/13/2022 4,987,462.15 AA3130ATMQ7 73

4.756FEDERAL HOME LOAN BANK55895 5,000,000.00 4,999,123.77 11/02/20234.75011/02/2022 4,988,417.90 AA3130ATTY3 93

4.626FEDERAL HOME LOAN BANK55905 2,000,000.00 1,999,636.00 11/15/20234.62511/15/2022 1,994,175.54 AA3130ATWD5 106

4.828FEDERAL HOME LOAN BANK56005 5,000,000.00 5,000,000.00 09/01/20234.88101/30/2023 4,996,156.90 AA3130AUQT4 31

4.932FEDERAL HOME LOAN BANK56007 3,500,000.00 3,500,000.00 01/26/20245.00001/30/2023 3,486,005.04 AA3130AUJ62 178

4.932FEDERAL HOME LOAN BANK56008 3,325,000.00 3,325,000.00 01/26/20245.00001/30/2023 3,311,704.79 AA3130AUJ62 178

4.935FEDERAL HOME LOAN BANK56023 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,975,993.70 AA3130AUNX8 204 Portfolio POOL
AP
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4.935FEDERAL HOME LOAN BANK56024 5,000,000.00 5,000,000.00 02/21/20245.00001/25/2023 4,975,993.70 AA3130AUNX8 204

5.040FEDERAL HOME LOAN BANK56042 5,000,000.00 5,000,000.00 08/25/20235.11003/01/2023 4,999,598.85 AA3130AV7B2 24

5.178FEDERAL HOME LOAN BANK56043 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,981,326.20 AA3130AV3S9 213

5.178FEDERAL HOME LOAN BANK56044 5,000,000.00 5,000,000.00 03/01/20245.25003/01/2023 4,981,326.20 AA3130AV3S9 213

5.438FEDERAL HOME LOAN BANK56051 5,000,000.00 5,000,000.00 04/01/20245.51003/08/2023 4,984,541.50 AA3130AVBR2 244

4.702FEDERAL HOME LOAN BANK56068 5,000,000.00 4,978,136.29 12/08/20233.50003/29/2023 4,963,651.20 AA3130AT7D3 129

4.686FEDERAL HOME LOAN BANK56069 5,000,000.00 4,978,425.30 12/08/20233.50003/29/2023 4,963,651.20 AA3130AT7D3 129

4.951FEDERAL HOME LOAN BANK56074 5,000,000.00 4,999,498.74 02/08/20245.00002/08/2023 4,988,674.30 AA3130AUU28 191

4.948FEDERAL HOME LOAN BANK56075 5,000,000.00 4,999,910.19 11/08/20235.00002/08/2023 4,994,353.70 AA3130AUUB8 99

4.937FEDERAL HOME LOAN BANK56076 5,000,000.00 4,999,870.14 02/08/20245.00002/08/2023 4,988,674.30 AA3130AUU28 191

4.942FEDERAL HOME LOAN BANK56085 5,000,000.00 5,000,000.00 10/16/20235.00002/09/2023 4,995,671.90 AA3130AUV84 76

5.065FEDERAL HOME LOAN BANK56146 4,000,000.00 4,000,000.00 02/22/20245.12505/22/2023 3,983,164.96 AA3130AW5S5 205

5.279FEDERAL HOME LOAN BANK56161 5,000,000.00 5,000,000.00 02/28/20245.34006/01/2023 4,993,345.35 AA3130AWCE8 211

5.289FEDERAL HOME LOAN BANK56174 10,000,000.00 10,000,000.00 03/08/20245.35006/09/2023 9,988,186.40 AA3130AWEM8 220

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,998,453.92 06/06/20254.62506/12/2023 1,983,865.043130AWER7 675

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,397,371.67 06/06/20254.62506/12/2023 3,372,570.573130AWER7 675

5.437FEDERAL HOME LOAN BANK56216 5,000,000.00 5,000,000.00 04/26/20245.50007/26/2023 5,007,370.603130AWLF5 269

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,766,429.21 AA3134GVVX3 666

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,730,678.00 AA3134GWZG4 811

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,728,547.13 AA3134GXEJ9 846

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,728,683.69 AA3134GXFA7 848

2.056FEDERAL HOME LOAN MTG CORP55666 5,000,000.00 4,976,315.18 11/06/20230.25003/23/2022 4,931,666.05 AA3137EAEZ8 97

2.309FEDERAL HOME LOAN MTG CORP55675 5,000,000.00 4,973,066.67 11/06/20230.25004/06/2022 4,931,666.05 AA3137EAEZ8 97

2.960FEDERAL HOME LOAN MTG CORP55798 5,000,000.00 5,000,000.00 03/28/20243.00006/29/2022 4,910,536.20 AA3134GXYF5 240

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,878,140.40 AA3134GXR63 758

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,881,802.40 AA3134GXS88 577

2.544FEDERAL NATIONAL MORTGAGE54049 3,000,000.00 2,998,857.30 02/05/20242.50002/08/2019 2,954,814.09 AA3135G0V34 188

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,759,489.22 AA3136G4ZR7 720

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,752,092.27 AA3136G4G23 728

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,744,335.83 AA3136G4L84 748

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,742,901.26 AA3136G4H63 749

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,998,756.67 08/27/20250.62508/27/2020 2,745,084.27 AA3136G42F9 757

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,747,090.76 AA3136G4W41 755

4.932FEDERAL NATIONAL MORTGAGE55963 5,000,000.00 5,000,000.00 12/20/20235.00012/20/2022 4,985,895.10 AA3135GADM0 141

5.056FEDERAL NATIONAL MORTGAGE56028 5,000,000.00 5,000,000.00 02/09/20245.12502/13/2023 4,980,643.80 AA3135GAEU1 192

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,971,860.00 AA3134GYS86 315

5.429FEDERAL HOME LOAN MTG56149 5,000,000.00 5,000,000.00 06/18/20245.50005/24/2023 4,978,024.80 AA3134GYSV5 322

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,956,158.20 AA3134GY4B5 391 Portfolio POOL
AP
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5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,484,931.75 AA3134GY3X8 395

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,948,297.65 AA3134GYEB4 451

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,947,682.20 AAA3134GYJ29 563 556,076,968.54531,055,681.83556,223,333.33552,353,728.34Subtotal and Average 2.511 520 Federal Agency Issues - Discount

