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6.A. - Page 44 of 49
<br />REDWOOD CITY
<br />For the Quarter Ended December 31, 2020
<br />Portfolio Holdings
<br />PFM Asset Management LLC 52
<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 />CREDIT AGRICOLE CIB NY CERT
<br />22535CDU2
<br />1,410,000.00
<br />A-1
<br />P-1
<br />4/3/2019
<br />4/4/2019
<br />1,410,000.00
<br />2.83
<br />29,927.25
<br />1,410,000.00
<br />1,419,234.09
<br />DEPOS
<br />DTD 04/04/2019 2.830% 04/02/2021
<br />ROYAL BANK OF CANADA NY CD
<br />78012UEE1
<br />1,410,000.00
<br />A-1+
<br />P-1
<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 />1,429,545.42
<br />DTD 06/08/2018 3.240% 06/07/2021
<br />CREDIT SUISSE NEW YORK CERT
<br />22549L6F7
<br />1,210,000.00
<br />A+
<br />Aa3
<br />8/5/2020
<br />8/7/2020
<br />1,210,000.00
<br />0.52
<br />2,569.23
<br />1,210,000.00
<br />1,212,175.58
<br />DEPOS
<br />DTD 08/07/2020 0.520% 02/01/2022
<br />SOCIETE GENERALE NY CERT
<br />83369XDL9
<br />1,610,000.00
<br />A
<br />Al
<br />2/14/2020
<br />2/19/2020
<br />1,610,000.00
<br />1.80
<br />11,028.50
<br />1,610,000.00
<br />1,636,420.10
<br />DEPOS
<br />DTD 02/19/2020 1.800% 02/14/2022
<br />AN
<br />SUMITOMO MITSUI BANK NY CERT
<br />86565CKU2
<br />1,285,000.00
<br />A
<br />Al
<br />7/10/2020
<br />7/14/2020
<br />1,285,000.00
<br />0.70
<br />4,272.63
<br />1,285,000.00
<br />1,288,374.41
<br />DEPOS
<br />DTD 07/14/2020 0.700% 07/08/2022
<br />SKANDINAV ENSKILDA BANK LT CD
<br />83050PDR7
<br />2,455,000.00
<br />A+
<br />Aa2
<br />8/29/2019
<br />9/3/2019
<br />2,455,000.00
<br />1.85
<br />16,235.73
<br />2,455,000.00
<br />2,522,753.09
<br />DTD 09/03/2019 1.860% 08/26/2022
<br />NORDEA BANK ABP NEW YORK CERT
<br />65558TLL7
<br />2,105,000.00
<br />AA-
<br />Aa3
<br />8/27/2019
<br />8/29/2019
<br />2,105,000.00
<br />1.84
<br />13,846.22
<br />2,105,000.00
<br />2,162,748.57
<br />DEPOS
<br />DTD 08/29/2019 1.850% 08/26/2022
<br />DNB BANK ASA/NY LTCID
<br />23341VZT1
<br />1,205,000.00
<br />AA-
<br />Aa2
<br />12/5/2019
<br />12/6/2019
<br />1,205,000.00
<br />2.03
<br />2,048.50
<br />1,205,000.00
<br />1,247,677.49
<br />DTD 12/06/2019 2.040% 12/02/2022
<br />Security Type Sub -Total
<br />12,690,000.00
<br />12,690,000.00
<br />1.88
<br />82,973.66
<br />12,690,000.00
<br />12,918,928.75
<br />Asset -Backed Security
<br />HAROT 2017-4 A3
<br />43813FAC7
<br />25,229.97
<br />NR
<br />Aaa
<br />11/22/2017
<br />11/29/2017
<br />25,226.42
<br />2.05
<br />14.37
<br />25,229.18
<br />25,243.40
<br />DTD 11/29/2017 2.050% 11/21/2021
<br />AIAROT 2017-C A3
<br />65478HADO
<br />76,164.78
<br />NR
<br />Aaa
<br />12/6/2017
<br />12/13/2017
<br />76,151.90
<br />2.12
<br />71.76
<br />76,160.97
<br />76,334.68
<br />DTD 12/13/2017 2.120% 04/15/2022
<br />TACT 2018-A A3
<br />89238BAD4
<br />177,766.42
<br />AAA
<br />Aaa
<br />1/23/2018
<br />1/31/2018
<br />177,764.37
<br />2.35
<br />185.67
<br />177,765.77
<br />178,508.35
<br />DTD 01/31/2018 2.350% 05/16/2022
<br />PFM Asset Management LLC 52
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