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MINUTES - 09132011 - C.147
RECOMMENDATION(S): ACCEPT the Treasurer’s Investment Report as of June 30, 2011, as recommended by the Treasurer-Tax Collector. FISCAL IMPACT: None. BACKGROUND: Government Code Section 53646 requires the County Treasurer to prepare quarterly reports to the Board of Supervisors describing County investments including type, cost, par value, and market value. Attached please find the report covering the period April 1, 2011 through June 30, 2011. CONSEQUENCE OF NEGATIVE ACTION: The Treasurer-Tax Collector's Office will not be in compliance with Government Code Section 53646. CHILDREN'S IMPACT STATEMENT: APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 09/13/2011 APPROVED AS RECOMMENDED OTHER Clerks Notes: VOTE OF SUPERVISORS AYE:John Gioia, District I Supervisor Gayle B. Uilkema, District II Supervisor Mary N. Piepho, District III Supervisor Karen Mitchoff, District IV Supervisor Federal D. Glover, District V Supervisor Contact: Brice Bins, 925-957-2848 I hereby certify that this is a true and correct copy of an action taken and entered on the minutes of the Board of Supervisors on the date shown. ATTESTED: September 13, 2011 David Twa, County Administrator and Clerk of the Board of Supervisors By: June McHuen, Deputy cc: C.147 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:September 13, 2011 Contra Costa County Subject:Treasurer's Quarterly Investment Report as of June 30, 2011 None. ATTACHMENTS Qtrly Investment Rpt CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF JUNE 30, 2011 TABLE OF CONTENTS Page I. Executive Summary 3 II. Contra Costa County Investment Pool Summary 4 III. Appendix A. Investment Portfolio Detail—Managed by Treasurer’s Office 1. Portfolio Summary 7 2. Portfolio Detail 9 3. Market Valuation Sources 22 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 24 b. Statements 25 2. Asset Management Funds a. Wells Capital Management 63 b. BofA Global Capital Management 80 c. CalTrust 94 3. California Arbitrage Management Program for Redevelopment Agency (Contra Costa County Public Financing Authority) a. Summary 100 b. Statements 101 4. Miscellaneous a. Statements 103 EXECUTIVE SUMMARY • The Treasurer's investment portfolio is in compliance with Government Code 53600 et. seq.. • The Treasurer's investment portfolio is in compliance with the Treasurer's current investment policy. • The Treasurer’s investment portfolio has no securities lending, reverse repurchase agreements or derivatives. • The total cost of the investment portfolio was equal to $2,021,157,971 on June 30, 2011. The fair value was $2,023,230,680 which was 100.10% of cost. • The weighted average maturity of the total investment pool was 151 days. More than 87 percent of the portfolio or over $1.77 billion will mature in less than a year. Historical activities combined with future cash flow projections indicate that the County is able to meet its cash flow needs for the next six months. However, the State’s deferral policies and budget deficit could have a significant impact on the County’s cash flow during the next six months. 3 of 109 PERCENT OF TYPE PAR VALUE COST FAIR VALUE TOTAL COST A. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes)$22,785,000.00 $22,639,286.12 $22,991,580.80 1.12% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 4,272,000.00 4,536,864.00 4,384,140.00 0.22% Federal Home Loan Banks 81,977,000.00 82,948,181.87 83,753,829.95 4.10% Federal National Mortgage Association 45,121,000.00 46,011,036.36 46,105,116.28 2.28% Federal Farm Credit Banks 6,637,000.00 6,720,229.82 6,740,604.69 0.33% Federal Home Loan Mortgage Corporation 102,523,000.00 104,265,999.20 104,855,205.40 5.16% Municipal Bonds 1,000,000.00 1,000,000.00 1,000,000.00 0.05% Subtotal 241,530,000.00 245,482,311.25 246,838,896.32 12.15% 3. Money Market Instruments Bankers Acceptances 20,640,000.00 20,615,782.40 20,636,800.80 1.02% Repurchase Agreement 118,920,000.00 118,920,000.00 118,920,000.00 5.88% Commercial Paper 466,793,000.00 466,415,790.65 466,628,780.28 23.08% Negotiable Certificates of Deposit 340,065,000.00 340,065,000.00 340,166,195.08 16.83% Corporate Notes 89,540,000.00 90,199,323.08 90,353,699.27 4.46% Time Deposit 3,200.00 3,200.00 3,200.00 0.00% Subtotal 1,035,961,200.00 1,036,219,096.13 1,036,708,675.43 51.27% TOTAL (Section A.)1,300,276,200.00 1,304,340,693.50 1,306,539,152.55 64.54% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 354,239,687.37 354,239,687.37 354,239,687.37 17.53% 2. Other a. Miscellaneous (BNY, Mechanics, CCFCU)266,934.14 262,671.74 266,934.14 0.01% b. Wells Fargo Asset Management 44,457,255.14 45,012,573.08 45,029,641.51 2.23% c. BofA Global Capital Management 37,544,318.96 38,329,919.02 38,142,080.34 1.90% d. CalTRUST (Short-Term Fund)62,149,434.47 62,122,643.48 62,149,434.47 3.07% e. CalTRUST (Heritage MMkt Fund)125,221,024.20 125,207,057.22 125,221,024.20 6.19% Subtotal 269,638,966.91 270,934,864.54 270,809,114.66 13.40% TOTAL (Section B.)623,878,654.28 625,174,551.91 625,048,802.03 30.93% C. Cash 91,642,725.77 91,642,725.77 91,642,725.77 4.53% *GRAND TOTAL (FOR A , B, & C)$2,015,797,580.05 $2,021,157,971.18 $2,023,230,680.35 100.00% * Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of June 30, 2011 4 of 109 NOTES TO INVESTMENT PORTFOLIO SUMMARY AS OF JUNE 30, 2011 1. All report information is unaudited but due diligence was utilized in its preparation. 2. There may be slight differences between the portfolio summary page and the attached exhibits and statements for investments managed by outside contractors or trustees. The variance is due to the timing difference in recording transactions associated with outside contracted parties during interim periods and later transmitted to the appropriate county agency and/or the Treasurer’s Office. In general, the Treasurer’s records reflect booked costs at the beginning of a period. 3. All securities and amounts included in the portfolio are denominated in United States Dollars. 