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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 />Federal Agency Bond / Note
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 10/30/2015 0.720% 10/27/2017
<br /> 2,998,113.00 3,000,000.00 9,240.00 3,000,000.00 10/30/1510/30/15AaaAA+ 3,000,000.00 3134G73X7 0.72
<br />FFCB NOTES
<br />DTD 11/06/2014 1.000% 11/06/2017
<br /> 3,007,485.00 2,999,030.70 12,083.33 2,997,375.00 11/06/1411/06/14AaaAA+ 3,000,000.00 3133EEAU4 1.03
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 11/16/2015 0.750% 11/16/2017
<br /> 3,001,317.00 3,000,000.00 8,437.50 3,000,000.00 11/16/1511/16/15AaaAA+ 3,000,000.00 3134G73L3 0.75
<br />FHLMC NOTES (CALLABLE)
<br />DTD 11/24/2015 0.850% 11/24/2017 11/24/16
<br /> 3,000,507.00 3,000,000.00 8,995.83 3,000,000.00 11/24/1511/24/15AaaAA+ 3,000,000.00 3134G74Q1 0.85
<br />FHLMC NOTES (CALLABLE)
<br />DTD 11/24/2015 0.850% 11/24/2017 11/24/16
<br /> 3,000,507.00 3,000,000.00 8,995.83 3,000,000.00 11/24/1511/24/15AaaAA+ 3,000,000.00 3134G74Q1 0.85
<br />FHLMC NOTES (CALLABLE)
<br />DTD 06/30/2015 1.025% 12/01/2017 12/1/16
<br /> 3,002,334.00 2,999,793.63 10,250.00 2,999,580.00 06/30/1506/30/15AaaAA+ 3,000,000.00 3134G7BU4 1.03
<br />FHLB NOTES (CALLABLE)
<br />DTD 12/29/2015 1.010% 12/29/2017 12/29/16
<br /> 3,002,403.00 3,000,000.00 7,743.33 3,000,000.00 12/29/1512/29/15AaaAA+ 3,000,000.00 3130A6UK1 1.01
<br />FHLMC NOTES
<br />DTD 11/21/2012 0.750% 01/12/2018
<br /> 2,999,115.00 2,998,077.03 4,937.50 2,996,550.00 09/23/1509/23/15AaaAA+ 3,000,000.00 3137EADN6 0.80
<br />FHLMC NOTES (CALLABLE)
<br />DTD 10/30/2015 0.850% 01/26/2018 10/26/16
<br /> 2,998,470.00 3,000,000.00 4,604.17 3,000,000.00 10/30/1510/30/15AaaAA+ 3,000,000.00 3134G76P1 0.85
<br />FNMA NOTES (CALLABLE)
<br />DTD 02/13/2015 1.000% 02/13/2018 2/13/17
<br /> 3,002,895.00 3,000,000.00 4,000.00 3,000,000.00 02/13/1502/13/15AaaAA+ 3,000,000.00 3136G2D87 1.00
<br />FHLMC NOTES (CALLABLE)
<br />DTD 02/26/2016 1.050% 02/26/2018 11/26/16
<br /> 3,000,255.00 3,000,000.00 3,062.50 3,000,000.00 02/26/1602/26/16AaaAA+ 3,000,000.00 3134G8M71 1.05
<br />FHLMC NOTES (CALLABLE, STEP)
<br />DTD 02/26/2016 0.750% 02/26/2018 11/26/16
<br /> 2,999,514.00 3,000,000.00 2,187.50 3,000,000.00 02/26/1602/26/16AaaAA+ 3,000,000.00 3134G8M89 1.12
<br />FREDDIE MAC GLOBAL NOTES
<br />DTD 01/17/2013 0.875% 03/07/2018
<br /> 3,002,352.00 2,997,866.76 1,750.00 2,996,304.90 09/09/1509/09/15AaaAA+ 3,000,000.00 3137EADP1 0.93
<br />FHLB NOTES (CALLABLE)
<br />DTD 03/29/2016 1.000% 03/29/2018 3/29/17
<br /> 3,001,800.00 3,000,000.00 166.67 3,000,000.00 03/29/1603/29/16AaaAA+ 3,000,000.00 3130A7H73 1.00
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