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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 />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 />2,115,864.84
<br />95.91
<br />4.26%
<br />1,918,124.00
<br />4,709.94
<br />1.51%
<br />(197,740.84)
<br />Aaa / AA+
<br />AAA
<br />2.92
<br />2.76
<br />9128285J5 US Treasury Note
<br />3.000% Due 10/31/2025
<br />3,000,000.00 06/14/2022
<br />3.48%
<br />2,954,296.88
<br />2,958,296.83
<br />96.45
<br />4.24%
<br />2,893,476.00
<br />37,663.04
<br />2.31%
<br />(64,820.83)
<br />Aaa / AA+
<br />AAA
<br />3.09
<br />2.87
<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 />1,978,642.72
<br />88.68
<br />4.23%
<br />1,773,516.00
<br />2,520.49
<br />1.40%
<br />(205,126.72)
<br />Aaa / AA+
<br />AAA
<br />3.17
<br />3.08
<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 />1,686,404.79
<br />88.81
<br />4.22%
<br />1,509,746.20
<br />35.03
<br />1.19%
<br />(176,658.59)
<br />Aaa / AA+
<br />AAA
<br />3.50
<br />3.39
<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 />1,958,298.17
<br />91.88
<br />4.16%
<br />1,837,500.00
<br />15,108.70
<br />1.46%
<br />(120,798.17)
<br />Aaa / AA+
<br />AAA
<br />4.13
<br />3.86
<br />91282CEF4 US Treasury Note
<br />2.500% Due 03/31/2027
<br />3,000,000.00 08/18/2022
<br />3.06%
<br />2,928,164.06
<br />2,929,997.26
<br />93.47
<br />4.10%
<br />2,804,181.00
<br />206.04
<br />2.21%
<br />(125,816.26)
<br />Aaa / AA+
<br />AAA
<br />4.50
<br />4.19
<br />TOTAL US Treasury 56,750,000.00 1.46%
<br />56,740,859.41
<br />56,464,730.91 4.18%
<br />53,866,283.50
<br />158,888.71
<br />42.52%
<br />(2,598,447.41)
<br />Aaa / AA+
<br />AAA
<br />2.02
<br />1.93
<br />TOTAL PORTFOLIO 132,536,075.38 1.75%
<br />132,684,998.07
<br />132,174,148.87 4.31%
<br />126,582,256.06
<br />475,473.98
<br />100.00%
<br />(5,591,892.81)
<br />Aa1 / AA
<br />AAA
<br />1.92
<br />1.74
<br />TOTAL MARKET VALUE PLUS ACCRUALS 127,057,730.04
<br />As of September 30, 2022
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