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6.B. - Page 25 of 41
<br />REDWOOD CITY
<br />For the Quarter Ended September 30, 2020
<br />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 />8/3/20 8/3/20 2,450,000 06370REU9 BANK OF MONTREAL CHICAGO CERT DEPOS 3.19% 8/3/20 2,529,023.39 0.00
<br />9/29/20 9/29/20 1,670,000 3133ELE42 FEDERAL FARM CREDIT NOTES (CALLED, OMD 0 0.80% 9/29/20 1,674,342.00 0.00
<br />Total MATURITY 4,120,000
<br />PAYDOWNS
<br />4,203,365.39
<br />0.00
<br />7/15/20
<br />7/15/20
<br />56,007
<br />58772RAD6 MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />56,007.43
<br />0.00
<br />7/15/20
<br />7/15/20
<br />27,556
<br />65478HADO NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />27,556.40
<br />0.00
<br />/15/20
<br />7/15/20
<br />42,026
<br />89238BAD4]hgAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />.42,025.76
<br />0.00
<br />7/15/20
<br />7/15/20
<br />77,392
<br />02007JAC1 ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />77,392.32
<br />0.00
<br />7/15/20
<br />7/15/20
<br />34,568
<br />44891 KAD71 HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />ME 34,568.01
<br />W0.00
<br />7/15/20
<br />7/15/20
<br />54,109
<br />65479GAD1 NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />54,109.17
<br />0.00
<br />82,246
<br />89238TAD5 018-B
<br />EL 2.96%
<br />0.00
<br />7/21/20
<br />7/21/20
<br />34,424
<br />43813FAC7 HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />34,423.71
<br />0.00
<br />57,620
<br />58772RAD6 MBART 2018-1 A3
<br />0.00
<br />8/15/20
<br />8/15/20
<br />80,808
<br />89238TAD5 TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />80,808.38
<br />0.00
<br />26,580
<br />65478HADO NAROT 2017-C A3
<br />0.00
<br />8/15/20
<br />8/15/20
<br />42,100
<br />89238BAD4 TAOT2018-A A3
<br />2.35%
<br />5/16/22
<br />42,100.32
<br />0.00
<br />36,384
<br />44891 KAD7 HART 2018-A A3
<br />=
<br />7/15/22
<br />= 36,384.47
<br />0.00
<br />8/15/20
<br />8/15/20
<br />2.79%
<br />8/15/20
<br />8/15/20
<br />76,275
<br />02007JAC1 ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />76,274.79
<br />0.00
<br />53,541
<br />65479GAD1 NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />53,541.49
<br />0.00
<br />8/21/20
<br />8/21/20
<br />34,225
<br />43813FAC7 HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />34,225.12
<br />0.00
<br />40,284
<br />89238BAD4�2018-A A3
<br />5/16/22
<br />9/15/20
<br />9/15/20
<br />25,546
<br />65478HADO NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />25,546.26
<br />0.00
<br />53,453
<br />58772RAD6 MBART 2018-1 A3
<br />W3,452.78
<br />0.00
<br />9/15/20
<br />9/15/20
<br />32,816
<br />44891 KAD7 HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />32,816.13
<br />0.00
<br />/15/2
<br />50,531
<br />65479GAD1 NAROT 2018-B A3
<br />!11/15/
<br />530.69
<br />0.00
<br />9/15/20
<br />9/15/20
<br />74,241
<br />02007JAC1 ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />74,240.74
<br />0.00
<br />74,397
<br />89238 018
<br />PFM Asset Management LLC 74
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