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6.B. - Page 36 of 39 <br />REDWOOD CITY <br />For the Quarter Ended September 30, 2019 <br />Portfolio Holdings <br />Bolded items are forward settling trades <br />PFM Asset Management LLC 82 <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 Par <br />Rating <br />Rating <br />Date <br />Date <br />Cost <br />at Cost <br />Interest <br />Cost <br />Value <br />Asset -Backed Security <br />NAROT 2019-B A3 <br />65479HAC1 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 />804,830.55 <br />814,740.50 <br />DTD 05/28/2019 2.500% 11/15/2023 <br />COPAR 2019-1 A3 <br />14042WAC4 405,000.00 <br />AAA <br />Aaa <br />5/21/2019 <br />5/30/2019 <br />404,917.95 <br />2.52 <br />451.80 <br />404,923.45 <br />409,591.77 <br />DTD 05/30/2019 2.510% 11/15/2023 <br />CARMX 2019-2 A3 <br />14316LAC7 500,000.00 <br />AAA <br />NR <br />4/9/2019 <br />4/17/2019 <br />499,948.90 <br />2.90 <br />595.56 <br />499,953.49 <br />508,070.35 <br />DTD 04/17/2019 2.680% 03/15/2024 <br />Security Type Sub -Total <br />9,978,704.45 <br />9,977,859.51 <br />2.74 <br />119429.27 <br />99978,048.68 <br />10,078,013.78 <br />Managed Account Sub Total <br />160,228,704.45 <br />160,222,649.82 <br />2.38 <br />825,813.32 <br />160,152,474.45 <br />162,733,172.09 <br />Securities Sub -Total <br />$160,2285704.45 <br />$160,2225649.82 <br />2.38% <br />$8255813.32 <br />$160,152,474.45 <br />$162,7335172.09 <br />Accrued Interest <br />$825,813.32 <br />Total Investments <br />$163,5585985.41 <br />Bolded items are forward settling trades <br />PFM Asset Management LLC 82 <br />