|
6.A. - Page 33 of 37
<br />REDWOOD CITY
<br />Managed Account Detail of Securities Held
<br />Security Type/Description S&P Moody's Trade Settle Original YTM
<br />Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost
<br />Certificate of Deposit
<br />2,110,000.00 2.93
<br />12,295,000.00
<br />CREDIT SUISSE NEW YORK CERT
<br />22549LFR1
<br />1,400,000.00
<br />A-1 P-1
<br />DEPOS
<br />12,295,000.00
<br />12,344,831.36
<br />HAROT 2017-4 A3
<br />DTD 02/08/2018 2.670% 02/07/2020
<br />780,000.00
<br />NR
<br />Aaa
<br />NORDEA BANK AB NY CD
<br />65590ASN7
<br />2,105,000.00
<br />A-1+ P-1
<br />DTD 02/22/2018 2.720% 02/20/2020 i
<br />775,963.11
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />UBS AG STAMFORD CT LT CD
<br />90275DHG8
<br />2,110,000.00
<br />A-1 P-1
<br />DTD 03/06/2018 2.900% 03/02/2020
<br />CREDIT AGRICOLE CIB NY FLT CERT
<br />22532XHT8
<br />1,410,000.00
<br />A+
<br />DEPOS
<br />Aaa
<br />12/6/2017
<br />12/13/2017 469,920.52
<br />DTD 04/10/2018 3.054% 04/10/2020
<br />442.84
<br />469,951.75
<br />467,511.26
<br />CANADIAN IMP BK COMM NY FLT
<br />13606BVFO
<br />1,410,000.00
<br />A+ Aa2
<br />CERT DEPOS
<br />DTD 04/10/2018 2.984% 04/10/2020
<br />TACT 2018-A A3
<br />BANK OF MONTREAL CHICAGO CERT
<br />06370REU9
<br />2,450,000.00
<br />A+ Aa
<br />DEPOS
<br />1/31/2018 719,991.72
<br />2.35
<br />752.00
<br />DTD 08/03/2018 3.190% 08/03/2020
<br />718,198.34
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />ROYAL BANK OF CANADA NY CD
<br />78012UEE1
<br />1,410,000.00
<br />AA- Aa2
<br />DTD 06/08/2018 3.240% 06/07/2021
<br />Atta hment A
<br />For the Quarter nded March 31, 2019
<br />Portfolio Holdings
<br />Accrued Amortized Market
<br />Interest Cost Value
<br />2/7/2018 2/8/2018 1,400,000.00 2.67 42,883.17 1,400,000.00 1,401,582.00
<br />2/20/20122/2018 2,105,
<br />3/2/2018 3/6/2018
<br />2,110,000.00 2.93
<br />12,295,000.00
<br />/6/2018 4/10/2018
<br />1,410,000.00 2.85
<br />12,295,000.00
<br />1,410,000.00 2.78
<br />4/6/2018 4/10/2018
<br />2,105,000.00 2,109,666.M
<br />4,759.22 2,110,000.00 2,116,796.31
<br />10,318.56 1,413,003.30
<br />alilillilljlllllllllll[ll
<br />10, 096.48 1,410,000.00 1,413, 537.69
<br />/2018M/3/2018 2,450,000.00 3.23 52,320.43 2,450,000.00 2,461,637.50
<br />6/7/2018 6/8/2018 1,410,000.00 3.24 14,466.60 1,410,000.00 1,428,607.77
<br />Security Type Sub -Total
<br />Asset -Backed Security
<br />12,295,000.00
<br />12,295,000.00
<br />2.93
<br />141,365.28
<br />12,295,000.00
<br />12,344,831.36
<br />HAROT 2017-4 A3
<br />43813FAC7
<br />780,000.00
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017 779,890.10
<br />2.06
<br />444.17
<br />779,925.75
<br />775,963.11
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />-
<br />NAROT 2017-C A3
<br />65478HADO
<br />470,000.00
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017 469,920.52
<br />2.13
<br />442.84
<br />469,951.75
<br />467,511.26
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />TACT 2018-A A3
<br />89238BAD4
<br />720,000.00
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018 719,991.72
<br />2.35
<br />752.00
<br />719,994.20
<br />718,198.34
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />HART 2018-A A3
<br />44891KAD7
<br />465,000.00
<br />AAA
<br />Aaa
<br />4/10/2018
<br />4/18/2018 464,929.97
<br />2.80
<br />576.60
<br />464,945.14
<br />466,162.50
<br />DTD 04/18/2018 2.790% 07/15/2022
<br />PFM Asset Management LLC 42
<br />
|