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6.A. - Page 38 of 46
<br />For the Quarter Ended June 30, 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 />3135GOU92
<br />1,435,000.00
<br />AA+
<br />a
<br />1/9/2019
<br />1/11/2019
<br />1,433,966.80
<br />2.65
<br />17,788.02
<br />1,434,473.03
<br />1,487,690.33
<br />DTD 01 /11/2019 2.625% 01/11/2022
<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 />2,993,757.25
<br />3,086,877.00
<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 />13,437.50
<br />2,993,605.88
<br />3,086,877.00
<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 />10,700.17
<br />2,151,510.48
<br />2,217,551.03
<br />DTD 02/21/2020 1.375% 02/17/2023
<br />ANNIE MAE NU I Eb
<br />3135G04Q3
<br />2,540,000.00
<br />AA+
<br />Aaa
<br />5/20/2020
<br />5/22/2020
<br />2,532,354.60
<br />0.35
<br />687.92
<br />2,532,633.88
<br />2,537,383.80
<br />DTD 05/22/2020 0.250% 05/22/2023
<br />FREDDIE MAC NOTES
<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 />3,208.33
<br />3,516,405.25
<br />3,754,604.00
<br />DTD 06/11/2018 2.750% 06/19/2023
<br />FREDDIE MAC NOTES
<br />3137EAES4
<br />2,300,000.00
<br />AA+
<br />Aaa
<br />6/24/2020
<br />6/26/2020
<br />2,293,284.00
<br />0.35
<br />79.86
<br />2,293,314.67
<br />2,297,555.10
<br />DTD 06/26/2020 0.250% 06/26/2023
<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 />24,330.09
<br />2,791,212.29
<br />3,024,223.54
<br />DTD 09/14/2018 2.875% 09/12/2023
<br />FEDERAL 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 />3,665.63
<br />1,735,486.76
<br />1,876,363.10
<br />DTD 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 />13,434.03
<br />1,321,447.23
<br />1,426,872.63
<br />DTD 02/08/2019 2.500% 02/05/2024
<br />FHLB BONDS
<br />3130AFW94
<br />375,000.00
<br />AA+
<br />Aaa
<br />2/14/2019
<br />2/15/2019
<br />373,672.50
<br />2.58
<br />3,593.75
<br />374,037.85
<br />404,008.88
<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 />25,163.13
<br />3,373,152.20
<br />3,432,900.62
<br />DTD 01/10/2020 1.625% 01/07/2025
<br />FEDERAL FARM CREDIT BANK NOTES
<br />3133ELWC4
<br />1,415,000.00
<br />AA+
<br />Aaa
<br />4/9/2020
<br />4/13/2020
<br />1,415,000.00
<br />1.15
<br />3,706.51
<br />1,415,000.00
<br />1,417,793.21
<br />DTD 04/09/2020 1.150% 04/09/2025
<br />FEDERAL HOME LOAN BANK NOTES
<br />3130AJHU6
<br />1,645,000.00
<br />AA+
<br />Aaa
<br />4/15/2020
<br />4/16/2020
<br />1,636,840.80
<br />0.60
<br />1,713.54
<br />1,637,180.77
<br />1,649,059.86
<br />DTD 04/16/2020 0.500% 04/14/2025
<br />FANNIE MAE NOTES
<br />3135G03U5
<br />2,315,000.00
<br />AA+
<br />Aaa
<br />6/3/2020
<br />6/5/2020
<br />2,326,852.80
<br />0.52
<br />2,692.79
<br />2,326,679.86
<br />2,334,487.67
<br />DTD 04/24/2020 0.625% 04/22/2025
<br />PFM Asset Management LLC
<br />44
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