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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 />35,322.94 08/20/2019
<br />1.79%
<br />35,322.65
<br />35,322.94
<br />99.89
<br />3.58%
<br />35,283.91
<br />27.94
<br />0.03%
<br />(39.03)
<br />Aaa / AAA
<br />NR
<br />0.87
<br />0.06
<br />477870AC3 John Deere Owner Trust 2019-B A3
<br />2.210% Due 12/15/2023
<br />22,625.87 07/16/2019
<br />2.23%
<br />22,621.06
<br />22,624.55
<br />99.88
<br />3.61%
<br />22,599.40
<br />22.22
<br />0.02%
<br />(25.15)
<br />Aaa / NR
<br />AAA
<br />1.21
<br />0.08
<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 />754,995.32
<br />96.55
<br />4.71%
<br />728,965.34
<br />438.32
<br />0.57%
<br />(26,029.98)
<br />Aaa / NR
<br />AAA
<br />2.47
<br />1.24
<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 />359,963.42
<br />96.29
<br />4.76%
<br />346,631.40
<br />66.00
<br />0.27%
<br />(13,332.02)
<br />NR / AAA
<br />AAA
<br />2.48
<br />1.02
<br />36266FAC3 GM Financial Auto Lease Trust 2022-2 A3
<br />3.420% Due 06/20/2025
<br />640,000.00 05/03/2022
<br />3.45%
<br />639,933.25
<br />639,945.17
<br />98.09
<br />4.76%
<br />627,790.08
<br />668.80
<br />0.49%
<br />(12,155.09)
<br />NR / AAA
<br />AAA
<br />2.72
<br />1.46
<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 />279,969.51
<br />96.11
<br />4.92%
<br />269,096.80
<br />44.80
<br />0.21%
<br />(10,872.71)
<br />Aaa / NR
<br />AAA
<br />2.96
<br />0.86
<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 />364,943.25
<br />94.61
<br />4.70%
<br />345,331.25
<br />89.22
<br />0.27%
<br />(19,612.00)
<br />Aaa / NR
<br />AAA
<br />3.31
<br />1.43
<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 />259,957.95
<br />94.36
<br />4.93%
<br />245,346.66
<br />85.51
<br />0.19%
<br />(14,611.29)
<br />NR / AAA
<br />AAA
<br />3.62
<br />1.37
<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 />589,927.85
<br />95.03
<br />4.81%
<br />560,680.54
<br />492.98
<br />0.44%
<br />(29,247.31)
<br />Aaa / AAA
<br />NR
<br />3.62
<br />1.73
<br />89238FAD5 Toyota Auto Receivables OT 2022-B A3
<br />2.930% Due 09/15/2026
<br />405,000.00 04/07/2022
<br />2.95%
<br />404,990.52
<br />404,991.88
<br />96.96
<br />4.69%
<br />392,705.01
<br />527.40
<br />0.31%
<br />(12,286.87)
<br />Aaa / AAA
<br />NR
<br />3.96
<br />1.76
<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 />274,994.94
<br />94.24
<br />5.04%
<br />259,163.58
<br />77.92
<br />0.20%
<br />(15,831.36)
<br />Aaa / AAA
<br />NR
<br />3.96
<br />1.34
<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 />449,915.95
<br />95.59
<br />5.00%
<br />430,176.60
<br />464.00
<br />0.34%
<br />(19,739.35)
<br />Aaa / NR
<br />AAA
<br />3.96
<br />1.67
<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 />239,983.53
<br />95.13
<br />4.79%
<br />228,320.88
<br />126.00
<br />0.18%
<br />(11,662.65)
<br />NR / AAA
<br />AAA
<br />4.13
<br />1.40
<br />362585AC5 GM Financial Securitized ART 2022-2 A3
<br />3.100% Due 02/16/2027
<br />350,000.00 04/05/2022
<br />3.13%
<br />349,926.85
<br />349,936.84
<br />96.93
<br />4.92%
<br />339,259.55
<br />452.08
<br />0.27%
<br />(10,677.29)
<br />Aaa / AAA
<br />NR
<br />4.38
<br />1.72
<br />47800AAC4 John Deere Owner Trust 2022-B A3
<br />3.740% Due 02/16/2027
<br />565,000.00 07/12/2022
<br />3.77%
<br />564,946.04
<br />564,949.06
<br />97.65
<br />4.86%
<br />551,746.80
<br />939.16
<br />0.43%
<br />(13,202.26)
<br />Aaa / NR
<br />AAA
<br />4.38
<br />2.16
<br />02582JJT8 American Express Credit Trust 2022-2 A
<br />3.390% Due 05/17/2027
<br />1,105,000.00 05/17/2022
<br />3.42%
<br />1,104,755.57
<br />1,104,784.80
<br />96.77
<br />4.75%
<br />1,069,308.50
<br />1,664.87
<br />0.84%
<br />(35,476.30)
<br />NR / AAA
<br />AAA
<br />4.63
<br />2.44
<br />TOTAL ABS 6,697,948.81 2.34%
<br />6,697,030.69
<br />6,697,206.96 4.80%
<br />6,452,406.30
<br />6,187.22
<br />5.08%
<br />(244,800.66)
<br />Aaa / AAA
<br />AAA
<br />3.62
<br />1.65
<br />As of September 30, 2022
<br />28
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