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City of Louisville
<br />Account#10236
<br />Holdings Report
<br />As of September 30, 2023
<br />CUSIP
<br />Security Description
<br />Par Value/Units
<br />Purchase ..
<br />Port....
<br />Book Yield
<br />Book Value
<br />Mkt YTM
<br />Accrued Int.
<br />Gain/Loss
<br />Fitch Duration
<br />US TREASURY
<br />91282CEA5
<br />US Treasury Note
<br />1,000,000.00
<br />08/31/2022
<br />971,875.00
<br />98.39
<br />983,906.00
<br />1.58%
<br />Aaa / AA+
<br />0.42
<br />1.5% Due 2/29/2024
<br />3.44%
<br />992,221.84
<br />5.43%
<br />1,277.47
<br />(8,315.84)
<br />AA+
<br />0.41
<br />9127971-1-9
<br />US Treasury Bill
<br />1,250,000.00
<br />07/17/2023
<br />1,206,517.71
<br />96.52
<br />1,206,517.71
<br />1.95%
<br />P-1 / A-1+
<br />0.47
<br />5.07% Due 3/21/2024
<br />5.29%
<br />1,206,517.71
<br />5.29%
<br />13,203.12
<br />0.00
<br />F-1+
<br />0.46
<br />91282CEG2
<br />US Treasury Note
<br />1,500,000.00
<br />05/04/2022
<br />1,483,886.72
<br />98.43
<br />1,476,504.00
<br />2.36%
<br />Aaa / AA+
<br />0.50
<br />2.25% Due 3/31/2024
<br />2.83%
<br />1,495,780.41
<br />5.47%
<br />92.21
<br />(19,276.41)
<br />AA+
<br />0.49
<br />91282CBV2
<br />US Treasury Note
<br />1,000,000.00
<br />03/27/2023
<br />958,476.56
<br />97.32
<br />973,164.00
<br />1.56%
<br />Aaa / AA+
<br />0.54
<br />0.375% Due 4/15/2024
<br />4.47%
<br />978,697.61
<br />5.48%
<br />1,731.56
<br />(5,533.61)
<br />AA+
<br />0.53
<br />91282CEK3
<br />US Treasury Note
<br />2,400,000.00
<br />Various
<br />2,369,101.56
<br />98.30
<br />2,359,219.20
<br />3.82%
<br />Aaa / AA+
<br />0.58
<br />2.5% Due 4/30/2024
<br />3.27%
<br />2,389,615.06
<br />5.49%
<br />25,108.70
<br />(30,395.86)
<br />AA+
<br />0.56
<br />912828WJ5
<br />US Treasury Note
<br />2,000,000.00
<br />Various
<br />1,979,375.01
<br />98.21
<br />1,964,140.00
<br />3.18%
<br />Aaa / AA+
<br />0.62
<br />2.5% Due 5/15/2024
<br />3.11%
<br />1,992,706.79
<br />5.45%
<br />18,885.86
<br />(28,566.79)
<br />AA+
<br />0.60
<br />91282CCC3
<br />US Treasury Note
<br />1,000,000.00
<br />08/31/2022
<br />947,382.81
<br />96.81
<br />968,086.00
<br />1.55%
<br />Aaa / AA+
<br />0.62
<br />0.25% Due 5/15/2024
<br />3.46%
<br />980,797.26
<br />5.51%
<br />944.29
<br />(12,711.26)
<br />AA+
<br />0.61
<br />91282CCG4
<br />US Treasury Note
<br />1,600,000.00
<br />04/27/2022
<br />1,523,062.50
<br />96.41
<br />1,542,563.20
<br />2.47%
<br />Aaa / AA+
<br />0.71
<br />0.25% Due 6/15/2024
<br />2.58%
<br />1,574,518.77
<br />5.49%
<br />1,180.33
<br />(31,955.57)
<br />AA+
<br />0.69
<br />91282CEX5
<br />US Treasury Note
<br />1,000,000.00
<br />07/27/2023
<br />978,515.63
<br />98.18
<br />981,797.00
<br />1.58%
<br />Aaa / AA+
<br />0.75
<br />3% Due 6/30/2024
<br />5.43%
<br />982,491.84
<br />5.50%
<br />7,581.52
<br />(694.84)
<br />AA+
<br />0.72
<br />91282CCL3
<br />US Treasury Note
<br />1,000,000.00
<br />03/27/2023
<br />950,703.13
<br />96.10
<br />961,016.00
<br />1.54%
<br />Aaa / AA+
<br />0.79
<br />0.375% Due 7/15/2024
<br />4.31%
<br />970,110.53
<br />5.48%
<br />794.84
<br />(9,094.53)
<br />AA+
<br />0.77
<br />91282CFA4
<br />US Treasury Note
<br />1,250,000.00
<br />08/16/2022
<br />1,244,140.63
<br />97.96
<br />1,224,560.00
<br />1.97%
<br />Aaa / AA+
<br />0.84
<br />3% Due 7/31/2024
<br />3.25%
<br />1,247,505.25
<br />5.52%
<br />6,317.93
<br />(22,945.25)
<br />AA+
<br />0.80
<br />91282CCT6
<br />US Treasury Note
<br />2,000,000.00
<br />Various
<br />1,895,156.25
<br />95.67
<br />1,913,438.00
<br />3.07%
<br />Aaa / AA+
<br />0.88
<br />0.375% Due 8/15/2024
<br />4.55%
<br />1,929,896.11
<br />5.51%
<br />957.88
<br />(16,458.11)
<br />AA+
<br />0.85
<br />91282CFG1
<br />US Treasury Note
<br />1,000,000.00
<br />04/06/2023
<br />988,671.88
<br />98.01
<br />980,117.00
<br />1.57%
<br />Aaa / AA+
<br />0.92
<br />3.25% Due 8/31/2024
<br />4.10%
<br />992,544.36
<br />5.50%
<br />2,767.86
<br />(12,427.36)
<br />AA+
<br />0.89
<br />91282CCX7
<br />US Treasury Note
<br />1,000,000.00
<br />08/31/2023
<br />949,921.88
<br />95.29
<br />952,930.00
<br />1.53%
<br />Aaa / AA+
<br />0.96
<br />0.375% Due 9/15/2024
<br />5.40%
<br />953,875.42
<br />5.48%
<br />164.84
<br />(945.42)
<br />AA+
<br />0.93
<br />9128282Y5
<br />US Treasury Note
<br />1,425,000.00
<br />06/08/2022
<br />1,403,012.70
<br />96.80
<br />1,379,355.83
<br />2.21%
<br />Aaa / AA+
<br />1.00
<br />2.125% Due 9/30/2024
<br />2.82%
<br />1,415,491.27
<br />5.46%
<br />82.74
<br />(36,135.44)
<br />AA+
<br />0.97
<br />91282CDB4
<br />US Treasury Note
<br />2,000,000.00
<br />Various
<br />1,892,968.75
<br />95.18
<br />1,903,594.00
<br />3.06%
<br />Aaa / AA+
<br />1.04
<br />0.625% Due 10/15/2024
<br />4.58%
<br />1,921,261.77
<br />5.45%
<br />5,771.86
<br />(17,667.77)
<br />AA+
<br />1.01
<br />Chandler Asset Management - CONFIDENTIAL Page 6 Execution Time6/3/2023 2:53:00 AM
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