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6.B. - Page 24 of 39
<br />REDWOOD CITY
<br />For the Quarter Ended September 30, 2019
<br />Portfolio Activity
<br />Trade
<br />Settle
<br />Maturity
<br />Transact
<br />Yield
<br />Realized
<br />Date
<br />Date
<br />Par ($)
<br />CUSIP
<br />Security Description
<br />Coupon
<br />Date
<br />Amt ($)
<br />at Market
<br />G/L (BV)
<br />9/15/19
<br />9/15/19
<br />2,145,000
<br />91159HHC7
<br />US BANCORP (CALLABLE) NOTE
<br />3.00%
<br />3/15/22
<br />32,175.00
<br />9/15/19
<br />9/15/19
<br />470,000
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />830.33
<br />9/18/19
<br />9/18/19
<br />390,000
<br />43814WAC9
<br />HAROT 2019-1 A3
<br />2.83%
<br />3/20/23
<br />919.75
<br />9/18/19
<br />9/18/19
<br />2,080,000
<br />09247XAL5
<br />BLACKROCK INC CORP NOTES
<br />3.50%
<br />3/18/24
<br />36,400.00
<br />9/21/19
<br />9/21/19
<br />750,000
<br />43815MACO
<br />HAROT 2019-2 A3
<br />2.52%
<br />6/21/23
<br />1,575.00
<br />9/21/19
<br />9/21/19
<br />605,156
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />1,033.81
<br />9/30/19
<br />9/30/19
<br />1,095,000
<br />912828Q29
<br />US TREASURY NOTES
<br />1.50%
<br />3/31/23
<br />8,212.50
<br />9/30/19
<br />9/30/19
<br />3,200,000
<br />912828W89
<br />US TREASURY NOTES
<br />1.87%
<br />3/31/22
<br />30,000.00
<br />9/30/19
<br />9/30/19
<br />1,405,000
<br />9128281-57
<br />US TREASURY NOTES
<br />1.75%
<br />9/30/22
<br />12,293.75
<br />9/30/19
<br />9/30/19
<br />3,150,000
<br />912828W89
<br />US TREASURY NOTES
<br />1.87%
<br />3/31/22
<br />29,531.25
<br />9/30/19
<br />9/30/19
<br />3,000,000
<br />912828W89
<br />US TREASURY NOTES
<br />1.87%
<br />3/31/22
<br />28,125.00
<br />9/30/19
<br />9/30/19
<br />3,850,000
<br />912828W89
<br />US TREASURY NOTES
<br />1.87%
<br />3/31/22
<br />36,093.75
<br />9/30/19
<br />9/30/19
<br />1,325,000
<br />9128285D8
<br />UNITED STATES TREASURY NOTES
<br />2.87%
<br />9/30/23
<br />19,046.88
<br />Total INTEREST
<br />112,776,394
<br />1,060,300.27
<br />PAYDOWNS
<br />7/21/19
<br />7/21/19
<br />45,540
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />45,539.94
<br />0.00
<br />8/21/19
<br />8/21/19
<br />47,693
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />47,692.98
<br />0.00
<br />9/21/19
<br />9/21/19
<br />46,451
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />46,451.46
<br />0.00
<br />Total PAYDOWNS
<br />139,684
<br />139,684.38
<br />0.00
<br />SELL
<br />7/1/19
<br />7/3/19
<br />3,200,000
<br />9128281\148
<br />US TREASURY NOTES
<br />1.75%
<br />12/31/20
<br />3,195,581.52
<br />1.85%
<br />(10,556.47)
<br />7/1/19
<br />7/3/19
<br />1,400,000
<br />22549LFR1
<br />CREDIT SUISSE NEW YORK CERT DEPOS
<br />2.67%
<br />2/7/20
<br />1,455,181.23
<br />2.31%
<br />2,745.40
<br />8/1/19
<br />8/5/19
<br />1,400,000
<br />0258MOEE5
<br />AMERICAN EXPRESS CREDIT (CALLABLE) NOTE
<br />2.20%
<br />3/3/20
<br />1,411,632.44
<br />2.37%
<br />(3,997.39)
<br />8/27/19
<br />8/27/19
<br />2,400,000
<br />46625HLW8
<br />JP MORGAN CHASE & CO CORP NT (CALLABLE)
<br />2.75%
<br />6/23/20
<br />2,425,293.33
<br />2.05%
<br />519.29
<br />PFM Asset Management LLC
<br />70
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