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6.B. -Page 42 of 46
<br />For the Quarter Ended March 31, 2020
<br />REDWOOD CITY
<br />Portfolio Holdings
<br />Managed Account Detail of Securities Held
<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 />Certificate of Deposit
<br />ROYAL BANK OF CANADA NY CD
<br />78012UEE1
<br />1,410,000.00
<br />AA-
<br />Aa2
<br />6/7/2018
<br />6/8/2018
<br />1,410,000.00
<br />3.24
<br />14,466.60
<br />1,410,000.00
<br />1,444,475.91
<br />DTD 06/08/2018 3.240% 06/07/2021
<br />SOCIETE GENERALE NY CERT
<br />83369XDL9
<br />1,610,000.00
<br />A
<br />Al
<br />2/14/2020
<br />2/19/2020
<br />1,610,000.00
<br />1.80
<br />3,381.00
<br />1,610,000.00
<br />1,565,113.20
<br />DEPOS
<br />DTD 02/19/2020 1.800% 02/14/2022
<br />NORDEA BANK ABP NEW YORK CERT
<br />65558TLL7
<br />2,105,000.00
<br />AA-
<br />Aa3
<br />8/27/2019
<br />8/29/2019
<br />2,105,000.00
<br />1.87
<br />3,786.08
<br />2,105,000.00
<br />2,138,707.37
<br />DEPOS
<br />DTD 08/29/2019 1.850% 08/26/2022
<br />SKANDINAV ENSKILDA BANK LT CD
<br />83050PDR7
<br />2,455,000.00
<br />A+
<br />Aa2
<br />8/29/2019
<br />9/3/2019
<br />2,455,000.00
<br />1.88
<br />4,439.46
<br />2,455,000.00
<br />2,494,893.75
<br />DTD 09/03/2019 1.860% 08/26/2022
<br />DNB BANK ASA/NY LT CD
<br />23341VZT1
<br />1,205,000.00
<br />AA-
<br />Aa2
<br />12/5/2019
<br />12/6/2019
<br />1,205,000.00
<br />2.04
<br />7,989.15
<br />1,205,000.00
<br />1,232,842.73
<br />DTD 12/04/2019 2.040% 12/02/2022
<br />Security Type Sub-Total
<br />14,055,000.00
<br />14,055,000.00
<br />2.44
<br />133,576.01
<br />14,055,000.00
<br />14,186,749.40
<br />Asset-Backed Security
<br />HAROT 2017-4 A3
<br />43813FAC7
<br />317,072.49
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017
<br />317,027.82
<br />2.06
<br />180.56
<br />317,053.33
<br />313,138.00
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />NAROT 2017-C A3
<br />65478HADO
<br />307,436.03
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017
<br />307,384.05
<br />2.13
<br />289.67
<br />307,421.28
<br />307,268.54
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />TAOT2018-A A3
<br />89238BAD4
<br />537,050.77
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018
<br />537,044.59
<br />2.35
<br />560.92
<br />537,047.78
<br />537,212.53
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />HART 2018-A A3
<br />44891 KAD7
<br />464,334.65
<br />AAA
<br />Aaa
<br />4/10/2018
<br />4/18/2018
<br />464,264.72
<br />2.80
<br />575.77
<br />464,295.93
<br />461,102.32
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />TAOT2018-B A3
<br />89238TAD5
<br />1,180,000.00
<br />AAA
<br />Aaa
<br />5/9/2018
<br />5/16/2018
<br />1,179,982.42
<br />2.96
<br />1,552.36
<br />1,179,989.85
<br />1,179,297.90
<br />DTD 05/16/2018 2.960% 09/15/2022
<br />ALLYA 2018-3 A3
<br />02007JAC1
<br />1,223,123.43
<br />AAA
<br />Aaa
<br />6/19/2018
<br />6/27/2018
<br />1,223,039.77
<br />3.09
<br />1,630.83
<br />1,223,071.32
<br />1,219,707.12
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />MBART 2018-1 A3
<br />58772RAD6
<br />890,000.00
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />889,965.82
<br />3.03
<br />1,198.53
<br />889,978.54
<br />881,896.73
<br />DTD 07/25/2018 3.030% 01/15/2023
<br />PFM Asset Management LLC
<br />100
<br />
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