Laserfiche WebLink
© PFM Asset Management LLC pfmam.comREDWOOD CITYFor the Quarter Ended December 31, 2021Portfolio Activity|Quarterly Portfolio TransactionsTradeDateSettleDate Par ($)CUSIPMaturityDateTransactAmount ($)CouponYieldat MarketRealizedG/L (BV)Security DescriptionPAYDOWNS11/18/2021 11/18/202117,740.32 43814WAC9 HAROT 2019-1 A32.83% 3/20/2023 17,740.3211/21/2021 11/21/2021 38,351.93 43815MAC0 HAROT 2019-2 A32.52% 6/21/2023 38,351.9311/21/2021 11/21/2021 52,559.61 43813RAC1 HAROT 2020-1 A31.61% 4/22/2024 52,559.6112/15/2021 12/15/2021 38,138.40 65479HAC1 NAROT 2019-B A32.50% 11/15/2023 38,138.4012/15/2021 12/15/2021 28,065.42 44932NAD2 HYUNDAI AUTO RECEIVABLES TRUST2.66% 6/15/2023 28,065.4212/15/2021 12/15/2021 24,620.55 14316LAC7 CARMX 2019-2 A32.68% 3/15/2024 24,620.5512/15/2021 12/15/2021 18,572.52 14042WAC4 COPAR 2019-1 A32.51% 11/15/2023 18,572.5212/15/2021 12/15/2021 33,906.64 14315XAC2 CARMX 2020-1 A31.89% 12/16/2024 33,906.6412/15/2021 12/15/2021 30,271.11 65479GAD1 NAROT 2018-B A33.06% 3/15/2023 30,271.1112/15/2021 12/15/2021 7,710.39 58772RAD6 MBART 2018-1 A33.03% 1/15/2023 7,710.3912/18/2021 12/18/2021 16,986.05 43814WAC9 HAROT 2019-1 A32.83% 3/20/2023 16,986.0512/21/2021 12/21/2021 56,562.30 43813RAC1 HAROT 2020-1 A31.61% 4/22/2024 56,562.3012/21/2021 12/21/2021 37,203.08 43815MAC0 HAROT 2019-2 A32.52% 6/21/2023 37,203.08Total PAYDOWNS873,509.69873,509.690.00SELL11/2/2021 11/3/2021 995,000.00 912828L57 US TREASURY NOTES1.75% 9/30/2022 1,011,201.6423,100.2311/15/2021 11/17/2021 85,000.00 912828P38 US TREASURY NOTES1.75% 1/31/2023 86,944.692,634.01276.A. - Page 33 of 4737