3.968Federal Farm Credit Discount55846 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,969,647.15 AA313312LR9 43

3.968Federal Farm Credit Discount55847 5,000,000.00 4,807,361.11 09/13/20233.80009/13/2022 4,969,647.15 AA313312LR9 43

4.823Federal Farm Credit Discount55898 5,000,000.00 4,810,708.33 08/24/20234.62011/02/2022 4,983,832.55 AA313312KV1 23

4.789Federal Farm Credit Discount55907 5,000,000.00 4,770,100.00 11/13/20234.56011/15/2022 4,926,566.25 AA313312PE4 104

4.912Federal Farm Credit Discount55917 5,000,000.00 4,803,513.89 09/26/20234.70011/29/2022 4,960,507.05 AA313312ME7 56

4.823Federal Farm Credit Discount55942 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,925,164.65 AA313312PG9 106

4.823Federal Farm Credit Discount55943 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,925,164.65 AA313312PG9 106

4.823Federal Farm Credit Discount55944 5,000,000.00 4,785,972.22 11/15/20234.60012/15/2022 4,925,164.65 AA313312PG9 106

4.787Federal Farm Credit Discount55947 5,000,000.00 4,845,388.89 08/15/20234.60012/16/2022 4,990,152.70 AA313312KL3 14

4.816Federal Farm Credit Discount55953 5,000,000.00 4,832,525.00 09/06/20234.62012/19/2022 4,974,575.75 AA313312LJ7 36

4.880Federal Farm Credit Discount55961 5,000,000.00 4,796,772.22 10/30/20234.66012/20/2022 4,936,505.65 AA313312NQ9 90

4.861Federal Farm Credit Discount55977 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,983,130.80 AA313312KW9 24

4.861Federal Farm Credit Discount55978 5,000,000.00 4,844,333.33 08/25/20234.67012/28/2022 4,983,130.80 AA313312KW9 24

4.904Federal Farm Credit Discount55987 5,000,000.00 4,801,326.39 11/13/20234.69001/12/2023 4,926,566.25 AA313312PE4 104

4.832Federal Farm Credit Discount55989 5,000,000.00 4,838,541.67 09/20/20234.65001/13/2023 4,964,723.45 AA313312LY4 50

5.082Federal Farm Credit Discount56032 5,000,000.00 4,787,138.89 12/28/20234.85002/15/2023 4,895,416.00 AA313312RB8 149

4.930Federal Farm Credit Discount56033 5,000,000.00 4,888,202.78 08/02/202302/16/2023 4,999,296.00 AA313312JX9 1

4.957Federal Farm Credit Discount56035 5,000,000.00 4,882,361.11 08/11/20234.84002/17/2023 4,992,964.25 AA313312KG4 10

5.134Federal Farm Credit Discount56039 5,000,000.00 4,848,062.50 10/06/20234.95002/27/2023 4,953,358.20 AA313312MQ0 66

4.902Federal Farm Credit Discount56061 5,000,000.00 4,869,350.00 10/10/20234.68003/23/2023 4,950,545.45 AA313312MU1 70

5.446Federal Farm Credit Discount56159 5,000,000.00 4,858,172.22 12/13/20235.21005/31/2023 4,905,844.80 AA313312QL7 134

5.334Federal Farm Credit Discount56184 5,000,000.00 4,884,222.22 12/04/20235.21006/27/2023 4,912,112.70 AA313312QB9 125

5.412Federal Farm Credit Discount56203 5,000,000.00 4,878,266.67 12/26/20235.28007/13/2023 4,896,805.20 AA313312QZ6 147

5.385Federal Farm Credit Discount56208 5,000,000.00 4,874,583.33 01/02/20245.25007/14/2023 4,891,745.80 AA313312RG7 154

5.443Federal Farm Credit Discount56212 5,000,000.00 4,877,575.00 01/08/20245.31007/26/2023 4,887,575.90 AA313312RN2 160

4.920FEDERAL HOME LOAN BANK56115 10,000,000.00 9,748,266.67 10/27/20234.72004/18/2023 9,877,218.10 AA313384NM7 87

4.866FEDERAL HOME LOAN BANK56116 10,000,000.00 9,783,155.56 09/29/20234.76004/18/2023 9,916,800.40 AA313384MH9 59

4.945FEDERAL HOME LOAN BANK56119 5,000,000.00 4,866,358.33 11/08/20234.74004/19/2023 4,930,071.90 AA313384NZ8 99

5.257FEDERAL HOME LOAN BANK56147 5,000,000.00 4,862,225.00 12/07/20235.01005/23/2023 4,910,022.50 AA313384QE2 128

3.346Federal Home Loan Discount55827 5,000,000.00 4,843,919.44 08/02/20233.22008/18/2022 4,999,296.00 AA313384JX8 1

3.483Federal Home Loan Discount55840 5,000,000.00 4,834,826.39 08/21/20233.35008/31/2022 4,985,938.40 AA313384KS7 20

4.176Federal Home Loan Discount55860 5,000,000.00 4,808,888.89 08/31/20234.00009/21/2022 4,978,922.40 AA313384LC1 30 Portfolio POOL
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4.590Federal Home Loan Discount55878 5,000,000.00 4,785,258.33 10/02/20234.38010/14/2022 4,955,239.05 AA313384ML0 62

4.303Federal Home Loan Discount55891 5,000,000.00 4,811,166.67 09/01/20234.12010/06/2022 4,978,099.15 AA313384LD9 31

4.889Federal Home Loan Discount55922 5,000,000.00 4,826,264.58 08/25/20234.68512/01/2022 4,983,130.80 AA313384KW8 24

4.873Federal Home Loan Discount55926 5,000,000.00 4,825,523.61 09/01/20234.67012/06/2022 4,978,099.15 AA313384LD9 31

4.911Federal Home Loan Discount55927 5,000,000.00 4,815,263.89 09/15/20234.70012/06/2022 4,968,239.90 AA313384LT4 45

4.834Federal Home Loan Discount55974 5,000,000.00 4,819,944.44 10/04/20234.63012/28/2022 4,954,765.15 AA313384MN6 64

4.833Federal Home Loan Discount55995 5,000,000.00 4,865,593.75 08/14/20234.67501/19/2023 4,990,855.45 AA313384KK4 13

