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6.A. - Page 31 of 49
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended December 31, 2020
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />12/15/20 12/15/20
<br />560,000
<br />14315XAC2
<br />CARMX 2020-1 A3
<br />1.89%
<br />12/16/24
<br />882.00
<br />12/17/20
<br />7,375,000
<br />3135G04Z3
<br />FANNIE MAE NOTES
<br />.50%
<br />6/17/25
<br />18,232.64
<br />12/18/20 12/18/20
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />12/19 2/19/20
<br />3,500,000
<br />52,300.87
<br />0/15/20
<br />31,527
<br />44891KAD
<br />3137EAEIV
<br />12/21/20 12/21/20
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />ALLYA 2018-3 A3
<br />850,000
<br />43813RACI
<br />HAROT 2020-1 A3
<br />r 1,140.42
<br />12/21/20 12/21/20
<br />52,478
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />89.65
<br />/26/20
<br />2,300,000
<br />3137EAES4
<br />FREDDIE MAC NOTES
<br />3/15/23
<br />6/26/23
<br />2,875.00
<br />12/31/20 12/31/20
<br />225,000
<br />9128285UO
<br />US TREASURY N/B
<br />2.62%
<br />12/31/23
<br />2,953.13
<br />10/21/20
<br />10/21/20
<br />30,775
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />7w 12/31/20
<br />3,285,000
<br />912828XX3
<br />US TREASURY N/B NOTES
<br />sommor6/30/24
<br />32,850.00
<br />Total INTEREST 92,838,169
<br />MATURITY
<br />10/9/20 10/9/20 1,415,000 3133ELWC4 FFCB NOTES (CALLED, OMD 04/09/25)
<br />11/13/20 11/13/20 390,000 69371 RN85 PACCAR FINANCIAL CORP NOTES
<br />Total MATURITY 1,805,000
<br />PAYDOWNS
<br />676,380.42
<br />1.15% 10/9/20 1,423,136.25
<br />2.05% 11/13/20 393,997.50
<br />1,817,133.75
<br />10/15/20
<br />10/15/20
<br />24,471
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />24,470.98
<br />/15/20
<br />10/15/20
<br />39,096
<br />892386AD4
<br />018-A A3
<br />.35%
<br />5/16/22
<br />10/15/20
<br />10/15/20
<br />52,301
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />52,300.87
<br />0/15/20
<br />31,527
<br />44891KAD
<br />2-711
<br />018
<br />10/15/20
<br />10/15/20
<br />76,005
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />76,005.26
<br />10/15/20
<br />10/15/20
<br />50,165
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />50,165.07
<br />10/15/20
<br />10/15/20
<br />74,021
<br />89238TAD5
<br />TACT 2018-B A3
<br />2.96%
<br />9/15/22
<br />74,021.44
<br />10/21/20
<br />10/21/20
<br />30,775
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />30,774.78
<br />PFM Asset Management LLC
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