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For the Quarter Ended June 30, 2018
<br />REDWOOD CITY Portfolio Holdings
<br />PFM Asset Management LLC Account ****0000
<br />30
<br />rn
<br />Managed Account Detail
<br />of Securities
<br />Held
<br />n
<br />Security Type/Description
<br />S&P
<br />Moody's
<br />Trade
<br />Settle
<br />Original
<br />YTM
<br />Accrued
<br />Amortized
<br />Mark
<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 />Valu
<br />Certificate of Deposit
<br />CD
<br />CEJ
<br />CREDIT SUISSE NEW YORK CERT
<br />22549LFR1
<br />1,400,000.00
<br />A
<br />Al
<br />2/7/2018
<br />2/8/2018
<br />1,400,000.00
<br />2.67
<br />14,848.17
<br />1,400,000.00
<br />1,399,9 0" J
<br />DEPOS
<br />DTD 02/08/2018 2.670% 02/07/2020
<br />NORDEA BANK AB NY CD
<br />65590ASN7
<br />2,105,000.00
<br />AA-
<br />Aa3
<br />2/20/2018
<br />2/22/2018
<br />2,105,000.00
<br />2.72
<br />20,516.73
<br />2,105,000.00
<br />2,093,896.13
<br />DTD 02/22/2018 2.720% 02/20/2020
<br />UBS AG STAMFORD CT LT CD
<br />90275DHG8
<br />2,110,000.00
<br />A+
<br />Aa2
<br />3/2/2018
<br />3/6/2018
<br />2,110,000.00
<br />2.93
<br />19,886.75
<br />2,110,000.00
<br />2,116,937.68
<br />DTD 03/06/2018 2.900% 03/02/2020
<br />CANADIAN IMP BK COMM NY FLT
<br />13606BVFO
<br />1,410,000.00
<br />A+
<br />Al
<br />4/6/2018
<br />4/10/2018
<br />1,410,000.00
<br />2.78
<br />8,791.81
<br />1,410,000.00
<br />1,409,997.18
<br />CERT DEPOS
<br />DTD 04/10/2018 2.731% 04/10/2020
<br />CREDIT AGRICOLE CIB NY FLT CERT
<br />22532XHT8
<br />1,410,000.00
<br />A
<br />Al
<br />4/6/2018
<br />4/10/2018
<br />1,410,000.00
<br />2.85
<br />9,016.63
<br />1,410,000.00
<br />1,411,558.05
<br />DEPOS
<br />DTD 04/10/2018 2.801% 04/10/2020
<br />ROYAL BANK OF CANADA NY CD
<br />78012UEE1
<br />1,410,000.00
<br />AA-
<br />Al
<br />6/7/2018
<br />6/8/2018
<br />1,410,000.00
<br />3.24
<br />2,918.70
<br />1,410,000.00
<br />1,419,923.58
<br />DTD 06/08/2018 3.240% 06/07/2021
<br />Security Type Sub -Total
<br />9,845,000.00
<br />9,845,000.00
<br />2.86
<br />75,978.79
<br />9,845,000.00
<br />9,8525260.82
<br />Asset -Backed Security / Collateralized Mortgage Obligation
<br />HAROT 2017-4 A3
<br />43813FAC7
<br />780,000.00
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017
<br />779,890.10
<br />2.06
<br />444.17
<br />779,905.53
<br />769,416.88
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />NAROT 2017-C A3
<br />65478HADO
<br />470,000.00
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017
<br />469,920.52
<br />2.13
<br />442.84
<br />469,932.61
<br />463,572.66
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />TAOT2018-A A3
<br />89238BAD4
<br />720,000.00
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018
<br />719,991.72
<br />2.35
<br />752.00
<br />719,992.86
<br />712,721.16
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />HART 2018-A A3
<br />44891 KAD7
<br />465,000.00
<br />AAA
<br />Aaa
<br />4/10/2018
<br />4/18/2018
<br />464,929.97
<br />2.80
<br />576.60
<br />464,933.17
<br />463,459.50
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />TAOT 2018-B A3
<br />89238TAD5
<br />1,180,000.00
<br />AAA
<br />Aaa
<br />5/9/2018
<br />5/16/2018
<br />1,179,982.42
<br />2.96
<br />1,552.36
<br />1,179,983.01
<br />1,180,196.71
<br />DTD 05/16/2018 2.960% 09/15/2022
<br />ALLYA 2018-3 A3
<br />02007JAC1
<br />1,400,000.00
<br />AAA
<br />Aaa
<br />6/19/2018
<br />6/27/2018
<br />1,399,904.24
<br />3.09
<br />466.67
<br />1,399,904.53
<br />1,399,904.24
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />PFM Asset Management LLC Account ****0000
<br />30
<br />
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