View Report And Attachment A — Finance & Management Committee, September 24, 2024

Finance and Management Committee
September 10, 2024

AGENDA REPORT

TO: Jestin D. Johnson FROM: Erin Roseman
City Administrator Director of Finance
SUBJECT: Cash Management Report For FY
2023-2024 Fourth Quarter Ended
June 30, 2024
DATE: August 12, 2024

City Administrator Approval Date:

RECOMMENDATION

Staff Recommends That The City Council Receive The Informational Cash Management Report For Fiscal Year 2023-2024 Fourth Quarter Ended June 30, 2024.

EXECUTIVE SUMMARY

As a continued best practice and in accordance with the City’s Investment Policy, the Finance Department submits a quarterly informational cash management report to the City Council. For Fiscal Year 2023-2024 Fourth Quarter ending June 30, 2024, the City’s Operating Pool Portfolio had a balance of $2.24 billion and yielded 4.63 percent, while the Successor Agency’s Portfolio had a balance of $19.96 million and yielded 5.31 percent.

BACKGROUND / LEGISLATIVE HISTORY

The Cash Management Report summarizes the characteristics of the investment portfolios for the quarter. The City and Successor Agency’s Portfolio composition includes safety, creditworthiness, liquidity, and diversity. As of June 30, 2024, the portfolios comply with the Investment Policy of the City for Fiscal Year (FY) 2023-24. The portfolios’ credit quality remains high and well within Investment Policy parameters. Liquidity remains sufficient to meet projected cash flow needs for the next six months.

Attachment A provides each portfolio’s current market value and yield as of June 30, 2024, as well as comparisons to other market benchmarks. This report confirms that no leverage (use of debt to supplement investments) was utilized, nor were derivatives (such as interest rate swaps, futures, or options) held during the reporting period. Also included are reviews of key economic factors that may affect the portfolio’s potential investment results.

Jestin Johnson (Aug 29, 2024 17:07 PDT)
Aug 29, 2024
Jestin D. Johnson, City Administrator
Subject: Cash Management Report For FY 2023-2024 Fourth Quarter Ended June 30th 2024 Date: August 12, 2024 Page 2
Finance and Management Committee
September 10, 2024

ANALYSIS AND POLICY ALTERNATIVES

Cash Position

The City’s Operating Pool Portfolio balances increased from $2.15 billion as of March 31, 2024, to $2.24 billion as of June 30, 2024. This net balance increase was mainly due to the following:
receipt of $282.74 million in property tax revenues, offset by debt service payments of approximately $5.11 million. The remaining balance decrease of approximately $187.63 million is due to the receipt of other revenues, such as Sales Tax offset by operational expenses such as payroll and vendor payments.

The Successor Agency’s portfolio increased from a balance of $15.97 million as of March 31, 2024, to a balance of $19.96 million as of June 30, 2024. The portfolio increased due to the receipt of $5.5 million for Recognized Obligation Payment Schedule (“ROPS”), offset by other vendor payments.

The City’s and Successor Agency’s investment portfolios are effectively managed for safety, liquidity, and yield, in compliance with the City’s Investment Policy, which supports the Citywide priority of responsive and trustworthy government.

Yield Comparison

The effective rate of return on total assets in the City’s Operating Pool Portfolio for the month ending June 30, 2024, was 4.63 percent. The effective rate of return on total assets in the Successor Agency’s Portfolio for the month ending June 30, 2024, was 5.31 percent. The yields differ between the City and Successor Portfolios because the Successor Portfolio has a lower fund balance and a shorter investment horizon due to cash flow needs. The City Portfolio has a more stable long-term investment horizon, allowing for longer-term securities that typically have higher yields. Note that the current yield curve is relatively inverted, and short-term securities are yielding higher returns than long term securities.

The City Portfolio underperformed the one-year government agency benchmark, which had a yield of 5.21 percent, as the 1-year government agency yield has already priced in future interest rate expectations, and City Portfolio slightly outperformed the Local Agency Investment Fund (LAIF), which had a yield of 4.48 percent.

T
he performance comparison to LAIF, should be considered in the context of LAIF’s historical tendency to lag market changes in rising and falling interest rate environments. Moreover, 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. Rather, the primary investment objective of the City for the portfolio is to maximize safety, liquidity, and return in that respective order.

Jestin D. Johnson, City Administrator
Subject: Cash Management Report For FY 2023-2024 Fourth Quarter Ended June 30th 2024 Date: August 12, 2024 Page 3
Finance and Management Committee
September 10, 2024

FISCAL IMPACT

This item is for informational purposes only and does not have a direct fiscal impact or cost.

PUBLIC OUTREACH / INTEREST

This item did not require additional public outreach other than posting on the City’s website.

COORDINATION

This report was prepared by the Finance Department and Treasury Bureau.

SUSTAINABLE OPPORTUNITIES

Economic: The Cash Management Report summarizes the characteristics of the investment portfolios for the quarter. The portfolios’ credit quality remains high and well within the City’s Investment Policy parameters. Liquidity for both portfolios remains sufficient to meet the City’s projected needs.

Environmental: To the extent that new investment opportunities are found in companies if or when financially prudent that are involved in environmentally positive activities, the City will consider investing in these companies (i.e., Commercial Paper, Medium Term Notes, etc.) if permitted by the City Investment Policy.

Race & Equity: There are no race & opportunities associated with this report.

Jestin D. Johnson, City Administrator
Subject: Cash Management Report For FY 2023-2024 Fourth Quarter Ended June 30th 2024 Date: August 12, 2024 Page 4
Finance and Management Committee
September 10, 2024

ACTION R EQUESTED OF THE CITY COUNCIL

Staff Recommends That The City Council Receive The Informational Cash Management Report For Fiscal Year 2023-2024 Fourth Quarter Ended June 30, 2024.

For questions regarding this report, please contact David Jones, Treasury Administrator, at (510) 238-6508.

Respectfully submitted,

ERIN ROSEMAN
Director of Finance, Finance Department

Reviewed by:

David Jones, Treasury Administrator
Treasury Bureau

Max Kumar, Investment & Operations Manager
Treasury Bureau

Prepared by:

Vivian Woo, Treasury Analyst III
Treasury Bureau

Attachments (1):

A: Cash Management Report for Fiscal Year 2023-2024 Fourth Quarter Ended June 30, 2024

Attachment A

City of Oakland and Oakland
Redevelopment Successor Agency

City of Oakland, California

Cash Management Report
For Fiscal Year 2023-2024
Fourth Quarter Ended
June 30, 2024
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 FISCAL YEAR 2023-2024
FOURTH QUARTER ENDED JUNE 30, 2024

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 7
Derivatives 8
Yield
Benchmark Comparison 9
Valuation and Leverage
Cash and Investment by Fund Type 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 Fiscal Year 2023-2024 Fourth Quarter Ended June 30, 2024
Appendix B - City of Oakland Redevelopment Successor Agency Portfolio Detail for Fiscal Year 2023-2024 Fourth Quarter Ended June 30, 2024

CITY OF OAKLAND AND CITY OF OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR FISCAL YEAR 2023-2024
FOURTH QUARTER ENDED JUNE 30, 2024

PREPARED BY THE

FINANCE DEPARTMENT

BUREAU OF TREASURY

JUNE 30, 2024

1 City Operating Pooled Portfolio Statistics
For the month ended June 30, 2024

Average Daily Balance $2,238,301,421 Total Earning Quarter $2 5,689,685 Month End Yield 4.63% Average Maturity 217 days Daily Liquidity 16.89% 180 Day Liquidity 64.17%

As of June 30th, 2024, the unaudited total cash and investments managed by the City is $2.63 billion, with $2.24 billion in City’s Operating Pool, $378.82 million in City Restricted Trust Funds and $10.40 million cash held at bank.

2 CITY OF OAKLAND AND OAKLAND REDEVELOPMENT SUCCESSOR AGENCY

CASH MANAGEMENT REPORT
FOR FISCAL YEAR 2023-2024
FOURTH QUARTER ENDED JUNE 30, 2024

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”) held the interest rate at the same level during the 2
nd quarter of 2024, maintaining the federal funds rate to a range of 5.25%-5.50%, which has remained unchanged for the seventh consecutive time. FOMC has indicated that inflation is moving in the right direction but not quickly enough for them to lower interest rates. The Fed targets 2% annual inflation, a level it has been above since early in 2021.

The U.S. economic activity was considerably stronger than expected during the second quarter of 2024, boosted by a strong consumer, government spending and a sizeable inventory build. According to the U.S. Department of Commerce, Real Gross Domestic Product (GDP) – the output of goods and services produced by labor – increased at an annual rate of 2.8 percent in the second quarter of 2024. Economists surveyed by Dow Jones expected an increase of 2.1 percent following a 1.4% rise in the first quarter.

The U.S. economy again added slightly more jobs than expected in June though the unemployment rate increased. According to the Bureau of Labor Statistics, nonfarm payrolls increased by 206,000 for the month of June, slightly higher than the 200,000 Dow Jones estimated though less than the gain of 218,000 in May. The biggest jobs gains were 70,000 added in government sector, followed by 49,000 in the health care. The unemployment rate unexpectedly climbed to 4.1%, tied for the highest level since October 2021 and providing a conflicting sign for Federal Reserve officials weighting their next move on monetary policy. On wages, average hourly earnings increased 0.3% for the month and

3.9% from a year ago, both in line with estimated.

The Bureau of Economic Analysis reported that the U.S. consumer spending, which accounts for almost 70 percent of the economy rose a mild 0.3% in June as households spent more on travel, recreational goods, medicine and utilities amid a summer heat wave. Consumer spending would have been higher in June if not for the nationwide cyberattack which prevented buyers and dealers from completing many sales. Spending in April and May were both revised higher resulting in an increase in the annual rate of 2.3% in the second quarter.

Furthermore, the core personal consumption expenditures index (PCE index), an important gauge for the Federal Reserve showed inflation eased slightly from a year ago in June. The index increased

0.1% in June and was up 2.5% from a year ago, with the annual rate showing a slight decline from the prior month. Core inflation, which excludes food and energy, showed a monthly increase of 0.2% and 2.6% on the year, both also in line with expectations. Policymakers focus even more on core as a better gauge of longer-run trends as gas and groceries costs tend to fluctuate more than other items.

The consumer price index, a broad measure of costs for goods and services across the U.S. economy, declined 0.1% from May, putting the 12-month rate at 3%, around its lowest level in more than three years as reported by the Labor Department. Excluding volatile food and energy costs, so- called core CPI increased 0.1% monthly and 3.3% from a year ago, compared with respective forecasts for 0.2% and 3.4%. A 3.8% slide in gasoline prices held back inflation for the month, offsetting 0.2% increases in both food prices and shelter.

The Commerce Department reported U.S. retail sales were unchanged in June after May retails sales gain was revised from 0.1% to 0.30%. Economists had forecast retail sales, which are mostly goods 3 and are not adjusted for inflation, would fall 0.3% in June. On an annual basis, retail sales increased

2.3% in June. However, it has slowed from the 7.7% gain logged in January 2023. Retail sales excluding automobiles, gasoline, building materials and food services surged 0.9% last month after rising by an unrevised 0.4% in May. These so-called core retail sales correspond most closely with the consumer spending component of gross domestic product.

The Conference Board’s Consumer Confidence index dipped to 100.4 in June from a downwardly revised 101.3 in May. Confidence pulled back slightly in June but remained within the same narrow range that’s held throughout the past two years. Consumers expressed mixed feelings in June with their view of the present situation improved slightly driven by an uptick in sentiment about the current labor market, while their assessment of current business conditions cooled with their expectation for both future income and business conditions to weakened.

The ISM’s manufacturing PMI slipped to 48.5 in June from 48.7 in May as the U.S. manufacturing activity contracted for a third straight month as demand remained subdued, while a drop in a measure of prices paid by factories for inputs fell to a six-month low suggested that inflation could continue to subside. The weakness at the end of the second quarter reported by the Institute for Supply Management was across the board as manufacturing is being pressured by higher interest rates and softening demand for goods. A reading below 50 indicates contraction and economists had forecasted a reading of 49.1 for June.

According to the Labor Department’s Bureau of Labor Statistics, U.S. producer prices rose 0.2% in June, slightly higher than the 0.1% economists were expecting. On a 12-month basis, the PPI has climbed 2.6%. The PPI is a gauge of prices that producers can get for their goods and services in the open market. In June, a rise in the price for services offset a decline for goods.

According to the Labor Department’s Bureau of Labor Statistic, U.S. import prices were unchanged in June as lower prices for energy products offset a rebound in the cost of food. The flat reading in import prices followed a 0.2% drop in May. Economists had expected import prices, which exclude tariffs, to dip 0.1%. Imported fuel prices dropped 1.0% while the cost of imported food increased 0.7% in June. Excluding fuels and food, the so-called core import prices were unchanged.

According to data released by the Census Bureau, U.S. homebuilding or housing starts fell to an eight-month low in June. Single-family housing starts, which account for the bulk of homebuilding, fell

2.2% to a seasonally adjusted annual rate of 980,000 units in June, the lowest level since October of last year. On a year-on-year basis, housing starts increased by 5.4% in June. Single-family homebuilding fell in the Northeast and the West, but increased in the densely populated South and the Midwest, which is considered a more affordable region.

U.S existing home sales fell for the fourth month in a row in June as record high prices weighted on buyers. According to the National Association of Realters, sales of previously owned homes fell 5.4% to an annual rate of 3.89 million in June, which is the lowest level since December 2023. The median price of an existing home in June rose 4.1% as compared with the year before, to $426,900.

According to U.S Census Bureau and the Department of Housing and Urban Development, sales of newly built homes in June dropped 0.6% from the 621,000 sold in May to a seasonally adjusted annual rate of 617,000. On an annual basis, it represents a 7.4% decrease from the 666,000 sold in June 2023. The median sales price of new houses sold in June 2024 was $417,300. The average sales price was $487,200.

4 INTEREST RATES

During the second quarter of 2024, the “FOMC”, met on April 30th and June 11th and maintained the federal funds rate between 5.25-5.50%, a range that has been held steady since September 2023 meeting. FOMC concluded that inflation is moving in the right direction but not quickly enough for them to lower interest rate. In additional, FOMC emphasized that committee members did not expect that it would be appropriate to lower the target range for the federal funds rate until additional information had emerged to give them greater confidence that inflation was moving sustainably toward the Committee’s 2 percent objective and is only anticipating one quarter percentage point cut by the end of the year, down from the three indicated following the last update in March.

The minutes indicates Federal Reserve officials are concern inflation remains elevated although it has eased over the past year. Economic activity has continued to expand at a solid pace. Job gains have remained strong, and unemployment rate has remained low. The Committee also indicates in will continue its restrictive policy on reducing its holdings of Treasury securities.

II. C

ITY OF OAKLAND

PORTFOLIO REVIEW

The City’s Operating Pool Portfolio balances in creased from $2. 15 billion as of March 31, 2024 , to $2.24 billion as of June 30, 2024. This net balance increase was mainly due to the following: receipt of $282.74 million in property tax revenues, offset by debt service payments of approximately $5.11 million. The remaining balance decrease of approximately $187.63 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 June 30, 2024. Approximately 80.00% of Operating Pool investments were rated in the AA/Aaa category while 14.90% in AAA/Aaa, 2.23% primary unrated holdings represent the Fund’s investments in the Local Agency Investment Fund (“LAIF”), 2.86% in the A1/P1 category and none in A1/A category. The government agencies were downgraded by Standard and Poor’s Rating Agency to AA+ from AAA in 2011 and S&P has maintained its AA+ rating as of June 30th 2024 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.

5 City of Oakland Operating Pool
Portfolio Credit Quality
(As of 06/30/24)

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

Debt service payable from the City’s Operating Pool for the Port and the City for the six months following June 2024 is approximately $124 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 $ 568,524,285 25.04%
31-180 $ 888,500,000 39.13%
Total $1,457,024,285 64.17%

Investments maturing within 180 days include $50 million in LAIF and $333.5 million in money market funds, both of which are considered to have a one-day maturity due to the ability to withdraw funds daily.

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

Year Amount Percent
Increase/Decrease
From Prior Year
June 2024 $2,238,075,370 3.27%
June 2023 $2,167,261,579 12.45%
June 2022 $1,927,718,326 16.70%
June 2021 $1,651,928,728 20.90%
June 2020 $1,366,320,216 -

The following graph depicts the Operating Pool Portfolio by dollars invested and the percentage in each maturity range as of June 30, 2024.

City of Oakland Operating Pool
Portfolio Maturity
(As of 06/30/24)

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.

7 City of Oakland Operating Pool
Yield to Maturity
(As of 06/30/24)

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.

(Remainder of this Page Intentionally Left Blank)

8 City of Oakland Operating Pool
Portfolio Diversity
(As of 06/30/24)

Derivatives. The Operating Pool Portfolio contained no derivative instruments (interest rate swaps, futures, or options) during this reporting period.

Yield. Total interest earned for the quarter ended June 30, 2024, was $25,689,685. The effective rate of return on total assets in the Operating Pool Portfolio for month-end June 30, 2024, was 4.63% as compared to 4.52% for March 31, 2024. 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 06/30/24)

As of Month-end 1-year Govt.

Agency
LAIF1 City of Oakland
Operating Pool
Alameda
County
Pool2
April 2024 5.38% 4.27% 4.60% 2.10%
May 2024 5.27% 4.33% 4.57% 2.02%
June 2024 5.21% 4.48% 4.63% 5.80%
1Effective monthly average return.
2Annualized monthly accrual-based return.

9 Benchmark Comparison:

The effective rate of return on total assets in the Operating Pool Portfolio for the month ending June 30, 2024, was 4.63 percent. The City’s Operating Pool Portfolio had underperformed the 1-year government agency which yielded a rate of 5.21 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 4.48 percent.

The Alameda County Pool had a preliminary accrual basis rate of return for June 2024 of 5.80 percent. The Alameda County Pool had a Portfolio of $10.7 billion with 742 days to maturity, meanwhile the City’s Operating Pool had an accrual rate of return of 4.63 percent for June 2024. The City Operating Pool had a Portfolio of $2.24 billion with 217 days to maturity.

As of June 30, 2024, the City Operating Pool’s average days-to-maturity (ADM) was 217 days versus LAIF’s average days-to-maturity (ADM) was 217 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, including any adjustments and the same quarter one year ago.

Valuation and Leverage. Based on information received from Interactive Data Corporation, the market value of the City Operating Pool portfolio was $2.24 billion, which was above the book value b y $ 1,546,421. 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.

10 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.

The graph below reflects estimated cash balances that breakdown certain funds that primary make up investment portfolio as reflected in the City’s Financial System (Oracle). This cash balances are approximate as the period is not closed and balances are not audited.

Cash and Investment Balances by Fund Type
As of June 30
th, 2024

Total Investments Portfolio $2,238,075,370
Cash in Bank 10,396,558
Port of Oakland Funds (777,224,119) Tax Override Fund (378,663,701) Total City Cash and Investments** $1,092,584,108
___________
**Per City’s Financial System (Oracle)

All other funds,
$1,092,584,108,

48.60%
Tax Override (Fund 1200)
, $378,663,701 ,

16.80%
Port of Oakland Funds
$777,224,119,

34.60%
11 III. CITY OF OAKLAND REDEVELOPMENT SUCCESSOR AGENCY PORTFOLIO

PORTFOLIO REVIEW

The Successor Agency’s portfolio increased from a balance of $15.97 million as of March 31, 2024, to a balance of $19.96 million as of June 30, 2024. The portfolio increased due to receipt of $5.5 million in property tax revenues, offset by 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

10.02% of Operating Fund investments were rated in the AAA/Aaa, while 89.98% 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 March 31 st 2024. 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 06/30/24)

12 Liquidity. Liquidity within the Successor’s Portfolio remains sufficient to meet only debt service needs of the Successor for the next three months and beyond. The debt service payment for the next six months for the Successor is approximately $18.51 million. The estimated 6-month cash flow for Successor Portfolio is summarized below:

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

Year Amount Percent
Increase/Decrease
From Prior Year
June 2024 $19,959,840 (16.68%)
June 2023 $23,956,775 (39.24%)
June 2022 $39,428,558 (21.13%)
June 2021 $49,992,314 (4.63%)
June 2020 $52,417,329 -

(Remainder of this Page Intentionally Left Blank)

Successor Portfolio Estimated Cash Flow
July-Dec 2024*
B
eg: Available Balance 19,959,840$
ROPS Receipt** -
Debt Service (Sept) (15,520,721)
Debt Service Pledged*** 15,520,721
Other expenses (5,000,000)
Bal: Sept. 2024** 14,959,840$
*S uccessor Pool Only
**Estimated
***DS Pledged per ROPS in Feb/July 2024
13 The following chart depicts the Successor’s Portfolio by percentage and dollars invested in each maturity range.

Oakland Successor Agency
Portfolio Maturity
(As of 06/30/24)

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.

Oakl
and Successor Agency
Portfolio Diversity
(As of 06/30/24)

Days to Maturity
14 Derivatives. The Successor Portfolio contained no derivative instruments during this reporting period.

Yield. The Total interest earned for the quarter ended June 30, 2024, was $221,226. The effective rate of return on total assets in the Successor’s Portfolio was 5.31 percent for the month ending June 30, 2024. The Successor’s Portfolio outperformed the 1-year government agency which yielded a rate of 5.21 percent as of June 30, 2024. The Successor’s Portfolio outperformed the Local Agency Investment Fund (“LAIF”), which ended the month at 4.48 percent. The performance comparison to LAIF must be considered in light of LAIF’s historical tendency to lag market changes in both rising and falling interest rate environments. The Successor Portfolio has an extremely short duration due to liquidity concerns/needs, thus was able to only generate short-term returns in comparison to LAIF and was slightly below the 1-year government agency, which includes future interest rate expectations priced in.

As of June 30, 2024, Successor’s Portfolio Fund’s average days-to-maturity (ADM) was 4 days versus LAIF’s average days-to-maturity (ADM) of 217 days.

Comparative yields for the quarter are shown below.

Oakland Successor Agency
Comparative Annualized Yields
(As of 06/30/24)

As of Month-end 1-Year Govt.

