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6.A. - Page 30 of 46
<br />REDWOOD CITY
<br />For the Quarter Ended June 30, 2020
<br />Portfolio Activity
<br />Trade
<br />Date
<br />Settle
<br />Date
<br />Par ($)
<br />CUSIP
<br />Security Description
<br />2.00%
<br />Coupon
<br />Maturity
<br />Date
<br />Transact Yield
<br />Amt ($) at Market
<br />Realized
<br />G/L (BV)
<br />4/15/20
<br />4/15/20
<br />58,039
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />58,039.18
<br />0.00
<br />1,240,000
<br />9128281-186
<br />35,255
<br />89238TAD5
<br />2018-B A
<br />1,272,902.37
<br />38,203.82
<br />35,255.24
<br />0.00
<br />4/21/20
<br />4/21/20
<br />36,142
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />28,953.83
<br />2.05%
<br />11/21/21
<br />36,141.85
<br />0.00
<br />PACCAR FINANCIAL CORP NOTES
<br />2.80%
<br />3/1/21
<br />684,987.90
<br />11,323.21
<br />1,045,000
<br />912828T6
<br />US TREASURY NOTES
<br />/15/2
<br />48,221
<br />58772RAD6
<br />MBART 2018-1 A3
<br />5/22/20
<br />1,740,000
<br />3135GOS38
<br />48,220.6
<br />0.00
<br />5/15/20
<br />5/15/20
<br />33,440
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />33,439.51
<br />0.00
<br />72,844
<br />89238
<br />018
<br />0.00
<br />5/15/20
<br />5/15/20
<br />25,863
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />25,862.87
<br />0.00
<br />15/20
<br />74,929
<br />02007JACW
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />74,928.51
<br />0.00
<br />5/15/20
<br />5/15/20
<br />39,609
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />39,608.85
<br />0.00
<br />5/21/20
<br />5/21/20
<br />33,494
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />33,494.47
<br />0.00
<br />6/15/20
<br />6/15/20
<br />75,312
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />75,312.00
<br />0.00
<br />6/15/20
<br />6/15/20
<br />74,316
<br />89238TAD5
<br />TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />74,315.54
<br />0.00
<br />6/15/20
<br />6/15/20
<br />49,543
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />49,543.34
<br />0.00
<br />6/15/20
<br />6/15/20
<br />9,401
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06% 3/15/23
<br />9,401.05
<br />■ 0.00
<br />6/15/20
<br />6/15/20
<br />25,832
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />25,831.87
<br />0.00
<br />6/15/20
<br />6/15/20
<br />40,585
<br />89238BAD4 111hLT 2018-A i
<br />—d=
<br />2.35%
<br />15/16/22
<br />40,584.52
<br />■ 0.00
<br />6/15/20
<br />6/15/20
<br />35,039
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />35,039.39
<br />0.00
<br />6/21/20
<br />6/21/2
<br />33,454
<br />43813FAC7 1
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />33,454.01
<br />Total PAYDOWNS
<br />996,864
<br />996,863.61
<br />0.00
<br />SELL
<br />4/15/20
<br />4/16/20
<br />1,525,000
<br />912828,127
<br />US TREASURY N/B
<br />2.00%
<br />2/15/25
<br />1,649,966.73
<br />37,334.48
<br />150,000
<br />912828,143
<br />US TREASURY NOTES
<br />2,216,176.03
<br />75,344.01
<br />5/4/20
<br />5/6/20
<br />1,240,000
<br />9128281-186
<br />US TREASURY NOTES
<br />1.50%
<br />1/31/22
<br />1,272,902.37
<br />38,203.82
<br />555,000
<br />9128282Y5
<br />US TREASURY NOTES
<br />ar
<br />9/30/24
<br />599,896.73
<br />28,953.83
<br />5/11/20
<br />5/13/20
<br />670,000
<br />69371RN93
<br />PACCAR FINANCIAL CORP NOTES
<br />2.80%
<br />3/1/21
<br />684,987.90
<br />11,323.21
<br />1,045,000
<br />912828T6
<br />US TREASURY NOTES
<br />1,062,027.39
<br />26,58
<br />5/21/20
<br />5/22/20
<br />1,740,000
<br />3135GOS38
<br />FANNIE MAE NOTES
<br />2.00%
<br />1/5/22
<br />1,804,225.33
<br />50,410.37
<br />PFM Asset Management LLC
<br />36
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