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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 />Supranational
<br />4581X0DM7 Inter-American Dev Bank Note
<br />0.500% Due 05/24/2023
<br />2,000,000.00 04/23/2020
<br />0.48%
<br />2,001,220.00
<br />2,000,454.51
<br />98.31
<br />2.00%
<br />1,966,240.00
<br />3,527.78
<br />1.82%
<br />(34,214.51)
<br />Aaa / AAA
<br />NR
<br />1.15
<br />1.13
<br />TOTAL Supranational 2,000,000.00 0.48%
<br />2,001,220.00
<br />2,000,454.51 2.00%
<br />1,966,240.00
<br />3,527.78
<br />1.82%
<br />(34,214.51)
<br />Aaa / AAA
<br />NR
<br />1.15
<br />1.13
<br />US Treasury
<br />912828X47 US Treasury Note
<br />1.875% Due 04/30/2022
<br />1,800,000.00 01/16/2019
<br />2.54%
<br />1,762,242.19
<br />1,799,086.76
<br />100.13
<br />0.36%
<br />1,802,251.80
<br />14,171.27
<br />1.67%
<br />3,165.04
<br />Aaa / AA+
<br />AAA
<br />0.08
<br />0.08
<br />9128287C8 US Treasury Note
<br />1.750% Due 07/15/2022
<br />2,000,000.00 04/08/2020
<br />0.25%
<br />2,067,578.13
<br />2,008,580.05
<br />100.31
<br />0.68%
<br />2,006,250.00
<br />7,348.07
<br />1.86%
<br />(2,330.05)
<br />Aaa / AA+
<br />AAA
<br />0.29
<br />0.29
<br />912828L24 US Treasury Note
<br />1.875% Due 08/31/2022
<br />1,100,000.00 12/17/2018
<br />2.72%
<br />1,067,515.63
<br />1,096,347.91
<br />100.41
<br />0.89%
<br />1,104,468.20
<br />1,793.48
<br />1.02%
<br />8,120.29
<br />Aaa / AA+
<br />AAA
<br />0.42
<br />0.41
<br />912828Z29 US Treasury Note
<br />1.500% Due 01/15/2023
<br />1,400,000.00 04/28/2021
<br />0.15%
<br />1,432,320.31
<br />1,414,921.04
<br />100.00
<br />1.49%
<br />1,400,054.60
<br />4,408.84
<br />1.29%
<br />(14,866.44)
<br />Aaa / AA+
<br />AAA
<br />0.79
<br />0.78
<br />912828Z86 US Treasury Note
<br />1.375% Due 02/15/2023
<br />1,850,000.00 Various
<br />0.18%
<br />1,900,808.59
<br />1,869,297.17
<br />99.83
<br />1.57%
<br />1,846,819.85
<br />3,162.12
<br />1.71%
<br />(22,477.32)
<br />Aaa / AA+
<br />AAA
<br />0.88
<br />0.87
<br />912828P79 US Treasury Note
<br />1.500% Due 02/28/2023
<br />1,950,000.00 10/20/2020
<br />0.16%
<br />2,011,318.36
<br />1,973,743.04
<br />99.89
<br />1.62%
<br />1,947,790.65
<br />2,543.48
<br />1.80%
<br />(25,952.39)
<br />Aaa / AA+
<br />AAA
<br />0.92
<br />0.90
<br />912828ZD5 US Treasury Note
<br />0.500% Due 03/15/2023
<br />2,000,000.00 06/17/2020
<br />0.21%
<br />2,015,703.13
<br />2,005,464.69
<br />98.92
<br />1.64%
<br />1,978,438.00
<br />461.96
<br />1.82%
<br />(27,026.69)
<br />Aaa / AA+
<br />AAA
<br />0.96
<br />0.95
<br />91282CAF8 US Treasury Note
<br />0.125% Due 08/15/2023
<br />1,750,000.00 06/21/2021
<br />0.28%
<br />1,744,189.45
<br />1,746,286.88
<br />97.41
<br />2.04%
<br />1,704,746.75
<br />271.93
<br />1.57%
<br />(41,540.13)
<br />Aaa / AA+
<br />AAA
<br />1.38
<br />1.36
<br />9128285D8 US Treasury Note
<br />2.875% Due 09/30/2023
<br />1,000,000.00 06/24/2019
<br />1.77%
<br />1,045,156.25
<br />1,015,853.96
<br />101.16
<br />2.09%
<br />1,011,562.00
<br />78.55
<br />0.93%
<br />(4,291.96)
<br />Aaa / AA+
<br />AAA
<br />1.50
<br />1.46
<br />912828T26 US Treasury Note
<br />1.375% Due 09/30/2023
<br />1,000,000.00 05/25/2021
<br />0.19%
<br />1,027,617.19
<br />1,017,627.31
<br />98.94
<br />2.10%
<br />989,414.00
<br />37.57
<br />0.91%
<br />(28,213.31)
<br />Aaa / AA+
<br />AAA
<br />1.50
<br />1.47
<br />9128285K2 US Treasury Note
<br />2.875% Due 10/31/2023
<br />1,200,000.00 09/29/2020
<br />0.16%
<br />1,300,359.38
<br />1,251,516.63
<br />101.12
<br />2.15%
<br />1,213,406.40
<br />14,486.19
<br />1.13%
<br />(38,110.23)
<br />Aaa / AA+
<br />AAA
<br />1.59
<br />1.52
<br />912828WE6 US Treasury Note
<br />2.750% Due 11/15/2023
<br />1,000,000.00 06/19/2019
<br />1.86%
<br />1,037,343.75
<br />1,013,763.11
<br />100.89
<br />2.19%
<br />1,008,945.00
<br />10,407.46
<br />0.94%
<br />(4,818.11)
<br />Aaa / AA+
<br />AAA
<br />1.63
<br />1.57
<br />91282CAW1 US Treasury Note
<br />0.250% Due 11/15/2023
<br />1,500,000.00 12/21/2020
<br />0.16%
<br />1,503,808.59
<br />1,502,134.68
<br />96.95
<br />2.17%
<br />1,454,296.50
<br />1,419.20
<br />1.34%
<br />(47,838.18)
<br />Aaa / AA+
<br />AAA
<br />1.63
<br />1.60
<br />91282CBE0 US Treasury Note
<br />0.125% Due 01/15/2024
<br />1,100,000.00 02/02/2021
<br />0.18%
<br />1,098,281.25
<br />1,098,955.33
<br />96.28
<br />2.26%
<br />1,059,050.30
<br />288.67
<br />0.98%
<br />(39,905.03)
<br />Aaa / AA+
<br />AAA
<br />1.79
<br />1.77
<br />As of March 31, 2022
<br />32
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