5 of 109 SECTION III APPENDIX A. INVESTMENT PORTFOLIO DETAIL - MANAGED BY TREASURER’S OFFICE 6 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 10 TREASURY NOTES - STRIPS .03%(M) 8.1600 408,000.00 408,000.00 249,831.16 2,016.94 10.3332 156,151.90 100.0000000000 SUBTOTAL (Inv Type) 11 TREASURY BILLS .38%(M) .1100 5,000,000.00 4,999,500.00 1,023.61 1,195.83 .1101 4,997,280.56 99.99000000000 SUBTOTAL (Inv Type) 12 TREASURY NOTES 1.35%(M) 1.2278 17,377,000.00 17,584,080.80 50,842.88 110,733.83 .8094 17,485,853.66 101.1916950000 -7,625.79 SUBTOTAL (Inv Type) 18 FNMA FLTG RATE ACT/360 .14%(M) .3000 1,800,000.00 1,802,250.00 588.07 2,986.92 .3272 1,799,263.08 100.1250000000 SUBTOTAL (Inv Type) 20 FEDERAL AGRICULTURE MOR .34%(M) 4.9500 4,272,000.00 4,384,140.00 92,809.20 .00 3.2594 4,536,864.00 102.6250000000 -152,724.00 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 5.70%(M) 2.4126 72,715,000.00 74,492,157.85 353,172.17 1,049,807.95 1.9442 73,688,113.81 102.4440040000 -242,819.46 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 2.90%(M) 1.9272 36,890,000.00 37,878,713.46 184,208.93 156,674.36 1.0563 37,792,648.87 102.6801670000 -19,746.67 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN .52%(M) 2.8065 6,637,000.00 6,740,604.69 83,458.51 20,374.87 2.4507 6,720,229.82 101.5610170000 SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG 2.32%(M) .1996 30,303,000.00 30,269,469.75 15,398.94 6,759.39 .2000 30,247,311.42 99.88935000000 SUBTOTAL (Inv Type) 29 FHLMC NOTES 5.71%(M) 2.2716 72,220,000.00 74,585,735.65 477,321.05 836,745.31 1.4825 74,018,687.78 103.2757350000 -245,836.73 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .08%(M) 4.5760 1,000,000.00 1,000,000.00 17,287.11 .00 4.5760 1,000,000.00 100.0000000000 SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .49%(M) .1986 6,431,000.00 6,424,152.82 3,502.61 1,532.82 .1990 6,419,124.41 99.89352800000 -7.02 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .71%(M) .0634 9,262,000.00 9,261,672.10 1,050.22 553.82 .0635 9,260,068.06 99.99646000000 SUBTOTAL (Inv Type) 51 BA, DOMESTIC 1.58%(M) .3200 20,640,000.00 20,636,800.80 18,530.13 2,488.27 .3204 20,615,782.40 99.98450000000 SUBTOTAL (Inv Type) 61 REPURCHASE AGREEMENTS 9.10%(M) .0119 118,920,000.00 118,920,000.00 39.40 .00 .0119 118,920,000.00 100.0000000000 7 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 5.23%(M) .2159 68,289,000.00 68,276,464.76 25,448.29 .00 .2159 68,289,000.00 99.98164400000 -12,535.24 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 30.49%(M) .2608 398,504,000.00 398,352,315.52 184,825.63 40,886.74 .2611 398,126,790.65 99.96193700000 -187.50 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 26.04%(M) .2701 340,065,000.00 340,166,195.08 158,973.26 101,195.08 .2701 340,065,000.00 100.0297580000 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .84%(M) 1.5507 11,000,000.00 11,026,406.25 13,765.41 .00 1.4148 11,028,947.00 100.2400570000 -2,540.75 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 6.07%(M) 2.2586 78,540,000.00 79,327,293.02 338,357.05 450,902.02 1.8231 79,170,376.08 101.0024100000 -290,343.00 SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) 1.4000 3,200.00 3,200.00 4.73 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .6982 1300276200.00 1306539152.55 2,270,438.36 2,784,854.15 .5612 1304340693.50 100.4816630000 -974,366.16 ======= =============== =============== =============== =============== 8 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 54498 MUSD GOV U S TREAS NOTES 912833DA5 14 7469 8.1600 408,000.00 408,000.00 249,831.16 2,016.94 03/27/96 08/15/11 1 000 10.3332 156,151.90 100.0000000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 10 TREASURY NOTES - STRIPS .03%(M) 8.1600 408,000.00 408,000.00 249,831.16 2,016.94 10.3332 156,151.90 100.0000000000 ------- --------------- --------------- --------------- --------------- 79562 CCCSD GOV US TREASURY BILL 9127952K6 14 3407 .1100 5,000,000.00 4,999,500.00 1,023.61 1,195.83 04/25/11 10/20/11 11 000 .1101 4,997,280.56 99.99000000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 11 TREASURY BILLS .38%(M) .1100 5,000,000.00 4,999,500.00 1,023.61 1,195.83 .1101 4,997,280.56 99.99000000000 ------- --------------- --------------- --------------- --------------- 77482 CCCSIG GOV US TREASURY NOTES 912828KK5 14 6911 1.3750 2,120,000.00 2,139,928.00 6,132.65 20,093.62 05/07/09 04/15/12 37 000 1.3776 2,119,834.38 100.9400000000 SUNGARD 78335 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 220,000.00 229,834.00 1,746.40 9,209.52 03/02/10 02/28/15 37 000 2.3117 220,624.48 104.4700000000 SUNGARD 78395 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 1,000,000.00 1,044,700.00 7,938.18 53,879.69 03/30/10 02/28/15 37 000 2.5747 990,820.31 104.4700000000 SUNGARD 78717 CCCCD GOV TREASURY NOTE 912828NL0 14 7903 1.8750 527,000.00 539,331.80 26.85 12,805.28 07/14/10 06/30/15 37 000 1.8940 526,526.52 102.3400000000 SUNGARD 78936 CCCSIG GOV US TREAS 912828NY2 14 6911 .7500 3,280,000.00 3,295,744.00 7,219.57 1,778.37 10/07/10 09/15/13 37 000 .6036 3,293,965.63 100.4800000000 SUNGARD 78971 CCCSIG GOV US TREASUR 912828NU0 14 6911 .7500 2,400,000.00 2,412,720.00 6,762.43 10/27/10 08/15/13 37 000 .5375 2,414,156.25 100.5300000000 SUNGARD -1,436.25 79001 CCCSIG GOV US TREAS 912828PB0 14 6911 .5000 1,025,000.00 1,023,360.00 1,078.21 11/03/10 10/15/13 37 000 .4840 1,025,374.29 99.84000000000 SUNGARD -2,014.29 79363 CCCCD GOV US TREASURY NOTES 912828LR9 14 7903 1.3750 2,120,000.00 2,149,256.00 6,132.65 1,348.19 03/10/11 10/15/12 37 000 .5469 2,147,907.81 101.3800000000 SUNGARD 79373 CCCSIG GOV US TREASURY NOTES 912828NS5 14 6911 .6250 2,110,000.00 2,118,229.00 35.84 151.66 03/16/11 06/30/12 37 000 .3280 2,118,077.34 100.3900000000 SUNGARD 79389 CCCSIG GOV US TREA 912828NB2 14 6911 1.0000 1,385,000.00 1,394,141.00 2,333.42 03/28/11 04/30/12 37 000 .3216 1,395,225.20 100.6600000000 SUNGARD -1,084.20 79451 CCCCD GOV US TREAS 912828LK4 14 7903 2.3750 600,000.00 627,780.00 4,762.91 11,467.50 04/07/11 08/31/14 37 000 1.5500 617,783.97 104.6300000000 SUNGARD 79573 CCCCD GOV US TREASUR 912828GM6 14 7903 4.5000 590,000.00 609,057.00 6,673.77 05/17/11 03/31/12 37 000 .1872 615,557.48 103.2300000000 SUNGARD -3,091.05 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 1.35%(M) 1.2278 17,377,000.00 17,584,080.80 50,842.88 110,733.83 .8094 17,485,853.66 101.1916950000 -7,625.79 ------- --------------- --------------- --------------- --------------- 79356 CCCSIG GOV FNMA FLTG RATE NOTES 31398A6R8 14 6911 .3000 1,800,000.00 1,802,250.00 588.07 2,986.92 11/23/10 11/23/12 37 000 .3272 1,799,263.08 100.1250000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 18 FNMA FLTG RATE ACT/360 .14%(M) .3000 1,800,000.00 1,802,250.00 588.07 2,986.92 .3272 1,799,263.08 100.1250000000 ------- --------------- --------------- --------------- --------------- 9 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 75216 RM GOV FRMC NOTES 31315PJH3 14 8169 4.9500 4,272,000.00 4,384,140.00 92,809.20 02/15/08 01/23/12 16 000 3.2594 4,536,864.00 102.6250000000 SUNGARD -152,724.