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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 />Agency
<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 />899,921.56
<br />99.99
<br />2.57%
<br />899,925.30
<br />8,800.00
<br />0.72%
<br />3.74
<br />Aaa / AA+
<br />AAA
<br />0.01
<br />0.01
<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 />2,000,788.90
<br />98.07
<br />3.92%
<br />1,961,452.00
<br />3,354.17
<br />1.55%
<br />(39,336.90)
<br />Aaa / AA+
<br />AAA
<br />0.55
<br />0.54
<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 />2,000,543.97
<br />97.79
<br />4.16%
<br />1,955,834.00
<br />3,041.67
<br />1.54%
<br />(44,709.97)
<br />Aaa / AA+
<br />AAA
<br />0.59
<br />0.58
<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 />1,000,635.25
<br />98.54
<br />4.28%
<br />985,444.00
<br />6,611.11
<br />0.78%
<br />(15,191.25)
<br />Aaa / AA+
<br />NR
<br />0.69
<br />0.67
<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 />1,799,783.49
<br />97.13
<br />4.04%
<br />1,748,296.80
<br />1,012.50
<br />1.38%
<br />(51,486.69)
<br />Aaa / AA+
<br />AAA
<br />0.78
<br />0.76
<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 />1,999,356.82
<br />96.54
<br />4.21%
<br />1,930,846.00
<br />513.89
<br />1.52%
<br />(68,510.82)
<br />Aaa / AA+
<br />AAA
<br />0.90
<br />0.88
<br />3130ATB71 FHLB Note
<br />3.625% Due 09/06/2023
<br />3,000,000.00 09/08/2022
<br />3.64%
<br />2,999,613.00
<br />2,999,636.52
<br />99.39
<br />4.30%
<br />2,981,655.00
<br />7,552.08
<br />2.35%
<br />(17,981.52)
<br />Aaa / NR
<br />NR
<br />0.93
<br />0.90
<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 />2,000,868.36
<br />95.43
<br />4.27%
<br />1,908,532.00
<br />1,625.00
<br />1.50%
<br />(92,336.36)
<br />Aaa / AA+
<br />AAA
<br />1.18
<br />1.15
<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 />1,712,030.66
<br />98.80
<br />4.42%
<br />1,679,520.10
<br />18,009.38
<br />1.34%
<br />(32,510.56)
<br />Aaa / AA+
<br />AAA
<br />1.19
<br />1.14
<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 />2,000,668.52
<br />94.96
<br />4.25%
<br />1,899,128.00
<br />920.00
<br />1.50%
<br />(101,540.52)
<br />Aaa / AA+
<br />AAA
<br />1.30
<br />1.27
<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 />2,046,633.65
<br />97.59
<br />4.36%
<br />1,951,882.00
<br />7,777.78
<br />1.54%
<br />(94,751.65)
<br />Aaa / AA+
<br />AAA
<br />1.35
<br />1.30
<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 />2,039,595.52
<br />97.52
<br />4.40%
<br />1,950,310.00
<br />17,090.28
<br />1.55%
<br />(89,285.52)
<br />Aaa / AA+
<br />NR
<br />1.71
<br />1.63
<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 />1,226,240.34
<br />97.26
<br />4.35%
<br />1,167,090.00
<br />1,725.00
<br />0.92%
<br />(59,150.34)
<br />Aaa / AA+
<br />AAA
<br />1.96
<br />1.87
<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 />1,999,239.04
<br />94.91
<br />4.25%
<br />1,898,244.00
<br />14,986.11
<br />1.51%
<br />(100,995.04)
<br />Aaa / AA+
<br />AAA
<br />2.04
<br />1.96
<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 />1,531,354.68
<br />96.71
<br />4.33%
<br />1,450,593.00
<br />12,375.00
<br />1.15%
<br />(80,761.68)
<br />Aaa / AA+
<br />NR
<br />2.21
<br />2.09
<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 />2,105,517.76
<br />94.36
<br />4.26%
<br />1,981,511.70
<br />7,962.50
<br />1.57%
<br />(124,006.06)
<br />Aaa / AA+
<br />AAA
<br />2.27
<br />2.18
<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 />2,025,169.80
<br />93.94
<br />4.22%
<br />1,878,726.00
<br />4,083.33
<br />1.48%
<br />(146,443.80)
<br />Aaa / AA+
<br />AAA
<br />2.37
<br />2.28
<br />As of September 30, 2022
<br />29
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