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6.A. - Page 29 of 46
<br />For the Quarter Ended June 30, 2020
<br />REDWOOD CITY
<br />Portfolio Activity
<br />Trade Settle
<br />Maturity
<br />Transact Yield
<br />Realized
<br />Date Date
<br />Par ($)
<br />CUSIP
<br />Security Description
<br />Coupon
<br />Date
<br />Amt ($) at Market
<br />G/L (BV)
<br />6/15/20 6/15/20
<br />451,602
<br />89238BAD4
<br />TACT 2018-A A3
<br />2.35%
<br />5/16/22
<br />884.39
<br />6/15/20 6/15/20
<br />395,652
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />919.89
<br />6/15/20 6/15/20
<br />252,245
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />445.63
<br />6/15/20 6/15/20
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />6/15/20 6/15/20
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />6/15/20 6/15/20
<br />1,071,901
<br />89238TAD5
<br />TACT 2018-B A3
<br />2.96%
<br />9/15/22
<br />2,644.02
<br />6/15/20 6/15/20
<br />783,740
<br />58772RAD6
<br />MBART2018-1 A3
<br />3.03%
<br />1/15/23
<br />1,978.94
<br />6/15/20 6/15/20
<br />560,000
<br />14315XAC2
<br />CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />882.00
<br />6/18/20 6/18/20
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />6/19/20 6/19/20
<br />3,500,000
<br />3137EAEN5
<br />FREDDIE MAC NOTES
<br />2.75%
<br />6/19/23
<br />48,125.00
<br />6/21/20 6/21/20
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />6/21/20 6/21/20
<br />247,436
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />422.70
<br />6/21/20 6/21/20
<br />850,000
<br />43813RAC1
<br />HAROT 2020-1 A3
<br />1.61%
<br />4/22/24
<br />1,140.42
<br />6/30/20 6/30/20
<br />225,000
<br />9128285UO
<br />US TREASURY N/B
<br />2.62%
<br />12/31/23
<br />2,953.13
<br />6/30/20 6/30/20
<br />3,285,000
<br />912828XX3
<br />US TREASURY N/B NOTES
<br />2.00%
<br />6/30/24
<br />32,850.00
<br />Total INTEREST
<br />94,453,687
<br />825,325.27
<br />MATURITY
<br />4/10/20 4/10/20
<br />1,410,000
<br />13606BVFO
<br />CANADIAN IMP BK COMM NY FLT CERT DEPOS
<br />2.23%
<br />4/10/20
<br />1,417,962.35
<br />0.00
<br />Total MATURITY
<br />1,410,000
<br />1,417,962.35
<br />0.00
<br />PAYDOWNS
<br />4/15/20 4/15/20
<br />45,840
<br />89238BAD4
<br />TACT 2018-A A3
<br />2.35%
<br />5/16/22
<br />45,839.53
<br />0.00
<br />4/15/20 4/15/20
<br />29,328
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />29,328.40
<br />0.00
<br />4/15/20 4/15/20
<br />85,136
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />85,135.63
<br />0.00
<br />4/15/20 4/15/20
<br />35,243
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />35,243.08
<br />0.00
<br />PFM Asset Management LLC
<br />3S
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