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6.A. - Page 42 of 46
<br />REDWOOD CITY
<br />For the Quarter Ended June 30, 2020
<br />Portfolio Holdings
<br />Managed Account Detail of Securities Held
<br />Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
<br />Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
<br />Asset -Backed Security
<br />HAROT 2017-4 A3
<br />43813
<br />213,982.16
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017
<br />213,952.01
<br />2.05
<br />121.85
<br />DTD 11 /29/2017 2.050% 11/21/2021M16.
<br />--mb.
<br />NAROT 2017-C A3
<br />65478HADO
<br />226,412.89
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017
<br />226,374.61
<br />2.12
<br />213.33
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />TAOT2018-A A3
<br />89238BAD4
<br />411,017.87
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018
<br />411,013.15
<br />2.35
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />9001111111111111111
<br />HART 2018-A A3
<br />44891 KAD7
<br />360,612.67
<br />AAA
<br />Aaa
<br />4/10/2018
<br />4/18/2018
<br />360,558.37
<br />2.79
<br />447.16
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />TAOT 2018-B A3
<br />89238TAD5
<br />997,585.14
<br />AAA
<br />5/9/2018
<br />6/2018
<br />T
<br />997,570.28
<br />2.96
<br />1,312.38
<br />DTD 05/16/2018 2 o�n0�022 i
<br />MBART 2018-1 A3
<br />58772RAD6
<br />734,196.79
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />734,168.59
<br />3.03
<br />988.72
<br />DTD 07/25/2018 3.030% 01/15/2023
<br />ALLYA 2018-3 A3 IMMr
<br />02007JAC1
<br />987,747.29
<br />as
<br />6/19/2018
<br />6/27/2018
<br />987,679.73
<br />3.00
<br />1,317.00
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />NAROT 2018-B A3
<br />65479GAD1
<br />825,598.95
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />825,572.20
<br />3.06
<br />1,122.81
<br />DTD 07/25/2018 3.060% 03/15/2023
<br />HAROT 2019-1 A
<br />43814WAC9
<br />�i90,000.00
<br />AAA
<br />2/19/2019
<br />2/27/20199,989.5
<br />2.83
<br />398.56
<br />DTD 02/27/2019 2.830% 03/20/2023
<br />NR
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />44932NAD2
<br />610,000.00
<br />AAA
<br />NR
<br />4/3/2019
<br />4/10/2019
<br />609,919.72
<br />2.66
<br />721.16
<br />DTD 04/10/2019 2.660% 06/15/2023
<br />HAROT 2019-2 A3
<br />43815MACO
<br />750,000.00
<br />NR
<br />Aaa
<br />5/21/2019
<br />5/29/2019
<br />749,972.03
<br />2.52
<br />525.00
<br />DTD 05/29/2019 2.520% 06/21/2023
<br />NAROT 2019-B A3
<br />65479HAC1
<br />805,000.00
<br />NR
<br />Aaa
<br />5/21/2019
<br />5/28/2019
<br />804,817.99
<br />2.51
<br />894.44
<br />DTD 05/28/2019 2.500% 11/15/2023
<br />COPAR 2019-1 A3
<br />14042WAC4
<br />405,000.00
<br />AAA
<br />Aaa
<br />5/21/2019
<br />5/30/2019
<br />404,917.95
<br />2.51
<br />451.80
<br />DTD 05/30/2019 2.510% 11/15/2023
<br />CARMX 2019-2 A3
<br />14316LAC7
<br />500,000.00
<br />AAA
<br />NR
<br />4/9/2019
<br />4/17/2019
<br />499,948.90
<br />2.68
<br />595.56
<br />DTD 04/17/2019 2.680% 03/15/2024
<br />HAROT 2020-1 A3
<br />43813RAC1
<br />850,000.00
<br />NR
<br />Aaa
<br />2/19/2020
<br />2/26/2020
<br />849,833.40
<br />1.61
<br />380.14
<br />DTD 02/26/2020 1.610% 04/22/2024
<br />PFM Asset Management LLC
<br />213,971.62
<br />226,397.11
<br />411,015.81
<br />360,586.59
<br />997,577.57
<br />734,180.78
<br />987,709.59
<br />825,583.36
<br />389,993.01
<br />214,926.14
<br />227, 855.12
<br />414,196.81
<br />364,764.04
<br />1,012,875.93
<br />744,046.63
<br />1,001,487.25
<br />842,481.95
<br />400,705.54
<br />609,943.27 625,253.60
<br />749,979.55 772,507.80
<br />804,862.60
<br />404,937.98
<br />499,961.46
<br />828,454.56
<br />415,681.96
<br />515, 568.45
<br />849,847.24 869,854.56
<br />
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