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6.B. -Page 39 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 />Federal Agency Bond / Note
<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 />13,497.22
<br />2,826,043.92
<br />2,900,842.78
<br />DTD 01/09/2017 2.000% 01/05/2022
<br />qNE
<br />FANNIE MAE NOTES3135GOU92
<br />1,435,000.00
<br />AA+
<br />Aaa
<br />1/9/2019
<br />1/11/2019
<br />1,433,966.80
<br />2.65
<br />8,370.83
<br />1,434,378.19
<br />1,489,746.69
<br />DTD 01/11/2019 2.625% 01/11/20
<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 />27,500.00
<br />2,992,656.42
<br />3,083,211.00
<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 />5/8/2017
<br />5/9/2017
<br />2,982,180.00
<br />2.00
<br />27,500.00
<br />2,992,489.74
<br />3,083,211.00
<br />DTD 04/10/2017 1.875% 04/05/2022
<br />FEDERAL HOME LOAN BANKS NOTES
<br />3130AJ7E3
<br />2,155,000.00
<br />AA+
<br />Aaa
<br />2/20/2020
<br />2/21/2020
<br />2,151,034.80
<br />1.44
<br />3,292.36
<br />2,151,179.36
<br />2,209,202.56
<br />DTD 02/21/2020 1.375% 02/17/2023
<br />FREDDIE MAC NOT
<br />3137EAEN5
<br />3,500,000.00
<br />AA+
<br />Aaa
<br />1/7/2019
<br />1/9/2019
<br />3,524,570.00
<br />2.58
<br />27,270.83
<br />3,518,078.24
<br />3,751,699.00
<br />DTD 06/11/2018 2.750% 06/19/2023
<br />FANNIE MAE NOTES
<br />3135GOU43
<br />2,795,000.00
<br />AA+
<br />Aaa
<br />12/3/2018
<br />12/6/2018
<br />2,789,354.10
<br />2.92
<br />4,241.02
<br />2,790,890.90
<br />3,020,223.90
<br />DTD 09/14/2018 2.875% 09/12/2023
<br />WDERAL HOME LOAN BANKS NOTES
<br />3130AOF70
<br />1,700,000.00
<br />AA+
<br />Aaa
<br />1/30/2019
<br />1/31/2019
<br />1,750,105.61
<br />2.72
<br />18,009.38
<br />1,738,676.07
<br />1,876,725.20
<br />12/09/2013 3.375% 12/08/2023
<br />FANNIE MAE NOTES
<br />3135GOV34
<br />1,325,000.00
<br />AA+
<br />Aaa
<br />2/7/2019
<br />2/8/2019
<br />1,320,071.00
<br />2.58
<br />5,152.78
<br />1,321,147.97
<br />1,424,007.98
<br />DTD 02/08/2019 2.500% 02/05/2024
<br />FHLB BONDS
<br />3130AFW94
<br />375,000.00
<br />AA+v
<br />Aaa
<br />2/14/2019
<br />2/15/2019
<br />373,672.50
<br />2.58
<br />1,250.00
<br />373,957.51
<br />403,181.63
<br />DTD 02/15/2019 2.500% 02/13/2024
<br />FANNIE MAE NOTES
<br />3135GOX24
<br />3,260,000.00
<br />AA+
<br />Aaa
<br />3/4/2020
<br />3/5/2020
<br />3,381,239.40
<br />0.84
<br />11,919.38
<br />3,379,465.89
<br />3,406,905.38
<br />DTD 01/10/2020 1.625% 01/07/2025
<br />Security Type Sub-Total
<br />28,370,000.00
<br />28,519,860.96
<br />2.10
<br />162,337.13
<br />28,520,352.52
<br />29,729,498.12
<br />Corporate Note
<br />STATE STREET CORP NOTES
<br />857477AS2
<br />2,100,000.00
<br />A
<br />/5/
<br />/7/2017
<br />2,146,704.00
<br />1.77
<br />6,396.25
<br />2,106,162.98
<br />2,102,625.00
<br />DTD 08/18/2015 2.550% 08/18/2020
<br />PACCAR FINANCIAL CORP NOTES
<br />69371RN85
<br />390,000.00
<br />A+
<br />Al
<br />11/6/2017
<br />11/13/2017
<br />389,964.90
<br />2.05
<br />3,064.75
<br />389,992.61
<br />391,479.66
<br />DTD 11/13/2017 2.050% 11/13/2020
<br />PFM Asset Management LLC
<br />97
<br />
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