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5.B. - Page 30 of 59
<br />REDWOOD CITY
<br />Trade Settle
<br />Date Date
<br />Par ($) CUSIP Security Description
<br />For the Quarter Ended December 31, 2019
<br />Portfolio Activity
<br />Maturity Transact Yield Realized
<br />Coupon Date Amt ($) at Market G/L (BV)
<br />12/21/19 12/21/19 473,598 43813FAC7 HAROT 2017-4 A3 2.05% 11/21/21 809.06
<br />Ir 12/31/19 225,000 91282856US TREASURY N/B 12/31/23'1 2,953.13
<br />12/31/19 12/31/19 3,285,000 912828XX3 US TREASURY N/B NOTES 2.00% 6/30/24 32,850.00
<br />Total INTEREST 90,768,973
<br />PAYDOWNS
<br />821,413.11
<br />10/15/19
<br />10/15/19
<br />4,478
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12% 4/15/22
<br />4,478.36 0.00
<br />10/21/19
<br />10/21/19
<br />42,788
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05% 11/21/21
<br />42,787.57 0.00
<br />11/15/19
<br />11/15/19
<br />35,290
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12% 4/15/22
<br />35,289.64 0.00
<br />11/21/19
<br />11/21/19
<br />42,319
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05% 11/21/21
<br />42,318.55 0.00
<br />12/15/19
<br />12/15/19
<br />42,518
<br />89238BAD4
<br />TACT 2018-A A3
<br />k16122
<br />42,518.43 ' 0.00
<br />12/15/19
<br />12/15/19
<br />30,076
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12% 4/15/22
<br />30,075.56 0.00
<br />12/21/V
<br />12/21/19
<br />39,568
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />1/21/21
<br />39,568.38 0.00
<br />Total PAYDOWNS
<br />SELL
<br />10/1/19 10/3/19
<br />237,036
<br />1,425,000 9128281390
<br />2,000,000 9128281390
<br />US TREASURY NOTES
<br />US TREASURY NOTES
<br />10/16/19
<br />10/24/19
<br />1,060,000
<br />9128285D8
<br />US TREASURY NOTES
<br />rr
<br />90,000
<br />742718FA2 OCTER & GAMBLE CO CORP NOTES
<br />11/1/19
<br />11/5/19
<br />1,000,000
<br />912828690
<br />US TREASURY NOTES
<br />1.57%
<br />27,584.15
<br />85,000
<br />912828WCO
<br />US TREASURY NOTES
<br />12/2/19
<br />12/4/19
<br />2,110,000
<br />90275DHG8
<br />UBS AG STAMFORD CT LT CD
<br />1.60%
<br />(5,938.50)
<br />2,000,000
<br />17275RBD3
<br />CISCO SYSTEMS INC CORP NOTES
<br />12/5/19
<br />12/6/19
<br />1,190,000
<br />9128283C2
<br />US TREASURY N/B NOTES
<br />PFM Asset Management LLC
<br />237,036.49
<br />0.00
<br />2.00%
<br />2/28/21
<br />1,434,096.49
<br />1.67%
<br />(11,349.46)
<br />rr
<br />2,012,766.99
<br />1.67%
<br />(14,564.48)
<br />2.87%
<br />9/30/23
<br />1,114,584.30
<br />1.57%
<br />27,584.15
<br />. 0%
<br />10/23/20
<br />590,780.44
<br />1.77%
<br />2.00%
<br />2/28/21
<br />1,008,782.62
<br />1.60%
<br />(5,938.50)
<br />Er.75%
<br />10/31
<br />585,940.43
<br />1.61
<br />2.90%
<br />3/2/20
<br />2,130,651.48
<br />1.89%
<br />5,014.04
<br />2.20%
<br />2/28/21
<br />2,020,573.33
<br />2.00%
<br />10/31/22
<br />1,205,462.44
<br />1.61%
<br />39,319.21
<br />39
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