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 20 FEDERAL AGRICULTURE MOR .34%(M) 4.9500 4,272,000.00 4,384,140.00 92,809.20 .00 3.2594 4,536,864.00 102.6250000000 -152,724.00 ------- --------------- --------------- --------------- --------------- 73632 WT GOV FHLB NOTES 3133XJUT3 14 8451 5.0000 170,000.00 175,525.00 2,644.44 5,256.40 04/09/07 03/09/12 17 000 4.9602 170,268.60 103.2500000000 SUNGARD 74640 WT GOV FHLB NOTES 3133XML66 14 8451 4.6250 170,000.00 179,296.88 1,769.06 8,516.58 10/22/07 10/10/12 17 000 4.5201 170,780.30 105.4687500000 SUNGARD 74945 RM GOV FHLB NOTES 3133XH2V3 14 8169 5.0000 3,730,000.00 3,781,287.50 40,408.33 12/19/07 10/13/11 29 000 3.9901 3,861,930.10 101.3750000000 SUNGARD -80,642.60 76507 RM GOV FHLB NOTES 3133XCTG8 14 8169 4.5000 4,895,000.00 5,133,631.25 65,470.63 160,115.45 10/20/08 09/14/12 16 000 4.0502 4,973,515.80 104.8750000000 SUNGARD 76838 RM GOV FHLB NOTES 3133XRY46 14 8167 3.7500 948,000.00 954,517.50 11,059.99 12/15/08 09/09/11 17 000 2.1903 986,981.76 100.6875000000 SUNGARD -32,464.26 76839 RM GOV FHLB NOTES 3133XRY46 14 8169 3.7500 2,842,000.00 2,861,538.75 33,156.67 12/15/08 09/09/11 17 000 2.1903 2,958,863.04 100.6875000000 SUNGARD -97,324.29 77380 CCCCD GOV FHLB GLOBAL NOTES 3133XSAE8 14 7903 3.6250 420,000.00 448,218.75 3,087.30 8,200.71 04/09/09 10/18/13 37 000 2.5042 440,018.04 106.7187500000 SUNGARD 77422 RM GOV FHLB NOTES 3133XTGT7 14 8169 1.9500 4,080,000.00 4,132,275.00 17,238.00 34,527.00 04/15/09 04/13/12 17 000 1.8001 4,097,748.00 101.2812500000 SUNGARD 77572 RM GOV FHLB NOTES 3133XTXC5 14 8167 2.2500 2,000,000.00 2,036,250.00 2,500.00 36,250.00 06/12/09 06/11/12 16 000 2.2500 2,000,000.00 101.8125000000 SUNGARD 77661 CCCSIG GOV FHLB GLOBAL NOTES 3133XUE41 14 6911 1.7500 1,185,000.00 1,203,885.94 7,430.94 19,921.43 07/23/09 08/22/12 37 000 1.7960 1,183,964.51 101.5937500000 SUNGARD 77662 CCCCD GOV FHLB GLOBAL NOTES 3133XUE41 14 7903 1.7500 215,000.00 218,426.56 1,348.22 3,614.43 07/23/09 08/22/12 37 000 1.7960 214,812.13 101.5937500000 SUNGARD 77686 RM GOV FHLB NOTES 3133XUCX9 14 8167 1.8750 2,500,000.00 2,540,625.00 20,572.91 43,900.00 07/24/09 07/23/12 17 000 1.9201 2,496,725.00 101.6250000000 SUNGARD 77728 RM GOV FHLB NOTES 3133XTS49 14 8169 1.8750 3,000,000.00 3,045,000.00 1,718.75 50,460.00 08/07/09 06/20/12 17 000 1.9402 2,994,540.00 101.5000000000 SUNGARD 77824 RM GOV FHLB NOTES 3133XUUJ0 14 8167 1.6250 2,515,000.00 2,554,296.88 29,516.33 46,364.03 09/11/09 09/26/12 29 000 1.7201 2,507,932.85 101.5625000000 SUNGARD 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 176,292.19 1,638.54 6,995.59 10/28/09 09/12/14 16 000 2.6754 169,296.60 106.8437500000 SUNGARD 78097 RM GOV FHLB NOTES 3133XVQL8 14 8169 1.1250 6,000,000.00 6,026,250.00 4,125.00 9,150.00 12/11/09 12/09/11 17 000 .9801 6,017,100.00 100.4375000000 SUNGARD 78350 RM GOV FHLB NOTES 3133XWX87 14 8167 1.7500 2,500,000.00 2,550,000.00 13,732.63 47,875.00 03/12/10 03/08/13 17 000 1.7202 2,502,125.00 102.0000000000 SUNGARD 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 177,437.50 1,402.49 7,058.40 04/19/10 03/13/15 17 000 2.7001 170,379.10 104.3750000000 SUNGARD 78542 RM GOV FHLB NOTES 3133XWKV0 14 8169 2.3750 6,960,000.00 7,249,275.00 49,130.83 210,139.80 05/12/10 03/14/14 17 000 2.0650 7,039,135.20 104.1562500000 SUNGARD 78618 CCCSIG GOV FHLB NOTES 3133XWKU2 14 6911 1.3750 1,240,000.00 1,252,012.50 1,089.31 4,758.50 06/09/10 06/08/12 37 000 1.0781 1,247,254.00 100.9687500000 SUNGARD 10 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78630 RM GOV FHLB NOTES 3133XYHD0 14 8167 1.6250 3,930,000.00 4,014,740.63 3,015.73 71,771.63 06/11/10 06/14/13 16 000 1.5120 3,942,969.00 102.1562500000 SUNGARD 78631 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 2,900,000.00 3,032,312.50 3,625.01 74,544.50 06/11/10 06/13/14 17 000 1.9802 2,957,768.00 104.5625000000 SUNGARD 78816 RM GOV FHLB NOTE 3133XUE41 14 8171 1.7500 2,445,000.00 2,483,967.19 15,332.20 08/27/10 08/22/12 29 000 .6594 2,497,529.28 101.5937500000 SUNGARD -13,562.09 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,063,609.38 4,007.85 66,855.38 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 99.81250000000 SUNGARD 79124 RM GOV FHLB NOTES 3133XVVH1 14 8167 2.0200 1,940,000.00 2,001,231.25 4,245.37 7,861.85 12/10/10 11/22/13 17 000 1.0701 1,993,369.40 103.1562500000 SUNGARD 79130 RM GOV FHLB NOTES 31339X2M5 14 8167 3.8750 1,870,000.00 1,992,134.38 3,421.84 06/22/10 06/14/13 11 000 1.2866 2,010,960.60 106.5312500000 SUNGARD -18,826.22 79131 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 4,885,000.00 5,107,878.13 6,106.25 114,675.38 06/21/10 06/13/14 16 000 1.9189 4,993,202.75 104.5625000000 SUNGARD 79495 CCCCD GOV FHLB GLOBAL NOTES 313373JR4 14 7903 1.3750 610,000.00 618,196.88 768.85 7,434.38 04/19/11 05/28/14 37 000 1.3339 610,762.50 101.3437500000 SUNGARD 79576 CCCCD GOV FHLB GLOBAL NOTES 313373JR4 14 7903 1.3750 235,000.00 238,157.81 296.20 1,531.61 05/12/11 05/28/14 37 000 1.1431 236,626.20 101.3437500000 SUNGARD 79714 CCCCD GOV FHLB TAP ISSUE 3133XSP93 14 7903 3.1250 300,000.00 317,531.25 468.75 287.25 06/29/11 12/13/13 10 000 .7578 317,660.67 105.8437500000 SUNGARD 79715 CCCSIG GOV FHLB TAP ISSUE 3133XSP93 14 6911 3.1250 1,820,000.00 1,926,356.25 2,843.75 1,742.65 06/29/11 12/13/13 10 000 .7578 1,927,141.38 105.8437500000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 5.70%(M) 2.4126 72,715,000.00 74,492,157.85 353,172.17 1,049,807.95 1.9442 73,688,113.81 102.4440040000 -242,819.46 ------- --------------- --------------- --------------- --------------- 75459 WT GOV FNMA GLOBAL NOTES 31359MQV8 14 8451 4.7500 165,000.00 176,498.44 2,830.21 2,543.89 04/02/08 02/21/13 17 000 3.5302 173,954.55 106.9687500000 SUNGARD 75460 CCCCD GOV FNMA GLOBAL NOTES 31359MRG0 14 7903 4.3750 835,000.00 890,579.69 10,756.42 17,106.23 04/02/08 03/15/13 37 000 3.3571 873,473.46 106.6562500000 SUNGARD 76489 WT GOV FNMA NOTES 31359MSL8 14 8451 4.3750 160,000.00 172,350.00 3,188.89 8,878.00 10/14/08 07/17/13 17 000 3.8701 163,472.00 107.7187500000 SUNGARD 78245 CCCCD GOV FNMA GLOBAL NOTES 31398AE24 14 6911 1.7500 1,000,000.00 1,020,937.50 6,270.84 19,897.50 01/29/10 02/22/13 37 000 1.7151 1,001,040.00 102.0937500000 SUNGARD 78483 RM GOV FNMA NOTES 31398AWK4 14 8169 1.8750 4,000,000.00 4,050,000.00 14,791.67 04/20/10 04/20/12 11 000 1.0769 4,063,000.00 101.2500000000 SUNGARD -13,000.00 78812 CCCCD GOV FNMA CALLABLE GLOBAL 31398A2Y7 14 7903 1.5000 400,000.00 400,750.00 2,083.33 750.00 08/26/10 08/26/14 37 000 1.5000 400,000.00 100.1875000000 SUNGARD 78840 CCCCD GOV FNMA GLOBAL NOTES 31398AU34 14 7903 2.3750 730,000.00 751,443.75 7,368.44 09/07/10 07/28/15 37 000 1.6850 753,549.80 102.9375000000 SUNGARD -2,106.05 78847 CCCSIG GOV FNMA GLOBAL NOTES 31398A3D2 14 6911 1.1250 3,000,000.00 3,004,687.50 10,500.00 4,687.50 09/09/10 09/09/13 37 000 1.1250 3,000,000.00 100.1562500000 SUNGARD 78851 RM GOV FNMA NOTES 31398AX31 14 8169 1.2500 2,479,000.00 2,513,086.25 11,276.01 15,072.32 09/10/10 08/20/13 29 000 .9850 2,498,013.93 101.3750000000 SUNGARD 79232 CCCCD GOV FNMA NOTES 3135G0AK9 14 7903 .7500 880,000.00 884,675.00 2,291.66 6,030.20 01/18/11 02/26/13 37 000 .8240 878,644.80 100.5312500000 SUNGARD 11 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79285 CCCSIG GOV FNMA NOTES 3135G0AK9 14 6911 .7500 6,300,000.00 6,333,468.75 16,406.25 34,728.75 02/04/11 02/26/13 37 000 .7598 6,298,740.00 100.5312500000 SUNGARD 79350 RM GOV FNMA NOTES 3135G0AK9 14 8171 .7500 1,895,000.00 1,905,067.19 4,934.87 16,377.54 02/07/11 02/26/13 29 000 .9141 1,888,689.65 100.5312500000 SUNGARD 79376 CCCSIG GOV FNMA GLOBAL NOTES 31398A2S0 14 6911 