|
6.A. - Page 30 of 49
<br />For the Quarter Ended December 31, 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 />11/15/20
<br />11/15/20
<br />225,317
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />523.86
<br />'j
<br />11/15/20
<br />5,000,000
<br />912828WE6
<br />US TREASURY NOTES
<br />11/15/23
<br />68,750.00
<br />11/15/20
<br />11/15/20
<br />122,259
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />215.99
<br />11/15/20
<br />86,112
<br />89238TAD
<br />2018-
<br />9/15/
<br />11/15/20
<br />11/15/20
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />r
<br />919.75
<br />11/21/20
<br />11/21/20
<br />850,000
<br />43813RAC1
<br />HAROT 2020-1 A3
<br />1.61%
<br />4/22/24
<br />1,140.42
<br />0
<br />82,474
<br />43813FA
<br />AROT 2017-4 A3
<br />5°0
<br />11/21/21
<br />140.89
<br />11/21/20
<br />11/21/20
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />11/22/20
<br />11/22/20
<br />2,540,000
<br />3135G04Q3
<br />FANNIE MAE NOTE
<br />0.25%
<br />5/22/23
<br />3,175.00
<br />11/30/20
<br />11/30/20
<br />3,410,000
<br />912828456
<br />US TREASURY N/B NOTES
<br />2.75%
<br />5/31/23
<br />46,887.50
<br />11/30/20
<br />11/30/20
<br />3,000,000
<br />912828U57
<br />US TREASURY NOTES
<br />2.12%
<br />11/30/23
<br />31,875.00
<br />11/30/20
<br />11/30/20
<br />1,720,000
<br />9128283,17
<br />US TREASURY N/B
<br />2.12%
<br />11/30/24
<br />18,275.00
<br />12/1/20
<br />12/1/20
<br />mwm�
<br />MONEY0002
<br />MONEY MARKET FUN
<br />3.95
<br />12/1/20
<br />12/25/20
<br />920,000
<br />3137BGK24
<br />FHMS K043 A2
<br />3.06%
<br />12/1/24
<br />2,347.53
<br />12/2/20
<br />12"
<br />1,205,000
<br />23341VZT DNB BANK ASA/NY LT CD
<br />12,495.85
<br />12/7/20
<br />12/7/20
<br />1,410,000
<br />78012UEE1
<br />ROYAL BANK OF CANADA NY CD
<br />3.24%
<br />6/7/21
<br />22,842.00
<br />1,390,000
<br />172967LC3X
<br />CITIGROUP INC CORP (C
<br />20,155.0
<br />12/8/20
<br />12/8/20
<br />1,700,000
<br />3130AOF70
<br />FEDERAL HOME LOAN BANKS NOTES
<br />3.37%
<br />12/8/23
<br />28,687.50
<br />12/15/20
<br />12/15/20
<br />608,762
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />1,521.91
<br />12/15/20
<br />12/15/20
<br />615,484
<br />89238TAD5
<br />TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />1,518.19
<br />12/15/20
<br />12/15/20805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />1,677.08
<br />12/15/20
<br />12/15/20
<br />566,650
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />1,444.96
<br />12/15/20
<br />12/15/20610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />12/15/20
<br />12/15/20
<br />97,954
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />173.05
<br />12/15/20
<br />12/15/20V
<br />464,082
<br />58772RAD6
<br />MBART 2018-1 A3
<br />1,171.81
<br />12/15/20
<br />12/15/20
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />12/15/20
<br />12/15/20 W
<br />193,756
<br />44891 KAD7
<br />HART 2018-A A3
<br />12/15/20
<br />12/15/20
<br />211,487
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />414.16
<br />/15/20
<br />12/15/20
<br />405,000
<br />14042WAC4
<br />COPAR 2019-1 A3
<br />PFM Asset Management LLC 38
<br />
|