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0 PfM
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<br />Managed Account Detail of Securities Held For the Month Ending December 31 L- )17
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<br />REDWOOD CITY
<br />Security Type/ Description S&P Moody's Trade Settle Original YTM Accrued Amortized MaQ
<br />Dated Date/Coupon/Maturity CUSIP Par Rating Rating Date Date Cost at Cost Interest Cost VE CD
<br />Federal Agency Bond / Note �■
<br />FHLB NOTES 3130AAE46 240,000.00 AA+ Aaa 12/07/16 12/08/16 239,990.40 1.25 1,375.00 239,994.83 238,492.08
<br />DTD 12/08/2016 1.250% 01/16/2019
<br />FHLMC NOTES (EX -CALLABLE) 3134G9AW7 3,000.000.00 AA+ Aaa 04/26/16 04/26/16 3,000.000.00 1.15 6,229.17 3,000,000.00 2,973.201.00
<br />DTD 04/26/2016 1.150% 04/26/2019
<br />FNMA NOTES (EX -CALLABLE) 3136G3MC6 3,000,000.00 AA+ Aaa 05/24/16 05/24/16 3,000,000.00 1.20 3,700.00 3,000,000.00 2,972,832.00
<br />DTD 05/24/2016 1.200% 05/24/2019
<br />FHLMC NOTES (EX -CALLABLE) 3134G9MA2 3,000,000.00 AA+ Aaa 05/27/16 05/27/16 3,000,000.00 1.13 3,468.75 3,000,000.00 2,969,712.00
<br />DTD 05/27/2016 1.125% 05/24/2019
<br />FREDDIE MAC NOTES 3137EADG1 2,000,000.00 AA+ Aaa 03/01/17 03/02/17 2,014,780.00 1.41 3,013.89 2,009,373.18 1,997,068.00
<br />DTD 04/16/2012 1.750% 05/30/2019
<br />FHLB NOTES (CALLABLE) 3130A8EK5 3,000.000.00 AA+ Aaa 06/14/16 06/14/16 3,000,000.00 1.20 1,800.00 3,000,000.00 2,967,624.00
<br />DTD 06/13/2016 1.200% 06/13/2019
<br />FNMA NOTES (CALLABLE) 3136G3TD7 3,000,000.00 AA+ Aaa 06/28/16 06/28/16 3,000,000.00 1.20 300.00 3,000,000.00 2,969,364.00
<br />DTD 06/28/2016 1.200% 06/28/2019
<br />FNMA NOTES (CALLABLE) 3135GOK93 5,000,000.00 AA+ Aaa 06/28/16 06/28/16 5,000,000.00 1.25 520.83 5,000,000.00 4,950,680.00
<br />DTD 06/28/2016 1.250% 06/28/2019
<br />FREDDIE MAC NOTES 3137EAEH8 2,320.000.00 AA+ Aaa 07/18/17 07/19/17 2,316.589.60 1.45 14,355.00 2,317,327.59 2,300.092.08
<br />DTD 07/19/2017 1.375% 08/15/2019
<br />FANNIE MAE GLOBAL NOTES 3135GOR39 1,500,000.00 AA+ Aaa 12/14/16 12/15/16 1,479,660.00 1.49 2,791.67 1,486,999.22 1,475,541.00
<br />DTD 10/25/2016 1.000% 10/24/2019
<br />FREDDIE MAC NOTES 3137EAEE5 3,000,000.00 AA+ Aaa 04/03/17 04/05/17 2,999,820.00 1.50 20,500.00 2,999,882.34 2,971,614.00
<br />DTD 01/17/2017 1.500% 01/17/2020
<br />FNMA NOTES 3135GOT29 715,000.00 AA+ Aaa 02/24/17 02/28/17 714,542.40 1.52 3,664.38 714,668.75 707,580.45
<br />DTD 02/28/2017 1.500% 02/28/2020
<br />FNMA NOTES 3135GOT29 3,000,000.00 AA+ Aaa 03/01/17 03/02/17 2,985,300.00 1.67 15,375.00 2,989,315.53 2,968.869.00
<br />DTD 02/28/2017 1.500% 02/28/2020
<br />FHLMC AGENCY NOTES 3137EAEF2 2,185,000.00 AA+ Aaa 04/19/17 04/20/17 2,177,527.30 1.49 5,925.30 2,179,235.49 2,154,115.03
<br />DTD 04/20/2017 1.375% 04/20/2020
<br />PFM Asset Management LLC
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