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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 />912828J68 US Treasury Note
<br />1.000% Due 03/15/2018
<br />500,000.00 03/16/2015
<br />1.04%
<br />499,396.21
<br />499,858.16
<br />99.83
<br />1.24%
<br />499,160.00
<br />1,467.39
<br />1.11%
<br />(698.16)
<br />Aaa / AA+
<br />AAA
<br />0.71
<br />0.70
<br />912828K25 US Treasury Note
<br />0.750% Due 04/15/2018
<br />800,000.00 04/20/2015
<br />0.83%
<br />798,127.68
<br />799,505.30
<br />99.59
<br />1.27%
<br />796,718.40
<br />1,262.30
<br />1.77%
<br />(2,786.90)
<br />Aaa / AA+
<br />AAA
<br />0.79
<br />0.79
<br />912828XK1 US Treasury Note
<br />0.875% Due 07/15/2018
<br />725,000.00 Various
<br />1.00%
<br />722,713.36
<br />724,081.11
<br />99.56
<br />1.30%
<br />721,828.13
<br />2,926.54
<br />1.61%
<br />(2,252.98)
<br />Aaa / AA+
<br />AAA
<br />1.04
<br />1.03
<br />912828L40 US Treasury Note
<br />1.000% Due 09/15/2018
<br />1,300,000.00 09/24/2015
<br />0.97%
<br />1,301,070.76
<br />1,300,434.81
<br />99.63
<br />1.31%
<br />1,295,125.00
<br />3,815.22
<br />2.89%
<br />(5,309.81)
<br />Aaa / AA+
<br />AAA
<br />1.21
<br />1.19
<br />912828L81 US Treasury Note
<br />0.875% Due 10/15/2018
<br />1,000,000.00 Various
<br />1.16%
<br />992,198.66
<br />996,422.53
<br />99.42
<br />1.33%
<br />994,219.00
<br />1,840.85
<br />2.21%
<br />(2,203.53)
<br />Aaa / AA+
<br />AAA
<br />1.29
<br />1.28
<br />912828N22 US Treasury Note
<br />1.250% Due 12/15/2018
<br />1,000,000.00 01/06/2016
<br />1.27%
<br />999,495.54
<br />999,749.89
<br />99.85
<br />1.35%
<br />998,516.00
<br />546.45
<br />2.22%
<br />(1,233.89)
<br />Aaa / AA+
<br />AAA
<br />1.46
<br />1.44
<br />912828C65 US Treasury Note
<br />1.625% Due 03/31/2019
<br />1,000,000.00 01/06/2016
<br />1.36%
<br />1,008,362.73
<br />1,004,525.38
<br />100.45
<br />1.36%
<br />1,004,492.00
<br />4,084.70
<br />2.24%
<br />(33.38)
<br />Aaa / AA+
<br />AAA
<br />1.75
<br />1.72
<br />912828UB4 US Treasury Note
<br />1.000% Due 11/30/2019
<br />775,000.00 08/30/2016
<br />0.98%
<br />775,486.97
<br />775,362.15
<br />98.95
<br />1.45%
<br />766,826.08
<br />656.42
<br />1.71%
<br />(8,536.07)
<br />Aaa / AA+
<br />AAA
<br />2.42
<br />2.38
<br />912828UV0 US Treasury Note
<br />1.125% Due 03/31/2020
<br />1,000,000.00 Various
<br />1.57%
<br />981,265.07
<br />988,318.74
<br />98.96
<br />1.51%
<br />989,648.00
<br />2,827.86
<br />2.21%
<br />1,329.26
<br />Aaa / AA+
<br />AAA
<br />2.75
<br />2.69
<br />912828XM7 US Treasury Note
<br />1.625% Due 07/31/2020
<br />500,000.00 04/19/2017
<br />1.47%
<br />502,501.68
<br />502,351.33
<br />100.12
<br />1.59%
<br />500,586.00
<br />3,389.16
<br />1.12%
<br />(1,765.33)
<br />Aaa / AA+
<br />AAA
<br />3.09
<br />2.98
<br />912828L65 US Treasury Note
<br />1.375% Due 09/30/2020
<br />425,000.00 06/20/2017
<br />1.58%
<br />422,228.96
<br />422,252.11
<br />99.26
<br />1.61%
<br />421,845.65
<br />1,468.92
<br />0.94%
<br />(406.46)
<br />Aaa / AA+
<br />AAA
<br />3.25
<br />3.15
<br />912828N89 US Treasury Note
<br />1.375% Due 01/31/2021
<br />425,000.00 06/20/2017
<br />1.63%
<br />421,149.86
<br />421,179.03
<br />98.95
<br />1.68%
<br />420,550.68
<br />2,437.59
<br />0.94%
<br />(628.35)
<br />Aaa / AA+
<br />AAA
<br />3.59
<br />3.46
<br />Total US Treasury 13,470,000.00 1.14%
<br />13,417,248.65 13,450,698.46
<br />1.32%
<br />13,423,433.64 37,032.28 29.93% (27,264.82) Aaa / AA+ Aaa 1.39 1.37
<br />TOTAL PORTFOLIO 44,862,667.77 1.33% 44,877,053.49 44,894,636.37 1.45% 44,813,012.70 156,176.02 100.00% (81,623.67) Aa1 / AA+ Aaa 1.61 1.56
<br />TOTAL MARKET VALUE PLUS ACCRUALS 44,969,188.72
<br />City of San Leandro - Account #460
<br />25234
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