|
6.B. - Page 30 of 41
<br />REDWOOD CITY
<br />Managed Account Detail of Securities Held
<br />For the Quarter Ended September 30, 2020
<br />Portfolio Holdings
<br />Security Type/Description
<br />S&P
<br />Moody's
<br />Trade 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 Date
<br />Cost
<br />at Cost
<br />Interest
<br />Cost
<br />Value
<br />U.S. Treasury Bond / Note
<br />US TREASURY NOTES
<br />912828W89
<br />3,850,000.00
<br />AA+
<br />Aal.JL/4/2018
<br />19/6/2018
<br />3,736,455.08
<br />2.75
<br />198.32
<br />3,802,384.39
<br />3,949,859.38
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />1
<br />US TREASURY NOTES
<br />912828W89
<br />595,000.00
<br />AA+
<br />Aaa
<br />1/3/2018 1/4/2018
<br />587,725.20
<br />2.18
<br />30.65
<br />592,432.42
<br />610,432.81
<br />DTD 03/31/2017 1.875% 03/31/2022
<br />US TREASURY NOTES
<br />912828W89
<br />3,200,000.00
<br />AA+
<br />8/1/2018 8/3/2018
<br />3,095,000.00
<br />2.82
<br />3,283,000.OW
<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 8/31/2017
<br />3,265,690.43
<br />1.73
<br />10,866.85
<br />3,240,142.73
<br />3,334,851.56
<br />DTD 07/31/2015 2.000% 07/31/2022
<br />6/4/201/6/2018 954,383.79 2.76'ANN&
<br />976,224.34
<br />1,027,026.56
<br />8 TREASURY NU I Lb
<br />DTD 09/30/20� ��noi naizni�p22
<br />US TREASURY NOTES
<br />912828P38
<br />1,270,000.00
<br />AA+
<br />Aaa
<br />10/2/2018 10/4/2018
<br />1,209,377.35
<br />2.93
<br />3,744.43
<br />1,237,309.81
<br />1,317,426.63
<br />DTD 02/01/2016 1.750% 01/31/2023
<br />US TREASURY NOTES
<br />912828P79
<br />1,000,000.00
<br />AA+
<br />/2/2 /5/2018
<br />946,093.75
<br />2.74
<br />1,284.53
<br />972,079.16
<br />1,032,656.20
<br />DTD 02/29/2016 1.500% 02/28/2023
<br />US TREASURY NOTES
<br />912828Q29
<br />1,095,000.00
<br />AA+
<br />Aaa
<br />2/8/2019 2/12/2019
<br />1,054,664.65
<br />2.44
<br />45.12
<br />1,070,632.96
<br />1,131,785.21
<br />DTD 03/31/2016 1.500% 03/31/2023
<br />US TREASURY N/B NOT 9128284S6
<br />3,410,000.00
<br />AA+ as
<br />5/30/2019 5/31/2019
<br />3,504,041.431,514.55
<br />3,472,565.54
<br />3,645,503.13
<br />DTD 05/31 /2018 2.750% 05/31/2023
<br />US TREASURY NOTES
<br />912828S92
<br />600,000.00
<br />AA+
<br />Aaa
<br />4/2/2019 4/4/2019
<br />574,593.75
<br />2.28
<br />1,263.59
<br />583,378.94
<br />618,562.50
<br />DTD 08/01/2016 1.250% 07/31/2023
<br />US TREASURY NOTES
<br />912828592
<br />1,115,000.00
<br />AA+/8/2019
<br />2/12/2019
<br />1,059,206.45
<br />2.44
<br />2,348.16
<br />1,079,641.27
<br />1,149,495.31
<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 5/3/2019
<br />271,966.60
<br />2.25
<br />20.93
<br />269,730.89
<br />286,448.44
<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 3/8/2019
<br />5,050,585.94-
<br />51,936.14
<br />5,033,664.90
<br />5,401,562.50
<br />DTD 11/15/2013 2.750% 11/15/2023
<br />-
<br />US TREASURY NOTES
<br />912828U57
<br />3,000,000.00
<br />AA+
<br />Aaa
<br />1/7/2019 1/9/2019
<br />2,946,328.13
<br />2.52
<br />21,424.18
<br />2,965,290.59
<br />3,184,687.50
<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 1/31/2019
<br />225,667.97
<br />2.56
<br />1,492.61
<br />225,441.34
<br />242,824.23
<br />i DTD 12/31/2018 2.625% 12/31/2023
<br />PFM Asset Management LLC 74
<br />
|