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6.B. -Page 37 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 />Certificate of Deposit
<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 />3,783.50
<br />1,610,000.00
<br />1,624,683.20
<br />DEPOS
<br />DTD 02/19/2020 1.800% 02/14/2022
<br />SUMITOMO MITSUI BANK NY CERT
<br />86565CKU2
<br />1,285,000.00
<br />A
<br />Al
<br />7/10/2020
<br />7/14/2020
<br />1,285,000.00
<br />0.70
<br />1,973.90
<br />1,285,000.00
<br />1,286,390.37
<br />DEPOS
<br />DTD 07/14/2020 0.700% 07/08/2022
<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 />1.85
<br />4,566.30
<br />2,455,000.00
<br />2,528,001.88
<br />DTD 09/03/2019 1.860% 08/26/2022
<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 />1.84
<br />3,894.25
<br />2,105,000.00
<br />2,167,194.33
<br />DEPOS
<br />DTD 08/29/2019 1.850% 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 />2.03
<br />8,262.28
<br />1,205,000.00
<br />1,249,680.20
<br />DTD 12/06/2019 2.040% 12/02/2022
<br />Security Type Sub-Total
<br />12,690,000.00
<br />12,690,000.00
<br />1.89
<br />57,637.93
<br />12,690,000.00
<br />12,935,456.50
<br />Asset-Backed Security
<br />HAROT 2017-4 A3
<br />E4381X7=
<br />113,248.86
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017
<br />113,232.90
<br />2.05
<br />64.49
<br />113,244.29
<br />113,567.23
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />NAROT 2017-C A3
<br />65478HADO
<br />146,729.83
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017
<br />146,705.02
<br />2.12
<br />138.25
<br />146,721.04
<br />147,352.98
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />TAOT2018-A A3
<br />89238BAD4
<br />286,607.53
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018
<br />286,604.23
<br />2.35
<br />286,606.28
<br />288,488.79
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />HART 2018-A A3
<br />44891 KAD7
<br />256,844.06
<br />AAA
<br />Aaa
<br />4/10/2018
<br />4/18/2018
<br />256,805.39
<br />2.79
<br />318.49
<br />256,827.78
<br />258,975.97
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />TAOT2018-B A3
<br />89238TAD5
<br />760,133.65
<br />AAA
<br />/9/2018
<br />5/16/2018
<br />760,122.33
<br />2.96
<br />1,000.00
<br />760,128.54
<br />769,657.74
<br />DTD 05/16/2018 2.960% 09/15/2022
<br />MBART 2018-1 A3
<br />58772RAD6
<br />567,116.78
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />567,094.99
<br />3.03
<br />763.72
<br />567,105.64
<br />575,709.56
<br />DTD 07/25/2018 3.030% 01/15/2023
<br />ALLYA 2018-3 A3
<br />02007JAC1
<br />759,839.44
<br />AAA
<br />Aaa
<br />6/19/2018
<br />6/27/2018
<br />759,787.47
<br />3.00
<br />1,013.12
<br />759,813.31
<br />768,308.08
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />PFM Asset Management LLC
<br />83
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