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6.F. - Page 35 of 39
<br />REDWOOD CITY
<br />For the Quarter Ended December 31, 2018
<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 />Certificate of Deposit
<br />22532XHT8 1,410,000.00 A+ Al
<br />DEPOS
<br />DTD 04/10/2018 3.253% 04/10/2020
<br />12,295,000.00
<br />BANK OF MONTREAL CHICAGO CERT
<br />06370REU9 2,450,000.00 A+ Aa2
<br />DEPOS
<br />12,292,780.87
<br />DTD 08/03/2018 3.190% 08/03/2020
<br />43813FAC7
<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 />33,538.17
<br />1,400,000.00
<br />1,397,604.60
<br />DEPOS
<br />NAROT 2017-C A3
<br />65478HADO
<br />DTD 02/08/2018 2.670% 02/07/2020
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017
<br />469,920.52
<br />2.13
<br />442.84
<br />469,945.36
<br />464,138.16
<br />DTD 12/13/2017 2.120% 04/15/2022
<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 />20,834.82
<br />2,105,000.00
<br />2,103,720.16
<br />DTD 02/22/2018 2.720% 02/20/2020
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018
<br />719,991.72
<br />2.35
<br />752.00
<br />719,993.76
<br />713,077.20
<br />DTD 01/31/2018 2.350% 05/16/2022
<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 />20,226.69
<br />2,110,000.00
<br />2,111,194.26
<br />DTD 03/06/2018 2.900% 03/02/2020
<br />AAA
<br />Aaa
<br />4/10/2018
<br />4/18/2018
<br />464,929.97
<br />2.80
<br />576.60
<br />464,941.14
<br />464,627.91
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />CANADIAN IMP BK COMM NY FLT
<br />13606BVFO
<br />1,410,000.00
<br />A+
<br />Aa2
<br />4/6/2018
<br />4/10/2018
<br />1,410,000.00
<br />2.78
<br />9,148.66
<br />1,410,000.00
<br />1,412,619.78
<br />CERT DEPOS
<br />DTD 04/10/2018 3.183% 04/10/2020
<br />CREDIT AGRICOLE CIB NY FLT CERT
<br />22532XHT8 1,410,000.00 A+ Al
<br />DEPOS
<br />DTD 04/10/2018 3.253% 04/10/2020
<br />12,295,000.00
<br />BANK OF MONTREAL CHICAGO CERT
<br />06370REU9 2,450,000.00 A+ Aa2
<br />DEPOS
<br />12,292,780.87
<br />DTD 08/03/2018 3.190% 08/03/2020
<br />43813FAC7
<br />ROYAL BANK OF CANADA NY CD
<br />78012UEE1 1,410,000.00 AA- Aa2
<br />DTD 06/08/2018 3.240% 06/07/2021
<br />11/22/2017
<br />4/6/2018 4/10/2018 1,410,000.00 2.85 9,376.22 1,410,000.00 1,410,352.50
<br />8/1/2018 8/3/2018 2,450,000.00 3.23 32,781.68
<br />6/7/2018 6/8/2018 1,410,000.00 3.24 3,045.60
<br />2,450,000.00
<br />1,410,000.00
<br />2,447,145.75
<br />1,410,143.82
<br />Security Type Sub -Total 12,295,000.00
<br />Asset -Backed Security / Collateralized Mortgage Obligation
<br />12,295,000.00
<br />2.93
<br />128,951.84
<br />12,295,000.00
<br />12,292,780.87
<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 />779,919.00
<br />772,280.57
<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 />469,945.36
<br />464,138.16
<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 />719,993.76
<br />713,077.20
<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 />464,941.14
<br />464,627.91
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />PFM Asset Management LLC
<br />163
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