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6.B. - Page 29 of 46
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended March 31, 2020
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />2/15/20
<br />2/15/20
<br />835,000
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />628,793
<br />89238BAD
<br />018-A A
<br />5/16/22
<br />1,231.39
<br />2/15/20
<br />2/15/20
<br />405,000
<br />14042WAC4
<br />COPAR2019-1 A3
<br />2.51%
<br />11/15/23
<br />847.13
<br />/15/2
<br />805,000
<br />65479JUI
<br />NAROT 2019-B A3
<br />pr 1,677.08
<br />2/15/20
<br />2/15/20
<br />465,000
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />1,081.13
<br />367,986
<br />65478HADIW
<br />NAROT 2017-C A3
<br />650.11
<br />2/18/20
<br />2/18/20
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />2/1
<br />2,100,000
<br />857477A
<br />STATE STREET CORP NOTES
<br />5%
<br />8/18/2
<br />26,775.00
<br />2/21/20
<br />2/21/20
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />2/21/20
<br />2/21/20
<br />394,089
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/2
<br />673.24
<br />2/22/20
<br />2/22/20
<br />1,450,000
<br />023135AW6
<br />AMAZON.COM INC BONDS
<br />2.40%
<br />2/22/23
<br />17,400.00
<br />2/22/20
<br />2/22/20
<br />1975,000
<br />023135AW6
<br />AMAZON.COM INC BONDS
<br />2.40%
<br />2/22/23
<br />11,700.00
<br />2/26/20
<br />2/26/20
<br />2,105,000
<br />65558TLL7
<br />NORDEA BANK ABP NEW YORK CERT DEPOS
<br />1.85%
<br />8/26/22
<br />19,579.42
<br />2/26/20
<br />2/26/20
<br />2,455,000
<br />83050PDR7
<br />SKANDINAV ENSKILDA BANK LT
<br />1.86%
<br />8/26/22
<br />22,324.13
<br />2/28/20
<br />2/28/20
<br />1,615,000
<br />254687FK7
<br />WALT DISNEY COMPANY/THE
<br />1.75%
<br />8/30/24
<br />13,503.19
<br />_qWW"
<br />2/29/20
<br />2/9"
<br />jbQLO,000
<br />912828,143
<br />US TREASURY NOTES
<br />-1.75%
<br />2/28/
<br />26,250.00
<br />2/29/20
<br />2/29/20
<br />1,000,000
<br />912828P79
<br />US TREASURY NOTES
<br />1.50%
<br />2/28/23
<br />7,500.00
<br />3/1/20
<br />670,000
<br />69371 RN9&
<br />PACCAR FINANCIAL CORP NOTES
<br />380.
<br />3/2/20
<br />3/2/20
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />315.13
<br />3/9/2
<br />2,110,000
<br />45950VLQ7
<br />INTERNATIONAL FINANCE CORPORATION NOTE
<br />3/12/20
<br />3/12/20
<br />2,795,000
<br />3135GOU43
<br />FANNIE MAE NOTES
<br />2.87%
<br />9/12/23
<br />40,178.13
<br />3/15/20
<br />1,180,000
<br />89238TADR
<br />TAOT 2018-B A3
<br />9/15/22
<br />JW2,910.67
<br />L
<br />3/15/20
<br />3/15/20
<br />1,465,000
<br />68389XBL8
<br />ORACLE CORP (CALLABLE) NOTE
<br />2.40%
<br />9/15/23
<br />17,580.00
<br />15/20
<br />1,314,287
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />,285.72
<br />3/15/20
<br />3/15/20
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />2,247.25
<br />580,799
<br />89238BAD4
<br />TACT 2018-A A3
<br />5/16/22
<br />3/15/20
<br />3/15/20
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />3/15/20
<br />560,000
<br />14315XAC2
<br />CARMX 2020-1 A3 and
<br />3/15/20
<br />3/15/20
<br />2,070,000
<br />717081 ES8
<br />PFIZER INC CORP NOTES
<br />2.95%
<br />3/15/24
<br />30,532.50
<br />2,145,000
<br />91159HHC7
<br />US BANCORP (CALLABLE) NOTE
<br />3.00%
<br />3/15/22
<br />y 32,175.00
<br />PFM Asset Management LLC
<br />.—Y
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