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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 />Federal Agency Bond / Note
<br />FHLMC NOTES (CALLABLE)
<br />DTD 02/25/2016 0.800% 08/25/2017
<br /> 2,997,987.00 3,000,000.00 8,400.00 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 /> 1,000,880.00 999,842.54 2,805.56 999,380.00 11/14/1411/14/14AaaAA+ 1,000,000.00 3135G0PP2 1.02
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 10/27/2015 0.750% 10/27/2017
<br /> 2,995,491.00 3,000,000.00 4,000.00 3,000,000.00 10/27/1510/27/15AaaAA+ 3,000,000.00 3134G7V24 0.75
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 10/30/2015 0.720% 10/27/2017
<br /> 2,998,254.00 3,000,000.00 3,840.00 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 /> 3,001,290.00 2,999,250.72 4,583.33 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 /> 2,997,576.00 3,000,000.00 2,812.50 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
<br /> 2,997,219.00 3,000,000.00 2,620.83 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
<br /> 2,997,219.00 3,000,000.00 2,620.83 3,000,000.00 11/24/1511/24/15AaaAA+ 3,000,000.00 3134G74Q1 0.85
<br />FHLB NOTES (EX-CALLABLE)
<br />DTD 12/29/2015 1.010% 12/29/2017
<br /> 3,000,465.00 3,000,000.00 168.33 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 /> 2,993,886.00 2,998,450.68 10,562.50 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
<br /> 2,986,206.00 3,000,000.00 10,979.17 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
<br /> 2,995,065.00 3,000,000.00 11,500.00 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
<br /> 2,998,173.00 3,000,000.00 10,937.50 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
<br /> 2,997,609.00 3,000,000.00 7,812.50 3,000,000.00 02/26/1602/26/16AaaAA+ 3,000,000.00 3134G8M89 1.12
<br />156.1.A. - Page 23
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