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6.B. - Page 23 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 />8/13/20 8/13/20
<br />1,260,000
<br />89236TGT6 TOYOTA MOTOR CREDIT CORP CORP NOTES
<br />1.80%
<br />2/13/25
<br />11,340.00
<br />8/14/20 8/14
<br />1,610,000
<br />83369XDL9 SOCIETE GENERALE NY CERT DEPOS
<br />0
<br />8/15/20 8/15/20
<br />1,445,000
<br />912828,127 US TREASURY N/B
<br />2.00%
<br />2/15/25
<br />14,450.00
<br />8/15/2
<br />15,339
<br />89238TAD 018-
<br />/15/
<br />2,257.84
<br />8/15/20 8/15/20
<br />198,856
<br />65478HADO NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />351.31
<br />8/15/20 8/15W
<br />678,189
<br />58772RAD6 MBART 2018-1 A3
<br />1,712.43
<br />8/15/20 8/15/20
<br />560,000
<br />14315XAC2 CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />882.00
<br />8/15/20
<br />326,045
<br />44891KAUM HART 2018-A A3
<br />9%
<br />7/15/22
<br />758.05
<br />8/15/20 8/15/20
<br />368,992
<br />89238BAD4 TACT 2018-A A3
<br />2.35%
<br />5/16/22
<br />722.61
<br />8/15/20 8/15/20
<br />771,490
<br />65479GAD1 NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />1,967.30
<br />8/15/20 8/15/20
<br />500,000
<br />14316LAC7 CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />8/15/20_ 8/15/20
<br />805,000
<br />65479HAC1 NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />8/15/20 8/15/20
<br />610,000
<br />44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />8/15/20`8/15/20
<br />405,000
<br />14042WAC4 COPAR2019-1 A3
<br />2.51%
<br />11/15/23
<br />847.13
<br />8/15/20 8/15/20
<br />910,355
<br />02007JAC1 ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />2,275.89
<br />_8/17/20■ 8/17/20
<br />2,155,000
<br />3130AJ7E21&,FEDERAI H[)MF LOAN BANKS NOTES
<br />�17�
<br />14,486.39
<br />8/18/20 8/18/20
<br />390,000
<br />43814WAC9 HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />8/21/20
<br />850,000
<br />43813RAC1 HAROT 2020-1 A3
<br />1,140.42
<br />8/21/20 8/21/20
<br />750,000
<br />43815MACO HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />8/21/20 8/21 79,558
<br />43813FAC& HAROT 2017-4 A3
<br />306.75
<br />8/22/20 8/22/20
<br />2,425,000
<br />023135AW6 AMAZON.COM INC BONDS
<br />2.40%
<br />2/22/23
<br />29,100.00
<br />8/26/20 26/20
<br />2,455,000
<br />83050PDR7 SKANDINAV ENSKILDA BANK LT CD
<br />8/26/22
<br />8/26/20 8/26/20
<br />2,105,000
<br />65558TLL7 NORDEA BANK ABP NEW YORK CERT DEPOS
<br />1.85%
<br />8/26/22
<br />19,687.60
<br />31/20
<br />1,000,000
<br />912828P7][ US TREASURY NOTES
<br />1.50%
<br />2/28/23
<br />W7,500.011F
<br />9/1/20 9/1/20
<br />0
<br />MONEY0002 MONEY MARKET FUND
<br />9.18
<br />920,000
<br />3137BGK24 FHMS K043 A2
<br />12/1/24
<br />4W2,347.53
<br />9/9/20 9/9/20
<br />0
<br />45950VLQ7 INTERNATIONAL FINANCE CORPORATION NOTE
<br />2.63%
<br />3/9/21
<br />12,191.50
<br />9/10/20 0/111111111F 0
<br />2546871`1<7 COMPANY/THE
<br />/0
<br />8/30/24
<br />9/12/20 9/12/20
<br />2,795,000
<br />3135GOU43 FANNIE MAE NOTES
<br />2.87%
<br />9/12/23
<br />40,178.13
<br />560,000
<br />14315XAC CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />PFM Asset Management LLC
<br />69
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