Agency
LAIF1 Successor
Agency
April 2024 5.38% 4.27% 5.28%
May 2024 5.27% 4.33% 5.31%
June 2024 5.21% 4.48% 5.31%
1Effective monthly average return
The summary below provides the total portfolio income recognized for the last quarter as compared to the prior quarter and the same quarter one year ago.

Valuation and Leverage. Based on information received from Interactive Data Corporation, the market value of the Successor portfolio for the quarter ended June 30,2024 as $19.96 million, which was above the book value by $ 21,365. There was no leverage in the portfolio during the reporting period and liquidity was maintained at sufficient levels.

15 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.

Portfolio Earnings Comparison

1.00%

2.00%

3.00%

4.00%

5.00%

6.00%

7.00%
Apr-24 May-24 Jun-24
1-Year Government Agency LAIF Successor Portfolio City Operating Pool Alameda County Pool Appendix A - City of Oakland
Portfolio Detail for Period
Ended June 30, 2024
CITY POOL FY23-24
Portfolio Management
June 30, 2024
City of Oakland
Portfolio Summary
% of
Portfolio
Book
ValueInvestments
Market
Value
Par
Value
Days to
MaturityTerm
YTM
360 Equiv.

YTM
365 Equiv.

Federal Agency Issues - Coupon 605,422,232.18 1,125 27.05 3.271 553590,888,396.35605,559,333.33 3.317 Federal Agency Issues - Discount 978,760,546.81 223 43.73 5.157 98995,508,131.801,010,000,000.00 5.229 Money Market 330,000,000.00 1 14.74 5.165 1330,000,000.00330,000,000.00 5.237 Local Agency Investment Funds 50,000,000.00 1 2.23 4.419 149,815,802.1050,000,000.00 4.480 Negotiable CD's 25,000,000.00 346 1.12 5.396 20724,988,370.0025,000,000.00 5.471 Federal Agency Issues-Coupon/Bullet 206,291,634.03 510 9.22 4.527 232205,203,035.78206,450,000.00 4.590 Commercial Paper - Discount 39,076,672.22 159 1.75 5.441 4939,693,770.0040,000,000.00 5.516 Money Market Bank Account 3,524,285.19 1 0.16 5.029 13,524,285.193,524,285.19 5.099 2,238,075,370.43 100.00%
Investments
2,239,621,791.222,270,533,618.52 456 217 4.581 4.645
Cash and Accrued Interest
2,238,155,962.43Total Cash and Investments
80,592.00Subtotal
80,592.00
2,239,702,383.222,270,533,618.52
80,592.00
80,592.00
456 217 4.581 4.645
Accrued Interest at Purchase
Current Year
June 30
8,525,508.30
Fiscal Year To Date
91,589,259.66 91,589,259.66
Fiscal Year Ending
Average Daily Balance
Effective Rate of Return
2,238,301,421.27 2,080,927,618.25

4.39%4.63%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio CP24
AP
Reporting period 06/01/2024-06/30/2024
Run Date: 07/31/2024 - 09:55 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
MaturityS&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

5.053FEDERAL HOME LOAN BANK56363 5,000,000.00 5,000,000.00 08/01/2024 5.11512/28/2023 4,997,389.65 AA3130AYC61 31

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/2024 1.00011/16/2021 2,982,171.06 AA3130APRU1 46

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/2024 5.00011/28/2022 4,994,890.80 AA3134GY4B5 56

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/2024 1.00011/30/2021 2,977,745.01 AA3130AQ3C5 58

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/2024 5.10011/30/2022 2,498,413.45 AA3134GY3X8 60

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/2024 0.55003/30/2021 2,963,534.58 AA3130ALNZ3 91

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/2024 0.65010/07/2021 2,960,278.29 AA3130APDV4 98

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/2024 5.00001/30/2023 4,990,397.15 AA3134GYEB4 116

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/2024 0.62504/28/2021 2,952,059.67 AA3130ALZS6 119

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/2024 0.79010/28/2021 2,953,651.89 AA3130APKX2 119

5.166FEDERAL HOME LOAN BANK56439 10,000,000.00 10,000,000.00 11/04/2024 5.23004/04/2024 9,987,607.60 AA3130B0RV3 126

5.070FEDERAL HOME LOAN BANK56426 10,000,000.00 10,000,000.00 11/08/2024 5.13003/11/2024 9,984,248.10 AA3130B0FT1 130

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,998,991.53 11/18/2024 4.50011/18/2022 4,979,201.05 AA3133ENZ94 140

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/2024 1.00011/30/2021 2,944,129.89 AA3130AQ3B7 147

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/2024 0.55005/26/2021 2,938,405.53 AA3130AMK92 148

5.120FEDERAL HOME LOAN BANK56445 10,000,000.00 10,000,000.00 12/09/2024 5.18004/09/2024 9,982,996.10 AA3130B0TJ8 161

5.199FEDERAL HOME LOAN BANK56450 10,000,000.00 10,000,000.00 12/12/2024 5.26004/15/2024 9,982,198.30 AA3130B0WN5 164

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,786.90 12/30/2024 0.60006/30/2021 2,928,924.21 AA3130AMXH0 182

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/2024 0.50006/30/2021 2,927,429.97 AA3130AMTQ5 182

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/2024 0.50009/30/2021 2,927,428.47 AA3130AP2Y0 182

5.189FEDERAL HOME LOAN BANK56448 10,000,000.00 10,000,000.00 01/10/2025 5.25004/11/2024 9,994,616.50 AA3130B0V71 193

5.295FEDERAL HOME LOAN BANK56462 10,000,000.00 10,000,000.00 01/10/2025 5.29504/25/2024 9,994,162.70 AA3130B15G8 193

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/2025 0.52007/28/2021 3,110,785.66 AA3130ANEJ5 211

5.239FEDERAL HOME LOAN BANK56481 10,000,000.00 10,000,000.00 02/03/2025 5.30005/28/2024 9,998,062.40 AA3130B1KV8 217

4.932FEDERAL HOME LOAN BANK56397 5,000,000.00 5,000,000.00 02/07/2025 5.00002/09/2024 4,985,973.50 AA3130AYW36 221

5.187FEDERAL HOME LOAN BANK56449 10,000,000.00 10,000,000.00 02/12/2025 5.25004/12/2024 9,995,079.20 AA3130B0VX4 226

5.026FEDERAL HOME LOAN BANK56403 5,000,000.00 5,000,000.00 02/14/2025 5.12502/16/2024 4,987,629.75 AA3130B02A6 228

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/2025 5.15002/14/2023 4,993,411.75 AAA3134GYJ29 228

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/2025 2.00002/28/2022 2,935,246.14 AA3130AQY49 241

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/2025 4.00008/30/2022 4,960,621.70 AA3134GXS88 242

5.089FEDERAL HOME LOAN BANK56418 5,000,000.00 5,000,000.00 03/04/2025 5.16003/04/2024 4,991,721.85 AA3130B0CU1 246

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/2025 0.70003/17/2021 2,900,877.03 AA3133EMTQ5 259

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/2025 0.70003/18/2021 2,900,877.03 AA3133EMTQ5 259

5.001FEDERAL FARM CREDIT BANK56436 10,000,000.00 9,994,999.99 03/25/2025 5.00003/25/2024 9,979,506.30 AA3133EP6G5 267

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/2025 0.57009/27/2021 2,898,509.37 AA3130AP4F9 269

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/2025 0.55009/28/2021 2,898,339.66 AA3130AP3M5 270 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:55 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

5.326FEDERAL HOME LOAN BANK56451 5,000,000.00 5,000,000.00 04/15/2025 5.40004/15/2024 4,994,119.10 AA3130B0UT4 288

5.326FEDERAL HOME LOAN BANK56454 5,000,000.00 5,000,000.00 04/15/2025 5.40004/15/2024 4,994,119.10 AA3130B0UT4 288

5.124FEDERAL FARM CREDIT BANK56459 10,000,000.00 9,994,630.53 04/17/2025 5.12504/18/2024 9,991,077.70 AA3133ERBS9 290

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/2025 0.71004/21/2021 2,888,313.09 AA3133EMWH1 294

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/2025 0.82010/28/2021 2,893,177.05 AA3130APJM8 301

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/2025 3.00004/28/2022 2,946,032.22 AA3130ARP96 301

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/2025 0.70004/29/2021 2,890,885.89 AA3130AM2V3 302

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/2025 0.73005/19/2021 2,877,000.00 AA3133EMZW5 322

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/2025 0.75005/28/2020 2,875,854.06 AA3134GVVX3 331

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,999,221.15 06/06/2025 4.62506/12/2023 1,990,424.12 AA3130AWER7 340

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,398,675.95 06/06/2025 4.62506/12/2023 3,383,721.00 AA3130AWER7 340

5.267FEDERAL HOME LOAN BANK56499 10,000,000.00 10,000,000.00 06/06/2025 5.34006/07/2024 9,971,066.90 AA3130B1PP6 340

5.429FEDERAL HOME LOAN BANK56470 5,000,000.00 5,000,000.00 06/09/2025 5.50005/09/2024 5,000,196.90 AA3130B1DL8 343

5.429FEDERAL HOME LOAN BANK56471 5,000,000.00 5,000,000.00 06/09/2025 5.50005/09/2024 5,000,196.90 AA3130B1DL8 343

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/2025 0.78006/16/2020 2,868,900.00 AA3133ELK37 350

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/2025 0.76006/16/2020 1,277,976.14 AA3130AJPT0 350

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/2025 0.80009/30/2021 2,873,062.71 AA3130APDL6 364

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/2025 0.70007/21/2020 2,855,118.87 AA3136G4ZR7 385

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,861,064.54 AA3136G4G23 393

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/2025 0.57008/18/2020 2,848,516.77 AA3136G4L84 413

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/2025 0.55008/19/2020 2,852,539.86 AA3136G4H63 414

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/2025 0.65008/27/2020 2,853,664.47 AA3136G4W41 420

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,999,306.67 08/27/2025 0.62508/27/2020 2,852,241.99 AA3136G42F9 422

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/2025 4.05008/29/2022 4,945,089.20 AA3134GXR63 423

5.494FEDERAL HOME LOAN MTG CORP56234 5,000,000.00 5,000,000.00 08/28/2025 5.57008/28/2023 4,994,183.75 AA3134H1AZ6 423

5.180FEDERAL FARM CREDIT BANK56279 5,000,000.00 4,992,215.90 10/20/2025 5.12510/20/2023 5,007,873.10 AA3133EPYW9 476

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/2025 0.60010/20/2020 2,830,917.06 AA3134GWZG4 476

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/2025 0.64011/25/2020 2,823,468.87 AA3134GXEJ9 511

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/2025 0.65011/30/2020 2,823,203.49 AA3134GXFA7 513

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,981,502.89 12/08/2025 4.12506/08/2023 4,939,462.65 AA3133EPMB8 525

5.326FEDERAL HOME LOAN BANK56501 10,000,000.00 10,000,000.00 12/12/2025 5.40006/12/2024 9,950,322.90 AA3130B1PQ4 529

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/2026 0.50001/27/2021 2,795,812.53 AA3130AKMD5 574

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/2026 0.75001/27/2021 2,814,683.25 AA3130AKU61 575

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/2026 0.50001/28/2021 2,795,178.18 AA3130AKN69 576

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/2026 0.52001/28/2021 2,796,082.77 AA3130AKU53 576

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/2026 0.58001/28/2021 2,798,796.60 AA3130AKPQ3 576 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:55 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.533FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/2026 0.75001/29/2021 2,815,713.06 AA3130AKTT3 577

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/2026 0.52001/29/2021 2,795,539.74 AA3130AKVY9 577

4.734FEDERAL HOME LOAN MTG CORP56384 6,500,000.00 6,500,000.00 01/30/2026 4.80002/01/2024 6,458,938.92 AA3134H1QW6 578

4.734FEDERAL HOME LOAN BANK56387 4,500,000.00 4,500,000.00 02/05/2026 4.80002/05/2024 4,473,513.63 AA3130AYS80 584

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/2026 0.60002/12/2021 2,796,411.69 AA3130AKXQ4 591

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,902.33 02/17/2026 0.62502/17/2021 2,794,277.13 AA3130AL3S1 596

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/2026 0.50002/18/2021 2,788,088.43 AA3130AKVV5 597

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/2026 0.60002/23/2021 2,791,127.28 AA3130AL7G3 602

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/2026 0.75002/24/2021 2,800,133.91 AA3130ALCV4 603

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/2026 0.75002/24/2021 2,800,133.91 AA3130ALCV4 603

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/2026 0.65002/24/2021 2,793,141.06 AA3130AL5X8 603

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/2026 0.65002/24/2021 2,793,141.06 AA3130AL5X8 603

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/2026 0.62502/24/2021 2,791,961.43 AA3130AL6J8 603

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/2026 0.62502/24/2021 2,791,961.43 AA3130ALBM5 603

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/2026 0.50002/25/2021 2,795,464.29 AA3130AKXX9 604

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/2026 0.65002/26/2021 2,795,588.37 AA3130AKZ25 605

5.008FEDERAL HOME LOAN BANK56417 5,000,000.00 5,000,000.00 03/04/2026 5.10003/04/2024 4,979,572.65 AA3130B0D48 611

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/2026 1.00003/09/2021 2,813,730.51 AA3130ALHY3 616

4.934FEDERAL FARM CREDIT BANK56447 4,193,000.00 4,159,110.97 03/13/2026 4.50004/10/2024 4,169,207.03 AA3133EP5K7 620

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/2026 0.92003/23/2021 2,802,515.82 AA3130ALRN6 630

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/2026 1.00003/23/2021 2,736,310.56 AA3130ALGJ7 630

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/2026 1.05003/25/2021 2,813,030.70 AA3133EMUK6 632

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/2026 1.05003/25/2021 2,813,030.70 AA3133EMUK6 632

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/2026 1.05003/25/2021 2,813,030.70 AA3133EMUK6 632

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/2026 1.05003/25/2021 2,813,030.70 AA3133EMUK6 632

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/2026 1.10004/22/2021 2,803,154.31 AA3130ALXV1 660

5.301FEDERAL HOME LOAN BANK56461 5,000,000.00 5,000,000.00 04/23/2026 5.37504/23/2024 4,993,051.25 AA3130B13E5 661

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,543.75 04/28/2026 1.25004/28/2021 2,344,668.88 AA3130ALYM0 666

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/2026 1.25004/28/2021 2,814,288.51 AA3130ALZQ0 666

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/2026 1.05004/28/2021 2,798,809.41 AA3130AM2J0 666

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/2026 1.25004/29/2021 2,813,037.63 AA3130AM4L3 667

5.301FEDERAL FARM CREDIT BANK56467 5,000,000.00 5,000,000.00 05/01/2026 5.37505/06/2024 5,002,607.05 AA3133ERDJ7 669

5.301FEDERAL FARM CREDIT BANK56468 5,000,000.00 5,000,000.00 05/01/2026 5.37505/07/2024 5,002,607.05 AA3133ERDJ7 669

5.299FEDERAL FARM CREDIT BANK56486 7,346,000.00 7,346,000.00 05/01/2026 5.37506/03/2024 7,349,830.28 AA3133ERDJ7 669

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/2026 1.35005/26/2021 2,810,717.76 AA3130AMG63 694

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/2026 1.05005/27/2021 2,794,420.92 AA3130AMNM0 695 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:55 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

5.177FEDERAL HOME LOAN BANK56490 4,500,000.00 4,500,000.00 05/28/2026 5.25006/05/2024 4,506,266.21 AA3130B1KC0 696

5.247FEDERAL FARM CREDIT BANK56489 5,000,000.00 5,000,000.00 06/04/2026 5.32006/04/2024 4,997,879.85 AA3133ERGD7 703

4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/2026 4.69006/09/2023 4,962,742.05 AA3133EPMF9 708

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/2026 1.05006/30/2021 2,785,472.58 AA3130AMYQ9 729

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/2026 1.00007/27/2021 2,775,754.35 AA3130ANAJ9 756

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/2026 1.05008/26/2021 2,769,738.48 AA3130ANND8 786

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,648,035.59 08/26/2026 0.65008/26/2021 3,421,376.56 AA3130ANJE1 786

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,997,805.35 09/08/2026 0.87009/15/2021 4,593,448.20 AA3133EM4S8 799

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/2026 0.94009/28/2021 2,754,575.04 AA3133EM6E7 819

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/2026 1.12509/29/2021 2,764,910.91 AA3130APCH6 820

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/2026 1.12509/29/2021 2,764,910.91 AA3130APCH6 820

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/2026 0.95009/30/2021 2,753,346.12 AA3130ANYR5 821

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/2026 1.00009/30/2021 2,756,518.38 AA3130ANYN4 821

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/2026 1.05009/30/2021 2,759,692.20 AA3130AP6V2 821

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,605.00 10/28/2026 1.62510/28/2021 2,789,724.36 AA3130APHJ7 849

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/2026 1.25010/28/2021 2,765,706.99 AA3130APDQ5 849

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/2026 1.25010/28/2021 3,134,467.92 AA3130APDQ5 849

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/2026 1.43011/29/2021 2,770,233.15 AA3133ENEM8 875

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/2026 1.54012/09/2021 2,776,159.56 AA3133ENFN5 882

4.764FEDERAL FARM CREDIT BANK56331 5,000,000.00 5,000,000.00 12/11/2026 4.83012/11/2023 4,950,514.55 AA3133EPM28 893

5.326FEDERAL HOME LOAN MTG CORP56357 5,000,000.00 5,000,000.00 12/21/2026 5.40012/21/2023 4,993,367.75 AA3134H1MK6 903

5.326FEDERAL HOME LOAN MTG CORP56358 5,000,000.00 5,000,000.00 12/21/2026 5.40012/21/2023 4,993,367.75 AA3134H1MK6 903

4.932FEDERAL HOME LOAN BANK56444 5,000,000.00 5,000,000.00 10/08/2027 5.00004/08/2024 4,979,731.95 AA3130B0Q77 1,194

5.227FEDERAL HOME LOAN BANK56337 5,000,000.00 5,000,000.00 12/13/2027 5.30012/14/2023 4,977,592.00 AA3130AXZP6 1,260

4.793FEDERAL FARM CREDIT BANK56359 5,000,000.00 5,000,000.00 12/22/2027 4.86012/22/2023 4,965,194.85 AA3133EPN92 1,269

4.438FEDERAL HOME LOAN BANK56370 5,000,000.00 5,000,000.00 01/12/2028 4.50001/12/2024 4,979,645.90 AA3130AYFT8 1,290

4.438FEDERAL HOME LOAN BANK56380 5,000,000.00 5,000,000.00 01/26/2028 4.50001/26/2024 4,972,714.50 AA3130AYPJ9 1,304

4.681FEDERAL HOME LOAN BANK56423 5,000,000.00 5,000,000.00 03/06/2028 4.75003/07/2024 4,977,748.05 AA3130B0EA3 1,344

4.685FEDERAL HOME LOAN BANK56424 5,000,000.00 5,000,000.00 03/06/2028 4.75003/07/2024 4,977,748.05 AA3130B0EA3 1,344

4.936FEDERAL FARM CREDIT BANK56277 3,012,000.00 2,955,564.35 09/22/2028 4.50010/20/2023 3,018,246.62 AA3133EPWK7 1,544

5.178FEDERAL HOME LOAN BANK56491 5,000,000.00 5,000,000.00 12/05/2028 5.25006/05/2024 5,030,944.75 AA3130B1MN4 1,618

5.178FEDERAL HOME LOAN BANK56492 5,000,000.00 5,000,000.00 12/05/2028 5.25006/05/2024 5,030,944.75 AA3130B1MN4 1,618

4.719FEDERAL HOME LOAN BANK56428 5,000,000.00 5,000,000.00 03/12/2029 4.80003/12/2024 4,981,073.90 AA3130B0EH8 1,715

4.788FEDERAL HOME LOAN BANK56430 4,950,000.00 4,950,000.00 03/13/2029 4.87003/13/2024 4,945,396.25 AA3130B0FD6 1,716

4.636FEDERAL HOME LOAN BANK56442 5,000,000.00 5,000,000.00 04/02/2029 4.70004/05/2024 4,956,626.85 AA3130B0RW1 1,736

4.932FEDERAL HOME LOAN BANK56452 4,650,000.00 4,650,000.00 04/02/2029 5.00004/15/2024 4,665,961.26 AA3130B0WD7 1,736 Portfolio CP24
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5.322FEDERAL HOME LOAN BANK56328 10,000,000.00 9,707,325.00 07/02/2024 5.09012/08/2023 9,994,172.20 AA313384YW3 1

5.287FEDERAL HOME LOAN BANK56463 10,000,000.00 9,901,116.67 07/02/2024 5.23504/25/2024 9,994,172.20 AA313384YW3 1

5.391Federal Home Loan Discount56221 5,000,000.00 4,764,602.78 07/05/2024 5.10508/08/2023 4,994,900.70 AA313384YZ6 4

5.442Federal Home Loan Discount56300 5,000,000.00 4,827,945.83 07/05/2024 5.20511/10/2023 4,994,900.70 AA313384YZ6 4

5.337Federal Home Loan Discount56319 5,000,000.00 4,845,583.33 07/05/2024 5.10011/30/2023 4,994,900.70 AA313384YZ6 4

5.308Federal Home Loan Discount56323 10,000,000.00 9,698,319.44 07/05/2024 5.07512/04/2023 9,989,801.40 AA313384YZ6 4

5.248Federal Home Loan Discount56356 10,000,000.00 9,723,625.00 07/05/2024 5.02512/20/2023 9,989,801.40 AA313384YZ6 4

5.181Federal Home Loan Discount56361 15,000,000.00 14,604,868.75 07/05/2024 4.96512/27/2023 14,984,702.10 AA313384YZ6 4

5.131Federal Home Loan Discount56368 15,000,000.00 14,630,881.25 07/05/2024 5.00501/10/2024 14,984,702.10 AA313384YZ6 4

5.147Federal Home Loan Discount56379 10,000,000.00 9,772,252.78 07/05/2024 5.03001/24/2024 9,989,801.40 AA313384YZ6 4

