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For the Quarter Ended September 30, 2016
<br />Portfolio ActivityREDWOOD CITY, CA
<br />Quarterly Portfolio Transactions
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<br />Date Settle Date Par ($)CUSIP Security Description Coupon
<br />Maturity
<br />Date
<br />Transact
<br />Amt ($)
<br />Yield at
<br />Market
<br />Realized
<br />G/L (BV)
<br />BUY
<br />8/24/16 8/25/16 2,890,000 912828A42 US TREASURY NOTE 2.00%11/30/20 3,011,730.64
<br />8/26/16 8/29/16 2,955,000 912828VF4 US TREASURY NOTES 1.38%5/31/20 2,999,389.34 1.10%
<br />8/26/16 8/31/16 2,400,000 46625HGY0 JPMORGAN CHASE & CO NOTES 6.00%1/15/18 2,568,352.00 1.06%
<br />8/30/16 9/2/16 2,400,000 92976WBH8 WACHOVIA CORP NOTES 5.75%2/1/18 2,562,771.33 0.00%
<br />9/2/16 9/6/16 1,890,000 912828C57 US TREASURY NOTES 2.25%3/31/21 1,997,732.18 1.25%
<br />9/8/16 9/9/16 2,920,000 912828H52 US TREASURY NOTES 1.25%1/31/20 2,951,798.64 1.18%
<br />9/9/16 9/12/16 500,000 09659BT67 BNP PARIBAS NY BRANCH COMM PAPER 0.00%6/6/17 494,956.67 0.96%
<br />9/12/16 9/13/16 2,900,000 912828VV9 US TREASURY NOTES 2.13%8/31/20 3,012,548.99 1.39%
<br />9/14/16 9/15/16 500,000 06538BQD8 BANK OF TOKYO MITSUBISHI COMM PAPER 0.00%3/13/17 496,917.22 1.27%
<br />9/14/16 9/15/16 500,000 22533TQE9 CREDIT AGRICOLE CIB NY COMM PAPER 0.00%3/14/17 496,975.00 1.23%
<br />9/28/16 9/29/16 2,870,000 912828B90 US TREASURY NOTES 2.00%2/28/21 2,985,586.62 1.10%
<br />9/28/16 9/29/16 2,945,000 912828VF4 US TREASURY NOTES 1.38%5/31/20 2,998,190.80 1.00%
<br />Total BUY 25,670,000 26,576,949.43
<br />CALLED
<br />8/18/16 8/18/16 3,000,000 3133EE7E4 FFCB NOTES 0.81%8/18/16 3,000,000.00
<br />8/24/16 8/24/16 3,000,000 3130A64J3 FHLB NOTES 1.28%8/24/16 3,000,000.00
<br />9/13/16 9/13/16 3,000,000 3133EEXL9 FFCB NOTES 1.08%9/13/16 3,000,000.00
<br />9/28/16 9/28/16 3,000,000 3134G7VM0 FHLMC NOTES 1.20%9/28/16 3,000,000.00
<br />9/29/16 9/29/16 3,000,000 3134G8TT6 FHLMC NOTES 1.00%9/29/16 3,000,000.00
<br />Total CALLED 15,000,000 15,000,000.00
<br />SELL
<br />9/13/16 9/13/16 500,000 3133EEU57 FFCB NOTES 0.70%6/5/17 501,062.78 0.67%110.00
<br />9/14/16 9/15/16 1,000,000 3133EEU57 FFCB NOTES 0.70%6/5/17 1,002,264.44 0.66%320.00
<br />Total SELL 1,500,000 1,503,327.22
<br />52016 PFM Asset Management LLC
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