|
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 />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 />999,032.96
<br />94.71
<br />4.37%
<br />947,109.00
<br />466.16
<br />0.62%
<br />(51,923.96)
<br />Aaa / AA+
<br />AAA
<br />1.38
<br />1.35
<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 />2,492,932.51
<br />94.54
<br />4.27%
<br />2,363,380.00
<br />7,095.99
<br />1.55%
<br />(129,552.51)
<br />Aaa / AA+
<br />AAA
<br />1.63
<br />1.58
<br />912828YV6 US Treasury Note
<br />1.500% Due 11/30/2024
<br />2,000,000.00 09/16/2021
<br />0.49%
<br />2,064,218.75
<br />2,033,426.68
<br />95.64
<br />4.23%
<br />1,912,812.00
<br />10,054.95
<br />1.25%
<br />(120,614.68)
<br />Aaa / AA+
<br />AAA
<br />1.67
<br />1.61
<br />912828Z52 US Treasury Note
<br />1.375% Due 01/31/2025
<br />3,000,000.00 04/21/2022
<br />2.84%
<br />2,883,281.25
<br />2,922,839.13
<br />95.17
<br />4.13%
<br />2,855,040.00
<br />6,837.02
<br />1.87%
<br />(67,799.13)
<br />Aaa / AA+
<br />AAA
<br />1.84
<br />1.78
<br />912828ZF0 US Treasury Note
<br />0.500% Due 03/31/2025
<br />2,500,000.00 12/13/2021
<br />1.01%
<br />2,458,789.06
<br />2,474,992.53
<br />93.27
<br />4.04%
<br />2,331,737.50
<br />34.15
<br />1.52%
<br />(143,255.03)
<br />Aaa / AA+
<br />AAA
<br />2.00
<br />1.95
<br />912828ZT0 US Treasury Note
<br />0.250% Due 05/31/2025
<br />1,100,000.00 04/01/2021
<br />0.69%
<br />1,080,105.47
<br />1,089,626.52
<br />92.27
<br />4.01%
<br />1,015,007.40
<br />921.70
<br />0.66%
<br />(74,619.12)
<br />Aaa / AA+
<br />AAA
<br />2.17
<br />2.12
<br />912828Y79 US Treasury Note
<br />2.875% Due 07/31/2025
<br />3,000,000.00 06/14/2022
<br />3.45%
<br />2,949,257.81
<br />2,962,143.30
<br />97.64
<br />3.94%
<br />2,929,218.00
<br />14,295.58
<br />1.92%
<br />(32,925.30)
<br />Aaa / AA+
<br />AAA
<br />2.34
<br />2.22
<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 />2,096,064.46
<br />97.25
<br />3.96%
<br />1,944,922.00
<br />4,782.61
<br />1.27%
<br />(151,142.46)
<br />Aaa / AA+
<br />AAA
<br />2.42
<br />2.30
<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 />2,965,037.48
<br />97.80
<br />3.90%
<br />2,934,024.00
<br />37,790.06
<br />1.94%
<br />(31,013.48)
<br />Aaa / AA+
<br />AAA
<br />2.59
<br />2.43
<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 />1,982,005.19
<br />91.22
<br />3.87%
<br />1,824,376.00
<br />2,513.74
<br />1.19%
<br />(157,629.19)
<br />Aaa / AA+
<br />AAA
<br />2.67
<br />2.60
<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 />1,688,342.40
<br />91.49
<br />3.78%
<br />1,555,301.10
<br />34.84
<br />1.01%
<br />(133,041.30)
<br />Aaa / AA+
<br />AAA
<br />3.00
<br />2.92
<br />9128286L9 US Treasury Note
<br />2.250% Due 03/31/2026
<br />2,000,000.00 12/21/2022
<br />3.92%
<br />1,898,125.00
<br />1,906,650.10
<br />95.64
<br />3.80%
<br />1,912,734.00
<br />122.95
<br />1.25%
<br />6,083.90
<br />Aaa / AA+
<br />AAA
<br />3.00
<br />2.86
<br />912828R36 US Treasury Note
<br />1.625% Due 05/15/2026
<br />3,000,000.00 12/21/2022
<br />3.94%
<br />2,780,742.19
<br />2,798,424.27
<br />93.63
<br />3.81%
<br />2,808,867.00
<br />18,449.59
<br />1.84%
<br />10,442.73
<br />Aaa / AA+
<br />AAA
<br />3.13
<br />2.98
<br />9128282A7 US Treasury Note
<br />1.500% Due 08/15/2026
<br />3,000,000.00 12/21/2022
<br />3.91%
<br />2,756,367.19
<br />2,774,657.94
<br />92.82
<br />3.78%
<br />2,784,492.00
<br />5,593.92
<br />1.82%
<br />9,834.06
<br />Aaa / AA+
<br />AAA
<br />3.38
<br />3.24
<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 />1,963,337.84
<br />94.05
<br />3.77%
<br />1,880,938.00
<br />15,138.12
<br />1.24%
<br />(82,399.84)
<br />Aaa / AA+
<br />AAA
<br />3.63
<br />3.42
<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 />2,937,756.40
<br />95.51
<br />3.72%
<br />2,865,234.00
<br />204.92
<br />1.87%
<br />(72,522.40)
<br />Aaa / AA+
<br />AAA
<br />4.00
<br />3.76
<br />912828X88 US Treasury Note
<br />2.375% Due 05/15/2027
<br />3,000,000.00 12/15/2022
<br />3.71%
<br />2,838,164.06
<br />2,848,812.48
<br />94.98
<br />3.70%
<br />2,849,415.00
<br />26,964.78
<br />1.88%
<br />602.52
<br />Aaa / AA+
<br />AAA
<br />4.13
<br />3.84
<br />91282CFM8 US Treasury Note
<br />4.125% Due 09/30/2027
<br />2,000,000.00 12/15/2022
<br />3.65%
<br />2,041,562.50
<br />2,039,043.56
<br />101.88
<br />3.67%
<br />2,037,656.00
<br />225.41
<br />1.33%
<br />(1,387.56)
<br />Aaa / AA+
<br />AAA
<br />4.50
<br />4.08
<br />As of March 31, 2023
<br />35
|