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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 />2,102,476.01
<br />96.90
<br />4.78%
<br />2,034,921.00
<br />16,493.75
<br />1.08%
<br />(67,555.01)
<br />Aaa / AA+
<br />AA+
<br />1.02
<br />0.98
<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 />2,011,872.00
<br />96.54
<br />4.72%
<br />1,930,818.00
<br />11,583.33
<br />1.03%
<br />(81,054.00)
<br />Aaa / AA+
<br />AA+
<br />1.12
<br />1.08
<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 />3,011,074.43
<br />100.82
<br />4.54%
<br />3,024,477.00
<br />7,687.50
<br />1.60%
<br />13,402.57
<br />Aaa / AA+
<br />NR
<br />1.45
<br />1.38
<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 />998,441.40
<br />93.49
<br />4.51%
<br />934,917.00
<br />1,312.50
<br />0.49%
<br />(63,524.40)
<br />Aaa / AA+
<br />AA+
<br />1.65
<br />1.61
<br />3130AWS92 FHLB Note
<br />4.875% Due 09/12/2025
<br />3,000,000.00 10/18/2023
<br />5.30%
<br />2,976,720.00
<br />2,979,202.31
<br />100.69
<br />4.44%
<br />3,020,724.00
<br />60,937.50
<br />1.63%
<br />41,521.69
<br />Aaa / AA+
<br />NR
<br />1.70
<br />1.58
<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 />2,198,444.00
<br />93.33
<br />4.43%
<br />2,053,321.60
<br />2,245.83
<br />1.09%
<br />(145,122.40)
<br />Aaa / AA+
<br />AA+
<br />1.73
<br />1.68
<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 />2,979,963.99
<br />100.49
<br />4.16%
<br />3,014,772.00
<br />6,927.08
<br />1.60%
<br />34,808.01
<br />Aaa / AA+
<br />NR
<br />2.45
<br />2.30
<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 />3,004,269.31
<br />101.05
<br />4.18%
<br />3,031,524.00
<br />63,208.33
<br />1.63%
<br />27,254.69
<br />Aaa / AA+
<br />AA+
<br />2.55
<br />2.33
<br />3133EPSW6 FFCB Note
<br />4.500% Due 08/14/2026
<br />3,500,000.00 Various
<br />4.70%
<br />3,481,589.75
<br />3,483,269.16
<br />100.84
<br />4.16%
<br />3,529,438.51
<br />59,937.51
<br />1.90%
<br />46,169.35
<br />Aaa / AA+
<br />AA+
<br />2.62
<br />2.41
<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 />2,986,304.88
<br />101.29
<br />4.11%
<br />3,038,841.00
<br />56,656.25
<br />1.63%
<br />52,536.12
<br />Aaa / AA+
<br />NR
<br />2.70
<br />2.47
<br />3130AXU63 Federal Home Loan Banks Note
<br />4.625% Due 11/17/2026
<br />2,790,000.00 11/16/2023
<br />4.69%
<br />2,785,061.70
<br />2,785,264.46
<br />101.41
<br />4.10%
<br />2,829,392.01
<br />15,771.25
<br />1.50%
<br />44,127.55
<br />Aaa / AA+
<br />NR
<br />2.88
<br />2.66
<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 />2,038,051.90
<br />102.36
<br />3.88%
<br />2,047,294.00
<br />27,750.00
<br />1.10%
<br />9,242.10
<br />Aaa / AA+
<br />NR
<br />4.19
<br />3.75
<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 />2,008,036.66
<br />101.83
<br />3.92%
<br />2,036,586.00
<br />5,347.22
<br />1.08%
<br />28,549.34
<br />Aaa / AA+
<br />NR
<br />4.44
<br />4.00
<br />TOTAL Agency 43,290,000.00 3.19%
<br />43,712,466.03
<br />43,323,176.67 4.47%
<br />43,099,049.02
<br />380,194.72
<br />22.96%
<br />(224,127.65)
<br />Aaa / AA+
<br />AA+
<br />1.91
<br />1.77
<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 />300,014.49
<br />99.95
<br />5.28%
<br />299,856.60
<br />4,916.25
<br />0.16%
<br />(157.89)
<br />A2 / A
<br />A+
<br />0.03
<br />0.02
<br />24422EVN6 John Deere Capital Corp Note
<br />0.450% Due 01/17/2024
<br />1,000,000.00 03/03/2021
<br />0.44%
<br />1,000,200.00
<br />1,000,003.05
<br />99.79
<br />5.10%
<br />997,932.00
<br />2,050.00
<br />0.53%
<br />(2,071.05)
<br />A2 / A
<br />A+
<br />0.05
<br />0.04
<br />89114QCB2 Toronto Dominion Bank Note
<br />3.250% Due 03/11/2024
<br />1,300,000.00 Various
<br />3.00%
<br />1,314,864.00
<br />1,300,582.63
<br />99.56
<br />5.51%
<br />1,294,221.50
<br />12,909.72
<br />0.69%
<br />(6,361.13)
<br />A1 / A
<br />AA-
<br />0.19
<br />0.19
<br />As of December 31, 2023
<br />31
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