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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 />FREDDIE MAC GLOBAL NOTES
<br />DTD 01/17/2013 0.875% 03/07/2018
<br /> 2,996,109.00 2,998,237.05 8,312.50 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
<br /> 2,990,412.00 3,000,000.00 7,666.67 3,000,000.00 03/29/1603/29/16AaaAA+ 3,000,000.00 3130A7H73 1.00
<br />FHLMC REFERENCE NOTE
<br />DTD 04/07/2016 0.750% 04/09/2018
<br /> 2,988,930.00 2,998,101.69 5,125.00 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
<br /> 3,000,000.00 3,000,000.00 7,000.00 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
<br /> 2,989,476.00 3,000,000.00 3,000.00 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 /> 3,017,799.00 3,000,000.00 11,158.33 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 /> 2,980,050.00 3,000,000.00 8,500.83 3,000,000.00 06/20/1606/20/16AaaAA+ 3,000,000.00 3133EGFX8 1.01
<br />FHLMC NOTES (CALLABLE)
<br />DTD 06/28/2016 1.000% 12/28/2018
<br /> 2,982,684.00 3,000,000.00 250.00 3,000,000.00 06/28/1606/28/16AaaAA+ 3,000,000.00 3134G9ZR1 1.00
<br />FHLB NOTES
<br />DTD 12/08/2016 1.250% 01/16/2019
<br /> 1,999,302.00 1,999,920.00 1,597.22 1,999,920.00 12/08/1612/07/16AaaAA+ 2,000,000.00 3130AAE46 1.25
<br />FHLMC NOTES (CALLABLE)
<br />DTD 04/26/2016 1.150% 04/26/2019
<br /> 2,984,166.00 3,000,000.00 6,229.17 3,000,000.00 04/26/1604/26/16AaaAA+ 3,000,000.00 3134G9AW7 1.15
<br />FNMA NOTES (CALLABLE)
<br />DTD 05/24/2016 1.200% 05/24/2019
<br /> 2,971,818.00 3,000,000.00 3,700.00 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
<br /> 2,969,211.00 3,000,000.00 3,468.75 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
<br /> 2,970,393.00 3,000,000.00 1,800.00 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
<br /> 2,967,837.00 3,000,000.00 300.00 3,000,000.00 06/28/1606/28/16AaaAA+ 3,000,000.00 3136G3TD7 1.20
<br />166.1.A. - Page 24
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