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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 />91282CBV2 US Treasury Note
<br />0.375% Due 04/15/2024
<br />1,800,000.00 06/24/2021
<br />0.42%
<br />1,797,890.63
<br />1,798,466.85
<br />96.12
<br />2.33%
<br />1,730,179.80
<br />3,115.38
<br />1.60%
<br />(68,287.05)
<br />Aaa / AA+
<br />AAA
<br />2.04
<br />2.01
<br />912828XT2 US Treasury Note
<br />2.000% Due 05/31/2024
<br />2,000,000.00 03/03/2021
<br />0.34%
<br />2,106,640.63
<br />2,071,243.87
<br />99.22
<br />2.37%
<br />1,984,376.00
<br />13,406.59
<br />1.84%
<br />(86,867.87)
<br />Aaa / AA+
<br />AAA
<br />2.17
<br />2.09
<br />91282CCL3 US Treasury Note
<br />0.375% Due 07/15/2024
<br />1,250,000.00 07/15/2021
<br />0.44%
<br />1,247,705.08
<br />1,248,247.90
<br />95.52
<br />2.39%
<br />1,193,993.75
<br />984.12
<br />1.10%
<br />(54,254.15)
<br />Aaa / AA+
<br />AAA
<br />2.29
<br />2.26
<br />91282CCT6 US Treasury Note
<br />0.375% Due 08/15/2024
<br />1,000,000.00 08/11/2021
<br />0.45%
<br />997,890.63
<br />998,329.84
<br />95.30
<br />2.42%
<br />953,047.00
<br />466.16
<br />0.88%
<br />(45,282.84)
<br />Aaa / AA+
<br />AAA
<br />2.38
<br />2.34
<br />91282CDH1 US Treasury Note
<br />0.750% Due 11/15/2024
<br />2,500,000.00 12/13/2021
<br />0.93%
<br />2,487,304.69
<br />2,488,589.69
<br />95.66
<br />2.47%
<br />2,391,602.50
<br />7,095.99
<br />2.21%
<br />(96,987.19)
<br />Aaa / AA+
<br />AAA
<br />2.63
<br />2.56
<br />912828YV6 US Treasury Note
<br />1.500% Due 11/30/2024
<br />2,000,000.00 09/16/2021
<br />0.49%
<br />2,064,218.75
<br />2,053,460.74
<br />97.50
<br />2.47%
<br />1,950,078.00
<br />10,054.95
<br />1.81%
<br />(103,382.74)
<br />Aaa / AA+
<br />AAA
<br />2.67
<br />2.58
<br />912828ZF0 US Treasury Note
<br />0.500% Due 03/31/2025
<br />2,500,000.00 12/13/2021
<br />1.01%
<br />2,458,789.06
<br />2,462,488.80
<br />94.30
<br />2.48%
<br />2,357,617.50
<br />34.15
<br />2.17%
<br />(104,871.30)
<br />Aaa / AA+
<br />AAA
<br />3.00
<br />2.94
<br />912828ZT0 US Treasury Note
<br />0.250% Due 05/31/2025
<br />1,100,000.00 04/01/2021
<br />0.69%
<br />1,080,105.47
<br />1,084,839.76
<br />93.16
<br />2.51%
<br />1,024,805.10
<br />921.70
<br />0.95%
<br />(60,034.66)
<br />Aaa / AA+
<br />AAA
<br />3.17
<br />3.11
<br />9128284Z0 US Treasury Note
<br />2.750% Due 08/31/2025
<br />2,000,000.00 06/21/2021
<br />0.73%
<br />2,166,562.50
<br />2,135,774.00
<br />100.83
<br />2.50%
<br />2,016,562.00
<br />4,782.61
<br />1.86%
<br />(119,212.00)
<br />Aaa / AA+
<br />AAA
<br />3.42
<br />3.24
<br />91282CAZ4 US Treasury Note
<br />0.375% Due 11/30/2025
<br />2,000,000.00 09/16/2021
<br />0.72%
<br />1,971,640.63
<br />1,975,261.76
<br />92.55
<br />2.51%
<br />1,851,094.00
<br />2,513.74
<br />1.71%
<br />(124,167.76)
<br />Aaa / AA+
<br />AAA
<br />3.67
<br />3.59
<br />91282CBT7 US Treasury Note
<br />0.750% Due 03/31/2026
<br />1,700,000.00 10/14/2021
<br />0.98%
<br />1,682,667.97
<br />1,684,456.53
<br />93.36
<br />2.50%
<br />1,587,176.10
<br />34.84
<br />1.46%
<br />(97,280.43)
<br />Aaa / AA+
<br />AAA
<br />4.00
<br />3.90
<br />912828U24 US Treasury Note
<br />2.000% Due 11/15/2026
<br />2,000,000.00 03/30/2022
<br />2.54%
<br />1,953,203.13
<br />1,953,230.82
<br />97.95
<br />2.47%
<br />1,958,906.00
<br />15,138.12
<br />1.82%
<br />5,675.18
<br />Aaa / AA+
<br />AAA
<br />4.63
<br />4.35
<br />TOTAL US Treasury 42,500,000.00 0.77%
<br />43,028,861.37
<br />42,767,969.12 2.02%
<br />41,526,931.80
<br />119,427.14
<br />38.39%
<br />(1,241,037.32)
<br />Aaa / AA+
<br />Aaa
<br />2.04
<br />1.98
<br />TOTAL PORTFOLIO 109,976,257.46 1.15%
<br />110,982,885.65
<br />110,538,568.90 1.95%
<br />108,114,644.96
<br />372,479.74
<br />100.00%
<br />(2,423,923.94)
<br />Aa1 / AA+
<br />Aaa
<br />1.84
<br />1.72
<br />TOTAL MARKET VALUE PLUS ACCRUALS 108,487,124.70
<br />As of March 31, 2022
<br />33
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