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REDWOOD CITY <br />For the Quarter Ended June 30, 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 />4/3/17 4/5/17 1,000,000 3135G0PP2 FNMA NOTES (EX-CALLABLE)9/20/17 1,000,516.67 0.98% 200.47 1.00% <br />4/10/17 4/11/17 3,000,000 3134G74Q1 FHLMC NOTES (CALLABLE)11/24/17 3,005,504.17 1.08% (4,200.00)0.85% <br />4/10/17 4/11/17 3,000,000 3134G76P1 FHLMC NOTES (CALLABLE)1/26/18 2,997,842.50 1.17% (7,470.00)0.85% <br />4/19/17 4/20/17 3,000,000 3134G8M71 FHLMC NOTES (CALLABLE)2/26/18 3,003,225.00 1.11% (1,500.00)1.05% <br />5/8/17 5/9/17 3,000,000 3137EAEA3 FHLMC REFERENCE NOTE 4/9/18 2,989,635.00 1.20% (10,870.23)0.75% <br />5/8/17 5/9/17 3,000,000 3137EADP1 FREDDIE MAC GLOBAL NOTES 3/7/18 2,996,960.83 1.18% (6,324.84)0.87% <br />6/27/17 6/29/17 3,000,000 3130A7H73 FHLB NOTES (EX-CALLABLE)3/29/18 3,001,650.00 1.26% (5,850.00)1.00% <br />6/27/17 6/29/17 3,000,000 3134G8UD9 FHLMC NOTES (EX-CALLABLE)4/11/18 3,001,425.00 1.28% (5,400.00)1.05% <br /> 26,920,000 26,924,356.27 -47,975.00Total SELL <br /> PFM Asset Management LLC 96.1.C. - Page 16