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6.A. - Page 23 of 37
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the QuartetrEnded March 31, 2019
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />1/15/19
<br />1/15/19
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />2,247.25
<br />720,000
<br />89238BAD4
<br />TAOT 2018-A A
<br />5/16/22 jhW1,410.00
<br />1/15/19
<br />1/15/19
<br />1,180,000
<br />89238TAD5
<br />TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />2,910.67
<br />470,000
<br />65478HADW
<br />NAROT 2017-C A3
<br />1/21/19
<br />1/21/19
<br />780,000
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,332.50
<br />2,030,000
<br />4590587
<br />L BANK RECONSTRUCTION AND DEV NOTE
<br />27,608.00
<br />1/27/19
<br />1/27/19
<br />2,400,000
<br />459200JN2
<br />IBM CORP NOTES
<br />1.90%
<br />1/27/20
<br />22,800.00
<br />1/27
<br />1,255,000
<br />38141GGQ1
<br />GOLDMAN SACHS GROUP CORP NOTES
<br />25%
<br />7/27/2
<br />32,943.75
<br />1/30/19
<br />1/30/19
<br />660,000
<br />3135GOT60
<br />FNMA NOTES
<br />1.50%
<br />7/30/20
<br />4,950.00
<br />1/31/19
<br />1/31/19
<br />3,225,000
<br />912828XQ8
<br />US TREASURY NOTES
<br />2.00%
<br />7/31/22
<br />32,250.00
<br />1/31/19
<br />1/31/19
<br />3,400,000
<br />912828P38
<br />US TREASURY NOTES
<br />1.75%
<br />1/31/23
<br />29,750.00
<br />1/31/19
<br />1/31/19
<br />2,625,000
<br />912828V72
<br />US TREASURY NOTES
<br />1/31/22
<br />24,609.38
<br />7°'
<br />1/31/19
<br />1/31/19
<br />2,000,000
<br />9128281-186
<br />US TREASURY NOTES
<br />1.50%
<br />1/31/22
<br />15,000.00
<br />2/1/19
<br />2/1/19
<br />MONEY0002
<br />MONEY MARKET FUND
<br />310.44
<br />2/9/19
<br />2/9/19
<br />2,500,000
<br />037833CMO
<br />APPLE INC CORP NOTES
<br />2.50%
<br />2/9/22
<br />31,250.00
<br />15/19465,000
<br />44891 KAD7
<br />HART 201_��
<br />1,081.13
<br />2/15/19
<br />2/15/19
<br />835,000
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />470,000
<br />65478HADO
<br />NAROT 2017-C A3 A
<br />830.33
<br />2/15/19
<br />2/15/19
<br />1,400,000
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />3,500.00
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />2,247.25
<br />2/15/19
<br />2/15/19
<br />720,000
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />1,410.00
<br />1,180,000
<br />89238TAD5
<br />TAOT 2018-B A3
<br />9/15/22
<br />2/18/19
<br />2/18/19
<br />2,100,000
<br />857477AS2
<br />STATE STREET CORP NOTES
<br />2.55%
<br />8/18/20
<br />26,775.00
<br />20/19
<br />2,105,000
<br />65590ASN7
<br />NORDEA BANK AB NY CD
<br />2.72%
<br />2/20/20
<br />28,628.00
<br />2/21/19
<br />2/21/19
<br />780,000
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,332.50
<br />2/28/19
<br />3,000,000
<br />912828B9VUS TREASURY NOTES
<br />30,000.00
<br />2/28/19
<br />2/28/19
<br />2,525,000
<br />912828P79
<br />US TREASURY NOTES
<br />1.50%
<br />2/28/23
<br />18,937.50
<br />2,000,000
<br />17275RBD3
<br />CISCO SYSTEMS INC CORP NOTES
<br />off
<br />22,000.00
<br />2/28/19
<br />2/28/19
<br />935,000
<br />912828D72
<br />US TREASURY NOTES
<br />2.00%
<br />8/31/21
<br />9,350.00
<br />/28/19
<br />1,425,000
<br />912828139V
<br />US TRWNO
<br />2.00%
<br />2/28/21
<br />14,250.00
<br />PFM Asset Management LLC
<br />
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