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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 />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 />999,208.26
<br />94.61
<br />5.37%
<br />946,094.00
<br />1,408.84
<br />0.60%
<br />(53,114.26)
<br />Aaa / AA+
<br />AAA
<br />1.13
<br />1.09
<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 />2,494,015.24
<br />94.05
<br />5.29%
<br />2,351,367.50
<br />2,394.70
<br />1.49%
<br />(142,647.74)
<br />Aaa / AA+
<br />AAA
<br />1.38
<br />1.33
<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 />2,028,431.89
<br />94.95
<br />5.24%
<br />1,898,906.00
<br />2,540.98
<br />1.20%
<br />(129,525.89)
<br />Aaa / AA+
<br />AAA
<br />1.42
<br />1.37
<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 />2,933,303.57
<br />94.31
<br />5.16%
<br />2,829,258.00
<br />17,206.49
<br />1.80%
<br />(104,045.57)
<br />Aaa / AA+
<br />AAA
<br />1.59
<br />1.52
<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 />2,478,109.90
<br />92.50
<br />5.03%
<br />2,312,500.00
<br />3,142.08
<br />1.46%
<br />(165,609.90)
<br />Aaa / AA+
<br />AAA
<br />1.75
<br />1.70
<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 />1,090,819.93
<br />91.51
<br />4.94%
<br />1,006,628.70
<br />232.92
<br />0.64%
<br />(84,191.23)
<br />Aaa / AA+
<br />AAA
<br />1.92
<br />1.87
<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 />2,966,186.68
<br />96.14
<br />4.84%
<br />2,884,101.00
<br />35,977.21
<br />1.84%
<br />(82,085.68)
<br />Aaa / AA+
<br />AAA
<br />2.09
<br />1.97
<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 />2,086,164.27
<br />95.79
<br />4.82%
<br />1,915,782.00
<br />18,383.15
<br />1.22%
<br />(170,382.27)
<br />Aaa / AA+
<br />AAA
<br />2.17
<br />2.05
<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 />2,968,407.81
<br />96.18
<br />4.75%
<br />2,885,391.00
<br />15,163.04
<br />1.83%
<br />(83,016.81)
<br />Aaa / AA+
<br />AAA
<br />2.34
<br />2.21
<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 />1,983,686.43
<br />90.27
<br />4.68%
<br />1,805,312.00
<br />635.25
<br />1.14%
<br />(178,374.43)
<br />Aaa / AA+
<br />AAA
<br />2.42
<br />2.35
<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 />1,689,311.21
<br />90.38
<br />4.51%
<br />1,536,507.60
<br />3,204.92
<br />0.97%
<br />(152,803.61)
<br />Aaa / AA+
<br />AAA
<br />2.75
<br />2.66
<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 />1,914,407.95
<br />94.10
<br />4.56%
<br />1,881,954.00
<br />11,311.48
<br />1.20%
<br />(32,453.95)
<br />Aaa / AA+
<br />AAA
<br />2.75
<br />2.61
<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 />2,814,514.97
<br />92.27
<br />4.52%
<br />2,768,085.00
<br />6,226.22
<br />1.75%
<br />(46,429.97)
<br />Aaa / AA+
<br />AAA
<br />2.88
<br />2.75
<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 />2,791,302.53
<br />91.40
<br />4.48%
<br />2,742,069.00
<br />16,906.08
<br />1.74%
<br />(49,233.53)
<br />Aaa / AA+
<br />AAA
<br />3.13
<br />2.98
<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 />1,965,857.67
<br />92.50
<br />4.42%
<br />1,849,922.00
<br />5,108.70
<br />1.17%
<br />(115,935.67)
<br />Aaa / AA+
<br />AAA
<br />3.38
<br />3.20
<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 />2,941,635.96
<br />93.71
<br />4.33%
<br />2,811,444.00
<br />18,852.46
<br />1.79%
<br />(130,191.96)
<br />Aaa / AA+
<br />AAA
<br />3.75
<br />3.50
<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 />2,857,954.05
<br />93.12
<br />4.32%
<br />2,793,516.00
<br />9,099.86
<br />1.77%
<br />(64,438.05)
<br />Aaa / AA+
<br />AAA
<br />3.88
<br />3.63
<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 />2,036,881.07
<br />99.44
<br />4.27%
<br />1,988,828.00
<br />20,737.70
<br />1.27%
<br />(48,053.07)
<br />Aaa / AA+
<br />AAA
<br />4.25
<br />3.82
<br />As of June 30, 2023
<br />36
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