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6.A. - Page 29 of 49
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended December 31, 2020
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />10/15/20
<br />10/15/20
<br />560,000
<br />14315XAC2
<br />CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />882.00
<br />/15/20
<br />10/15/20 IV
<br />759,839
<br />02007JAC1
<br />]WYA 2018-3 A3
<br />1,899.60
<br />10/15/20
<br />10/15/20
<br />286,608
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />561.27
<br />/15/20
<br />10/15/20
<br />405,000
<br />14042WAC4
<br />COPAR 2019-1 A3
<br />10/15/20
<br />10/15/20
<br />256,844
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />597.16
<br />805,000
<br />65479HAC
<br />NAROT 2019-B A3
<br />1,677.08
<br />10/15/20
<br />10/15/20
<br />567,117
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />1,431.97
<br />Epm/ 15/20
<br />10/15/20
<br />500,000
<br />74-316LACM
<br />CARMX 2019-2 A3
<br />.68%
<br />3/15/24
<br />1,116.67
<br />10/18/20
<br />10/18/20
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />010/19/20
<br />10/19/20
<br />1,390,000
<br />06051GFW4
<br />BANK OF AMERICA CORP NOT
<br />2.62%
<br />14/19/21
<br />18,243.75
<br />10/19/20
<br />10/19/20
<br />1,675,000
<br />4581XODB1
<br />INTER -AMERICAN DEVELOPMENT BANK NOTE
<br />2.62%
<br />4/19/21
<br />21,984.38
<br />010/21/20
<br />10/21/20
<br />850,000
<br />43813RAC1
<br />HAROT 2020-1 A3
<br />1.61%
<br />4/22/24
<br />1,140.42
<br />10/21/20
<br />10/21/20
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />010/21/20
<br />10/21/20
<br />113,249
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />193.47
<br />10/22/20
<br />10/22/20
<br />5,630,000
<br />3135G031.15
<br />FANNIE MAE NOTES
<br />0.62%
<br />4/22/25
<br />17,398.26
<br />E10/25/20
<br />10/25/20
<br />1,000,000
<br />637432NM31 NATIONAL RURAL UTIL COOP CORP NOTES
<br />4/25/22
<br />12,000.00
<br />10/31/20
<br />10/31/20
<br />1,990,000
<br />9128283DO
<br />US TREASURY N/B
<br />2.25%
<br />10/31/24
<br />22,387.50
<br />11/1/20 ALl/25/20.Aff
<br />920,000 3137BGK24JWMS K043 A2,=
<br />12/1/24
<br />2,347.53
<br />11/2/20
<br />11/2/20
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />3.29
<br />11/13/20
<br />1,600,000
<br />46625HJX9
<br />JP MORGAN CHASE BANK CORP NOTE
<br />5/13/24
<br />29,000.00
<br />11/15/20
<br />11/15/20
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />11/15/20
<br />11/15/20 683,834
<br />02007JAC11EALLYA 2018-3 A3
<br />11/15/20
<br />11/15/20
<br />247,512
<br />89238BAD4
<br />TAOT2018-A A3
<br />2.35%
<br />5/16/22
<br />484.71
<br />11/15/20
<br />11/15/20
<br />1,215,000
<br />427866BC1
<br />HERSHEY COMPANY CORPORATE NOTES
<br />2.05%
<br />11/15/24
<br />12,453.75
<br />11/15/20
<br />11/15/20
<br />514,816
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />1,299.91
<br />11/15/20
<br />505,000
<br />91412HGE7
<br />UNIV OF CAL TXBL REV BONDS
<br />5/15/25
<br />1,474.00
<br />11/15/20
<br />11/15/20
<br />405,000
<br />14042WAC4
<br />COPAR2019-1 A3
<br />2.51%
<br />11/15/23
<br />847.13
<br />11/15/20
<br />11/15/20
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />1,352.17
<br />11/15/20
<br />11/15/20
<br />560,000
<br />14315XAC2
<br />CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />882.00
<br />11/15/20
<br />617,253
<br />65479GAD
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />1,573.99
<br />PFM Asset Management LLC
<br />
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