|
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 />3137EAEX3 FHLMC Note
<br />0.375% Due 09/23/2025
<br />2,200,000.00 09/28/2020
<br />0.42%
<br />2,195,512.00
<br />2,197,543.93
<br />90.07
<br />4.27%
<br />1,981,539.41
<br />2,245.83
<br />1.31%
<br />(216,004.52)
<br />Aaa / AA+
<br />AAA
<br />2.73
<br />2.66
<br />TOTAL Agency 33,500,000.00 1.19%
<br />33,993,831.00
<br />33,655,010.29 4.64%
<br />32,291,270.56
<br />122,598.13
<br />21.46%
<br />(1,363,739.73)
<br />Aaa / AA+
<br />AAA
<br />1.25
<br />1.20
<br />Commercial Paper
<br />62479MRL9 MUFG Bank Ltd/NY Discount CP
<br />4.770% Due 04/20/2023
<br />3,000,000.00 12/15/2022
<br />4.92%
<br />2,950,312.50
<br />2,956,580.45
<br />98.55
<br />4.92%
<br />2,956,580.45
<br />0.00
<br />1.96%
<br />0.00
<br />P-1 / A-1
<br />NR
<br />0.30
<br />0.29
<br />TOTAL Commercial Paper 3,000,000.00 4.92%
<br />2,950,312.50
<br />2,956,580.45 4.92%
<br />2,956,580.45
<br />0.00
<br />1.96%
<br />0.00
<br />P-1 / A-1
<br />NR
<br />0.30
<br />0.29
<br />Corporate
<br />06051GEU9 Bank of America Corp Note
<br />3.300% Due 01/11/2023
<br />1,325,000.00 Various
<br />3.41%
<br />1,318,494.00
<br />1,324,962.91
<br />99.97
<br />4.46%
<br />1,324,546.82
<br />20,647.92
<br />0.89%
<br />(416.09)
<br />A2 / A-
<br />AA-
<br />0.03
<br />0.03
<br />06406RAE7 Bank of NY Mellon Corp Callable Note Cont 12/29/2022
<br />2.950% Due 01/29/2023
<br />1,000,000.00 Various
<br />3.47%
<br />979,606.00
<br />999,634.56
<br />99.88
<br />4.46%
<br />998,789.47
<br />12,455.55
<br />0.67%
<br />(845.09)
<br />A1 / A
<br />AA-
<br />0.08
<br />0.08
<br />084670BR8 Berkshire Hathaway Callable Note Cont 1/15/2023
<br />2.750% Due 03/15/2023
<br />600,000.00 12/20/2018
<br />3.40%
<br />584,730.00
<br />599,277.10
<br />99.57
<br />4.81%
<br />597,430.91
<br />4,858.33
<br />0.40%
<br />(1,846.19)
<br />Aa2 / AA
<br />A+
<br />0.20
<br />0.20
<br />037833AK6 Apple Inc Note
<br />2.400% Due 05/03/2023
<br />900,000.00 12/12/2018
<br />3.43%
<br />862,677.00
<br />897,155.90
<br />99.20
<br />4.78%
<br />892,792.48
<br />3,480.00
<br />0.59%
<br />(4,363.42)
<br />Aaa / AA+
<br />NR
<br />0.34
<br />0.33
<br />931142EK5 Wal-Mart Stores Callable Note Cont 5/26/2023
<br />3.400% Due 06/26/2023
<br />1,000,000.00 12/19/2018
<br />3.24%
<br />1,006,440.00
<br />1,000,577.49
<br />99.33
<br />4.80%
<br />993,315.69
<br />472.22
<br />0.66%
<br />(7,261.80)
<br />Aa2 / AA
<br />AA
<br />0.48
<br />0.48
<br />90331HNV1 US Bank NA Callable Note Cont 6/23/2023
<br />3.400% Due 07/24/2023
<br />500,000.00 04/15/2019
<br />2.84%
<br />511,010.00
<br />501,246.55
<br />99.08
<br />5.06%
<br />495,420.06
<br />7,413.89
<br />0.33%
<br />(5,826.49)
<br />A1 / AA-
<br />AA-
<br />0.56
<br />0.54
<br />24422EUR8 John Deere Capital Corp Note
<br />3.450% Due 01/10/2024
<br />300,000.00 01/29/2019
<br />3.24%
<br />302,907.00
<br />300,602.34
<br />98.75
<br />4.71%
<br />296,245.18
<br />4,916.25
<br />0.20%
<br />(4,357.16)
<br />A2 / A
<br />A
<br />1.03
<br />0.98
<br />24422EVN6 John Deere Capital Corp Note
<br />0.450% Due 01/17/2024
<br />1,000,000.00 03/03/2021
<br />0.44%
<br />1,000,200.00
<br />1,000,072.71
<br />95.64
<br />4.78%
<br />956,397.72
<br />2,050.00
<br />0.63%
<br />(43,674.99)
<br />A2 / A
<br />A
<br />1.05
<br />1.02
<br />89114QCB2 Toronto Dominion Bank Note
<br />3.250% Due 03/11/2024
<br />1,300,000.00 Various
<br />3.00%
<br />1,314,864.00
<br />1,303,620.58
<br />97.87
<br />5.11%
<br />1,272,313.09
<br />12,909.72
<br />0.85%
<br />(31,307.49)
<br />A1 / A
<br />AA-
<br />1.19
<br />1.14
<br />808513BN4 Charles Schwab Corp Callable Note Cont 2/18/2024
<br />0.750% Due 03/18/2024
<br />1,000,000.00 03/19/2021
<br />0.63%
<br />1,003,360.00
<br />1,001,306.67
<br />95.07
<br />4.99%
<br />950,680.01
<br />2,145.83
<br />0.63%
<br />(50,626.66)
<br />A2 / A
<br />A
<br />1.21
<br />1.18
<br />As of December 31, 2022
<br />31
|