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REDWOOD CITY
<br />Trade
<br />Settle
<br />Date
<br />Date
<br />10/23/17
<br />10/23/17
<br />12/5/17
<br />12/5/17
<br />Total MATURITY
<br />Par ($) CUSIP Security Description
<br />1,500,000 21687AXP3 COOPIXTIEVE RABOBANK U.A. COMM PAPER
<br />500,000 09659BZ52 BNP PARIBAS NY BRANCH COMM PAPER
<br />3,500,000
<br />SELL
<br />Transact
<br />Coupon Date
<br />Amt ($)
<br />10/3/17
<br />10/6/17
<br />1,000,000
<br />3134G7TZ4 FHLMC NOTES (EX -CALLABLE)
<br />10/17/17
<br />10/19/17
<br />1,000,000
<br />9128281-57 US TREASURY NOTES
<br />10/17/17
<br />10/20/17
<br />1,170,000
<br />9128281`39 US TREASURY NOTES
<br />10/25/17
<br />10/26/17
<br />360,000
<br />3130AAE46 FHLB NOTES
<br />.11/1/17
<br />11/3/17
<br />1,390,000
<br />3130AAXX1 WHLB NOTES
<br />11/3/17
<br />11/7/17
<br />1,400,000
<br />3130AAE46 FHLB NOTES
<br />1.58%
<br />(1,607.06)
<br />390,000
<br />3130AAXX1 FHLB NOTES
<br />11/9/17
<br />11/14/17
<br />1,220,000
<br />3130AAXX1 FHLB NOTES
<br />/18/19
<br />11/22/17
<br />1,390,000
<br />912828F96ZUS TREASURY NOTES
<br />11/22/17
<br />11/29/17
<br />780,000
<br />3135GOT29 FNMA NOTES
<br />(1,916.71)
<br />3,000,000
<br />3134G9ZR1 FHLMC NOTES (EX -CALLABLE)
<br />12/6/17
<br />12/13/17
<br />125,000
<br />912828D23 US TREASURY NOTES
<br />Total SELL
<br />1.85%
<br />13,225,000
<br />1.00%
<br />For the Quarter Ended December 31, 2017
<br />Portfolio Activity
<br />Maturity
<br />Transact
<br />Coupon Date
<br />Amt ($)
<br />10/23/17
<br />1,500,000.00
<br />0.00% 12/5/17
<br />500,000.00
<br />3,500,000.00
<br />Yield Realized
<br />at Market G/L (BV)
<br />0.00
<br />0.00
<br />1.30%
<br />9/18/18
<br />999,750.00
<br />1.40%
<br />(900.00)
<br />1.75%
<br />9/30/22
<br />990,093.15
<br />1.98%
<br />(2,363.20)
<br />1.75%
<br />9/30/19
<br />1,175,466.80
<br />1.56%
<br />(12,514.19)
<br />1.25%
<br />1/16/19
<br />359,964.80
<br />1.55%
<br />(1,276.12)
<br />1.37%
<br />13/18/19.
<br />1,388,580.46
<br />1.58%
<br />(1,607.06)
<br />1.25%
<br />1/16/19
<br />1,400,033.83
<br />1.58%
<br />(5,327.56)
<br />/18/19
<br />389,735.07
<br />1.58%
<br />J&478.8�
<br />1.37%
<br />3/18/19
<br />1,218,803.04
<br />1.61%
<br />(1,916.71)
<br />10/31/21
<br />1,392,178.17
<br />1.50%
<br />2/28/20
<br />776,904.70
<br />1.85%
<br />(5,676.82)
<br />1.00%
<br />12/28/18
<br />2,988,783.33
<br />1.77%
<br />(24,300.00)
<br />1.62%
<br />4/30/19
<br />124,997.14
<br />1.77%
<br />(1,391.16)
<br />13,205,290.49 -59,827.71
<br />PFM Asset Management LLC 23
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