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6.A. - Page 34 of 37 Atta hment A
<br />For the Quarter nded March 31, 2019
<br />REDWOOD CITY 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 />Asset -Backed Security
<br />TAOT 2018-B A389238
<br />5
<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 />1,179,985.92
<br />1,188,747.10
<br />DTD 05/16/2018 2.960% 09/15/2022
<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 />889,971.23
<br />896,805.30
<br />DTD 07/25/2018 3.030% 01/15/2023
<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 />1,399,920.00
<br />1,407,593.60
<br />DTD 06/27/2018 3.000% 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 />834,977.17
<br />842,173.40
<br />DTD 07/25/2018 3.060% 03/15/2023
<br />HAROT 2019-1 A3
<br />43814WAC9
<br />390,000.00
<br />AAA
<br />NR
<br />2/19/2019
<br />2/27/2019
<br />389,989.55
<br />2.83
<br />398.56
<br />389,989.95
<br />392,402.32
<br />DTD 02/27/2019 2.830% 03/20/2023
<br />Security Type Sub -Total 7,130,000.00 7,129,547.29 2.78 8,367.33 7,129,661.11 7,155,556.93
<br />Managed Account Sub Total 143,580,000.00 143,052,560.46 2.39 826,056.64 142,949,268.70 143,243,421.84
<br />Securities Sub -Total $143,580,000.00 $143,052,560.46 2.39% $826,056.64 $142,949,268.70 $143,243,421.84
<br />Accrued Interest $826,056.64
<br />Total Investments $144,069,478.48
<br />Bolded items are forward settling trades
<br />PFM Asset Management LLC a
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