|
6.A. - Page 28 of 37
<br />Atta hment A
<br />For the
<br />Quarter nded
<br />March 31, 2019
<br />REDWOOD CITY
<br />Portfolio Holdings
<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 />U.S. Treasury Bond / Note
<br />US TREASURY NOTES
<br />912828A42
<br />935,000.00
<br />AA+
<br />a
<br />11/7/2016
<br />11/8/2016
<br />964,730.08
<br />1.20
<br />6,267.58
<br />947,363.77
<br />929,777.09
<br />DTD 12/02/2013 2.000% 11/30/2020
<br />US TREASURY NOTES
<br />912828N48
<br />3,200,000.00
<br />AA+
<br />Aaa
<br />6/27/2017
<br />6/29/2017
<br />3,213,125.00
<br />1.63
<br />14,077.35
<br />3,206,643.81
<br />3,168,499.20
<br />DTD 12/31/2015 1.750% 12/31/2020
<br />US TREASURY NOTES
<br />9128281390
<br />1,425,000.00
<br />AA+IF
<br />Aaa
<br />9/28/2016
<br />9/29/2016
<br />1,480,107.42
<br />1.10
<br />2,478.26
<br />1,449,180.40
<br />1,416,873.23
<br />DTD 02/28/2014 2.000% 02/28/2021
<br />US TREASURY NOTES
<br />9128281390
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />10/3/2016
<br />10/5/2016
<br />3,109,218.75
<br />1.15
<br />5,217.39
<br />3,048,129.45
<br />2,982,891.00
<br />DTD 02/28/2014 2.000% 02/28/2021
<br />912828Q78
<br />1,255,000.00
<br />AA+
<br />Aaa
<br />4/10/2017
<br />4/11/2017
<br />1,235,684.77
<br />1.77
<br />7,245.72
<br />1,244,916.68
<br />1,232,057.35
<br />DTD 05/02/2016 1.375% 04/30/2021
<br />US TREASURY NOTES
<br />912828D72
<br />935,000.00
<br />AA+
<br />Aaa
<br />12/1/2016
<br />12/5/2016
<br />937,556.64
<br />1.94
<br />1,626.09
<br />936,337.81
<br />929,119.79
<br />DTD 09/02/2014 2.000% 08/31/2021
<br />US TREASURY NOTES
<br />912828F96
<br />1,610,000.00
<br />AA+
<br />Aaa
<br />1/3/2017
<br />1/5/2017
<br />1,613,584.77
<br />1.95
<br />13,520.44
<br />1,611,971.14
<br />1,599,686.34
<br />DTD 10/31/2014 2.000% 10/31/2021
<br />US TREASURY NOTES
<br />912828F96
<br />1,750,000.00
<br />AA+
<br />Aaa
<br />3/1/2018
<br />3/5/2018
<br />1,721,083.98
<br />2.48
<br />14,696.13
<br />1,729,337.66
<br />1,738,789.50
<br />DTD 10/31/2014 2.000% 10/31/2021
<br />US TREASURY NOTES
<br />912828T67
<br />2,000,000.00
<br />AA+
<br />Aaa
<br />3/1/2017
<br />3/2/2017
<br />1,936,015.63
<br />1.97
<br />10,497.24
<br />1,963,886.44
<br />1,949,610.00
<br />DTD 10/31/20161.250% 10/31/20
<br />US TREASURY NOTES
<br />912828F96
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />4/3/2017
<br />4/5/2017
<br />3,018,632.81
<br />1.86
<br />25,193.37
<br />3,010,723.11
<br />2,980,782.00
<br />DTD 10/31/2014 2.000% 10/31/2021
<br />US TREASURY NOTES
<br />912828H86
<br />2,000,000.00
<br />AA+
<br />Aaa
<br />3/1/2017
<br />3/2/2017
<br />1,953,437.50
<br />2.00
<br />4,972.38
<br />1,972,617.84
<br />1,959,218.00
<br />DTD 02/02/2015 1.500% 01/31/2022
<br />US TREASURY NOTES
<br />912828V72
<br />2,625,000.00
<br />AA+
<br />Aaa
<br />7/6/2017
<br />7/11/2017
<br />2,622,231.45
<br />1.90
<br />8,157.80
<br />2,623,257.05
<br />2,598,442.88
<br />DTD 01/31/2017 1.875% 01/31/2022
<br />US TREASURY NOTES
<br />912828J43
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />3/15/2017
<br />3/17/2017
<br />2,944,687.50
<br />2.14
<br />4,565.22
<br />2,966,779.74
<br />2,958,516.00
<br />DTD 03/02/2015 1.750% 02/28/2022
<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 />163.93
<br />3,113,226.11
<br />3,167,750.40
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />S TREASURY NOTES
<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 />197.23
<br />3,753,844.86
<br />3,811,199.70
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />PFM Asset Management LLC
<br />37
<br />
|