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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 />912797JD0 US Treasury Bill
<br />5.235% Due 02/13/2024
<br />3,500,000.00 12/21/2023
<br />5.35%
<br />3,473,025.21
<br />3,478,082.92
<br />99.37
<br />5.35%
<br />3,478,082.92
<br />0.00
<br />1.84%
<br />0.00
<br />P-1 / A-1+
<br />F-1+
<br />0.12
<br />0.12
<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 />2,984,758.33
<br />99.49
<br />5.23%
<br />2,984,610.00
<br />21,541.90
<br />1.59%
<br />(148.33)
<br />Aaa / AA+
<br />AA+
<br />0.16
<br />0.16
<br />912797JH1 US Treasury Bill
<br />5.247% Due 03/12/2024
<br />2,000,000.00 11/15/2023
<br />5.41%
<br />1,965,891.25
<br />1,979,161.80
<br />98.96
<br />5.41%
<br />1,979,161.80
<br />0.00
<br />1.05%
<br />0.00
<br />P-1 / A-1+
<br />F-1+
<br />0.20
<br />0.19
<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 />1,993,895.54
<br />99.25
<br />5.26%
<br />1,985,078.00
<br />11,434.43
<br />1.05%
<br />(8,817.54)
<br />Aaa / AA+
<br />AA+
<br />0.25
<br />0.25
<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 />1,799,783.92
<br />98.63
<br />5.19%
<br />1,775,250.00
<br />1,438.52
<br />0.94%
<br />(24,533.92)
<br />Aaa / AA+
<br />AA+
<br />0.29
<br />0.29
<br />912797FH5 US Treasury Bill
<br />5.213% Due 05/16/2024
<br />2,000,000.00 11/15/2023
<br />5.43%
<br />1,947,295.83
<br />1,960,349.70
<br />98.02
<br />5.43%
<br />1,960,349.70
<br />0.00
<br />1.04%
<br />0.00
<br />P-1 / A-1+
<br />F-1+
<br />0.38
<br />0.37
<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 />2,013,600.28
<br />98.67
<br />5.27%
<br />1,973,360.00
<br />3,497.27
<br />1.04%
<br />(40,240.28)
<br />Aaa / AA+
<br />AA+
<br />0.42
<br />0.41
<br />91282CCL3 US Treasury Note
<br />0.375% Due 07/15/2024
<br />3,000,000.00 Various
<br />1.78%
<br />2,908,496.10
<br />2,978,135.28
<br />97.52
<br />5.08%
<br />2,925,702.00
<br />5,197.01
<br />1.55%
<br />(52,433.28)
<br />Aaa / AA+
<br />AA+
<br />0.54
<br />0.53
<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 />999,562.72
<br />97.13
<br />5.09%
<br />971,328.00
<br />1,416.44
<br />0.51%
<br />(28,234.72)
<br />Aaa / AA+
<br />AA+
<br />0.62
<br />0.61
<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 />2,496,204.49
<br />96.50
<br />4.89%
<br />2,412,597.50
<br />2,421.02
<br />1.28%
<br />(83,606.99)
<br />Aaa / AA+
<br />AA+
<br />0.88
<br />0.85
<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 />2,018,332.53
<br />96.99
<br />4.90%
<br />1,939,844.00
<br />2,622.95
<br />1.03%
<br />(78,488.53)
<br />Aaa / AA+
<br />AA+
<br />0.92
<br />0.89
<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 />2,954,462.44
<br />96.48
<br />4.74%
<br />2,894,415.00
<br />17,262.23
<br />1.54%
<br />(60,047.44)
<br />Aaa / AA+
<br />AA+
<br />1.09
<br />1.05
<br />912828ZF0 US Treasury Note
<br />0.500% Due 03/31/2025
<br />2,500,000.00 12/13/2021
<br />1.01%
<br />2,458,789.06
<br />2,484,413.15
<br />95.08
<br />4.60%
<br />2,377,050.00
<br />3,176.23
<br />1.26%
<br />(107,363.15)
<br />Aaa / AA+
<br />AA+
<br />1.25
<br />1.22
<br />912828ZT0 US Treasury Note
<br />0.250% Due 05/31/2025
<br />1,100,000.00 04/01/2021
<br />0.69%
<br />1,080,105.47
<br />1,093,232.97
<br />94.18
<br />4.55%
<br />1,035,933.80
<br />240.44
<br />0.55%
<br />(57,299.17)
<br />Aaa / AA+
<br />AA+
<br />1.42
<br />1.38
<br />91282CHL8 US Treasury Note
<br />4.625% Due 06/30/2025
<br />1,750,000.00 07/28/2023
<br />4.95%
<br />1,739,609.38
<br />1,741,895.32
<br />100.24
<br />4.46%
<br />1,754,170.25
<br />222.36
<br />0.93%
<br />12,274.93
<br />Aaa / AA+
<br />AA+
<br />1.50
<br />1.43
<br />912828Y79 US Treasury Note
<br />2.875% Due 07/31/2025
<br />3,000,000.00 06/14/2022
<br />3.45%
<br />2,949,257.81
<br />2,974,362.31
<br />97.61
<br />4.45%
<br />2,928,399.00
<br />36,093.75
<br />1.57%
<br />(45,963.31)
<br />Aaa / AA+
<br />AA+
<br />1.58
<br />1.51
<br />9128284Z0 US Treasury Note
<br />2.750% Due 08/31/2025
<br />2,000,000.00 06/21/2021
<br />0.73%
<br />2,166,562.50
<br />2,066,146.31
<br />97.35
<br />4.42%
<br />1,946,954.00
<br />18,585.16
<br />1.04%
<br />(119,192.31)
<br />Aaa / AA+
<br />AA+
<br />1.67
<br />1.59
<br />9128285J5 US Treasury Note
<br />3.000% Due 10/31/2025
<br />3,000,000.00 06/14/2022
<br />3.48%
<br />2,954,296.88
<br />2,975,222.54
<br />97.67
<br />4.33%
<br />2,930,157.00
<br />15,329.67
<br />1.56%
<br />(45,065.54)
<br />Aaa / AA+
<br />AA+
<br />1.84
<br />1.75
<br />As of December 31, 2023
<br />35
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