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6.A. - Page 40 of 44
<br />For the Quarter Ended June 30, 2019
<br />REDWOOD CITY
<br />Portfolio Holdings
<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 />Certificate of Deposit
<br />ROYAL BANK OF CANADA NY CD
<br />78012UEE1
<br />1,410,000.00
<br />AA-
<br />Aa2
<br />6/7/2018
<br />6/8/2018
<br />1,410,000.00
<br />3.24
<br />3,045.60
<br />1,410,000.00
<br />1,437,865.83
<br />DTD 06/08/2018 3.240% 06/07/2021
<br />Security Type Sub -Total
<br />12,295,000.00
<br />12,295,000.00
<br />2.93
<br />187,749.24
<br />12,295,000.00
<br />12,370,929.44
<br />Asset -Backed Security
<br />HAROT 2017-4 A3
<br />43813FAC7
<br />698,388.83
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017
<br />698,290.43
<br />2.06
<br />397.69
<br />698,328.40
<br />697,467.72
<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 />469,958.16
<br />469,868.17
<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 />719,994.65
<br />721,322.14
<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 />464,949.15
<br />468,892.10
<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 />1,179,986.90
<br />1,195,555.11
<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 />1,866.67
<br />1,399,925.07
<br />1,413,170.64
<br />DTD 06/27/2018 3.000% 01/15/2023
<br />MBART2018-1 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 />889,973.04
<br />901,935.61
<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 />834,978.56
<br />848,503.12
<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 />389,990.56
<br />395,607.85
<br />DTD 02/27/2019 2.830% 03/20/2023
<br />HYUNDAI AUTO RECEIVABLES TRUST
<br />44932NAD2
<br />610,000.00
<br />AAA
<br />NR
<br />4/3/2019
<br />4/10/2019
<br />609,919.72
<br />2.67
<br />721.16
<br />609,924.31
<br />616,430.93
<br />DTD 04/10/2019 2.660% 06/15/2023
<br />HAROT 2019-2 A3
<br />43815MACO
<br />750,000.00
<br />NR
<br />Aaa
<br />5/21/2019
<br />5/29/2019
<br />749,972.03
<br />2.52
<br />525.00
<br />749,972.79
<br />758,412.68
<br />DTD 05/29/2019 2.520% 06/21/2023
<br />NAROT 2019-B A3
<br />65479HAC1
<br />805,000.00
<br />NR
<br />Aaa
<br />5/21/2019
<br />5/28/2019
<br />804,817.99
<br />2.51
<br />894.44
<br />804,820.66
<br />813,871.02
<br />DTD 05/28/2019 2.500% 11/15/2023
<br />PFM Asset Management LLC
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