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6.A. - Page 29 of 44
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date Par ($) CUSIP Security Description
<br />For the Quarter Ended June 30, 2019
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />5/15/19
<br />5/15/19
<br />5,000,000
<br />912828WE6
<br />US TREASURY NOTES
<br />2.75%
<br />11/15/23
<br />68,750.00
<br />720,000
<br />89238BAD4
<br />TAOT 2018-A A
<br />5/16/22 -W1,41 0.00
<br />5/15/19
<br />5/15/19
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />2,247.25
<br />5/15/19
<br />RT 2018-A An
<br />1,081.13
<br />5/15/19
<br />5/15/19
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,577.53
<br />YA 2018-3 A3
<br />,500.
<br />5/15/19
<br />5/15/19
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,042.22
<br />1
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />.83%
<br />3/20/23
<br />919.75
<br />5/21/19
<br />5/21/19
<br />780,000
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,332.50
<br />5/31/19
<br />5/31/19
<br />3,000,000
<br />912828U57
<br />US TREASURY NOTES
<br />2.12%
<br />11/30/23
<br />31,875.00
<br />6/3/19
<br />6/3/19
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />1,269.00
<br />6/7/19
<br />6/7/19
<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 />6/8/19
<br />6/8/19
<br />1,390,000
<br />172967LC3
<br />CITIGROUP INC CORP (CALLABLE) NOTE
<br />2.90%
<br />12/8/21
<br />20,155.00
<br />6/8/19
<br />6/8/19
<br />1,700,000
<br />3130AOF70
<br />FEDERAL HOME LOAN BANKS NOTES
<br />3.37%
<br />12/8/23
<br />28,687.50
<br />6/15/19
<br />6/15/19
<br />1,400,000
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />3,500.00
<br />6/15/19 6/15/19
<br />1,180,000
<br />89238TAD5
<br />TAOT 2018-B A3
<br />2.96%
<br />9/15/22
<br />2,910.67
<br />6/15/19
<br />6/15/19
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />720,000
<br />89238BAD4 IWOT 201
<br />1&
<br />5/16/
<br />6/15/19
<br />6/15/19
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />2,247.25
<br />6/15/19
<br />6/15/19
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />950.35
<br />465,000
<br />44891 KAD7
<br />HART 2018-A A3
<br />1,081.13
<br />6/15/19
<br />6/15/19
<br />470,000
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />830.33
<br />6/15/19
<br />6/15/'
<br />405,000
<br />14042WACI[COPAR 2019-1 A3
<br />0
<br />11/15/23
<br />6/15/19
<br />6/15/19
<br />835,000
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />919.75
<br />6/19/19
<br />6/19/19
<br />3,500,000
<br />3137EAEN5
<br />FREDDIE MAC NOTES
<br />2.75%
<br />6/19/23
<br />48,125.00
<br />750,000
<br />43815MACE
<br />HAROT 2019-2 A3
<br />6/21/19
<br />6/21/19
<br />747,947
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,277.74
<br />6/23/
<br />/23/19
<br />2,400,000
<br />46625HLW8
<br />JP MO N CHASE & CO CORP NT (CALLABLE)
<br />6/23/20
<br />33,000.0
<br />PFM Asset Management LLC
<br />
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