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REDWOOD CITY
<br />For the Quarter Ended March 31, 2018
<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 />1/31/18 1/31/18 2,625,000 912828V72 US TREASURY NOTES 1/31/22 24,609.38 1.87%
<br />1/31/18 1/31/18 3,225,000 912828XQ8 US TREASURY NOTES 7/31/22 32,250.00 2.00%
<br />1/31/18 1/31/18 2,920,000 912828H52 US TREASURY NOTES 1/31/20 18,250.00 1.25%
<br />2/1/18 2/1/18 0 MONEY0002 MONEY MARKET FUND 154.79
<br />2/7/18 2/7/18 2,500,000 037833CK4 APPLE INC BONDS 2/7/20 23,750.00 1.90%
<br />2/15/18 2/15/18 470,000 65478HAD0 NAROT 2017-C A3 4/15/22 830.33 2.12%
<br />2/15/18 2/15/18 2,320,000 3137EAEH8 FREDDIE MAC NOTES 8/15/19 18,253.89 1.37%
<br />2/18/18 2/18/18 2,100,000 857477AS2 STATE STREET CORP NOTES 8/18/20 26,775.00 2.55%
<br />2/21/18 2/21/18 780,000 43813FAC7 HAROT 2017-4 A3 11/21/21 1,332.50 2.05%
<br />2/28/18 2/28/18 3,000,000 912828B90 US TREASURY NOTES 2/28/21 30,000.00 2.00%
<br />2/28/18 2/28/18 3,000,000 912828J43 US TREASURY NOTES 2/28/22 26,250.00 1.75%
<br />2/28/18 2/28/18 2,900,000 912828VV9 US TREASURY NOTES 8/31/20 30,812.50 2.12%
<br />2/28/18 2/28/18 590,000 166764BS8 CHEVRON CORP NOTES 2/28/19 4,973.70 1.68%
<br />2/28/18 2/28/18 2,870,000 912828B90 US TREASURY NOTES 2/28/21 28,700.00 2.00%
<br />2/28/18 2/28/18 3,000,000 912828D72 US TREASURY NOTES 8/31/21 30,000.00 2.00%
<br />2/28/18 2/28/18 335,000 3135G0T29 FNMA NOTES 2/28/20 2,512.50 1.50%
<br />3/1/18 3/1/18 0 MONEY0002 MONEY MARKET FUND 55.06
<br />3/3/18 3/3/18 1,400,000 0258M0EE5 AMERICAN EXPRESS CREDIT (CALLABLE) NOTE 3/3/20 15,400.00 2.20%
<br />3/15/18 3/15/18 720,000 89238BAD4 TAOT 2018-A A3 5/16/22 2,115.00 2.35%
<br />3/15/18 3/15/18 470,000 65478HAD0 NAROT 2017-C A3 4/15/22 830.33 2.12%
<br />3/21/18 3/21/18 780,000 43813FAC7 HAROT 2017-4 A3 11/21/21 1,332.50 2.05%
<br />3/31/18 3/31/18 3,000,000 912828W89 US TREASURY NOTES 3/31/22 28,125.00 1.87%
<br />3/31/18 3/31/18 2,300,000 912828Q37 US TREASURY NOTES 3/31/21 14,375.00 1.25%
<br />3/31/18 3/31/18 3,150,000 912828W89 US TREASURY NOTES 3/31/22 29,531.25 1.87%
<br />3/31/18 3/31/18 1,780,000 912828F39 US TREASURY NOTES 9/30/19 15,575.00 1.75%
<br />3/31/18 3/31/18 1,890,000 912828C57 US TREASURY NOTES 3/31/21 21,262.50 2.25%
<br /> 66,830,000 603,801.27Total INTEREST
<br /> PFM Asset Management LLC 24 6.1.B. - Page 30
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