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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 />3135G0X24 FNMA Note
<br />1.625% Due 01/07/2025
<br />2,100,000.00 Various
<br />1.50%
<br />2,111,993.00
<br />2,103,088.35
<br />95.43
<br />5.39%
<br />2,004,082.50
<br />7,962.50
<br />1.09%
<br />(99,005.85)
<br />Aaa / AA+
<br />AA+
<br />1.27
<br />1.22
<br />3137EAEP0 FHLMC Note
<br />1.500% Due 02/12/2025
<br />2,000,000.00 03/24/2020
<br />0.95%
<br />2,051,940.00
<br />2,014,549.02
<br />95.05
<br />5.30%
<br />1,901,034.00
<br />4,083.33
<br />1.03%
<br />(113,515.02)
<br />Aaa / AA+
<br />AA+
<br />1.37
<br />1.32
<br />3130AWLY4 FHLB Note
<br />5.125% Due 06/13/2025
<br />3,000,000.00 07/18/2023
<br />4.86%
<br />3,014,549.58
<br />3,013,000.42
<br />99.82
<br />5.23%
<br />2,994,648.00
<br />34,593.76
<br />1.64%
<br />(18,352.42)
<br />Aaa / AA+
<br />NR
<br />1.70
<br />1.59
<br />3135G05X7 FNMA Note
<br />0.375% Due 08/25/2025
<br />1,000,000.00 10/20/2020
<br />0.47%
<br />995,420.00
<br />998,203.21
<br />91.47
<br />5.14%
<br />914,686.00
<br />375.00
<br />0.50%
<br />(83,517.21)
<br />Aaa / AA+
<br />AA+
<br />1.90
<br />1.85
<br />3137EAEX3 FHLMC Note
<br />0.375% Due 09/23/2025
<br />2,200,000.00 09/28/2020
<br />0.42%
<br />2,195,512.00
<br />2,198,217.13
<br />91.18
<br />5.12%
<br />2,005,874.20
<br />183.33
<br />1.09%
<br />(192,342.93)
<br />Aaa / AA+
<br />AA+
<br />1.98
<br />1.93
<br />3130AWGR5 FHLB Note
<br />4.375% Due 06/12/2026
<br />3,000,000.00 07/10/2023
<br />4.67%
<br />2,976,060.00
<br />2,977,899.81
<br />98.59
<br />4.94%
<br />2,957,646.00
<br />36,458.33
<br />1.62%
<br />(20,253.81)
<br />Aaa / AA+
<br />NR
<br />2.70
<br />2.48
<br />3133EPQC2 FFCB Note
<br />4.625% Due 07/17/2026
<br />3,000,000.00 07/21/2023
<br />4.56%
<br />3,005,010.00
<br />3,004,692.56
<br />99.07
<br />4.98%
<br />2,972,046.00
<br />28,520.83
<br />1.63%
<br />(32,646.56)
<br />Aaa / AA+
<br />NR
<br />2.80
<br />2.57
<br />3133EPSW6 FFCB Note
<br />4.500% Due 08/14/2026
<br />2,775,000.00 08/09/2023
<br />4.58%
<br />2,768,617.50
<br />2,768,897.03
<br />99.01
<br />4.87%
<br />2,747,530.28
<br />16,303.13
<br />1.50%
<br />(21,366.75)
<br />Aaa / AA+
<br />AA+
<br />2.87
<br />2.65
<br />3130AWTQ3 FHLB Note
<br />4.625% Due 09/11/2026
<br />3,000,000.00 09/11/2023
<br />4.80%
<br />2,984,760.00
<br />2,985,024.44
<br />99.20
<br />4.91%
<br />2,976,120.00
<br />21,968.75
<br />1.63%
<br />(8,904.44)
<br />Aaa / AA+
<br />NR
<br />2.95
<br />2.70
<br />3130ATS57 FHLB Note
<br />4.500% Due 03/10/2028
<br />2,000,000.00 03/21/2023
<br />3.99%
<br />2,045,140.00
<br />2,040,339.99
<br />99.46
<br />4.63%
<br />1,989,236.00
<br />5,250.00
<br />1.08%
<br />(51,103.99)
<br />Aaa / AA+
<br />NR
<br />4.45
<br />3.97
<br />3130AWMN7 FHLB Note
<br />4.375% Due 06/09/2028
<br />2,000,000.00 07/26/2023
<br />4.27%
<br />2,008,820.00
<br />2,008,492.78
<br />98.60
<br />4.71%
<br />1,971,912.00
<br />19,444.44
<br />1.08%
<br />(36,580.78)
<br />Aaa / AA+
<br />NR
<br />4.70
<br />4.15
<br />TOTAL Agency 40,475,000.00 2.73%
<br />40,989,515.08
<br />40,572,515.69 5.18%
<br />39,566,760.68
<br />249,651.95
<br />21.58%
<br />(1,005,755.01)
<br />Aaa / AA+
<br />AA+
<br />1.90
<br />1.76
<br />Commercial Paper
<br />62479MXR9 MUFG Bank Ltd/NY Discount CP
<br />5.270% Due 10/25/2023
<br />3,000,000.00 04/26/2023
<br />5.49%
<br />2,920,510.83
<br />2,989,212.06
<br />99.64
<br />5.49%
<br />2,989,212.06
<br />0.00
<br />1.62%
<br />0.00
<br />P-1 / A-1
<br />NR
<br />0.07
<br />0.07
<br />TOTAL Commercial Paper 3,000,000.00 5.49%
<br />2,920,510.83
<br />2,989,212.06 5.49%
<br />2,989,212.06
<br />0.00
<br />1.62%
<br />0.00
<br />P-1 / A-1
<br />NR
<br />0.07
<br />0.07
<br />Corporate
<br />24422EUR8 John Deere Capital Corp Note
<br />3.450% Due 01/10/2024
<br />300,000.00 01/29/2019
<br />3.24%
<br />302,907.00
<br />300,162.66
<br />99.32
<br />5.91%
<br />297,947.10
<br />2,328.75
<br />0.16%
<br />(2,215.56)
<br />A2 / A
<br />A+
<br />0.28
<br />0.27
<br />As of September 30, 2023
<br />32
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