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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 />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 />1,104,846.19
<br />96.51
<br />5.43%
<br />1,066,390.20
<br />1,664.87
<br />0.67%
<br />(38,455.99)
<br />NR / AAA
<br />AAA
<br />3.88
<br />1.75
<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 />914,942.56
<br />99.21
<br />5.61%
<br />907,744.05
<br />2,069.93
<br />0.57%
<br />(7,198.51)
<br />Aaa / NR
<br />AAA
<br />3.96
<br />1.69
<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 />514,945.86
<br />98.33
<br />5.55%
<br />506,391.26
<br />1,032.29
<br />0.32%
<br />(8,554.60)
<br />NR / AAA
<br />AAA
<br />4.38
<br />1.69
<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 />799,864.50
<br />99.11
<br />5.53%
<br />792,869.69
<br />1,781.33
<br />0.50%
<br />(6,994.81)
<br />Aaa / NR
<br />AAA
<br />4.38
<br />1.92
<br />362583AD8 GM Auto Receivable Trust 2023-2 A3
<br />4.470% Due 02/16/2028
<br />570,000.00 04/04/2023
<br />4.51%
<br />569,984.33
<br />569,985.36
<br />98.23
<br />5.39%
<br />559,925.26
<br />1,061.63
<br />0.35%
<br />(10,060.10)
<br />Aaa / AAA
<br />NR
<br />4.64
<br />2.03
<br />02582JJZ4 American Express Credit Trust 2023-1 A
<br />4.870% Due 05/15/2028
<br />625,000.00 06/07/2023
<br />4.92%
<br />624,944.56
<br />624,945.44
<br />99.41
<br />5.15%
<br />621,310.63
<br />1,437.33
<br />0.39%
<br />(3,634.81)
<br />NR / AAA
<br />AAA
<br />4.88
<br />2.60
<br />TOTAL ABS 12,262,382.45 3.61%
<br />12,235,800.60
<br />12,241,146.82 5.66%
<br />11,976,319.10
<br />16,334.34
<br />7.58%
<br />(264,827.72)
<br />Aaa / AAA
<br />AAA
<br />3.44
<br />1.40
<br />Agency
<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 />1,799,993.09
<br />99.91
<br />3.51%
<br />1,798,371.00
<br />2,137.50
<br />1.14%
<br />(1,622.09)
<br />Aaa / AA+
<br />AAA
<br />0.03
<br />0.03
<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 />1,999,893.79
<br />99.30
<br />4.95%
<br />1,986,002.00
<br />1,763.89
<br />1.26%
<br />(13,891.79)
<br />Aaa / AA+
<br />AAA
<br />0.15
<br />0.15
<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 />2,999,928.37
<br />99.63
<br />5.58%
<br />2,988,993.00
<br />34,739.58
<br />1.91%
<br />(10,935.37)
<br />Aaa / NR
<br />NR
<br />0.19
<br />0.18
<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 />2,000,315.77
<br />97.84
<br />5.41%
<br />1,956,806.00
<br />375.00
<br />1.24%
<br />(43,509.77)
<br />Aaa / AA+
<br />AAA
<br />0.43
<br />0.42
<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 />1,704,445.51
<br />99.17
<br />5.29%
<br />1,685,959.70
<br />3,665.63
<br />1.07%
<br />(18,485.81)
<br />Aaa / AA+
<br />AAA
<br />0.44
<br />0.43
<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 />2,000,284.30
<br />97.19
<br />5.46%
<br />1,943,764.00
<br />2,070.00
<br />1.23%
<br />(56,520.30)
<br />Aaa / AA+
<br />AAA
<br />0.56
<br />0.54
<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 />2,020,757.66
<br />98.23
<br />5.55%
<br />1,964,588.00
<br />20,277.78
<br />1.25%
<br />(56,169.66)
<br />Aaa / AA+
<br />AAA
<br />0.60
<br />0.57
<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 />2,022,216.78
<br />97.57
<br />5.52%
<br />1,951,392.00
<br />2,715.28
<br />1.23%
<br />(70,824.78)
<br />Aaa / AA+
<br />NR
<br />0.96
<br />0.92
<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 />1,216,193.20
<br />97.17
<br />5.33%
<br />1,165,992.00
<br />10,350.00
<br />0.74%
<br />(50,201.20)
<br />Aaa / AA+
<br />AAA
<br />1.21
<br />1.15
<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 />1,999,517.89
<br />95.41
<br />5.35%
<br />1,908,228.00
<br />6,861.11
<br />1.21%
<br />(91,289.89)
<br />Aaa / AA+
<br />AAA
<br />1.30
<br />1.25
<br />As of June 30, 2023
<br />31
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