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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 03/31/2016 1.250% 03/31/2021
<br /> 2,950,314.00 2,920,386.27 9,426.23 2,914,453.13 03/17/1703/15/17AaaAA+ 3,000,000.00 912828Q37 1.99
<br />US TREASURY NOTES
<br />DTD 05/02/2016 1.375% 04/30/2021
<br /> 2,961,681.00 2,956,275.15 6,949.73 2,953,828.13 04/11/1704/10/17AaaAA+ 3,000,000.00 912828Q78 1.77
<br />US TREASURY NOTES
<br />DTD 09/02/2014 2.000% 08/31/2021
<br /> 3,026,367.00 3,007,287.42 20,054.35 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 /> 1,953,594.00 1,940,392.96 4,211.96 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 /> 3,024,024.00 3,006,063.36 10,108.70 3,006,679.69 01/05/1701/03/17AaaAA+ 3,000,000.00 912828F96 1.95
<br />US TREASURY NOTES
<br />DTD 10/31/2014 2.000% 10/31/2021
<br /> 3,024,024.00 3,017,716.08 10,108.70 3,018,632.81 04/05/1704/03/17AaaAA+ 3,000,000.00 912828F96 1.86
<br />US TREASURY NOTES
<br />DTD 02/02/2015 1.500% 01/31/2022
<br /> 1,969,688.00 1,956,470.54 12,513.81 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 /> 2,987,226.00 2,947,758.39 17,547.55 2,944,687.50 03/17/1703/15/17AaaAA+ 3,000,000.00 912828J43 2.14
<br /> 220,866.20 58,483,845.56 58,804,796.85 1.44 58,944,804.91 58,385,000.00 Security Type Sub-Total
<br />Federal Agency Bond / Note
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 05/25/2016 1.000% 05/25/2018
<br /> 2,992,140.00 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 /> 3,001,389.00 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 /> 2,982,801.00 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 (EX-CALLABLE)
<br />DTD 06/28/2016 1.000% 12/28/2018
<br /> 2,978,685.00 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 /> 1,995,932.00 1,999,936.46 11,458.33 1,999,920.00 12/08/1612/07/16AaaAA+ 2,000,000.00 3130AAE46 1.25
<br />216.1.C. - Page 35
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