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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 />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 />2,000,427.81
<br />98.75
<br />4.57%
<br />1,974,929.06
<br />1,479.17
<br />1.31%
<br />(25,498.75)
<br />Aaa / AA+
<br />AAA
<br />0.30
<br />0.30
<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 />2,000,312.28
<br />98.62
<br />4.45%
<br />1,972,335.36
<br />1,166.67
<br />1.31%
<br />(27,976.92)
<br />Aaa / AA+
<br />AAA
<br />0.34
<br />0.34
<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 />1,000,402.41
<br />98.89
<br />4.71%
<br />988,858.53
<br />1,298.61
<br />0.66%
<br />(11,543.88)
<br />Aaa / AA+
<br />NR
<br />0.44
<br />0.43
<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 />1,799,854.12
<br />97.65
<br />4.83%
<br />1,757,789.24
<br />2,137.50
<br />1.17%
<br />(42,064.88)
<br />Aaa / AA+
<br />AAA
<br />0.52
<br />0.51
<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 />1,999,537.78
<br />97.09
<br />4.87%
<br />1,941,767.48
<br />1,763.89
<br />1.29%
<br />(57,770.30)
<br />Aaa / AA+
<br />AAA
<br />0.65
<br />0.63
<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 />2,999,734.87
<br />99.14
<br />4.92%
<br />2,974,180.98
<br />34,739.58
<br />1.99%
<br />(25,553.89)
<br />Aaa / NR
<br />NR
<br />0.68
<br />0.66
<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 />2,000,682.14
<br />95.86
<br />4.88%
<br />1,917,187.74
<br />375.00
<br />1.27%
<br />(83,494.40)
<br />Aaa / AA+
<br />AAA
<br />0.93
<br />0.90
<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 />1,709,474.49
<br />98.57
<br />4.96%
<br />1,675,647.53
<br />3,665.63
<br />1.11%
<br />(33,826.96)
<br />Aaa / AA+
<br />AAA
<br />0.94
<br />0.91
<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 />2,000,539.04
<br />95.34
<br />4.84%
<br />1,906,777.12
<br />2,070.00
<br />1.26%
<br />(93,761.92)
<br />Aaa / AA+
<br />AAA
<br />1.05
<br />1.02
<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 />2,037,913.54
<br />97.63
<br />4.75%
<br />1,952,602.28
<br />20,277.78
<br />1.31%
<br />(85,311.26)
<br />Aaa / AA+
<br />AAA
<br />1.10
<br />1.05
<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 />2,033,738.95
<br />97.72
<br />4.51%
<br />1,954,394.80
<br />2,715.28
<br />1.30%
<br />(79,344.15)
<br />Aaa / AA+
<br />NR
<br />1.45
<br />1.40
<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 />1,222,854.49
<br />97.12
<br />4.65%
<br />1,165,455.44
<br />10,350.00
<br />0.78%
<br />(57,399.05)
<br />Aaa / AA+
<br />AAA
<br />1.70
<br />1.62
<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 />1,999,333.01
<br />95.05
<br />4.54%
<br />1,900,937.54
<br />6,861.11
<br />1.26%
<br />(98,395.47)
<br />Aaa / AA+
<br />AAA
<br />1.79
<br />1.72
<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 />1,527,766.83
<br />96.86
<br />4.45%
<br />1,452,885.78
<br />2,062.50
<br />0.96%
<br />(74,881.05)
<br />Aaa / AA+
<br />NR
<br />1.95
<br />1.87
<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 />2,104,905.42
<br />94.54
<br />4.48%
<br />1,985,423.65
<br />16,493.75
<br />1.33%
<br />(119,481.77)
<br />Aaa / AA+
<br />AAA
<br />2.02
<br />1.93
<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 />2,022,492.78
<br />94.29
<br />4.35%
<br />1,885,876.46
<br />11,583.33
<br />1.26%
<br />(136,616.32)
<br />Aaa / AA+
<br />AAA
<br />2.12
<br />2.03
<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 />997,496.40
<br />90.27
<br />4.30%
<br />902,682.16
<br />1,312.50
<br />0.60%
<br />(94,814.24)
<br />Aaa / AA+
<br />AAA
<br />2.65
<br />2.58
<br />As of December 31, 2022
<br />30
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