5.180Federal Home Loan Discount56386 10,000,000.00 9,787,341.67 07/05/2024 5.07002/05/2024 9,989,801.40 AA313384YZ6 4

5.196Federal Home Loan Discount56398 10,000,000.00 9,796,400.00 07/05/2024 5.09002/12/2024 9,989,801.40 AA313384YZ6 4

5.339FEDERAL HOME LOAN BANK56330 10,000,000.00 9,702,208.33 07/08/2024 5.10512/11/2023 9,985,430.60 AA313384ZC6 7

5.175FEDERAL HOME LOAN BANK56366 10,000,000.00 9,745,048.33 07/10/2024 5.04301/10/2024 9,982,516.70 AA313384ZE2 9

5.165FEDERAL HOME LOAN BANK56369 10,000,000.00 9,745,503.33 07/12/2024 5.03401/12/2024 9,979,602.80 AA313384ZG7 11

5.276Federal Farm Credit Discount56408 10,000,000.00 9,779,266.67 07/29/2024 5.16002/26/2024 9,954,834.70 AA313312ZZ6 28

5.224Federal Home Loan Discount56405 10,000,000.00 9,771,693.06 08/01/2024 5.10502/22/2024 9,950,558.30 AA313384A41 31

5.294FEDERAL HOME LOAN BANK56333 10,000,000.00 9,671,425.00 08/02/2024 5.05512/12/2023 9,949,104.20 AA313384A58 32

5.153FEDERAL HOME LOAN BANK56345 10,000,000.00 9,683,979.17 08/02/2024 4.92512/15/2023 9,949,104.20 AA313384A58 32

5.184FEDERAL HOME LOAN BANK56347 15,000,000.00 14,529,275.00 08/02/2024 4.95512/18/2023 14,923,656.30 AA313384A58 32

5.195FEDERAL HOME LOAN BANK56349 10,000,000.00 9,686,929.17 08/02/2024 4.96512/19/2023 9,949,104.20 AA313384A58 32

5.127FEDERAL HOME LOAN BANK56362 15,000,000.00 14,552,418.75 08/02/2024 4.90512/27/2023 14,923,656.30 AA313384A58 32

5.139FEDERAL HOME LOAN BANK56364 10,000,000.00 9,715,950.00 08/02/2024 4.94001/08/2024 9,949,104.20 AA313384A58 32

5.257FEDERAL HOME LOAN BANK56411 10,000,000.00 9,777,266.67 08/02/2024 5.14002/28/2024 9,949,104.20 AA313384A58 32

5.214FEDERAL HOME LOAN BANK56425 10,000,000.00 9,791,545.83 08/02/2024 5.10503/08/2024 9,949,104.20 AA313384A58 32

5.211FEDERAL HOME LOAN BANK56427 10,000,000.00 9,795,800.00 08/02/2024 5.10503/11/2024 9,949,104.20 AA313384A58 32

5.229Federal Farm Credit Discount56429 10,000,000.00 9,792,355.56 08/05/2024 5.12003/12/2024 9,944,741.70 AA313312A83 35

5.491FEDERAL FARM CREDIT BANK56271 5,000,000.00 4,780,022.22 08/12/2024 5.21010/13/2023 4,967,281.25 AA313312B74 42

5.102FEDERAL HOME LOAN BANK56365 10,000,000.00 9,704,638.89 08/12/2024 4.90001/08/2024 9,934,562.50 AA313384B73 42

5.190FEDERAL HOME LOAN BANK56388 10,000,000.00 9,740,277.78 08/12/2024 5.00002/07/2024 9,934,562.50 AA313384B73 42

5.478FEDERAL FARM CREDIT BANK56284 5,000,000.00 4,783,333.33 08/22/2024 5.20010/27/2023 4,960,010.40 AA313312C99 52

5.066FEDERAL HOME LOAN BANK56372 10,000,000.00 9,689,500.00 09/03/2024 4.86001/17/2024 9,903,222.20 AA313384E54 64

5.246FEDERAL HOME LOAN BANK56453 10,000,000.00 9,798,683.33 09/03/2024 5.14004/15/2024 9,903,222.20 AA313384E54 64

5.080FEDERAL HOME LOAN BANK56341 10,000,000.00 9,642,008.33 09/06/2024 4.84512/15/2023 9,898,888.90 AA313384E88 67

5.107FEDERAL HOME LOAN BANK56378 10,000,000.00 9,692,388.89 09/06/2024 4.90001/24/2024 9,898,888.90 AA313384E88 67 Portfolio CP24
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5.063FEDERAL HOME LOAN BANK56381 10,000,000.00 9,697,600.00 09/06/2024 4.86001/26/2024 9,898,888.90 AA313384E88 67

5.108FEDERAL HOME LOAN BANK56383 10,000,000.00 9,701,612.50 09/06/2024 4.90501/31/2024 9,898,888.90 AA313384E88 67

5.255FEDERAL HOME LOAN BANK56401 10,000,000.00 9,712,430.56 09/06/2024 5.05002/14/2024 9,898,888.90 AA313384E88 67

5.315FEDERAL HOME LOAN BANK56420 10,000,000.00 9,739,715.28 09/06/2024 5.06503/05/2024 9,898,888.90 AA313384E88 67

5.215FEDERAL HOME LOAN BANK56440 10,000,000.00 9,780,416.67 09/06/2024 5.10004/04/2024 9,898,888.90 AA313384E88 67

5.122FEDERAL HOME LOAN BANK56391 10,000,000.00 9,707,533.33 09/09/2024 4.92002/08/2024 9,894,555.60 AA313384F38 70

5.250Federal Home Loan Discount56406 10,000,000.00 9,711,313.89 09/16/2024 5.04502/23/2024 9,884,444.40 AA313384G29 77

5.309Federal Farm Credit Discount56455 10,000,000.00 9,776,541.67 09/18/2024 5.19004/16/2024 9,881,555.60 AA313312G46 79

5.226FEDERAL HOME LOAN BANK56402 10,000,000.00 9,696,313.89 09/20/2024 5.01502/15/2024 9,878,666.70 AA313384G60 81

5.256FEDERAL FARM CREDIT BANK56446 10,000,000.00 9,760,600.00 09/24/2024 5.13004/09/2024 9,872,888.90 AA313312H29 85

5.320Federal Home Loan Discount56414 10,000,000.00 9,707,066.67 09/25/2024 5.07003/01/2024 9,871,444.40 AA313384H36 86

5.071FEDERAL HOME LOAN BANK56346 15,000,000.00 14,420,400.00 10/01/2024 4.83012/18/2023 14,795,749.95 AA313384H93 92

5.213FEDERAL HOME LOAN BANK56404 10,000,000.00 9,690,277.78 10/01/2024 5.00002/21/2024 9,863,833.30 AA313384H93 92

5.055FEDERAL HOME LOAN BANK56354 15,000,000.00 14,422,200.00 10/03/2024 4.81512/20/2023 14,791,450.05 AA313384J34 94

5.011FEDERAL HOME LOAN BANK56382 10,000,000.00 9,669,333.33 10/03/2024 4.80001/29/2024 9,860,966.70 AA313384J34 94

5.019Federal Home Loan Discount56344 10,000,000.00 9,609,633.33 10/04/2024 4.78012/15/2023 9,859,533.30 AA313384J42 95

4.989Federal Home Loan Discount56360 10,000,000.00 9,620,920.83 10/04/2024 4.75512/22/2023 9,859,533.30 AA313384J42 95

5.027Federal Home Loan Discount56367 15,000,000.00 14,463,441.67 10/04/2024 4.80501/10/2024 14,789,299.95 AA313384J42 95

5.114Federal Home Loan Discount56395 10,000,000.00 9,676,055.56 10/04/2024 4.90002/09/2024 9,859,533.30 AA313384J42 95

5.277Federal Home Loan Discount56415 10,000,000.00 9,696,802.78 10/04/2024 5.03003/01/2024 9,859,533.30 AA313384J42 95

5.298Federal Home Loan Discount56431 15,000,000.00 14,581,270.83 10/04/2024 5.05003/19/2024 14,789,299.95 AA313384J42 95

5.270Federal Home Loan Discount56438 15,000,000.00 14,610,729.17 10/04/2024 5.05004/02/2024 14,789,299.95 AA313384J42 95

5.295FEDERAL HOME LOAN BANK56312 5,000,000.00 4,763,641.67 11/01/2024 5.02011/28/2023 4,910,925.00 AA313384M89 123

5.000FEDERAL HOME LOAN BANK56355 10,000,000.00 9,581,295.83 11/01/2024 4.75512/20/2023 9,821,850.00 AA313384M89 123

0.000FEDERAL HOME LOAN BANK56376 10,000,000.00 9,626,066.67 11/01/2024 4.74001/22/2024 9,821,850.00 AA313384M89 123

5.064FEDERAL HOME LOAN BANK56396 10,000,000.00 9,642,377.78 11/01/2024 4.84002/09/2024 9,821,850.00 AA313384M89 123

5.083FEDERAL HOME LOAN BANK56399 10,000,000.00 9,646,300.00 11/01/2024 4.86002/13/2024 9,821,850.00 AA313384M89 123

5.255FEDERAL HOME LOAN BANK56433 10,000,000.00 9,685,483.33 11/01/2024 5.01003/20/2024 9,821,850.00 AA313384M89 123

5.201FEDERAL HOME LOAN BANK56434 10,000,000.00 9,690,000.00 11/01/2024 4.96003/21/2024 9,821,850.00 AA313384M89 123

5.222FEDERAL HOME LOAN BANK56441 10,000,000.00 9,708,333.33 11/01/2024 5.00004/05/2024 9,821,850.00 AA313384M89 123

5.279FEDERAL HOME LOAN BANK56485 10,000,000.00 9,783,356.94 11/01/2024 5.16506/03/2024 9,821,850.00 AA313384M89 123

5.265FEDERAL FARM CREDIT BANK56443 10,000,000.00 9,706,000.00 11/04/2024 5.04004/08/2024 9,817,608.30 AA313312N30 126

5.331Federal Home Loan Discount56456 10,000,000.00 9,698,250.00 11/15/2024 5.10004/16/2024 9,802,055.60 AA313384P60 137

5.192Federal Home Loan Discount56410 15,000,000.00 14,454,400.00 11/18/2024 4.96002/28/2024 14,696,720.85 AA313384P94 140

5.183Federal Home Loan Discount56407 10,000,000.00 9,619,509.72 11/29/2024 4.94502/26/2024 9,782,261.10 AA313384R43 151

5.180Federal Home Loan Discount56413 10,000,000.00 9,620,279.17 12/02/2024 4.93502/29/2024 9,779,109.70 AA313384R76 154 Portfolio CP24
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5.292Federal Home Loan Discount56458 10,000,000.00 9,679,533.33 12/02/2024 5.06004/18/2024 9,779,109.70 AA313384R76 154

5.347Federal Home Loan Discount56464 10,000,000.00 9,694,300.00 12/02/2024 5.09504/30/2024 9,779,109.70 AA313384R76 154

5.325Federal Home Loan Discount56473 10,000,000.00 9,709,597.22 12/02/2024 5.07505/10/2024 9,779,109.70 AA313384R76 154

5.264Federal Home Loan Discount56497 10,000,000.00 9,746,350.00 12/02/2024 5.13006/07/2024 9,779,109.70 AA313384R76 154

5.237Federal Home Loan Discount56500 10,000,000.00 9,747,586.11 12/02/2024 5.10506/07/2024 9,779,109.70 AA313384R76 154

5.363FEDERAL FARM CREDIT BANK56476 10,000,000.00 9,710,433.33 12/06/2024 5.11005/16/2024 9,773,481.90 AA313312S35 158

5.142Federal Home Loan Discount56419 10,000,000.00 9,624,333.33 12/06/2024 4.90003/05/2024 9,773,481.90 AA313384S34 158

5.200Federal Home Loan Discount56432 10,000,000.00 9,640,762.50 12/06/2024 4.95503/20/2024 9,773,481.90 AA313384S34 158

5.368Federal Home Loan Discount56465 10,000,000.00 9,690,258.33 12/06/2024 5.11505/02/2024 9,773,481.90 AA313384S34 158

5.292FEDERAL HOME LOAN BANK56460 10,000,000.00 9,676,722.22 12/09/2024 5.06004/23/2024 9,769,261.10 AA313384S67 161

4.893Federal Home Loan Discount56390 10,000,000.00 9,573,291.67 01/03/2025 4.65502/08/2024 9,736,712.50 AA313385AC0 186

5.137Federal Home Loan Discount56412 10,000,000.00 9,580,275.00 01/03/2025 4.89002/29/2024 9,736,712.50 AA313385AC0 186

5.283Federal Home Loan Discount56472 10,000,000.00 9,667,130.56 01/03/2025 5.03505/10/2024 9,736,712.50 AA313385AC0 186

5.315Federal Home Loan Discount56480 10,000,000.00 9,683,437.50 01/03/2025 5.06505/23/2024 9,736,712.50 AA313385AC0 186

5.363Federal Home Loan Discount56482 10,000,000.00 9,689,141.67 01/03/2025 5.11005/29/2024 9,736,712.50 AA313385AC0 186

5.352Federal Home Loan Discount56487 10,000,000.00 9,697,066.67 01/03/2025 5.12006/04/2024 9,736,712.50 AA313385AC0 186

4.878Federal Home Loan Discount56389 10,000,000.00 9,569,511.11 01/06/2025 4.64002/07/2024 9,732,533.30 AA313385AF3 189

5.353Federal Home Loan Discount56488 10,000,000.00 9,692,800.00 01/06/2025 5.12006/04/2024 9,732,533.30 AA313385AF3 189

5.326Federal Home Loan Discount56502 15,000,000.00 14,587,750.00 01/06/2025 5.10006/26/2024 14,598,799.95 AA313385AF3 189

5.273Federal Home Loan Discount56457 10,000,000.00 9,617,161.11 01/15/2025 5.03004/16/2024 9,719,995.80 AA313385AQ9 198

5.317Federal Farm Credit Discount56504 10,000,000.00 9,711,566.67 01/17/2025 5.09006/27/2024 9,717,209.70 AA313313AS7 200

5.327Federal Home Loan Discount56483 10,000,000.00 9,665,895.83 01/21/2025 5.07505/29/2024 9,711,637.50 AA313385AW6 204

5.019Federal Home Loan Discount56400 10,000,000.00 9,525,322.22 02/07/2025 4.76002/14/2024 9,691,688.90 AA313385BP0 221

5.095Federal Home Loan Discount56409 10,000,000.00 9,536,645.83 02/07/2025 4.83502/28/2024 9,691,688.90 AA313385BP0 221

5.270Federal Home Loan Discount56503 10,000,000.00 9,680,800.00 02/10/2025 5.04006/27/2024 9,687,559.70 AA313385BS4 224

5.230Federal Farm Credit Discount56466 10,000,000.00 9,608,516.67 02/13/2025 4.98005/06/2024 9,683,430.60 AA313313BV9 227

5.230Federal Farm Credit Discount56469 10,000,000.00 9,609,900.00 02/13/2025 4.98005/07/2024 9,683,430.60 AA313313BV9 227

5.283Federal Farm Credit Discount56505 5,000,000.00 4,835,173.61 02/18/2025 5.05006/28/2024 4,838,274.30 AA313313CA4 232 978,760,546.81995,508,131.801,010,000,000.00958,044,694.67Subtotal and Average 5.157 98 Money Market

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

5.148Morgan Stanley Inst Government52471 145,000,000.00 145,000,000.00 5.220145,000,000.00 AAASYS52471 1 330,000,000.00330,000,000.00330,000,000.00313,333,333.33Subtotal and Average 5.165 1 Portfolio CP24
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4.419Local Agency Investment Fund43 50,000,000.00 50,000,000.00 4.48049,815,802.10SYS43 1 50,000,000.0049,815,802.1050,000,000.0050,000,000.00Subtotal and Average 4.419 1 Corporate Bonds
2,266,646.98Subtotal and Average
Negotiable CD's

5.840Royal Bank CN56287 5,000,000.00 5,000,000.00 07/26/2024 5.84010/30/2023 5,001,210.00 A-178015JDT1 25

5.180Royal Bank CN56336 10,000,000.00 10,000,000.00 12/06/2024 5.18012/14/2023 9,983,180.00 A-178015JJB4 158

5.389Royal Bank CN56493 10,000,000.00 10,000,000.00 06/13/2025 5.39006/05/2024 10,003,980.00 A-178015JR33 347 25,000,000.0024,988,370.0025,000,000.0030,000,000.00Subtotal and Average 5.396 207 Federal Agency Issues-Coupon/Bullet

5.292FEDERAL HOME LOAN BANK56301 5,000,000.00 5,000,000.00 07/02/2024 5.35511/15/2023 4,999,981.60 AA3130AXU22 1

5.238FEDERAL HOME LOAN BANK56335 10,000,000.00 10,000,000.00 08/01/2024 5.30012/14/2023 9,997,253.90 AA3130AY5G7 31

5.001FEDERAL HOME LOAN BANK56348 15,000,000.00 14,998,117.78 09/18/2024 5.00012/18/2023 14,981,835.45 AA3130AY6M3 79

5.440FEDERAL HOME LOAN BANK56259 5,000,000.00 4,999,841.12 09/20/2024 5.50009/22/2023 4,997,348.35 AA3130AXCB2 81

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,999,788.17 09/23/2024 0.43009/23/2021 2,965,026.93 AA3133EM5X6 84

4.930FEDERAL FARM CREDIT BANK56371 10,000,000.00 9,997,254.83 10/01/2024 4.87501/12/2024 9,981,107.40 AA3133EPV77 92

4.944FEDERAL FARM CREDIT BANK56374 5,000,000.00 4,999,982.02 10/02/2024 5.00001/19/2024 4,992,008.40 AA3133EPX83 93

4.942FEDERAL FARM CREDIT BANK56375 5,000,000.00 5,000,000.00 10/02/2024 5.00001/19/2024 4,992,008.40 AA3133EPX83 93

4.917FEDERAL HOME LOAN BANK56351 10,000,000.00 10,000,000.00 11/15/2024 4.98012/19/2023 9,978,409.30 AA3130AY7E0 137

4.917FEDERAL HOME LOAN BANK56352 5,000,000.00 5,000,000.00 11/15/2024 4.98012/19/2023 4,989,204.65 AA3130AY7E0 137

5.445FEDERAL FARM CREDIT BANK56257 5,000,000.00 4,999,742.86 11/25/2024 5.50009/25/2023 4,999,924.70 AA3133EPWP6 147

5.227FEDERAL HOME LOAN BANK56475 10,000,000.00 10,000,000.00 12/06/2024 5.30005/16/2024 9,987,358.50 AA3130B1FT9 158

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,844.19 12/09/2024 0.92012/09/2021 2,940,429.36 AA3133ENGQ7 161

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,907.83 12/09/2024 0.92012/09/2021 2,940,429.36 AA3133ENGQ7 161

5.182FEDERAL FARM CREDIT BANK56307 5,000,000.00 5,000,000.00 12/13/2024 5.25011/20/2023 4,994,895.60 AA3133EPF26 165

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,999,598.21 12/20/2024 1.00001/05/2022 2,938,932.30 AA3130AQF40 172

5.218FEDERAL HOME LOAN BANK56477 10,000,000.00 10,000,000.00 02/10/2025 5.29005/20/2024 9,994,696.10 AA3130B1GP6 224

4.948FEDERAL FARM CREDIT BANK56421 10,000,000.00 9,998,924.72 03/06/2025 5.00003/06/2024 9,979,820.50 AA3133EP4X0 248

4.951FEDERAL FARM CREDIT BANK56422 10,000,000.00 9,998,688.50 03/06/2025 5.00003/06/2024 9,979,820.50 AA3133EP4X0 248

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,778.47 04/21/2025 0.60004/21/2021 4,819,149.20 AA3133EMWT5 294

5.089FEDERAL FARM CREDIT BANK56478 5,000,000.00 4,998,497.54 05/22/2025 5.12505/22/2024 4,995,535.00 AA3133ERFD8 325

5.090FEDERAL FARM CREDIT BANK56479 5,000,000.00 4,998,484.17 05/22/2025 5.12505/22/2024 4,995,535.00 AA3133ERFD8 325

5.158FEDERAL FARM CREDIT BANK56484 10,000,000.00 9,990,913.51 05/22/2025 5.12505/31/2024 9,991,070.00 AA3133ERFD8 325 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:55 PM (PRF_PM2) 7.3.11
YTM
360

Page 9 ends

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,988,664.86 06/13/2025 4.75006/30/2023 4,980,526.00 AA3130AWBY5 347

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,995,774.86 06/13/2025 4.75006/30/2023 4,980,526.00 AA3130AWBY5 347

5.119FEDERAL HOME LOAN BANK56201 5,000,000.00 4,980,197.41 06/13/2025 4.75007/07/2023 4,980,526.00 AA3130AWBY5 347

5.128FEDERAL HOME LOAN BANK56232 5,000,000.00 4,996,637.82 06/13/2025 5.12508/23/2023 4,996,220.65 AA3130AWLY4 347

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,989,605.46 06/17/2025 0.50010/20/2021 2,869,917.00 AA3135G04Z3 351

5.129FEDERAL FARM CREDIT BANK56254 5,000,000.00 4,988,663.73 09/15/2025 5.00009/21/2023 4,990,566.35 AA3133EPVY8 441

4.733FEDERAL FARM CREDIT BANK56416 10,450,000.00 10,429,052.50 09/22/2025 4.62503/01/2024 10,385,973.58 AA3133EP3Q6 448

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,971,781.65 11/07/2025 0.50012/08/2021 2,826,735.90 AA3135G06G3 494

4.991FEDERAL FARM CREDIT BANK56255 5,000,000.00 4,984,683.18 04/20/2026 4.87509/21/2023 5,002,341.75 AA3133EPWD3 658

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,987,208.64 09/10/2026 0.80009/28/2021 2,757,922.05 AA3133EM4X7 801 206,291,634.03205,203,035.78206,450,000.00224,817,530.75Subtotal and Average 4.527 232 Commercial Paper - Discount

