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For the Month Ending September 30, 2016Managed Account Detail of Securities Held
<br />Dated Date/Coupon/Maturity/Call CUSIP RatingRatingDateDate Costat CostInterest Cost Value
<br />REDWOOD CITY
<br />Security Type/Description S&PMoody's OriginalYTMAccruedAmortized MarketTradeSettle
<br />Par
<br />U.S. Treasury Bond / Note
<br />US TREASURY NOTES
<br />DTD 02/02/2015 1.250% 01/31/2020
<br /> 2,946,919.48 2,947,348.69 6,149.46 2,947,831.25 09/09/1609/08/16AaaAA+ 2,920,000.00 912828H52 0.96
<br />US TREASURY NOTES
<br />DTD 05/31/2013 1.375% 05/31/2020
<br /> 2,981,927.36 2,984,745.63 13,608.56 2,984,803.52 09/29/1609/28/16AaaAA+ 2,945,000.00 912828VF4 1.00
<br />US TREASURY NOTES
<br />DTD 05/31/2013 1.375% 05/31/2020
<br /> 2,992,052.75 2,988,591.49 13,654.76 2,989,398.05 08/29/1608/26/16AaaAA+ 2,955,000.00 912828VF4 1.06
<br />US TREASURY NOTES
<br />DTD 09/03/2013 2.125% 08/31/2020
<br /> 3,017,247.00 3,008,979.88 5,277.28 3,010,335.94 09/13/1609/12/16AaaAA+ 2,900,000.00 912828VV9 1.14
<br />US TREASURY NOTE
<br />DTD 12/02/2013 2.000% 11/30/2020
<br /> 2,995,664.18 2,995,648.66 19,424.59 2,998,149.22 08/25/1608/24/16AaaAA+ 2,890,000.00 912828A42 1.10
<br />US TREASURY NOTES
<br />DTD 02/28/2014 2.000% 02/28/2021
<br /> 2,976,614.76 2,980,852.69 4,915.47 2,980,988.28 09/29/1609/28/16AaaAA+ 2,870,000.00 912828B90 1.10
<br />US TREASURY NOTES
<br />DTD 03/31/2014 2.250% 03/31/2021
<br /> 1,981,472.22 1,977,964.55 116.83 1,979,258.20 09/06/1609/02/16AaaAA+ 1,890,000.00 912828C57 1.18
<br /> 63,146.95 19,891,897.75 19,884,131.59 1.07 19,890,764.46 19,370,000.00 Security Type Sub-Total
<br />Federal Agency Bond / Note
<br />FFCB NOTES
<br />DTD 04/21/2015 0.600% 04/21/2017
<br /> 3,001,884.00 3,000,165.75 8,000.00 3,000,588.00 04/28/1504/28/15AaaAA+ 3,000,000.00 3133EEZR4 0.59
<br />FFCB NOTES
<br />DTD 06/05/2015 0.700% 06/05/2017
<br /> 1,499,910.00 1,500,000.00 3,383.33 1,500,000.00 06/05/1506/05/15AaaAA+ 1,500,000.00 3133EEU57 0.70
<br />FHLMC NOTES (CALLABLE)
<br />DTD 02/25/2016 0.800% 08/25/2017 11/25/16
<br /> 2,998,392.00 3,000,000.00 2,400.00 3,000,000.00 02/25/1602/25/16AaaAA+ 3,000,000.00 3134G8L49 0.80
<br />FNMA NOTES (EX-CALLABLE)
<br />DTD 09/20/2012 1.000% 09/20/2017
<br /> 3,007,764.00 2,999,364.03 916.67 2,998,140.00 11/14/1411/14/14AaaAA+ 3,000,000.00 3135G0PP2 1.02
<br />FFCB NOTES (CALLABLE)
<br />DTD 09/28/2015 0.810% 09/28/2017
<br /> 3,000,114.00 3,000,000.00 202.50 3,000,000.00 09/28/1509/28/15AaaAA+ 3,000,000.00 3133EFFH5 0.81
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 10/27/2015 0.750% 10/27/2017
<br /> 3,000,204.00 3,000,000.00 9,625.00 3,000,000.00 10/27/1510/27/15AaaAA+ 3,000,000.00 3134G7V24 0.75
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