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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 09/02/2014 2.000% 08/31/2021
<br /> 3,023,907.00 3,006,864.30 5,138.12 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 /> 1,955,312.00 1,943,694.86 10,461.96 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 /> 3,021,564.00 3,005,727.33 25,108.70 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 /> 3,021,564.00 3,016,732.38 25,108.70 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 /> 1,970,078.00 1,958,761.12 5,054.35 1,953,437.50 03/02/1703/01/17AaaAA+ 2,000,000.00 912828H86 2.00
<br />US TREASURY NOTES
<br />DTD 01/31/2017 1.875% 01/31/2022
<br /> 2,626,333.50 2,622,373.14 8,292.29 2,622,231.45 07/11/1707/06/17AaaAA+ 2,625,000.00 912828V72 1.90
<br />US TREASURY NOTES
<br />DTD 03/02/2015 1.750% 02/28/2022
<br /> 2,985,234.00 2,950,445.64 4,495.86 2,944,687.50 03/17/1703/15/17AaaAA+ 3,000,000.00 912828J43 2.14
<br />US TREASURY NOTES
<br />DTD 07/31/2015 2.000% 07/31/2022
<br /> 3,237,471.08 3,265,023.48 10,866.85 3,265,690.43 08/31/1708/30/17AaaAA+ 3,225,000.00 912828XQ8 1.73
<br /> 202,983.87 56,098,641.25 56,355,356.71 1.54 56,500,190.85 56,015,000.00 Security Type Sub-Total
<br />Federal Agency Bond / Note
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 09/18/2015 1.300% 09/18/2018
<br /> 999,411.00 1,000,000.00 469.44 1,000,000.00 09/18/1509/18/15AaaAA+ 1,000,000.00 3134G7TZ4 1.30
<br />FFCB NOTES (CALLABLE)
<br />DTD 06/20/2016 1.010% 09/20/2018
<br /> 2,987,655.00 3,000,000.00 925.83 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 /> 2,981,739.00 3,000,000.00 7,750.00 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 /> 1,995,126.00 1,999,946.70 5,208.33 1,999,920.00 12/08/1612/07/16AaaAA+ 2,000,000.00 3130AAE46 1.25
<br />FEDERAL HOME LOAN BANK AGENCY
<br />DTD 03/10/2017 1.375% 03/18/2019
<br /> 2,996,034.00 2,994,943.80 1,489.58 2,993,040.00 03/10/1703/09/17AaaAA+ 3,000,000.00 3130AAXX1 1.49
<br />236.1.A. - Page 30
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