|
Holdings-Reporting as of Trade Date
<br /> Account:6746057701-PARS/CITY PLEASANTON 115P-CONSV
<br /> As of:31-Dec-2021
<br /> Asset Type Asset Name Ticker Shares/Units Price Market Value
<br /> Fixed Income CARVANA AUTO RECS TR 0.660% 6/12/28 CAR0628 170,000.0000 99.105% $168,478.50
<br /> Fixed Income CMS ENERGY CORP 3.875% 3/01/24 CMS24 145,000.0000 104.728% $151,855.60
<br /> Fixed Income COAIL 2012-1 CLA 4.150%10/11/25 C2C4124 75,613.3100 103.666% $78,385.29
<br /> Fixed Income CONSOLIDATED EDISON 0.650%12/01/23 CE00623 80,000.0000 99.182% $79,345.60
<br /> Fixed Income CREDIT AGRICOLE CORP 0.780% 6/28/24 CAC0724 160,000.0000 98.598% $157,756.80
<br /> Fixed Income D R HORTON INC 2.500%10/15/24 DRH2524 150,000.0000 102.895% $154,342.50
<br /> Fixed Income DELTA AIR LINES 2019 3.204% 4/25/24 DAL3224 155,000.0000 103.391% $160,256.05
<br /> Fixed Income DOMINION GAS HLDGS 3.600%12/15/24 DGH3624 90,000.0000 106.056% $95,450.40
<br /> Fixed Income DRIVE AUTO REC TR 20 0.580%12/15/25 DAR0025 125,000.0000 99.403% $124,253.75
<br /> Fixed Income ENERGY TRANSFER OPER 4.500% 4/15/24 ETO4524 170,000.0000 105.985% $180,174.50
<br /> Fixed Income EXETER AUTO RECV TR 0.690% 1/15/26 EAR0826 115,000.0000 99.324% $114,222.60
<br /> Fixed Income EXETER AUTO RECV TR 0.980% 6/15/26 EAR0026 150,000.0000 99.611% $149,416.50
<br /> Fixed Income FAIRFAX US INC 4.875% 8/13/24 FU14824 70,000.0000 106.731% $74,711.70
<br /> Fixed Income FGLMC G18631 2.500% 2/01/32 G18631F 129,739.8600 103.910% $134,812.69
<br /> Fixed Income FHLMC C91925 3.5000%4/1/2037 C91925F 53,319.4600 106.612% $56,844.94
<br /> Fixed Income FHLMC E09025 2.500% 3/01/28 E09025F 49,088.5600 103.405% $50,760.03
<br /> Fixed Income FHLMC G05646 4.5000%10/1/2039 G05646F 78,724.2800 110.642% $87,102.12
<br /> Fixed Income FHLMC K93731 3.000%11/01/36 K93731F 70,479.3700 104.836% $73,887.75
<br /> Fixed Income FHLMC SB0084 3.000% 2/01/32 SB0084A 52,210.2600 104.949% $54,794.15
<br /> Fixed Income FHLMC SB8020 2.500%12/01/34 SB8020A 55,198.7200 103.566% $57,167.11
<br /> Fixed Income FHLMC ZK5173 2.000% 3/01/28 ZK5173A 60,597.9600 102.774% $62,278.95
<br /> Fixed Income FHLMC ZS6595 2.500%11/01/27 ZS6595A 148,666.4800 103.846% $154,384.19
<br /> Fixed Income FIRST HORIZON CORPOR 4.000% 5/26/25 FHC4025 140,000.0000 106.907% $149,669.80
<br /> Fixed Income FNMA AB5095 3.00000%5/1/2027 AB5095A 65,417.1900 105.297% $68,882.34
<br /> Fixed Income FNMA AL9861 3.000% 8/01/30 AL9861A 68,459.4900 105.035% $71,906.43
<br /> Fixed Income FNMA AS2225 3.00000%4/1/2029 AS2225A 77,601.4200 105.582% $81,933.13
<br /> Fixed Income FNMA AS5404 2.500% 7/01/30 AS5404A 140,705.0300 103.926% $146,229.11
<br /> Fixed Income FNMA AU0522 3.000% 8/01/28 AU0522A 182,534.6100 105.456% $192,493.70
<br /> Fixed Income FNMA AU8871 3.0000%12/1/2028 AU8871A 77,706.4900 105.367% $81,877.00
<br /> Fixed Income FNMA BH5775 3.000%11/01/32 BH5775A 348,181.2500 105.358% $366,836.80
<br /> Fixed Income FNMA FM3052 4.000% 3/01/35 FM3052A 296,397.3400 108.024% $320,180.26
<br /> Fixed Income FNMA MA4091 2.000% 8/01/30 MA4091A 317,526.2900 102.627% $325,867.71
<br /> J HIGHIVIARK® 21
<br /> PARS: City of Pleasanton
<br /> CAPITAL MANAGEMENT
<br />
|