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6.B. -Page 37 of 46
<br />For the Quarter Ended March 31, 2020
<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 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 />31,514.55
<br />3,484,995.14
<br />3,668,946.88
<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 />2,335.68
<br />1,072,819.17
<br />1,147,578.96
<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 />1,256.87
<br />580,217.45
<br />617,531.28
<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 />20.82
<br />270,583.17
<br />288,270.31
<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 />52,129.12
<br />5,039,661.70
<br />5,425,781.00
<br />DTD 11/15/2013 2.750% 11/15/2023
<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 />21,424.18
<br />2,959,209.39
<br />3,191,250.00
<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 />1,492.79
<br />225,518.76
<br />243,984.38
<br />DTD 12/31/2018 2.625% 12/31/2023
<br />rsr 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 />16,605.49
<br />3,314,010.33
<br />3,507,764.06
<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 />6,231.97
<br />1,773,655.43
<br />1,880,156.25
<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 />194.79
<br />3,445,656.90
<br />3,615,012.50
<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 />18,820.26
<br />2,049,944.19
<br />2,156,973.34
<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 />30,707.99
<br />4,382,812.24
<br />4,640,640.84
<br />DTD 11/30/2017 2.125% 11/30/2024
<br />US TREASURY N/B
<br />9128283J7
<br />2,625,000.00
<br />AA+
<br />Aaa
<br />1/3/2020
<br />1/7/2020
<br />2,685,805.66
<br />1.63
<br />18,746.16
<br />2,683,035.76
<br />2,832,949.35
<br />DTD 11/30/2017 2.125% 11/30/2024
<br />US TREASURY N/B
<br />912828J27
<br />4,400,000.00
<br />AA+
<br />Aaa
<br />3/2/2020
<br />3/4/2020
<br />4,643,890.63
<br />0.85
<br />11,120.88
<br />4,640,174.53
<br />4,734,125.00
<br />DTD 02/17/2015 2.000% 02/15/2025
<br />Security Type Sub -Total
<br />67,880,000.00
<br />67,891,232.86
<br />2.06
<br />2989903.85
<br />689134,018.46
<br />71,584,856.27
<br />PFM Asset Management LLC
<br />95
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