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6.F. - Page 36 of 39
<br />REDWOOD CITY
<br />For the Quarter Ended December 31, 2018
<br />Portfolio Holdings
<br />Bolded items are forward settling trades
<br />PFM Asset Management LLC 164
<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 />Asset -Backed Security / Collateralized Mortgage Obligation
<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 />1,179,984.96
<br />1,180,285.56
<br />DTD 05/16/2018 2.960% 09/15/2022
<br />ALLYA2018-3 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 />1,866.67
<br />1,399,914.95
<br />1,398,851.16
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />MBART 2018-1 A3
<br />58772RAD6
<br />890,000.00
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />889,965.82
<br />3.03
<br />1,198.53
<br />889,969.40
<br />891,604.76
<br />DTD 07/25/2018 3.030% 01/15/2023
<br />NAROT 2018-B A3
<br />65479GAD1
<br />835,000.00
<br />AAA
<br />Aaa
<br />7/17/2018
<br />7/25/2018
<br />834,972.95
<br />3.06
<br />1,135.60
<br />834,975.79
<br />838,222.93
<br />DTD 07/25/2018 3.060% 03/15/2023
<br />Security Type Sub -Total
<br />6,740,000.00
<br />6,739,557.74
<br />2.77
<br />7,968.77
<br />6,739,644.36
<br />6,723,088.25
<br />Managed Account Sub Total
<br />143,100,000.00
<br />142,781,218.79
<br />2.24
<br />836,523.91
<br />142,580,295.18
<br />141,398,404.42
<br />Securities Sub -Total
<br />$143,100,000.00
<br />$142,781,218.79
<br />2.24%
<br />$836,523.91
<br />$142,580,295.18
<br />$141,398,404.42
<br />Accrued Interest
<br />$836,523.91
<br />Total Investments
<br />$142,234,928.33
<br />Bolded items are forward settling trades
<br />PFM Asset Management LLC 164
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