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REDWOOD CITY
<br />For the Quarter Ended September 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 />7/6/17 7/11/17 2,625,000 912828V72 US TREASURY NOTES 1/31/22 2,644,121.56 1.90%1.87%
<br />7/18/17 7/19/17 2,320,000 3137EAEH8 FREDDIE MAC NOTES 8/15/19 2,316,589.60 1.45%1.37%
<br />7/28/17 8/1/17 2,735,000 3135G0T60 FNMA NOTES 7/30/20 2,726,712.95 1.60%1.50%
<br />8/1/17 8/4/17 2,400,000 46625HLW8 JP MORGAN CHASE & CO CORP NT (CALLABLE)6/23/20 2,455,948.67 2.03%2.75%
<br />8/30/17 8/31/17 3,225,000 912828XQ8 US TREASURY NOTES 7/31/22 3,271,123.85 1.73%2.00%
<br />9/5/17 9/7/17 2,100,000 857477AS2 STATE STREET CORP NOTES 8/18/20 2,149,530.25 1.77%2.55%
<br />9/5/17 9/7/17 1,400,000 0258M0EE5 AMERICAN EXPRESS CREDIT (CALLABLE) CORP 3/3/20 1,413,012.22 1.83%2.20%
<br />9/13/17 9/13/17 500,000 06538CCD1 BANK OF TOKYO MITSUBISHI UFJ COMM PAPER 3/13/18 496,329.72 1.47%0.00%
<br />9/20/17 9/21/17 765,000 06538CCK5 BANK OF TOKYO MITSUBISHI UFJ COMM PAPER 3/19/18 759,446.53 1.47%0.00%
<br />9/25/17 9/27/17 2,300,000 36962G2T0 GENERAL ELECTRIC CO CORPORATE NOTE 5/4/20 2,567,411.42 1.83%5.55%
<br /> 20,370,000 20,800,226.77Total BUY
<br />INTEREST
<br />7/3/17 7/3/17 0 MONEY0002 MONEY MARKET FUND 270.57
<br />7/5/17 7/5/17 2,825,000 3135G0S38 FANNIE MAE AGENCY NOTES 1/5/22 27,622.22 2.00%
<br />7/5/17 7/5/17 3,000,000 3135G0S38 FANNIE MAE AGENCY NOTES 1/5/22 29,333.33 2.00%
<br />7/15/17 7/15/17 2,400,000 46625HGY0 JPMORGAN CHASE & CO NOTES 1/15/18 72,000.00 6.00%
<br />7/16/17 7/16/17 2,000,000 3130AAE46 FHLB NOTES 1/16/19 12,500.00 1.25%
<br />7/17/17 7/17/17 3,000,000 3137EAEE5 FREDDIE MAC AGENCY NOTE 1/17/20 22,500.00 1.50%
<br />7/27/17 7/27/17 2,400,000 459200JN2 IBM CORP NOTES 1/27/20 22,800.00 1.90%
<br />7/31/17 7/31/17 2,625,000 912828V72 US TREASURY NOTES 1/31/22 24,609.38 1.87%
<br />7/31/17 7/31/17 2,920,000 912828H52 US TREASURY NOTES 1/31/20 18,250.00 1.25%
<br />7/31/17 7/31/17 2,000,000 912828H86 US TREASURY NOTES 1/31/22 15,000.00 1.50%
<br />8/1/17 8/1/17 0 MONEY0002 MONEY MARKET FUND 96.32
<br /> PFM Asset Management LLC 196.1.A. - Page 26
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