|
© PFM Asset Management LLC pfmam.comCITY OF REDWOOD CITYFor the Quarter Ended June 30, 2024Portfolio Holdings|Security Type/DescriptionDated Date/Coupon/Maturity CUSIPParS&PRatingMoody'sRatingSettleDateOriginalCostTradeDateYTMat CostAccruedInterestMarketValueAmortizedCostAgency CMBSFHMS K508 A2DTD 10/01/2023 4.740% 08/01/20283137HAQ74 2,150,000.00 AA+ Aaa 10/11/2023 10/19/2023 2,102,837.60 5.26 8,492.502,137,312.212,109,034.39FHMS K506 A2DTD 09/01/2023 4.650% 08/01/20283137HAMH6 2,025,000.00 AA+ Aaa 9/7/2023 9/14/2023 1,995,044.18 4.99 7,846.882,007,056.641,999,453.56FHMS K507 A2DTD 09/01/2023 4.800% 09/01/20283137HAMS2 2,000,000.00 AA+ Aaa 9/20/2023 9/28/2023 1,976,094.00 5.07 8,000.001,992,794.221,979,398.03FHMS K509 A2DTD 10/01/2023 4.850% 09/01/20283137HAST4 1,615,000.00 AA+ Aaa 10/25/2023 10/31/2023 1,563,508.96 5.60 6,527.291,611,853.591,569,833.30FHMS K510 A2DTD 11/01/2023 5.069% 10/01/20283137HB3D4 820,000.00 AA+ Aaa 11/14/2023 11/21/2023 817,629.38 5.14 3,463.82824,908.95817,895.97FHMS K511 A2DTD 12/01/2023 4.860% 10/01/20283137HB3G7 1,190,000.00 AA+ Aaa 11/28/2023 12/7/2023 1,186,581.13 4.93 4,819.501,188,020.981,186,942.91FHMS K512 A2DTD 12/01/2023 5.000% 11/01/20283137HBCF9 1,155,000.00 AA+ Aaa 12/11/2023 12/21/2023 1,165,785.39 4.78 4,812.501,159,301.501,164,728.65FHMS K514 A2DTD 02/01/2024 4.572% 12/01/20283137HBLV4 1,440,000.00 AA+ Aaa 2/1/2024 2/8/2024 1,454,398.56 4.34 5,486.401,422,235.071,453,322.49FHMS K513 A2DTD 01/01/2024 4.724% 12/01/20283137HBFY5 1,335,000.00 AA+ Aaa 1/10/2024 1/18/2024 1,348,335.32 4.50 5,255.451,326,515.061,347,211.12FHMS K518 A2DTD 03/01/2024 5.400% 01/01/20293137HC2L5 1,740,000.00 AA+ Aaa 3/19/2024 3/28/2024 1,782,012.30 4.83 7,830.001,775,822.651,779,952.31FHMS K516 A2DTD 03/01/2024 5.477% 01/01/20293137HBPM0 2,400,000.00 AA+ Aaa 2/29/2024 3/7/2024 2,471,992.80 4.78 10,954.002,455,648.182,467,743.86FHMS K515 A2DTD 02/01/2024 5.400% 01/01/20293137HBPD0 2,400,000.00 AA+ Aaa 2/14/2024 2/22/2024 2,464,656.00 4.78 10,800.002,447,375.742,460,404.04FHMS K517 A2DTD 03/01/2024 5.355% 01/01/20293137HC2C5 2,145,000.00 AA+ Aaa 3/5/2024 3/14/2024 2,209,319.97 4.66 9,572.062,185,584.792,205,724.78FHMS K520 A2DTD 04/01/2024 5.180% 03/01/20293137HCKV3 1,360,000.00 AA+ Aaa 4/23/2024 4/30/2024 1,365,520.24 5.09 5,870.671,377,919.181,365,348.8541,054,267.4940,812,583.78158,103.5840,825,768.47Security Type Sub-Total4.8240,872,960.266.B. - Page 44 of 6558
|