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6.B. - Page 30 of 46 <br />REDWOOD CITY <br />Trade Settle <br />Date Date <br />Par ($) CUSIP <br />Security Description <br />For the Quarter Ended March 31, 2020 <br />Portfolio Activity <br />Maturity Transact Yield Realized <br />Coupon Date Amt ($) at Market G/L (BV) <br />3/15/20 <br />3/15/20 <br />835,000 <br />65479GAD1 <br />NAROT 2018-B A3 <br />3.06% <br />3/15/23 <br />2,129.25 <br />405,000 <br />14042WAC4 <br />COPAR 2019-1 A3 <br />847.13 <br />3/15/20 <br />3/15/20 <br />465,000 <br />44891KAD7 <br />HART 2018-A A3 <br />2.79% <br />7/15/22 <br />1,081.13 <br />/15/2 <br />805,000 <br />65479JUI <br />NAROT 2019-B A3 <br />1,677.08 <br />3/15/20 <br />3/15/20 <br />335,637 <br />65478HADO <br />NAROT 2017-C A3 <br />2.12% <br />4/15/22 <br />592.96 <br />610,000 <br />UNDAI CEIVABLES TRUST <br />/15/23 <br />1,352.17 <br />3/18/20 <br />3/18/20 <br />390,000 <br />43814WAC9 <br />HAROT 2019-1 A3 <br />2.83% <br />3/20/23 <br />919.75 <br />3/18/2 <br />3/1 <br />2,080,000 <br />09247XALIMLACKROCK <br />INC CORP NOTES <br />3/18/24 <br />36,400.00 <br />3/21/20 <br />3/21/20 <br />750,000 <br />43815MACO <br />HAROT 2019-2 A3 <br />2.52% <br />6/21/23 <br />1,575.00 <br />3/21/20 <br />3/21/20 <br />354,667 <br />43813FAC7 <br />HAROT 2017-4 A3 <br />2.05% <br />11/21/21 <br />605.89 <br />3/21/20 <br />3/21/20 <br />850,000 <br />43813RAC1 <br />HAROT 2020-1 A3 <br />1.61% <br />4/21/24 <br />950.35 <br />3/31/20 <br />3/31/20 <br />575,000 <br />912828W89 <br />US TREASURY NOTES <br />1.87% <br />3/31/22 <br />5,390.63 <br />3/31/20 <br />3/31/20 <br />265,000 <br />9128285D8 <br />US TREASURY NOTES <br />2.87% <br />9/30/23 <br />3,809.38 <br />3/31/20 <br />3/31/20 <br />3,850,000 <br />912828W89 <br />US TREASURY NOTES <br />1.87% <br />3/31/22 <br />36,093.75 <br />3/31/20 <br />3/31/20 <br />995,000 <br />9128281-57 <br />US TREASURY NOTES <br />1.75% <br />9/30/22 <br />8,706.25 <br />3/31/20 <br />3/31/20 <br />3,355,000 <br />9128282YEI&US <br />TREASURY NOTE <br />2.12% <br />9/30/24 <br />35,646.88 <br />3/31/20 <br />3/31/20 <br />3,200,000 <br />912828W89 <br />US TREASURY NOTES <br />1.87% <br />3/31/22 <br />30,000.00 <br />1,095,000 <br />912828Q29 <br />US TREASURY NOTES <br />1.50% <br />3/31/23 <br />-&.8. <br />3/31/20 <br />3/31/20 <br />3,150,000 <br />912828W89 <br />US TREASURY NOTES <br />1.87% <br />3/31/22 <br />29,531.25 <br />Total INTEREST 109,052,927 934,367.00 <br />MATURITY <br />1/22/20 1/22/20 560,000 313384SC4 FEDERAL HOME LOAN BANKS DISC NOTE 1/22/20 560,000.00 0.00 <br />Total MATURITY 560,000 560,000.00 0.00 <br />PAYDOWNS <br />PFM Asset Management LLC 88 <br />