5.413MUFG BANK LTD/NY56385 10,000,000.00 9,776,700.00 07/05/2024 5.22002/02/2024 9,989,700.00 A-162479LG58 4

5.391MUFG BANK LTD/NY56373 10,000,000.00 9,742,438.89 07/15/2024 5.18001/18/2024 9,975,050.00 A-162479LGF6 14

5.445MUFG BANK LTD/NY56435 10,000,000.00 9,738,500.00 09/17/2024 5.23003/21/2024 9,879,430.00 A-162479LJH9 78

5.514MUFG BANK LTD/NY56498 10,000,000.00 9,819,033.33 10/07/2024 5.34006/07/2024 9,849,590.00 A-162479LK79 98 39,076,672.2239,693,770.0040,000,000.0037,112,865.55Subtotal and Average 5.441 49 Money Market Bank Account

5.029First American Gov Oblig Sweep56394 3,524,285.19 3,524,285.19 5.09910/31/2023 3,524,285.19 AAASYS56394 1 3,524,285.193,524,285.193,524,285.1920,030,184.72Subtotal and Average 5.029 1 2,238,301,421.27 2,270,533,618.52 4.581 2172,239,621,791.22 2,238,075,370.43Total and Average Portfolio CP24
AP
Run Date: 07/31/2024 - 09:55 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

Par Value Book Value
Stated
RateMarket Value
June 30, 2024
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
MaturityS&PCUSIP Investment #
Purchase
Date

0.00 2,238,301,421.27 2,270,533,618.52 4.581 217
0 80,592.00
80,592.00
80,592.00
80,592.00
Subtotal
Accrued Interest at PurchaseAverage Balance
2,239,702,383.22 2,238,155,962.43Total Cash and Investments Portfolio CP24
AP
Run Date: 07/31/2024 - 09:55 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of July 1, 2024
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
383,524,285.19383,524,285.19 383,233,848.544 16.89%MaturitiesAging Interval: 0 days 07/01/2024 07/01/2024-( ) Payments0 180,551,428.05185,000,000.00 184,048,794.0520 8.15%MaturitiesAging Interval: 1 - 30 days 07/02/2024 07/31/2024-( ) Payments0 352,826,882.51361,500,000.00 357,541,933.3040 15.92%MaturitiesAging Interval: 31 - 90 days 08/01/2024 09/29/2024-( ) Payments0 514,420,590.89527,000,000.00 517,829,994.9160 23.21%MaturitiesAging Interval: 91 - 180 days 09/30/2024 12/28/2024-( ) Payments0 431,388,201.29437,933,333.33 429,886,912.2866 19.29%MaturitiesAging Interval: 181 - 360 days 12/29/2024 06/26/2025-( ) Payments0 307,808,418.15307,964,000.00 294,382,830.5183 13.56%MaturitiesAging Interval: 361 - 1080 days 06/27/2025 06/16/2027-( ) Payments0 67,555,564.3567,612,000.00 67,101,895.4414 2.98%MaturitiesAging Interval: 1081 days and after 06/17/2027 -( ) Payments0 Total for 2,234,026,209.032,238,075,370.43100.00287 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 07/02/2024 - 16:26 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
CITY POOL FY23-24
Portfolio Management
May 31, 2024
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 571,570,024.78 1,13725.88 3.132551555,747,259.92571,713,333.33 3.176 Federal Agency Issues - Discount 983,514,200.01 22444.54 5.166110998,953,741.001,015,000,000.00 5.238 Money Market 300,000,000.00 113.59 5.1641300,000,000.00300,000,000.00 5.236 Local Agency Investment Funds 50,000,000.00 12.26 4.273149,709,563.3550,000,000.00 4.332 Corporate Bonds 3,999,926.17 1,0960.18 0.533173,991,570.844,000,000.00 0.540 Negotiable CD's 25,000,000.00 3041.13 5.5849424,984,540.0025,000,000.00 5.662 Federal Agency Issues-Coupon/Bullet 233,025,432.70 53710.55 4.335234231,845,688.31233,200,000.00 4.395 Commercial Paper - Discount 29,257,638.89 1711.32 5.4166229,719,780.0030,000,000.00 5.492 Money Market Bank Account 11,772,534.73 10.53 5.029111,772,534.7311,772,534.73 5.099 2,208,139,757.28 100.00%
Investments
2,206,724,678.152,240,685,868.06 459 218 4.530 4.593
Cash and Accrued Interest
2,208,179,896.86Total Cash and Investments
40,139.58Subtotal
40,139.58
2,206,764,817.732,240,685,868.06
40,139.58
40,139.58
459 218 4.530 4.593
Accrued Interest at Purchase
Current Year
May 31
8,635,536.66
Fiscal Year To Date
83,063,751.36
Average Daily Balance
Effective Rate of Return
2,226,619,955.45 2,066,876,385.84

4.37%4.57%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio CP24
AP
Reporting period 05/01/2024-05/31/2024
Run Date: 07/31/2024 - 09:57 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
May 31, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

5.395FEDERAL HOME LOAN BANK56217 5,000,000.00 5,000,000.00 06/10/20245.47008/01/2023 5,000,279.35 AA3130AWSB7 9

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,999,724.55 AA3134GYS86 10

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,990,903.85 AA3130AQAH6 27

5.053FEDERAL HOME LOAN BANK56363 5,000,000.00 5,000,000.00 08/01/20245.11512/28/2023 4,996,344.45 AA3130AYC61 61

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,972,530.20 AA3130APRU1 76

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,991,601.50 AA3134GY4B5 86

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,968,081.95 AA3130AQ3C5 88

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,497,975.08 AA3134GY3X8 90

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,950,998.03 AA3130ALNZ3 121

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,949,056.70 AA3130APDV4 128

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,987,916.05 AA3134GYEB4 146

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,942,413.92 AA3130ALZS6 149

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,946,009.24 AA3130APKX2 149

5.166FEDERAL HOME LOAN BANK56439 10,000,000.00 10,000,000.00 11/04/20245.23004/04/2024 9,989,926.00 AA3130B0RV3 156

5.070FEDERAL HOME LOAN BANK56426 10,000,000.00 10,000,000.00 11/08/20245.13003/11/2024 9,985,649.00 AA3130B0FT1 160

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,998,770.69 11/18/20244.50011/18/2022 4,978,735.70 AA3133ENZ94 170

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,939,429.70 AA3130AQ3B7 177

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,930,290.77 AA3130AMK92 178

5.120FEDERAL HOME LOAN BANK56445 10,000,000.00 10,000,000.00 12/09/20245.18004/09/2024 9,994,700.90 AA3130B0TJ8 191

5.199FEDERAL HOME LOAN BANK56450 10,000,000.00 10,000,000.00 12/12/20245.26004/15/2024 9,998,753.40 AA3130B0WN5 194

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,751.19 12/30/20240.60006/30/2021 2,920,398.24 AA3130AMXH0 212

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,918,706.06 AA3130AMTQ5 212

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,918,719.89 AA3130AP2Y0 212

5.189FEDERAL HOME LOAN BANK56448 10,000,000.00 10,000,000.00 01/10/20255.25004/11/2024 9,998,198.10 AA3130B0V71 223

5.295FEDERAL HOME LOAN BANK56462 10,000,000.00 10,000,000.00 01/10/20255.29504/25/2024 10,004,603.20 AA3130B15G8 223

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 3,102,890.21 AA3130ANEJ5 241

5.239FEDERAL HOME LOAN BANK56481 10,000,000.00 10,000,000.00 02/03/20255.30005/28/2024 10,005,633.70 AA3130B1KV8 247

4.932FEDERAL HOME LOAN BANK56397 5,000,000.00 5,000,000.00 02/07/20255.00002/09/2024 4,985,327.20 AA3130AYW36 251

5.187FEDERAL HOME LOAN BANK56449 10,000,000.00 10,000,000.00 02/12/20255.25004/12/2024 9,997,790.60 AA3130B0VX4 256

5.026FEDERAL HOME LOAN BANK56403 5,000,000.00 5,000,000.00 02/14/20255.12502/16/2024 4,987,372.85 AA3130B02A6 258

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,985,785.20 AAA3134GYJ29 258

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,929,443.81 AA3130AQY49 271

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,951,691.20 AA3134GXS88 272

5.089FEDERAL HOME LOAN BANK56418 5,000,000.00 5,000,000.00 03/04/20255.16003/04/2024 4,984,638.95 AA3130B0CU1 276

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,894,429.40 AA3133EMTQ5 289

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,894,429.40 AA3133EMTQ5 289 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

5.001FEDERAL FARM CREDIT BANK56436 10,000,000.00 9,994,431.80 03/25/20255.00003/25/2024 9,975,954.50 AA3133EP6G5 297

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,888,422.17 AA3130AP4F9 299

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,887,981.80 AA3130AP3M5 300

5.326FEDERAL HOME LOAN BANK56451 5,000,000.00 5,000,000.00 04/15/20255.40004/15/2024 4,993,979.45 AA3130B0UT4 318

5.326FEDERAL HOME LOAN BANK56454 5,000,000.00 5,000,000.00 04/15/20255.40004/15/2024 4,993,979.45 AA3130B0UT4 318

5.124FEDERAL FARM CREDIT BANK56459 10,000,000.00 9,994,067.30 04/17/20255.12504/18/2024 9,987,691.80 AA3133ERBS9 320

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,882,429.01 AA3133EMWH1 324

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,880,510.78 AA3130APJM8 331

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,937,831.30 AA3130ARP96 331

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,881,148.01 AA3130AM2V3 332

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,873,953.56 AA3133EMZW5 352

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,868,518.58 AA3134GVVX3 361

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,999,151.40 06/06/20254.62506/12/2023 1,988,610.06 AA3130AWER7 370

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,398,557.38 06/06/20254.62506/12/2023 3,380,637.10 AA3130AWER7 370

5.429FEDERAL HOME LOAN BANK56470 5,000,000.00 5,000,000.00 06/09/20255.50005/09/2024 4,999,080.15 AA3130B1DL8 373

5.429FEDERAL HOME LOAN BANK56471 5,000,000.00 5,000,000.00 06/09/20255.50005/09/2024 4,999,080.15 AA3130B1DL8 373

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,862,926.46 AA3133ELK37 380

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,273,973.41 AA3130AJPT0 380

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,869,810.23 AA3130APDL6 394

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,855,437.11 AA3136G4ZR7 415

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,850,172.44 AA3136G4G23 423

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,839,690.29 AA3136G4L84 443

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,842,285.38 AA3136G4H63 444

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,843,613.36 AA3136G4W41 450

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,999,256.67 08/27/20250.62508/27/2020 2,842,008.96 AA3136G42F9 452

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,934,055.95 AA3134GXR63 453

5.494FEDERAL HOME LOAN MTG CORP56234 5,000,000.00 5,000,000.00 08/28/20255.57008/28/2023 4,996,541.00 AA3134H1AZ6 453

5.180FEDERAL FARM CREDIT BANK56279 5,000,000.00 4,991,717.99 10/20/20255.12510/20/2023 5,005,117.15 AA3133EPYW9 506

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,820,436.50 AA3134GWZG4 506

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,813,590.44 AA3134GXEJ9 541

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,813,308.80 AA3134GXFA7 543

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,980,429.56 12/08/20254.12506/08/2023 4,932,121.70 AA3133EPMB8 555

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,783,733.15 AA3130AKMD5 604

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,799,308.01 AA3130AKU61 605

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,783,029.77 AA3130AKN69 606

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,783,969.85 AA3130AKU53 606 Portfolio CP24
AP
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0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,786,790.06 AA3130AKPQ3 606

0.533FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.75001/29/2021 2,804,275.68 AA3130AKTT3 607

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,783,619.69 AA3130AKVY9 607

4.734FEDERAL HOME LOAN MTG CORP56384 6,500,000.00 6,500,000.00 01/30/20264.80002/01/2024 6,455,156.44 AA3134H1QW6 608

4.734FEDERAL HOME LOAN BANK56387 4,500,000.00 4,500,000.00 02/05/20264.80002/05/2024 4,465,218.96 AA3130AYS80 614

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,783,883.96 AA3130AKXQ4 621

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,897.33 02/17/20260.62502/17/2021 2,782,278.69 AA3130AL3S1 626

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,775,963.06 AA3130AKVV5 627

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,779,108.17 AA3130AL7G3 632

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,786,111.34 AA3130ALCV4 633

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,786,111.34 AA3130ALCV4 633

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,781,215.28 AA3130AL5X8 633

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,781,215.28 AA3130AL5X8 633

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,779,991.28 AA3130AL6J8 633

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,779,991.28 AA3130ALBM5 633

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,782,560.27 AA3130AKXX9 634

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,782,310.52 AA3130AKZ25 635

5.008FEDERAL HOME LOAN BANK56417 5,000,000.00 5,000,000.00 03/04/20265.10003/04/2024 4,977,774.40 AA3130B0D48 641

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,801,824.92 AA3130ALHY3 646

4.934FEDERAL FARM CREDIT BANK56447 4,193,000.00 4,157,449.75 03/13/20264.50004/10/2024 4,162,324.31 AA3133EP5K7 650

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,788,831.23 AA3130ALRN6 660

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,723,103.05 AA3130ALGJ7 660

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,796,895.74 AA3133EMUK6 662

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,796,895.74 AA3133EMUK6 662

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,796,895.74 AA3133EMUK6 662

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,796,895.74 AA3133EMUK6 662

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,789,321.43 AA3130ALXV1 690

5.301FEDERAL HOME LOAN BANK56461 5,000,000.00 5,000,000.00 04/23/20265.37504/23/2024 4,997,952.20 AA3130B13E5 691

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,522.92 04/28/20261.25004/28/2021 2,334,496.20 AA3130ALYM0 696

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,802,105.60 AA3130ALZQ0 696

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,784,853.95 AA3130AM2J0 696

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,799,512.07 AA3130AM4L3 697

5.301FEDERAL FARM CREDIT BANK56467 5,000,000.00 5,000,000.00 05/01/20265.37505/06/2024 4,997,356.05 AA3133ERDJ7 699

5.301FEDERAL FARM CREDIT BANK56468 5,000,000.00 5,000,000.00 05/01/20265.37505/07/2024 4,997,356.05 AA3133ERDJ7 699

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,800,935.93 AA3130AMG63 724

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,783,685.03 AA3130AMNM0 725 Portfolio CP24
AP
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4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/20264.69006/09/2023 4,956,678.80 AA3133EPMF9 738

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,773,307.58 AA3130AMYQ9 759

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,761,937.37 AA3130ANAJ9 786

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,755,687.47 AA3130ANND8 816

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,959.55 08/26/20260.65008/26/2021 3,405,700.72 AA3130ANJE1 816

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,997,721.70 09/08/20260.87009/15/2021 4,564,710.65 AA3133EM4S8 829

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,738,185.35 AA3133EM6E7 849

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,750,350.50 AA3130APCH6 850

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,750,350.50 AA3130APCH6 850

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,738,741.52 AA3130ANYR5 851

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,742,003.75 AA3130ANYN4 851

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,745,265.68 AA3130AP6V2 851

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,555.00 10/28/20261.62510/28/2021 2,781,592.20 AA3130APHJ7 879

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,751,097.86 AA3130APDQ5 879

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,117,910.91 AA3130APDQ5 879

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,755,641.66 AA3133ENEM8 905

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,761,914.60 AA3133ENFN5 912

4.764FEDERAL FARM CREDIT BANK56331 5,000,000.00 5,000,000.00 12/11/20264.83012/11/2023 4,951,285.20 AA3133EPM28 923

5.326FEDERAL HOME LOAN MTG CORP56357 5,000,000.00 5,000,000.00 12/21/20265.40012/21/2023 4,990,934.65 AA3134H1MK6 933

5.326FEDERAL HOME LOAN MTG CORP56358 5,000,000.00 5,000,000.00 12/21/20265.40012/21/2023 4,990,934.65 AA3134H1MK6 933

4.932FEDERAL HOME LOAN BANK56444 5,000,000.00 5,000,000.00 10/08/20275.00004/08/2024 4,953,499.05 AA3130B0Q77 1,224

5.227FEDERAL HOME LOAN BANK56337 5,000,000.00 5,000,000.00 12/13/20275.30012/14/2023 4,972,979.90 AA3130AXZP6 1,290

4.793FEDERAL FARM CREDIT BANK56359 5,000,000.00 5,000,000.00 12/22/20274.86012/22/2023 4,941,516.25 AA3133EPN92 1,299

4.438FEDERAL HOME LOAN BANK56370 5,000,000.00 5,000,000.00 01/12/20284.50001/12/2024 4,932,542.60 AA3130AYFT8 1,320

4.438FEDERAL HOME LOAN BANK56380 5,000,000.00 5,000,000.00 01/26/20284.50001/26/2024 4,936,638.60 AA3130AYPJ9 1,334

4.681FEDERAL HOME LOAN BANK56423 5,000,000.00 5,000,000.00 03/06/20284.75003/07/2024 4,983,450.70 AA3130B0EA3 1,374

4.685FEDERAL HOME LOAN BANK56424 5,000,000.00 5,000,000.00 03/06/20284.75003/07/2024 4,983,450.70 AA3130B0EA3 1,374

4.936FEDERAL FARM CREDIT BANK56277 3,012,000.00 2,954,451.22 09/22/20284.50010/20/2023 2,998,203.08 AA3133EPWK7 1,574

4.719FEDERAL HOME LOAN BANK56428 5,000,000.00 5,000,000.00 03/12/20294.80003/12/2024 4,940,320.30 AA3130B0EH8 1,745

4.788FEDERAL HOME LOAN BANK56430 4,950,000.00 4,950,000.00 03/13/20294.87003/13/2024 4,905,063.60 AA3130B0FD6 1,746

4.636FEDERAL HOME LOAN BANK56442 5,000,000.00 5,000,000.00 04/02/20294.70004/05/2024 4,923,301.70 AA3130B0RW1 1,766

4.932FEDERAL HOME LOAN BANK56452 4,650,000.00 4,650,000.00 04/02/20295.00004/15/2024 4,630,928.96 AA3130B0WD7 1,766 571,570,024.78555,747,259.92571,713,333.33578,341,314.81Subtotal and Average 3.132 551 Portfolio CP24
AP
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5.478FEDERAL HOME LOAN BANK56291 5,000,000.00 4,846,729.17 06/03/20245.25511/06/2023 4,997,825.00 AA313384XR5 2

5.460FEDERAL HOME LOAN BANK56296 5,000,000.00 4,849,350.00 06/03/20245.24011/09/2023 4,997,825.00 AA313384XR5 2

5.372FEDERAL HOME LOAN BANK56306 5,000,000.00 4,859,397.22 06/03/20245.16511/20/2023 4,997,825.00 AA313384XR5 2

5.414FEDERAL HOME LOAN BANK56302 5,000,000.00 4,854,111.11 06/04/20245.20011/15/2023 4,997,100.00 AA313384XS3 3

5.286FEDERAL HOME LOAN BANK56329 10,000,000.00 9,742,500.00 06/05/20245.15012/08/2023 9,992,750.00 AA313384XT1 4

5.481FEDERAL HOME LOAN BANK56290 5,000,000.00 4,843,809.72 06/07/20245.25511/06/2023 4,994,925.00 AA313384XV6 6

5.390FEDERAL HOME LOAN BANK56308 5,000,000.00 4,856,830.56 06/07/20245.18011/21/2023 4,994,925.00 AA313384XV6 6

5.417FEDERAL HOME LOAN BANK56320 10,000,000.00 9,727,787.50 06/07/20245.18512/01/2023 9,989,850.00 AA313384XV6 6

5.417FEDERAL HOME LOAN BANK56321 10,000,000.00 9,727,787.50 06/07/20245.18512/01/2023 9,989,850.00 AA313384XV6 6

5.280FEDERAL HOME LOAN BANK56332 10,000,000.00 9,744,179.17 06/07/20245.14512/11/2023 9,989,850.00 AA313384XV6 6

5.525FEDERAL HOME LOAN BANK56249 5,000,000.00 4,803,293.75 06/10/20245.26509/15/2023 4,992,750.00 AA313384XY0 9

5.523FEDERAL HOME LOAN BANK56251 5,000,000.00 4,805,487.50 06/10/20245.26509/18/2023 4,992,750.00 AA313384XY0 9

5.535FEDERAL HOME LOAN BANK56282 5,000,000.00 4,832,066.67 06/10/20245.28010/25/2023 4,992,750.00 AA313384XY0 9

5.222FEDERAL HOME LOAN BANK56343 10,000,000.00 9,742,773.33 06/14/20245.08812/15/2023 9,979,700.00 AA313384YC7 13

5.322FEDERAL HOME LOAN BANK56328 10,000,000.00 9,707,325.00 07/02/20245.09012/08/2023 9,953,555.60 AA313384YW3 31

5.287FEDERAL HOME LOAN BANK56463 10,000,000.00 9,901,116.67 07/02/20245.23504/25/2024 9,953,555.60 AA313384YW3 31

5.391Federal Home Loan Discount56221 5,000,000.00 4,764,602.78 07/05/20245.10508/08/2023 4,974,600.70 AA313384YZ6 34

5.442Federal Home Loan Discount56300 5,000,000.00 4,827,945.83 07/05/20245.20511/10/2023 4,974,600.70 AA313384YZ6 34

5.337Federal Home Loan Discount56319 5,000,000.00 4,845,583.33 07/05/20245.10011/30/2023 4,974,600.70 AA313384YZ6 34

5.308Federal Home Loan Discount56323 10,000,000.00 9,698,319.44 07/05/20245.07512/04/2023 9,949,201.40 AA313384YZ6 34

5.248Federal Home Loan Discount56356 10,000,000.00 9,723,625.00 07/05/20245.02512/20/2023 9,949,201.40 AA313384YZ6 34

5.181Federal Home Loan Discount56361 15,000,000.00 14,604,868.75 07/05/20244.96512/27/2023 14,923,802.10 AA313384YZ6 34

5.131Federal Home Loan Discount56368 15,000,000.00 14,630,881.25 07/05/20245.00501/10/2024 14,923,802.10 AA313384YZ6 34

5.147Federal Home Loan Discount56379 10,000,000.00 9,772,252.78 07/05/20245.03001/24/2024 9,949,201.40 AA313384YZ6 34

