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REDWOOD CITY
<br />For the Quarter Ended March 31, 2017
<br />Portfolio Activity
<br />Trade
<br />Date
<br />Settle
<br /> Date
<br />Maturity
<br />DatePar ($) CUSIP Security Description
<br />Transact
<br />Amt ($)
<br />Yield
<br />at Market
<br />Realized
<br />G/L (BV)Coupon
<br />3/14/17 3/14/17 500,000 22533TQE9 CREDIT AGRICOLE CIB NY COMM PAPER 3/14/17 500,000.00 0.00 0.00%
<br /> 7,000,000 7,000,000.00 0.00Total MATURITY
<br />SELL
<br />1/3/17 1/5/17 3,000,000 3134G73X7 FHLMC NOTES (EX-CALLABLE)10/27/17 3,000,870.00 0.85% (3,210.00)0.72%
<br />1/19/17 1/19/17 1,500,000 3133EEAU4 FFCB NOTES 11/6/17 1,504,706.67 0.86% 2,017.60 1.00%
<br />2/1/17 2/3/17 2,400,000 3134G8L49 FHLMC NOTES (CALLABLE)8/25/17 2,408,426.67 0.80% 0.00 0.80%
<br />2/2/17 2/9/17 1,680,000 3134G7V24 FHLMC NOTES (EX-CALLABLE)10/27/17 1,682,898.00 0.81% (672.00)0.75%
<br />2/16/17 2/17/17 1,500,000 3133EEAU4 FFCB NOTES 11/6/17 1,506,158.33 0.82% 2,268.31 1.00%
<br />3/9/17 3/10/17 3,000,000 3134G73L3 FHLMC NOTES (EX-CALLABLE)11/16/17 3,001,245.00 1.04% (5,880.00)0.75%
<br />3/15/17 3/17/17 3,000,000 3137EADN6 FHLMC NOTES 1/12/18 2,995,002.50 1.12% (7,827.30)0.75%
<br />3/15/17 3/17/17 3,000,000 3130A6UK1 FHLB NOTES (EX-CALLABLE)12/29/17 3,004,075.00 1.12% (2,490.00)1.01%
<br /> 19,080,000 19,103,382.17 -15,793.39Total SELL
<br />2017 PFM Asset Management LLC 96.1.A. - Page 16
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