1.0000 2,335,000.00 2,353,971.88 6,356.39 17,411.85 03/17/11 09/23/13 37 000 .9710 2,336,560.03 100.8125000000 SUNGARD 79377 CCCCD GOV FNMA GLOBALE NOTES 31398A2S0 14 7903 1.0000 750,000.00 756,093.75 2,041.67 5,555.25 03/17/11 09/23/13 37 000 .9710 750,538.50 100.8125000000 SUNGARD 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,987,041.25 46,507.78 6,939.45 05/16/11 04/15/15 29 000 1.5552 4,999,072.08 113.1875000000 SUNGARD 79668 CCCSIG GOV FNMA NOTES 31359MPF4 14 6911 4.3750 2,250,000.00 2,358,984.38 28,984.38 06/17/11 09/15/12 37 000 .3058 2,388,781.25 104.8437500000 SUNGARD -4,640.62 79669 CCCSIG GOV FNMA NOTES 3135G0AK9 14 6911 .7500 2,650,000.00 2,664,078.13 6,901.05 563.13 06/17/11 02/26/13 37 000 .4470 2,669,643.13 100.5312500000 SUNGARD 79716 CCCCD GOV FNMA GLOBAL NOTES 31398A5W8 14 7903 .7500 525,000.00 525,000.00 142.19 26.25 06/29/11 12/18/13 37 000 .7520 525,094.06 100.0000000000 SUNGARD 79717 CCCSIG GOV FNMA GLOBAL NOTES 31398A5W8 14 6911 .7500 2,130,000.00 2,130,000.00 576.88 106.50 06/29/11 12/18/13 37 000 .7520 2,130,381.63 100.0000000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 2.90%(M) 1.9272 36,890,000.00 37,878,713.46 184,208.93 156,674.36 1.0563 37,792,648.87 102.6801670000 -19,746.67 ------- --------------- --------------- --------------- --------------- 75209 RM GOV FFCB NOTES 31331YPK0 14 8169 3.5000 4,490,000.00 4,569,978.13 71,154.03 15,726.23 02/12/08 01/18/12 17 000 3.1102 4,554,251.90 101.7812500000 SUNGARD 77421 WT GOV FFCB NOTES 31331TWZ0 14 8451 4.3000 155,000.00 169,289.06 2,018.01 1,107.86 04/15/09 03/12/14 16 000 2.4502 168,181.20 109.2187500000 SUNGARD 78285 RM GOV FFCB NOTES 31331JBL6 14 8171 1.1000 1,992,000.00 2,001,337.50 10,286.47 3,540.78 02/08/10 01/12/12 29 100 .9472 1,997,796.72 100.4687500000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN .52%(M) 2.8065 6,637,000.00 6,740,604.69 83,458.51 20,374.87 2.4507 6,720,229.82 101.5610170000 ------- --------------- --------------- --------------- --------------- 79041 CFT GOV FHLMC DISC 313396KM4 14 8179 .2200 8,013,000.00 8,012,795.22 11,017.88 2,047.76 11/18/10 08/16/11 17 000 .2204 7,999,729.58 99.99744444444 SUNGARD 79103 DB GOV FHLMC DISC 313396KQ5 14 3428 .2500 500,000.00 499,986.39 729.17 156.53 12/03/10 08/19/11 17 000 .2505 499,100.69 99.99727777778 SUNGARD 79246 DB GOV FHLMC DISC 313396NE9 14 3428 .2300 500,000.00 499,953.75 495.14 308.33 01/27/11 10/20/11 17 000 .2304 499,150.28 99.99075000000 SUNGARD 79618 PW GOV FHLMC DISC 313396XM0 14 1392 .1900 16,030,000.00 16,004,953.13 2,368.88 3,210.46 06/03/11 05/30/12 17 000 .1904 15,999,373.79 99.84375000000 SUNGARD 79619 PW GOV FHLMC DISC 313396XM0 14 1114 .1900 5,010,000.00 5,002,171.88 740.37 1,003.39 06/03/11 05/30/12 17 000 .1904 5,000,428.12 99.84375000000 SUNGARD 79647 RM GOV FHLMC DISC 313396WY5 14 8168 .1900 250,000.00 249,609.38 47.50 32.92 05/26/11 05/17/12 17 000 .1904 249,528.96 99.84375000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG 2.32%(M) .1996 30,303,000.00 30,269,469.75 15,398.94 6,759.39 .2000 30,247,311.42 99.88935000000 ------- --------------- --------------- --------------- --------------- 12 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 73729 WT GOV FHLMC NOTES 3128X3H89 14 8451 4.3750 174,000.00 176,610.00 1,099.58 6,055.20 04/18/07 11/09/11 29 000 4.8639 170,554.80 101.5000000000 SUNGARD 75647 CCCCD GOV FHLMC GLOBAL NOTES 3137EAAZ2 14 7903 4.6250 400,000.00 422,500.00 3,391.67 14,531.32 04/30/08 10/25/12 37 000 3.5743 407,968.68 105.6250000000 SUNGARD 77507 CCCSIG GOV FHLMC GLOBAL NOTES 3137EACC1 14 6911 1.7500 2,200,000.00 2,230,250.00 1,711.12 36,818.44 05/21/09 06/15/12 37 000 1.8590 2,193,431.56 101.3750000000 SUNGARD 77522 CCCCD GOV FHLMC GLOBAL NOTES 3137EACC1 14 7903 1.7500 975,000.00 988,406.25 758.33 14,576.25 05/26/09 06/15/12 37 000 1.7903 973,830.00 101.3750000000 SUNGARD 77904 CCCSIG GOV FHLMC GLOBAL NOTES 3137EACC1 14 6911 1.7500 3,575,000.00 3,624,156.25 2,780.56 33,068.75 09/30/09 06/15/12 37 000 1.5792 3,591,087.50 101.3750000000 SUNGARD 77934 CCCSIG GOV FHLMC GLOBAL NOTES 3137EACE7 14 6911 2.1250 1,000,000.00 1,021,562.50 5,902.78 5,062.50 10/09/09 09/21/12 37 000 1.5499 1,016,500.00 102.1562500000 SUNGARD 77935 CCCCD GOV FHLMC GLOBAL NOTES 3137EACE7 14 7903 2.1250 435,000.00 444,379.69 2,567.72 2,202.19 10/09/09 09/21/12 37 000 1.5499 442,177.50 102.1562500000 SUNGARD 78105 CCCSIG GOV FHLMC GLOBAL NOTES 3137EACC1 14 6911 1.7500 3,000,000.00 3,041,250.00 2,333.29 50,520.00 08/24/09 06/15/12 37 000 1.8628 2,990,730.00 101.3750000000 SUNGARD 78312 CCCSIG GOV FHLMC GLOBAL NOTES 3137EAAZ2 14 6911 4.6250 2,500,000.00 2,640,625.00 21,197.92 02/19/10 10/25/12 37 000 1.4389 2,708,875.00 105.6250000000 SUNGARD -68,250.00 78334 CCCSIG GOV FHLMC GLOBAL NOTES 3128X9D56 14 6911 1.7200 4,100,000.00 4,190,968.75 15,671.13 79,693.75 03/02/10 04/11/13 37 000 1.6291 4,111,275.00 102.2187500000 SUNGARD 78482 RM GOV FHLMC NOTES 3137EACJ6 14 8169 1.6250 3,998,000.00 4,080,458.75 13,715.38 88,535.71 04/20/10 04/15/13 29 000 1.6769 3,991,923.04 102.0625000000 SUNGARD 78491 CCCSIG GOV FHLMC GLOBAL NOTES 3137EACJ6 14 6911 1.6250 1,700,000.00 1,735,062.50 5,831.94 37,442.50 03/04/10 04/15/13 37 000 1.6710 1,697,620.00 102.0625000000 SUNGARD 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,972,939.06 40,693.06 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 111.7812500000 SUNGARD -23,470.09 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,938,495.63 101,859.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 111.7812500000 SUNGARD -95,947.91 78846 CCCSIG GOV FHLMC GLOBA 3134A4QD9 14 6911 5.1250 930,000.00 977,081.25 21,977.72 09/09/10 07/15/12 37 000 .6878 1,005,720.60 105.0625000000 SUNGARD -28,639.35 78848 CCCCD GOV FHLMC GLOBAL NOTES 3134A4QD9 14 7903 5.1250 460,000.00 483,287.50 10,870.69 09/09/10 07/15/12 37 000 .6878 497,453.20 105.0625000000 SUNGARD -14,165.70 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,476,743.75 29,835.