5.180Federal Home Loan Discount56386 10,000,000.00 9,787,341.67 07/05/20245.07002/05/2024 9,949,201.40 AA313384YZ6 34

5.196Federal Home Loan Discount56398 10,000,000.00 9,796,400.00 07/05/20245.09002/12/2024 9,949,201.40 AA313384YZ6 34

5.339FEDERAL HOME LOAN BANK56330 10,000,000.00 9,702,208.33 07/08/20245.10512/11/2023 9,944,847.20 AA313384ZC6 37

5.175FEDERAL HOME LOAN BANK56366 10,000,000.00 9,745,048.33 07/10/20245.04301/10/2024 9,941,944.40 AA313384ZE2 39

5.165FEDERAL HOME LOAN BANK56369 10,000,000.00 9,745,503.33 07/12/20245.03401/12/2024 9,939,041.70 AA313384ZG7 41

5.276Federal Farm Credit Discount56408 10,000,000.00 9,779,266.67 07/29/20245.16002/26/2024 9,914,368.10 AA313312ZZ6 58

5.224Federal Home Loan Discount56405 10,000,000.00 9,771,693.06 08/01/20245.10502/22/2024 9,909,755.60 AA313384A41 61

5.294FEDERAL HOME LOAN BANK56333 10,000,000.00 9,671,425.00 08/02/20245.05512/12/2023 9,908,300.00 AA313384A58 62

5.153FEDERAL HOME LOAN BANK56345 10,000,000.00 9,683,979.17 08/02/20244.92512/15/2023 9,908,300.00 AA313384A58 62

5.184FEDERAL HOME LOAN BANK56347 15,000,000.00 14,529,275.00 08/02/20244.95512/18/2023 14,862,450.00 AA313384A58 62

5.195FEDERAL HOME LOAN BANK56349 10,000,000.00 9,686,929.17 08/02/20244.96512/19/2023 9,908,300.00 AA313384A58 62

5.127FEDERAL HOME LOAN BANK56362 15,000,000.00 14,552,418.75 08/02/20244.90512/27/2023 14,862,450.00 AA313384A58 62 Portfolio CP24
AP
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Page 6 ends

5.139FEDERAL HOME LOAN BANK56364 10,000,000.00 9,715,950.00 08/02/20244.94001/08/2024 9,908,300.00 AA313384A58 62

5.257FEDERAL HOME LOAN BANK56411 10,000,000.00 9,777,266.67 08/02/20245.14002/28/2024 9,908,300.00 AA313384A58 62

5.214FEDERAL HOME LOAN BANK56425 10,000,000.00 9,791,545.83 08/02/20245.10503/08/2024 9,908,300.00 AA313384A58 62

5.211FEDERAL HOME LOAN BANK56427 10,000,000.00 9,795,800.00 08/02/20245.10503/11/2024 9,908,300.00 AA313384A58 62

5.229Federal Farm Credit Discount56429 10,000,000.00 9,792,355.56 08/05/20245.12003/12/2024 9,903,933.30 AA313312A83 65

5.491FEDERAL FARM CREDIT BANK56271 5,000,000.00 4,780,022.22 08/12/20245.21010/13/2023 4,946,872.20 AA313312B74 72

5.102FEDERAL HOME LOAN BANK56365 10,000,000.00 9,704,638.89 08/12/20244.90001/08/2024 9,893,744.40 AA313384B73 72

5.190FEDERAL HOME LOAN BANK56388 10,000,000.00 9,740,277.78 08/12/20245.00002/07/2024 9,893,744.40 AA313384B73 72

5.478FEDERAL FARM CREDIT BANK56284 5,000,000.00 4,783,333.33 08/22/20245.20010/27/2023 4,939,594.45 AA313312C99 82

5.066FEDERAL HOME LOAN BANK56372 10,000,000.00 9,689,500.00 09/03/20244.86001/17/2024 9,862,909.70 AA313384E54 94

5.246FEDERAL HOME LOAN BANK56453 10,000,000.00 9,798,683.33 09/03/20245.14004/15/2024 9,862,909.70 AA313384E54 94

5.080FEDERAL HOME LOAN BANK56341 10,000,000.00 9,642,008.33 09/06/20244.84512/15/2023 9,858,580.60 AA313384E88 97

5.107FEDERAL HOME LOAN BANK56378 10,000,000.00 9,692,388.89 09/06/20244.90001/24/2024 9,858,580.60 AA313384E88 97

5.063FEDERAL HOME LOAN BANK56381 10,000,000.00 9,697,600.00 09/06/20244.86001/26/2024 9,858,580.60 AA313384E88 97

5.108FEDERAL HOME LOAN BANK56383 10,000,000.00 9,701,612.50 09/06/20244.90501/31/2024 9,858,580.60 AA313384E88 97

5.255FEDERAL HOME LOAN BANK56401 10,000,000.00 9,712,430.56 09/06/20245.05002/14/2024 9,858,580.60 AA313384E88 97

5.315FEDERAL HOME LOAN BANK56420 10,000,000.00 9,739,715.28 09/06/20245.06503/05/2024 9,858,580.60 AA313384E88 97

5.215FEDERAL HOME LOAN BANK56440 10,000,000.00 9,780,416.67 09/06/20245.10004/04/2024 9,858,580.60 AA313384E88 97

5.122FEDERAL HOME LOAN BANK56391 10,000,000.00 9,707,533.33 09/09/20244.92002/08/2024 9,854,251.40 AA313384F38 100

5.250Federal Home Loan Discount56406 10,000,000.00 9,711,313.89 09/16/20245.04502/23/2024 9,844,150.00 AA313384G29 107

5.309Federal Farm Credit Discount56455 10,000,000.00 9,776,541.67 09/18/20245.19004/16/2024 9,841,263.90 AA313312G46 109

5.226FEDERAL HOME LOAN BANK56402 10,000,000.00 9,696,313.89 09/20/20245.01502/15/2024 9,838,377.80 AA313384G60 111

5.256FEDERAL FARM CREDIT BANK56446 10,000,000.00 9,760,600.00 09/24/20245.13004/09/2024 9,832,605.60 AA313312H29 115

5.320Federal Home Loan Discount56414 10,000,000.00 9,707,066.67 09/25/20245.07003/01/2024 9,831,162.50 AA313384H36 116

5.071FEDERAL HOME LOAN BANK56346 15,000,000.00 14,420,400.00 10/01/20244.83012/18/2023 14,735,293.80 AA313384H93 122

5.213FEDERAL HOME LOAN BANK56404 10,000,000.00 9,690,277.78 10/01/20245.00002/21/2024 9,823,529.20 AA313384H93 122

5.055FEDERAL HOME LOAN BANK56354 15,000,000.00 14,422,200.00 10/03/20244.81512/20/2023 14,730,989.55 AA313384J34 124

5.011FEDERAL HOME LOAN BANK56382 10,000,000.00 9,669,333.33 10/03/20244.80001/29/2024 9,820,659.70 AA313384J34 124

5.019Federal Home Loan Discount56344 10,000,000.00 9,609,633.33 10/04/20244.78012/15/2023 9,819,225.00 AA313384J42 125

4.989Federal Home Loan Discount56360 10,000,000.00 9,620,920.83 10/04/20244.75512/22/2023 9,819,225.00 AA313384J42 125

5.027Federal Home Loan Discount56367 15,000,000.00 14,463,441.67 10/04/20244.80501/10/2024 14,728,837.50 AA313384J42 125

5.114Federal Home Loan Discount56395 10,000,000.00 9,676,055.56 10/04/20244.90002/09/2024 9,819,225.00 AA313384J42 125

5.277Federal Home Loan Discount56415 10,000,000.00 9,696,802.78 10/04/20245.03003/01/2024 9,819,225.00 AA313384J42 125

5.298Federal Home Loan Discount56431 15,000,000.00 14,581,270.83 10/04/20245.05003/19/2024 14,728,837.50 AA313384J42 125

5.270Federal Home Loan Discount56438 15,000,000.00 14,610,729.17 10/04/20245.05004/02/2024 14,728,837.50 AA313384J42 125

5.295FEDERAL HOME LOAN BANK56312 5,000,000.00 4,763,641.67 11/01/20245.02011/28/2023 4,890,061.10 AA313384M89 153 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
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360

Page 7 ends

5.000FEDERAL HOME LOAN BANK56355 10,000,000.00 9,581,295.83 11/01/20244.75512/20/2023 9,780,122.20 AA313384M89 153

0.000FEDERAL HOME LOAN BANK56376 10,000,000.00 9,626,066.67 11/01/20244.74001/22/2024 9,780,122.20 AA313384M89 153

5.064FEDERAL HOME LOAN BANK56396 10,000,000.00 9,642,377.78 11/01/20244.84002/09/2024 9,780,122.20 AA313384M89 153

5.083FEDERAL HOME LOAN BANK56399 10,000,000.00 9,646,300.00 11/01/20244.86002/13/2024 9,780,122.20 AA313384M89 153

5.255FEDERAL HOME LOAN BANK56433 10,000,000.00 9,685,483.33 11/01/20245.01003/20/2024 9,780,122.20 AA313384M89 153

5.201FEDERAL HOME LOAN BANK56434 10,000,000.00 9,690,000.00 11/01/20244.96003/21/2024 9,780,122.20 AA313384M89 153

5.222FEDERAL HOME LOAN BANK56441 10,000,000.00 9,708,333.33 11/01/20245.00004/05/2024 9,780,122.20 AA313384M89 153

5.265FEDERAL FARM CREDIT BANK56443 10,000,000.00 9,706,000.00 11/04/20245.04004/08/2024 9,775,838.90 AA313312N30 156

5.331Federal Home Loan Discount56456 10,000,000.00 9,698,250.00 11/15/20245.10004/16/2024 9,760,133.30 AA313384P60 167

5.192Federal Home Loan Discount56410 15,000,000.00 14,454,400.00 11/18/20244.96002/28/2024 14,633,775.00 AA313384P94 170

5.183Federal Home Loan Discount56407 10,000,000.00 9,619,509.72 11/29/20244.94502/26/2024 9,740,144.40 AA313384R43 181

5.180Federal Home Loan Discount56413 10,000,000.00 9,620,279.17 12/02/20244.93502/29/2024 9,737,659.70 AA313384R76 184

5.292Federal Home Loan Discount56458 10,000,000.00 9,679,533.33 12/02/20245.06004/18/2024 9,737,659.70 AA313384R76 184

5.347Federal Home Loan Discount56464 10,000,000.00 9,694,300.00 12/02/20245.09504/30/2024 9,737,659.70 AA313384R76 184

5.325Federal Home Loan Discount56473 10,000,000.00 9,709,597.22 12/02/20245.07505/10/2024 9,737,659.70 AA313384R76 184

5.363FEDERAL FARM CREDIT BANK56476 10,000,000.00 9,710,433.33 12/06/20245.11005/16/2024 9,731,987.50 AA313312S35 188

5.142Federal Home Loan Discount56419 10,000,000.00 9,624,333.33 12/06/20244.90003/05/2024 9,731,987.50 AA313384S34 188

5.200Federal Home Loan Discount56432 10,000,000.00 9,640,762.50 12/06/20244.95503/20/2024 9,731,987.50 AA313384S34 188

5.368Federal Home Loan Discount56465 10,000,000.00 9,690,258.33 12/06/20245.11505/02/2024 9,731,987.50 AA313384S34 188

5.292FEDERAL HOME LOAN BANK56460 10,000,000.00 9,676,722.22 12/09/20245.06004/23/2024 9,727,733.30 AA313384S67 191

4.893Federal Home Loan Discount56390 10,000,000.00 9,573,291.67 01/03/20254.65502/08/2024 9,695,597.20 AA313385AC0 216

5.137Federal Home Loan Discount56412 10,000,000.00 9,580,275.00 01/03/20254.89002/29/2024 9,695,597.20 AA313385AC0 216

5.283Federal Home Loan Discount56472 10,000,000.00 9,667,130.56 01/03/20255.03505/10/2024 9,695,597.20 AA313385AC0 216

5.315Federal Home Loan Discount56480 10,000,000.00 9,683,437.50 01/03/20255.06505/23/2024 9,695,597.20 AA313385AC0 216

5.363Federal Home Loan Discount56482 10,000,000.00 9,689,141.67 01/03/20255.11005/29/2024 9,695,597.20 AA313385AC0 216

4.878Federal Home Loan Discount56389 10,000,000.00 9,569,511.11 01/06/20254.64002/07/2024 9,691,388.90 AA313385AF3 219

5.273Federal Home Loan Discount56457 10,000,000.00 9,617,161.11 01/15/20255.03004/16/2024 9,678,763.90 AA313385AQ9 228

5.327Federal Home Loan Discount56483 10,000,000.00 9,665,895.83 01/21/20255.07505/29/2024 9,670,347.20 AA313385AW6 234

5.019Federal Home Loan Discount56400 10,000,000.00 9,525,322.22 02/07/20254.76002/14/2024 9,649,300.00 AA313385BP0 251

5.095Federal Home Loan Discount56409 10,000,000.00 9,536,645.83 02/07/20254.83502/28/2024 9,649,300.00 AA313385BP0 251

5.230Federal Farm Credit Discount56466 10,000,000.00 9,608,516.67 02/13/20254.98005/06/2024 9,640,950.00 AA313313BV9 257

5.230Federal Farm Credit Discount56469 10,000,000.00 9,609,900.00 02/13/20254.98005/07/2024 9,640,950.00 AA313313BV9 257 983,514,200.01998,953,741.001,015,000,000.00993,596,424.07Subtotal and Average 5.166 110 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
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360

Page 8 ends

5.168Fidelity Inst Government52411 175,000,000.00 175,000,000.00 5.240175,000,000.00 AAASYS52411 1

5.158Morgan Stanley Inst Government52471 125,000,000.00 125,000,000.00 5.230125,000,000.00 AAASYS52471 1 300,000,000.00300,000,000.00300,000,000.00318,387,096.77Subtotal and Average 5.164 1 Local Agency Investment Funds

4.273Local Agency Investment Fund43 50,000,000.00 50,000,000.00 4.33249,709,563.35SYS43 1 50,000,000.0049,709,563.3550,000,000.0050,000,000.00Subtotal and Average 4.273 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,999,926.17 06/18/20240.50006/18/2021 3,991,570.84 A89236TJH9 17 3,999,926.173,991,570.844,000,000.003,999,861.02Subtotal and Average 0.533 17 Negotiable CD's

5.860Royal Bank CN56268 10,000,000.00 10,000,000.00 06/20/20245.86009/27/2023 10,001,910.00 A-178015JB30 19

5.840Royal Bank CN56287 5,000,000.00 5,000,000.00 07/26/20245.84010/30/2023 5,002,040.00 A-178015JDT1 55

5.180Royal Bank CN56336 10,000,000.00 10,000,000.00 12/06/20245.18012/14/2023 9,980,590.00 A-178015JJB4 188 25,000,000.0024,984,540.0025,000,000.0025,000,000.00Subtotal and Average 5.584 94 Federal Agency Issues-Coupon/Bullet

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,999,475.84 06/14/20243.12508/18/2022 4,996,593.60 AA3130ASHK8 13

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,749,750.12 06/17/20241.80003/17/2022 5,742,138.72 AA3133ENSB7 16

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,999,680.75 06/17/20243.25006/17/2022 2,997,545.55 AA3133ENYX2 16

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,999,745.37 06/28/20242.75006/10/2022 2,994,544.95 AA3130ASDS5 27

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,999,660.49 06/28/20242.75006/10/2022 3,992,726.60 AA3130ASDS5 27

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,998,877.57 06/28/20242.75006/13/2022 2,994,544.95 AA3130ASDS5 27

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,999,462.20 06/28/20242.75006/13/2022 2,994,544.95 AA3130ASDS5 27

5.292FEDERAL HOME LOAN BANK56301 5,000,000.00 5,000,000.00 07/02/20245.35511/15/2023 4,999,948.15 AA3130AXU22 31

5.238FEDERAL HOME LOAN BANK56335 10,000,000.00 10,000,000.00 08/01/20245.30012/14/2023 9,999,098.20 AA3130AY5G7 61

5.001FEDERAL HOME LOAN BANK56348 15,000,000.00 14,997,384.44 09/18/20245.00012/18/2023 14,978,988.60 AA3130AY6M3 109

5.440FEDERAL HOME LOAN BANK56259 5,000,000.00 4,999,780.78 09/20/20245.50009/22/2023 4,997,688.25 AA3130AXCB2 111

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,999,710.67 09/23/20240.43009/23/2021 2,953,585.92 AA3133EM5X6 114

4.930FEDERAL FARM CREDIT BANK56371 10,000,000.00 9,996,339.77 10/01/20244.87501/12/2024 9,979,860.40 AA3133EPV77 122

4.944FEDERAL FARM CREDIT BANK56374 5,000,000.00 4,999,976.09 10/02/20245.00001/19/2024 4,991,905.35 AA3133EPX83 123

4.942FEDERAL FARM CREDIT BANK56375 5,000,000.00 5,000,000.00 10/02/20245.00001/19/2024 4,991,905.35 AA3133EPX83 123

4.917FEDERAL HOME LOAN BANK56351 10,000,000.00 10,000,000.00 11/15/20244.98012/19/2023 9,972,717.40 AA3130AY7E0 167 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
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360

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4.917FEDERAL HOME LOAN BANK56352 5,000,000.00 5,000,000.00 11/15/20244.98012/19/2023 4,986,358.70 AA3130AY7E0 167

5.445FEDERAL FARM CREDIT BANK56257 5,000,000.00 4,999,689.29 11/25/20245.50009/25/2023 4,999,507.40 AA3133EPWP6 177

5.227FEDERAL HOME LOAN BANK56475 10,000,000.00 10,000,000.00 12/06/20245.30005/16/2024 10,000,015.70 AA3130B1FT9 188

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,814.61 12/09/20240.92012/09/2021 2,931,657.54 AA3133ENGQ7 191

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,890.33 12/09/20240.92012/09/2021 2,931,657.54 AA3133ENGQ7 191

5.182FEDERAL FARM CREDIT BANK56307 5,000,000.00 5,000,000.00 12/13/20245.25011/20/2023 5,000,657.60 AA3133EPF26 195

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,999,526.88 12/20/20241.00001/05/2022 2,931,941.19 AA3130AQF40 202

5.218FEDERAL HOME LOAN BANK56477 10,000,000.00 10,000,000.00 02/10/20255.29005/20/2024 9,998,000.80 AA3130B1GP6 254

4.948FEDERAL FARM CREDIT BANK56421 10,000,000.00 9,998,793.06 03/06/20255.00003/06/2024 9,980,076.80 AA3133EP4X0 278

4.951FEDERAL FARM CREDIT BANK56422 10,000,000.00 9,998,527.91 03/06/20255.00003/06/2024 9,980,076.80 AA3133EP4X0 278

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,755.56 04/21/20250.60004/21/2021 4,805,548.35 AA3133EMWT5 324

5.089FEDERAL FARM CREDIT BANK56478 5,000,000.00 4,998,357.13 05/22/20255.12505/22/2024 4,998,491.65 AA3133ERFD8 355

5.090FEDERAL FARM CREDIT BANK56479 5,000,000.00 4,998,342.50 05/22/20255.12505/22/2024 4,998,491.65 AA3133ERFD8 355

5.158FEDERAL FARM CREDIT BANK56484 10,000,000.00 9,990,064.30 05/22/20255.12505/31/2024 9,996,983.30 AA3133ERFD8 355

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,987,670.55 06/13/20254.75006/30/2023 4,977,270.15 AA3130AWBY5 377

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,995,404.24 06/13/20254.75006/30/2023 4,977,270.15 AA3130AWBY5 377

5.119FEDERAL HOME LOAN BANK56201 5,000,000.00 4,978,460.34 06/13/20254.75007/07/2023 4,977,270.15 AA3130AWBY5 377

5.128FEDERAL HOME LOAN BANK56232 5,000,000.00 4,996,342.90 06/13/20255.12508/23/2023 4,997,117.55 AA3130AWLY4 377

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,988,704.20 06/17/20250.50010/20/2021 2,859,406.23 AA3135G04Z3 381

5.129FEDERAL FARM CREDIT BANK56254 5,000,000.00 4,987,880.11 09/15/20255.00009/21/2023 4,994,614.55 AA3133EPVY8 471

4.733FEDERAL FARM CREDIT BANK56416 10,450,000.00 10,427,627.50 09/22/20254.62503/01/2024 10,394,288.65 AA3133EP3Q6 478

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,970,039.77 11/07/20250.50012/08/2021 2,813,600.91 AA3135G06G3 524

4.991FEDERAL FARM CREDIT BANK56255 5,000,000.00 4,983,975.16 04/20/20264.87509/21/2023 4,994,326.90 AA3133EPWD3 688

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,986,722.27 09/10/20260.80009/28/2021 2,742,721.11 AA3133EM4X7 831 233,025,432.70231,845,688.31233,200,000.00209,963,809.43Subtotal and Average 4.335 234 Commercial Paper - Discount

5.413MUFG BANK LTD/NY56385 10,000,000.00 9,776,700.00 07/05/20245.22002/02/2024 9,948,510.00 A-162479LG58 34

5.391MUFG BANK LTD/NY56373 10,000,000.00 9,742,438.89 07/15/20245.18001/18/2024 9,933,570.00 A-162479LGF6 44

5.445MUFG BANK LTD/NY56435 10,000,000.00 9,738,500.00 09/17/20245.23003/21/2024 9,837,700.00 A-162479LJH9 108 29,257,638.8929,719,780.0030,000,000.0029,888,247.31Subtotal and Average 5.416 62 Money Market Bank Account

5.029First American Gov Oblig Sweep56394 11,772,534.73 11,772,534.73 5.09910/31/2023 11,772,534.73 AAASYS56394 1 11,772,534.7311,772,534.7311,772,534.7317,443,202.02Subtotal and Average 5.029 1 Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
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360

Page 10 ends

Par Value Book Value
Stated
RateMarket Value
May 31, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
2,226,619,955.45 2,240,685,868.06 4.530 2182,206,724,678.15 2,208,139,757.28Total and Average Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

