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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 />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 />754,996.08
<br />96.62
<br />5.32%
<br />729,513.47
<br />438.32
<br />0.48%
<br />(25,482.61)
<br />Aaa / NR
<br />AAA
<br />2.22
<br />1.00
<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 />359,969.64
<br />96.74
<br />5.29%
<br />348,278.29
<br />66.00
<br />0.23%
<br />(11,691.35)
<br />NR / AAA
<br />AAA
<br />2.23
<br />0.78
<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 />639,952.83
<br />97.83
<br />5.23%
<br />626,112.90
<br />668.80
<br />0.41%
<br />(13,839.93)
<br />NR / AAA
<br />AAA
<br />2.47
<br />1.22
<br />47788UAC6 John Deere Owner Trust 2021-A A3
<br />0.360% Due 09/15/2025
<br />244,216.62 03/02/2021
<br />0.37%
<br />244,169.68
<br />244,193.31
<br />96.55
<br />5.21%
<br />235,800.92
<br />39.07
<br />0.16%
<br />(8,392.39)
<br />Aaa / NR
<br />AAA
<br />2.71
<br />0.71
<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 />364,949.23
<br />94.91
<br />5.11%
<br />346,406.02
<br />89.22
<br />0.23%
<br />(18,543.21)
<br />Aaa / NR
<br />AAA
<br />3.06
<br />1.22
<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 />259,962.57
<br />94.47
<br />5.54%
<br />245,610.59
<br />85.51
<br />0.16%
<br />(14,351.98)
<br />NR / AAA
<br />AAA
<br />3.37
<br />1.17
<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 />589,934.78
<br />95.03
<br />5.03%
<br />560,676.65
<br />492.98
<br />0.37%
<br />(29,258.13)
<br />Aaa / AAA
<br />NR
<br />3.37
<br />1.60
<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 />404,992.62
<br />96.70
<br />5.00%
<br />391,654.85
<br />527.40
<br />0.26%
<br />(13,337.77)
<br />Aaa / AAA
<br />NR
<br />3.71
<br />1.62
<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 />274,995.46
<br />94.48
<br />5.54%
<br />259,823.41
<br />77.92
<br />0.17%
<br />(15,172.05)
<br />Aaa / AAA
<br />NR
<br />3.71
<br />1.15
<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 />449,923.11
<br />95.91
<br />5.12%
<br />431,611.07
<br />464.00
<br />0.29%
<br />(18,312.04)
<br />Aaa / NR
<br />AAA
<br />3.71
<br />1.48
<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 />239,985.11
<br />94.55
<br />5.35%
<br />226,915.87
<br />126.00
<br />0.15%
<br />(13,069.24)
<br />NR / AAA
<br />AAA
<br />3.88
<br />1.35
<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 />349,942.22
<br />96.88
<br />5.05%
<br />339,082.58
<br />452.08
<br />0.22%
<br />(10,859.64)
<br />Aaa / AAA
<br />NR
<br />4.13
<br />1.63
<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 />564,952.86
<br />97.70
<br />4.93%
<br />552,009.41
<br />939.16
<br />0.37%
<br />(12,943.45)
<br />Aaa / NR
<br />AAA
<br />4.13
<br />1.99
<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 />1,104,805.49
<br />97.14
<br />4.72%
<br />1,073,375.23
<br />1,664.87
<br />0.71%
<br />(31,430.26)
<br />NR / AAA
<br />AAA
<br />4.38
<br />2.22
<br />47800BAC2 John Deere Owner Trust 2022-C A3
<br />5.090% Due 06/15/2027
<br />915,000.00 10/12/2022
<br />5.15%
<br />914,929.00
<br />914,932.94
<br />100.38
<br />4.97%
<br />918,447.64
<br />2,069.93
<br />0.61%
<br />3,514.70
<br />Aaa / NR
<br />AAA
<br />4.46
<br />2.15
<br />TOTAL ABS 7,519,216.62 2.69%
<br />7,518,239.48
<br />7,518,488.25 5.09%
<br />7,285,318.90
<br />8,201.26
<br />4.83%
<br />(233,169.35)
<br />Aaa / AAA
<br />AAA
<br />3.53
<br />1.57
<br />As of December 31, 2022
<br />29
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