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 105.8437500000 SUNGARD -10,658.96 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 170,690.63 917.29 42.93 09/14/10 09/10/15 29 000 1.6701 170,647.70 100.4062500000 SUNGARD 78935 CCCSIG GOV FHLMC 3137EABS7 14 6911 4.1250 1,150,000.00 1,239,843.75 12,386.46 1,153.74 10/07/10 09/27/13 37 000 .8351 1,238,690.01 107.8125000000 SUNGARD 78937 CCCCD GOV FHLMC GLOBAL NOTE 3137EACM9 14 7903 1.7500 755,000.00 758,067.19 4,073.85 10/07/10 09/10/15 37 000 1.5269 762,771.91 100.4062500000 SUNGARD -4,704.72 78973 GOV FHLMC CALL 3134G1XB5 14 8177 .5000 5,000,000.00 5,000,000.00 4,375.00 0.00 10/28/10 10/28/13 29 000 .5000 5,000,000.00 100.0000000000 SUNGARD 79198 RM GOV FHLMC NOTES 3134G1P65 14 8171 .7500 3,494,000.00 3,512,561.88 218.38 14,229.32 01/04/11 12/28/12 16 000 .6869 3,498,332.56 100.5312500000 SUNGARD 79284 CCCCD GOV FHLMC GLOBAL NOTES 3137EACD9 14 7903 3.0000 1,150,000.00 1,217,203.13 14,662.50 9,197.13 02/04/11 07/28/14 37 000 1.5081 1,208,581.00 105.8437500000 SUNGARD 13 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79289 RM GOV FHLMC NOTE 3137EACR8 14 8167 1.3750 3,915,000.00 3,972,501.56 26,167.97 72,417.71 02/07/11 02/25/14 29 000 1.5028 3,904,719.32 101.4687500000 SUNGARD 79309 GOV FHLMC CALLABLE NO 3134G1C36 14 8177 1.0000 10,000,000.00 10,037,500.00 2,222.22 177,500.00 02/14/11 12/23/13 29 000 1.5021 9,860,000.00 100.3750000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 6,108,125.00 65,773.61 115,159.00 02/18/11 02/09/15 17 000 2.0000 5,997,134.75 105.3125000000 SUNGARD 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 174,617.19 3,313.13 2,350.19 02/25/11 01/19/16 17 000 2.3306 173,003.25 112.6562500000 SUNGARD 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,271,943.75 56,769.43 71,160.29 03/11/11 02/09/15 29 000 1.8391 5,213,576.57 105.3125000000 SUNGARD 79501 MDUSD GOV FHLMC NOTES 3128X23A1 14 7530 4.5000 45,000.00 49,289.06 500.63 97.76 04/21/11 04/02/14 11 000 1.2700 49,298.18 109.5312500000 SUNGARD 79566 PW GOV FHLMC NOTES 3134G2CL4 14 1388 1.3500 1,610,000.00 1,628,615.63 3,743.25 4,930.63 05/13/11 04/29/14 29 000 1.0576 1,624,530.25 101.1562500000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 5.71%(M) 2.2716 72,220,000.00 74,585,735.65 477,321.05 836,745.31 1.4825 74,018,687.78 103.2757350000 -245,836.73 ------- --------------- --------------- --------------- --------------- 76150 CCCCD MUNI SAN DIEGO CNTY CALL 797398EA8 14 7903 4.5760 1,000,000.00 1,000,000.00* 17,287.11 0.00 08/07/08 08/15/11 37 000 4.5760 1,000,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .08%(M) 4.5760 1,000,000.00 1,000,000.00 17,287.11 .00 4.5760 1,000,000.00 100.0000000000 ------- --------------- --------------- --------------- --------------- 78814 DB GOV FNMA DISC 313588KQ7 14 3428 .2900 501,000.00 501,000.00 1,243.03 197.76 08/27/10 08/19/11 17 000 .2908 499,559.21 100.0000000000 SUNGARD 78954 RM GOV FNMA DISC 313588MX0 14 8168 .2500 300,000.00 300,000.00 529.16 216.67 10/20/10 10/13/11 17 000 .2506 299,254.17 100.0000000000 SUNGARD 79365 RM GOV FNMA DISC 313588TD7 14 8170 .2000 996,000.00 995,066.25 619.73 338.92 03/11/11 02/16/12 17 000 .2004 994,107.60 99.90625000000 SUNGARD 79500 DB GOV FNMA DISC 313588RX5 14 3428 .1800 500,000.00 499,687.50 177.50 187.50 04/21/11 01/17/12 17 000 .1802 499,322.50 99.93750000000 SUNGARD 79564 PW GOV FNMA DISC 313588WH4 14 1123 .2000 1,503,000.00 1,500,651.56 409.15 206.66 05/13/11 05/02/12 17 000 .2004 1,500,035.75 99.84375000000 SUNGARD 79565 PW GOV FNMA DISC 313588WH4 14 1388 .2000 1,628,000.00 1,625,456.25 443.18 223.85 05/13/11 05/02/12 17 000 .2004 1,624,789.22 99.84375000000 SUNGARD 79660 DB GOV FNMA DISC 313588PX7 14 3428 .1250 500,000.00 499,843.75 50.35 107.63 06/02/11 11/30/11 11 000 .1251 499,685.77 99.96875000000 SUNGARD 79661 DB GOV FNMA DISC 313588PX7 14 3430 .1250 250,000.00 249,921.88 25.17 53.83 06/02/11 11/30/11 11 000 .1251 249,842.88 99.96875000000 SUNGARD 79697 CLT GOV FNMA NOTES 313588YD1 14 1207 .1900 253,000.00 252,525.63 5.34 06/27/11 06/15/12 17 000 .1904 252,527.31 99.81250000000 SUNGARD -7.02 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .49%(M) .1986 6,431,000.00 6,424,152.82 3,502.61 1,532.82 .1990 6,419,124.41 99.89352800000 -7.02 ------- --------------- --------------- --------------- --------------- * MARKET = BOOK LESS PURCHASE INTEREST 14 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79221 DB GOV FHLB DISC 313384HZ5 14 3428 .1900 500,000.00 499,997.22 451.25 23.61 01/11/11 07/11/11 17 000 .1902 499,522.36 99.99944444444 SUNGARD 79250 RM GOV FHLB DISC 313384RB7 14 8168 .2300 371,000.00 370,814.50 357.91 241.15 01/31/11 12/28/11 17 000 .2305 370,215.44 99.95000000000 SUNGARD 79625 MTC GOV FHLB DISC 313384JB6 14 8138 .0400 6,000,000.00 5,999,960.00 166.67 40.00 06/06/11 07/13/11 17 000 .0400 5,999,753.33 99.99933333333 SUNGARD 79663 CDD GOV FHLB DISC 313384LS6 14 4695 .0700 2,391,000.00 2,390,900.38 74.39 249.06 06/15/11 09/14/11 17 000 .0700 2,390,576.93 99.99583333333 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .71%(M) .0634 9,262,000.00 9,261,672.10 1,050.22 553.82 .0635 9,260,068.06 99.99646000000 ------- --------------- --------------- --------------- --------------- 79382 BA BANK OF AMERICA 06422TV18 14 8177 .3200 20,640,000.00 20,636,800.80 18,530.13 2,488.27 03/22/11 08/01/11 11 000 .3204 20,615,782.40 99.98450000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 51 BA, DOMESTIC 1.58%(M) .3200 20,640,000.00 20,636,800.80 18,530.13 2,488.27 .3204 20,615,782.40 99.98450000000 ------- --------------- --------------- --------------- --------------- 79718 REPO BANK OF AMERICA 2 8177 .0100 96,000,000.00 96,000,000.00* 26.67 0.00 06/30/11 07/01/11 11 100 .0100 96,000,000.00 100.0000000000 BOOK 79719 TERM REPO UBS BNY 14 8177 .0200 22,920,000.00 22,920,000.00* 12.73 0.00 06/30/11 07/12/11 29 000 .0200 22,920,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 61 REPURCHASE AGREEMENTS 9.10%(M) .0119 118,920,000.00 118,920,000.00 39.40 .00 .0119 118,920,000.00 100.0000000000 ------- --------------- --------------- --------------- --------------- 79222 RM CP TOYOTA MOTOR CREDIT CORP 8923EF5G7 14 8170 .3406 1,020,000.00 1,019,951.83 1,650.12 01/11/11 07/11/11 48 000 .3406 1,020,000.00 99.99527777778 SUNGARD -48.17 79429 CP TOYOTA MOTOR CREDIT CORP 89236BBG8 14 8177 .2903 25,000,000.00 24,997,166.67 18,343.45 04/01/11 07/25/11 48 000 .2903 25,000,000.00 99.98866666667 SUNGARD -2,833.33 79540 PW CP TOYOTA MOTOR CREDIT CORP 89236BCR3 14 1401 .2201 700,000.00 699,874.39 226.85 05/09/11 08/08/11 48 000 .2201 700,000.00 99.98205555556 SUNGARD -125.61 79620 PW CP TOYOTA MOTOR CREDIT CORP 89236BDD3 14 1392 .2001 5,500,000.00 5,498,105.56 855.98 06/03/11 09/01/11 48 000 .2001 5,500,000.00 99.96555555556 SUNGARD -1,894.44 79621 PW CP TOYOTA MOTOR CREDIT CORP 89236BDD3 14 1114 .2001 1,757,000.00 1,756,394.81 273.45 06/03/11 09/01/11 48 000 .2001 1,757,000.00 99.96555555556 SUNGARD -605.19 79622 PW CP TOYOTA MOTOR CREDIT CORP 89236BDD3 14 1290 .2001 440,000.00 439,848.44 68.48 06/03/11 09/01/11 48 000 .2001 440,000.00 99.96555555556 SUNGARD -151.56 79623 PW CP TOYOTA MOTOR CREDIT CORP 89236BDD3 14 1399 .2001 440,000.00 439,848.44 68.48 06/03/11 09/01/11 48 000 .2001 440,000.00 99.96555555556 SUNGARD -151.56 79626 HR CP TOYOTA MOTOR CREDIT CORP 89236BDF8 14 8165 .1600 2,888,000.00 2,887,522.68 320.98 06/06/11 08/05/11 48 000 .1600 2,888,000.00 99.98347222222 SUNGARD -477.32 * MARKET = BOOK LESS PURCHASE INTEREST 15 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79627 HR CP TOYOTA MOTOR CREDIT CORP 89236BDF8 14 8166 .1600 2,842,000.00 2,841,530.28 315.86 06/06/11 08/05/11 48 000 .1600 2,842,000.00 99.98347222222 SUNGARD -469.72 79628 HR CP TOYOTA MOTOR CREDIT CORP 89236BDF8 14 8172 .1600 2,477,000.00 2,476,590.61 275.30 06/06/11 08/05/11 48 000 .1600 2,477,000.00 99.98347222222 SUNGARD -409.39 