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City of Louisville Portfolio Summary <br />Account #10236 As of September 30, 2023 CIVI <br />PORTFOLIO CHARACTERISTICS <br />ACCOUNT SUMMARY <br />TOP ISSUERS <br />Average Modified Duration <br />0.87 <br />Beg. Values <br />End Values <br />Government of United States <br />76.7% <br />as of 8/31/23 <br />as of 9/30/23 <br />Federal Home Loan Bank <br />11.3% <br />Average Coupon <br />2.50% <br />Market Value <br />61,923,230 <br />62,111,233 <br />Federal Farm Credit Bank <br />4.3% <br />Average Purchase YTM <br />3.85% <br />Accrued Interest <br />350,520 <br />338,174 <br />Total Market Value <br />62,273,750 <br />62,449,407 <br />CSAFE Investment Pool <br />° <br />2.9/° <br />Average Market YTM <br />5.39% <br />Income Earned <br />186,605 <br />193,049 <br />Apple Inc <br />1.9% <br />Average S&P/Moody Rating <br />AA+/Aaa <br />Cont/WD <br />-2,074 <br />MUFG Bank Ltd/NY <br />1.6% <br />Par <br />63,338,527 <br />63,614,173 <br />Wal-Mart Stores <br />1.2% <br />Average Final Maturity <br />0.91 yrs <br />Book Value <br />62,569,158 <br />62,772,479 <br />Total <br />100.0% <br />Average Life <br />0.89 yrs <br />Cost Value <br />62,118,735 <br />62,259,666 <br />SECTOR ALLOCATION <br />US Treasury <br />Agencyâ–  15.6% <br />Corporate 13.1 % <br />LGIPI 2.9% <br />Comm Paper 11.6% <br />PERFORMANCE REVIEW <br />MATURITY DISTRIBUTION <br />40 % 38.3 % <br />76.7 % <br />30% <br />20% <br />10% <br />.2- _1 1-2 2-3 3-4 4-5 5+ <br />Maturity (Yrs) <br />CREDIT QUALITY (S&P) <br />AA (93.5%) <br />NR (2.9%) <br />\AA (3.5%) <br />Annualized <br />TOTAL RATE OF RETURN 1M 3M YTD 1YR 2YRS 3YRS SYRS 10YRS 6/30/2014 <br />City of Louisville 0.28% 1.16% 2.74% 3.50% 0.88% 0.64% 1.45% N/A 1.14% <br />0-3 Yr Treasury* 0.27% 1.09% 2.85% 3.71% 0.98% 0.68% 1.49% N/A 1.09% <br />*1 Year Treasury Bill until 12/31/00; then *30% ICE BofA 3-Month US Treasury Bill, 30% ICE BofA 6-Month US Treasury Bill, 40% ICE BofA 1-3 Yr US Treasury Index <br />Chandler Asset Manaeement - CONFIDENTIAL Paee 1 Execution TimenrA/473 2:53:00 AM <br />