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REDWOOD CITY
<br />Managed Account Detail of Securities Held
<br />For the Quarter Ended June 30, 2018
<br />Portfolio Holdings
<br />Security Type/Description
<br />S&P
<br />Moody's
<br />Trade
<br />Settle
<br />Original
<br />YTM
<br />Accrued
<br />Amortized
<br />Market
<br />Dated Date/Coupon/Maturity
<br />CUSIP
<br />Par
<br />Rating
<br />Rating
<br />Date
<br />Date
<br />Cost
<br />at Cost
<br />Interest
<br />Cost
<br />Value
<br />Security Type Sub -Total
<br />1,000,000.00
<br />1,013,930.00
<br />2.20
<br />6,250.00
<br />1,012,086.61
<br />976,030.00
<br />Federal Agency Bond / Note
<br />FNMA NOTES (CALLABLE)
<br />3135GOK93
<br />5,000,000.00
<br />AA+
<br />Aaa
<br />6/28/2016
<br />6/28/2016
<br />5,000,000.00
<br />1.25
<br />520.83
<br />5,000,000.00
<br />4,944,165.00
<br />DTD 06/28/2016 1.250% 06/28/2019
<br />FNMA NOTES (CALLABLE)
<br />3136G3TD7
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />6/28/2016
<br />6/28/2016
<br />3,000,000.00
<br />1.20
<br />300.00
<br />3,000,000.00
<br />2,964,927.00
<br />DTD 06/28/2016 1.200% 06/28/2019
<br />FREDDIE MAC NOTES
<br />3137EAEH8
<br />2,320,000.00
<br />AA+
<br />Aaa
<br />7/18/2017
<br />7/19/2017
<br />2,316,589.60
<br />1.45
<br />12,051.11
<br />2,318,137.11
<br />2,292,832.80
<br />DTD 07/19/2017 1.375% 08/15/2019
<br />FANNIE MAE GLOBAL NOTES
<br />3135GOR39
<br />1,500,000.00
<br />AA+
<br />Aaa
<br />12/14/2016
<br />12/15/2016
<br />1,479,660.00
<br />1.49
<br />2,791.67
<br />1,490,548.97
<br />1,471,444.50
<br />DTD 10/25/2016 1.000% 10/24/2019
<br />FREDDIE MAC NOTES
<br />3137EAEE5
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />4/3/2017
<br />4/5/2017
<br />2,999,820.00
<br />1.50
<br />20,500.00
<br />2,999,910.78
<br />2,952,873.00
<br />DTD 01/17/2017 1.500% 01/17/2020
<br />FNMA NOTES
<br />3135GOT29
<br />335,000.00
<br />AA+
<br />Aaa
<br />3/1/2017
<br />3/2/2017
<br />333,358.50
<br />1.67
<br />1,716.88
<br />334,079.56
<br />329,338.50
<br />DTD 02/28/2017 1.500% 02/28/2020
<br />FHLMC AGENCY NOTES
<br />3137EAEF2
<br />775,000.00
<br />AA+
<br />Aaa
<br />4/19/2017
<br />4/20/2017
<br />772,349.50
<br />1.49
<br />2,101.65
<br />773,393.49
<br />758,891.63
<br />DTD 04/20/2017 1.375% 04/20/2020
<br />3137EAEF2
<br />3,240,000.00
<br />AA+
<br />Aaa
<br />6/27/2017
<br />6/29/2017
<br />3,221,856.00
<br />1.58
<br />8,786.25
<br />3,228,277.13
<br />3,172,656.60
<br />DTD 04/20/2017 1.375% 04/20/2020
<br />FNMA NOTES
<br />3135GOT60
<br />2,270,000.00
<br />AA+
<br />Aaa
<br />7/28/2017
<br />8/1/2017
<br />2,263,121.90
<br />1.60
<br />14,282.08
<br />2,265,190.98
<br />2,218,434.68
<br />DTD 08/01/2017 1.500% 07/30/2020
<br />FANNIE MAE NOTES
<br />3135GOU27
<br />1,395,000.00
<br />AA+
<br />Aaa
<br />4/12/2018
<br />4/13/2018
<br />1,392,921.45
<br />2.55
<br />7,556.25
<br />1,393,066.85
<br />1,387,617.66
<br />DTD 04/13/2018 2.500% 04/13/2021
<br />FANNIE MAE NOTES
<br />3135GOS38
<br />2,825,000.00
<br />AA+
<br />Aaa
<br />2/10/2017
<br />2/13/2017
<br />2,827,796.75
<br />1.98
<br />27,622.22
<br />2,827,046.68
<br />2,753,510.55
<br />DTD 01/09/2017 2.000% 01/05/2022
<br />FANNIE MAE NOTES
<br />3135GOS38
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />5/8/2017
<br />5/9/2017
<br />3,003,540.00
<br />1.97
<br />29,333.33
<br />3,002,722.05
<br />2,924,082.00
<br />DTD 01/09/2017 2.000% 01/05/2022
<br />CID
<br />FANNIE MAE NOTES
<br />3135GOT45
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />5/8/2017
<br />5/9/2017
<br />2,982,180.00
<br />2.00
<br />13,437.50
<br />2,986,196.85
<br />2,908,4 )
<br />DTD 04/10/2017 1.875% 04/05/2022
<br />FANNIE MAE NOTES
<br />3135GOT45
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />4/10/2017
<br />4/11/2017
<br />2,982,330.00
<br />2.00
<br />13,437.50
<br />2,986,502.88
<br />2,908,4 )
<br />DTD 04/10/2017 1.875% 04/05/2022
<br />CQ
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<br />PFM Asset Management LLC
<br />Account ****0000
<br />27
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