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6.A. - Page 30 of 44
<br />4/4/19
<br />2,400,000
<br />459200JN2
<br />IBM CORP NOTES
<br />4/3/19
<br />4/10/20
<br />1,410,000
<br />22532XHT8
<br />CREDIT AGRICOLE CIB NY FLT CERT DEPOS
<br />1.37%
<br />4/3/19
<br />For the Quarter Ended June 30, 2019
<br />REDWOOD CITY
<br />912828Q78
<br />US TREASURY NOTES
<br />502,463.85
<br />505,000
<br />Portfolio Activity
<br />Trade Settle
<br />4/11/19
<br />4/15/19
<br />1,525,000
<br />Maturity
<br />Transact Yield
<br />Realized
<br />Date Date Par ($)
<br />CUSIP
<br />Security Description
<br />Coupon
<br />Date
<br />Amt ($) at Market
<br />G/L (BV)
<br />6/30/19 6/30/19 3,200,000
<br />912828N48
<br />US TREASURY NOTES
<br />1.75%
<br />12/31/20
<br />28,000.00
<br />5/21/19
<br />7
<br />745,000
<br />7F-
<br />US TREASURY NOTES
<br />10/31/21
<br />742,263.19
<br />2.22%
<br />6/30/19 /30/19 IW225,000
<br />9128285UO
<br />US TREASURY N/B
<br />2,953.13
<br />Total INTEREST 81,142,947
<br />737,027.55
<br />PAYDOWNS
<br />5/21/19 5/21/19 32,053
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />32,053.42
<br />0.00
<br />6/21/19 6/21/19 49,558
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />49,557.75
<br />0.00
<br />Total PAYDOWNS 81,611
<br />81,611.17
<br />0.00
<br />SELL
<br />4/2/19
<br />4/4/19
<br />2,400,000
<br />459200JN2
<br />IBM CORP NOTES
<br />4/3/19
<br />4/10/20
<br />1,410,000
<br />22532XHT8
<br />CREDIT AGRICOLE CIB NY FLT CERT DEPOS
<br />1.37%
<br />4/3/19
<br />4/8/19
<br />620,000
<br />912828Q78
<br />US TREASURY NOTES
<br />502,463.85
<br />505,000
<br />912828D72
<br />US TREASURY NOTES
<br />4/11/19
<br />4/15/19
<br />1,525,000
<br />912828P79
<br />US TREASURY NOTES
<br />938,601.77
<br />935,000
<br />912828A47VUS TREASURY NOTES
<br />5/21/19
<br />5/28/19
<br />635,000
<br />912828Q78
<br />US TREASURY NOTES
<br />/28%
<br />430,000
<br />912828D721ff
<br />US TREASURY NOTES
<br />5/21/19
<br />5/28/19
<br />745,000
<br />9128281`96
<br />US TREASURY NOTES
<br />1.90%
<br />1/27/20
<br />2,393,462.67
<br />2.68%
<br />(14,751.14)
<br />3.05%
<br />4/10/20
<br />1,425,426.63
<br />2.97%
<br />#4,725.90
<br />1.37%
<br />4/30/21
<br />611,901.44
<br />2.33%
<br />(6,906.90)
<br />502,463.85
<br />2.32%
<br />1.50%
<br />2/28/23
<br />1,482,407.23
<br />2.31%
<br />23,673.08
<br />938,601.77
<br />2.30%
<br />(16,027.65)
<br />1.37%
<br />4/30/21
<br />625,047.92
<br />2.27%
<br />(5,891.17)
<br />2.007/.W/31/2W429,862.70
<br />2.23%
<br />(2,793.73)
<br />2.00%
<br />10/31/21
<br />742,263.19
<br />2.22%
<br />(4,728.69)
<br />Total SELL 9,205,000 9,151,437.40 -27,103.76
<br />PFM Asset Management LLC
<br />34
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