4.842Federal Home Loan Discount55996 5,000,000.00 4,871,676.39 08/04/20234.69001/19/2023 4,997,888.25 AA313384JZ3 3

4.851Federal Home Loan Discount56000 5,000,000.00 4,772,850.00 01/12/20244.62001/23/2023 4,884,797.90 AA313384RS0 164

4.854Federal Home Loan Discount56002 5,000,000.00 4,869,444.44 08/14/20234.70001/26/2023 4,990,855.45 AA313384KK4 13

4.872Federal Home Loan Discount56013 5,000,000.00 4,862,625.00 08/31/20234.71002/02/2023 4,978,922.40 AA313384LC1 30

4.870Federal Home Loan Discount56014 5,000,000.00 4,842,363.89 10/02/20234.69002/02/2023 4,955,239.05 AA313384ML0 62

4.919Federal Home Loan Discount56015 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,870,477.25 AA313384SP5 185

4.919Federal Home Loan Discount56016 5,000,000.00 4,765,350.00 02/02/20244.68002/06/2023 4,870,477.25 AA313384SP5 185

4.997Federal Home Loan Discount56020 5,000,000.00 4,759,861.11 02/06/20244.75002/07/2023 4,866,132.70 AA313384ST7 189

4.960Federal Home Loan Discount56021 5,000,000.00 4,840,833.33 10/05/20234.77502/07/2023 4,954,061.65 AA313384MP1 65

4.936Federal Home Loan Discount56022 5,000,000.00 4,860,212.50 09/06/20234.77002/07/2023 4,974,575.75 AA313384LJ6 36

5.030Federal Home Loan Discount56026 5,000,000.00 4,758,344.44 02/09/20244.78002/10/2023 4,865,642.80 AA313384SW0 192

5.032Federal Home Loan Discount56029 5,000,000.00 4,798,247.22 12/12/20234.81002/13/2023 4,906,540.80 AA313384QK8 133

4.967Federal Home Loan Discount56031 5,000,000.00 4,877,529.17 08/16/20234.84502/15/2023 4,989,450.10 AA313384KM0 15

5.083Federal Home Loan Discount56036 5,000,000.00 4,837,000.00 10/19/20234.89002/21/2023 4,944,222.60 AA313384ND7 79

5.143Federal Home Loan Discount56037 5,000,000.00 4,815,809.72 11/20/20234.93002/24/2023 4,921,662.50 AA313384PM5 111

5.185Federal Home Loan Discount56038 5,000,000.00 4,815,695.83 11/21/20234.97002/27/2023 4,920,962.35 AA313384PN3 112

5.357Federal Home Loan Discount56045 5,000,000.00 4,743,232.64 03/01/20245.06503/02/2023 4,854,943.75 AA313384TT6 213

5.297Federal Home Loan Discount56046 5,000,000.00 4,829,200.00 11/01/20235.04003/02/2023 4,934,984.00 AA313384NS4 92

5.307Federal Home Loan Discount56047 5,000,000.00 4,746,908.33 02/28/20245.02003/02/2023 4,855,503.85 AA313384TR0 211

5.259Federal Home Loan Discount56048 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,954,765.15 AA313384MN6 64

5.259Federal Home Loan Discount56049 5,000,000.00 4,853,179.17 10/04/20235.01003/07/2023 4,954,765.15 AA313384MN6 64

5.269Federal Home Loan Discount56050 5,000,000.00 4,857,766.67 09/28/20235.02003/08/2023 4,959,102.35 AA313384MG1 58

5.251Federal Home Loan Discount56053 5,000,000.00 4,880,416.67 08/25/20235.12503/10/2023 4,983,130.80 AA313384KW8 24

5.235Federal Home Loan Discount56054 5,000,000.00 4,869,705.56 09/19/20234.99003/15/2023 4,965,426.55 AA313384LX5 49

4.710Federal Home Loan Discount56057 5,000,000.00 4,894,354.17 09/01/20234.61003/20/2023 4,978,099.15 AA313384LD9 31

4.711Federal Home Loan Discount56058 5,000,000.00 4,913,830.56 08/01/20234.63003/20/2023 5,000,000.00 AA313384JW0 0

4.835Federal Home Loan Discount56062 5,000,000.00 4,912,256.94 08/07/202303/27/2023 4,995,777.35 AA313384KC2 6

4.834Federal Home Loan Discount56064 5,000,000.00 4,912,916.67 08/07/202303/28/2023 4,995,777.35 AA313384KC2 6

4.835Federal Home Loan Discount56065 5,000,000.00 4,912,256.94 08/08/202303/28/2023 4,995,073.95 AA313384KD0 7

4.988Federal Home Loan Discount56073 5,000,000.00 4,800,587.50 12/06/20234.77002/08/2023 4,910,719.15 AA313384QD4 127

4.957Federal Home Loan Discount56089 5,000,000.00 4,860,291.67 09/07/20234.79002/09/2023 4,973,871.35 AA313384LK3 37 Portfolio POOL
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4.835Federal Home Loan Discount56093 5,000,000.00 4,880,688.89 10/02/20234.72004/03/2023 4,955,239.05 AA313384ML0 62

4.703Federal Home Loan Discount56095 5,000,000.00 4,777,120.83 03/28/20244.47004/04/2023 4,836,688.35 AA313384UW7 240

4.733Federal Home Loan Discount56100 5,000,000.00 4,912,166.67 08/07/20234.65003/24/2023 4,995,777.35 AA313384KC2 6

4.734Federal Home Loan Discount56102 5,000,000.00 4,911,520.83 08/08/20234.65003/24/2023 4,995,073.95 AA313384KD0 7

4.895Federal Home Loan Discount56103 10,000,000.00 9,846,027.78 08/03/20234.82004/10/2023 9,997,184.10 AA313384JY6 2

4.900Federal Home Loan Discount56104 5,000,000.00 4,918,327.78 08/10/20234.82004/10/2023 4,993,667.35 AA313384KF5 9

4.912Federal Home Loan Discount56105 5,000,000.00 4,896,451.39 09/12/20234.81004/10/2023 4,970,350.95 AA313384LQ0 42

4.858Federal Home Loan Discount56106 10,000,000.00 9,839,338.89 08/11/20234.78004/12/2023 9,985,928.50 AA313384KG3 10

4.856Federal Home Loan Discount56107 5,000,000.00 4,921,661.11 08/08/20234.78004/12/2023 4,995,073.95 AA313384KD0 7

