|
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 />91282CFZ9 US Treasury Note
<br />3.875% Due 11/30/2027
<br />3,000,000.00 Various
<br />3.90%
<br />2,998,007.82
<br />2,996,839.94
<br />98.58
<br />4.23%
<br />2,957,460.00
<br />9,846.31
<br />1.87%
<br />(39,379.94)
<br />Aaa / AA+
<br />AAA
<br />4.42
<br />4.00
<br />91282CGH8 US Treasury Note
<br />3.500% Due 01/31/2028
<br />3,000,000.00 02/23/2023
<br />4.15%
<br />2,914,101.56
<br />2,920,155.45
<br />97.11
<br />4.20%
<br />2,913,165.00
<br />43,798.34
<br />1.87%
<br />(6,990.45)
<br />Aaa / AA+
<br />AAA
<br />4.59
<br />4.12
<br />91282CGT2 US Treasury Note
<br />3.625% Due 03/31/2028
<br />3,000,000.00 Various
<br />3.67%
<br />2,993,593.75
<br />2,993,449.55
<br />97.67
<br />4.17%
<br />2,930,157.00
<br />27,336.06
<br />1.87%
<br />(63,292.55)
<br />Aaa / AA+
<br />AAA
<br />4.76
<br />4.27
<br />TOTAL US Treasury 71,550,000.00 2.32%
<br />70,601,373.09
<br />70,652,513.70 4.83%
<br />68,248,022.65
<br />314,339.71
<br />43.32%
<br />(2,404,491.05)
<br />Aaa / AA+
<br />AAA
<br />2.25
<br />2.10
<br />TOTAL PORTFOLIO 163,561,688.86 2.67%
<br />162,603,305.71
<br />162,374,744.72 5.07%
<br />157,513,619.92
<br />770,182.19
<br />100.00%
<br />(4,861,124.80)
<br />Aa1 / AA
<br />AAA
<br />1.96
<br />1.67
<br />TOTAL MARKET VALUE PLUS ACCRUALS 158,283,802.11
<br />As of June 30, 2023
<br />37
|