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S.B. -Page 41 of 59
<br />For the Quarter Ended December 31, 2019
<br />REDWOOD CITY Portfolio Holdings
<br />Managed Account Detail of Securities Held
<br />Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
<br />Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
<br />Certificate of Deposit
<br />SKANDINAV ENSKILDA BANK LT CD 83050PDR7 2,455,000.00 A+ Aa2 8/29/2019 9/3/2019 2,455,000.00 1.88 15,221.00 2,455,000.00 2,459,642.41
<br />DTD 09/03/2019 1.860% 08/26/2022
<br />DNB BANK ASA/NY LT CD g341VZT1 1,205,000.00 AA- Aa2 12/5/2019 12/6/2019 1,205,000.00 1,843.65 1,205,000.00 1,203,705.83
<br />DTD 12/04/2019 2.040% 12/02/20 16
<br />Security Type Sub -Total 12,445,000.00 12,445,000.00 2.53 103,961.25 12,445,000.00 12,515,535.52
<br />Asset -Backed Security
<br />HAROT 2017-4 A3
<br />43813FAC7
<br />434,029.95
<br />NR
<br />Aaa
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />434,274.74
<br />12/6/2017
<br />12/13/2017
<br />400,088.78
<br />NAROT 2017-C A3
<br />65478HADO
<br />400,156.44
<br />NR
<br />Aaa
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />677,473.78
<br />2.35
<br />707.59
<br />677,477.38
<br />TACT 2018-A A3
<br />89238BAD4
<br />677,481.57
<br />AAA
<br />Aaa
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />464,957.19
<br />468,198.97
<br />5/9/2018
<br />5/16/2018
<br />HART 2018-A A3
<br />44891 KAD7
<br />465,000.00
<br />AAA
<br />Aaa
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />7/25/2018
<br />889,965.82
<br />3.03
<br />1,198.53
<br />TACT 2018-B A3
<br />89238TAD5
<br />1,180,000.00
<br />AAA
<br />Aaa
<br />DTD 05/16/2018 2.960% 09/15/2022
<br />1,866.67
<br />1,399,935.25
<br />1,410,861.90
<br />7/17/2018
<br />MBART 2018-1 A3
<br />58772RAD6
<br />890,000.00
<br />AAA
<br />Aaa
<br />DTD 07/25/2018 3.030% 01/15/2023
<br />2/19/2019
<br />2/27/2019
<br />389,989.55
<br />2.83
<br />ALLYA 2018-3 A3
<br />02007JAC1
<br />1,400,000.00
<br />AAA
<br />Aaa
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />2.67
<br />721.16
<br />609,933.53
<br />616,551.89
<br />NAROT 2018-B A 65479GAD1
<br />835,000.00
<br />AAA
<br />Aaa
<br />DTD 07/25/2018 3.060% 03/15/2023
<br />749,976.10
<br />758,903.78
<br />HAROT 2019-1 A3
<br />43814WAC9
<br />390,000.00
<br />AAA
<br />NR
<br />DTD 02/27/2019 2.830% 03/20/2023
<br />ObNDAI AUTO RECEIVABLES TRUST
<br />44932NAD2
<br />610,000.00
<br />AAA
<br />NR
<br />DTD 04/10/2019 2.660% 06/15/2023
<br />HAROT 2019-2 A3
<br />43815MACO
<br />750,000.00
<br />NR
<br />Aaa
<br />DTD 05/29/2019 2.520% 06/21/2023
<br />PFM Asset Management LLC
<br />11/22/2017
<br />11/29/2017
<br />433,968.80
<br />2.06
<br />247.16
<br />433,999.94
<br />434,274.74
<br />12/6/2017
<br />12/13/2017
<br />400,088.78
<br />2.13
<br />377.04
<br />400,131.75
<br />400,564.96
<br />1/23/2018
<br />1/31/2018
<br />677,473.78
<br />2.35
<br />707.59
<br />677,477.38
<br />679,252.71
<br />4/10/2018
<br />4/18/2018
<br />464,929.97
<br />2.80
<br />576.60
<br />464,957.19
<br />468,198.97
<br />5/9/2018
<br />5/16/2018
<br />1,179,982.42
<br />2.96
<br />1,552.36
<br />1,179,988.87
<br />1,191,584.65
<br />7/17/2018
<br />7/25/2018
<br />889,965.82
<br />3.03
<br />1,198.53
<br />889,976.71
<br />898,760.45
<br />6/19/2018
<br />6/27/2018
<br />1,399,904.24
<br />3.09
<br />1,866.67
<br />1,399,935.25
<br />1,410,861.90
<br />7/17/2018
<br />7/25/2018
<br />834,972.95
<br />3.06
<br />1,135.60
<br />834,981.34
<br />846,302.73
<br />2/19/2019
<br />2/27/2019
<br />389,989.55
<br />2.83
<br />398.56
<br />389,991.78
<br />395,979.87
<br />4/3/2019
<br />/10/2019
<br />609,919.72
<br />2.67
<br />721.16
<br />609,933.53
<br />616,551.89
<br />5/21/2019
<br />5/29/2019
<br />749,972.03
<br />2.52
<br />525.00
<br />749,976.10
<br />758,903.78
<br />
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