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6.A. - Page 35 of 44
<br />For the Quarter Ended June 30, 2019
<br />REDWOOD CITY
<br />Portfolio Holdings
<br />Managed Account Detail
<br />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 />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 />16,517.90
<br />3,638,049.85
<br />3,757,639.77
<br />DTD 09/30/2015 1.750% 09/30/2022
<br />US TREASURY N/B NOTES �
<br />9128283C2
<br />3,500,000.00
<br />AA+
<br />Aaa
<br />5/30/2019
<br />5/31/2019
<br />3,497,539.06
<br />2.02
<br />11,793.48
<br />3,497,602.33
<br />3,530,625.00
<br />DTD 10/31/2017 2.000% 10/31/2022
<br />US TREASURY N/B NOTES
<br />9128283C2
<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 />10,850.00
<br />3,139,036.09
<br />3,248,175.00
<br />DTD 10/31/2017 2.000% 10/31/2022
<br />US 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 />24,819.06
<br />3,264,130.56
<br />3,402,390.20
<br />DTD 02/01/2016 1.750% 01/31/2023
<br />US TREASURY NOTES
<br />912828P79
<br />1,000,000.00
<br />AA+
<br />Aaa
<br />7/2/2018
<br />7/5/2018
<br />946,093.75
<br />2.74
<br />5,013.59
<br />957,001.02
<br />991,992.00
<br />DTD 02/29/2016 1.500% 02/28/2023
<br />US TREASURY NOTES WII
<br />912828Q29
<br />1,095,000.00
<br />AA+
<br />Aaa
<br />2/8/2019
<br />2/12/2019
<br />1,054,664.65
<br />2.44
<br />4,128.69
<br />1,058,230.43
<br />1,085,889.60
<br />DTD 03/31/2016 1.500% 03/31/2023
<br />US TREASURY N/B NOTES
<br />9128284S6
<br />3,410,000.00
<br />AA+
<br />Aaa
<br />5/30/2019
<br />5/31/2019
<br />3,504,041.41
<br />2.03
<br />7,942.69
<br />3,502,119.72
<br />3,540,405.22
<br />DTD 05/31/2018 2.750% 05/31/2023
<br />ITJS TREASURY NOTES
<br />912828S92
<br />1,115,000.00
<br />AA+
<br />Aaa
<br />2/8/2019
<br />2/12/2019
<br />1,059,206.45
<br />2.44
<br />5,813.
<br />1,063,775.27
<br />1,093,570.82
<br />DTD 08/01/2016 1.250% 07/31/2023
<br />US TREASURY NOTES
<br />912828592
<br />600,000.00
<br />AA+
<br />Aaa
<br />4/2/2019
<br />4/4/2019
<br />574,593.75
<br />2.28
<br />3,128.45
<br />575,960.85
<br />588,468.60
<br />DTD 08/01/2016 1.250% 07/31/2023
<br />UNITED STATES TREASURY NOTES
<br />9128285D8
<br />1,325,000.00
<br />AA+
<br />Aaa
<br />5/1/2019
<br />5/3/2019
<br />1,359,833.01
<br />2.25
<br />9,575.48
<br />1,358,621.40
<br />1,386,126.23
<br />DTD 10/01/2018 2.875% 09/30/2023
<br />US TREASURY NOTES
<br />912828WE6
<br />5,000,000.00
<br />AA+
<br />Aaa
<br />3/6/2019
<br />3/8/2019
<br />5,050,585.94
<br />2.52
<br />17,561.14
<br />5,047,452.40
<br />5,210,155.00
<br />DTD 11/15/2013 2.750% 11/15/2023
<br />US TREASURY NOTEb
<br />912828U57
<br />3,000,000.00
<br />AA+1/7/2019
<br />1/9/2019
<br />2,946,328.13
<br />2.52
<br />5,399.59
<br />2,951,292.15
<br />3,047,931.00
<br />DTD 11/30/2016 2.125% 11/30/2023
<br />US TREASURY N/B
<br />9128285UO
<br />225,000.00
<br />AA+
<br />Aaa
<br />1/30/2019
<br />1/31/2019
<br />225,667.97
<br />2.56
<br />16.05
<br />225,616.91
<br />233,472.60
<br />DTD 12/31/2018 2.625% 12/31/2023
<br />Security Type Sub-Total
<br />69,935,000.00
<br />69,216,649.84
<br />2.23
<br />315,133.88
<br />69,353,992.57
<br />70,512,460.20
<br />Supra-National Agency Bond / Note
<br />PFM Asset Management LLC
<br />39
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