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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 />ABS
<br />43815NAC8 Honda Auto Receivables Trust 2019-3 A3
<br />1.780% Due 08/15/2023
<br />185,270.36 08/20/2019
<br />1.79%
<br />185,268.82
<br />185,270.13
<br />100.08
<br />1.48%
<br />185,423.95
<br />146.57
<br />0.17%
<br />153.82
<br />Aaa / AAA
<br />NR
<br />1.38
<br />0.29
<br />477870AC3 John Deere Owner Trust 2019-B A3
<br />2.210% Due 12/15/2023
<br />103,214.59 07/16/2019
<br />2.23%
<br />103,192.67
<br />103,206.08
<br />100.27
<br />1.25%
<br />103,489.76
<br />101.38
<br />0.10%
<br />283.68
<br />Aaa / NR
<br />AAA
<br />1.71
<br />0.28
<br />36265MAC9 GM Financial Auto Lease Trust 2022-1 A3
<br />1.900% Due 03/20/2025
<br />755,000.00 02/15/2022
<br />1.91%
<br />754,993.51
<br />754,993.82
<br />98.80
<br />2.58%
<br />745,917.35
<br />438.32
<br />0.69%
<br />(9,076.47)
<br />Aaa / NR
<br />AAA
<br />2.97
<br />1.78
<br />05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
<br />1.100% Due 03/25/2025
<br />360,000.00 01/11/2022
<br />1.11%
<br />359,946.18
<br />359,951.05
<br />97.51
<br />2.72%
<br />351,046.44
<br />66.00
<br />0.32%
<br />(8,904.61)
<br />NR / AAA
<br />AAA
<br />2.99
<br />1.55
<br />47788UAC6 John Deere Owner Trust 2021-A A3
<br />0.360% Due 09/15/2025
<br />280,000.00 03/02/2021
<br />0.37%
<br />279,946.18
<br />279,962.02
<br />96.85
<br />2.79%
<br />271,177.48
<br />44.80
<br />0.25%
<br />(8,784.54)
<br />Aaa / NR
<br />AAA
<br />3.46
<br />1.30
<br />43815GAC3 Honda Auto Receivables Trust 2021-4 A3
<br />0.880% Due 01/21/2026
<br />365,000.00 11/16/2021
<br />0.89%
<br />364,923.06
<br />364,931.37
<br />96.82
<br />2.58%
<br />353,403.95
<br />89.22
<br />0.33%
<br />(11,527.42)
<br />Aaa / NR
<br />AAA
<br />3.81
<br />1.89
<br />44935FAD6 Hyundai Auto Receivables Trust 2021-C A3
<br />0.740% Due 05/15/2026
<br />260,000.00 11/09/2021
<br />0.75%
<br />259,941.97
<br />259,948.75
<br />96.10
<br />2.82%
<br />249,859.48
<br />85.51
<br />0.23%
<br />(10,089.27)
<br />NR / AAA
<br />AAA
<br />4.13
<br />1.90
<br />43815BAC4 Honda Auto Receivables Trust 2022-1 A3
<br />1.880% Due 05/15/2026
<br />590,000.00 02/15/2022
<br />1.89%
<br />589,911.26
<br />589,914.05
<br />98.21
<br />2.68%
<br />579,436.06
<br />492.98
<br />0.53%
<br />(10,477.99)
<br />Aaa / AAA
<br />NR
<br />4.13
<br />2.26
<br />362554AC1 GM Financial Securitized Term 2021-4 A3
<br />0.680% Due 09/16/2026
<br />275,000.00 10/13/2021
<br />0.68%
<br />274,992.99
<br />274,993.90
<br />96.60
<br />2.67%
<br />265,642.03
<br />77.92
<br />0.24%
<br />(9,351.87)
<br />Aaa / AAA
<br />NR
<br />4.47
<br />1.73
<br />47787JAC2 John Deere Owner Trust 2022-A A3
<br />2.320% Due 09/16/2026
<br />450,000.00 03/10/2022
<br />2.34%
<br />449,900.46
<br />449,901.71
<br />98.70
<br />2.91%
<br />444,164.40
<br />435.00
<br />0.41%
<br />(5,737.31)
<br />Aaa / NR
<br />AAA
<br />4.47
<br />2.22
<br />380146AC4 GM Financial Auto Receivables 2022-1 A3
<br />1.260% Due 11/16/2026
<br />240,000.00 01/11/2022
<br />1.27%
<br />239,979.14
<br />239,980.38
<br />96.81
<br />3.09%
<br />232,346.64
<br />126.00
<br />0.21%
<br />(7,633.74)
<br />NR / AAA
<br />AAA
<br />4.63
<br />1.76
<br />TOTAL ABS 3,863,484.95 1.47%
<br />3,862,996.24
<br />3,863,053.26 2.63%
<br />3,781,907.54
<br />2,103.70
<br />3.49%
<br />(81,145.72)
<br />Aaa / AAA
<br />Aaa
<br />3.61
<br />1.75
<br />Agency
<br />3135G0V59 FNMA Note
<br />2.250% Due 04/12/2022
<br />2,570,000.00 Various
<br />2.40%
<br />2,559,310.20
<br />2,569,891.59
<br />100.06
<br />0.22%
<br />2,571,595.97
<br />27,145.63
<br />2.40%
<br />1,704.38
<br />Aaa / AA+
<br />AAA
<br />0.03
<br />0.03
<br />313379Q69 FHLB Note
<br />2.125% Due 06/10/2022
<br />2,200,000.00 Various
<br />1.88%
<br />2,215,234.00
<br />2,201,014.19
<br />100.31
<br />0.50%
<br />2,206,850.80
<br />14,414.58
<br />2.05%
<br />5,836.61
<br />Aaa / AA+
<br />AAA
<br />0.19
<br />0.19
<br />3135G0W33 FNMA Note
<br />1.375% Due 09/06/2022
<br />2,000,000.00 09/09/2019
<br />1.56%
<br />1,988,960.00
<br />1,998,402.64
<br />100.18
<br />0.95%
<br />2,003,664.00
<br />1,909.72
<br />1.85%
<br />5,261.36
<br />Aaa / AA+
<br />AAA
<br />0.44
<br />0.43
<br />313380GJ0 FHLB Note
<br />2.000% Due 09/09/2022
<br />1,000,000.00 02/04/2019
<br />2.63%
<br />978,540.00
<br />997,366.57
<br />100.45
<br />0.98%
<br />1,004,453.00
<br />1,222.22
<br />0.93%
<br />7,086.43
<br />Aaa / AA+
<br />NR
<br />0.44
<br />0.44
<br />As of March 31, 2022
<br />28
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