4.928Federal Home Loan Discount56108 10,000,000.00 9,755,616.67 10/16/20234.73004/13/2023 9,892,658.60 AA313384NA3 76

4.916Federal Home Loan Discount56109 5,000,000.00 4,850,354.86 11/28/20234.70504/13/2023 4,916,064.20 AA313384PV5 119

4.938Federal Home Loan Discount56110 10,000,000.00 9,677,466.67 12/15/20234.72004/13/2023 9,808,906.00 AA313384QN2 136

4.706Federal Home Loan Discount56111 5,000,000.00 4,835,625.00 01/02/20244.50004/14/2023 4,891,745.80 AA313384RG6 154

4.847Federal Home Loan Discount56114 10,000,000.00 9,780,116.67 10/02/20234.74004/18/2023 9,910,478.10 AA313384ML0 62

4.922Federal Home Loan Discount56117 10,000,000.00 9,812,166.67 09/05/20234.83004/18/2023 9,949,410.00 AA313384LH0 35

4.915Federal Home Loan Discount56118 10,000,000.00 9,704,630.56 12/01/20234.70504/19/2023 9,828,407.60 AA313384PY9 122

4.945Federal Home Loan Discount56120 5,000,000.00 4,865,041.67 11/10/202304/19/2023 4,928,669.30 AA313384PB9 101

4.944Federal Home Loan Discount56121 10,000,000.00 9,735,350.00 11/06/202304/19/2023 9,862,949.70 AA313384NX3 97

5.006Federal Home Loan Discount56122 10,000,000.00 9,658,761.11 01/02/20244.78004/20/2023 9,783,491.60 AA313384RG6 154

4.936Federal Home Loan Discount56123 5,000,000.00 4,902,527.78 09/12/20234.84004/20/2023 4,970,350.95 AA313384LQ0 42

4.932Federal Home Loan Discount56124 10,000,000.00 9,813,122.22 09/06/20234.84004/20/2023 9,949,151.50 AA313384LJ6 36

5.012Federal Home Loan Discount56125 5,000,000.00 4,869,864.58 11/01/20234.80504/20/2023 4,934,984.00 AA313384NS4 92

5.004Federal Home Loan Discount56126 5,000,000.00 4,864,141.67 11/10/202304/20/2023 4,928,669.30 AA313384PB9 101

5.014Federal Home Loan Discount56127 5,000,000.00 4,855,333.33 11/24/20234.80004/21/2023 4,918,862.55 AA313384PR4 115

4.965Federal Home Loan Discount56128 5,000,000.00 4,884,138.89 10/10/20234.85004/21/2023 4,950,545.45 AA313384MU0 70

4.977Federal Home Loan Discount56129 5,000,000.00 4,824,513.89 01/12/20244.75004/21/2023 4,884,797.90 AA313384RS0 164

4.984Federal Home Loan Discount56131 5,000,000.00 4,851,600.00 12/04/20234.77004/24/2023 4,912,112.70 AA313384QB8 125

5.027Federal Home Loan Discount56132 5,000,000.00 4,850,355.56 12/06/20234.81004/26/2023 4,910,719.15 AA313384QD4 127

4.994Federal Home Loan Discount56133 5,000,000.00 4,840,011.11 01/08/20244.76005/11/2023 4,887,575.90 AA313384RN1 160

4.994Federal Home Loan Discount56134 5,000,000.00 4,837,366.67 01/12/20244.76005/11/2023 4,884,797.90 AA313384RS0 164

5.084Federal Home Loan Discount56135 10,000,000.00 9,834,722.22 09/08/20235.00005/12/2023 9,946,334.10 AA313384LL1 38

5.182Federal Home Loan Discount56137 5,000,000.00 4,861,405.56 12/04/20234.94005/16/2023 4,912,112.70 AA313384QB8 125

5.071Federal Home Loan Discount56138 5,000,000.00 4,929,861.11 08/25/20235.00005/16/2023 4,983,130.80 AA313384KW8 24

5.182Federal Home Loan Discount56139 5,000,000.00 4,863,463.89 12/01/20234.94005/16/2023 4,914,203.80 AA313384PY9 122

5.043Federal Home Loan Discount56140 5,000,000.00 4,816,666.67 02/16/20244.80005/17/2023 4,863,686.10 AA313384TD1 199

5.130Federal Home Loan Discount56141 10,000,000.00 9,747,222.22 11/15/20235.00005/17/2023 9,850,329.30 AA313384PG8 106

5.068Federal Home Loan Discount56142 5,000,000.00 4,842,354.17 01/08/20244.83005/18/2023 4,887,575.90 AA313384RN1 160

5.193Federal Home Loan Discount56143 5,000,000.00 4,862,500.00 12/04/20234.95005/18/2023 4,912,112.70 AA313384QB8 125 Portfolio POOL
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5.252Federal Home Loan Discount56144 5,000,000.00 4,858,886.81 12/08/20235.00505/19/2023 4,909,326.00 AA313384QF9 129

5.167Federal Home Loan Discount56145 10,000,000.00 9,832,077.78 09/15/20235.08005/19/2023 9,936,479.80 AA313384LT4 45

5.244Federal Home Loan Discount56148 5,000,000.00 4,900,769.44 10/10/20235.14005/24/2023 4,950,545.45 AA313384MU0 70

5.261Federal Home Loan Discount56150 5,000,000.00 4,841,350.00 01/08/20245.01005/25/2023 4,887,575.90 AA313384RN1 160

5.306Federal Home Loan Discount56151 5,000,000.00 4,871,468.06 11/20/20235.17005/25/2023 4,921,662.50 AA313384PM5 111

5.292Federal Home Loan Discount56152 5,000,000.00 4,913,333.33 09/22/20235.20005/25/2023 4,963,317.60 AA313384MA4 52

5.254Federal Home Loan Discount56153 5,000,000.00 4,882,437.50 11/06/202305/25/2023 4,931,474.85 AA313384NX3 97

5.347Federal Home Loan Discount56154 5,000,000.00 4,822,025.00 02/02/20245.08505/26/2023 4,870,477.25 AA313384SP5 185

5.376Federal Home Loan Discount56155 5,000,000.00 4,835,893.75 01/12/20245.11505/26/2023 4,884,797.90 AA313384RS0 164

