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6.B. -Page 33 of 41
<br />For the Quarter Ended September 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 />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 />2,994,650.46
<br />3,078,411.00
<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 />2,994,520.75
<br />3,078,411.00
<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 />3,621.60
<br />2,151,844.54
<br />2,214,680.57
<br />DTD 02/21/2020 1.375% 02/17/2023
<br />FANNIE MAE NOTES
<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 />2,275.42
<br />2,533,276.24
<br />2,542,219.96
<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 />27,270.83
<br />3,515,011.63
<br />3,739,036.00
<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 />1,517.36
<br />2,293,878.93
<br />2,301,453.60
<br />DTD 06/26/2020 0.250% 06/26/2023
<br />FANNIE MAE NOTES
<br />3135G05G4
<br />3,240,000.00
<br />AA+
<br />Aaa
<br />7/8/2020
<br />7/10/2020
<br />3,233,034.00
<br />0.32
<br />1,822.50
<br />3,233,562.02
<br />3,242,076.84
<br />DTD 07/10/2020 0.250% 07/10/2023
<br />mmm3137EAEV7
<br />FREDDIE MAC NOTES
<br />1,440,000.00
<br />AA+
<br />Aaa
<br />8/19/2020
<br />8/21/2020
<br />1,438,531.20
<br />0.28
<br />400.00
<br />1,438,586.05
<br />1,440,963.36
<br />DTD 08/21/2020 0.250% 08/24/20
<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 />2,791,510.63
<br />3,011,433.62
<br />DTD 09/14/2018 2.875% 09/12/2023
<br />FREDDIE MAC NOTES (CALLABLE)
<br />3134GWTL0
<br />1,675,000.00
<br />AA+
<br />Aaa
<br />9/25/2020
<br />9/29/2020
<br />1,674,748.75
<br />0.31
<br />41.88
<br />1,674,749.21
<br />1,675,073.70
<br />DTD 09/28/2020 0.300% 09/28/2023
<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 />18,009.38
<br />1,732,885.34
<br />1,866,384.10
<br />DTD 12/09/2013 3.375% 12/08/2023
<br />W
<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 />1,321,695.97
<br />1,422,534.58
<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 />1,250.00
<br />374,104.81
<br />402,786.75
<br />DTD 02/15/2019 2.500% 02/13/2024
<br />ANNIE 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 />12,360.83
<br />3,366,846.93
<br />3,436,101.94
<br />DTD 01/10/2020 1.625% 01/07/2025
<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 />3,769.79
<br />1,637,592.31
<br />1,652,509.43
<br />DTD 04/16/2020 0.500% 04/14/2025
<br />PFM Asset Management LLC
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