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6.A. - Page 32 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 />11/15/20
<br />11/15/20
<br />31,561
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />31,561.23
<br />0.00
<br />11/15/20
<br />12/15/20
<br />50,603
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.00%
<br />1/15/23
<br />5
<br />0.00
<br />11/15/20
<br />11/15/20
<br />75,072
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />75,071.75
<br />0.00
<br />11/15/20
<br />/20
<br />24,304
<br />65478HADO
<br />NAROT 2017-C A3
<br />11/9/20
<br />11/12/20
<br />0.00
<br />11/15/20
<br />11/15/20
<br />50,734
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />50,733.54
<br />0.00
<br />11/15/20
<br />1,127,069
<br />Oil629
<br />38
<br />018
<br />12/4/20
<br />1,127,069.32
<br />0.00
<br />0.00
<br />11/15/20
<br />11/15/20
<br />36,024
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />36,024.49
<br />0.00
<br />11 '1111111111SROW
<br />29,996
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />5%
<br />11/21/21
<br />29,995.93
<br />0.00
<br />12/15/20
<br />12/15/20
<br />21,790
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />21,789.61
<br />0.00
<br />12/15/20
<br />12/15/20
<br />28,500
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />28,499.57
<br />0.00
<br />12/15/20
<br />12/15/20
<br />24,374
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />24,373.70
<br />0.00
<br />12/15/20
<br />12/15/20
<br />45,690
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />45,689.88
<br />—M 0.00
<br />12/15/20
<br />12/15/20
<br />33,721
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />33,720.82
<br />0.00
<br />12/15/20
<br />12/15/20
<br />45,296
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />45,295.99
<br />0.00
<br />12/15/20
<br />12/15/20
<br />65,293
<br />89238TAD5
<br />TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />65,292.78
<br />0.00
<br />12/15/20
<br />12/15/20
<br />66,117
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />66,117.07
<br />0.00
<br />12/18/20
<br />12/18/20
<br />21,758
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />21,757.86
<br />0.00
<br />9128283,17
<br />US TREASURY N/
<br />/30/24 481,212.67
<br />24,531.60
<br />11/9/20
<br />11/12/20
<br />905,000
<br />12/21/20
<br />12/21/20
<br />27,248
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />27,248.18
<br />—
<br />Total PAYDOWNS
<br />1,127,069
<br />III=595,241.18
<br />1631.66
<br />12/3/20
<br />12/4/20
<br />1,127,069.32
<br />0.00
<br />SELL
<br />1.87%
<br />3/31/22 610,635.35
<br />20,686.80
<br />10/1/20
<br />10/5/20
<br />2,605,000
<br />912828W89
<br />US TREASURY NOTES
<br />1.87%
<br />3/31/22 2,673,136.36
<br />102,142.30
<br />595,000
<br />912828W89
<br />US TREASURY NOTES
<br />/31/2W 610,562.82
<br />10/16/20
<br />10/21/20
<br />1,190,000
<br />06051GFW4
<br />BANK OF AMERICA CORP NOTE
<br />2.62%
<br />4/19/21 1,204,048.94
<br />12,605.12
<br />445,000
<br />9128283,17
<br />US TREASURY N/
<br />/30/24 481,212.67
<br />24,531.60
<br />11/9/20
<br />11/12/20
<br />905,000
<br />9128283,17
<br />US TREASURY N/B
<br />2.12%
<br />11/30/24 978,646.00
<br />47,645.27
<br />580,000
<br />912828W89
<br />US TREASURY NOTES �1111q
<br />III=595,241.18
<br />1631.66
<br />12/3/20
<br />12/4/20
<br />595,000
<br />912828W89
<br />US TREASURY NOTES
<br />1.87%
<br />3/31/22 610,635.35
<br />20,686.80
<br />PFM Asset Management LLC
<br />40
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