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REDWOOD CITY
<br />For the Quarter Ended September 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 />8/7/17 8/7/17 2,500,000 037833CK4 APPLE INC BONDS 2/7/20 23,486.11 1.90%
<br />8/28/17 8/28/17 1,495,000 3135G0T29 FNMA NOTES 2/28/20 11,212.50 1.50%
<br />8/28/17 8/28/17 590,000 166764BS8 CHEVRON CORP NOTES 2/28/19 4,835.54 1.68%
<br />8/28/17 8/28/17 3,000,000 3135G0T29 FNMA NOTES 2/28/20 22,500.00 1.50%
<br />8/31/17 8/31/17 3,000,000 912828B90 US TREASURY NOTES 2/28/21 30,000.00 2.00%
<br />8/31/17 8/31/17 3,000,000 912828D72 US TREASURY NOTES 8/31/21 30,000.00 2.00%
<br />8/31/17 8/31/17 2,900,000 912828VV9 US TREASURY NOTES 8/31/20 30,812.50 2.12%
<br />8/31/17 8/31/17 3,000,000 912828J43 US TREASURY NOTES 2/28/22 26,250.00 1.75%
<br />8/31/17 8/31/17 2,870,000 912828B90 US TREASURY NOTES 2/28/21 28,700.00 2.00%
<br />9/1/17 9/1/17 0 MONEY0002 MONEY MARKET FUND 196.05
<br />9/18/17 9/18/17 3,000,000 3130AAXX1 FEDERAL HOME LOAN BANK AGENCY 3/18/19 21,541.67 1.37%
<br />9/18/17 9/18/17 1,000,000 3134G7TZ4 FHLMC NOTES (EX-CALLABLE)9/18/18 6,500.00 1.30%
<br />9/20/17 9/20/17 3,000,000 3133EGFX8 FFCB NOTES (CALLABLE)9/20/18 15,150.00 1.01%
<br />9/30/17 9/30/17 1,890,000 912828C57 US TREASURY NOTES 3/31/21 21,262.50 2.25%
<br />9/30/17 9/30/17 3,000,000 912828Q37 US TREASURY NOTES 3/31/21 18,750.00 1.25%
<br />9/30/17 9/30/17 2,950,000 912828F39 US TREASURY NOTES 9/30/19 25,812.50 1.75%
<br /> 60,365,000 561,991.19Total INTEREST
<br />MATURITY
<br />9/13/17 9/13/17 500,000 06538BWD1 BANK OF TOKYO MITSUBISHI UFJ COMM PAPER 9/13/17 500,000.00 0.00 0.00%
<br />9/20/17 9/20/17 750,000 06538BWL3 BANK OF TOKYO MITSUBISHI UFJ COMM PAPER 9/20/17 750,000.00 0.00 0.00%
<br /> 1,250,000 1,250,000.00 0.00Total MATURITY
<br />SELL
<br />7/6/17 7/11/17 2,400,000 92976WBH8 WACHOVIA CORP NOTES 2/1/18 2,516,485.33 1.58% (4,448.76)5.75%
<br />7/18/17 7/19/17 2,320,000 912828D23 US TREASURY NOTES 4/30/19 2,339,795.65 1.34% (15,822.82)1.62%
<br /> PFM Asset Management LLC 206.1.A. - Page 27
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