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S.B. - Page 28 of 59
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended December 31, 2019
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />10/15/19
<br />10/15/19
<br />835,000
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />/15/19
<br />10/15/19
<br />Iff 405,000
<br />14042WAC4
<br />COPAR 2019-1 A3
<br />847.13
<br />10/15/19
<br />10/15/19
<br />465,000
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />1,081.13
<br />/15/19
<br />10/1
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />2,247.25
<br />10/15/19
<br />10/15/19
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />805,000
<br />65479HACJW
<br />NAROT 2019-B A3
<br />1,677.08
<br />10/15/19
<br />10/15/19
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />Er 18/19
<br />10/18/19
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />0
<br />3/20/23
<br />919.75
<br />10/19/19
<br />10/19/19
<br />1,390,000
<br />06051GFW4
<br />BANK OF AMERICA CORP NOTE
<br />2.62%
<br />4/19/21
<br />18,243.75
<br />010/19/19
<br />10/19/19
<br />1,675,000
<br />4581XODB1
<br />INTER -AMERICAN DEVELOPMENT BANK NOTE
<br />2.62%
<br />14/19/21
<br />21,984.38
<br />10/21/19
<br />10/21/19
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />010/21/19
<br />10/21/19
<br />558,704
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05% —11/21/21
<br />954.45
<br />10/23/19
<br />10/23/19
<br />590,000
<br />742718FA2
<br />THE PROCTER & GAMBLE CO CORP NOTES
<br />1.90%
<br />10/23/20
<br />5,605.00
<br />010/25/19
<br />10/25/19
<br />1,000,000
<br />637432NM3
<br />NATIONAL RURAMUTIL COOP CORP NOTES
<br />2.40%
<br />4/25/22
<br />12,000.00
<br />10/31/19
<br />10/31/19
<br />3,000,000
<br />9128281`96
<br />US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />30,000.00
<br />010/31/19
<br />10/31/19
<br />X20,000
<br />912828302
<br />US TREASURY N/B NOTES
<br />10/31
<br />32,200.00
<br />10/31/19
<br />10/31/19
<br />1,750,000
<br />912828F96
<br />US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />17,500.00
<br />3.500.000
<br />912828302
<br />US TREASURY N/B NOTES
<br />0%
<br />10/31/22
<br />35,000.0
<br />10/31/19
<br />10/31/19
<br />2,000,000
<br />912828T67
<br />US TREASURY NOTES
<br />1.25%
<br />10/31/21
<br />12,500.00
<br />585,000
<br />912828WCO
<br />US TREASURY NOTES
<br />118.75
<br />10/31/19
<br />10/31/19
<br />865,000
<br />912828F96
<br />US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />8,650.00
<br />11/1/19
<br />11/1/19
<br />in 0
<br />MONEY0002
<br />MONEY MARKET FUN
<br />11/4/19
<br />11/4/19
<br />2,300,000
<br />36962G2TO
<br />GENERAL ELECTRIC CO CORPORATE NOTE
<br />5.55%
<br />5/4/20
<br />63,825.00
<br />11/13/19
<br />11/13/19
<br />1,600,000
<br />46625HJX9
<br />JP MORGZHASE BANK CORP NOTE
<br />3.62%
<br />5/13/24
<br />11/13/19
<br />11/13/19
<br />390,000
<br />69371RN85
<br />PACCAR FINANCIAL CORP NOTES
<br />2.05%
<br />11/13/20
<br />3,997.50
<br />11/15/19 5,000,000
<br />912828WE6
<br />US TREASURY NOTES
<br />68,750.00
<br />11/15/19
<br />11/15/19
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />11/15/19
<br />11/15/19
<br />835,000
<br />65479GADNAROT 2018 B A3
<br />3/15/23 2,129.25
<br />11/15/19
<br />11/15/19
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />11/15/19
<br />11/15/19
<br />720,000
<br />89238BAD4WOT
<br />201
<br />PFM Asset Management LLC w
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