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For the Month Ending March 31, 2017Managed 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 /> 2,970,396.30 2,990,635.07 20,128.45 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 /> 2,976,387.75 3,004,419.89 141.05 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 /> 1,477,995.73 1,494,156.65 9,290.06 1,497,067.38 11/08/1611/07/16AaaAA+ 1,475,000.00 912828F62 0.99
<br />US TREASURY NOTES
<br />DTD 10/31/2014 1.500% 10/31/2019
<br /> 2,004,062.00 2,000,763.22 12,596.69 2,000,781.25 03/02/1703/01/17AaaAA+ 2,000,000.00 912828F62 1.48
<br />US TREASURY NOTES
<br />DTD 02/02/2015 1.250% 01/31/2020
<br /> 2,901,180.60 2,943,325.87 6,049.72 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 /> 2,926,478.90 2,979,423.04 13,572.08 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 /> 2,936,416.01 2,984,097.18 13,618.17 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 /> 2,945,651.80 2,995,293.74 5,358.70 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 /> 1,454,736.96 1,481,427.01 9,652.75 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 /> 2,919,576.26 2,983,243.48 19,372.53 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 /> 2,895,112.50 2,968,537.09 4,991.30 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 /> 3,026,250.00 3,097,336.05 5,217.39 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 /> 1,923,517.26 1,968,414.21 116.19 1,979,258.20 09/06/1609/02/16AaaAA+ 1,890,000.00 912828C57 1.18
<br />US TREASURY NOTES
<br />DTD 03/31/2016 1.250% 03/31/2021
<br /> 2,938,125.00 2,915,298.48 102.46 2,914,453.13 03/17/1703/15/17AaaAA+ 3,000,000.00 912828Q37 1.99
<br />196.1.A. - Page 33
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