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S.B. -Page 36 of 59
<br />For the Quarter
<br />Ended December
<br />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 />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 />3,282,302.98
<br />3,414,079.40
<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 />5,068.68
<br />962,658.96
<br />996,523.00
<br />DTD 02/29/2016 1.500% 02/28/2023
<br />US TREASURY NOTES
<br />912828029
<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 />4,173.57
<br />1,062,970.46
<br />1,091,021.87
<br />DTD 03/31/2016 1.500% 03/31/2023
<br />US TREASURY N/B NOTES
<br />912828456
<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 />8,198.91
<br />3,490,693.46
<br />3,535,743.75
<br />DTD 05/31/2018 2.750% 05/31/2023
<br />US TREASURY NOTES
<br />912828592
<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 />5,832.54
<br />1,069,797.03
<br />1,100,061.23
<br />DTD 08/01/2016 1.250% 07/31/2023
<br />US TREASURY NOTES �
<br />912828S92
<br />600,000.00
<br />AA+
<br />Aaa
<br />4/2/2019
<br />4/4/2019
<br />574,593.75
<br />2.28
<br />3,138.59
<br />578,796.25
<br />591,961.20
<br />DTD 08/01/2016 1.250% 07/31/2023
<br />US TREASURY NOTES
<br />9128285D8
<br />265,000.00
<br />AA+
<br />Aaa
<br />5/1/2019
<br />5/3/2019
<br />271,966.60
<br />2.25
<br />1,935.91
<br />270,962.70
<br />276,769.71
<br />DTD 10/01/2018 2.875% 09/30/2023
<br />FLIS 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 />17,754.12
<br />5,042,269.80
<br />5,204,100.
<br />DTD 11/15/2013 2.750% 11/15/2023
<br />s
<br />US TREASURY NOTES
<br />912828U57
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />1/7/2019
<br />1/9/2019
<br />2,946,328.13
<br />2.52
<br />5,573.77
<br />2,956,571.40
<br />3,053,436.00
<br />DTD 11/30/2016 2.125% 11/30/2023
<br />ow
<br />US TREASURY N/B
<br />9128285UO
<br />225,000.00
<br />AA+v
<br />Aaa
<br />1/30/2019
<br />1/31/2019
<br />225,667.97
<br />2.56
<br />225,551.75
<br />233,393.63
<br />DTD 12/31/2018 2.625% 12/31/2023
<br />US TREASURY N/B NOTES
<br />912828XX3
<br />3,285,000.00
<br />AA+
<br />Aaa
<br />7/1/2019
<br />7/3/2019
<br />3,318,876.57
<br />1.78
<br />180.49
<br />3,315,654.47
<br />3,330,553.10
<br />DTD 06/30/2017 2.000% 06/30/2024
<br />US TREASURY N/B
<br />9128282N9
<br />1,750,000.00
<br />AA+
<br />Aaa
<br />8/1/2019
<br />8/5/2019
<br />1,777,070.31
<br />1.80
<br />15,562.16
<br />1,774,961.42
<br />1,784,042.75
<br />DTD 07/31/2017 2.125% 07/31/2024
<br />US TREASURY NOTES
<br />9128282Y5
<br />3,355,000.00
<br />AA+
<br />Aaa
<br />10/1/2019
<br />10/3/2019
<br />3,455,256.84
<br />1.50
<br />18,115.63
<br />3,450,483.60
<br />3,422,100.00
<br />DTD 10/02/2017 2.125% 09/30/2024
<br />US TREASURY N/B
<br />9128283DO
<br />1,990,000.00
<br />AA+
<br />Aaa
<br />11/1/2019
<br />11/5/2019
<br />2,055,063.67
<br />1.57
<br />7,626.51
<br />2,053,091.97
<br />2,042,082.28
<br />DTD 10/31/2017 2.250% 10/31/2024
<br />US TREASURY N/B
<br />9128283J7
<br />4,300,000.00
<br />AA+
<br />Aaa
<br />12/2/2019
<br />12/4/2019
<br />4,388,351.56
<br />1.69
<br />7,989.07
<br />4,387,048.17
<br />4,387,849.00
<br />DTD 11/30/2017 2.125% 11/30/2024
<br />PFM Asset Management LLC
<br />45
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