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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 />Supranational
<br />45950KDD9 International Finance Corp Note
<br />4.500% Due 07/13/2028
<br />935,000.00 07/06/2023
<br />4.53%
<br />933,962.15
<br />934,007.59
<br />98.82
<br />4.78%
<br />923,956.72
<br />9,116.25
<br />0.51%
<br />(10,050.87)
<br />Aaa / AAA
<br />NR
<br />4.79
<br />4.21
<br />TOTAL Supranational 935,000.00 4.53%
<br />933,962.15
<br />934,007.59 4.78%
<br />923,956.72
<br />9,116.25
<br />0.51%
<br />(10,050.87)
<br />Aaa / AAA
<br />NR
<br />4.79
<br />4.21
<br />US Treasury
<br />9128285K2 US Treasury Note
<br />2.875% Due 10/31/2023
<br />1,200,000.00 09/29/2020
<br />0.16%
<br />1,300,359.38
<br />1,202,673.87
<br />99.80
<br />5.16%
<br />1,197,638.40
<br />14,437.50
<br />0.66%
<br />(5,035.47)
<br />Aaa / AA+
<br />AA+
<br />0.08
<br />0.08
<br />912797HD2 US Treasury Bill
<br />5.234% Due 10/31/2023
<br />3,000,000.00 07/06/2023
<br />5.40%
<br />2,948,964.60
<br />2,986,746.34
<br />99.56
<br />5.40%
<br />2,986,746.34
<br />0.00
<br />1.62%
<br />0.00
<br />P-1 / A-1+
<br />F-1+
<br />0.08
<br />0.08
<br />912828WE6 US Treasury Note
<br />2.750% Due 11/15/2023
<br />1,000,000.00 06/19/2019
<br />1.86%
<br />1,037,343.75
<br />1,001,044.42
<br />99.67
<br />5.34%
<br />996,720.00
<br />10,387.23
<br />0.55%
<br />(4,324.42)
<br />Aaa / AA+
<br />AA+
<br />0.13
<br />0.12
<br />91282CAW1 US Treasury Note
<br />0.250% Due 11/15/2023
<br />3,000,000.00 Various
<br />1.33%
<br />2,952,539.06
<br />2,996,128.55
<br />99.38
<br />5.23%
<br />2,981,436.00
<br />2,832.88
<br />1.62%
<br />(14,692.55)
<br />Aaa / AA+
<br />AA+
<br />0.13
<br />0.12
<br />91282CBE0 US Treasury Note
<br />0.125% Due 01/15/2024
<br />3,000,000.00 Various
<br />1.65%
<br />2,921,687.50
<br />2,987,024.78
<br />98.50
<br />5.35%
<br />2,955,117.00
<br />794.84
<br />1.60%
<br />(31,907.78)
<br />Aaa / AA+
<br />AA+
<br />0.29
<br />0.29
<br />912828W48 US Treasury Note
<br />2.125% Due 02/29/2024
<br />3,000,000.00 07/18/2023
<br />5.36%
<br />2,941,875.00
<br />2,960,991.67
<br />98.66
<br />5.40%
<br />2,959,806.00
<br />5,429.26
<br />1.61%
<br />(1,185.67)
<br />Aaa / AA+
<br />AA+
<br />0.42
<br />0.41
<br />91282CEG2 US Treasury Note
<br />2.250% Due 03/31/2024
<br />2,000,000.00 09/08/2022
<br />3.53%
<br />1,961,406.25
<br />1,987,655.43
<br />98.43
<br />5.47%
<br />1,968,672.00
<br />122.95
<br />1.07%
<br />(18,983.43)
<br />Aaa / AA+
<br />AA+
<br />0.50
<br />0.49
<br />91282CBV2 US Treasury Note
<br />0.375% Due 04/15/2024
<br />1,800,000.00 06/24/2021
<br />0.42%
<br />1,797,890.63
<br />1,799,594.59
<br />97.32
<br />5.48%
<br />1,751,695.20
<br />3,116.80
<br />0.95%
<br />(47,899.39)
<br />Aaa / AA+
<br />AA+
<br />0.54
<br />0.53
<br />912828XT2 US Treasury Note
<br />2.000% Due 05/31/2024
<br />2,000,000.00 03/03/2021
<br />0.34%
<br />2,106,640.63
<br />2,021,886.55
<br />97.75
<br />5.47%
<br />1,955,078.00
<br />13,442.62
<br />1.07%
<br />(66,808.55)
<br />Aaa / AA+
<br />AA+
<br />0.67
<br />0.64
<br />91282CCL3 US Treasury Note
<br />0.375% Due 07/15/2024
<br />3,000,000.00 Various
<br />1.77%
<br />2,908,496.10
<br />2,967,872.25
<br />96.10
<br />5.48%
<br />2,883,048.00
<br />2,384.51
<br />1.56%
<br />(84,824.25)
<br />Aaa / AA+
<br />AA+
<br />0.79
<br />0.77
<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 />999,385.49
<br />95.67
<br />5.51%
<br />956,719.00
<br />478.94
<br />0.52%
<br />(42,666.49)
<br />Aaa / AA+
<br />AA+
<br />0.88
<br />0.85
<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 />2,495,109.87
<br />94.98
<br />5.40%
<br />2,374,610.00
<br />7,082.20
<br />1.29%
<br />(120,499.87)
<br />Aaa / AA+
<br />AA+
<br />1.13
<br />1.09
<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 />2,023,382.21
<br />95.68
<br />5.37%
<br />1,913,516.00
<br />10,081.97
<br />1.04%
<br />(109,866.21)
<br />Aaa / AA+
<br />AA+
<br />1.17
<br />1.12
<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 />2,943,883.00
<br />94.95
<br />5.34%
<br />2,848,593.00
<br />6,949.73
<br />1.55%
<br />(95,290.00)
<br />Aaa / AA+
<br />AA+
<br />1.34
<br />1.29
<br />As of September 30, 2023
<br />36
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