|
Holdings Report
<br />City of San Leandro -Account #460
<br />CUSIP Security Description Par Value/Units Purchase Date
<br />Book Yield
<br />Cost Value
<br />Book Value
<br />Mkt Price
<br />Mkt YTM
<br />Market Value
<br />Accrued Int.
<br />% of Port.
<br />Gain/Loss
<br />Moody/S&P
<br />Fitch
<br />Maturity
<br />Duration
<br />3135G0T78 FNMA Note
<br />2.000% Due 10/05/2022
<br />900,000.00 12/12/2018
<br />2.84%
<br />872,703.00
<br />896,332.95
<br />100.43
<br />1.15%
<br />903,890.70
<br />8,800.00
<br />0.84%
<br />7,557.75
<br />Aaa / AA+
<br />AAA
<br />0.52
<br />0.50
<br />3137EAEQ8 FHLMC Note
<br />0.375% Due 04/20/2023
<br />2,000,000.00 05/19/2020
<br />0.30%
<br />2,004,180.00
<br />2,001,507.15
<br />98.55
<br />1.77%
<br />1,970,974.00
<br />3,354.17
<br />1.82%
<br />(30,533.15)
<br />Aaa / AA+
<br />AAA
<br />1.05
<br />1.04
<br />3137EAER6 FHLMC Note
<br />0.375% Due 05/05/2023
<br />2,000,000.00 05/11/2020
<br />0.33%
<br />2,002,740.00
<br />2,001,004.83
<br />98.41
<br />1.85%
<br />1,968,210.00
<br />3,041.67
<br />1.82%
<br />(32,794.83)
<br />Aaa / AA+
<br />AAA
<br />1.10
<br />1.08
<br />3133834G3 FHLB Note
<br />2.125% Due 06/09/2023
<br />1,000,000.00 06/11/2019
<br />2.03%
<br />1,003,690.00
<br />1,001,098.40
<br />100.23
<br />1.93%
<br />1,002,319.00
<br />6,611.11
<br />0.93%
<br />1,220.60
<br />Aaa / AA+
<br />NR
<br />1.19
<br />1.16
<br />3135G05G4 FNMA Note
<br />0.250% Due 07/10/2023
<br />1,800,000.00 08/18/2020
<br />0.27%
<br />1,799,190.00
<br />1,799,642.99
<br />97.85
<br />1.97%
<br />1,761,235.20
<br />1,012.50
<br />1.62%
<br />(38,407.79)
<br />Aaa / AA+
<br />AAA
<br />1.28
<br />1.26
<br />3137EAEV7 FHLMC Note
<br />0.250% Due 08/24/2023
<br />2,000,000.00 08/27/2020
<br />0.29%
<br />1,997,860.00
<br />1,998,996.88
<br />97.49
<br />2.08%
<br />1,949,814.00
<br />513.89
<br />1.80%
<br />(49,182.88)
<br />Aaa / AA+
<br />AAA
<br />1.40
<br />1.38
<br />3137EAFA2 FHLMC Note
<br />0.250% Due 12/04/2023
<br />2,000,000.00 12/21/2020
<br />0.21%
<br />2,002,180.00
<br />2,001,238.77
<br />96.85
<br />2.17%
<br />1,937,032.00
<br />1,625.00
<br />1.79%
<br />(64,206.77)
<br />Aaa / AA+
<br />AAA
<br />1.68
<br />1.65
<br />3130A0F70 FHLB Note
<br />3.375% Due 12/08/2023
<br />1,700,000.00 01/16/2019
<br />2.73%
<br />1,749,623.00
<br />1,717,115.21
<br />101.82
<br />2.27%
<br />1,730,909.40
<br />18,009.38
<br />1.61%
<br />13,794.19
<br />Aaa / AA+
<br />AAA
<br />1.69
<br />1.62
<br />3133EMNG3 FFCB Note
<br />0.230% Due 01/19/2024
<br />2,000,000.00 02/02/2021
<br />0.20%
<br />2,001,520.00
<br />2,000,926.07
<br />96.73
<br />2.09%
<br />1,934,624.00
<br />920.00
<br />1.78%
<br />(66,302.07)
<br />Aaa / AA+
<br />AAA
<br />1.81
<br />1.78
<br />3135G0V34 FNMA Note
<br />2.500% Due 02/05/2024
<br />2,000,000.00 03/25/2020
<br />0.74%
<br />2,133,740.00
<br />2,063,979.09
<br />100.50
<br />2.22%
<br />2,010,044.00
<br />7,777.78
<br />1.86%
<br />(53,935.09)
<br />Aaa / AA+
<br />AAA
<br />1.85
<br />1.79
<br />3130A1XJ2 FHLB Note
<br />2.875% Due 06/14/2024
<br />2,000,000.00 09/11/2019
<br />1.66%
<br />2,110,320.00
<br />2,051,245.01
<br />101.01
<br />2.40%
<br />2,020,236.00
<br />17,090.28
<br />1.88%
<br />(31,009.01)
<br />Aaa / AA+
<br />NR
<br />2.21
<br />2.11
<br />3130A2UW4 FHLB Note
<br />2.875% Due 09/13/2024
<br />1,200,000.00 11/14/2019
<br />1.70%
<br />1,264,920.00
<br />1,232,975.24
<br />101.05
<br />2.43%
<br />1,212,637.20
<br />1,725.00
<br />1.12%
<br />(20,338.04)
<br />Aaa / AA+
<br />AAA
<br />2.46
<br />2.35
<br />3135G0W66 FNMA Note
<br />1.625% Due 10/15/2024
<br />2,000,000.00 10/17/2019
<br />1.64%
<br />1,998,140.00
<br />1,999,052.13
<br />98.07
<br />2.41%
<br />1,961,402.00
<br />14,986.11
<br />1.82%
<br />(37,650.13)
<br />Aaa / AA+
<br />AAA
<br />2.55
<br />2.45
<br />3130A3GE8 FHLB Note
<br />2.750% Due 12/13/2024
<br />1,500,000.00 12/10/2019
<br />1.75%
<br />1,571,250.00
<br />1,538,491.38
<br />100.86
<br />2.42%
<br />1,512,916.50
<br />12,375.00
<br />1.41%
<br />(25,574.88)
<br />Aaa / AA+
<br />NR
<br />2.71
<br />2.57
<br />3135G0X24 FNMA Note
<br />1.625% Due 01/07/2025
<br />2,100,000.00 Various
<br />1.50%
<br />2,111,993.00
<br />2,106,735.80
<br />97.73
<br />2.48%
<br />2,052,351.00
<br />7,962.50
<br />1.90%
<br />(54,384.80)
<br />Aaa / AA+
<br />AAA
<br />2.78
<br />2.67
<br />3137EAEP0 FHLMC Note
<br />1.500% Due 02/12/2025
<br />2,000,000.00 03/24/2020
<br />0.95%
<br />2,051,940.00
<br />2,030,494.75
<br />97.29
<br />2.49%
<br />1,945,792.00
<br />4,083.33
<br />1.80%
<br />(84,702.75)
<br />Aaa / AA+
<br />AAA
<br />2.87
<br />2.77
<br />3135G05X7 FNMA Note
<br />0.375% Due 08/25/2025
<br />1,000,000.00 10/20/2020
<br />0.47%
<br />995,420.00
<br />996,784.42
<br />93.18
<br />2.48%
<br />931,844.00
<br />375.00
<br />0.86%
<br />(64,940.42)
<br />Aaa / AA+
<br />AAA
<br />3.41
<br />3.34
<br />As of March 31, 2022
<br />29
|