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REDWOOD CITY
<br />For the Quarter Ended June 30, 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 />4/3/17 4/5/17 3,000,000 3137EAEE5 FREDDIE MAC AGENCY NOTE 1/17/20 3,009,570.00 1.50%1.50%
<br />4/3/17 4/5/17 3,000,000 912828F96 US TREASURY NOTES 10/31/21 3,044,489.16 1.86%2.00%
<br />4/10/17 4/11/17 3,000,000 912828Q78 US TREASURY NOTES 4/30/21 2,972,288.07 1.77%1.37%
<br />4/10/17 4/11/17 3,000,000 3135G0T45 FANNIE MAE NOTES 4/5/22 2,982,486.25 2.00%1.87%
<br />4/19/17 4/20/17 3,000,000 3137EAEF2 FHLMC AGENCY NOTES 4/20/20 2,989,740.00 1.49%1.37%
<br />5/8/17 5/9/17 3,000,000 3135G0T45 FANNIE MAE NOTES 4/5/22 2,986,711.25 2.00%1.87%
<br />5/8/17 5/9/17 3,000,000 3135G0S38 FANNIE MAE AGENCY NOTES 1/5/22 3,023,540.00 1.97%2.00%
<br />6/6/17 6/6/17 500,000 09659BZ52 BNP PARIBAS NY BRANCH COMM PAPER 12/5/17 496,562.22 1.37%0.00%
<br />6/27/17 6/29/17 3,240,000 3137EAEF2 FHLMC AGENCY NOTES 4/20/20 3,230,394.75 1.58%1.37%
<br />6/27/17 6/29/17 3,200,000 912828N48 US TREASURY N/B 12/31/20 3,240,970.30 1.63%1.75%
<br /> 27,940,000 27,976,752.00Total BUY
<br />INTEREST
<br />4/3/17 4/3/17 0 MONEY0002 MONEY MARKET FUND 254.67
<br />4/9/17 4/9/17 3,000,000 3137EAEA3 FHLMC REFERENCE NOTE 4/9/18 11,250.00 0.75%
<br />4/11/17 4/11/17 3,000,000 3134G8UD9 FHLMC NOTES (EX-CALLABLE)4/11/18 15,750.00 1.05%
<br />4/24/17 4/24/17 1,500,000 3135G0R39 FANNIE MAE GLOBAL NOTES 10/24/19 7,458.33 1.00%
<br />4/26/17 4/26/17 3,000,000 3134G9AW7 FHLMC NOTES (EX-CALLABLE)4/26/19 17,250.00 1.15%
<br />4/30/17 4/30/17 3,000,000 912828F96 US TREASURY NOTES 10/31/21 30,000.00 2.00%
<br />4/30/17 4/30/17 2,000,000 912828F62 US TREASURY NOTES 10/31/19 15,000.00 1.50%
<br />4/30/17 4/30/17 2,000,000 912828T67 US TREASURY NOTES 10/31/21 12,500.00 1.25%
<br />4/30/17 4/30/17 3,000,000 912828F96 US TREASURY NOTES 10/31/21 30,000.00 2.00%
<br />4/30/17 4/30/17 3,000,000 912828Q78 US TREASURY NOTES 4/30/21 20,625.00 1.37%
<br />4/30/17 4/30/17 2,950,000 912828D23 US TREASURY NOTES 4/30/19 23,968.75 1.62%
<br /> PFM Asset Management LLC 76.1.C. - Page 14
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