Par Value Book Value
Stated
RateMarket Value
May 31, 2024
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,226,619,955.45 2,240,685,868.06 4.530 218
0 40,139.58
40,139.58
40,139.58
40,139.58
Subtotal
Accrued Interest at PurchaseAverage Balance
2,206,764,817.73 2,208,179,896.86Total Cash and Investments Portfolio CP24
AP
Run Date: 07/31/2024 - 09:57 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of June 1, 2024
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
361,772,534.73361,772,534.73 361,482,098.084 16.15%MaturitiesAging Interval: 0 days 06/01/2024 06/01/2024-( ) Payments0 145,982,681.71148,750,000.00 148,597,702.9126 6.64%MaturitiesAging Interval: 1 - 30 days 06/02/2024 07/01/2024-( ) Payments0 354,828,338.48363,500,000.00 361,045,069.7841 16.22%MaturitiesAging Interval: 31 - 90 days 07/02/2024 08/30/2024-( ) Payments0 503,207,090.63516,000,000.00 508,162,885.7357 23.03%MaturitiesAging Interval: 91 - 180 days 08/31/2024 11/28/2024-( ) Payments0 458,163,280.89466,200,000.00 457,637,035.5664 20.81%MaturitiesAging Interval: 181 - 360 days 11/29/2024 05/27/2025-( ) Payments0 326,631,379.62326,851,333.33 312,697,990.6591 14.59%MaturitiesAging Interval: 361 - 1080 days 05/28/2025 05/17/2027-( ) Payments0 57,554,451.2257,612,000.00 57,101,895.4412 2.57%MaturitiesAging Interval: 1081 days and after 05/18/2027 -( ) Payments0 Total for 2,206,724,678.152,208,139,757.28100.00295 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 07/02/2024 - 16:27 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
CITY POOL FY23-24
Portfolio Management
April 30, 2024
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 565,563,817.35 1,14824.91 3.051570547,767,996.80565,713,333.33 3.093 Federal Agency Issues - Discount 1,008,832,000.71 21644.44 5.1731171,022,408,683.851,040,000,000.00 5.244 Money Market 330,000,000.00 114.54 5.1541330,000,000.00330,000,000.00 5.226 Local Agency Investment Funds 50,000,000.00 12.20 4.213149,709,563.3550,000,000.00 4.272 Corporate Bonds 3,999,791.53 1,0960.18 0.533483,974,243.324,000,000.00 0.540 Negotiable CD's 25,000,000.00 3041.10 5.58412524,983,775.0025,000,000.00 5.662 Federal Agency Issues-Coupon/Bullet 202,016,728.43 5838.90 4.157243200,584,723.81202,200,000.00 4.215 Commercial Paper - Discount 48,831,813.89 1592.15 5.4945649,575,530.0050,000,000.00 5.570 Money Market Bank Account 35,944,379.16 11.58 5.029135,944,379.1635,944,379.16 5.099 2,270,188,531.07 100.00%
Investments
2,264,948,895.292,302,857,712.49 443 218 4.531 4.594
Cash and Accrued Interest
2,270,207,646.34Total Cash and Investments
19,115.27Subtotal
19,115.27
2,264,968,010.562,302,857,712.49
19,115.27
19,115.27
443 218 4.531 4.594
Accrued Interest at Purchase
Current Year
April 30
8,528,639.58
Fiscal Year To Date
74,428,214.70
Average Daily Balance
Effective Rate of Return
2,253,353,083.48 2,050,640,154.18

4.34%4.60%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio CP24
AP
Reporting period 04/01/2024-04/30/2024
Run Date: 07/31/2024 - 10:00 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
April 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Coupon

2.880FEDERAL FARM CREDIT BANK55738 3,000,000.00 3,000,000.00 05/16/20242.92005/16/2022 2,996,660.79 AA3133ENWL0 15

0.395FEDERAL HOME LOAN BANK55409 3,000,000.00 3,000,000.00 05/24/20240.40008/24/2021 2,990,510.46 AA3130ANM49 23

1.430FEDERAL HOME LOAN BANK55628 3,000,000.00 3,000,000.00 05/28/20241.45002/28/2022 2,991,210.36 AA3130AQWQ2 27

5.395FEDERAL HOME LOAN BANK56217 5,000,000.00 5,000,000.00 06/10/20245.47008/01/2023 4,999,583.75 AA3130AWSB7 40

5.202FEDERAL HOME LOAN MTG56136 5,000,000.00 5,000,000.00 06/11/20245.27005/15/2023 4,996,732.50 AA3134GYS86 41

0.986FEDERAL HOME LOAN BANK55557 3,000,000.00 3,000,000.00 06/28/20241.00012/28/2021 2,979,140.37 AA3130AQAH6 58

5.053FEDERAL HOME LOAN BANK56363 5,000,000.00 5,000,000.00 08/01/20245.11512/28/2023 4,995,531.75 AA3130AYC61 92

0.986FEDERAL HOME LOAN BANK55495 3,000,000.00 3,000,000.00 08/16/20241.00011/16/2021 2,962,202.85 AA3130APRU1 107

4.936FREDDIE MAC55915 5,000,000.00 5,000,000.00 08/26/20245.00011/28/2022 4,988,996.60 AA3134GY4B5 117

0.986FEDERAL HOME LOAN BANK55513 3,000,000.00 3,000,000.00 08/28/20241.00011/30/2021 2,957,049.48 AA3130AQ3C5 119

5.035FREDDIE MAC55918 2,500,000.00 2,500,000.00 08/30/20245.10011/30/2022 2,495,768.60 AA3134GY3X8 121

0.542FEDERAL HOME LOAN BANK55243 3,000,000.00 3,000,000.00 09/30/20240.55003/30/2021 2,939,388.51 AA3130ALNZ3 152

0.641FEDERAL HOME LOAN BANK55463 3,000,000.00 3,000,000.00 10/07/20240.65010/07/2021 2,938,037.64 AA3130APDV4 159

4.936FREDDIE MAC56006 5,000,000.00 5,000,000.00 10/25/20245.00001/30/2023 4,984,465.30 AA3134GYEB4 177

0.616FEDERAL HOME LOAN BANK55296 3,000,000.00 3,000,000.00 10/28/20240.62504/28/2021 2,933,697.69 AA3130ALZS6 180

0.779FEDERAL HOME LOAN BANK55482 3,000,000.00 3,000,000.00 10/28/20240.79010/28/2021 2,936,070.12 AA3130APKX2 180

5.166FEDERAL HOME LOAN BANK56439 10,000,000.00 10,000,000.00 11/04/20245.23004/04/2024 9,996,941.60 AA3130B0RV3 187

5.070FEDERAL HOME LOAN BANK56426 10,000,000.00 10,000,000.00 11/08/20245.13003/11/2024 9,991,703.80 AA3130B0FT1 191

4.494FEDERAL FARM CREDIT BANK55911 5,000,000.00 4,998,549.86 11/18/20244.50011/18/2022 4,976,613.25 AA3133ENZ94 201

0.986FEDERAL HOME LOAN BANK55512 3,000,000.00 3,000,000.00 11/25/20241.00011/30/2021 2,929,555.41 AA3130AQ3B7 208

0.542FEDERAL HOME LOAN BANK55339 3,000,000.00 3,000,000.00 11/26/20240.55005/26/2021 2,921,729.25 AA3130AMK92 209

5.375FEDERAL FARM CREDIT BANK56314 5,000,000.00 5,000,000.00 11/29/20245.45011/29/2023 4,999,883.10 AA3133EPG90 212

5.375FEDERAL FARM CREDIT BANK56315 5,000,000.00 5,000,000.00 11/29/20245.45011/29/2023 4,999,883.10 AA3133EPG90 212

5.375FEDERAL FARM CREDIT BANK56316 5,000,000.00 5,000,000.00 11/29/20245.45011/29/2023 4,999,883.10 AA3133EPG90 212

5.120FEDERAL HOME LOAN BANK56445 10,000,000.00 10,000,000.00 12/09/20245.18004/09/2024 10,000,000.00 AA3130B0TJ8 222

5.199FEDERAL HOME LOAN BANK56450 10,000,000.00 10,000,000.00 12/12/20245.26004/15/2024 9,997,370.30 AA3130B0WN5 225

0.606FEDERAL HOME LOAN BANK55376 3,000,000.00 2,999,715.48 12/30/20240.60006/30/2021 2,909,398.05 AA3130AMXH0 243

0.493FEDERAL HOME LOAN BANK55379 3,000,000.00 3,000,000.00 12/30/20240.50006/30/2021 2,907,469.77 AA3130AMTQ5 243

0.493FEDERAL HOME LOAN BANK55448 3,000,000.00 3,000,000.00 12/30/20240.50009/30/2021 2,907,501.72 AA3130AP2Y0 243

5.189FEDERAL HOME LOAN BANK56448 10,000,000.00 10,000,000.00 01/10/20255.25004/11/2024 9,995,579.20 AA3130B0V71 254

5.295FEDERAL HOME LOAN BANK56462 10,000,000.00 10,000,000.00 01/10/20255.29504/25/2024 9,994,400.00 AA3130B15G8 254

0.513FEDERAL HOME LOAN BANK55388 3,200,000.00 3,200,000.00 01/28/20250.52007/28/2021 3,089,818.21 AA3130ANEJ5 272

4.932FEDERAL HOME LOAN BANK56397 5,000,000.00 5,000,000.00 02/07/20255.00002/09/2024 4,982,816.80 AA3130AYW36 282

5.187FEDERAL HOME LOAN BANK56449 10,000,000.00 10,000,000.00 02/12/20255.25004/12/2024 9,993,831.70 AA3130B0VX4 287

5.026FEDERAL HOME LOAN BANK56403 5,000,000.00 5,000,000.00 02/14/20255.12502/16/2024 4,988,862.70 AA3130B02A6 289

5.079FREDDIE MAC56030 5,000,000.00 5,000,000.00 02/14/20255.15002/14/2023 4,984,438.80 AAA3134GYJ29 289 Portfolio CP24
AP
Run Date: 07/31/2024 - 10:00 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
YTM
360

Page 2 ends

1.973FEDERAL HOME LOAN BANK55627 3,000,000.00 3,000,000.00 02/27/20252.00002/28/2022 2,920,568.70 AA3130AQY49 302

3.952FEDERAL HOME LOAN MTG CORP55838 5,000,000.00 5,000,000.00 02/28/20254.00008/30/2022 4,943,002.65 AA3134GXS88 303

5.089FEDERAL HOME LOAN BANK56418 5,000,000.00 5,000,000.00 03/04/20255.16003/04/2024 4,985,127.15 AA3130B0CU1 307

0.690FEDERAL FARM CREDIT BANK55218 3,000,000.00 3,000,000.00 03/17/20250.70003/17/2021 2,882,209.86 AA3133EMTQ5 320

0.690FEDERAL FARM CREDIT BANK55220 3,000,000.00 3,000,000.00 03/17/20250.70003/18/2021 2,882,209.86 AA3133EMTQ5 320

5.001FEDERAL FARM CREDIT BANK56436 10,000,000.00 9,993,863.62 03/25/20255.00003/25/2024 9,973,011.80 AA3133EP6G5 328

0.562FEDERAL HOME LOAN BANK55439 3,000,000.00 3,000,000.00 03/27/20250.57009/27/2021 2,874,911.67 AA3130AP4F9 330

0.542FEDERAL HOME LOAN BANK55442 3,000,000.00 3,000,000.00 03/28/20250.55009/28/2021 2,875,176.09 AA3130AP3M5 331

5.326FEDERAL HOME LOAN BANK56451 5,000,000.00 5,000,000.00 04/15/20255.40004/15/2024 4,982,356.10 AA3130B0UT4 349

5.326FEDERAL HOME LOAN BANK56454 5,000,000.00 5,000,000.00 04/15/20255.40004/15/2024 4,982,356.10 AA3130B0UT4 349

5.124FEDERAL FARM CREDIT BANK56459 10,000,000.00 9,993,504.07 04/17/20255.12504/18/2024 9,987,129.10 AA3133ERBS9 351

0.700FEDERAL FARM CREDIT BANK55280 3,000,000.00 3,000,000.00 04/21/20250.71004/21/2021 2,869,942.29 AA3133EMWH1 355

0.809FEDERAL HOME LOAN BANK55481 3,000,000.00 3,000,000.00 04/28/20250.82010/28/2021 2,871,181.74 AA3130APJM8 362

2.959FEDERAL HOME LOAN BANK55710 3,000,000.00 3,000,000.00 04/28/20253.00004/28/2022 2,930,275.08 AA3130ARP96 362

0.690FEDERAL HOME LOAN BANK55297 3,000,000.00 3,000,000.00 04/29/20250.70004/29/2021 2,868,192.33 AA3130AM2V3 363

0.720FEDERAL FARM CREDIT BANK55327 3,000,000.00 3,000,000.00 05/19/20250.73005/19/2021 2,860,325.82 AA3133EMZW5 383

0.740FEDERAL HOME LOAN MTG CORP54848 3,000,000.00 3,000,000.00 05/28/20250.75005/28/2020 2,861,285.79 AA3134GVVX3 392

4.606FEDERAL HOME LOAN BANK56175 2,000,000.00 1,999,081.65 06/06/20254.62506/12/2023 1,986,358.56 AA3130AWER7 401

4.606FEDERAL HOME LOAN BANK56176 3,400,000.00 3,398,438.81 06/06/20254.62506/12/2023 3,376,809.55 AA3130AWER7 401

0.769FEDERAL FARM CREDIT BANK54880 3,000,000.00 3,000,000.00 06/16/20250.78006/16/2020 2,855,938.65 AA3133ELK37 411

0.750FEDERAL HOME LOAN BANK54881 1,333,333.33 1,333,333.33 06/16/20250.76006/16/2020 1,270,984.37 AA3130AJPT0 411

0.789FEDERAL HOME LOAN BANK55447 3,000,000.00 3,000,000.00 06/30/20250.80009/30/2021 2,856,186.96 AA3130APDL6 425

0.690FEDERAL NATIONAL MORTGAGE54930 3,000,000.00 3,000,000.00 07/21/20250.70007/21/2020 2,840,991.45 AA3136G4ZR7 446

0.592FEDERAL NATIONAL MORTGAGE54944 3,000,000.00 3,000,000.00 07/29/202507/30/2020 2,834,615.55 AA3136G4G23 454

0.562FEDERAL NATIONAL MORTGAGE54964 3,000,000.00 3,000,000.00 08/18/20250.57008/18/2020 2,828,432.91 AA3136G4L84 474

0.542FEDERAL NATIONAL MORTGAGE54968 3,000,000.00 3,000,000.00 08/19/20250.55008/19/2020 2,827,331.64 AA3136G4H63 475

0.641FEDERAL NATIONAL MORTGAGE54975 3,000,000.00 3,000,000.00 08/25/20250.65008/27/2020 2,828,948.73 AA3136G4W41 481

0.637FEDERAL NATIONAL MORTGAGE54974 3,000,000.00 2,999,206.67 08/27/20250.62508/27/2020 2,827,302.15 AA3136G42F9 483

3.995FEDERAL HOME LOAN MTG CORP55834 5,000,000.00 5,000,000.00 08/28/20254.05008/29/2022 4,922,131.65 AA3134GXR63 484

5.494FEDERAL HOME LOAN MTG CORP56234 5,000,000.00 5,000,000.00 08/28/20255.57008/28/2023 4,997,459.60 AA3134H1AZ6 484

5.180FEDERAL FARM CREDIT BANK56279 5,000,000.00 4,991,220.07 10/20/20255.12510/20/2023 4,995,666.95 AA3133EPYW9 537

0.592FEDERAL HOME LOAN MTG CORP55039 3,000,000.00 3,000,000.00 10/20/20250.60010/20/2020 2,807,635.35 AA3134GWZG4 537

0.631FEDERAL HOME LOAN MTG CORP55073 3,000,000.00 3,000,000.00 11/24/20250.64011/25/2020 2,797,413.24 AA3134GXEJ9 572

0.641FEDERAL HOME LOAN MTG CORP55077 3,000,000.00 3,000,000.00 11/26/20250.65011/30/2020 2,797,162.68 AA3134GXFA7 574

4.340FEDERAL FARM CREDIT BANK56170 5,000,000.00 4,979,356.22 12/08/20254.12506/08/2023 4,916,484.75 AA3133EPMB8 586

0.493FEDERAL HOME LOAN BANK55159 3,000,000.00 3,000,000.00 01/26/20260.50001/27/2021 2,758,194.78 AA3130AKMD5 635 Portfolio CP24
AP
Run Date: 07/31/2024 - 10:00 PM (PRF_PM2) 7.3.11
YTM
360

Page 3 ends

0.602FEDERAL HOME LOAN BANK55160 3,000,000.00 3,000,000.00 01/27/20260.75001/27/2021 2,781,298.56 AA3130AKU61 636

0.493FEDERAL HOME LOAN BANK55163 3,000,000.00 3,000,000.00 01/28/20260.50001/28/2021 2,764,696.32 AA3130AKN69 637

0.513FEDERAL HOME LOAN BANK55164 3,000,000.00 3,000,000.00 01/28/20260.52001/28/2021 2,765,686.56 AA3130AKU53 637

0.572FEDERAL HOME LOAN BANK55165 3,000,000.00 3,000,000.00 01/28/20260.58001/28/2021 2,771,412.48 AA3130AKPQ3 637

0.533FEDERAL HOME LOAN BANK55166 3,000,000.00 3,000,000.00 01/29/20260.75001/29/2021 2,787,224.91 AA3130AKTT3 638

0.513FEDERAL HOME LOAN BANK55167 3,000,000.00 3,000,000.00 01/29/20260.52001/29/2021 2,765,351.67 AA3130AKVY9 638

4.734FEDERAL HOME LOAN MTG CORP56384 6,500,000.00 6,500,000.00 01/30/20264.80002/01/2024 6,442,436.46 AA3134H1QW6 639

4.734FEDERAL HOME LOAN BANK56387 4,500,000.00 4,500,000.00 02/05/20264.80002/05/2024 4,456,705.323130AYS80 645

0.592FEDERAL HOME LOAN BANK55183 3,000,000.00 3,000,000.00 02/12/20260.60002/12/2021 2,767,053.96 AA3130AKXQ4 652

0.618FEDERAL HOME LOAN BANK55187 3,000,000.00 2,999,892.33 02/17/20260.62502/17/2021 2,763,815.97 AA3130AL3S1 657

0.493FEDERAL HOME LOAN BANK55190 3,000,000.00 3,000,000.00 02/18/20260.50002/18/2021 2,756,014.23 AA3130AKVV5 658

0.592FEDERAL HOME LOAN BANK55193 3,000,000.00 3,000,000.00 02/23/20260.60002/23/2021 2,759,472.39 AA3130AL7G3 663

0.740FEDERAL HOME LOAN BANK55195 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,771,882.28 AA3130ALCV4 664

0.740FEDERAL HOME LOAN BANK55196 3,000,000.00 3,000,000.00 02/24/20260.75002/24/2021 2,771,882.28 AA3130ALCV4 664

0.641FEDERAL HOME LOAN BANK55197 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,763,954.66 AA3130AL5X8 664

0.641FEDERAL HOME LOAN BANK55198 3,000,000.00 3,000,000.00 02/24/20260.65002/24/2021 2,763,954.66 AA3130AL5X8 664

0.616FEDERAL HOME LOAN BANK55199 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,761,404.42 AA3130AL6J8 664

0.616FEDERAL HOME LOAN BANK55200 3,000,000.00 3,000,000.00 02/24/20260.62502/24/2021 2,760,402.96 AA3130ALBM5 664

0.493FEDERAL HOME LOAN BANK55201 3,000,000.00 3,000,000.00 02/25/20260.50002/25/2021 2,762,714.31 AA3130AKXX9 665

0.641FEDERAL HOME LOAN BANK55207 3,000,000.00 3,000,000.00 02/26/20260.65002/26/2021 2,763,770.91 AA3130AKZ25 666

5.008FEDERAL HOME LOAN BANK56417 5,000,000.00 5,000,000.00 03/04/20265.10003/04/2024 4,971,564.90 AA3130B0D48 672

0.848FEDERAL HOME LOAN BANK55209 3,000,000.00 3,000,000.00 03/09/20261.00003/09/2021 2,783,764.80 AA3130ALHY3 677

4.934FEDERAL FARM CREDIT BANK56447 4,193,000.00 4,155,788.52 03/13/20264.50004/10/2024 4,145,525.30 AA3133EP5K7 681

0.907FEDERAL HOME LOAN BANK55223 3,000,000.00 3,000,000.00 03/23/20260.92003/23/2021 2,770,110.57 AA3130ALRN6 691

0.986FEDERAL HOME LOAN BANK55224 2,925,000.00 2,925,000.00 03/23/20261.00003/23/2021 2,706,977.67 AA3130ALGJ7 691

1.036FEDERAL FARM CREDIT BANK55231 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,777,546.40 AA3133EMUK6 693

1.036FEDERAL FARM CREDIT BANK55233 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,777,546.40 AA3133EMUK6 693

1.036FEDERAL FARM CREDIT BANK55234 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,777,546.40 AA3133EMUK6 693

1.036FEDERAL FARM CREDIT BANK55235 3,000,000.00 3,000,000.00 03/25/20261.05003/25/2021 2,777,546.40 AA3133EMUK6 693

1.085FEDERAL HOME LOAN BANK55286 3,000,000.00 3,000,000.00 04/22/20261.10004/22/2021 2,770,182.48 AA3130ALXV1 721

5.301FEDERAL HOME LOAN BANK56461 5,000,000.00 5,000,000.00 04/23/20265.37504/23/2024 4,995,060.50 AA3130B13E5 722

0.967FEDERAL HOME LOAN BANK55292 2,500,000.00 2,499,502.08 04/28/20261.25004/28/2021 2,319,123.48 AA3130ALYM0 727

1.011FEDERAL HOME LOAN BANK55294 3,000,000.00 3,000,000.00 04/28/20261.25004/28/2021 2,783,685.42 AA3130ALZQ0 727

1.036FEDERAL HOME LOAN BANK55295 3,000,000.00 3,000,000.00 04/28/20261.05004/28/2021 2,765,671.92 AA3130AM2J0 727

1.085FEDERAL HOME LOAN BANK55298 3,000,000.00 3,000,000.00 04/29/20261.25004/29/2021 2,782,653.60 AA3130AM4L3 728

0.996FEDERAL HOME LOAN BANK55340 3,000,000.00 3,000,000.00 05/26/20261.35005/26/2021 2,781,948.57 AA3130AMG63 755 Portfolio CP24
AP
Run Date: 07/31/2024 - 10:00 PM (PRF_PM2) 7.3.11
YTM
360

