|
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 />FNMA NOTES (CALLABLE)
<br />DTD 06/28/2016 1.250% 06/28/2019
<br /> 4,972,150.00 5,000,000.00 520.83 5,000,000.00 06/28/1606/28/16AaaAA+ 5,000,000.00 3135G0K93 1.25
<br />FANNIE MAE GLOBAL NOTES
<br />DTD 10/25/2016 1.000% 10/24/2019
<br /> 1,479,264.00 1,479,971.04 2,750.00 1,479,660.00 12/15/1612/14/16AaaAA+ 1,500,000.00 3135G0R39 1.49
<br /> 155,022.35 87,216,921.00 87,473,773.72 1.01 87,466,369.90 87,500,000.00 Security Type Sub-Total
<br />Corporate Note
<br />JPMORGAN CHASE & CO NOTES
<br />DTD 12/20/2007 6.000% 01/15/2018
<br /> 2,503,500.00 2,513,777.33 66,400.00 2,549,952.00 08/31/1608/26/16A3A- 2,400,000.00 46625HGY0 1.39
<br />WACHOVIA CORP NOTES
<br />DTD 01/31/2008 5.750% 02/01/2018
<br /> 2,502,228.00 2,515,848.36 57,500.00 2,550,888.00 09/02/1608/30/16A2A 2,400,000.00 92976WBH8 1.25
<br /> 123,900.00 5,005,728.00 5,029,625.69 1.32 5,100,840.00 4,800,000.00 Security Type Sub-Total
<br />Commercial Paper
<br />BANK OF TOKYO MITSUBISHI COMM PAPER
<br /> -- 0.000% 03/13/2017
<br /> 499,129.00 498,777.22 0.00 496,917.22 09/15/1609/14/16P-1A-1 500,000.00 06538BQD8 1.25
<br />CREDIT AGRICOLE CIB NY COMM PAPER
<br /> -- 0.000% 03/14/2017
<br /> 499,083.00 498,790.00 0.00 496,975.00 09/15/1609/14/16P-1A-1 500,000.00 22533TQE9 1.22
<br />BNP PARIBAS NY BRANCH COMM PAPER
<br /> -- 0.000% 06/06/2017
<br /> 497,417.00 497,053.34 0.00 494,956.67 09/12/1609/09/16P-1A-1 500,000.00 09659BT67 1.37
<br /> 0.00 1,495,629.00 1,494,620.56 1.28 1,488,848.89 1,500,000.00 Security Type Sub-Total
<br /> 127,985,000.00 129,059,223.06 1.06 426,211.99 128,947,674.77 128,084,791.50 Managed Account Sub-Total
<br />$127,985,000.00 $129,059,223.06 $426,211.99 $128,947,674.77 $128,084,791.50 1.06%
<br />$128,511,003.49
<br />$426,211.99
<br />Total Investments
<br />Accrued Interest
<br />Securities Sub-Total
<br />176.1.A. - Page 25
|