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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 />Federal Agency Bond / Note
<br />FEDERAL HOME LOAN BANK AGENCY
<br />DTD 03/10/2017 1.375% 03/18/2019
<br /> 2,998,686.00 2,994,090.96 12,718.75 2,993,040.00 03/10/1703/09/17AaaAA+ 3,000,000.00 3130AAXX1 1.49
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 04/26/2016 1.150% 04/26/2019
<br /> 2,982,558.00 3,000,000.00 6,229.17 3,000,000.00 04/26/1604/26/16AaaAA+ 3,000,000.00 3134G9AW7 1.15
<br />FNMA NOTES (EX-CALLABLE)
<br />DTD 05/24/2016 1.200% 05/24/2019
<br /> 2,971,275.00 3,000,000.00 3,700.00 3,000,000.00 05/24/1605/24/16AaaAA+ 3,000,000.00 3136G3MC6 1.20
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 05/27/2016 1.125% 05/24/2019
<br /> 2,970,303.00 3,000,000.00 3,468.75 3,000,000.00 05/27/1605/27/16AaaAA+ 3,000,000.00 3134G9MA2 1.13
<br />FREDDIE MAC NOTES
<br />DTD 04/16/2012 1.750% 05/30/2019
<br /> 2,013,480.00 2,012,644.02 3,013.89 2,014,780.00 03/02/1703/01/17AaaAA+ 2,000,000.00 3137EADG1 1.41
<br />FHLB NOTES (CALLABLE)
<br />DTD 06/13/2016 1.200% 06/13/2019
<br /> 2,977,578.00 3,000,000.00 1,800.00 3,000,000.00 06/14/1606/14/16AaaAA+ 3,000,000.00 3130A8EK5 1.20
<br />FNMA NOTES (CALLABLE)
<br />DTD 06/28/2016 1.200% 06/28/2019
<br /> 2,976,204.00 3,000,000.00 300.00 3,000,000.00 06/28/1606/28/16AaaAA+ 3,000,000.00 3136G3TD7 1.20
<br />FNMA NOTES (CALLABLE)
<br />DTD 06/28/2016 1.250% 06/28/2019
<br /> 4,973,745.00 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 /> 1,483,381.50 1,483,475.66 2,791.67 1,479,660.00 12/15/1612/14/16AaaAA+ 1,500,000.00 3135G0R39 1.49
<br />FREDDIE MAC AGENCY NOTE
<br />DTD 01/17/2017 1.500% 01/17/2020
<br /> 2,997,480.00 2,999,850.84 20,500.00 2,999,820.00 04/05/1704/03/17AaaAA+ 3,000,000.00 3137EAEE5 1.50
<br />FNMA NOTES
<br />DTD 02/28/2017 1.500% 02/28/2020
<br /> 1,491,081.61 1,494,150.11 7,661.88 1,494,043.20 02/28/1702/24/17AaaAA+ 1,495,000.00 3135G0T29 1.52
<br />FNMA NOTES
<br />DTD 02/28/2017 1.500% 02/28/2020
<br /> 2,992,137.00 2,986,907.85 15,375.00 2,985,300.00 03/02/1703/01/17AaaAA+ 3,000,000.00 3135G0T29 1.67
<br />FHLMC AGENCY NOTES
<br />DTD 04/20/2017 1.375% 04/20/2020
<br /> 2,982,255.00 2,990,402.04 8,135.42 2,989,740.00 04/20/1704/19/17AaaAA+ 3,000,000.00 3137EAEF2 1.49
<br />FHLMC AGENCY NOTES
<br />DTD 04/20/2017 1.375% 04/20/2020
<br /> 3,220,835.40 3,221,891.51 8,786.25 3,221,856.00 06/29/1706/27/17AaaAA+ 3,240,000.00 3137EAEF2 1.58
<br />226.1.C. - Page 36
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