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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 />MATURITY
<br />3/13/18 3/13/18 500,000 06538CCD1 BANK OF TOKYO MITSUBISHI UFJ COMM PAPER 3/13/18 500,000.00 0.00 0.00%
<br />3/19/18 3/19/18 765,000 06538CCK5 BANK OF TOKYO MITSUBISHI UFJ COMM PAPER 3/19/18 765,000.00 0.00 0.00%
<br /> 1,265,000 1,265,000.00 0.00Total MATURITY
<br />SELL
<br />1/3/18 1/4/18 3,000,000 3134G9AW7 FHLMC NOTES (EX-CALLABLE)4/26/19 2,977,326.67 1.90% (29,190.00)1.15%
<br />1/23/18 1/29/18 550,000 912828F62 US TREASURY NOTES 10/31/19 547,152.66 2.02% (9,766.50)1.50%
<br />2/7/18 2/8/18 715,000 3135G0T29 FNMA NOTES 2/28/20 709,885.36 2.19% (9,565.55)1.50%
<br />2/7/18 2/8/18 565,000 3135G0T29 FNMA NOTES 2/28/20 560,958.37 2.19% (5,890.05)1.50%
<br />2/20/18 2/22/18 2,100,000 3135G0T29 FNMA NOTES 2/28/20 2,082,549.00 2.29% (25,678.40)1.50%
<br />2/22/18 2/27/18 700,000 912828Q37 US TREASURY NOTES 3/31/21 678,668.27 2.45% (9,535.28)1.25%
<br />3/1/18 3/5/18 3,000,000 3133EGFX8 FFCB NOTES (CALLABLE)9/20/18 2,998,017.50 2.00% (15,870.00)1.01%
<br />3/1/18 3/5/18 505,000 912828D23 US TREASURY NOTES 4/30/19 505,150.84 2.09% (6,560.73)1.62%
<br />3/2/18 3/6/18 240,000 3130AAE46 FHLB NOTES 1/16/19 238,671.87 2.11% (1,740.52)1.25%
<br />3/2/18 3/6/18 590,000 166764BS8 CHEVRON CORP NOTES 2/28/19 586,043.85 2.42% (4,177.20)1.68%
<br />3/2/18 3/6/18 1,300,000 3137EADG1 FREDDIE MAC NOTES 5/30/19 1,299,748.67 2.15% (11,638.34)1.75%
<br />3/9/18 3/16/18 925,000 912828F62 US TREASURY NOTES 10/31/19 919,192.20 2.25% (18,618.69)1.50%
<br />3/9/18 3/16/18 1,200,000 912828F62 US TREASURY NOTES 10/31/19 1,192,465.56 2.25% (14,589.42)1.50%
<br /> 15,390,000 15,295,830.82 -162,820.68Total SELL
<br /> PFM Asset Management LLC 25 6.1.B. - Page 31
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