5.404Federal Home Loan Discount56156 5,000,000.00 4,849,937.50 12/22/20235.14505/26/2023 4,899,584.85 AA313384QV4 143

5.434Federal Home Loan Discount56157 5,000,000.00 4,862,000.00 12/08/20235.17505/30/2023 4,909,326.00 AA313384QF9 129

5.380Federal Home Loan Discount56158 5,000,000.00 4,838,577.78 01/12/20245.12005/30/2023 4,884,797.90 AA313384RS0 164

5.383Federal Home Loan Discount56162 5,000,000.00 4,867,544.44 12/01/20235.24006/02/2023 4,914,203.80 AA313384PY9 122

5.377Federal Home Loan Discount56163 4,000,000.00 3,898,111.11 11/24/20235.24006/02/2023 3,935,090.04 AA313384PR4 115

5.325Federal Home Loan Discount56164 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,854,943.75 AA313384TT6 213

5.325Federal Home Loan Discount56165 5,000,000.00 4,809,875.00 03/01/20245.07006/05/2023 4,854,943.75 AA313384TT6 213

5.378Federal Home Loan Discount56166 5,000,000.00 4,847,227.78 01/05/20245.14006/05/2023 4,889,660.40 AA313384RK7 157

5.358Federal Home Loan Discount56167 5,000,000.00 4,871,675.00 12/01/20235.22006/07/2023 4,914,203.80 AA313384PY9 122

5.318Federal Home Loan Discount56168 5,000,000.00 4,811,469.44 03/01/20245.06506/07/2023 4,854,943.75 AA313384TT6 213

5.377Federal Home Loan Discount56171 5,000,000.00 4,849,369.44 01/05/20245.14006/08/2023 4,889,660.40 AA313384RK7 157

5.325Federal Home Loan Discount56172 5,000,000.00 4,828,550.00 02/06/20245.08006/08/2023 4,866,132.70 AA313384ST7 189

5.204Federal Home Loan Discount56177 5,000,000.00 4,918,933.33 10/06/20235.12006/14/2023 4,953,358.20 AA313384MQ9 66

5.234Federal Home Loan Discount56178 5,000,000.00 4,839,583.33 02/01/20245.00006/15/2023 4,871,168.25 AA313384SN0 184

5.276Federal Home Loan Discount56179 5,000,000.00 4,859,722.22 01/02/20245.05006/16/2023 4,891,745.80 AA313384RG6 154

5.357Federal Home Loan Discount56180 10,000,000.00 9,715,277.78 01/12/20245.12506/26/2023 9,769,595.80 AA313384RS0 164

5.369Federal Home Loan Discount56181 5,000,000.00 4,845,387.50 01/29/20245.13006/26/2023 4,873,009.10 AA313384SK6 181

5.355Federal Home Loan Discount56182 5,000,000.00 4,860,486.11 01/08/20245.12506/26/2023 4,887,575.90 AA313384RN1 160

5.184Federal Home Loan Discount56183 10,000,000.00 9,876,266.67 09/22/20235.12006/27/2023 9,926,635.20 AA313384MA4 52

5.395Federal Home Loan Discount56185 5,000,000.00 4,846,065.97 01/29/20245.15506/28/2023 4,873,009.10 AA313384SK6 181

5.361Federal Home Loan Discount56186 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,896,110.55 AA313384RA9 148

5.361Federal Home Loan Discount56187 5,000,000.00 4,868,050.00 12/27/20235.22006/28/2023 4,896,110.55 AA313384RA9 148

5.397Federal Home Loan Discount56188 5,000,000.00 4,851,650.00 01/22/20245.16006/29/2023 4,877,859.90 AA313384SC4 174

5.384Federal Home Loan Discount56189 5,000,000.00 4,817,600.00 03/11/20245.13006/29/2023 4,848,174.50 AA313384UD9 223

5.518Federal Home Loan Discount56197 5,000,000.00 4,845,416.67 01/31/20245.25007/03/2023 4,871,624.05 AA313384SM2 183

5.439Federal Home Loan Discount56198 5,000,000.00 4,820,486.11 03/11/20245.17007/05/2023 4,848,174.50 AA313384UD9 223

5.445Federal Home Loan Discount56199 5,000,000.00 4,867,494.44 01/05/20245.18507/05/2023 4,889,660.40 AA313384RK7 157

5.476Federal Home Loan Discount56200 5,000,000.00 4,822,162.50 03/08/20245.20507/06/2023 4,850,204.30 AA313384UA5 220

5.507Federal Home Loan Discount56202 5,000,000.00 4,846,438.89 02/07/20245.24007/11/2023 4,867,023.60 AA313384SU4 190 Portfolio POOL
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5.424Federal Home Loan Discount56204 5,000,000.00 4,833,733.33 03/01/20245.16007/13/2023 4,854,943.75 AA313384TT6 213

5.319Federal Home Loan Discount56209 10,000,000.00 9,867,342.22 10/13/20235.24807/14/2023 9,896,873.90 AA313384MX4 73

5.260Federal Home Loan Discount56210 5,000,000.00 4,957,265.97 09/22/20235.21507/25/2023 4,963,317.60 AA313384MA4 52

5.269Federal Home Loan Discount56211 5,000,000.00 4,944,281.94 10/10/20235.21007/25/2023 4,950,545.45 AA313384MU0 70

5.395Federal Home Loan Discount56213 1,000,000.00 982,480.56 11/22/20235.30007/26/2023 984,052.46 AA313384PP8 113

5.456Federal Home Loan Discount56214 5,000,000.00 4,865,775.00 01/24/20245.31007/26/2023 4,876,473.45 AA313384SE0 176

5.389Federal Home Loan Discount56215 3,000,000.00 2,947,491.25 11/22/20235.29507/26/2023 2,952,157.38 AA313384PP8 113 823,657,549.44836,433,060.08848,000,000.00881,838,735.53Subtotal and Average 5.037 97 Money Market

5.129Fidelity Inst Government52411 195,000,000.00 195,000,000.00 5.200195,000,000.00 AAASYS52411 1

5.119Morgan Stanley Inst Government52471 190,000,000.00 190,000,000.00 5.190190,000,000.00 AAASYS52471 1 385,000,000.00385,000,000.00385,000,000.00399,838,709.68Subtotal and Average 5.124 1 Local Agency Investment Funds

