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For the Month Ending September 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 /> 631,771.56 636,613.41 4,284.17 640,409.77 10/31/1610/28/16AaaAA+ 630,000.00 912828D23 0.95
<br />US TREASURY NOTES
<br />DTD 09/30/2014 1.750% 09/30/2019
<br /> 2,964,865.05 2,993,631.92 141.83 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 /> 1,475,000.00 1,490,492.52 9,258.83 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 /> 2,000,000.00 2,000,622.78 12,554.35 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 /> 2,900,838.96 2,939,234.22 6,149.46 2,947,831.25 09/09/1609/08/16AaaAA+ 2,920,000.00 912828H52 0.96
<br />US TREASURY NOTES
<br />DTD 09/03/2013 2.125% 08/31/2020
<br /> 2,941,574.40 2,981,599.30 5,277.28 3,010,335.94 09/13/1609/12/16AaaAA+ 2,900,000.00 912828VV9 1.14
<br />US TREASURY NOTES
<br />DTD 12/02/2013 2.000% 11/30/2020
<br /> 1,454,568.48 1,475,870.54 9,678.69 1,485,787.50 11/08/1611/07/16AaaAA+ 1,440,000.00 912828A42 1.20
<br />US TREASURY NOTES
<br />DTD 12/02/2013 2.000% 11/30/2020
<br /> 2,919,238.13 2,970,718.10 19,424.59 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 /> 3,206,000.00 3,212,191.46 14,152.17 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 /> 2,897,577.83 2,956,213.08 4,915.47 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 /> 3,028,827.00 3,085,172.34 5,138.12 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 1,958,806.75 116.83 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 /> 2,951,367.00 2,925,530.85 103.02 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 /> 2,962,032.00 2,959,037.19 17,262.23 2,953,828.13 04/11/1704/10/17AaaAA+ 3,000,000.00 912828Q78 1.77
<br />226.1.A. - Page 29
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