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5.B. - Page 42 of 59 <br />REDWOOD CITY <br />Managed Account Detail of Securities Held <br />For the Quarter Ended December 31, 2019 <br />Portfolio Holdings <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 />804,840.45 <br />813,106.27 <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 />404,927.93 <br />408,623.54 <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 />499,956.00 <br />506,276.80 <br />DTD 04/17/2019 2.680% 03/15/2024 <br />Security Type Sub -Total <br />9,741,667.96 <br />9,740,852.90 <br />2.76 <br />11,248.07 <br />9,741,074.22 <br />9,829,243.26 <br />Managed Account Sub Total <br />160,556,667.96 <br />160,707,213.96 <br />2.35 <br />930,500.21 <br />160,711,023.50 <br />163,003,958.88 <br />Securities Sub -Total <br />$160,556,667.96 <br />$160,707,213.96 <br />2.35% <br />$930,500.21 <br />$160,711,023.50 <br />$163,003,958.88 <br />Accrued Interest <br />$930,500.21 <br />Total Investments <br />$163,934,459.09 <br />Bolded items are forward settling trades <br />PFM Asset Management LLC R <br />