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6.B. - Page 22 of 39
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP
<br />Security Description
<br />For the Quarter Ended September 30, 2019
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />7/15/19
<br />7/15/19
<br />465,000
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />1,081.13
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />1,677.08
<br />7/15/19
<br />7/15/19
<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 />or 2,247.25
<br />7/18/19
<br />7/18/19
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />750,000
<br />43815MACqW
<br />HAROT 2019-2 A3
<br />W.52%
<br />6/21/
<br />7/21/19
<br />7/21/19
<br />698,389
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,193.08
<br />Wr340EF/23Ww
<br />2,030,000 459058GFqWL BANK OF RECONSTRUCTION AN
<br />59/.
<br />7/23/20
<br />27,912.50
<br />7/27/19
<br />7/27/19
<br />1,255,000
<br />38141GGQ1
<br />GOLDMAN SACHS GROUP CORP NOTES
<br />5.25%
<br />7/27/21
<br />32,943.75
<br />7/29/19
<br />T
<br />7/29/19
<br />2,145,000
<br />06406RAE7
<br />BANK OF NY MELLON CORP NOTE
<br />2.95%
<br />1/29/23
<br />31,638.75
<br />7/31/19
<br />7/31/19
<br />3,225,000
<br />912828XQ8
<br />US TREASURY NOTES
<br />2.00%
<br />7/31/22
<br />32,250.00
<br />7/31/19
<br />7/31/19
<br />1,115,000
<br />912828592
<br />US TREASURY NOTES
<br />1.25%
<br />7/31/23
<br />6,968.75
<br />7/31/19
<br />7/31/19
<br />3,400,000
<br />912828P38
<br />US TREASURY NOTES
<br />1.75%
<br />1/31/23
<br />29,750.00
<br />7/31/19
<br />7/31/19
<br />2,000,000
<br />9128281-186
<br />US TREASURY NOTES '
<br />1.50%
<br />1/31/22
<br />15,000.00
<br />7/31/19
<br />7/31/19
<br />600,000
<br />912828592
<br />US TREASURY NOTES
<br />1.25%
<br />7/31/23
<br />3,750.00
<br />_7/31/14
<br />7/31/19
<br />2,625,000
<br />912828VZA&US
<br />TREASURY NOTE"
<br />1.87%
<br />1/31/22
<br />24,609.38
<br />8/1/19
<br />8/1/19
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />312.13
<br />2,450,000
<br />06370REUMNK
<br />OF MONTRE�CHICAGO CERT DEPOS
<br />8/3/
<br />8/5/19
<br />8/5/19
<br />1,325,000
<br />3135GOV34
<br />FANNIE MAE NOTES
<br />2.50%
<br />2/5/24
<br />16,286.46
<br />2,500,000
<br />037833CMO
<br />APPLE INC CORP NOTES
<br />8/13/19
<br />8/13/19
<br />375,000
<br />3130AFW94
<br />FHLB BONDS
<br />2.50%
<br />2/13/24
<br />4,635.42
<br />405,000
<br />14042WAC4
<br />COPAR 2019-1 A3
<br />8/15/19
<br />8/15/19
<br />835,000
<br />65479GAD1
<br />NAROT 2018-B A3
<br />3.06%
<br />3/15/23
<br />2,129.25
<br />8/15/19
<br />8/15/'610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />2.66%
<br />6/15/23
<br />1,352.17
<br />8/15/19
<br />8/15/19
<br />1,180,000
<br />89238TAD5
<br />TACIT 2018-B A3
<br />2.96%
<br />9/15/22
<br />2,910.67
<br />8/15/19
<br />8/155W
<br />1,400,000
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />8/15/19
<br />8/15/19
<br />465,000
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />1,081.13
<br />470,000
<br />65478HADO
<br />NAROT 2017-C A3
<br />830.33
<br />8/15/19
<br />8/15/19
<br />720,000
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />1,410.00
<br />500,000
<br />14316E
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />PFM Asset Management LLC
<br />0
<br />
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