Page 4 ends

0.927FEDERAL HOME LOAN BANK55343 3,000,000.00 3,000,000.00 05/27/20261.05005/27/2021 2,763,982.41 AA3130AMNM0 756

4.626FEDERAL FARM CREDIT BANK56173 5,000,000.00 5,000,000.00 06/09/20264.69006/09/2023 4,935,978.95 AA3133EPMF9 769

0.952FEDERAL HOME LOAN BANK55375 3,000,000.00 3,000,000.00 06/30/20261.05006/30/2021 2,753,106.24 AA3130AMYQ9 790

0.986FEDERAL HOME LOAN BANK55386 3,000,000.00 3,000,000.00 07/27/20261.00007/27/2021 2,741,892.96 AA3130ANAJ9 817

1.036FEDERAL HOME LOAN BANK55410 3,000,000.00 3,000,000.00 08/26/20261.05008/26/2021 2,730,516.54 AA3130ANND8 847

0.666FEDERAL HOME LOAN BANK55411 3,650,000.00 3,647,883.51 08/26/20260.65008/26/2021 3,380,041.66 AA3130ANJE1 847

0.878FEDERAL FARM CREDIT BANK55426 5,000,000.00 4,997,638.04 09/08/20260.87009/15/2021 4,531,552.30 AA3133EM4S8 860

0.927FEDERAL FARM CREDIT BANK55444 3,000,000.00 3,000,000.00 09/28/20260.94009/28/2021 2,717,404.32 AA3133EM6E7 880

1.110FEDERAL HOME LOAN BANK55445 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,725,663.29 AA3130APCH6 881

1.110FEDERAL HOME LOAN BANK55446 3,000,000.00 3,000,000.00 09/29/20261.12509/29/2021 2,725,663.29 AA3130APCH6 881

0.937FEDERAL HOME LOAN BANK55449 3,000,000.00 3,000,000.00 09/30/20260.95009/30/2021 2,713,606.65 AA3130ANYR5 882

0.986FEDERAL HOME LOAN BANK55450 3,000,000.00 3,000,000.00 09/30/20261.00009/30/2021 2,716,967.79 AA3130ANYN4 882

1.036FEDERAL HOME LOAN BANK55451 3,000,000.00 3,000,000.00 09/30/20261.05009/30/2021 2,720,328.93 AA3130AP6V2 882

1.372FEDERAL HOME LOAN BANK55478 3,000,000.00 2,998,505.00 10/28/20261.62510/28/2021 2,761,353.60 AA3130APHJ7 910

1.233FEDERAL HOME LOAN BANK55479 3,000,000.00 3,000,000.00 10/28/20261.25010/28/2021 2,725,740.30 AA3130APDQ5 910

1.233FEDERAL HOME LOAN BANK55480 3,400,000.00 3,400,000.00 10/28/20261.25010/28/2021 3,089,172.34 AA3130APDQ5 910

1.410FEDERAL FARM CREDIT BANK55511 3,000,000.00 3,000,000.00 11/23/20261.43011/29/2021 2,735,411.01 AA3133ENEM8 936

1.519FEDERAL FARM CREDIT BANK55532 3,000,000.00 3,000,000.00 11/30/20261.54012/09/2021 2,741,428.98 AA3133ENFN5 943

4.764FEDERAL FARM CREDIT BANK56331 5,000,000.00 5,000,000.00 12/11/20264.83012/11/2023 4,938,159.20 AA3133EPM28 954

5.326FEDERAL HOME LOAN MTG CORP56357 5,000,000.00 5,000,000.00 12/21/20265.40012/21/2023 4,977,995.30 AA3134H1MK6 964

5.326FEDERAL HOME LOAN MTG CORP56358 5,000,000.00 5,000,000.00 12/21/20265.40012/21/2023 4,977,995.30 AA3134H1MK6 964

4.932FEDERAL HOME LOAN BANK56444 5,000,000.00 5,000,000.00 10/08/20275.00004/08/2024 4,966,846.70 AA3130B0Q77 1,255

5.227FEDERAL HOME LOAN BANK56337 5,000,000.00 5,000,000.00 12/13/20275.30012/14/2023 4,959,118.90 AA3130AXZP6 1,321

4.793FEDERAL FARM CREDIT BANK56359 5,000,000.00 5,000,000.00 12/22/20274.86012/22/2023 4,915,523.40 AA3133EPN92 1,330

4.438FEDERAL HOME LOAN BANK56370 5,000,000.00 5,000,000.00 01/12/20284.50001/12/2024 4,906,924.50 AA3130AYFT8 1,351

4.438FEDERAL HOME LOAN BANK56380 5,000,000.00 5,000,000.00 01/26/20284.50001/26/2024 4,909,838.65 AA3130AYPJ9 1,365

4.681FEDERAL HOME LOAN BANK56423 5,000,000.00 5,000,000.00 03/06/20284.75003/07/2024 4,925,166.75 AA3130B0EA3 1,405

4.685FEDERAL HOME LOAN BANK56424 5,000,000.00 5,000,000.00 03/06/20284.75003/07/2024 4,925,166.75 AA3130B0EA3 1,405

4.936FEDERAL FARM CREDIT BANK56277 3,012,000.00 2,953,338.09 09/22/20284.50010/20/2023 2,979,120.13 AA3133EPWK7 1,605

4.719FEDERAL HOME LOAN BANK56428 5,000,000.00 5,000,000.00 03/12/20294.80003/12/2024 4,908,910.70 AA3130B0EH8 1,776

4.788FEDERAL HOME LOAN BANK56430 4,950,000.00 4,950,000.00 03/13/20294.87003/13/2024 4,873,968.99 AA3130B0FD6 1,777

4.636FEDERAL HOME LOAN BANK56442 5,000,000.00 5,000,000.00 04/02/20294.70004/05/2024 4,879,892.60 AA3130B0RW1 1,797

4.932FEDERAL HOME LOAN BANK56452 4,650,000.00 4,650,000.00 04/02/20295.00004/15/2024 4,597,928.97 AA3130B0WD7 1,797 565,563,817.35547,767,996.80565,713,333.33532,365,066.95Subtotal and Average 3.051 570 Portfolio CP24
AP
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5.504FEDERAL HOME LOAN BANK56252 5,000,000.00 4,835,312.50 05/01/20245.27009/19/2023 4,999,267.35 AA313384WG0 0

5.283FEDERAL HOME LOAN BANK56334 10,000,000.00 9,795,875.00 05/02/20245.17512/12/2023 9,997,069.40 AA313384WH8 1

5.552FEDERAL HOME LOAN BANK56281 5,000,000.00 4,859,137.50 05/03/20245.31010/25/2023 4,997,802.10 AA313384WJ4 2

5.403FEDERAL HOME LOAN BANK56299 5,000,000.00 4,872,031.25 05/03/20245.26511/10/2023 4,997,802.10 AA313384WJ4 2

5.294FEDERAL HOME LOAN BANK56327 10,000,000.00 9,784,166.67 05/06/20245.18012/08/2023 9,991,208.30 AA313384WM7 5

5.277FEDERAL HOME LOAN BANK56437 10,000,000.00 9,938,808.33 05/07/20245.24503/26/2024 9,989,743.10 AA313384WN5 6

5.478FEDERAL HOME LOAN BANK56297 5,000,000.00 4,867,769.44 05/08/202411/09/2023 4,994,138.90 AA313384WP0 7

5.549FEDERAL HOME LOAN BANK56269 5,000,000.00 4,844,680.56 05/10/20245.30010/12/2023 4,992,673.60 AA313384WR6 9

5.358FEDERAL HOME LOAN BANK56303 5,000,000.00 4,871,675.00 05/10/20245.22011/15/2023 4,992,673.60 AA313384WR6 9

5.225FEDERAL HOME LOAN BANK56338 15,000,000.00 14,684,575.00 05/10/20245.11512/14/2023 14,978,020.80 AA313384WR6 9

5.303FEDERAL FARM CREDIT BANK56325 10,000,000.00 9,750,116.67 05/29/20245.17012/07/2023 9,957,506.90 AA313312XL9 28

5.303FEDERAL FARM CREDIT BANK56326 10,000,000.00 9,750,116.67 05/29/20245.17012/07/2023 9,957,506.90 AA313312XL9 28

5.367FEDERAL HOME LOAN BANK56313 10,000,000.00 9,735,847.22 05/29/20245.22511/29/2023 9,957,506.90 AA313384XL8 28

5.297FEDERAL FARM CREDIT BANK56342 10,000,000.00 9,762,000.00 05/31/202412/15/2023 9,954,576.40 AA313312XN5 30

5.478FEDERAL HOME LOAN BANK56291 5,000,000.00 4,846,729.17 06/03/20245.25511/06/2023 4,975,090.30 AA313384XR5 33

5.460FEDERAL HOME LOAN BANK56296 5,000,000.00 4,849,350.00 06/03/20245.24011/09/2023 4,975,090.30 AA313384XR5 33

5.372FEDERAL HOME LOAN BANK56306 5,000,000.00 4,859,397.22 06/03/20245.16511/20/2023 4,975,090.30 AA313384XR5 33

5.414FEDERAL HOME LOAN BANK56302 5,000,000.00 4,854,111.11 06/04/20245.20011/15/2023 4,974,357.65 AA313384XS3 34

5.286FEDERAL HOME LOAN BANK56329 10,000,000.00 9,742,500.00 06/05/20245.15012/08/2023 9,947,250.00 AA313384XT1 35

5.481FEDERAL HOME LOAN BANK56290 5,000,000.00 4,843,809.72 06/07/20245.25511/06/2023 4,972,159.70 AA313384XV6 37

5.390FEDERAL HOME LOAN BANK56308 5,000,000.00 4,856,830.56 06/07/20245.18011/21/2023 4,972,159.70 AA313384XV6 37

5.417FEDERAL HOME LOAN BANK56320 10,000,000.00 9,727,787.50 06/07/20245.18512/01/2023 9,944,319.40 AA313384XV6 37

5.417FEDERAL HOME LOAN BANK56321 10,000,000.00 9,727,787.50 06/07/20245.18512/01/2023 9,944,319.40 AA313384XV6 37

5.280FEDERAL HOME LOAN BANK56332 10,000,000.00 9,744,179.17 06/07/20245.14512/11/2023 9,944,319.40 AA313384XV6 37

5.525FEDERAL HOME LOAN BANK56249 5,000,000.00 4,803,293.75 06/10/20245.26509/15/2023 4,969,961.80 AA313384XY0 40

5.523FEDERAL HOME LOAN BANK56251 5,000,000.00 4,805,487.50 06/10/20245.26509/18/2023 4,969,961.80 AA313384XY0 40

5.535FEDERAL HOME LOAN BANK56282 5,000,000.00 4,832,066.67 06/10/20245.28010/25/2023 4,969,961.80 AA313384XY0 40

5.222FEDERAL HOME LOAN BANK56343 10,000,000.00 9,742,773.33 06/14/20245.08812/15/2023 9,934,062.50 AA313384YC7 44

5.322FEDERAL HOME LOAN BANK56328 10,000,000.00 9,707,325.00 07/02/20245.09012/08/2023 9,908,912.50 AA313384YW3 62

5.287FEDERAL HOME LOAN BANK56463 10,000,000.00 9,901,116.67 07/02/20245.23504/25/2024 9,908,912.50 AA313384YW3 62

5.391Federal Home Loan Discount56221 5,000,000.00 4,764,602.78 07/05/20245.10508/08/2023 4,952,287.50 AA313384YZ6 65

5.442Federal Home Loan Discount56300 5,000,000.00 4,827,945.83 07/05/20245.20511/10/2023 4,952,287.50 AA313384YZ6 65

5.337Federal Home Loan Discount56319 5,000,000.00 4,845,583.33 07/05/20245.10011/30/2023 4,952,287.50 AA313384YZ6 65

5.308Federal Home Loan Discount56323 10,000,000.00 9,698,319.44 07/05/20245.07512/04/2023 9,904,575.00 AA313384YZ6 65

5.248Federal Home Loan Discount56356 10,000,000.00 9,723,625.00 07/05/20245.02512/20/2023 9,904,575.00 AA313384YZ6 65

5.181Federal Home Loan Discount56361 15,000,000.00 14,604,868.75 07/05/20244.96512/27/2023 14,856,862.50 AA313384YZ6 65 Portfolio CP24
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5.131Federal Home Loan Discount56368 15,000,000.00 14,630,881.25 07/05/20245.00501/10/2024 14,856,862.50 AA313384YZ6 65

5.147Federal Home Loan Discount56379 10,000,000.00 9,772,252.78 07/05/20245.03001/24/2024 9,904,575.00 AA313384YZ6 65

5.180Federal Home Loan Discount56386 10,000,000.00 9,787,341.67 07/05/20245.07002/05/2024 9,904,575.00 AA313384YZ6 65

5.196Federal Home Loan Discount56398 10,000,000.00 9,796,400.00 07/05/20245.09002/12/2024 9,904,575.00 AA313384YZ6 65

5.339FEDERAL HOME LOAN BANK56330 10,000,000.00 9,702,208.33 07/08/20245.10512/11/2023 9,900,237.50 AA313384ZC6 68

5.175FEDERAL HOME LOAN BANK56366 10,000,000.00 9,745,048.33 07/10/20245.04301/10/2024 9,897,345.80 AA313384ZE2 70

5.165FEDERAL HOME LOAN BANK56369 10,000,000.00 9,745,503.33 07/12/20245.03401/12/2024 9,894,454.20 AA313384ZG7 72

5.276Federal Farm Credit Discount56408 10,000,000.00 9,779,266.67 07/29/20245.16002/26/2024 9,869,875.00 AA313312ZZ6 89

5.224Federal Home Loan Discount56405 10,000,000.00 9,771,693.06 08/01/20245.10502/22/2024 9,864,633.30 AA313384A41 92

5.294FEDERAL HOME LOAN BANK56333 10,000,000.00 9,671,425.00 08/02/20245.05512/12/2023 9,863,177.80 AA313384A58 93

5.153FEDERAL HOME LOAN BANK56345 10,000,000.00 9,683,979.17 08/02/20244.92512/15/2023 9,863,177.80 AA313384A58 93

5.184FEDERAL HOME LOAN BANK56347 15,000,000.00 14,529,275.00 08/02/20244.95512/18/2023 14,794,766.70 AA313384A58 93

5.195FEDERAL HOME LOAN BANK56349 10,000,000.00 9,686,929.17 08/02/20244.96512/19/2023 9,863,177.80 AA313384A58 93

5.127FEDERAL HOME LOAN BANK56362 15,000,000.00 14,552,418.75 08/02/20244.90512/27/2023 14,794,766.70 AA313384A58 93

5.139FEDERAL HOME LOAN BANK56364 10,000,000.00 9,715,950.00 08/02/20244.94001/08/2024 9,863,177.80 AA313384A58 93

5.257FEDERAL HOME LOAN BANK56411 10,000,000.00 9,777,266.67 08/02/20245.14002/28/2024 9,863,177.80 AA313384A58 93

5.214FEDERAL HOME LOAN BANK56425 10,000,000.00 9,791,545.83 08/02/20245.10503/08/2024 9,863,177.80 AA313384A58 93

5.211FEDERAL HOME LOAN BANK56427 10,000,000.00 9,795,800.00 08/02/20245.10503/11/2024 9,863,177.80 AA313384A58 93

5.229Federal Farm Credit Discount56429 10,000,000.00 9,792,355.56 08/05/20245.12003/12/2024 9,858,811.10 AA313312A83 96

5.491FEDERAL FARM CREDIT BANK56271 5,000,000.00 4,780,022.22 08/12/20245.21010/13/2023 4,924,311.10 AA313312B74 103

5.102FEDERAL HOME LOAN BANK56365 10,000,000.00 9,704,638.89 08/12/20244.90001/08/2024 9,848,622.20 AA313384B73 103

5.190FEDERAL HOME LOAN BANK56388 10,000,000.00 9,740,277.78 08/12/20245.00002/07/2024 9,848,622.20 AA313384B73 103

5.478FEDERAL FARM CREDIT BANK56284 5,000,000.00 4,783,333.33 08/22/20245.20010/27/2023 4,917,033.35 AA313312C99 113

5.066FEDERAL HOME LOAN BANK56372 10,000,000.00 9,689,500.00 09/03/20244.86001/17/2024 9,819,050.00 AA313384E54 125

5.246FEDERAL HOME LOAN BANK56453 10,000,000.00 9,798,683.33 09/03/20245.14004/15/2024 9,819,050.00 AA313384E54 125

5.080FEDERAL HOME LOAN BANK56341 10,000,000.00 9,642,008.33 09/06/20244.84512/15/2023 9,814,741.70 AA313384E88 128

5.107FEDERAL HOME LOAN BANK56378 10,000,000.00 9,692,388.89 09/06/20244.90001/24/2024 9,814,741.70 AA313384E88 128

5.063FEDERAL HOME LOAN BANK56381 10,000,000.00 9,697,600.00 09/06/20244.86001/26/2024 9,814,741.70 AA313384E88 128

5.108FEDERAL HOME LOAN BANK56383 10,000,000.00 9,701,612.50 09/06/20244.90501/31/2024 9,814,741.70 AA313384E88 128

5.255FEDERAL HOME LOAN BANK56401 10,000,000.00 9,712,430.56 09/06/20245.05002/14/2024 9,814,741.70 AA313384E88 128

5.315FEDERAL HOME LOAN BANK56420 10,000,000.00 9,739,715.28 09/06/20245.06503/05/2024 9,814,741.70 AA313384E88 128

5.215FEDERAL HOME LOAN BANK56440 10,000,000.00 9,780,416.67 09/06/20245.10004/04/2024 9,814,741.70 AA313384E88 128

5.122FEDERAL HOME LOAN BANK56391 10,000,000.00 9,707,533.33 09/09/20244.92002/08/2024 9,810,433.30 AA313384F38 131

5.250Federal Home Loan Discount56406 10,000,000.00 9,711,313.89 09/16/20245.04502/23/2024 9,800,380.60 AA313384G29 138

5.309Federal Farm Credit Discount56455 10,000,000.00 9,776,541.67 09/18/20245.19004/16/2024 9,797,508.30 AA313312G46 140

5.226FEDERAL HOME LOAN BANK56402 10,000,000.00 9,696,313.89 09/20/20245.01502/15/2024 9,794,636.10 AA313384G60 142 Portfolio CP24
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5.256FEDERAL FARM CREDIT BANK56446 10,000,000.00 9,760,600.00 09/24/20245.13004/09/2024 9,788,891.70 AA313312H29 146

5.320Federal Home Loan Discount56414 10,000,000.00 9,707,066.67 09/25/20245.07003/01/2024 9,787,455.60 AA313384H36 147

5.071FEDERAL HOME LOAN BANK56346 15,000,000.00 14,420,400.00 10/01/20244.83012/18/2023 14,669,862.45 AA313384H93 153

5.213FEDERAL HOME LOAN BANK56404 10,000,000.00 9,690,277.78 10/01/20245.00002/21/2024 9,779,908.30 AA313384H93 153

5.055FEDERAL HOME LOAN BANK56354 15,000,000.00 14,422,200.00 10/03/20244.81512/20/2023 14,665,575.00 AA313384J34 155

5.011FEDERAL HOME LOAN BANK56382 10,000,000.00 9,669,333.33 10/03/20244.80001/29/2024 9,777,050.00 AA313384J34 155

5.019Federal Home Loan Discount56344 10,000,000.00 9,609,633.33 10/04/20244.78012/15/2023 9,775,620.80 AA313384J42 156

4.989Federal Home Loan Discount56360 10,000,000.00 9,620,920.83 10/04/20244.75512/22/2023 9,775,620.80 AA313384J42 156

5.027Federal Home Loan Discount56367 15,000,000.00 14,463,441.67 10/04/20244.80501/10/2024 14,663,431.20 AA313384J42 156

5.114Federal Home Loan Discount56395 10,000,000.00 9,676,055.56 10/04/20244.90002/09/2024 9,775,620.80 AA313384J42 156

5.277Federal Home Loan Discount56415 10,000,000.00 9,696,802.78 10/04/20245.03003/01/2024 9,775,620.80 AA313384J42 156

5.298Federal Home Loan Discount56431 15,000,000.00 14,581,270.83 10/04/20245.05003/19/2024 14,663,431.20 AA313384J42 156

5.270Federal Home Loan Discount56438 15,000,000.00 14,610,729.17 10/04/20245.05004/02/2024 14,663,431.20 AA313384J42 156

5.295FEDERAL HOME LOAN BANK56312 5,000,000.00 4,763,641.67 11/01/20245.02011/28/2023 4,869,086.80 AA313384M89 184

5.000FEDERAL HOME LOAN BANK56355 10,000,000.00 9,581,295.83 11/01/20244.75512/20/2023 9,738,173.60 AA313384M89 184

0.000FEDERAL HOME LOAN BANK56376 10,000,000.00 9,626,066.67 11/01/20244.74001/22/2024 9,738,173.60 AA313384M89 184

5.064FEDERAL HOME LOAN BANK56396 10,000,000.00 9,642,377.78 11/01/20244.84002/09/2024 9,738,173.60 AA313384M89 184

5.083FEDERAL HOME LOAN BANK56399 10,000,000.00 9,646,300.00 11/01/20244.86002/13/2024 9,738,173.60 AA313384M89 184

5.255FEDERAL HOME LOAN BANK56433 10,000,000.00 9,685,483.33 11/01/20245.01003/20/2024 9,738,173.60 AA313384M89 184

5.201FEDERAL HOME LOAN BANK56434 10,000,000.00 9,690,000.00 11/01/20244.96003/21/2024 9,738,173.60 AA313384M89 184

5.222FEDERAL HOME LOAN BANK56441 10,000,000.00 9,708,333.33 11/01/20245.00004/05/2024 9,738,173.60 AA313384M89 184

5.265FEDERAL FARM CREDIT BANK56443 10,000,000.00 9,706,000.00 11/04/20245.04004/08/2024 9,733,927.80 AA313312N30 187

5.331Federal Home Loan Discount56456 10,000,000.00 9,698,250.00 11/15/20245.10004/16/2024 9,718,359.70 AA313384P60 198

