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For the Month Ending June 30, 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 /> 2,962,791.20 2,985,818.66 8,076.43 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 /> 2,971,204.60 2,999,055.70 12,976.78 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 /> 1,476,958.80 1,492,331.28 3,727.58 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 /> 2,002,656.00 2,000,696.26 5,054.35 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 /> 2,902,091.64 2,941,283.21 15,225.14 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 /> 2,930,849.28 2,976,749.01 3,429.80 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 /> 2,940,801.23 2,981,838.85 3,441.44 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 /> 2,946,672.60 2,988,509.65 20,597.49 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 /> 1,456,931.52 1,478,664.40 2,439.34 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 /> 2,923,980.62 2,977,015.01 4,895.63 2,998,149.22 08/25/1608/24/16AaaAA+ 2,890,000.00 912828A42 1.10
<br />US TREASURY N/B
<br />DTD 12/31/2015 1.750% 12/31/2020
<br /> 3,209,126.40 3,213,105.63 152.17 3,213,125.00 06/29/1706/27/17AaaAA+ 3,200,000.00 912828N48 1.63
<br />US TREASURY NOTES
<br />DTD 02/28/2014 2.000% 02/28/2021
<br /> 2,902,063.64 2,962,431.68 19,185.33 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 /> 3,033,516.00 3,091,310.31 20,054.35 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 /> 1,927,284.03 1,963,637.03 10,689.34 1,979,258.20 09/06/1609/02/16AaaAA+ 1,890,000.00 912828C57 1.18
<br />206.1.C. - Page 34
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