Laserfiche WebLink
REDWOOD CITY <br />For the Quarter Ended September 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 />7/28/17 8/1/17 2,735,000 912828VF4 US TREASURY NOTES 5/31/20 2,733,785.11 1.48% (31,714.09)1.37% <br />8/1/17 8/4/17 2,400,000 46625HGY0 JPMORGAN CHASE & CO NOTES 1/15/18 2,454,808.00 1.57% (1,973.16)6.00% <br />8/30/17 8/31/17 3,000,000 3134G9HC4 FHLMC NOTES (EX-CALLABLE)5/25/18 3,002,840.00 1.24% (5,160.00)1.00% <br />9/5/17 9/7/17 2,000,000 3134G7TZ4 FHLMC NOTES (EX-CALLABLE)9/18/18 2,012,445.56 1.29% 240.00 1.30% <br />9/5/17 9/7/17 220,000 912828VF4 US TREASURY NOTES 5/31/20 220,801.05 1.38% (1,889.72)1.37% <br />9/5/17 9/7/17 1,180,000 912828VF4 US TREASURY NOTES 5/31/20 1,184,296.55 1.38% (12,012.98)1.37% <br />9/25/17 9/27/17 1,765,000 912828VF4 US TREASURY NOTES 5/31/20 1,766,616.64 1.51% (23,752.60)1.37% <br />9/25/17 9/27/17 815,000 3137EAEF2 FHLMC AGENCY NOTES 4/20/20 815,934.42 1.57% (1,563.15)1.37% <br /> 18,835,000 19,047,808.31 -98,097.28Total SELL <br /> PFM Asset Management LLC 216.1.A. - Page 28