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S.B. - Page 35 of 59
<br />REDWOOD CITY
<br />Managed Account Detail of Securities Held
<br />For the Quarter Ended December 31, 2019
<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 />9128281`96
<br />865,000.00
<br />AA+
<br />Aa
<br />1/3/2/5/2017
<br />866,925.98
<br />1.95
<br />2,946.70
<br />865,756.32
<br />871,453.77
<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 />4,258.24
<br />1,974,206.88
<br />1,987,968.00
<br />DTD 10/31/2016 1.250% 10/31/2021
<br />US TREASURY NOTES
<br />9128281`96
<br />3,000,000.00
<br />AA+
<br />3,0181 ,632.8
<br />10,219.
<br />3,007,655.58
<br />3,022,383.00
<br />DTD 10/31/2014 2.000% 10/31/2021
<br />-
<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 />5,961.54
<br />1,735,215.95
<br />1,763,056.75
<br />DTD 10/31/2014 2.000% 10/31/2021
<br />912828H86
<br />2,000,000.00
<br />AA+1Aaa
<br />3/1/2017
<br />3/2/2017
<br />1,953,437.50
<br />2.00
<br />12,554.35
<br />1,979,739.58
<br />1,997,032.00
<br />/02/2015 1.500 f6616-IA2022 i
<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 />20,596.98
<br />2,623,710.84
<br />2,640,379.88
<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 />17,740.38
<br />2,975,150.52
<br />3,011,250.00
<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 />15,245.90
<br />3,134,322.98
<br />3,220,374.40
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />US TREASURY NOTES
<br />912828W89
<br />3,150,000.00
<br />AA+
<br />1/3/2018
<br />3,111,486.3
<br />15,007.68
<br />3,129,169.52
<br />3,170,056.05
<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 />14,293.03
<br />2,985,141.60
<br />3,019,101.00
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />SUS TREASURY NOTES lw"�
<br />912828W89
<br />3,850,000.00AA+
<br />/4/2018
<br />3,736,455.08
<br />2.75
<br />18,342.73
<br />3,777,241.89
<br />3,874,512.95
<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 />3,246,806.16
<br />3,258,256.20
<br />DTD 07/31/2015 2.000% 07/31/2022
<br />US TREASURY NOTES
<br />9128281-57
<br />1,405,000.00
<br />AA+
<br />Aaa
<br />6/4/2018
<br />6/6/2018
<br />1,347,647.46
<br />2.76
<br />6,247.64
<br />1,367,762.46
<br />1,410,652.32
<br />DTD 09/30/2015 1.750% 09/30/2022
<br />_
<br />US TREASURY N/B NOTES
<br />9128283C2
<br />2,030,000.00
<br />AA+
<br />Aaa
<br />5/2/2018
<br />5/4/2018
<br />1,962,280.47
<br />2.80
<br />6,915.38
<br />1,986,349.54
<br />2,052,283.31
<br />DTD 10/31/2017 2.000% 10/31/2022
<br />US TREASURY N/B NOTES
<br />912828302
<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 />11,923.08
<br />3,497,970.32
<br />3,538,419.50
<br />DTD 10/31/2017 2.000% 10/31/2022
<br />PFM Asset Management LLC
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