5.192Federal Home Loan Discount56410 15,000,000.00 14,454,400.00 11/18/20244.96002/28/2024 14,571,170.85 AA313384P94 201

5.183Federal Home Loan Discount56407 10,000,000.00 9,619,509.72 11/29/20244.94502/26/2024 9,698,545.80 AA313384R43 212

5.180Federal Home Loan Discount56413 10,000,000.00 9,620,279.17 12/02/20244.93502/29/2024 9,695,800.00 AA313384R76 215

5.292Federal Home Loan Discount56458 10,000,000.00 9,679,533.33 12/02/20245.06004/18/2024 9,695,800.00 AA313384R76 215

5.347Federal Home Loan Discount56464 10,000,000.00 9,694,300.00 12/02/20245.09504/30/2024 9,695,800.00 AA313384R76 215

5.142Federal Home Loan Discount56419 10,000,000.00 9,624,333.33 12/06/20244.90003/05/2024 9,690,166.70 AA313384S34 219

5.200Federal Home Loan Discount56432 10,000,000.00 9,640,762.50 12/06/20244.95503/20/2024 9,690,166.70 AA313384S34 219

5.292FEDERAL HOME LOAN BANK56460 10,000,000.00 9,676,722.22 12/09/20245.06004/23/2024 9,685,941.70 AA313384S67 222

4.893Federal Home Loan Discount56390 10,000,000.00 9,573,291.67 01/03/20254.65502/08/2024 9,651,766.70 AA313385AC0 247

5.137Federal Home Loan Discount56412 10,000,000.00 9,580,275.00 01/03/20254.89002/29/2024 9,651,766.70 AA313385AC0 247

4.878Federal Home Loan Discount56389 10,000,000.00 9,569,511.11 01/06/20254.64002/07/2024 9,647,554.20 AA313385AF3 250

5.273Federal Home Loan Discount56457 10,000,000.00 9,617,161.11 01/15/20255.03004/16/2024 9,634,916.70 AA313385AQ9 259

5.019Federal Home Loan Discount56400 10,000,000.00 9,525,322.22 02/07/20254.76002/14/2024 9,606,158.30 AA313385BP0 282 Portfolio CP24
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5.095Federal Home Loan Discount56409 10,000,000.00 9,536,645.83 02/07/20254.83502/28/2024 9,606,158.30 AA313385BP0 282 1,008,832,000.711,022,408,683.851,040,000,000.001,027,208,342.69Subtotal and Average 5.173 117 Money Market

5.158Fidelity Inst Government52411 200,000,000.00 200,000,000.00 5.230200,000,000.00 AAASYS52411 1

5.148Morgan Stanley Inst Government52471 130,000,000.00 130,000,000.00 5.220130,000,000.00 AAASYS52471 1 330,000,000.00330,000,000.00330,000,000.00344,333,333.33Subtotal and Average 5.154 1 Local Agency Investment Funds

4.213Local Agency Investment Fund43 50,000,000.00 50,000,000.00 4.27249,709,563.35SYS43 1 50,000,000.0049,709,563.3550,000,000.0050,000,000.00Subtotal and Average 4.213 1 Corporate Bonds

0.533Toyota Motor Credit55364 4,000,000.00 3,999,791.53 06/18/20240.50006/18/2021 3,974,243.32 A89236TJH9 48 3,999,791.533,974,243.324,000,000.003,999,728.56Subtotal and Average 0.533 48 Negotiable CD's

5.860Royal Bank CN56268 10,000,000.00 10,000,000.00 06/20/20245.86009/27/2023 10,004,190.00 A-178015JB30 50

5.840Royal Bank CN56287 5,000,000.00 5,000,000.00 07/26/20245.84010/30/2023 5,003,225.00 A-178015JDT1 86

5.180Royal Bank CN56336 10,000,000.00 10,000,000.00 12/06/20245.18012/14/2023 9,976,360.00 A-178015JJB4 219 25,000,000.0024,983,775.0025,000,000.0025,000,000.00Subtotal and Average 5.584 125 Federal Agency Issues-Coupon/Bullet

2.658FEDERAL FARM CREDIT BANK55737 4,000,000.00 3,999,887.50 05/16/20242.62505/16/2022 3,995,403.92 AA3133ENWP1 15

5.206FEDERAL FARM CREDIT BANK56160 5,000,000.00 4,994,676.09 05/16/20242.62505/31/2023 4,994,254.90 AA3133ENWP1 15

3.379FEDERAL HOME LOAN BANK55826 5,000,000.00 4,998,266.23 06/14/20243.12508/18/2022 4,985,633.90 AA3130ASHK8 44

1.875FEDERAL FARM CREDIT BANK55656 5,750,000.00 5,749,281.60 06/17/20241.80003/17/2022 5,723,182.40 AA3133ENSB7 47

3.452FEDERAL FARM CREDIT BANK55784 3,000,000.00 2,999,082.17 06/17/20243.25006/17/2022 2,991,416.43 AA3133ENYX2 47

2.828FEDERAL HOME LOAN BANK55772 3,000,000.00 2,999,462.44 06/28/20242.75006/10/2022 2,986,344.09 AA3130ASDS5 58

2.828FEDERAL HOME LOAN BANK55773 4,000,000.00 3,999,283.25 06/28/20242.75006/10/2022 3,981,792.12 AA3130ASDS5 58

3.225FEDERAL HOME LOAN BANK55776 3,000,000.00 2,997,630.43 06/28/20242.75006/13/2022 2,986,344.09 AA3130ASDS5 58

2.957FEDERAL HOME LOAN BANK55777 3,000,000.00 2,998,864.65 06/28/20242.75006/13/2022 2,986,344.09 AA3130ASDS5 58

5.292FEDERAL HOME LOAN BANK56301 5,000,000.00 5,000,000.00 07/02/20245.35511/15/2023 5,000,414.00 AA3130AXU22 62

5.238FEDERAL HOME LOAN BANK56335 10,000,000.00 10,000,000.00 08/01/20245.30012/14/2023 9,999,953.40 AA3130AY5G7 92

5.001FEDERAL HOME LOAN BANK56348 15,000,000.00 14,996,651.11 09/18/20245.00012/18/2023 14,977,320.30 AA3130AY6M3 140 Portfolio CP24
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5.440FEDERAL HOME LOAN BANK56259 5,000,000.00 4,999,720.45 09/20/20245.50009/22/2023 4,999,070.25 AA3130AXCB2 142

0.455FEDERAL FARM CREDIT BANK55433 3,000,000.00 2,999,633.17 09/23/20240.43009/23/2021 2,941,246.47 AA3133EM5X6 145

4.930FEDERAL FARM CREDIT BANK56371 10,000,000.00 9,995,424.71 10/01/20244.87501/12/2024 9,973,807.60 AA3133EPV77 153

4.944FEDERAL FARM CREDIT BANK56374 5,000,000.00 4,999,970.16 10/02/20245.00001/19/2024 4,989,391.80 AA3133EPX83 154

4.942FEDERAL FARM CREDIT BANK56375 5,000,000.00 5,000,000.00 10/02/20245.00001/19/2024 4,989,391.80 AA3133EPX83 154

4.917FEDERAL HOME LOAN BANK56351 10,000,000.00 10,000,000.00 11/15/20244.98012/19/2023 9,983,107.00 AA3130AY7E0 198

4.917FEDERAL HOME LOAN BANK56352 5,000,000.00 5,000,000.00 11/15/20244.98012/19/2023 4,991,553.50 AA3130AY7E0 198

5.445FEDERAL FARM CREDIT BANK56257 5,000,000.00 4,999,635.71 11/25/20245.50009/25/2023 5,001,773.55 AA3133EPWP6 208

0.919FEDERAL FARM CREDIT BANK55533 3,000,000.00 2,999,785.03 12/09/20240.92012/09/2021 2,922,798.06 AA3133ENGQ7 222

0.914FEDERAL FARM CREDIT BANK55534 3,000,000.00 2,999,872.83 12/09/20240.92012/09/2021 2,922,798.06 AA3133ENGQ7 222

5.182FEDERAL FARM CREDIT BANK56307 5,000,000.00 5,000,000.00 12/13/20245.25011/20/2023 4,996,316.40 AA3133EPF26 226

1.015FEDERAL HOME LOAN BANK55568 3,000,000.00 2,999,455.56 12/20/20241.00001/05/2022 2,919,353.16 AA3130AQF40 233

4.948FEDERAL FARM CREDIT BANK56421 10,000,000.00 9,998,661.39 03/06/20255.00003/06/2024 9,975,064.40 AA3133EP4X0 309

4.951FEDERAL FARM CREDIT BANK56422 10,000,000.00 9,998,367.32 03/06/20255.00003/06/2024 9,975,064.40 AA3133EP4X0 309

0.597FEDERAL FARM CREDIT BANK55279 5,000,000.00 4,999,732.64 04/21/20250.60004/21/2021 4,780,242.90 AA3133EMWT5 355

4.932FEDERAL HOME LOAN BANK56195 5,000,000.00 4,986,676.24 06/13/20254.75006/30/2023 4,973,697.90 AA3130AWBY5 408

4.775FEDERAL HOME LOAN BANK56196 5,000,000.00 4,995,033.61 06/13/20254.75006/30/2023 4,973,697.90 AA3130AWBY5 408

5.119FEDERAL HOME LOAN BANK56201 5,000,000.00 4,976,723.28 06/13/20254.75007/07/2023 4,973,697.90 AA3130AWBY5 408

5.128FEDERAL HOME LOAN BANK56232 5,000,000.00 4,996,047.97 06/13/20255.12508/23/2023 4,994,267.15 AA3130AWLY4 408

0.855FEDERAL NATIONAL MORTGAGE55475 3,000,000.00 2,987,802.94 06/17/20250.50010/20/2021 2,846,406.27 AA3135G04Z3 412

5.129FEDERAL FARM CREDIT BANK56254 5,000,000.00 4,987,096.50 09/15/20255.00009/21/2023 4,987,642.05 AA3133EPVY8 502

4.733FEDERAL FARM CREDIT BANK56416 10,450,000.00 10,426,202.50 09/22/20254.62503/01/2024 10,371,917.08 AA3133EP3Q6 509

1.199FEDERAL NATIONAL MORTGAGE55527 3,000,000.00 2,968,297.90 11/07/20250.50012/08/2021 2,797,486.47 AA3135G06G3 555

4.991FEDERAL FARM CREDIT BANK56255 5,000,000.00 4,983,267.14 04/20/20264.87509/21/2023 4,978,835.00 AA3133EPWD3 719

0.986FEDERAL FARM CREDIT BANK55443 3,000,000.00 2,986,235.91 09/10/20260.80009/28/2021 2,717,693.10 AA3133EM4X7 862 202,016,728.43200,584,723.81202,200,000.00205,403,326.32Subtotal and Average 4.157 243 Commercial Paper - Discount

5.566MUFG BANK LTD/NY56350 10,000,000.00 9,799,744.44 05/01/20245.38012/19/2023 9,998,520.00 A-162479LE19 0

5.653MUFG BANK LTD/NY56324 10,000,000.00 9,774,430.56 05/03/20245.45012/06/2023 9,995,570.00 A-162479LE35 2

5.413MUFG BANK LTD/NY56385 10,000,000.00 9,776,700.00 07/05/20245.22002/02/2024 9,901,950.00 A-162479LG58 65

5.391MUFG BANK LTD/NY56373 10,000,000.00 9,742,438.89 07/15/20245.18001/18/2024 9,886,850.00 A-162479LGF6 75

5.445MUFG BANK LTD/NY56435 10,000,000.00 9,738,500.00 09/17/20245.23003/21/2024 9,792,640.00 A-162479LJH9 139 48,831,813.8949,575,530.0050,000,000.0048,831,813.89Subtotal and Average 5.494 56 Portfolio CP24
AP
Run Date: 07/31/2024 - 10:00 PM (PRF_PM2) 7.3.11
YTM
360

Page 10 ends

5.029First American Gov Oblig Sweep56394 35,944,379.16 35,944,379.16 5.09910/31/2023 35,944,379.16 AAASYS56394 1 35,944,379.1635,944,379.1635,944,379.1616,211,471.74Subtotal and Average 5.029 1 2,253,353,083.48 2,302,857,712.49 4.531 2182,264,948,895.29 2,270,188,531.07Total and Average Portfolio CP24
AP
Run Date: 07/31/2024 - 10:00 PM (PRF_PM2) 7.3.11
YTM
360

Page 11 ends

Par Value Book Value
Stated
RateMarket Value
April 30, 2024
Portfolio Details - Cash
Average
BalanceIssuer
Portfolio Management
CITY POOL FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date

0.00 2,253,353,083.48 2,302,857,712.49 4.531 218
0 19,115.27
19,115.27
19,115.27
19,115.27
Subtotal
Accrued Interest at PurchaseAverage Balance
2,264,968,010.56 2,270,207,646.34Total Cash and Investments Portfolio CP24
AP
Run Date: 07/31/2024 - 10:00 PM (PRF_PM2) 7.3.11
City Pool Portfolio
Aging Report
City of Oakland
By Maturity Date
As of May 1, 2024
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
430,579,436.10430,944,379.16 430,651,729.866 18.71%MaturitiesAging Interval: 0 days 05/01/2024 05/01/2024-( ) Payments0 135,285,793.46138,000,000.00 137,721,839.4319 5.99%MaturitiesAging Interval: 1 - 30 days 05/02/2024 05/31/2024-( ) Payments0 326,529,193.55333,750,000.00 331,328,690.1146 14.49%MaturitiesAging Interval: 31 - 90 days 06/01/2024 07/30/2024-( ) Payments0 520,281,600.32533,500,000.00 524,793,611.4659 23.17%MaturitiesAging Interval: 91 - 180 days 07/31/2024 10/28/2024-( ) Payments0 481,340,939.33490,200,000.00 480,880,414.8167 21.29%MaturitiesAging Interval: 181 - 360 days 10/29/2024 04/26/2025-( ) Payments0 318,618,230.22318,851,333.33 302,824,202.5891 13.85%MaturitiesAging Interval: 361 - 1080 days 04/27/2025 04/16/2027-( ) Payments0 57,553,338.0957,612,000.00 56,748,407.0412 2.50%MaturitiesAging Interval: 1081 days and after 04/17/2027 -( ) Payments0 Total for 2,264,948,895.292,270,188,531.07100.00300 0 PaymentsInvestments Portfolio POOL
AP
Run Date: 07/02/2024 - 16:36 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Appendix B - City of Oakland
Redevelopment Successor
Agency Portfolio Detail for Period
Ended June 30, 2024
Successor Pool FY23-24
Portfolio Management
June 30, 2024
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 17,959,840.28 1589.98 5.233417,981,205.4618,000,000.00 5.305 Money Market 2,000,000.00 110.02 5.17812,000,000.002,000,000.00 5.250 19,959,840.28 100.00%
Investments
19,981,205.4620,000,000.00 14 4 5.227 5.300
Current Year
June 30
82,959.93
Fiscal Year To Date
1,028,699.56 1,028,699.56
Fiscal Year Ending
Average Daily Balance
Effective Rate of Return
19,017,750.77 19,469,187.53

5.27%5.31%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SP24
AP
Reporting period 06/01/2024-06/30/2024
Run Date: 07/31/2024 - 10:10 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
365

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
June 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Pool FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.276Federal Home Loan Bank Discoun51345 13,000,000.00 12,990,611.11 07/01/20245.20006/26/2024 12,994,317.96 AA313384YV5 0

5.381Federal Home Loan Bank Discoun51344 5,000,000.00 4,969,229.17 07/16/20245.27506/04/2024 4,986,887.50 AA313384ZL6 15 17,959,840.2817,981,205.4618,000,000.0011,684,417.44Subtotal and Average 5.305 4 Money Market

5.250Fidelity Inst Government50914 2,000,000.00 2,000,000.00 5.2502,000,000.00 AAASYS50914 1 2,000,000.002,000,000.002,000,000.007,333,333.33Subtotal and Average 5.250 1 19,017,750.77 20,000,000.00 5.300 419,981,205.46 19,959,840.28Total and Average Portfolio SP24
AP
Run Date: 07/31/2024 - 10:10 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of July 1, 2024
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
14,990,611.1115,000,000.00 14,990,611.112 75.00%MaturitiesAging Interval: 0 days 07/01/2024 07/01/2024-( ) Payments0 4,969,229.175,000,000.00 4,969,229.171 25.00%MaturitiesAging Interval: 1 - 30 days 07/02/2024 07/31/2024-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 08/01/2024 -( ) Payments0 Total for 19,959,840.2819,959,840.28100.003 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 07/02/2024 - 16:40 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Pool FY23-24
Portfolio Management
May 31, 2024
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 12,949,846.39 2686.62 5.2841212,976,075.0013,000,000.00 5.358 Money Market 2,000,000.00 113.38 5.16812,000,000.002,000,000.00 5.240 14,949,846.39 100.00%
Investments
14,976,075.0015,000,000.00 23 10 5.269 5.342
Current Year
May 31
69,676.00
Fiscal Year To Date
945,739.63
Average Daily Balance
Effective Rate of Return
15,448,556.82 19,509,494.38

5.27%5.31%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SP24
AP
Reporting period 05/01/2024-05/31/2024
Run Date: 07/31/2024 - 10:08 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
365

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
May 31, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Pool FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.353Federal Home Loan Bank Discoun51342 8,000,000.00 7,969,608.89 06/10/20245.26005/15/2024 7,988,400.00 AA313384XY0 9

5.364Federal Home Loan Bank Discoun51343 5,000,000.00 4,980,237.50 06/17/20245.27005/21/2024 4,987,675.00 AA313384YF0 16 12,949,846.3912,976,075.0013,000,000.009,738,879.40Subtotal and Average 5.358 12 Money Market

5.240Fidelity Inst Government50914 2,000,000.00 2,000,000.00 5.2402,000,000.00 AAASYS50914 1 2,000,000.002,000,000.002,000,000.005,709,677.42Subtotal and Average 5.240 1 15,448,556.82 15,000,000.00 5.342 1014,976,075.00 14,949,846.39Total and Average Portfolio SP24
AP
Run Date: 07/31/2024 - 10:08 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of June 1, 2024
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
2,000,000.002,000,000.00 2,000,000.001 13.33%MaturitiesAging Interval: 0 days 06/01/2024 06/01/2024-( ) Payments0 12,949,846.3913,000,000.00 12,976,075.002 86.67%MaturitiesAging Interval: 1 - 30 days 06/02/2024 07/01/2024-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 07/02/2024 -( ) Payments0 Total for 14,976,075.0014,949,846.39100.003 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 07/02/2024 - 16:47 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11
Successor Pool FY23-24
Portfolio Management
April 30, 2024
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 12,954,660.56 2481.20 5.269912,981,683.9913,000,000.00 5.342 Money Market 3,000,000.00 118.80 5.15813,000,000.003,000,000.00 5.230 15,954,660.56 100.00%
Investments
15,981,683.9916,000,000.00 20 7 5.248 5.321
Current Year
April 30
68,589.70
Fiscal Year To Date
876,063.63
Average Daily Balance
Effective Rate of Return
15,806,343.18 19,922,245.42

5.26%5.28%
Total Earnings Month Ending
__________________________________________________ ____________________ Treasury Bureau, Finance Department
Portfolio SP24
AP
Reporting period 04/01/2024-04/30/2024
Run Date: 07/31/2024 - 10:07 PM (PRF_PM1) 7.3.11
Report Ver. 7.3.11
YTM
365

Page 1 ends

Par Value Book Value
Maturity
Date
Stated
RateMarket Value
April 30, 2024
Portfolio Details - Investments
Average
BalanceIssuer
Portfolio Management
Successor Pool FY23-24
Days to
Maturity
S&PCUSIP Investment #
Purchase
Date
Federal Agency Issues - Discount

5.313Fannie Mae Discount51340 5,000,000.00 4,980,425.00 05/01/20245.22004/04/2024 4,999,267.35 AA313588WG6 0

5.360Federal Home Loan Bank Discoun51341 8,000,000.00 7,974,235.56 05/15/20245.27004/23/2024 7,982,416.64 AA313384WW5 14 12,954,660.5612,981,683.9913,000,000.007,739,676.51Subtotal and Average 5.342 9 Money Market

5.230Fidelity Inst Government50914 3,000,000.00 3,000,000.00 5.2303,000,000.00 AAASYS50914 1 3,000,000.003,000,000.003,000,000.008,066,666.67Subtotal and Average 5.230 1 15,806,343.18 16,000,000.00 5.321 715,981,683.99 15,954,660.56Total and Average Portfolio SP24
AP
Run Date: 07/31/2024 - 10:07 PM (PRF_PM2) 7.3.11
Report Ver. 7.3.11
Successor Agency Pool
Aging Report
City of Oakland
By Maturity Date
As of May 1, 2024
Current
Book Value
Maturity
Par Value
Current
Market Value
Percent
of Portfolio
7,980,425.008,000,000.00 7,999,267.352 50.00%MaturitiesAging Interval: 0 days 05/01/2024 05/01/2024-( ) Payments0 7,974,235.568,000,000.00 7,982,416.641 50.00%MaturitiesAging Interval: 1 - 30 days 05/02/2024 05/31/2024-( ) Payments0

0.000.00 0.000 0.00%MaturitiesAging Interval: 31 days and after 06/01/2024 -( ) Payments0 Total for 15,981,683.9915,954,660.56100.003 0 PaymentsInvestments Portfolio SRAP
AP
Run Date: 07/02/2024 - 16:51 AG (PRF_AG) 7.3.11
Report Ver. 7.3.11

Finance & Management CommitteeSeptember 24, 2024

Finance & Management Committee
September 24, 2024