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REDWOOD CITY
<br />For the Quarter Ended March 31, 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 />1/16/17 1/16/17 2,000,000 3130AAE46 FHLB NOTES 1/16/19 2,638.89 1.25%
<br />1/26/17 1/26/17 3,000,000 3134G76P1 FHLMC NOTES (CALLABLE)1/26/18 12,750.00 0.85%
<br />1/31/17 1/31/17 2,920,000 912828H52 US TREASURY NOTES 1/31/20 18,250.00 1.25%
<br />2/1/17 2/1/17 0 MONEY0002 MONEY MARKET FUND 161.02
<br />2/1/17 2/1/17 2,400,000 92976WBH8 WACHOVIA CORP NOTES 2/1/18 69,000.00 5.75%
<br />2/13/17 2/13/17 3,000,000 3136G2D87 FNMA NOTES (CALLED OMD 02/13/18)2/13/17 15,000.00 1.00%
<br />2/25/17 2/25/17 600,000 3134G8L49 FHLMC NOTES (CALLABLE)8/25/17 2,400.00 0.80%
<br />2/26/17 2/26/17 3,000,000 3134G8M89 FHLMC NOTES (STEP, CALLED OMD 02/26/18)2/26/17 11,250.00 1.50%
<br />2/26/17 2/26/17 3,000,000 3134G8M71 FHLMC NOTES (CALLABLE)2/26/18 15,750.00 1.05%
<br />2/28/17 2/28/17 2,870,000 912828B90 US TREASURY NOTES 2/28/21 28,700.00 2.00%
<br />2/28/17 2/28/17 2,900,000 912828VV9 US TREASURY NOTES 8/31/20 30,812.50 2.12%
<br />2/28/17 2/28/17 3,000,000 912828B90 US TREASURY NOTES 2/28/21 30,000.00 2.00%
<br />2/28/17 2/28/17 3,000,000 912828D72 US TREASURY NOTES 8/31/21 30,000.00 2.00%
<br />3/1/17 3/1/17 0 MONEY0002 MONEY MARKET FUND 780.86
<br />3/7/17 3/7/17 3,000,000 3137EADP1 FREDDIE MAC GLOBAL NOTES 3/7/18 13,125.00 0.87%
<br />3/18/17 3/18/17 3,000,000 3134G7TZ4 FHLMC NOTES (EX-CALLABLE)9/18/18 19,500.00 1.30%
<br />3/20/17 3/20/17 1,000,000 3135G0PP2 FNMA NOTES (EX-CALLABLE)9/20/17 5,000.00 1.00%
<br />3/20/17 3/20/17 3,000,000 3133EGFX8 FFCB NOTES (CALLABLE)9/20/18 15,150.00 1.01%
<br />3/29/17 3/29/17 3,000,000 3130A7H73 FHLB NOTES (CALLABLE)3/29/18 15,000.00 1.00%
<br />3/31/17 3/31/17 2,950,000 912828F39 US TREASURY NOTES 9/30/19 25,812.50 1.75%
<br />3/31/17 3/31/17 3,000,000 912828Q37 US TREASURY NOTES 3/31/21 18,750.00 1.25%
<br />3/31/17 3/31/17 1,890,000 912828C57 US TREASURY NOTES 3/31/21 21,262.50 2.25%
<br /> 57,930,000 484,543.06Total INTEREST
<br />MATURITY
<br />2/13/17 2/13/17 3,000,000 3136G2D87 FNMA NOTES (CALLED OMD 02/13/18)2/13/17 3,000,000.00 0.00 1.00%
<br />2/26/17 2/26/17 3,000,000 3134G8M89 FHLMC NOTES (STEP, CALLED OMD 02/26/18)2/26/17 3,000,000.00 0.00 1.50%
<br />3/13/17 3/13/17 500,000 06538BQD8 BANK OF TOKYO MITSUBISHI COMM PAPER 3/13/17 500,000.00 0.00 0.00%
<br />2017 PFM Asset Management LLC 86.1.A. - Page 15
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