79636 CCCFPD CP TOYOTA MOTOR CREDIT C 89236BDJ0 14 2031 .1600 2,800,000.00 2,799,497.56 286.30 06/08/11 08/08/11 48 000 .1600 2,800,000.00 99.98205555556 SUNGARD -502.44 79637 CCCFPD CP TOYOTA MOTOR CREDIT C 89236BDJ0 14 2036 .1600 500,000.00 499,910.28 51.12 06/08/11 08/08/11 48 000 .1600 500,000.00 99.98205555556 SUNGARD -89.72 79638 CCCFPD CP TOYOTA MOTOR CREDIT C 89236BDJ0 14 2038 .1600 800,000.00 799,856.44 81.80 06/08/11 08/08/11 48 000 .1600 800,000.00 99.98205555556 SUNGARD -143.56 79646 PW CP GE CAPITAL SERVICES 36963UXD9 14 2566 .1701 3,650,000.00 3,648,783.33 517.30 06/01/11 08/30/11 9 000 .1701 3,650,000.00 99.96666666667 SUNGARD -1,216.67 79648 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2505 .1500 1,000,000.00 999,881.94 150.04 05/26/11 07/26/11 48 000 .1500 1,000,000.00 99.98819444444 SUNGARD -118.06 79649 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2517 .1500 675,000.00 674,920.31 101.28 05/26/11 07/26/11 48 000 .1500 675,000.00 99.98819444444 SUNGARD -79.69 79650 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2520 .1500 4,000,000.00 3,999,527.78 600.15 05/26/11 07/26/11 48 000 .1500 4,000,000.00 99.98819444444 SUNGARD -472.22 79651 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2521 .1500 2,000,000.00 1,999,763.89 300.08 05/26/11 07/26/11 48 000 .1500 2,000,000.00 99.98819444444 SUNGARD -236.11 79652 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2546 .1500 325,000.00 324,961.63 48.76 05/26/11 07/26/11 48 000 .1500 325,000.00 99.98819444444 SUNGARD -38.37 79653 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2552 .1500 1,150,000.00 1,149,864.24 172.54 05/26/11 07/26/11 48 000 .1500 1,150,000.00 99.98819444444 SUNGARD -135.76 79654 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2554 .1500 775,000.00 774,908.51 116.28 05/26/11 07/26/11 48 000 .1500 775,000.00 99.98819444444 SUNGARD -91.49 79655 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2558 .1500 650,000.00 649,923.26 97.52 05/26/11 07/26/11 48 000 .1500 650,000.00 99.98819444444 SUNGARD -76.74 79656 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2571 .1500 1,050,000.00 1,049,876.04 157.54 05/26/11 07/26/11 48 000 .1500 1,050,000.00 99.98819444444 SUNGARD -123.96 79657 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2574 .1500 300,000.00 299,964.58 45.01 05/26/11 07/26/11 48 000 .1500 300,000.00 99.98819444444 SUNGARD -35.42 79658 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2579 .1500 1,350,000.00 1,349,840.63 202.55 05/26/11 07/26/11 48 000 .1500 1,350,000.00 99.98819444444 SUNGARD -159.37 79659 PW CP TOYOTA MOTOR CREDIT CORP 89236BDA9 14 2584 .1500 550,000.00 549,935.07 82.52 05/26/11 07/26/11 48 000 .1500 550,000.00 99.98819444444 SUNGARD -64.93 79713 PW CP TOYOTA MOTOR CREDIT CORP 89236BEE0 14 2566 .1901 3,650,000.00 3,648,215.56 38.55 06/29/11 09/27/11 48 000 .1901 3,650,000.00 99.95111111111 SUNGARD -1,784.44 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 5.23%(M) .2159 68,289,000.00 68,276,464.76 25,448.29 .00 .2159 68,289,000.00 99.98164400000 -12,535.24 ------- --------------- --------------- --------------- --------------- 79276 CCCFPD CP UNION BANK OF CALIFOR 90526NUU7 14 2022 .3200 7,520,000.00 7,519,041.20 9,959.82 846.00 02/02/11 07/28/11 16 000 .3205 7,508,235.38 99.98725000000 SUNGARD 79277 CP UNION BANK OF CALIFORN 90526NUU7 14 8177 .3200 2,480,000.00 2,479,683.80 3,284.62 279.00 02/02/11 07/28/11 16 000 .3205 2,476,120.18 99.98725000000 SUNGARD 16 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79292 CP BANK OF AMERICA 0660P1U82 14 8177 .3500 25,000,000.00 24,999,173.61 34,756.94 875.00 02/08/11 07/08/11 11 000 .3505 24,963,541.67 99.99669444444 SUNGARD 79430 CP BNP PARIBAS 0556N1VA8 14 8177 .3600 25,000,000.00 24,995,277.78 22,750.00 5,277.78 04/01/11 08/10/11 10 000 .3605 24,967,250.00 99.98111111111 SUNGARD 79463 CP UNION BANK OF CALIFORNIA 90526NUU7 14 8177 .3200 25,000,000.00 24,996,812.50 22,444.44 2,812.50 03/22/11 07/28/11 16 000 .3204 24,971,555.56 99.98725000000 SUNGARD 79503 CCCSD CP TOYOTA MOTOR CREDIT CO 89233HUR3 14 3407 .2500 5,000,000.00 4,999,433.33 2,326.39 266.66 04/25/11 07/25/11 48 000 .2502 4,996,840.28 99.98866666667 SUNGARD 79508 CP UBS FINANCE DE 90262DUU7 14 8177 .1750 25,000,000.00 24,996,812.50 8,020.83 93.75 04/26/11 07/28/11 29 000 .1751 24,988,697.92 99.98725000000 SUNGARD 79526 CP BNP PARIBAS 0556N1WS8 14 8177 .3300 25,000,000.00 24,987,916.67 14,437.50 7,854.17 04/29/11 09/26/11 10 000 .3305 24,965,625.00 99.95166666667 SUNGARD 79531 CP UNION BANK OF CALIFORNIA 90526NXB6 14 8177 .3200 25,000,000.00 24,983,000.00 13,111.11 5,666.67 05/03/11 10/11/11 16 000 .3205 24,964,222.22 99.93200000000 SUNGARD 79534 CCCSD CP BANK OF AMERICA 0660P1UR0 14 3407 .2200 5,000,000.00 4,999,433.33 2,047.23 166.66 04/25/11 07/25/11 11 000 .2201 4,997,219.44 99.98866666667 SUNGARD 79536 CP CITIGROUP FUNDING 17307SV33 14 8177 .2100 25,000,000.00 24,996,104.17 8,166.67 916.67 05/06/11 08/03/11 6 000 .2101 24,987,020.83 99.98441666667 SUNGARD 79542 CP CITIGROUP FUNDING 17307SYE6 14 8177 .3000 25,000,000.00 24,974,500.00 10,833.33 2,833.34 05/10/11 11/14/11 6 000 .3005 24,960,833.33 99.89800000000 SUNGARD 79553 CP BNP PARIBAS 0556N1XR9 14 8177 .3400 25,000,000.00 24,980,666.67 12,041.67 8,055.56 05/11/11 10/25/11 10 000 .3405 24,960,569.44 99.92266666667 SUNGARD 79589 CP CITIGROUP FUNDING 17307SUU4 14 8177 .1600 25,000,000.00 24,996,812.50 4,222.22 05/24/11 07/28/11 6 000 .1600 24,992,777.78 99.98725000000 SUNGARD -187.50 79590 CP BNP PARIBAS 0556N1V18 14 8177 .1900 25,000,000.00 24,996,340.28 5,013.89 430.56 05/24/11 08/01/11 10 000 .1901 24,990,895.83 99.98536111111 SUNGARD 79611 CP BANK OF AMERICA 0660P1VV0 14 8177 .1800 25,000,000.00 24,993,034.72 3,875.00 409.72 05/31/11 08/29/11 11 000 .1801 24,988,750.00 99.97213888889 SUNGARD 79639 PW CP CITIGROUP FUNDING 17307SV82 14 2519 .1800 2,500,000.00 2,499,551.39 300.00 26.39 06/07/11 08/08/11 6 000 .1801 2,499,225.00 99.98205555556 SUNGARD 79640 CP BANK OF AMERICA 0660P1ZG9 2 8177 .2900 25,000,000.00 24,968,500.00 4,833.33 2,333.34 06/07/11 12/16/11 11 100 .2904 24,961,333.33 99.87400000000 SUNGARD 79670 PW CP BNP PARIBAS 0556N1VH3 14 1122 .1800 5,775,000.00 5,773,718.27 404.25 75.39 06/17/11 08/17/11 10 000 .1801 5,773,238.63 99.97780555556 SUNGARD 79671 CP BNP PARIBAS 0556N1VH3 14 8177 .1800 19,225,000.00 19,220,733.12 1,345.75 250.99 06/17/11 08/17/11 10 000 .1801 19,219,136.38 99.97780555556 SUNGARD 79674 RM TOYOTA MOTOR CREDIT CORP 89233HZG2 14 8170 .3100 1,004,000.00 1,002,734.96 95.10 187.41 06/20/11 12/16/11 48 000 .3105 1,002,452.45 99.87400000000 SUNGARD 79683 PW CP BNP PARIBAS 0556N1VV2 14 2505 .2000 2,000,000.00 1,999,442.78 44.44 98.34 06/27/11 08/29/11 10 000 .2001 1,999,300.00 99.97213888889 SUNGARD 79684 PW CP BNP PARIBAS 0556N1VV2 14 2520 .2000 8,500,000.00 8,497,631.81 188.89 417.92 06/27/11 08/29/11 10 000 .2001 8,497,025.00 99.97213888889 SUNGARD 79685 PW CP BNP