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6.F. - Page 26 of 39
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended December 31, 2018
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />12/7/18
<br />12/7/18
<br />1,410,000
<br />78012UEE1
<br />ROYAL BANK OF CANADA NY CD
<br />3.24%
<br />6/7/21
<br />22,715.10
<br />12/8/18
<br />MATURITY
<br />1,390,000
<br />172967LCW
<br />CITIGROUP INC CORP (CALLABLE) NOTE
<br />F
<br />12/8/21
<br />20,155.00
<br />12/15/18
<br />12/15/18
<br />1,180,000
<br />89238TAD5
<br />TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />2,910.67
<br />12/15/18
<br />470,000
<br />65478HADW
<br />NAROT 2017-C A3
<br />62479MKN2
<br />MUFG BANK LTD/NY COMM PAPER
<br />' 0.00%
<br />10/22/18
<br />12/15/18
<br />12/15/18
<br />465,000
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />1,081.13
<br />/15/18
<br />12/15/18
<br />07YA
<br />2 018 -3 A3
<br />12/15/18
<br />12/15/18
<br />720,000
<br />89238BAD4
<br />TACT 2018-A A3
<br />2.35%
<br />5/16/22
<br />1,410.00
<br />5/18
<br />iznbnbW
<br />r
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />MIT
<br />3.03.101/15/23
<br />2,247.25
<br />12/15/18
<br />12/15/18
<br />835,000
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />12/21/18
<br />12/21/18
<br />780,000
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,332.50
<br />12/23/18
<br />12/23/18
<br />2,400,000
<br />46625HLW8
<br />JP MORGAN CHASE & CO CORP NT (CALLABLE)
<br />2.75%
<br />6/23/20
<br />33,000.00
<br />12/31/18
<br />12/31/18
<br />3,200,000
<br />912828N48 rS TREASURY NOTES
<br />1.75%
<br />12/31/20
<br />28,000.00
<br />Total INTEREST
<br />74,785,000
<br />645,542.11
<br />MATURITY
<br />10/9/18 10/9/18
<br />1,500,000
<br />09659CK98
<br />BNP PARIBAS NY BRANCH COMM PAPER
<br />0.00%
<br />10/9/18
<br />1,500,000.00
<br />0.00
<br />10/22/18 10/22/18
<br />1,500,000
<br />62479MKN2
<br />MUFG BANK LTD/NY COMM PAPER
<br />' 0.00%
<br />10/22/18
<br />1,500,000.00
<br />0.00M
<br />Total MATURITY
<br />3,000,000
<br />3,000,000.00
<br />0.00
<br />SELL
<br />10/3/18 10/4/18
<br />1,500,000
<br />3135GOK93
<br />FNMA NOTES (CALLABLE)
<br />1.25%
<br />6/28/19
<br />1,490,450.00
<br />2.59%
<br />(14,550.00)
<br />1,500,000
<br />3135GOR
<br />NNIE MAE GLOBAL NOTES
<br />480,251.1W
<br />2.70%
<br />,806.54)
<br />12/3/18 12/6/18
<br />1,525,000
<br />912828UF5
<br />US TREASURY NOTES
<br />1.12%
<br />12/31/19
<br />1,506,320.82
<br />2.76%
<br />(41.12)
<br />800,000
<br />9128281`62
<br />US TREASURY NOTES
<br />1.50%
<br />10/31/19
<br />792,505.87
<br />2.73%
<br />(8,796.20)
<br />PFM Asset Management LLC
<br />154
<br />
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