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For the Month Ending December 31, 2016Managed Account Detail of Securities Held
<br />Dated Date/Coupon/Maturity CUSIP Rating Rating Date Date Cost at Cost Interest Cost Value
<br />REDWOOD CITY
<br />Security Type/Description S&P Moody's Original YTM Accrued Amortized MarketTrade Settle
<br />Par
<br />U.S. Treasury Bond / Note
<br />US TREASURY NOTES
<br />DTD 04/30/2014 1.625% 04/30/2019
<br /> 2,973,045.40 2,995,436.49 8,210.29 2,998,744.14 10/31/1610/28/16AaaAA+ 2,950,000.00 912828D23 0.95
<br />US TREASURY NOTES
<br />DTD 09/30/2014 1.750% 09/30/2019
<br /> 2,979,039.80 3,009,724.58 13,189.90 3,013,378.91 10/31/1610/28/16AaaAA+ 2,950,000.00 912828F39 1.00
<br />US TREASURY NOTES
<br />DTD 10/31/2014 1.500% 10/31/2019
<br /> 1,478,572.45 1,495,975.86 3,789.36 1,497,067.38 11/08/1611/07/16AaaAA+ 1,475,000.00 912828F62 0.99
<br />US TREASURY NOTES
<br />DTD 02/02/2015 1.250% 01/31/2020
<br /> 2,898,555.52 2,945,330.71 15,274.46 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 /> 2,926,364.04 2,982,068.16 3,559.89 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 /> 2,936,300.76 2,986,330.86 3,571.98 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 /> 2,946,898.80 3,002,048.88 20,938.88 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 /> 1,454,906.88 1,484,158.82 2,531.87 1,485,787.50 11/08/1611/07/16AaaAA+ 1,440,000.00 912828A42 1.20
<br />US TREASURY NOTE
<br />DTD 12/02/2013 2.000% 11/30/2020
<br /> 2,919,917.28 2,989,403.52 5,081.32 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 /> 2,892,871.03 2,974,615.92 19,503.31 2,980,988.28 09/29/1609/28/16AaaAA+ 2,870,000.00 912828B90 1.10
<br />US TREASURY NOTES
<br />DTD 02/28/2014 2.000% 02/28/2021
<br /> 3,023,907.00 3,103,333.74 20,386.74 3,109,218.75 10/05/1610/03/16AaaAA+ 3,000,000.00 912828B90 1.15
<br />US TREASURY NOTES
<br />DTD 03/31/2014 2.250% 03/31/2021
<br /> 1,924,182.54 1,973,136.92 10,864.90 1,979,258.20 09/06/1609/02/16AaaAA+ 1,890,000.00 912828C57 1.18
<br />US TREASURY NOTES
<br />DTD 09/02/2014 2.000% 08/31/2021
<br /> 3,011,952.00 3,008,090.34 20,386.74 3,008,203.13 12/05/1612/01/16AaaAA+ 3,000,000.00 912828D72 1.94
<br /> 147,289.64 34,366,513.50 34,949,654.80 1.14 35,003,164.27 34,185,000.00 Security Type Sub-Total
<br />146.1.A. - Page 22
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