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REDWOOD CITY
<br />For the Quarter Ended March 31, 2017
<br />Portfolio Activity
<br />Quarterly Portfolio Transactions
<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 />BUY
<br />1/3/17 1/5/17 3,000,000 912828F96 US TREASURY NOTES 10/31/21 3,017,618.92 1.95%2.00%
<br />1/18/17 1/19/17 1,500,000 13607EXD6 CANADIAN IMPERIAL HLDING COMM PAPER 10/13/17 1,484,591.88 1.40%0.00%
<br />2/1/17 2/3/17 2,400,000 459200JN2 IBM CORP NOTES 1/27/20 2,399,776.00 1.91%1.90%
<br />2/9/17 2/14/17 2,500,000 037833CK4 APPLE INC BONDS 2/7/20 2,501,234.72 1.89%1.90%
<br />2/10/17 2/13/17 2,825,000 3135G0S38 FANNIE MAE AGENCY NOTES 1/5/22 2,833,132.86 1.98%2.00%
<br />2/16/17 2/17/17 1,500,000 21687AXP3 COOPERATIEVE RABOBANK U.A. COMM PAPER 10/23/17 1,486,773.33 1.29%0.00%
<br />2/24/17 2/28/17 1,495,000 3135G0T29 FNMA NOTES 2/28/20 1,494,043.20 1.52%1.50%
<br />2/28/17 3/3/17 590,000 166764BS8 CHEVRON CORP CORP NOTES 2/28/19 590,000.00 1.69%1.68%
<br />3/1/17 3/2/17 2,000,000 912828F62 US TREASURY NOTES 10/31/19 2,010,891.75 1.48%1.50%
<br />3/1/17 3/2/17 2,000,000 912828T67 US TREASURY NOTES 10/31/21 1,944,441.04 1.97%1.25%
<br />3/1/17 3/2/17 2,000,000 912828H86 US TREASURY NOTES 1/31/22 1,955,923.69 2.00%1.50%
<br />3/1/17 3/2/17 2,000,000 3137EADG1 FREDDIE MAC NOTES 5/30/19 2,023,724.44 1.41%1.75%
<br />3/1/17 3/2/17 3,000,000 3135G0T29 FNMA NOTES 2/28/20 2,985,800.00 1.67%1.50%
<br />3/9/17 3/10/17 3,000,000 3130AAXX1 FEDERAL HOME LOAN BANK AGENCY 3/18/19 2,993,040.00 1.49%1.37%
<br />3/13/17 3/13/17 500,000 06538BWD1 BANK OF TOKYO MITSUBISHI UFJ LTD COMM PA 9/13/17 496,396.67 1.42%0.00%
<br />3/15/17 3/17/17 3,000,000 912828J43 US TREASURY N/B NOTES 2/28/22 2,947,112.77 2.14%1.75%
<br />3/15/17 3/17/17 3,000,000 912828Q37 US TREASURY NOTES 3/31/21 2,931,760.82 1.99%1.25%
<br />3/17/17 3/20/17 750,000 06538BWL3 BANK OF TOKYO MITSUBISHI UFJ LTD COMM PA 9/20/17 744,595.00 1.42%0.00%
<br /> 37,060,000 36,840,857.09Total BUY
<br />INTEREST
<br />1/3/17 1/3/17 0 MONEY0002 MONEY MARKET FUND 199.79
<br />1/12/17 1/12/17 3,000,000 3137EADN6 FHLMC NOTES 1/12/18 11,250.00 0.75%
<br />1/15/17 1/15/17 2,400,000 46625HGY0 JPMORGAN CHASE & CO NOTES 1/15/18 72,000.00 6.00%
<br />2017 PFM Asset Management LLC 76.1.A. - Page 14
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