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6.B. - Page 22 of 41
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended September 30, 2020
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />7/15/20
<br />7/15/20
<br />405,000
<br />14042WAC4
<br />COPAR2019-1 A3
<br />2.51%
<br />11/15/23
<br />847.13
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />/15/23
<br />1,352.17
<br />7/15/20
<br />7/15/20
<br />360,613
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />838.42
<br />500,000
<br />14316L=
<br />CARMX 2019-2 A3
<br />/15/
<br />7/15/20
<br />7/15/20
<br />226,413
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />400.00
<br />987,
<br />07
<br />YA 2018-3 A3
<br />7/15/20
<br />7/15/20
<br />411,018
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />804.91
<br />1
<br />997,585
<br />89238TAD5
<br />TAOT 2018-B A3
<br />0
<br />lff9/15/2
<br />2,460.71
<br />7/15/20
<br />7/15/20
<br />734,197
<br />58772RAD6
<br />MBART2018-1 A3
<br />3.03%
<br />1/15/23
<br />1,853.85
<br />7/15/20
<br />7/15/20
<br />825,599
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />■3/15/23
<br />2,105.28
<br />7/15/20
<br />7/15/20
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />7/15/20
<br />7/15/20
<br />560,000
<br />14315XAC2
<br />CARMX 2020-1 A3
<br />1.89%
<br />2/16/24
<br />882.00
<br />7/18/20
<br />7/18/20
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />7/21/20
<br />7/21/20
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />7/21/20
<br />7/21/20
<br />213,982
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />365.55
<br />_7121120_A 7/21/20
<br />850,000
<br />43813RAC1
<br />HAROT 2020-1 A3
<br />1.619/6
<br />1,140.42
<br />7/23/20
<br />7/23/20
<br />2,030,000
<br />459058GHO
<br />INTL BANK OF RECONSTRUCTION AND DEV NOTE
<br />2.75%
<br />7/23/21
<br />27,912.50
<br />1,255,000
<br />38141GGORGOLDMAN
<br />SACHS GROUP CORP NOTES
<br />32,9
<br />7/29/20
<br />7/29/20
<br />2,145,000
<br />06406RAE7
<br />BANK OF NY MELLON CORP NOTE
<br />2.95%
<br />1/29/23
<br />31,638.75
<br />1,750,000
<br />9128282N,&US TREASURY N/
<br />7/31/20
<br />7/31/20
<br />3,225,000
<br />912828XQ8
<br />US TREASURY NOTES
<br />2.00%
<br />7/31/22
<br />32,250.00
<br />7/31/20
<br />7/31
<br />1,715,000
<br />91282SS921F US TREASURY NOTES
<br />31/23
<br />10,718.75
<br />7/31/20
<br />7/31/20
<br />1,270,000
<br />912828P38
<br />US TREASURY NOTES
<br />1.75%
<br />1/31/23
<br />11,112.50
<br />475,000
<br />797272QN4
<br />SAN DIEGO CCD, CA TXBL GO BONDS
<br />8/1/20
<br />8/25/20
<br />920,000
<br />3137BGK24
<br />FHMS K043 A2
<br />3.06%
<br />12/1/24
<br />2,347.53
<br />8/3/20
<br />8/3/2
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />8/5/20
<br />8/5/20
<br />1,325,000
<br />3135GOV34
<br />FANNIE MAE NOTES
<br />2.50%
<br />2/5/24
<br />16,562.50
<br />1,255,000
<br />69371RQ66
<br />PACCAR FINANCIAL CORP CORPORATE NOTES
<br />2/6/2
<br />8/9/20
<br />8/9/20
<br />2,500,000
<br />037833CMO
<br />APPLE INC CORP NOTES
<br />2.50%
<br />2/9/22
<br />31,250.00
<br />375,000
<br />3130AFW94
<br />FHLB BONDS
<br />2.50%
<br />2/13/24
<br />PFM Asset Management LLC
<br />
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