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6.A. - Page 28 of 46
<br />For the Quarter Ended June 30, 2020
<br />REDWOOD CITY Portfolio Activity
<br />Trade Settle Maturity Transact Yield Realized
<br />Date Date Par ($) CUSIP Security Description Coupon Date Amt ($) at Market G/L (BV)
<br />5/15/20
<br />5/15/20
<br />491,211
<br />89238BAD4 TACIT 2018-A A3
<br />2.35%
<br />5/16/22
<br />961.96
<br />1,144,745
<br />89238TAD 2018-B Aj�
<br />920,000
<br />3137BGK24
<br />2,823.70
<br />5/15/20
<br />5/15/20
<br />835,000
<br />65479GAD1 NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />/15/2
<br />CITIGROUP INC CORP (CALLABLE) NOTE
<br />610,000
<br />44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST
<br />FEDERAL HOME LOAN BANKS NOTES
<br />1,352.17
<br />5/15/20
<br />5/15/20
<br />805,000
<br />65479HAC1 NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />5,000,000
<br />828WE R
<br />68,750.00
<br />5/15/20
<br />5/15/20
<br />405,000
<br />14042WAC4 COPAR2019-1 A3
<br />2.51%
<br />11/15/23
<br />847.13
<br />qnnnnwwi
<br />1,137,988
<br />02007JAC1 LYA2018-3 A3
<br />0
<br />2,844.97
<br />5/15/20
<br />5/15/20
<br />278,108
<br />65478HADO NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />491.32
<br />5/15/20
<br />5/15/20
<br />1,215,000
<br />427866BC1 HERSHEY COMPANY CORPORATE NOTES
<br />2.05%
<br />11/15/24
<br />13,491.56
<br />5/15/20
<br />5/15/20
<br />560,000
<br />14315XAC2 CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />882.00
<br />5/15/20
<br />5/15/20
<br />831,961
<br />58772RAD6 MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />2,100.70
<br />5/15/20
<br />5/15/20
<br />500,000
<br />14316LAC7 CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />5/18/20
<br />5/18/20
<br />390,000
<br />43814WAC9 HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />5/21/20
<br />5/21/20
<br />750,000
<br />43815MACO HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />5/21/20
<br />5/21/20
<br />280,931
<br />43813FAC7 HAROT 2017-4 A3
<br />2.05%/21/21
<br />479.92
<br />5/21/20
<br />5/21/20
<br />850,000
<br />43813RAC1 HAROT 2020-1 A3
<br />1.61%
<br />4/22/24
<br />1,140.42
<br />3,410,000
<br />912828456 US TR UURY N/B NOTES
<br />31/23
<br />46,887.50
<br />5/31/20
<br />5/31/20
<br />3,000,000
<br />912828U57 US TREASURY NOTES
<br />2.12%
<br />11/30/23
<br />31,875.00
<br />6/15/20 6/15/20 1,063,059
<br />02007JAC1
<br />835,000
<br />6,925,000
<br />9128283,17
<br />a
<br />US TREASURY N/
<br />6/1/20 6/1/20 0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />920,000
<br />3137BGK24
<br />FHMS K043 A2
<br />6/2/20 6/2/20 1,205,000
<br />23341VZT1
<br />DNB BANK ASA/NY LT CD
<br />1,410,000
<br />78012UEE1
<br />ROYAL BANK OF CANADA NY CD
<br />6/8/20 6/8/20 1,390,000
<br />172967LC3
<br />CITIGROUP INC CORP (CALLABLE) NOTE
<br />1,700,000
<br />3130AOF70
<br />FEDERAL HOME LOAN BANKS NOTES
<br />6/15/20 6/15/20 1,063,059
<br />02007JAC1
<br />835,000
<br />65479GAD1
<br />6/15/20 6/15/20 500,000
<br />14316LAC7
<br />405,000
<br />14042WAC4
<br />VA 0 WZYW U.11 e73d
<br />NAROT 2018-B A3
<br />CARMX 2019-2 A3
<br />COPAR 2019-1 A3
<br />73,578.13
<br />39.81
<br />2,347.53
<br />2.04% 12/2/22 12,222.72
<br />PFM Asset Management LLC 34
<br />3.24%
<br />6/7/21 =
<br />22,842.00
<br />2.90%
<br />12/8/21
<br />20,155.00
<br />28,687.50
<br />3.00%
<br />1/15/23
<br />2,657.65
<br />3/15/23
<br />2,129.25
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />PFM Asset Management LLC 34
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