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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 />Federal Agency Bond / Note
<br />FHLMC NOTES (EX-CALLABLE)
<br />DTD 04/26/2016 1.150% 04/26/2019
<br /> 2,981,454.00 3,000,000.00 14,854.17 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 /> 2,983,158.00 3,000,000.00 12,700.00 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 /> 2,976,840.00 3,000,000.00 11,906.25 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 /> 2,008,690.00 2,011,010.58 11,763.89 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 /> 2,976,735.00 3,000,000.00 10,800.00 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 /> 2,978,163.00 3,000,000.00 9,300.00 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 /> 4,968,940.00 5,000,000.00 16,145.83 5,000,000.00 06/28/1606/28/16AaaAA+ 5,000,000.00 3135G0K93 1.25
<br />FREDDIE MAC NOTES
<br />DTD 07/19/2017 1.375% 08/15/2019
<br /> 2,313,033.04 2,316,917.60 6,380.00 2,316,589.60 07/19/1707/18/17AaaAA+ 2,320,000.00 3137EAEH8 1.45
<br />FANNIE MAE GLOBAL NOTES
<br />DTD 10/25/2016 1.000% 10/24/2019
<br /> 1,482,688.50 1,485,232.58 6,541.67 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 /> 2,992,095.00 2,999,868.21 9,250.00 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 /> 1,491,444.89 1,494,228.57 2,055.63 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 /> 2,992,866.00 2,988,101.61 4,125.00 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 /> 2,171,079.37 2,178,620.70 13,436.23 2,177,527.30 04/20/1704/19/17AaaAA+ 2,185,000.00 3137EAEF2 1.49
<br />FHLMC AGENCY NOTES
<br />DTD 04/20/2017 1.375% 04/20/2020
<br /> 3,219,357.96 3,223,490.13 19,923.75 3,221,856.00 06/29/1706/27/17AaaAA+ 3,240,000.00 3137EAEF2 1.58
<br />246.1.A. - Page 31
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