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Holdings Report
<br />For the Month Ending 6/30/2017
<br />CUSIP Security Description Par Value/Units Purchase Date Book Yield Cost Value Book Value Mkt Price Mkt YTM Market Value Accrued Int. % of Port. Gain/Loss Moody/S&P Fitch Maturity Duration
<br />Agency
<br />3137EADJ5 FHLMC Note
<br />1.000% Due 07/28/2017
<br />800,000.00 03/05/2014
<br />0.94%
<br />801,728.00
<br />800,037.63
<br />100.00
<br />1.04%
<br />799,972.00
<br />3,400.00
<br />1.79%
<br />(65.63)
<br />Aaa / AA+
<br />AAA
<br />0.08
<br />0.08
<br />3133EDVU3 FFCB Note
<br />1.125% Due 09/22/2017
<br />750,000.00 09/18/2014
<br />1.21%
<br />748,117.50
<br />749,857.44
<br />99.99
<br />1.16%
<br />749,934.00
<br />2,320.31
<br />1.67%
<br />76.56
<br />Aaa / AA+
<br />AAA
<br />0.23
<br />0.23
<br />3133EDXA5 FFCB Note
<br />1.150% Due 10/10/2017
<br />775,000.00 11/18/2014
<br />1.02%
<br />777,790.00
<br />775,266.85
<br />100.02
<br />1.09%
<br />775,121.68
<br />2,005.31
<br />1.73%
<br />(145.17)
<br />Aaa / AA+
<br />AAA
<br />0.28
<br />0.28
<br />3135G0TG8 FNMA Note
<br />0.875% Due 02/08/2018
<br />800,000.00 12/16/2013
<br />1.37%
<br />784,056.00
<br />797,660.56
<br />99.80
<br />1.20%
<br />798,439.20
<br />2,780.56
<br />1.78%
<br />778.64
<br />Aaa / AA+
<br />AAA
<br />0.61
<br />0.60
<br />3137EADP1 FHLMC Note
<br />0.875% Due 03/07/2018
<br />965,000.00 11/25/2014
<br />1.16%
<br />956,199.20
<br />963,169.26
<br />99.74
<br />1.25%
<br />962,501.62
<br />2,673.85
<br />2.15%
<br />(667.64)
<br />Aaa / AA+
<br />AAA
<br />0.68
<br />0.68
<br />313378A43 FHLB Note
<br />1.375% Due 03/09/2018
<br />800,000.00 02/28/2014
<br />1.27%
<br />803,288.00
<br />800,562.57
<br />100.10
<br />1.23%
<br />800,800.80
<br />3,422.22
<br />1.79%
<br />238.23
<br />Aaa / AA+
<br />AAA
<br />0.69
<br />0.68
<br />3135G0WJ8 FNMA Note
<br />0.875% Due 05/21/2018
<br />1,050,000.00 12/16/2014
<br />1.22%
<br />1,037,914.50
<br />1,046,869.94
<br />99.66
<br />1.26%
<br />1,046,410.05
<br />1,020.83
<br />2.33%
<br />(459.89)
<br />Aaa / AA+
<br />AAA
<br />0.89
<br />0.88
<br />313379DT3 FHLB Note
<br />1.250% Due 06/08/2018
<br />650,000.00 08/18/2015
<br />1.12%
<br />652,392.00
<br />650,798.89
<br />99.96
<br />1.29%
<br />649,761.45
<br />519.10
<br />1.45%
<br />(1,037.44)
<br />Aaa / AA+
<br />AAA
<br />0.94
<br />0.93
<br />3135G0E33 FNMA Note
<br />1.125% Due 07/20/2018
<br />400,000.00 07/28/2015
<br />1.09%
<br />400,456.80
<br />400,161.37
<br />99.80
<br />1.32%
<br />399,190.80
<br />2,012.50
<br />0.89%
<br />(970.57)
<br />Aaa / AA+
<br />AAA
<br />1.05
<br />1.04
<br />3130A6AE7 FHLB Note
<br />1.125% Due 09/14/2018
<br />975,000.00 10/26/2015
<br />0.97%
<br />979,202.25
<br />976,755.93
<br />99.69
<br />1.38%
<br />971,997.00
