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REDWOOD CITY
<br />For the Quarter Ended March 31, 2018
<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 />1/3/18 1/4/18 3,150,000 912828W89 US TREASURY NOTES 3/31/22 3,127,063.25 2.18%1.87%
<br />1/23/18 1/31/18 720,000 89238BAD4 TAOT 2018-A A3 5/16/22 719,991.72 2.35%2.35%
<br />2/7/18 2/8/18 1,400,000 22549LFR1 CREDIT SUISSE NEW YORK CERT DEPOS 2/7/20 1,400,000.00 2.67%2.67%
<br />2/20/18 2/22/18 2,105,000 65590ASN7 NORDEA BANK AB NY CD 2/20/20 2,105,000.00 2.72%2.72%
<br />2/22/18 2/27/18 670,000 69371RN93 PACCAR FINANCIAL CORP NOTES 3/1/21 669,671.70 2.82%2.80%
<br />3/1/18 3/5/18 2,000,000 17275RBD3 CISCO SYSTEMS INC CORP NOTES 2/28/21 1,968,175.56 2.77%2.20%
<br />3/1/18 3/5/18 1,750,000 912828F96 US TREASURY NOTES 10/31/21 1,733,169.62 2.48%2.00%
<br />3/2/18 3/6/18 2,110,000 90275DHG8 UBS AG STAMFORD CT LT CD 3/2/20 2,110,000.00 2.93%2.90%
<br />3/9/18 3/16/18 2,110,000 45950VLQ7 INTERNATIONAL FINANCE CORPORATION NOTE 3/9/21 2,108,417.50 2.66%2.63%
<br />3/19/18 3/19/18 1,275,000 06538CJK8 BANK OF TOKYO MITSUBISHI UFJ LTD COMM PA 9/19/18 1,259,425.17 2.42%0.00%
<br /> 17,290,000 17,200,914.52Total BUY
<br />INTEREST
<br />1/2/18 1/2/18 0 MONEY0002 MONEY MARKET FUND 189.92
<br />1/5/18 1/5/18 2,825,000 3135G0S38 FANNIE MAE NOTES 1/5/22 28,250.00 2.00%
<br />1/5/18 1/5/18 3,000,000 3135G0S38 FANNIE MAE NOTES 1/5/22 30,000.00 2.00%
<br />1/15/18 1/15/18 470,000 65478HAD0 NAROT 2017-C A3 4/15/22 830.33 2.12%
<br />1/16/18 1/16/18 240,000 3130AAE46 FHLB NOTES 1/16/19 1,500.00 1.25%
<br />1/17/18 1/17/18 3,000,000 3137EAEE5 FREDDIE MAC NOTES 1/17/20 22,500.00 1.50%
<br />1/21/18 1/21/18 780,000 43813FAC7 HAROT 2017-4 A3 11/21/21 1,332.50 2.05%
<br />1/27/18 1/27/18 1,255,000 38141GGQ1 GOLDMAN SACHS GROUP CORP NOTES 7/27/21 32,943.75 5.25%
<br />1/27/18 1/27/18 2,400,000 459200JN2 IBM CORP NOTES 1/27/20 22,800.00 1.90%
<br />1/30/18 1/30/18 2,735,000 3135G0T60 FNMA NOTES 7/30/20 20,398.54 1.50%
<br />1/31/18 1/31/18 2,000,000 912828H86 US TREASURY NOTES 1/31/22 15,000.00 1.50%
<br /> PFM Asset Management LLC 23 6.1.B. - Page 29
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