|
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 />24422EWP0 John Deere Capital Corp Note
<br />4.800% Due 01/09/2026
<br />1,000,000.00 01/04/2023
<br />4.76%
<br />1,001,220.00
<br />1,000,822.61
<br />100.53
<br />4.52%
<br />1,005,311.00
<br />22,933.33
<br />0.54%
<br />4,488.39
<br />A2 / A
<br />A+
<br />2.03
<br />1.87
<br />037833BY5 Apple Inc Callable Note Cont 11/23/2025
<br />3.250% Due 02/23/2026
<br />1,000,000.00 05/09/2023
<br />4.05%
<br />979,180.00
<br />983,981.47
<br />97.57
<br />4.45%
<br />975,669.00
<br />11,555.56
<br />0.52%
<br />(8,312.47)
<br />Aaa / AA+
<br />NR
<br />2.15
<br />2.02
<br />46647PBH8 JP Morgan Chase & Co Callable Note Mthly 3/13/2025
<br />2.005% Due 03/13/2026
<br />950,000.00 04/07/2021
<br />1.18%
<br />979,811.00
<br />959,084.66
<br />96.07
<br />5.41%
<br />912,703.95
<br />5,714.25
<br />0.49%
<br />(46,380.71)
<br />A1 / A-
<br />AA-
<br />2.20
<br />1.16
<br />808513BR5 Charles Schwab Corp Callable Note Cont 4/13/2026
<br />1.150% Due 05/13/2026
<br />500,000.00 05/17/2021
<br />1.17%
<br />499,515.00
<br />499,770.02
<br />91.64
<br />4.93%
<br />458,221.50
<br />766.67
<br />0.24%
<br />(41,548.52)
<br />A2 / A-
<br />A
<br />2.37
<br />2.28
<br />91324PEC2 United Health Group Inc Callable Note Cont 4/15/2026
<br />1.150% Due 05/15/2026
<br />1,700,000.00 Various
<br />2.23%
<br />1,627,818.00
<br />1,658,464.24
<br />92.57
<br />4.49%
<br />1,573,727.40
<br />2,498.05
<br />0.83%
<br />(84,736.84)
<br />A2 / A+
<br />A
<br />2.37
<br />2.29
<br />89114TZD7 Toronto-Dominion Bank Note
<br />1.200% Due 06/03/2026
<br />500,000.00 04/21/2022
<br />3.62%
<br />454,290.00
<br />473,061.57
<br />91.81
<br />4.82%
<br />459,033.50
<br />466.67
<br />0.24%
<br />(14,028.07)
<br />A1 / A
<br />AA-
<br />2.42
<br />2.33
<br />61747YET8 Morgan Stanley Callable Note Cont 7/17/2025
<br />4.679% Due 07/17/2026
<br />685,000.00 07/18/2022
<br />4.68%
<br />685,000.00
<br />685,000.00
<br />99.04
<br />5.32%
<br />678,426.06
<br />14,601.08
<br />0.37%
<br />(6,573.94)
<br />A1 / A-
<br />A+
<br />2.55
<br />1.44
<br />438516BL9 Honeywell Intl Callable Note 08/01/2026
<br />2.500% Due 11/01/2026
<br />1,000,000.00 12/15/2022
<br />4.31%
<br />936,170.00
<br />953,245.54
<br />95.26
<br />4.29%
<br />952,570.00
<br />4,166.67
<br />0.51%
<br />(675.54)
<br />A2 / A
<br />A
<br />2.84
<br />2.68
<br />06051GLE7 Bank of America Corp Callable Note 2X 1/20/2026
<br />5.080% Due 01/20/2027
<br />2,000,000.00 01/26/2023
<br />4.98%
<br />2,005,260.00
<br />2,003,632.60
<br />99.78
<br />5.19%
<br />1,995,594.00
<br />45,437.78
<br />1.08%
<br />(8,038.60)
<br />A1 / A-
<br />AA-
<br />3.06
<br />1.89
<br />20030NBY6 Comcast Corp Callable Note Cont 11/01/2026
<br />3.300% Due 02/01/2027
<br />2,300,000.00 09/11/2023
<br />5.27%
<br />2,161,172.00
<br />2,173,517.25
<br />96.47
<br />4.54%
<br />2,218,885.90
<br />31,625.00
<br />1.19%
<br />45,368.65
<br />A3 / A-
<br />A-
<br />3.09
<br />2.85
<br />665859AW4 Northern Trust Company Callable Note Cont 4/10/2027
<br />4.000% Due 05/10/2027
<br />1,000,000.00 09/08/2022
<br />4.09%
<br />996,170.00
<br />997,241.77
<br />98.65
<br />4.44%
<br />986,468.00
<br />5,666.67
<br />0.52%
<br />(10,773.77)
<br />A2 / A+
<br />A+
<br />3.36
<br />3.09
<br />74340XBV2 Prologis LP Callable Note Cont 09/15/2027
<br />3.375% Due 12/15/2027
<br />2,000,000.00 10/18/2023
<br />5.81%
<br />1,822,200.00
<br />1,830,755.97
<br />95.47
<br />4.64%
<br />1,909,382.00
<br />3,000.00
<br />1.01%
<br />78,626.03
<br />A3 / A
<br />NR
<br />3.96
<br />3.64
<br />06368LGV2 Bank of Montreal Callable Note Cont 1/1/2028
<br />5.203% Due 02/01/2028
<br />1,500,000.00 09/06/2023
<br />5.59%
<br />1,477,500.00
<br />1,479,110.14
<br />101.87
<br />4.68%
<br />1,527,976.50
<br />32,518.75
<br />0.82%
<br />48,866.36
<br />A2 / A-
<br />AA-
<br />4.09
<br />3.51
<br />438516CJ3 Honeywell Intl Callable Note Cont 01/15/2028
<br />4.950% Due 02/15/2028
<br />1,000,000.00 02/23/2023
<br />4.65%
<br />1,013,070.00
<br />1,010,812.25
<br />102.91
<br />4.16%
<br />1,029,141.00
<br />18,700.00
<br />0.55%
<br />18,328.75
<br />A2 / A
<br />A
<br />4.13
<br />3.58
<br />91324PEP3 United Health Group Inc Callable Note Cont 1/15/2028
<br />5.250% Due 02/15/2028
<br />1,000,000.00 07/18/2023
<br />4.52%
<br />1,029,460.00
<br />1,026,496.04
<br />103.41
<br />4.32%
<br />1,034,070.00
<br />19,833.33
<br />0.56%
<br />7,573.96
<br />A2 / A+
<br />A
<br />4.13
<br />3.56
<br />As of December 31, 2023
<br />33
|