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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 />91282CAZ4 US Treasury Note
<br />0.375% Due 11/30/2025
<br />2,000,000.00 09/16/2021
<br />0.72%
<br />1,971,640.63
<br />1,987,085.86
<br />92.86
<br />4.30%
<br />1,857,266.00
<br />655.74
<br />0.98%
<br />(129,819.86)
<br />Aaa / AA+
<br />AA+
<br />1.92
<br />1.87
<br />91282CBT7 US Treasury Note
<br />0.750% Due 03/31/2026
<br />1,700,000.00 10/14/2021
<br />0.98%
<br />1,682,667.97
<br />1,691,270.11
<br />92.78
<br />4.15%
<br />1,577,214.10
<br />3,239.75
<br />0.83%
<br />(114,056.01)
<br />Aaa / AA+
<br />AA+
<br />2.25
<br />2.18
<br />9128286L9 US Treasury Note
<br />2.250% Due 03/31/2026
<br />2,000,000.00 12/21/2022
<br />3.92%
<br />1,898,125.00
<br />1,930,094.14
<br />95.93
<br />4.16%
<br />1,918,594.00
<br />11,434.43
<br />1.02%
<br />(11,500.14)
<br />Aaa / AA+
<br />AA+
<br />2.25
<br />2.15
<br />912828R36 US Treasury Note
<br />1.625% Due 05/15/2026
<br />3,000,000.00 12/21/2022
<br />3.94%
<br />2,780,742.19
<br />2,847,050.00
<br />94.35
<br />4.15%
<br />2,830,548.00
<br />6,294.64
<br />1.50%
<br />(16,502.00)
<br />Aaa / AA+
<br />AA+
<br />2.37
<br />2.28
<br />91282CHM6 US Treasury Note
<br />4.500% Due 07/15/2026
<br />1,750,000.00 07/28/2023
<br />4.53%
<br />1,748,359.38
<br />1,748,593.32
<br />100.93
<br />4.11%
<br />1,766,269.75
<br />36,379.08
<br />0.95%
<br />17,676.43
<br />Aaa / AA+
<br />AA+
<br />2.54
<br />2.33
<br />9128282A7 US Treasury Note
<br />1.500% Due 08/15/2026
<br />3,000,000.00 12/21/2022
<br />3.91%
<br />2,756,367.19
<br />2,824,957.51
<br />93.59
<br />4.10%
<br />2,807,814.00
<br />16,997.28
<br />1.49%
<br />(17,143.51)
<br />Aaa / AA+
<br />AA+
<br />2.62
<br />2.52
<br />912828U24 US Treasury Note
<br />2.000% Due 11/15/2026
<br />2,000,000.00 03/30/2022
<br />2.54%
<br />1,953,203.13
<br />1,970,952.71
<br />94.54
<br />4.03%
<br />1,890,782.00
<br />5,164.84
<br />1.00%
<br />(80,170.71)
<br />Aaa / AA+
<br />AA+
<br />2.88
<br />2.74
<br />91282CJP7 US Treasury Note
<br />4.375% Due 12/15/2026
<br />3,500,000.00 12/21/2023
<br />4.05%
<br />3,531,171.88
<br />3,530,885.64
<br />100.98
<br />4.02%
<br />3,534,181.00
<br />7,112.36
<br />1.87%
<br />3,295.36
<br />Aaa / AA+
<br />AA+
<br />2.96
<br />2.75
<br />91282CEF4 US Treasury Note
<br />2.500% Due 03/31/2027
<br />3,000,000.00 08/18/2022
<br />3.06%
<br />2,928,164.06
<br />2,949,480.36
<br />95.57
<br />3.96%
<br />2,867,226.00
<br />19,057.38
<br />1.52%
<br />(82,254.36)
<br />Aaa / AA+
<br />AA+
<br />3.25
<br />3.06
<br />912828X88 US Treasury Note
<br />2.375% Due 05/15/2027
<br />3,000,000.00 12/15/2022
<br />3.71%
<br />2,838,164.06
<br />2,876,438.11
<br />94.98
<br />3.98%
<br />2,849,415.00
<br />9,199.86
<br />1.51%
<br />(27,023.11)
<br />Aaa / AA+
<br />AA+
<br />3.37
<br />3.19
<br />91282CFM8 US Treasury Note
<br />4.125% Due 09/30/2027
<br />2,000,000.00 12/15/2022
<br />3.65%
<br />2,041,562.50
<br />2,032,508.58
<br />100.63
<br />3.94%
<br />2,012,656.00
<br />20,963.11
<br />1.07%
<br />(19,852.58)
<br />Aaa / AA+
<br />AA+
<br />3.75
<br />3.41
<br />91282CFZ9 US Treasury Note
<br />3.875% Due 11/30/2027
<br />3,000,000.00 Various
<br />3.90%
<br />2,998,007.82
<br />2,997,200.43
<br />99.79
<br />3.93%
<br />2,993,673.00
<br />10,163.94
<br />1.59%
<br />(3,527.43)
<br />Aaa / AA+
<br />AA+
<br />3.92
<br />3.59
<br />91282CGH8 US Treasury Note
<br />3.500% Due 01/31/2028
<br />3,000,000.00 02/23/2023
<br />4.15%
<br />2,914,101.56
<br />2,928,926.43
<br />98.42
<br />3.92%
<br />2,952,657.00
<br />43,940.22
<br />1.58%
<br />23,730.57
<br />Aaa / AA+
<br />AA+
<br />4.09
<br />3.71
<br />91282CGT2 US Treasury Note
<br />3.625% Due 03/31/2028
<br />3,000,000.00 Various
<br />3.67%
<br />2,993,593.75
<br />2,994,144.25
<br />98.91
<br />3.90%
<br />2,967,306.00
<br />27,633.20
<br />1.58%
<br />(26,838.25)
<br />Aaa / AA+
<br />AA+
<br />4.25
<br />3.86
<br />TOTAL US Treasury 82,100,000.00 3.12%
<br />80,823,045.44
<br />81,294,491.18 4.54%
<br />80,067,542.70
<br />360,447.55
<br />42.48%
<br />(1,226,948.48)
<br />Aaa / AA+
<br />AA+
<br />1.78
<br />1.67
<br />TOTAL PORTFOLIO 191,512,798.18 3.42%
<br />189,636,175.30
<br />189,935,771.19 4.63%
<br />188,181,243.18
<br />1,170,857.68
<br />100.00%
<br />(1,754,528.01)
<br />Aa1 / AA
<br />AA+
<br />2.07
<br />1.74
<br />TOTAL MARKET VALUE PLUS ACCRUALS 189,352,100.86
<br />As of December 31, 2023
<br />36
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