|
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 09/02/2014 2.000% 08/31/2021
<br /> 3,016,641.00 3,007,702.23 5,217.39 3,008,203.13 12/05/1612/01/16AaaAA+ 3,000,000.00 912828D72 1.94
<br />US TREASURY NOTES
<br />DTD 10/31/2016 1.250% 10/31/2021
<br /> 1,943,984.00 1,937,109.94 10,497.24 1,936,015.63 03/02/1703/01/17AaaAA+ 2,000,000.00 912828T67 1.97
<br />US TREASURY NOTES
<br />DTD 10/31/2014 2.000% 10/31/2021
<br /> 3,013,710.00 3,006,388.11 25,193.37 3,006,679.69 01/05/1701/03/17AaaAA+ 3,000,000.00 912828F96 1.95
<br />US TREASURY NOTES
<br />DTD 02/02/2015 1.500% 01/31/2022
<br /> 1,960,624.00 1,954,189.50 4,972.38 1,953,437.50 03/02/1703/01/17AaaAA+ 2,000,000.00 912828H86 2.00
<br />US TREASURY N/B NOTES
<br />DTD 03/02/2015 1.750% 02/28/2022
<br /> 2,973,516.00 2,945,122.05 4,565.22 2,944,687.50 03/17/1703/15/17AaaAA+ 3,000,000.00 912828J43 2.14
<br /> 170,653.14 49,204,362.07 49,656,882.81 1.38 49,759,218.97 49,185,000.00 Security Type Sub-Total
<br />Federal Agency Bond / Note
<br />FHLMC NOTES (CALLABLE)
<br />DTD 02/25/2016 0.800% 08/25/2017
<br /> 599,659.80 600,000.00 480.00 600,000.00 02/25/1602/25/16AaaAA+ 600,000.00 3134G8L49 0.80
<br />FNMA NOTES (EX-CALLABLE)
<br />DTD 09/20/2012 1.000% 09/20/2017
<br /> 1,000,058.00 999,897.09 305.56 999,380.00 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 /> 1,318,565.16 1,320,000.00 4,235.00 1,320,000.00 10/27/1510/27/15AaaAA+ 1,320,000.00 3134G7V24 0.75
<br />FHLMC NOTES (CALLABLE)
<br />DTD 11/24/2015 0.850% 11/24/2017
<br /> 2,995,566.00 3,000,000.00 8,995.83 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 /> 2,995,566.00 3,000,000.00 8,995.83 3,000,000.00 11/24/1511/24/15AaaAA+ 3,000,000.00 3134G74Q1 0.85
<br />FHLMC NOTES (CALLABLE)
<br />DTD 10/30/2015 0.850% 01/26/2018
<br /> 2,989,926.00 3,000,000.00 4,604.17 3,000,000.00 10/30/1510/30/15AaaAA+ 3,000,000.00 3134G76P1 0.85
<br />FHLMC NOTES (CALLABLE)
<br />DTD 02/26/2016 1.050% 02/26/2018
<br /> 2,997,942.00 3,000,000.00 3,062.50 3,000,000.00 02/26/1602/26/16AaaAA+ 3,000,000.00 3134G8M71 1.05
<br />FREDDIE MAC GLOBAL NOTES
<br />DTD 01/17/2013 0.875% 03/07/2018
<br /> 2,993,214.00 2,998,607.79 1,750.00 2,996,304.90 09/09/1509/09/15AaaAA+ 3,000,000.00 3137EADP1 0.93
<br />206.1.A. - Page 34
|