<br />3,260.16
<br />2.17%
<br />(4,758.93)
<br />Aaa / AA+
<br />AAA
<br />1.21
<br />1.19
<br />313376BR5 FHLB Note
<br />1.750% Due 12/14/2018
<br />1,000,000.00 01/06/2016
<br />1.35%
<br />1,011,550.00
<br />1,005,721.13
<br />100.54
<br />1.37%
<br />1,005,388.00
<br />826.39
<br />2.24%
<br />(333.13)
<br />Aaa / AA+
<br />AAA
<br />1.46
<br />1.43
<br />3135G0H63 FNMA Note
<br />1.375% Due 01/28/2019
<br />1,000,000.00 01/06/2016
<br />1.38%
<br />999,898.00
<br />999,947.35
<br />99.99
<br />1.38%
<br />999,863.00
<br />5,843.75
<br />2.24%
<br />(84.35)
<br />Aaa / AA+
<br />AAA
<br />1.58
<br />1.55
<br />3133782M2 FHLB Note
<br />1.500% Due 03/08/2019
<br />775,000.00 02/16/2016
<br />1.07%
<br />784,966.50
<br />780,497.22
<br />100.12
<br />1.43%
<br />775,951.70
<br />3,648.96
<br />1.73%
<br />(4,545.52)
<br />Aaa / AA+
<br />AAA
<br />1.69
<br />1.65
<br />3137EADZ9 FHLMC Note
<br />1.125% Due 04/15/2019
<br />385,000.00 06/23/2016
<br />0.98%
<br />386,493.80
<br />385,951.66
<br />99.55
<br />1.38%
<br />383,270.20
<br />914.38
<br />0.85%
<br />(2,681.46)
<br />Aaa / AA+
<br />AAA
<br />1.79
<br />1.76
<br />3135G0ZE6 FNMA Note
<br />1.750% Due 06/20/2019
<br />1,000,000.00 05/29/2015
<br />1.37%
<br />1,014,928.00
<br />1,007,252.18
<br />100.66
<br />1.41%
<br />1,006,566.00
<br />534.72
<br />2.24%
<br />(686.18)
<br />Aaa / AA+
<br />AAA
<br />1.97
<br />1.93
<br />3130A8DB6 FHLB Note
<br />1.125% Due 06/21/2019
<br />550,000.00 06/06/2016
<br />1.04%
<br />551,364.00
<br />550,885.55
<br />99.44
<br />1.41%
<br />546,910.10
<br />171.88
<br />1.22%
<br />(3,975.45)
<br />Aaa / AA+
<br />AAA
<br />1.98
<br />1.94
<br />3137EADK2 FHLMC Note
<br />1.250% Due 08/01/2019
<br />450,000.00 12/15/2015
<br />1.54%
<br />445,351.50
<br />447,328.17
<br />99.60
<br />1.44%
<br />448,203.60
<br />2,343.75
<br />1.00%
<br />875.43
<br />Aaa / AA+
<br />AAA
<br />2.09
<br />2.04
<br />3137EADM8 FHLMC Note
<br />1.250% Due 10/02/2019
<br />850,000.00 03/28/2016
<br />1.20%
<br />851,385.50
<br />850,889.44
<br />99.45
<br />1.50%
<br />845,324.15
<br />2,626.74
<br />1.89%
<br />(5,565.29)
<br />Aaa / AA+
<br />AAA
<br />2.26
<br />2.21
<br />3130AA3R7 FHLB Note
<br />1.375% Due 11/15/2019
<br />875,000.00 11/29/2016
<br />1.43%
<br />873,617.50
<br />873,890.16
<br />99.69
<br />1.51%
<br />872,310.25
<br />1,537.33
<br />1.94%
<br />(1,579.91)
<br />Aaa / AA+
<br />AAA
<br />2.38
<br />2.32
<br />3135G0T29 FNMA Note
<br />1.500% Due 02/28/2020
<br />675,000.00 03/07/2017
<br />1.69%
<br />671,321.25
<br />671,710.45
<br />99.74
<br />1.60%
<br />673,230.83
<br />3,459.38
<br />1.50%
<br />1,520.38
<br />Aaa / AA+
<br />AAA
<br />2.67
<br />2.58
<br />City of San Leandro - Account #460
<br />22231
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