PARIBAS 0556N1VV2 14 2521 .2000 2,900,000.00 2,899,192.03 64.44 142.59 06/27/11 08/29/11 10 000 .2001 2,898,985.00 99.97213888889 SUNGARD 79686 PW CP BNP PARIBAS 0556N1VV2 14 2552 .2000 1,400,000.00 1,399,609.94 31.11 68.83 06/27/11 08/29/11 10 000 .2001 1,399,510.00 99.97213888889 SUNGARD 79687 PW CP BNP PARIBAS 0556N1VV2 14 2554 .2000 1,025,000.00 1,024,714.42 22.78 50.39 06/27/11 08/29/11 10 000 .2001 1,024,641.25 99.97213888889 SUNGARD 17 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79688 PW CP BNP PARIBAS 0556N1VV2 14 2558 .2000 745,000.00 744,792.43 16.56 36.62 06/27/11 08/29/11 10 000 .2001 744,739.25 99.97213888889 SUNGARD 79689 PW CP BNP PARIBAS 0556N1VV2 14 2571 .2000 1,100,000.00 1,099,693.53 24.44 54.09 06/27/11 08/29/11 10 000 .2001 1,099,615.00 99.97213888889 SUNGARD 79690 PW CP BNP PARIBAS 0556N1VV2 14 2572 .2000 500,000.00 499,860.69 11.11 24.58 06/27/11 08/29/11 10 000 .2001 499,825.00 99.97213888889 SUNGARD 79691 PW CP BNP PARIBAS 0556N1VV2 14 2578 .2000 775,000.00 774,784.08 17.22 38.11 06/27/11 08/29/11 10 000 .2001 774,728.75 99.97213888889 SUNGARD 79692 PW CP BNP PARIBAS 0556N1VV2 14 2579 .2000 1,000,000.00 999,721.39 22.22 49.17 06/27/11 08/29/11 10 000 .2001 999,650.00 99.97213888889 SUNGARD 79693 PW CP BNP PARIBAS 0556N1VV2 14 2581 .2000 775,000.00 774,784.08 17.22 38.11 06/27/11 08/29/11 10 000 .2001 774,728.75 99.97213888889 SUNGARD 79694 PW CP BNP PARIBAS 0556N1VV2 14 2583 .2000 600,000.00 599,832.83 13.33 29.50 06/27/11 08/29/11 10 000 .2001 599,790.00 99.97213888889 SUNGARD 79695 PW CP BNP PARIBAS 0556N1VV2 14 2517 .2000 1,000,000.00 999,721.39 22.22 49.17 06/27/11 08/29/11 10 000 .2001 999,650.00 99.97213888889 SUNGARD 79696 CP BNP PARIBAS 0556N1VV2 14 8177 .2000 2,680,000.00 2,679,253.32 59.56 131.76 06/27/11 08/29/11 10 000 .2001 2,679,062.00 99.97213888889 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 30.49%(M) .2608 398,504,000.00 398,352,315.52 184,825.63 40,886.74 .2611 398,126,790.65 99.96193700000 -187.50 ------- --------------- --------------- --------------- --------------- 78839 CCCSIG YCD BARCLAYS BANK PLC NY 06740MNK5 14 6911 .9000 2,250,000.00 2,253,277.17 16,706.25 3,277.17 09/07/10 09/02/11 37 000 .9000 2,250,000.00 100.1456518184 SUNGARD 79021 CCCSIG YCD BANK OF NOVA SCOTIA 06417DSG1 14 6911 .5620 2,490,000.00 2,490,000.00* 2,060.20 0.00 11/09/10 11/09/12 37 000 .5620 2,490,000.00 100.0000000000 BOOK 79393 NCD UNION BANK OF CALIFORNIA 90527MPM2 14 8177 .3200 25,000,000.00 25,004,665.09 20,888.89 4,665.09 03/29/11 07/28/11 16 000 .3200 25,000,000.00 100.0186603619 SUNGARD 79394 YCD BNP PARIBAS 05572NCD6 14 8177 .3600 25,000,000.00 25,005,442.66 23,500.00 5,442.66 03/29/11 07/28/11 10 000 .3600 25,000,000.00 100.0217706365 SUNGARD 79427 YCD BNP PARIBAS 05572NCJ3 14 8177 .3600 25,000,000.00 25,008,163.80 22,750.00 8,163.80 04/01/11 08/11/11 10 000 .3600 25,000,000.00 100.0326552188 SUNGARD 79428 YCD UBS AG STAMFORD 90267AK70 14 8177 .2900 25,000,000.00 25,008,163.40 18,326.39 8,163.40 04/01/11 08/25/11 29 000 .2900 25,000,000.00 100.0326535809 SUNGARD 79525 NCD UNION BANK OF CALIFORNIA 90527MQS8 14 8177 .2600 25,000,000.00 25,008,871.83 11,375.00 8,871.83 04/29/11 09/09/11 16 000 .2600 25,000,000.00 100.0354873359 SUNGARD 79543 NCD BANK OF AMERICA 0605C03H3 14 8177 .2700 25,000,000.00 25,011,071.90 9,750.00 11,071.90 05/10/11 11/10/11 11 000 .2700 25,000,000.00 100.0442875938 SUNGARD 79544 YCD UBS AG STAMFORD 90267AP67 14 8177 .3750 25,000,000.00 25,013,233.19 13,541.67 13,233.19 05/10/11 02/10/12 29 000 .3750 25,000,000.00 100.0529327703 SUNGARD 79554 NCD UNION BANK OF CALIFORNIA 90527MRA6 14 8177 .2800 25,000,000.00 25,009,380.61 9,916.67 9,380.61 05/11/11 10/12/11 16 000 .2800 25,000,000.00 100.0375224440 SUNGARD 79580 YCD BNP PARIBAS 05572NDL7 14 8177 .1700 25,000,000.00 25,001,749.58 5,076.39 1,749.58 05/19/11 07/28/11 10 000 .1700 25,000,000.00 100.0069983305 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST 18 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79645 YCD BNP PARIBAS 05572NDZ6 14 8177 .2300 25,000,000.00 25,007,914.90 2,715.28 7,914.90 06/14/11 09/14/11 10 000 .2300 25,000,000.00 100.0316595933 SUNGARD 79679 NCD UNION BANK OF CALIFORNIA 90527MRZ1 14 8177 .1800 25,000,000.00 25,005,901.50 1,000.00 5,901.50 06/23/11 09/23/11 16 000 .1800 25,000,000.00 100.0236059911 SUNGARD 79681 NCD BANK OF AMERICA 0605C03T7 14 8177 .1600 25,000,000.00 25,002,999.56 777.78 2,999.56 06/24/11 08/23/11 11 000 .1600 25,000,000.00 100.0119982402 SUNGARD 79701 PW YCD UBS AG STAMFORD CT 90267AV45 14 1115 .2000 5,100,000.00 5,101,495.70 85.00 1,495.70 06/28/11 09/26/11 29 000 .2000 5,100,000.00 100.0293273809 SUNGARD 79702 PW YCD UBS AG STAMFORD CT 90267AV45 14 1234 .2000 1,100,000.00 1,100,322.60 18.33 322.60 06/28/11 09/26/11 29 000 .2000 1,100,000.00 100.0293273809 SUNGARD 79703 PW YCD UBS AG STAMFORD CT 90267AV45 14 1240 .2000 1,950,000.00 1,950,571.88 32.50 571.88 06/28/11 09/26/11 29 000 .2000 1,950,000.00 100.0293273809 SUNGARD 79704 PW YCD UBS AG STAMFORD CT 90267AV45 14 1242 .2000 4,000,000.00 4,001,173.10 66.67 1,173.10 06/28/11 09/26/11 29 000 .2000 4,000,000.00 100.0293273809 SUNGARD 79705 PW YCD UBS AG STAMFORD CT 90267AV45 14 1260 .2000 2,000,000.00 2,000,586.55 33.33 586.55 06/28/11 09/26/11 29 000 .2000 2,000,000.00 100.0293273809 SUNGARD 79706 PW YCD UBS AG STAMFORD CT 90267AV45 14 1270 .2000 3,100,000.00 3,100,909.15 51.67 909.15 06/28/11 09/26/11 29 000 .2000 3,100,000.00 100.0293273809 SUNGARD 79707 PW YCD UBS AG STAMFORD CT 90267AV45 14 1282 .2000 5,000,000.00 5,001,466.37 83.33 1,466.37 06/28/11 09/26/11 29 000 .2000 5,000,000.00 100.0293273809 SUNGARD 79708 PW YCD UBS AG STAMFORD CT 90267AV45 14 1395 .2000 875,000.00 875,256.61 14.58 256.61 06/28/11 09/26/11 29 000 .2000 875,000.00 100.0293273809 SUNGARD 79709 PW YCD UBS AG STAMFORD CT 90267AV45 14 8214 .2000 3,000,000.00 3,000,879.82 50.00 879.82 06/28/11 09/26/11 29 000 .2000 3,000,000.00 100.0293273809 SUNGARD 79710 PW YCD UBS AG STAMFORD CT 90267AV45 14 8215 .2000 4,800,000.00 4,801,407.71 80.00 1,407.71 06/28/11 09/26/11 29 000 .2000 4,800,000.00 100.0293273809 SUNGARD 79711 PW YCD UBS AG STAMFORD CT 90267AV45 14 8216 .2000 4,400,000.00 4,401,290.40 73.33 1,290.40 06/28/11 09/26/11 29 000 .2000 4,400,000.00 100.0293273809 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 26.04%(M) .2701 340,065,000.00 340,166,195.08 158,973.26 101,195.08 .2701 340,065,000.00 100.0297580000 ------- --------------- --------------- --------------- --------------- 79241 CCCCD CORP WACHOVIA CORP FLTG 92976WBK1 14 7903 2.0433 1,000,000.00 1,026,406.25 3,348.66 01/25/11 05/01/13 37 000 .5863 1,028,947.00 102.6406250000 SUNGARD -2,540.75 79355 CORP GE CAPITAL CORP FLTG RATE 36962G4U5 14 8177 1.5000 10,000,000.00 10,000,000.00 10,416.75 0.00 12/06/10 02/06/14 16 000 1.5000 10,000,000.00 100.0000000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .84%(M) 1.5507 11,000,000.00 11,026,406.25 