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REDWOOD CITY
<br />For the Quarter Ended June 30, 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 />4/30/17 4/30/17 1,475,000 912828F62 US TREASURY NOTES 10/31/19 11,062.50 1.50%
<br />5/1/17 5/1/17 0 MONEY0002 MONEY MARKET FUND 71.17
<br />5/24/17 5/24/17 3,000,000 3136G3MC6 FNMA NOTES (EX-CALLABLE)5/24/19 18,000.00 1.20%
<br />5/24/17 5/24/17 3,000,000 3134G9MA2 FHLMC NOTES (EX-CALLABLE)5/24/19 16,875.00 1.12%
<br />5/25/17 5/25/17 3,000,000 3134G9HC4 FHLMC NOTES (EX-CALLABLE)5/25/18 15,000.00 1.00%
<br />5/30/17 5/30/17 2,000,000 3137EADG1 FREDDIE MAC NOTES 5/30/19 17,500.00 1.75%
<br />5/31/17 5/31/17 2,955,000 912828VF4 US TREASURY NOTES 5/31/20 20,315.63 1.37%
<br />5/31/17 5/31/17 2,945,000 912828VF4 US TREASURY NOTES 5/31/20 20,246.88 1.37%
<br />5/31/17 5/31/17 1,440,000 912828A42 US TREASURY NOTE 11/30/20 14,400.00 2.00%
<br />5/31/17 5/31/17 2,890,000 912828A42 US TREASURY NOTE 11/30/20 28,900.00 2.00%
<br />6/1/17 6/1/17 0 MONEY0002 MONEY MARKET FUND 170.67
<br />6/13/17 6/13/17 3,000,000 3130A8EK5 FHLB NOTES (CALLABLE)6/13/19 18,000.00 1.20%
<br />6/28/17 6/28/17 3,000,000 3136G3TD7 FNMA NOTES (CALLABLE)6/28/19 18,000.00 1.20%
<br />6/28/17 6/28/17 5,000,000 3135G0K93 FNMA NOTES (CALLABLE)6/28/19 31,250.00 1.25%
<br />6/28/17 6/28/17 3,000,000 3134G9ZR1 FHLMC NOTES (EX-CALLABLE)12/28/18 15,000.00 1.00%
<br />6/30/17 6/30/17 3,200,000 912828N48 US TREASURY N/B 12/31/20 28,000.00 1.75%
<br /> 66,355,000 456,848.60Total INTEREST
<br />MATURITY
<br />6/6/17 6/6/17 500,000 09659BT67 BNP PARIBAS NY BRANCH COMM PAPER 6/6/17 500,000.00 0.00 0.00%
<br /> 500,000 500,000.00 0.00Total MATURITY
<br />SELL
<br />4/3/17 4/5/17 3,000,000 3134G74Q1 FHLMC NOTES (CALLABLE)11/24/17 3,005,079.17 1.07% (4,200.00)0.85%
<br />4/3/17 4/5/17 1,320,000 3134G7V24 FHLMC NOTES (EX-CALLABLE)10/27/17 1,322,404.60 1.01% (1,940.40)0.75%
<br />4/3/17 4/5/17 600,000 3134G8L49 FHLMC NOTES (CALLABLE)8/25/17 600,113.33 0.98% (420.00)0.80%
<br /> PFM Asset Management LLC 86.1.C. - Page 15
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