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6.B. - Page 31 of 46
<br />REDWOOD CITY
<br />For the Quarter Ended March 31, 2020
<br />Portfolio Activity
<br />Trade Settle Maturity Transact Yield Realized
<br />Date Date Par ($) CUSIP Security Description Coupon Date Amt ($) at Market G/L (BV)
<br />1/15/20
<br />1/15/20
<br />48,688
<br />89238BAD4
<br />TAOT 2018-A A3
<br />2.35%
<br />5/16/22
<br />48,688.41
<br />0.00
<br />1.75%
<br />9/30/22
<br />413,971.44
<br />1.580M
<br />12,594.52
<br />2/3/20 2/5/20 865,000
<br />9128281`96 US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />878,598.06
<br />32,170
<br />65478HADO
<br />NAROT 2017-C A3
<br />912828F9ift US TREASURY NOTES
<br />4/15/22
<br />32,169.96
<br />0.00
<br />1/21/20
<br />1/21/20
<br />39,941
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />39,940.90
<br />0.00
<br />/15/2
<br />912828W89 US TREASURY NOTES
<br />,994
<br />89238BAD4
<br />1,611,203.86
<br />1.43%
<br />/16/
<br />47,993.82
<br />0.00
<br />2/15/20
<br />2/15/20
<br />85,713
<br />02007JAC1
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />85,712.94
<br />0.00
<br />2,155,530.56
<br />1.37%
<br />32,350
<br />65478HADW
<br />NAROT 2017-C A3
<br />2.00%
<br />10/31/21
<br />2,425,124.97
<br />0.00
<br />2/21/20
<br />2/21/20
<br />39,422
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />39,421.91
<br />0.00
<br />9128283VO UNITED STATES TREASURY NOTES
<br />3/1
<br />91,164
<br />02007JACW
<br />ALLYA 2018-3 A3
<br />3.00%
<br />1/15/23
<br />91,163.63
<br />0.00
<br />3/15/20
<br />3/15/20
<br />43,749
<br />89238BAD4
<br />TACT 2018-A A3
<br />2.35%
<br />5/16/22
<br />43,748.57
<br />0.00
<br />=
<br />3/15/20
<br />3/15/20
<br />665
<br />44891 KAD7
<br />HART 2018-A A3
<br />2.79%
<br />7/15/22
<br />665.35
<br />0.00
<br />3/15/20
<br />3/15/20
<br />28,201
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />28,200.91
<br />0.00
<br />3/21/20
<br />3/21/20
<br />37,595
<br />43813FAC7
<br />HAROT 2017-4 A3
<br />2.05%
<br />11/21/21
<br />37,594.65
<br />■ 0.00
<br />Total PAYDOWNS 527,651
<br />SELL
<br />527,650.59
<br />0.00
<br />1/3/20 1/7/20 2,300,000
<br />36962G2TO GENERAL ELECTRIC CO CORPORATE NOTE
<br />5.55%
<br />5/4/20
<br />2,347,385.75
<br />2.15%
<br />(2,538.00)
<br />1/14/20 1/15/20 410,000
<br />912828L57 US TREASURY NOTES
<br />1.75%
<br />9/30/22
<br />413,971.44
<br />1.580M
<br />12,594.52
<br />2/3/20 2/5/20 865,000
<br />9128281`96 US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />878,598.06
<br />1.39%
<br />8,270.68
<br />2/3/20jft2/5/2j�635,000
<br />912828F9ift US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />644,982.39
<br />1.39%
<br />5,061.49
<br />2/3/20 2/5/20 1,395,000
<br />3135GOU27 FANNIE MAE NOTES
<br />2.50%
<br />4/13/21
<br />1,424,291.90
<br />1.37%
<br />19,284.06
<br />1,585,000
<br />912828W89 US TREASURY NOTES
<br />1,611,203.86
<br />1.43%
<br />22,066.67
<br />2/20/20 2/24/20 840,000
<br />912828W89 US TREASURY NOTES
<br />1.87%
<br />3/31/22
<br />854,299.26
<br />1.41%
<br />11,866.80
<br />2/20/20 ,130,000
<br />912828P38r US TREASURY NOTES
<br />F
<br />1/31/23
<br />2,155,530.56
<br />1.37%
<br />93,925.77
<br />3/2/20 3/4/20 2,365,000
<br />912828F96 US TREASURY NOTES
<br />2.00%
<br />10/31/21
<br />2,425,124.97
<br />0.87%
<br />38,408.97
<br />1,750,000
<br />9128281`96 US TREASURY NOTES
<br />. O%
<br />10/31/21
<br />1,794,489.93
<br />0.87W45,884.29
<br />3/4/20 3/5/20 3,125,000
<br />9128283VO UNITED STATES TREASURY NOTES
<br />2.50%
<br />1/31/25
<br />3,397,067.90
<br />0.74%
<br />94,717.57
<br />55,000
<br />912828T67 US TREASURY NOTES
<br />969,920.23
<br />0.58%
<br />PFM Asset Management LLC as
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