3.260Local Agency Investment Fund43 49,967,195.03 49,967,195.03 3.30549,209,117.68SYS43 1 49,967,195.0349,209,117.6849,967,195.0349,986,243.08Subtotal and Average 3.260 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,998,601.53 06/18/20240.50006/18/2021 3,825,452.16 A89236TJH9 322 3,998,601.533,825,452.164,000,000.003,998,536.39Subtotal and Average 0.533 322 Negotiable CD's

5.690Royal Bank CN56194 10,000,000.00 10,000,000.00 03/25/20245.80006/29/2023 9,995,530.00 A-178015JXN2 237 10,000,000.009,995,530.0010,000,000.0010,000,000.00Subtotal and Average 5.690 237 Federal Agency Issues-Coupon/Bullet

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,526.39 04/21/20250.60004/21/2021 4,627,244.90 AA3133EMWT5 629

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,998,935.67 09/23/20240.43009/23/2021 2,839,459.77 AA3133EM5X6 419

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,981,858.64 09/10/20260.80009/28/2021 2,667,349.14 AA3133EM4X7 1,136

0.345FEDERAL FARM CREDIT BANK55467 5,000,000.00 4,999,416.89 10/12/20230.29010/13/2021 4,949,379.20 AA3133ENAL4 72

0.395FEDERAL FARM CREDIT BANK55473 3,000,000.00 2,999,352.35 10/12/20230.29010/18/2021 2,969,627.52 AA3133ENAL4 72

0.528FEDERAL FARM CREDIT BANK55503 3,000,000.00 2,998,904.22 11/09/20230.40011/18/2021 2,960,486.55 AA3133ENDR8 100

0.565FEDERAL FARM CREDIT BANK55514 3,000,000.00 2,999,272.98 12/01/20230.50012/03/2021 2,950,997.79 AA3133ENGF1 122

0.720FEDERAL FARM CREDIT BANK55530 5,000,000.00 4,996,199.44 12/01/20230.50012/09/2021 4,918,329.65 AA3133ENGF1 122

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,518.78 12/09/20240.92012/09/2021 2,818,124.55 AA3133ENGQ7 496

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,715.33 12/09/20240.92012/09/2021 2,818,124.55 AA3133ENGQ7 496

0.920FEDERAL FARM CREDIT BANK55586 3,000,000.00 2,999,547.71 01/18/20240.90001/18/2022 2,934,306.24 AA3133ENLF5 170 Portfolio POOL
AP
Run Date: 09/08/2023 - 10:50 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

1.158FEDERAL FARM CREDIT BANK55598 3,000,000.00 2,996,237.45 01/18/20240.90001/28/2022 2,934,306.24 AA3133ENLF5 170

1.296FEDERAL FARM CREDIT BANK55606 3,000,000.00 2,997,932.00 02/09/20241.18002/09/2022 2,933,591.55 AA3133ENNJ5 192

1.296FEDERAL FARM CREDIT BANK55607 3,000,000.00 2,997,932.00 02/09/20241.18002/09/2022 2,933,591.55 AA3133ENNJ5 192

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,745,064.94 06/17/20241.80003/17/2022 5,575,138.65 AA3133ENSB7 321

1.913FEDERAL FARM CREDIT BANK55663 5,000,000.00 4,984,056.70 10/12/20230.29003/22/2022 4,949,379.20 AA3133ENAL4 72

2.564FEDERAL FARM CREDIT BANK55693 3,000,000.00 2,996,680.71 04/18/20242.44004/20/2022 2,933,244.81 AA3133ENUN8 261

2.707FEDERAL FARM CREDIT BANK55705 3,000,000.00 2,993,681.03 04/18/20242.44004/25/2022 2,933,244.81 AA3133ENUN8 261

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,997,862.50 05/16/20242.62505/16/2022 3,909,471.32 AA3133ENWP1 289

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,993,694.91 06/17/20243.25006/17/2022 2,943,753.54 AA3133ENYX2 321

3.255FEDERAL FARM CREDIT BANK55822 5,000,000.00 4,999,834.04 08/08/20233.12508/08/2022 4,997,762.35 AA3133ENF39 7

4.097FEDERAL FARM CREDIT BANK55857 5,000,000.00 4,999,734.88 10/17/20234.12509/20/2022 4,988,915.15 AA3133ENN63 77

4.111FEDERAL FARM CREDIT BANK55858 3,000,000.00 2,999,752.15 10/17/20234.12509/20/2022 2,993,349.09 AA3133ENN63 77

5.206FEDERAL FARM CREDIT BANK56160 5,000,000.00 4,898,845.65 05/16/20242.62505/31/2023 4,886,839.15 AA3133ENWP1 289

0.230FEDERAL HOME LOAN BANK55422 3,000,000.00 2,999,757.46 08/28/20230.12509/10/2021 2,988,282.63 AA3130ANYM6 27

0.520FEDERAL HOME LOAN BANK55485 3,000,000.00 2,999,714.11 12/08/20230.50011/01/2021 2,947,308.30 AA3130APR72 129

0.516FEDERAL HOME LOAN BANK55494 5,000,000.00 4,999,685.63 11/09/20230.50011/12/2021 4,933,095.85 AA3130APU29 100

0.784FEDERAL HOME LOAN BANK55565 3,000,000.00 2,998,028.39 12/22/20230.62501/04/2022 2,943,200.79 AA3130AQF57 143

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,998,813.65 12/20/20241.00001/05/2022 2,830,022.28 AA3130AQF40 507

0.920FEDERAL HOME LOAN BANK55580 5,000,000.00 4,994,037.71 12/22/20230.62501/12/2022 4,905,334.65 AA3130AQF57 143

1.010FEDERAL HOME LOAN BANK55590 3,000,000.00 2,995,369.58 12/22/20230.62501/19/2022 2,943,200.79 AA3130AQF57 143

2.156FEDERAL HOME LOAN BANK55668 5,000,000.00 4,998,297.40 02/28/20242.12503/25/2022 4,906,366.00 AA3130ARHG9 211

2.156FEDERAL HOME LOAN BANK55669 4,000,000.00 3,998,637.92 02/28/20242.12503/25/2022 3,925,092.80 AA3130ARHG9 211

2.268FEDERAL HOME LOAN BANK55670 5,000,000.00 4,995,114.92 02/28/20242.12503/29/2022 4,906,366.00 AA3130ARHG9 211

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,996,916.10 06/28/20242.75006/10/2022 2,929,732.74 AA3130ASDS5 332

