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6.B. - Page 23 of 39
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended September 30, 2019
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />8/15/19
<br />8/15/19
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />3.03%
<br />1/15/23
<br />2,247.25
<br />8/15
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />is8/15/19
<br />1,677.08
<br />8/18/19
<br />8/18/19
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />2,100,000
<br />857477AS2M
<br />STATE STFUT CORP NOTES
<br />/18/
<br />,775.00
<br />8/20/19
<br />8/20/19
<br />2,105,000
<br />65590ASN7
<br />NORDEA BANK AB NY CD
<br />2.72%
<br />2/20/20
<br />28,628.00
<br />750,000
<br />43815MACqW
<br />HAROT 2019-2 A3
<br />W.52%
<br />6/21/23
<br />8/21/19
<br />8/21/19
<br />652,849
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,115.28
<br />11450,000
<br />023135AVqM
<br />AMAZON.COM INC BOND
<br />%
<br />2/22/23
<br />17,400.00
<br />8/28/19
<br />8/28/19
<br />2,000,000
<br />17275RBD3
<br />CISCO SYSTEMS INC CORP NOTES
<br />2.20%
<br />2/28/21
<br />22,000.00
<br />8/31/19
<br />8/31/19
<br />1,425,000
<br />9128281390
<br />US TREASURY NOTES
<br />2.00%
<br />2/28/21
<br />14,250.00
<br />8/31/19
<br />8/31/19
<br />3,000,000
<br />9128281390
<br />US TREASURY NOTES
<br />2.00%
<br />2/28/21
<br />30,000.00
<br />8/31/19
<br />8/31/19
<br />1,000,000
<br />912828P79
<br />US TREASURY NOTES
<br />1.50%
<br />2/28/23
<br />7,500.00
<br />8131/19
<br />8/31/19
<br />3,000,000
<br />912828,143
<br />US TREASURY NOTES
<br />1.75%
<br />2/28/22
<br />26,250.00
<br />9/1/19
<br />9/1/19
<br />670,000
<br />69371RN93
<br />PACCAR FINANCIAL CORP NOTES
<br />2.80%
<br />3/1/21
<br />9,380.00
<br />9/3/19
<br />9/3/19
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />772.70
<br />9/3/A11616- 9/3/19
<br />2,110,000
<br />90275DHG81
<br />UBS AG STAMFORD
<br />2.90%
<br />3/2/20 '
<br />31,104.92
<br />9/9/19
<br />9/9/19
<br />2,110,000
<br />45950VLQ7
<br />INTERNATIONAL FINANCE CORPORATION NOTE
<br />2.63%
<br />3/9/21
<br />27,809.80
<br />2,795,000
<br />3135GOU43JL
<br />FANNIE MAE P
<br />IL 9/12/2M
<br />40,178.13
<br />9/15/19
<br />9/15/19
<br />405,000
<br />14042WAC4
<br />COPAR2019-1 A3
<br />2.51%
<br />11/15/23
<br />847.13
<br />1,180,000
<br />89238TAD5
<br />TAOT 2018-B A3
<br />9/15/19
<br />9/15/19
<br />500,000
<br />14316LAC7
<br />CARMX 2019-2 A3
<br />2.68%
<br />3/15/24
<br />1,116.67
<br />9/15/19
<br />890,000
<br />58772RAD6
<br />MBART 2018-1 A3
<br />2,247.25
<br />9/15/19
<br />9/15/19
<br />1,400,000
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />3,500.00
<br />9/15/19
<br />]JE15/19
<br />1,465,000
<br />68389XBL8
<br />ORACLE CORP (CALLABLE) NOTE
<br />2.40%
<br />9/15/23
<br />9/15/19
<br />9/15/19
<br />465,000
<br />44891KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />1,081.13
<br />610,000
<br />44932NAD2
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />6/15/23 17
<br />1,352.17
<br />9/15/19
<br />9/15/19
<br />805,000
<br />65479HAC1
<br />NAROT 2019-B A3
<br />2.50%
<br />11/15/23
<br />1,677.08
<br />9/15/19
<br />835,000
<br />65479GAD'r
<br />NAROT 2018-B A3 jM
<br />3/15/23
<br />2,129.25
<br />9/15/19
<br />9/15/19
<br />2,070,000
<br />717081ES8
<br />PFIZER INC CORP NOTES
<br />2.95%
<br />3/15/24
<br />31,211.00
<br />720,000
<br />89238BAD4
<br />OT 2018-
<br />PFM Asset Management LLC 69
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