|
For the Quarter Ended December 31, 2017
<br />REDWOOD CITY
<br />Trade
<br />Settle
<br />Maturity
<br />Transact Yield
<br />Date
<br />Date
<br />Par ($)
<br />CUSIP
<br />Security Description
<br />Coupon
<br />Date
<br />Amt ($) at Market
<br />10/26/17
<br />10/26/17
<br />3,000,000
<br />3134G9AW7
<br />FHLMC NOTES (EX -CALLABLE)
<br />1.15%
<br />4/26/19
<br />17,250.00
<br />630,000
<br />912828D23W
<br />US TREASURY NOTES
<br />4/30/19 Iff 5,118.75
<br />10/31/17
<br />10/31/17
<br />2,000,000
<br />912828F62
<br />US TREASURY NOTES
<br />1.50%
<br />10/31/19
<br />15,000.00
<br />,000,000
<br />9128281`96
<br />US TREASURY NO
<br />30,000.00
<br />10/31/17
<br />10/31/17
<br />2,000,000
<br />912828T67
<br />US TREASURY NOTES
<br />1.25%
<br />10/31/21
<br />12,500.00
<br />,000,000
<br />/31 /21
<br />30,000.00
<br />10/31/17
<br />10/31/17
<br />1,475,000
<br />912828F62
<br />US TREASURY NOTES
<br />1.50%
<br />10/31/19
<br />11,062.50
<br />000,000
<br />912828Q78
<br />US TREASURY NOTES
<br />20,625.00
<br />11/1/17
<br />11/1/17
<br />0
<br />MONEY0002
<br />MONEY MARKET FUND
<br />327.94
<br />11/4/17
<br />11/4/17
<br />2,300,000
<br />36962G2TO
<br />GENERAL ELECTRIC CO CORPORATE NOTE
<br />5.55%
<br />5�
<br />63,825.00
<br />11/24/17
<br />11/24/17
<br />3,000,000
<br />3136G3MC6
<br />FNMA NOTES (EX -CALLABLE)
<br />1.20%
<br />5/24/19
<br />18,000.00
<br />11/24/17
<br />11/24/17
<br />3,000,000
<br />3134G9MA2
<br />FHLMC NOTES (EX -CALLABLE) .
<br />1.12%
<br />5/24/19
<br />16,875.00
<br />11/30/17
<br />11/30/17
<br />2,000,000
<br />3137EADG1
<br />FREDDIE MAC NOTES
<br />1.75%
<br />5/30/19
<br />17,500.00
<br />11/30/17
<br />11/30/17
<br />1,440,000
<br />912828A42
<br />US TREASURY NOTES
<br />2.00%
<br />11/30/20
<br />14,400.00
<br />11/30/17
<br />11/30/17
<br />2,890,000
<br />912828A42
<br />US TREASURY NOTES
<br />2.00%
<br />11/30/20
<br />28,900.00
<br />2/1/17
<br />12L17
<br />ONE EY MARK&N
<br />193.75
<br />12/8/17
<br />12/8/17
<br />1,390,000
<br />172967LC3
<br />CITIGROUP INC CORP (CALLABLE) NOTE
<br />2.90%
<br />12/8/21
<br />20,155.00
<br />3,000,000
<br />3130A8EK5
<br />FHLB NOTES (CALLABLE)
<br />1.20%
<br />6/13/19
<br />18,000.00
<br />12/15/17
<br />12/15/17
<br />470,000
<br />65478HADO
<br />NAROT 2017-C A3
<br />2.12%
<br />4/15/22
<br />55.36
<br />80,000
<br />43813FACjXHAROT 2017-4 A3
<br />977.17
<br />12/23/17
<br />12/23/17
<br />2,400,000
<br />46625HLW8
<br />JP MORGAN CHASE & CO CORP NT (CALLABLE)
<br />2.75%
<br />6/23/20
<br />33,000.00
<br />5,000,000
<br />3135GOK93
<br />FNMA NOTES (CALLABLE)
<br />31,250.00
<br />12/28/17
<br />12/28/17
<br />3,000,000
<br />3136G3TD7
<br />FNMA NOTES (CALLABLE)
<br />1.20%
<br />6/28/19
<br />18,000.00
<br />12/31/17
<br />12/31/17
<br />3,200,000
<br />912828N41ff
<br />US TREASURY N/B
<br />1.75%
<br />12/31/20
<br />28,000.00
<br />Total INTEREST 64,900,000
<br />MATURITY
<br />10/13/17 10/13/17 1,500,000 13607EXD6 CANADIAN IMPERIAL HLDING COMM PAPER
<br />550,584.43
<br />0.00% 10/13/17 1,500,000.00
<br />Portfolio Activity
<br />rn
<br />Realized
<br />G/L (BVj
<br />i
<br />CD
<br />■ 40
<br />MM
<br />PFM Asset Management LLC 22
<br />
|