|
6.F. - Page 31 of 39
<br />REDWOOD CITY
<br />Managed Account Detail of Securities Held
<br />For the Quarter Ended December 31, 2018
<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
<br />Par
<br />Rating
<br />Rating
<br />Date
<br />Date
<br />Cost
<br />at Cost
<br />Interest
<br />Cost
<br />Value
<br />U.S. Treasury Bond / Note
<br />US TREASURY NOTES
<br />912828W89
<br />3,200,000.00
<br />AA+
<br />Aaa
<br />8/1/2018
<br />8/3/2018
<br />3,095,000.00
<br />2.82
<br />15,329.67
<br />3,106,412.32
<br />3,140,000.00
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />US TREASURY NOTES �Mll"
<br />912828W89
<br />3,850,000.00
<br />AA+
<br />Aaa
<br />9/4/2018
<br />9/6/2018
<br />3,736,455.08
<br />2.75
<br />18,443.51
<br />3,746,284.43
<br />3,777,812.50
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />US TREASURY NOTES
<br />912828W89
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />12/1/2017
<br />12/5/2017
<br />2,971,992.19
<br />2.10
<br />14,371.57
<br />2,978,753.94
<br />2,943,750.00
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />US TREASURY NOTES
<br />912828W89
<br />3,150,000.00
<br />AA+
<br />Aaa
<br />1/3/2018
<br />1/4/2018
<br />3,111,486.33
<br />2.18
<br />15,090.14
<br />3,120,225.38
<br />3,090,937.50
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />US TREASURY NOTES
<br />912828XQ8
<br />3,225,000.00
<br />AA+
<br />Aaa
<br />8/30/2017
<br />8/31/2017
<br />3,265,690.43
<br />1.73
<br />26,991.85
<br />3,254,996.79
<br />3,171,839.10
<br />DTD 07/31/2015 2.000% 07/31/2022
<br />US TREASURY NOTES �
<br />9128281-57
<br />3,755,000.00
<br />AA+
<br />Aaa
<br />6/4/2018
<br />6/6/2018
<br />3,601,719.73
<br />2.76
<br />16,789.18
<br />3,621,092.12
<br />3,655,845.47
<br />DTD 09/30/2015 1.750% 09/30/2022
<br />US TREASURY N/B NOTES
<br />912828302
<br />3,220,000.00
<br />AA+
<br />Aaa
<br />5/2/2018
<br />5/4/2018
<br />3,112,582.81
<br />2.80
<br />11,029.83
<br />3,127,579.59
<br />3,162,896.52
<br />DTD 10/31/2017 2.000% 10/31/2022
<br />FLIS TREASURY NOTES
<br />912828P38
<br />3,400,000.00
<br />AA+
<br />Aaa
<br />10/2/2018
<br />10/4/2018
<br />3,237,703.13
<br />2.93
<br />24,899.46
<br />3,246,297.05
<br />3,301,587.00
<br />DTD 02/01/2016 1.750% 01/31/2023
<br />US TREASURY NOTES
<br />912828P79
<br />2,525,000.00
<br />AA+
<br />Aaa
<br />7/2/2018
<br />7/5/2018
<br />2,388,886.72
<br />2.74
<br />12,869.13
<br />2,402,591.28
<br />2,425,873.55
<br />DTD 02/29/2016 1.500% 02/28/2023
<br />Security Type Sub -Total
<br />63,040,000.00
<br />62,452,097.09
<br />2.06
<br />301,033.07
<br />62,388,005.16
<br />61,847,592.08
<br />Supra -National Agency Bond / Note
<br />INTERNATIONAL FINANCE
<br />45950VLQ7
<br />2,110,000.00
<br />AAA
<br />Aaa
<br />3/9/2018
<br />3/16/2018
<br />2,108,417.50
<br />2.66
<br />17,297.31
<br />2,108,821.10
<br />2,107,609.37
<br />CORPORATION NOTE
<br />DTD 03/16/2018 2.635% 03/09/2021
<br />INTER -AMERICAN DEVELOPMENT
<br />4581XODB1
<br />1,675,000.00
<br />AAA
<br />Aaa
<br />4/12/2018
<br />4/19/2018
<br />1,671,315.00
<br />2.70
<br />8,793.75
<br />1,672,149.45
<br />1,676,658.25
<br />BANK NOTE
<br />DTD 04/19/2018 2.625% 04/19/2021
<br />INTL BANK OF RECONSTRUCTION
<br />459058GH0
<br />2,030,000.00
<br />AAA
<br />Aaa
<br />7/18/2018
<br />7/25/2018
<br />2,025,249.80
<br />2.83
<br />24,190.83
<br />2,025,911.70
<br />2,038,256.01
<br />AND DEV NOTE
<br />DTD 07/25/2018 2.750% 07/23/2021
<br />PFM Asset Management LLC 159
<br />
|