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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 />US Treasury
<br />912828Z29 US Treasury Note
<br />1.500% Due 01/15/2023
<br />1,400,000.00 04/28/2021
<br />0.15%
<br />1,432,320.31
<br />1,400,722.82
<br />99.93
<br />3.28%
<br />1,398,971.00
<br />9,701.09
<br />0.93%
<br />(1,751.82)
<br />Aaa / AA+
<br />AAA
<br />0.04
<br />0.04
<br />912828Z86 US Treasury Note
<br />1.375% Due 02/15/2023
<br />1,850,000.00 Various
<br />0.18%
<br />1,900,808.59
<br />1,852,713.67
<br />99.66
<br />4.11%
<br />1,843,669.30
<br />9,608.18
<br />1.23%
<br />(9,044.37)
<br />Aaa / AA+
<br />AAA
<br />0.13
<br />0.12
<br />912828P79 US Treasury Note
<br />1.500% Due 02/28/2023
<br />1,950,000.00 10/20/2020
<br />0.16%
<br />2,011,318.36
<br />1,954,135.42
<br />99.54
<br />4.31%
<br />1,941,047.55
<br />9,938.54
<br />1.29%
<br />(13,087.87)
<br />Aaa / AA+
<br />AAA
<br />0.16
<br />0.16
<br />912828ZD5 US Treasury Note
<br />0.500% Due 03/15/2023
<br />2,000,000.00 06/17/2020
<br />0.21%
<br />2,015,703.13
<br />2,001,146.33
<br />99.24
<br />4.25%
<br />1,984,764.00
<br />2,983.43
<br />1.32%
<br />(16,382.33)
<br />Aaa / AA+
<br />AAA
<br />0.20
<br />0.20
<br />91282CAF8 US Treasury Note
<br />0.125% Due 08/15/2023
<br />1,750,000.00 06/21/2021
<br />0.28%
<br />1,744,189.45
<br />1,748,325.02
<br />97.23
<br />4.67%
<br />1,701,533.75
<br />826.26
<br />1.13%
<br />(46,791.27)
<br />Aaa / AA+
<br />AAA
<br />0.62
<br />0.61
<br />9128285D8 US Treasury Note
<br />2.875% Due 09/30/2023
<br />1,000,000.00 06/24/2019
<br />1.77%
<br />1,045,156.25
<br />1,007,883.50
<br />98.76
<br />4.58%
<br />987,578.00
<br />7,345.47
<br />0.66%
<br />(20,305.50)
<br />Aaa / AA+
<br />AAA
<br />0.75
<br />0.72
<br />912828T26 US Treasury Note
<br />1.375% Due 09/30/2023
<br />1,000,000.00 05/25/2021
<br />0.19%
<br />1,027,617.19
<br />1,008,765.32
<br />97.56
<br />4.73%
<br />975,625.00
<br />3,513.05
<br />0.65%
<br />(33,140.32)
<br />Aaa / AA+
<br />AAA
<br />0.75
<br />0.73
<br />9128285K2 US Treasury Note
<br />2.875% Due 10/31/2023
<br />1,200,000.00 09/29/2020
<br />0.16%
<br />1,300,359.38
<br />1,227,006.12
<br />98.50
<br />4.73%
<br />1,182,046.80
<br />5,908.84
<br />0.79%
<br />(44,959.32)
<br />Aaa / AA+
<br />AAA
<br />0.83
<br />0.81
<br />912828WE6 US Treasury Note
<br />2.750% Due 11/15/2023
<br />1,000,000.00 06/19/2019
<br />1.86%
<br />1,037,343.75
<br />1,007,380.55
<br />98.30
<br />4.76%
<br />982,969.00
<br />3,570.44
<br />0.65%
<br />(24,411.55)
<br />Aaa / AA+
<br />AAA
<br />0.87
<br />0.85
<br />91282CAW1 US Treasury Note
<br />0.250% Due 11/15/2023
<br />3,000,000.00 Various
<br />1.32%
<br />2,952,539.06
<br />2,972,641.75
<br />96.16
<br />4.80%
<br />2,884,686.00
<br />973.76
<br />1.91%
<br />(87,955.75)
<br />Aaa / AA+
<br />AAA
<br />0.87
<br />0.85
<br />91282CBE0 US Treasury Note
<br />0.125% Due 01/15/2024
<br />3,000,000.00 Various
<br />1.64%
<br />2,921,687.50
<br />2,953,607.48
<br />95.37
<br />4.74%
<br />2,861,133.00
<br />1,732.34
<br />1.90%
<br />(92,474.48)
<br />Aaa / AA+
<br />AAA
<br />1.04
<br />1.02
<br />91282CEG2 US Treasury Note
<br />2.250% Due 03/31/2024
<br />2,000,000.00 09/08/2022
<br />3.53%
<br />1,961,406.25
<br />1,969,138.57
<br />97.05
<br />4.71%
<br />1,941,094.00
<br />11,497.25
<br />1.29%
<br />(28,044.57)
<br />Aaa / AA+
<br />AAA
<br />1.25
<br />1.20
<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 />1,799,032.78
<br />94.66
<br />4.69%
<br />1,703,953.80
<br />1,446.43
<br />1.13%
<br />(95,078.98)
<br />Aaa / AA+
<br />AAA
<br />1.29
<br />1.26
<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 />2,046,475.14
<br />96.38
<br />4.67%
<br />1,927,656.00
<br />3,516.48
<br />1.28%
<br />(118,819.14)
<br />Aaa / AA+
<br />AAA
<br />1.42
<br />1.37
<br />91282CCL3 US Treasury Note
<br />0.375% Due 07/15/2024
<br />3,000,000.00 Various
<br />1.76%
<br />2,908,496.10
<br />2,937,417.82
<br />93.71
<br />4.65%
<br />2,811,444.00
<br />5,197.01
<br />1.86%
<br />(125,973.82)
<br />Aaa / AA+
<br />AAA
<br />1.54
<br />1.50
<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 />998,859.59
<br />93.46
<br />4.60%
<br />934,570.00
<br />1,416.44
<br />0.62%
<br />(64,289.59)
<br />Aaa / AA+
<br />AAA
<br />1.62
<br />1.58
<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 />2,491,861.68
<br />93.39
<br />4.47%
<br />2,334,765.00
<br />2,434.39
<br />1.55%
<br />(157,096.68)
<br />Aaa / AA+
<br />AAA
<br />1.88
<br />1.82
<br />As of December 31, 2022
<br />34
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