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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 REFERENCE NOTE
<br />DTD 04/07/2016 0.750% 04/09/2018
<br /> 2,997,288.00 2,997,730.59 10,875.00 2,997,180.00 05/18/1605/18/16AaaAA+ 3,000,000.00 3137EAEA3 0.80
<br />FHLMC NOTES (CALLABLE)
<br />DTD 04/11/2016 1.050% 04/11/2018 1/11/17
<br /> 3,001,500.00 3,000,000.00 14,875.00 3,000,000.00 04/11/1604/11/16AaaAA+ 3,000,000.00 3134G8UD9 1.05
<br />FHLMC NOTES (CALLABLE)
<br />DTD 05/25/2016 1.000% 05/25/2018 5/25/17
<br /> 3,003,249.00 3,000,000.00 10,500.00 3,000,000.00 05/25/1605/25/16AaaAA+ 3,000,000.00 3134G9HC4 1.00
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 09/18/2015 1.300% 09/18/2018
<br /> 3,051,537.00 3,000,000.00 1,408.33 3,000,000.00 09/18/1509/18/15AaaAA+ 3,000,000.00 3134G7TZ4 1.30
<br />FFCB NOTES (CALLABLE)
<br />DTD 06/20/2016 1.010% 09/20/2018
<br /> 2,999,565.00 3,000,000.00 925.83 3,000,000.00 06/20/1606/20/16AaaAA+ 3,000,000.00 3133EGFX8 1.01
<br />FHLMC NOTES (CALLABLE)
<br />DTD 04/29/2016 1.125% 10/29/2018 10/29/16
<br /> 3,000,162.00 3,000,000.00 14,250.00 3,000,000.00 04/29/1604/29/16AaaAA+ 3,000,000.00 3134G9BJ5 1.13
<br />FHLMC NOTES (CALLABLE)
<br />DTD 06/28/2016 1.000% 12/28/2018 6/28/17
<br /> 2,993,958.00 3,000,000.00 7,750.00 3,000,000.00 06/28/1606/28/16AaaAA+ 3,000,000.00 3134G9ZR1 1.00
<br />FHLMC NOTES (CALLABLE)
<br />DTD 04/26/2016 1.150% 04/26/2019 4/26/17
<br /> 3,000,768.00 3,000,000.00 14,854.17 3,000,000.00 04/26/1604/26/16AaaAA+ 3,000,000.00 3134G9AW7 1.15
<br />FHLMC NOTES (CALLABLE)
<br />DTD 04/29/2016 1.300% 04/29/2019 10/29/16
<br /> 3,000,066.00 3,000,000.00 16,466.67 3,000,000.00 04/29/1604/29/16AaaAA+ 3,000,000.00 3134G8ZM4 1.30
<br />FNMA NOTES (CALLABLE)
<br />DTD 05/24/2016 1.200% 05/24/2019 5/24/17
<br /> 3,002,373.00 3,000,000.00 12,700.00 3,000,000.00 05/24/1605/24/16AaaAA+ 3,000,000.00 3136G3MC6 1.20
<br />FHLMC NOTES (CALLABLE)
<br />DTD 05/27/2016 1.125% 05/24/2019 5/24/17
<br /> 3,003,072.00 3,000,000.00 11,625.00 3,000,000.00 05/27/1605/27/16AaaAA+ 3,000,000.00 3134G9MA2 1.13
<br />FHLB NOTES (CALLABLE)
<br />DTD 06/13/2016 1.200% 06/13/2019 12/13/16
<br /> 2,999,400.00 3,000,000.00 10,800.00 3,000,000.00 06/14/1606/14/16AaaAA+ 3,000,000.00 3130A8EK5 1.20
<br />FNMA NOTES (CALLABLE)
<br />DTD 06/28/2016 1.200% 06/28/2019 12/28/16
<br /> 2,996,823.00 3,000,000.00 9,300.00 3,000,000.00 06/28/1606/28/16AaaAA+ 3,000,000.00 3136G3TD7 1.20
<br />FNMA NOTES (CALLABLE)
<br />DTD 06/28/2016 1.250% 06/28/2019 12/28/16
<br /> 5,000,075.00 5,000,000.00 16,145.83 5,000,000.00 06/28/1606/28/16AaaAA+ 5,000,000.00 3135G0K93 1.25
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