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6.A. -Page 45 of 49
<br />For the Quarter Ended December
<br />31, 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 />HART 2018-A A3
<br />44891 KAD7
<br />165,256.60
<br />4/10/2018
<br />4/18/2018
<br />165,231.72
<br />2.79
<br />204.92
<br />165,247.61
<br />166,415.41
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />TACT 2018-B A3
<br />89238TAD5
<br />550,190.78
<br />AAA
<br />Aaa
<br />5/9/2018
<br />5/16/2018
<br />550,182.58
<br />2.96
<br />723.81
<br />550,187.56
<br />555,386.34
<br />DTD 05/16/2018 2.960% 09/15/2022
<br />ALLYA 2018-3 A3
<br />02007JAC1
<br />542,645.36
<br />AAA
<br />Aaa
<br />6/19/2018
<br />6/27/2018
<br />542,608.24
<br />3.00
<br />723.53
<br />542,628.75
<br />547,857.74
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />MBART 2018-1 A3
<br />58772RAD6
<br />418,392.49
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />418,376.42
<br />3.03
<br />563.44
<br />418,385.18
<br />422,293.08
<br />DTD 07/25/2018 3.030% 01/15/2023
<br />2018-B A3
<br />65479GAD1
<br />521,353.59
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />521,336.71
<br />3.06
<br />709.04
<br />521,345.59
<br />528,511.72
<br />DTD 07/25/2018 3.060% 03/15/2023
<br />HAROT 2019-1 A3
<br />43814WAC9
<br />368,242.14
<br />AAA
<br />NR
<br />2/19/2019
<br />2/27/2019
<br />368,232.27
<br />2.83
<br />376.32
<br />368,236.76
<br />374,475.08
<br />DTD 02/27/2019 2.830% 03/20/2023
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />44932NAD2
<br />585,626.30
<br />AAA
<br />NR
<br />4/3/2019
<br />4/10/2019
<br />585,549.23
<br />2.66
<br />692.34
<br />585,581.13
<br />593,985.82
<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 />749,983.02
<br />763,850.10
<br />DTD 05/29/2019 2.520% 06/21/2023
<br />COPAR 2019-1 A
<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 />404,947.25
<br />411,899.62
<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 />804,883.12
<br />820,535.45
<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 />499,966.70
<br />511,686.05
<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 />849,867.44
<br />867,701.00
<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 />559,911.31
<br />574,563.86
<br />DTD 01/22/2020 1.890% 12/16/2024
<br />Security Type Sub-Total
<br />7,300,868.43
<br />7,300,040.26
<br />2.53
<br />7,582.54
<br />7,300,327.34
<br />7,419,247.70
<br />Managed Account Sub Total
<br />155,225,868.43
<br />156,093,922.80
<br />1.77
<br />701,512.11
<br />155,961,301.99
<br />160,572,348.83
<br />PFM Asset Management LLC
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