|
6.B. - Page 34 of 41
<br />REDWOOD CITY
<br />For the Quarter Ended September 30, 2020
<br />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 />Federal Agency Bond / Note
<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 />389,998.62
<br />390,784.29
<br />911312BPO
<br />FANNIE MAE NOTES
<br />3135G03U5
<br />1,100,000.00
<br />AA+
<br />Aaa
<br />5/21/2020
<br />5/26/2020
<br />1,103,619.00
<br />0.56
<br />2,998.26
<br />1,103,360.50
<br />1,111,250.80
<br />DTD 04/24/2020 0.625% 04/22/2025
<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 />6,309.98
<br />2,326,067.93
<br />2,338,677.82
<br />DTD 04/24/2020 0.625% 04/22/2025
<br />FANNIE MAE NOTES
<br />3135G03U5
<br />2,215,000.00
<br />AA+
<br />Aaa
<br />4/22/2020
<br />4/24/2020
<br />2,210,437.10
<br />0.67
<br />6,037.41
<br />2,210,837.35
<br />2,237,655.02
<br />DTD 04/24/2020 0.625% 04/22/2025
<br />FANNIE MAE NOTES
<br />3135G04Z3
<br />2,065,000.00
<br />AA+
<br />Aaa
<br />8/3/2020
<br />8/4/2020
<br />2,075,758.65
<br />0.39
<br />2,925.42
<br />2,075,407.69
<br />2,071,890.91
<br />DTD 06/19/2020 0.500% 06/17/2025
<br />FANNIE MAE NOTES
<br />3135G04Z3
<br />485,000.00
<br />AA+
<br />Aaa
<br />9/17/2020
<br />9/18/2020
<br />486,726.60
<br />0.42
<br />687.08
<br />486,713.65
<br />486,618.44
<br />DTD 06/19/2020 0.500% 06/17/2025
<br />FANNIE MAE NOTES
<br />3135G04Z3
<br />2,550,000.00
<br />AA+
<br />Aaa
<br />6/17/2020
<br />6/19/2020
<br />2,544,721.50
<br />0.54
<br />3,612.50
<br />2,545,022.47
<br />2,558,509.35
<br />DTD 06/19/2020 0.500% 06/17/2025
<br />FREDDIE MAC NOTES
<br />3137EAEU9
<br />1,545,000.00
<br />AA+
<br />Aaa
<br />7/21/2020
<br />7/23/2020
<br />1,537,305.90
<br />0.48
<br />1,094.38
<br />1,537,601.18
<br />1,541,081.88
<br />DTD 07/23/2020 0.375% 07/21/2025
<br />FANNIE MAE NOTES
<br />3135G05X7
<br />1,545,000.00
<br />AA+
<br />Aaa
<br />8/25/2020
<br />8/27/2020
<br />1,537,769.40
<br />0.47
<br />547.19
<br />1,537,908.15
<br />1,541,006.18
<br />DTD 08/27/2020 0.375% 08/25/2025
<br />FREDDIE MAC NOTES
<br />3137EAEX3
<br />2,230,000.00
<br />AA+
<br />Aaa
<br />9/23/2020
<br />9/25/2020
<br />2,223,287.70
<br />0.44
<br />139.38
<br />2,223,309.78
<br />2,223,051.32
<br />DTD 09/25/2020 0.375% 09/23/2025
<br />Security Type Sub -Total 51,655,000.00 51,764,656.61 1.17 170,259.63 51,755,870.89 52,876,683.36
<br />Corporate Note
<br />PACCAR FINANCIAL CORP NOTES
<br />DTD 11/13/2017 2.050% 11/13/2020
<br />UNITED PARCEL SERVICE
<br />CORPORATE BOND
<br />DTD 11/14/2017 2.050% 04/01/2021
<br />BANK OF AMERICA CORP NOTE
<br />DTD 04/19/2016 2.625% 04/19/2021
<br />PFM Asset Management LLC
<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 />389,998.62
<br />390,784.29
<br />911312BPO
<br />1,120,000.00
<br />A-
<br />A2
<br />11/9/2017
<br />11/14/2017
<br />1,118,230.40
<br />2.10
<br />11,480.00
<br />1,119,728.68
<br />1,129,946.72
<br />06051GFW4 1,390,000.00 A- A2 11/1/2017 11/3/2017 1,400,411.10 2.40 16,419.38 1,391,648.63 1,407,286.04
<br />
|