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For the Quarter Ended December 31, 2016
<br />Portfolio Composition
<br />© PFM Asset Management LLC
<br />REDWOOD CITY
<br />Quarterly Portfolio Transactions
<br />Top 5 = 94.9%Top 10 = 100.0%Trade
<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 />10/3/16 10/5/16 3,000,000 912828B90 US TREASURY NOTES 2.00%2/28/21 3,115,019.86 1.15%
<br />10/28/16 10/31/16 2,950,000 912828D23 US TREASURY NOTES 1.63%4/30/19 2,998,744.14 0.95%
<br />10/28/16 10/31/16 2,950,000 912828F39 US TREASURY NOTES 1.75%9/30/19 3,017,775.54 1.00%
<br />11/7/16 11/8/16 1,440,000 912828A42 US TREASURY NOTE 2.00%11/30/20 1,498,456.35 1.20%
<br />11/7/16 11/8/16 1,475,000 912828F62 US TREASURY NOTES 1.50%10/31/19 1,497,556.33 0.99%
<br />12/1/16 12/5/16 3,000,000 912828D72 US TREASURY NOTES 2.00%8/31/21 3,024,114.73 1.94%
<br />12/7/16 12/8/16 2,000,000 3130AAE46 FHLB NOTES 1.25%1/16/19 1,999,920.00 1.25%
<br />12/14/16 12/15/16 1,500,000 3135G0R39 FANNIE MAE GLOBAL NOTES 1.00%10/24/19 1,481,743.33 1.49%
<br />Total BUY 18,315,000 18,633,330.28
<br />CALLED
<br />10/29/16 10/29/16 3,000,000 3134G8ZM4 FHLMC NOTES 1.30%10/29/16 3,000,000.00
<br />10/29/16 10/29/16 3,000,000 3134G9BJ5 FHLMC NOTES 1.13%10/29/16 3,000,000.00
<br />11/8/16 11/8/16 3,000,000 3133EFFH5 FFCB NOTES 0.81%11/8/16 3,000,000.00
<br />12/1/16 12/1/16 3,000,000 3134G7BU4 FHLMC NOTES 1.03%12/1/16 3,000,000.00
<br />Total CALLED 12,000,000 12,000,000.00
<br />SELL
<br />4/21/17 10/5/16 3,000,000 3133EEZR4 FFCB NOTES 0.60%4/21/17 3,000,930.00 767.55
<br />9/20/17 12/8/16 2,000,000 3135G0PP2 FNMA NOTES (EX-CALLABLE)1.00%9/20/17 2,002,220.00 2562.80
<br />6/5/17 12/15/16 1,500,000 3133EEU57 FFCB NOTES 0.70%6/5/17 1,499,805.00 -195.00
<br />Total SELL 6,500,000 6,502,955.00
<br />56.1.A. - Page 10
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