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S.B. -Page 38 of 59
<br />For the Quarter Ended December 31, 2019
<br />REDWOOD CITY Portfolio Holdings
<br />Managed Account Detail of Securities Held
<br />Security Type/Description S&P Moody's Trade Settle Original YTM Accrued Amortized Market
<br />Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost Value
<br />Federal Agency Bond / Note
<br />FANNIE MAE NOTES
<br />3135GOU92
<br />1,435,000.00
<br />AA+
<br />Aaa
<br />1/9/2019
<br />1/11/2019
<br />1,433,966.80
<br />2.65
<br />17,788.02
<br />1,434,292.80
<br />1,464,035.79
<br />DTD 01/11/2019 2.625% 01/11/2022
<br />FANNIE MAE NOTES
<br />3135GOT45
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />5/8/2017
<br />5/9/2017
<br />2,982,180.00
<br />2.00
<br />13,437.50
<br />2,991,579.03
<br />3,019,329.00
<br />DTD 04/10/2017 1.875% 04/05/20
<br />FANNIE MAE NOTES
<br />3135GOT45
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />4/10/2017
<br />4/11/2017
<br />2,982,330.00
<br />2.00
<br />13,437.50
<br />2,991,765.90
<br />3,019,329.00
<br />DTD 04/10/2017 1.875% 04/05/2022
<br />FREDDIE MAC NOTES
<br />3137EAEN5
<br />3,500,000.00
<br />AA+
<br />Aaa
<br />1/7/2019
<br />1/9/2019
<br />3,524,570.00
<br />2.58
<br />3,208.33
<br />3,519,425.28
<br />3,635,093.00
<br />DTD 06/11/2018 2.750% 06/19/2023
<br />FANNIE MAE NOTES
<br />3135GOU43
<br />2,795,000.00
<br />AA+
<br />Aaa
<br />12/3/2018
<br />12/6/2018
<br />2,789,354.10
<br />2.92
<br />24,330.09
<br />2,790,609.14
<br />2,917,580.32
<br />DTD 09/14/2018 2.875% 09/12/2023
<br />FEDERAL HOME LOAN BANKS NOTES
<br />3130AOF70
<br />1,700,000.00
<br />AA+
<br />Aaa
<br />1/30/2019
<br />1/31/2019
<br />1,750,105.61
<br />2.72
<br />3,665.63
<br />1,741,166.84
<br />1,805,869.20
<br />DTD 12/09/2013 3.375% 12/08/2023
<br />FANNIE MAE NOTES
<br />3135GOV34
<br />1,325,000.00
<br />AA+
<br />Aaa
<br />2/7/2019
<br />2/8/2019
<br />1,320,071.00
<br />2.58
<br />13,434.03
<br />1,320,910.15
<br />1,365,991.53
<br />DTD 02/08/2019 2.500% 02/05/2024
<br />HLB BONDS
<br />3130AFW94
<br />375,000.00
<br />AA+
<br />Aaa
<br />2/14/2019
<br />2/15/2019
<br />373,672.50
<br />2.58
<br />3,593.75
<br />373,893.56
<br />386,660.63
<br />DTD 02/15/2019 2.500% 02/13/2024
<br />Security Type Sub -Total 24,350,000.00 24,380,508.21 2.35 157,406.65 24,385,506.32 24,895,051.64
<br />Corporate Note
<br />GENERAL ELECTRIC CO 36962G2T0 2,300,000.00 BBB+ Baal 9/25/2017 9/27/2017 2,516,706.00 1.83 20,211.25 2,328,999.62 2,324,690.50
<br />CORPORATE NOTE
<br />DTD 04/27/2007 5.550% 05/04/2020
<br />STATE STREET CORP NOTES 857477AS2 2,100,000.00 A Al 9/5/2017 9/7/2017 2,146,704.00 1.77 19,783.75 2,110,193.09 2,108,368.50
<br />DTD 08/18/2015 2.550% 08/18/2020
<br />PACCAR FINANCIAL CORP NOTES 69371RN85 390,000.00 A+ Al 11/6/2017 11/13/2017 389,964.90 2.05 1,066.00 389,989.65 390,648.96
<br />DTD 11/13/2017 2.050% 11/13/2020
<br />TOY ORP CORP 89236TFQ3 295,000.00 AA- Aa3 1/3/2019 1/8/2019 294,823.00 3.08 4,323.80 294,908.44 298,568.62
<br />NOTES
<br />DTD 01/08/2019 3.050% 01/08/2021
<br />PFM Asset Management LLC
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