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Last modified
9/30/2025 4:14:59 PM
Creation date
5/31/2023 11:15:25 AM
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CM City Clerk-City Council
CM City Clerk-City Council - Document Type
Staff Report
Document Date (6)
1/3/2023
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PERM
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Reso 23-002 Approving the FY 2022-23 First Quarter Investment Report
(Amended)
Path:
\City Clerk\City Council\Resolutions\2023
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Portfolio Characteristics <br />City of San Leandro <br />09/30/22 06/30/22 <br />Benchmark*Portfolio Portfolio <br />Average Maturity (yrs)1.83 1.92 1.91 <br />Average Modified Duration 1.76 1.74 1.75 <br />Average Purchase Yield n/a 1.75%1.52% <br />Average Market Yield 4.30%4.31%2.90% <br />Average Quality**AAA AA/Aa1 AA/Aa1 <br />Total Market Value 127,057,730 128,771,833 <br />*ICE BofA 1-3 Yr US Treasury & Agency Index <br />**Benchmark is a blended rating of S&P, Moody’s, and Fitch. Portfolio is S&P and Moody’s respectively. <br />As of September 30, 2022 <br />16
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