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6.B. -Page 38 of 41
<br />For the Quarter Ended September 30, 2020
<br />REDWOOD CITY
<br />Portfolio Holdings
<br />Managed Account Detail of Securities Held
<br />Security Type/Description
<br />S&P
<br />Moody's
<br />Trade
<br />Settle
<br />Original
<br />YTM
<br />Accrued
<br />Amortized
<br />Market
<br />Dated Date/Coupon/Maturity
<br />CUSIP
<br />Par
<br />Rating
<br />Rating
<br />Date
<br />Date
<br />Cost
<br />at Cost
<br />Interest
<br />Cost
<br />Value
<br />Asset -Backed Security
<br />NAROT 2018-B A3
<br />65479GAD1
<br />667,417.60
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />667,395.98
<br />3.06
<br />907.69
<br />667,406.18
<br />678,505.41
<br />DTD 07/25/2018 3.060% 03/15/2023
<br />HAROT 2019-1 A3
<br />43814WAC9
<br />390,000.00
<br />AAA
<br />NR
<br />2/19/2019
<br />2/27/20 389,989.55
<br />2.83
<br />398.56
<br />389,993.65
<br />398,231.89
<br />DTD 02/27/2019 2.830% 03/20/2023
<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 />609,948.11
<br />622,370.19
<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 />749,981.28
<br />768,552.23
<br />DTD 05/29/2019 2.520% 06/21/2023
<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 />404,942.62
<br />414,131.54
<br />DTD 05/30/2019 2.510% 11/15/2023
<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 />804,872.86
<br />824,964.00
<br />DTD 05/28/2019 2.500% 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 />499,964.08
<br />513,808.10
<br />DTD 04/17/2019 2.680% 03/15/2024
<br />TAROT 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 />849,857.34
<br />870,244.45
<br />DTD 02/26/2020 1.610% 04/22/2024
<br />CARMX 2020-1 A3
<br />14315XAC2
<br />560,000.00
<br />AAA
<br />NR
<br />1/14/2020
<br />1/22/2020
<br />559,890.13
<br />1.89
<br />470.40
<br />559,905.66
<br />574,713.27
<br />DTD 01/22/2020 1.890% 12/16/2024
<br />Security Type Sub -Total
<br />8,427,937.75
<br />8,427,037.98
<br />2.57
<br />8,942.17
<br />8,427,318.66
<br />8,587,581.43
<br />Managed Account Sub Total
<br />154,847,937.75
<br />155,474,610.54
<br />1.88
<br />658,055.77
<br />155,451,266.07
<br />160,660,703.92
<br />Securities Sub -Total
<br />$154,847,937.75
<br />$155,474,610.54
<br />1.88%
<br />$658,055.77
<br />$155,451,266.07
<br />$160,660,703.92
<br />Accrued Interest
<br />$658,055.77
<br />Total Investments
<br />$161,318,759.69
<br />Bolded items are forward settling trades.
<br />PFM Asset Management LLC
<br />84
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