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For the Month Ending March 31, 2018Managed Account Detail of Securities Held
<br />Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value
<br />REDWOOD CITY
<br />Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle
<br />Par
<br />Certificate of Deposit
<br />CREDIT SUISSE NEW YORK CERT DEPOS
<br />DTD 02/08/2018 2.670% 02/07/2020
<br /> 1,404,639.60 1,400,000.00 5,503.17 1,400,000.00 02/08/1802/07/18A1A 1,400,000.00 22549LFR1 2.67
<br />NORDEA BANK AB NY CD
<br />DTD 02/22/2018 2.720% 02/20/2020
<br /> 2,098,623.96 2,105,000.00 6,202.73 2,105,000.00 02/22/1802/20/18Aa3AA- 2,105,000.00 65590ASN7 2.72
<br />UBS AG STAMFORD CT LT CD
<br />DTD 03/06/2018 2.900% 03/02/2020
<br /> 2,125,236.31 2,110,000.00 4,419.28 2,110,000.00 03/06/1803/02/18Aa3A+ 2,110,000.00 90275DHG8 2.93
<br /> 16,125.18 5,628,499.87 5,615,000.00 2.79 5,615,000.00 5,615,000.00 Security Type Sub-Total
<br />Asset-Backed Security / Collateralized Mortgage Obligation
<br />HAROT 2017-4 A3
<br />DTD 11/29/2017 2.050% 11/21/2021
<br /> 772,688.98 779,898.83 444.17 779,890.10 11/29/1711/22/17AaaNR 780,000.00 43813FAC7 2.06
<br />NAROT 2017-C A3
<br />DTD 12/13/2017 2.120% 04/15/2022
<br /> 464,670.91 469,926.25 442.84 469,920.52 12/13/1712/06/17AaaNR 470,000.00 65478HAD0 2.13
<br />TAOT 2018-A A3
<br />DTD 01/31/2018 2.350% 05/16/2022
<br /> 714,905.21 719,992.43 752.00 719,991.72 01/31/1801/23/18AaaAAA 720,000.00 89238BAD4 2.35
<br /> 1,639.01 1,952,265.10 1,969,817.51 2.18 1,969,802.34 1,970,000.00 Security Type Sub-Total
<br /> 140,775,000.00 141,438,354.18 1.76 591,058.91 141,227,093.54 138,832,757.68 Managed Account Sub-Total
<br />$140,775,000.00 $141,438,354.18 $591,058.91 $141,227,093.54 $138,832,757.68 1.76%
<br />$139,423,816.59
<br />$591,058.91
<br />Total Investments
<br />Accrued Interest
<br />Securities Sub-Total
<br />31 6.1.B. - Page 37
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