|
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 />037833BY5 Apple Inc Callable Note Cont 11/23/2025
<br />3.250% Due 02/23/2026
<br />1,000,000.00 05/09/2023
<br />4.05%
<br />979,180.00
<br />980,222.02
<br />96.30
<br />4.75%
<br />963,030.00
<br />11,555.56
<br />0.62%
<br />(17,192.02)
<br />Aaa / AA+
<br />NR
<br />2.65
<br />2.47
<br />46647PBH8 JP Morgan Chase & Co Callable Note Mthly 3/13/2025
<br />2.005% Due 03/13/2026
<br />950,000.00 04/07/2021
<br />1.18%
<br />979,811.00
<br />962,909.78
<br />93.92
<br />5.80%
<br />892,249.50
<br />5,714.25
<br />0.57%
<br />(70,660.28)
<br />A1 / A-
<br />AA-
<br />2.70
<br />1.62
<br />808513BR5 Charles Schwab Corp Callable Note Cont 4/13/2026
<br />1.150% Due 05/13/2026
<br />500,000.00 05/17/2021
<br />1.17%
<br />499,515.00
<br />499,720.99
<br />88.49
<br />5.54%
<br />442,474.00
<br />766.67
<br />0.28%
<br />(57,246.99)
<br />A2 / A-
<br />A
<br />2.87
<br />2.75
<br />91324PEC2 United Health Group Inc Callable Note Cont 4/15/2026
<br />1.150% Due 05/15/2026
<br />1,700,000.00 Various
<br />2.23%
<br />1,627,818.00
<br />1,649,628.89
<br />90.43
<br />4.75%
<br />1,537,318.50
<br />2,498.05
<br />0.97%
<br />(112,310.39)
<br />A3 / A+
<br />A
<br />2.88
<br />2.76
<br />89114TZD7 Toronto-Dominion Bank Note
<br />1.200% Due 06/03/2026
<br />500,000.00 04/21/2022
<br />3.62%
<br />454,290.00
<br />467,454.48
<br />88.93
<br />5.34%
<br />444,636.50
<br />466.67
<br />0.28%
<br />(22,817.98)
<br />A1 / A
<br />AA-
<br />2.93
<br />2.80
<br />61747YET8 Morgan Stanley Callable Note Cont 7/17/2025
<br />4.679% Due 07/17/2026
<br />685,000.00 07/18/2022
<br />4.68%
<br />685,000.00
<br />685,000.00
<br />98.13
<br />5.66%
<br />672,182.28
<br />14,601.08
<br />0.43%
<br />(12,817.72)
<br />A1 / A-
<br />A+
<br />3.05
<br />1.88
<br />438516BL9 Honeywell Intl Callable Note 08/01/2026
<br />2.500% Due 11/01/2026
<br />1,000,000.00 12/15/2022
<br />4.31%
<br />936,170.00
<br />944,933.64
<br />93.36
<br />4.67%
<br />933,649.00
<br />4,166.67
<br />0.59%
<br />(11,284.64)
<br />A2 / A
<br />A
<br />3.34
<br />3.13
<br />06051GLE7 Bank of America Corp Callable Note 2X 1/20/2026
<br />5.080% Due 01/20/2027
<br />2,000,000.00 01/26/2023
<br />4.98%
<br />2,005,260.00
<br />2,004,523.79
<br />98.47
<br />5.73%
<br />1,969,316.00
<br />45,437.78
<br />1.27%
<br />(35,207.79)
<br />A1 / A-
<br />AA-
<br />3.56
<br />2.31
<br />665859AW4 Northern Trust Company Callable Note Cont 4/10/2027
<br />4.000% Due 05/10/2027
<br />1,000,000.00 09/08/2022
<br />4.09%
<br />996,170.00
<br />996,827.47
<br />96.34
<br />5.05%
<br />963,373.00
<br />5,666.67
<br />0.61%
<br />(33,454.47)
<br />A2 / A+
<br />A+
<br />3.86
<br />3.50
<br />438516CJ3 Honeywell Intl Callable Note Cont 01/15/2028
<br />4.950% Due 02/15/2028
<br />1,000,000.00 02/23/2023
<br />4.65%
<br />1,013,070.00
<br />1,012,161.04
<br />101.34
<br />4.62%
<br />1,013,406.00
<br />18,700.00
<br />0.65%
<br />1,244.96
<br />A2 / A
<br />A
<br />4.63
<br />3.96
<br />58933YBH7 Merck & Co Callable Note Cont 4/17/2028
<br />4.050% Due 05/17/2028
<br />1,500,000.00 Various
<br />4.07%
<br />1,498,356.40
<br />1,498,396.88
<br />98.26
<br />4.45%
<br />1,473,928.51
<br />7,425.00
<br />0.94%
<br />(24,468.37)
<br />A1 / A+
<br />NR
<br />4.88
<br />4.36
<br />TOTAL Corporate 36,455,000.00 3.20%
<br />36,023,056.80
<br />36,094,526.73 5.27%
<br />34,948,466.89
<br />270,137.79
<br />22.25%
<br />(1,146,059.84)
<br />A1 / A+
<br />A+
<br />2.21
<br />1.96
<br />As of June 30, 2023
<br />34
|