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,995,888.13 06/28/20242.75006/10/2022 3,906,310.32 AA3130ASDS5 332

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,986,406.14 06/28/20242.75006/13/2022 2,929,732.74 AA3130ASDS5 332

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,993,486.69 06/28/20242.75006/13/2022 2,929,732.74 AA3130ASDS5 332

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,987,379.80 06/14/20243.12508/18/2022 4,901,739.75 AA3130ASHK8 318

3.586FEDERAL HOME LOAN BANK55843 5,000,000.00 4,998,941.68 09/01/20233.37509/06/2022 4,990,340.45 AA3130AT5B9 31

3.665FEDERAL HOME LOAN BANK55845 5,000,000.00 4,999,482.00 09/13/20233.62509/13/2022 4,987,865.35 AA3130ATCR6 43

3.979FEDERAL HOME LOAN BANK55852 4,750,000.00 4,749,101.78 09/15/20233.87509/15/2022 4,739,378.86 AA3130ATDJ3 45

4.175FEDERAL HOME LOAN BANK55859 5,000,000.00 4,993,969.68 12/08/20233.87509/21/2022 4,970,085.05 AA3130ATDK0 129

4.241FEDERAL HOME LOAN BANK55862 5,000,000.00 5,000,000.00 09/26/20234.30009/26/2022 4,989,449.60 AA3130ATGM3 56

4.442FEDERAL HOME LOAN BANK55863 5,000,000.00 4,963,777.69 03/08/20243.25009/28/2022 4,936,928.10 AA3130A0XE5 220

4.840FEDERAL HOME LOAN BANK55931 5,000,000.00 4,999,457.50 12/07/20234.87512/07/2022 4,987,311.55 AA3130AU5E0 128

4.723FEDERAL HOME LOAN BANK55932 5,000,000.00 4,998,915.00 03/08/20244.75012/08/2022 4,981,858.00 AA3130ATUQ8 220

4.723FEDERAL HOME LOAN BANK55934 5,000,000.00 4,998,905.27 03/08/20244.75012/12/2022 4,981,858.00 AA3130ATUQ8 220

4.821FEDERAL HOME LOAN BANK55937 5,000,000.00 4,996,050.11 03/08/20244.75012/13/2022 4,981,858.00 AA3130ATUQ8 220 Portfolio POOL
AP
Run Date: 09/08/2023 - 10:50 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

4.753FEDERAL HOME LOAN BANK55954 5,000,000.00 5,000,000.00 09/20/20234.81012/19/2022 4,993,852.95 AA3130AUC36 50

4.837FEDERAL HOME LOAN BANK55973 5,000,000.00 4,995,545.09 03/08/20244.75012/28/2022 4,981,858.00 AA3130ATUQ8 220

4.606FEDERAL HOME LOAN BANK56070 4,415,000.00 4,352,414.74 02/28/20242.12503/29/2023 4,332,321.18 AA3130ARHG9 211

4.606FEDERAL HOME LOAN BANK56071 585,000.00 576,707.28 02/28/20242.12503/29/2023 574,044.82 AA3130ARHG9 211

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,977,727.45 06/13/20254.75006/30/2023 4,976,079.60 AA3130AWBY5 682

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,991,697.98 06/13/20254.75006/30/2023 4,976,079.60 AA3130AWBY5 682

5.119FEDERAL HOME LOAN BANK56201 5,000,000.00 4,961,089.66 06/13/20254.75007/07/2023 4,976,079.60 AA3130AWBY5 682

0.279FEDERAL HOME LOAN MTG CORP55083 3,000,000.00 2,999,661.75 12/04/20230.25012/04/2020 2,948,151.57 AA3137EAFA2 125

4.720FEDERAL HOME LOAN MTG CORP55948 4,892,000.00 4,878,214.33 08/24/20230.25012/16/2022 4,876,438.16 AA3137EAEV7 23

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,979,691.59 06/17/20250.50010/20/2021 2,760,586.56 AA3135G04Z3 686

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,952,621.04 11/07/20250.50012/08/2021 2,722,345.80 AA3135G06G3 829 239,875,062.61235,856,306.45240,392,000.00239,524,307.13Subtotal and Average 2.756 249 Commercial Paper - Discount
317,983.33Subtotal and Average
2,137,858,243.47 2,093,582,528.36 4.061 2092,051,375,148.20 2,068,575,377.15Total and Average Portfolio POOL
AP
Run Date: 09/08/2023 - 10:50 PM (PRF_PM2) 7.3.11
YTM
360

Page 12 ends

Par Value Book Value
Stated
RateMarket Value
July 31, 2023
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
City Pool Portfolio
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,137,858,243.47 2,093,582,528.36 4.061 209
0 78,159.72
78,159.72
78,159.72
78,159.72
Subtotal
Accrued Interest at PurchaseAverage Balance
2,051,453,307.92 2,068,653,536.87Total Cash and Investments Portfolio POOL
AP
Run Date: 09/08/2023 - 10:50 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of August 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
439,881,025.59439,967,195.03 439,209,117.684 21.02%MaturitiesAging Interval: 0 days 08/01/2023 08/01/2023-( ) Payments0 159,550,534.85162,892,000.00 162,598,118.3431 7.78%MaturitiesAging Interval: 1 - 30 days 08/02/2023 08/31/2023-( ) Payments0 327,260,613.31333,750,000.00 331,426,736.5158 15.94%MaturitiesAging Interval: 31 - 90 days 09/01/2023 10/30/2023-( ) Payments0 460,508,293.58470,825,000.00 463,305,834.6696 22.49%MaturitiesAging Interval: 91 - 180 days 10/31/2023 01/28/2024-( ) Payments0 339,673,844.27344,240,000.00 337,806,156.7878 16.44%MaturitiesAging Interval: 181 - 360 days 01/29/2024 07/26/2024-( ) Payments0 290,677,067.67290,858,333.33 271,261,189.8790 13.89%MaturitiesAging Interval: 361 - 1080 days 07/27/2024 07/16/2026-( ) Payments0 51,023,997.8851,050,000.00 45,767,994.3616 2.44%MaturitiesAging Interval: 1081 days and after 07/17/2026 -( ) Payments0 Total for 2,051,375,148.202,068,575,377.15100.00373 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 09/29/2023 - 09:12 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Appendix B - City of Oakland
Redevelopment Successor
Agency Portfolio Detail for Period
Ended September 30, 2023
Successor Agency Pool
Portfolio Management
September 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 14,168,956.33 1187.63 5.266314,168,956.3314,192,000.00 5.339 Money Market 2,000,000.00 112.37 5.19812,000,000.002,000,000.00 5.270 16,168,956.33 100.00%
Investments
16,168,956.3316,192,000.00 10 3 5.257 5.330
Current Year
September 30
73,248.70
Fiscal Year To Date
275,698.47
Average Daily Balance
Effective Rate of Return
16,816,737.10 21,128,495.18

