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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 />1,104,866.88
<br />96.51
<br />5.72%
<br />1,066,401.25
<br />1,664.87
<br />0.58%
<br />(38,465.63)
<br />NR / AAA
<br />AAA
<br />3.63
<br />1.53
<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 />914,947.45
<br />98.93
<br />5.85%
<br />905,225.97
<br />2,069.93
<br />0.49%
<br />(9,721.48)
<br />Aaa / NR
<br />AAA
<br />3.71
<br />1.51
<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 />514,950.35
<br />98.06
<br />5.85%
<br />504,998.19
<br />1,032.29
<br />0.27%
<br />(9,952.16)
<br />NR / AAA
<br />AAA
<br />4.13
<br />1.50
<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 />799,872.30
<br />98.83
<br />5.72%
<br />790,658.49
<br />1,781.33
<br />0.43%
<br />(9,213.81)
<br />Aaa / NR
<br />AAA
<br />4.13
<br />1.79
<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 />569,986.54
<br />97.76
<br />5.76%
<br />557,253.10
<br />1,061.63
<br />0.30%
<br />(12,733.44)
<br />Aaa / AAA
<br />NR
<br />4.38
<br />1.80
<br />05592XAD2 BMW Vehicle Owner Trust 2023-A A3
<br />5.470% Due 02/25/2028
<br />340,000.00 07/11/2023
<br />5.54%
<br />339,939.75
<br />339,943.44
<br />99.74
<br />5.67%
<br />339,105.80
<br />309.97
<br />0.18%
<br />(837.64)
<br />NR / AAA
<br />AAA
<br />4.41
<br />1.88
<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 />624,950.23
<br />98.75
<br />5.44%
<br />617,202.50
<br />1,352.78
<br />0.34%
<br />(7,747.73)
<br />NR / AAA
<br />AAA
<br />4.63
<br />2.39
<br />161571HT4 Chase Issuance Trust 23-A1 A
<br />5.160% Due 09/15/2028
<br />2,025,000.00 09/07/2023
<br />5.23%
<br />2,024,438.67
<br />2,024,446.86
<br />99.63
<br />5.35%
<br />2,017,543.95
<br />4,644.00
<br />1.10%
<br />(6,902.91)
<br />NR / AAA
<br />AAA
<br />4.96
<br />2.66
<br />TOTAL ABS 14,228,077.25 3.95%
<br />14,200,917.54
<br />14,208,928.66 5.77%
<br />13,959,702.02
<br />21,065.61
<br />7.58%
<br />(249,226.64)
<br />Aaa / AAA
<br />AAA
<br />3.50
<br />1.46
<br />Agency
<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 />2,000,129.55
<br />99.11
<br />5.27%
<br />1,982,288.00
<br />1,625.00
<br />1.08%
<br />(17,841.55)
<br />Aaa / AA+
<br />AA+
<br />0.18
<br />0.18
<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 />1,701,889.34
<br />99.62
<br />5.37%
<br />1,693,472.00
<br />18,009.38
<br />0.93%
<br />(8,417.34)
<br />Aaa / AA+
<br />NR
<br />0.19
<br />0.19
<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 />2,000,154.81
<br />98.42
<br />5.52%
<br />1,968,474.00
<br />920.00
<br />1.07%
<br />(31,680.81)
<br />Aaa / AA+
<br />AA+
<br />0.30
<br />0.30
<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 />2,012,037.55
<br />98.95
<br />5.55%
<br />1,979,054.00
<br />7,777.78
<br />1.08%
<br />(32,983.55)
<br />Aaa / AA+
<br />AA+
<br />0.35
<br />0.34
<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 />2,016,360.21
<br />98.08
<br />5.68%
<br />1,961,684.00
<br />17,090.28
<br />1.07%
<br />(54,676.21)
<br />Aaa / AA+
<br />NR
<br />0.71
<br />0.68
<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 />1,212,807.35
<br />97.56
<br />5.54%
<br />1,170,679.20
<br />1,725.00
<br />0.64%
<br />(42,128.15)
<br />Aaa / AA+
<br />NR
<br />0.96
<br />0.92
<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 />1,999,611.86
<br />96.15
<br />5.48%
<br />1,922,946.00
<br />14,986.11
<br />1.05%
<br />(76,665.86)
<br />Aaa / AA+
<br />AA+
<br />1.04
<br />1.00
<br />3130A3GE8 FHLB Note
<br />2.750% Due 12/13/2024
<br />1,500,000.00 12/10/2019
<br />1.75%
<br />1,571,250.00
<br />1,517,120.28
<br />96.89
<br />5.45%
<br />1,453,348.50
<br />12,375.00
<br />0.79%
<br />(63,771.78)
<br />Aaa / AA+
<br />NR
<br />1.21
<br />1.15
<br />As of September 30, 2023
<br />31
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