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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 />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 />914,937.72
<br />100.81
<br />4.74%
<br />922,427.06
<br />2,069.93
<br />0.60%
<br />7,489.34
<br />Aaa / NR
<br />AAA
<br />4.21
<br />1.98
<br />58770AAC7 Mercedes-Benz Auto Receivable 2023-1 A3
<br />4.510% Due 11/15/2027
<br />515,000.00 01/18/2023
<br />4.56%
<br />514,938.20
<br />514,941.42
<br />99.86
<br />4.62%
<br />514,304.24
<br />1,032.29
<br />0.34%
<br />(637.18)
<br />NR / AAA
<br />AAA
<br />4.63
<br />2.08
<br />47800CAC0 John Deere Owner Trust 2023-A A3
<br />5.010% Due 11/15/2027
<br />800,000.00 02/22/2023
<br />5.07%
<br />799,854.24
<br />799,856.78
<br />101.06
<br />4.61%
<br />808,452.09
<br />3,228.67
<br />0.53%
<br />8,595.31
<br />Aaa / NR
<br />AAA
<br />4.63
<br />2.30
<br />TOTAL ABS 10,412,940.93 3.37%
<br />10,386,486.90
<br />10,389,194.44 5.00%
<br />10,208,230.75
<br />13,754.12
<br />6.66%
<br />(180,963.69)
<br />Aaa / AAA
<br />AAA
<br />3.49
<br />1.52
<br />Agency
<br />3137EAEQ8 FHLMC Note
<br />0.375% Due 04/20/2023
<br />2,000,000.00 05/19/2020
<br />0.30%
<br />2,004,180.00
<br />2,000,074.57
<br />99.78
<br />4.56%
<br />1,995,582.00
<br />3,354.17
<br />1.30%
<br />(4,492.57)
<br />Aaa / AA+
<br />AAA
<br />0.05
<br />0.05
<br />3137EAER6 FHLMC Note
<br />0.375% Due 05/05/2023
<br />2,000,000.00 05/11/2020
<br />0.33%
<br />2,002,740.00
<br />2,000,085.63
<br />99.64
<br />4.23%
<br />1,992,738.00
<br />3,041.67
<br />1.30%
<br />(7,347.63)
<br />Aaa / AA+
<br />AAA
<br />0.10
<br />0.09
<br />3133834G3 FHLB Note
<br />2.125% Due 06/09/2023
<br />1,000,000.00 06/11/2019
<br />2.03%
<br />1,003,690.00
<br />1,000,174.63
<br />99.46
<br />4.99%
<br />994,580.00
<br />6,611.11
<br />0.65%
<br />(5,594.63)
<br />Aaa / AA+
<br />NR
<br />0.19
<br />0.19
<br />3135G05G4 FNMA Note
<br />0.250% Due 07/10/2023
<br />1,800,000.00 08/18/2020
<br />0.27%
<br />1,799,190.00
<br />1,799,923.22
<br />98.85
<br />4.49%
<br />1,779,233.40
<br />1,012.50
<br />1.16%
<br />(20,689.82)
<br />Aaa / AA+
<br />AAA
<br />0.28
<br />0.27
<br />3137EAEV7 FHLMC Note
<br />0.250% Due 08/24/2023
<br />2,000,000.00 08/27/2020
<br />0.29%
<br />1,997,860.00
<br />1,999,714.80
<br />98.22
<br />4.81%
<br />1,964,468.00
<br />513.89
<br />1.28%
<br />(35,246.80)
<br />Aaa / AA+
<br />AAA
<br />0.40
<br />0.39
<br />3130ATB71 FHLB Note
<br />3.625% Due 09/06/2023
<br />3,000,000.00 09/08/2022
<br />3.64%
<br />2,999,613.00
<br />2,999,831.09
<br />99.49
<br />4.81%
<br />2,984,805.00
<br />7,552.08
<br />1.95%
<br />(15,026.09)
<br />Aaa / NR
<br />NR
<br />0.44
<br />0.42
<br />3137EAFA2 FHLMC Note
<br />0.250% Due 12/04/2023
<br />2,000,000.00 12/21/2020
<br />0.21%
<br />2,002,180.00
<br />2,000,499.96
<br />96.98
<br />4.85%
<br />1,939,588.00
<br />1,625.00
<br />1.27%
<br />(60,911.96)
<br />Aaa / AA+
<br />AAA
<br />0.68
<br />0.66
<br />3130A0F70 FHLB Note
<br />3.375% Due 12/08/2023
<br />1,700,000.00 01/16/2019
<br />2.73%
<br />1,749,623.00
<br />1,706,973.89
<br />99.01
<br />4.85%
<br />1,683,185.30
<br />18,009.38
<br />1.11%
<br />(23,788.59)
<br />Aaa / AA+
<br />AAA
<br />0.69
<br />0.66
<br />3133EMNG3 FFCB Note
<br />0.230% Due 01/19/2024
<br />2,000,000.00 02/02/2021
<br />0.20%
<br />2,001,520.00
<br />2,000,412.37
<br />96.44
<br />4.83%
<br />1,928,704.00
<br />920.00
<br />1.26%
<br />(71,708.37)
<br />Aaa / AA+
<br />AAA
<br />0.81
<br />0.78
<br />3135G0V34 FNMA Note
<br />2.500% Due 02/05/2024
<br />2,000,000.00 03/25/2020
<br />0.74%
<br />2,133,740.00
<br />2,029,382.99
<br />98.10
<br />4.82%
<br />1,961,968.00
<br />7,777.78
<br />1.28%
<br />(67,414.99)
<br />Aaa / AA+
<br />AAA
<br />0.85
<br />0.82
<br />3130A1XJ2 FHLB Note
<br />2.875% Due 06/14/2024
<br />2,000,000.00 09/11/2019
<br />1.66%
<br />2,110,320.00
<br />2,028,009.69
<br />98.11
<br />4.50%
<br />1,962,214.00
<br />17,090.28
<br />1.29%
<br />(65,795.69)
<br />Aaa / AA+
<br />NR
<br />1.21
<br />1.16
<br />3130A2UW4 FHLB Note
<br />2.875% Due 09/13/2024
<br />1,200,000.00 11/14/2019
<br />1.70%
<br />1,264,920.00
<br />1,219,542.24
<br />98.07
<br />4.26%
<br />1,176,856.80
<br />1,725.00
<br />0.77%
<br />(42,685.44)
<br />Aaa / AA+
<br />AAA
<br />1.46
<br />1.40
<br />3135G0W66 FNMA Note
<br />1.625% Due 10/15/2024
<br />2,000,000.00 10/17/2019
<br />1.64%
<br />1,998,140.00
<br />1,999,424.94
<br />96.09
<br />4.28%
<br />1,921,794.00
<br />14,986.11
<br />1.26%
<br />(77,630.94)
<br />Aaa / AA+
<br />AAA
<br />1.55
<br />1.48
<br />As of March 31, 2023
<br />30
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