5.18%5.30%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 09/01/2023-09/30/2023
Run Date: 10/11/2023 - 14:05 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
September 30, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.355FEDERAL HOME LOAN BANK51321 5,000,000.00 4,989,020.83 10/04/20235.27009/19/2023 4,989,020.83 AA313384MN6 3

5.330FEDERAL HOME LOAN BANK51323 9,192,000.00 9,179,935.50 10/04/20235.25009/25/2023 9,179,935.50 AA313384MN6 3 14,168,956.3314,168,956.3314,192,000.008,483,403.77Subtotal and Average 5.339 3 Money Market

5.270Fidelity Inst Government50914 2,000,000.00 2,000,000.00 5.2702,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,000,000.002,000,000.002,000,000.008,333,333.33Subtotal and Average 5.270 1 16,816,737.10 16,192,000.00 5.330 316,168,956.33 16,168,956.33Total and Average Portfolio SRAP
AP
Run Date: 10/11/2023 - 14:05 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of October 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 12.35%MaturitiesAging Interval: 0 days 10/01/2023 10/01/2023-( ) Payments0 14,168,956.3314,192,000.00 14,168,956.332 87.65%MaturitiesAging Interval: 1 - 30 days 10/02/2023 10/31/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 11/01/2023 -( ) Payments0 Total for 16,168,956.3316,168,956.33100.004 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 10/11/2023 - 13:59 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Portfolio Management
August 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 14,965,829.17 1688.21 5.235914,980,138.5015,000,000.00 5.308 Money Market 2,000,000.00 111.79 5.16812,000,000.002,000,000.00 5.240 16,965,829.17 100.00%
Investments
16,980,138.5017,000,000.00 14 8 5.227 5.300
Current Year
August 31
83,614.82
Fiscal Year To Date
202,449.77
Average Daily Balance
Effective Rate of Return
18,754,942.88 23,214,829.73

5.13%5.25%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 08/01/2023-08/31/2023
Run Date: 10/11/2023 - 14:03 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
August 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.346Federal Home Loan Bank Discoun51316 5,000,000.00 4,978,854.17 09/19/20235.25008/21/2023 4,987,236.10 AA313384LX5 18

5.289Federal Home Loan Bank Discoun51317 10,000,000.00 9,986,975.00 09/06/202308/28/2023 9,992,902.40 AA313384LJ6 5 14,965,829.1714,980,138.5015,000,000.005,303,329.98Subtotal and Average 5.308 9 Money Market

5.240Fidelity Inst Government50914 2,000,000.00 2,000,000.00 5.2402,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,000,000.002,000,000.002,000,000.0013,451,612.90Subtotal and Average 5.240 1 18,754,942.88 17,000,000.00 5.300 816,980,138.50 16,965,829.17Total and Average Portfolio SRAP
AP
Run Date: 10/11/2023 - 14:03 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of September 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 11.76%MaturitiesAging Interval: 0 days 09/01/2023 09/01/2023-( ) Payments0 14,965,829.1715,000,000.00 14,980,138.502 88.24%MaturitiesAging Interval: 1 - 30 days 09/02/2023 10/01/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 10/02/2023 -( ) Payments0 Total for 16,980,138.5016,965,829.17100.004 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 10/11/2023 - 13:58 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Portfolio Management
July 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 14,969,786.11 1488.21 5.097514,990,151.4515,000,000.00 5.168 Money Market 2,000,000.00 111.79 5.12912,000,000.002,000,000.00 5.200 16,969,786.11 100.00%
Investments
16,990,151.4517,000,000.00 13 4 5.101 5.172
Current Year
July 31
118,834.95
Fiscal Year To Date
118,834.95
Average Daily Balance
Effective Rate of Return
27,674,716.58 27,674,716.58

5.06%5.06%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SRAP
AP
Reporting period 07/01/2023-07/31/2023
Run Date: 10/11/2023 - 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
July 31, 2023
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Agency Pool
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.095Federal Home Loan Bank Discoun51313 5,000,000.00 4,995,119.44 08/01/20235.02007/25/2023 5,000,000.00 AA313384JW0 0

5.253Federal Home Loan Bank Discoun51314 5,000,000.00 4,998,561.11 08/02/20235.18007/31/2023 4,999,296.00 AA313384JX8 1

5.155Fannie Mae Discount51311 5,000,000.00 4,976,105.56 08/14/20235.06007/11/2023 4,990,855.45 AA313588KK0 13 14,969,786.1114,990,151.4515,000,000.0010,126,329.49Subtotal and Average 5.168 5 Money Market

5.200Fidelity Inst Government50914 2,000,000.00 2,000,000.00 5.2002,000,000.00 AAASYS50914 1

0.380Invesco50800 0.00 0.00 0.3800.00 AAASYS50800 1
2,000,000.002,000,000.002,000,000.0017,548,387.10Subtotal and Average 5.200 1 27,674,716.58 17,000,000.00 5.172 416,990,151.45 16,969,786.11Total and Average Portfolio SRAP
AP
Run Date: 10/11/2023 - 14:00 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of August 1, 2023
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
6,995,119.447,000,000.00 7,000,000.003 41.18%MaturitiesAging Interval: 0 days 08/01/2023 08/01/2023-( ) Payments0 9,974,666.6710,000,000.00 9,990,151.452 58.82%MaturitiesAging Interval: 1 - 30 days 08/02/2023 08/31/2023-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 09/01/2023 -( ) Payments0 Total for 16,990,151.4516,969,786.11100.005 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 10/11/2023 - 13:57 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11

Rules & Legislation CommitteeNovember 30, 2023

Rules & Legislation Committee
November 30, 2023