|
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 />754,997.58
<br />98.05
<br />5.87%
<br />740,302.42
<br />438.32
<br />0.47%
<br />(14,695.16)
<br />Aaa / NR
<br />AAA
<br />1.72
<br />0.49
<br />05601XAC3 BMW Vehicle Lease Trust 2022-1 A3
<br />1.100% Due 03/25/2025
<br />294,151.95 01/11/2022
<br />1.11%
<br />294,107.97
<br />294,137.14
<br />98.29
<br />5.84%
<br />289,121.95
<br />53.93
<br />0.18%
<br />(5,015.19)
<br />NR / AAA
<br />AAA
<br />1.74
<br />0.36
<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 />639,967.92
<br />98.22
<br />5.90%
<br />628,633.60
<br />668.80
<br />0.40%
<br />(11,334.32)
<br />NR / AAA
<br />AAA
<br />1.98
<br />0.72
<br />47788UAC6 John Deere Owner Trust 2021-A A3
<br />0.360% Due 09/15/2025
<br />158,230.50 03/02/2021
<br />0.37%
<br />158,200.09
<br />158,219.58
<br />97.07
<br />6.12%
<br />153,598.78
<br />25.32
<br />0.10%
<br />(4,620.80)
<br />Aaa / NR
<br />AAA
<br />2.21
<br />0.50
<br />05593AAC3 BMW Vehicle Lease Trust 2023-1 A3
<br />5.160% Due 11/25/2025
<br />205,000.00 02/07/2023
<br />5.22%
<br />204,995.12
<br />204,995.98
<br />99.33
<br />5.75%
<br />203,621.99
<br />176.30
<br />0.13%
<br />(1,373.99)
<br />Aaa / AAA
<br />NR
<br />2.41
<br />1.26
<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 />364,960.98
<br />95.98
<br />5.92%
<br />350,320.07
<br />89.22
<br />0.22%
<br />(14,640.91)
<br />Aaa / NR
<br />AAA
<br />2.56
<br />0.80
<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 />259,971.66
<br />96.07
<br />5.87%
<br />249,775.50
<br />85.51
<br />0.16%
<br />(10,196.16)
<br />NR / AAA
<br />AAA
<br />2.88
<br />0.77
<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 />589,948.43
<br />95.55
<br />5.87%
<br />563,748.54
<br />492.98
<br />0.36%
<br />(26,199.89)
<br />Aaa / AAA
<br />NR
<br />2.88
<br />1.13
<br />05602RAD3 BMW Vehicle Owner Trust 2022-A A3
<br />3.210% Due 08/25/2026
<br />1,000,000.00 01/04/2023
<br />5.34%
<br />974,804.69
<br />979,726.30
<br />97.22
<br />5.76%
<br />972,215.00
<br />535.00
<br />0.61%
<br />(7,511.30)
<br />Aaa / AAA
<br />NR
<br />3.16
<br />1.10
<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 />404,994.06
<br />96.74
<br />5.69%
<br />391,796.19
<br />527.40
<br />0.25%
<br />(13,197.87)
<br />Aaa / AAA
<br />NR
<br />3.21
<br />1.20
<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 />274,996.48
<br />95.50
<br />6.14%
<br />262,638.47
<br />77.92
<br />0.17%
<br />(12,358.01)
<br />Aaa / AAA
<br />NR
<br />3.22
<br />0.82
<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 />449,937.19
<br />96.32
<br />5.88%
<br />433,454.85
<br />464.00
<br />0.27%
<br />(16,482.34)
<br />Aaa / NR
<br />AAA
<br />3.22
<br />1.04
<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 />239,988.22
<br />95.52
<br />5.90%
<br />229,250.16
<br />126.00
<br />0.14%
<br />(10,738.06)
<br />NR / AAA
<br />AAA
<br />3.38
<br />0.97
<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 />349,952.79
<br />96.77
<br />5.72%
<br />338,677.85
<br />452.08
<br />0.21%
<br />(11,274.94)
<br />Aaa / AAA
<br />NR
<br />3.64
<br />1.25
<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 />564,960.34
<br />97.15
<br />5.73%
<br />548,922.36
<br />939.16
<br />0.35%
<br />(16,037.98)
<br />Aaa / NR
<br />AAA
<br />3.64
<br />1.46
<br />448979AD6 Hyundai Auto Receivables Trust 2023-A A3
<br />4.580% Due 04/15/2027
<br />760,000.00 04/04/2023
<br />4.63%
<br />759,925.82
<br />759,931.70
<br />98.46
<br />5.42%
<br />748,330.20
<br />1,547.02
<br />0.47%
<br />(11,601.50)
<br />NR / AAA
<br />AAA
<br />3.79
<br />1.93
<br />43815JAC7 Honda Auto Receivables Owner 2023-1 A3
<br />5.040% Due 04/21/2027
<br />420,000.00 02/16/2023
<br />5.10%
<br />419,921.96
<br />419,930.56
<br />99.35
<br />5.43%
<br />417,280.08
<br />588.00
<br />0.26%
<br />(2,650.48)
<br />Aaa / NR
<br />AAA
<br />3.81
<br />1.92
<br />As of June 30, 2023
<br />30
|