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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 />1,104,887.57
<br />97.95
<br />4.99%
<br />1,082,390.60
<br />1,664.87
<br />0.57%
<br />(22,496.97)
<br />NR / AAA
<br />AAA
<br />3.38
<br />1.30
<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 />914,952.35
<br />99.99
<br />5.15%
<br />914,928.63
<br />2,069.93
<br />0.48%
<br />(23.72)
<br />Aaa / NR
<br />AAA
<br />3.46
<br />1.30
<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 />514,954.83
<br />99.36
<br />5.02%
<br />511,708.64
<br />1,032.29
<br />0.27%
<br />(3,246.19)
<br />NR / AAA
<br />AAA
<br />3.88
<br />1.38
<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 />799,880.10
<br />100.19
<br />4.95%
<br />801,514.49
<br />1,781.33
<br />0.42%
<br />1,634.39
<br />Aaa / NR
<br />AAA
<br />3.88
<br />1.66
<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 />569,987.72
<br />99.36
<br />4.90%
<br />566,332.62
<br />1,061.63
<br />0.30%
<br />(3,655.10)
<br />Aaa / AAA
<br />NR
<br />4.13
<br />1.68
<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 />339,947.96
<br />101.04
<br />4.95%
<br />343,534.64
<br />309.97
<br />0.18%
<br />3,586.68
<br />NR / AAA
<br />AAA
<br />4.16
<br />1.78
<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 />624,955.01
<br />100.73
<br />4.59%
<br />629,579.38
<br />1,352.78
<br />0.33%
<br />4,624.37
<br />NR / AAA
<br />AAA
<br />4.38
<br />2.19
<br />438123AC5 Honda Auto Receivables OT 2023-4 A3
<br />5.670% Due 06/21/2028
<br />420,000.00 11/01/2023
<br />5.74%
<br />419,926.04
<br />419,929.06
<br />102.09
<br />3.84%
<br />428,775.90
<br />661.50
<br />0.23%
<br />8,846.84
<br />Aaa / NR
<br />AAA
<br />4.48
<br />1.09
<br />89239FAD4 Toyota Auto Receivables Owner 2023-D A3
<br />5.540% Due 08/15/2028
<br />645,000.00 11/07/2023
<br />5.61%
<br />644,930.47
<br />644,933.02
<br />101.95
<br />3.86%
<br />657,585.90
<br />1,588.13
<br />0.35%
<br />12,652.88
<br />NR / AAA
<br />AAA
<br />4.63
<br />1.11
<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 />2,024,493.98
<br />101.55
<br />4.59%
<br />2,056,318.65
<br />4,644.00
<br />1.09%
<br />31,824.67
<br />NR / AAA
<br />AAA
<br />4.71
<br />2.46
<br />TOTAL ABS 14,525,949.74 4.19%
<br />14,499,322.44
<br />14,509,775.71 5.03%
<br />14,460,352.51
<br />22,895.05
<br />7.65%
<br />(49,423.20)
<br />Aaa / AAA
<br />AAA
<br />3.43
<br />1.32
<br />Agency
<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 />2,000,025.33
<br />99.76
<br />5.04%
<br />1,995,200.00
<br />2,070.00
<br />1.05%
<br />(4,825.33)
<br />Aaa / AA+
<br />AA+
<br />0.05
<br />0.05
<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 />2,003,317.43
<br />99.73
<br />5.27%
<br />1,994,690.00
<br />20,277.78
<br />1.06%
<br />(8,627.43)
<br />Aaa / AA+
<br />AA+
<br />0.10
<br />0.09
<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 />2,010,503.64
<br />98.93
<br />5.29%
<br />1,978,578.00
<br />2,715.28
<br />1.05%
<br />(31,925.64)
<br />Aaa / AA+
<br />NR
<br />0.45
<br />0.44
<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 />1,209,421.50
<br />98.60
<br />4.93%
<br />1,183,154.40
<br />10,350.00
<br />0.63%
<br />(26,267.10)
<br />Aaa / AA+
<br />NR
<br />0.70
<br />0.68
<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 />1,999,705.83
<br />97.45
<br />4.96%
<br />1,949,040.00
<br />6,861.11
<br />1.03%
<br />(50,665.83)
<br />Aaa / AA+
<br />AA+
<br />0.79
<br />0.77
<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 />1,513,532.43
<br />98.09
<br />4.83%
<br />1,471,360.50
<br />2,062.50
<br />0.78%
<br />(42,171.93)
<br />Aaa / AA+
<br />NR
<br />0.95
<br />0.92
<br />As of December 31, 2023
<br />30
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