13,765.41 .00 1.4148 11,028,947.00 100.2400570000 -2,540.75 ------- --------------- --------------- --------------- --------------- 76267 CCCCD CORP BNY MELLON 06406HBK4 14 7903 5.1250 700,000.00 759,828.13 12,356.94 56,559.13 08/29/08 08/27/13 37 000 5.0180 703,269.00 108.5468750000 SUNGARD 76858 CCCSIG CORP JOHN DEERE CAP 24424DAA7 14 6911 2.8750 820,000.00 840,884.38 785.83 22,778.58 12/19/08 06/19/12 37 000 2.9449 818,105.80 102.5468750000 SUNGARD 77042 CCCCD CORP CITIGROUP INC 17313UAE9 14 7903 2.1250 400,000.00 410,088.00 1,440.28 10,864.00 01/30/09 04/30/12 37 000 2.1876 399,224.00 102.5220000000 UPRICE 19 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78190 CORP GE CAPITAL COR 36962GZ56 14 8177 5.5000 10,000,000.00 10,178,125.00 70,277.78 2,525.00 01/08/10 11/15/11 16 000 4.4980 10,175,600.00 101.7812500000 SUNGARD 78248 CORP WELLS FARGO BANK 949744AA4 14 8177 3.0000 10,000,000.00 10,125,000.00 18,333.33 02/01/10 12/09/11 17 000 .8851 10,388,300.00 101.2500000000 SUNGARD -263,300.00 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 600,000.00 605,625.00 6,288.33 6,213.00 07/27/10 07/27/15 37 000 2.4710 599,412.00 100.9375000000 SUNGARD 78809 CCCCD CORP CREDIT SUISSE 22541LAH6 14 7903 5.5000 550,000.00 596,062.50 11,427.78 08/24/10 08/15/13 37 000 1.7901 608,855.50 108.3750000000 SUNGARD -12,793.00 78872 CCCSIG CORP GENERAL ELEC CAP CO 36962G4Q4 14 6911 1.8750 3,000,000.00 3,034,218.75 16,406.25 38,748.75 09/16/10 09/16/13 37 000 1.9270 2,995,470.00 101.1406250000 SUNGARD 78910 CCCCD CORP JP MORGAN CHASE & 46623EJD2 14 7903 1.6500 700,000.00 707,437.50 2,919.58 7,521.50 09/30/10 09/30/13 37 000 1.6541 699,916.00 101.0625000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 1,000,000.00 985,000.00 3,250.00 11/09/10 11/09/15 37 000 2.2660 999,250.00 98.50000000000 SUNGARD -14,250.00 79043 CCCCD CORP PROCTOR & GAM 742718DS5 14 7903 1.8000 200,000.00 199,125.00 460.00 761.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 99.56250000000 SUNGARD 79220 CORP BERKSHIRE HATHAWAY CALL 084664BR1 14 8177 1.5000 10,000,000.00 10,089,062.50 70,833.33 89,362.50 01/11/11 01/10/14 16 000 1.5010 9,999,700.00 100.8906250000 SUNGARD 79223 CCCSIG CORP BERKSHIRE 084664BR1 14 6911 1.5000 1,300,000.00 1,311,578.13 9,208.33 15,062.13 01/11/11 01/10/14 37 000 1.5919 1,296,516.00 100.8906250000 SUNGARD 79228 CORP MICROSOFT CORPORATION 594918AF1 14 8177 .8750 10,000,000.00 10,017,187.50 22,847.22 45,987.50 01/14/11 09/27/13 16 000 .9831 9,971,200.00 100.1718750000 SUNGARD 79297 CORP GE CAPITAL CO 36962G4Q4 14 8177 1.8750 10,000,000.00 10,114,062.50 54,687.50 95,162.50 02/09/11 09/16/13 16 000 1.8001 10,018,900.00 101.1406250000 SUNGARD 79490 CCCSIG CORP WAL-MART ST 931142DA8 14 6911 1.6250 1,050,000.00 1,063,945.31 3,602.09 16,780.31 04/18/11 04/15/14 37 000 1.7180 1,047,307.19 101.3281250000 SUNGARD 79491 CCCCD CORP WAL-MART ST 931142DC4 14 7903 2.8000 440,000.00 450,381.25 2,600.89 12,004.85 04/18/11 04/15/16 37 000 2.8799 438,479.07 102.3593750000 SUNGARD 79558 CCCSIG CORP IBM GLOBAL 459200GW5 14 6911 1.2500 3,000,000.00 3,006,562.50 5,104.17 9,382.50 05/12/11 05/12/14 37 000 1.2825 2,997,180.00 100.2187500000 SUNGARD 79559 CCCCD CORP IBM GLOBAL NOTES 459200GW5 14 7903 1.2500 830,000.00 831,815.63 1,412.15 2,595.83 05/12/11 05/12/14 37 000 1.2825 829,219.80 100.2187500000 SUNGARD 79574 CCCCD CORP ABBOTT CA 002824AX8 14 7903 2.7000 550,000.00 571,742.19 1,402.50 3,201.69 05/17/11 05/27/15 37 000 1.8280 568,540.50 103.9531250000 SUNGARD 79582 CORP IBM CORPORATION 459200GW5 14 8177 1.2500 10,000,000.00 10,021,875.00 17,013.89 2,975.00 05/20/11 05/12/14 16 000 1.1852 10,021,677.78 100.2187500000 SUNGARD 79583 CCCCD CORP JOHNSON CALL 47816OAY8 14 7903 2.1500 400,000.00 398,780.00* 1,098.88 0.00 05/20/11 05/15/16 37 000 2.2149 398,899.44 99.69500000000 BOOK 79584 CCCSIG CORP JOHNSON CALL 478160AX2 14 6911 1.2000 3,000,000.00 3,008,906.25 4,600.00 12,416.25 05/20/11 05/15/14 37 000 1.2400 2,996,990.00 100.2968750000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 6.07%(M) 2.2586 78,540,000.00 79,327,293.02 338,357.05 450,902.02 1.8231 79,170,376.08 101.0024100000 -290,343.00 ------- --------------- --------------- --------------- --------------- 79591 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 1.4000 3,200.00 3,200.00* 4.73 0.00 05/24/11 05/24/14 24 2400 1.4000 3,200.00 100.0000000000 BOOK * MARKET = BOOK LESS PURCHASE INTEREST 20 of 109 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 07/20/11 12:04:32 INVESTMENTS OUTSTANDING AS OF 06/30/11 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) 1.4000 3,200.00 3,200.00 4.73 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .6982 1300276200.00 1306539152.55 2,270,438.36 2,784,854.15 .5612 1304340693.50 100.4816630000 -974,366.16 ======= =============== =============== =============== =============== 21 of 109 22 of 109 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) 23 of 109 CONTRA COSTA COUNTY AS OF JUNE 30, 2011 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 9,251,151.25 9,265,735.41 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 16,316,639.67 16,342,362.36 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 11,464,718.95 11,482,792.74 BYRON UNION SCHOOL DISTRICT 75-07-017 5,134,193.04 5,142,286.94 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 189,747.01 190,046.14 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 43,700,000.00 43,768,891.74 CENTRAL CONTRA COSTA SANITARY DIST. (AB3107)11-07-036 3,247,000.00 3,252,118.80 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 6,501,621.55 6,511,871.16 CONTRA COSTA COMMUNITY COLLEGE (AB3107)11-07-034 23,643,232.34 23,680,505.19 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,078,823.50 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,264,145.83 1,266,138.72 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,200,683.00 2,204,152.31 CONTRA COSTA & SOLANO COUNTIES SCHOOL DISTRICT 35-07-005 750,465.28 751,648.37 SELF - INSURANCE AUTHORITY CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,399,925.92 2,403,709.33 DELTA DIABLO SANITATION DISTRICT 70-07-003 71,579.11 71,691.95 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1.97 1.97 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 529,579.74 530,414.61 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 3,359,023.53 3,364,318.93 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 1,626,133.32 1,628,696.87 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.94 0.94 LAFAYETTE SCHOOL DISTRICT 75-07-012 7,693,851.54 7,705,980.67 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 6,829,455.88 6,840,222.31 MORAGA ORINDA FIRE DISTRICT 17-07-003 3,292,957.32 3,298,148.57 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,436,634.88 14,459,393.80 MT VIEW SANITARY DISTRICT 70-07-008 7,577,854.59 7,589,800.85 OAKLEY UNION SCHOOL DISTRICT 75-07-009 243,777.37 244,161.68 ORINDA UNION SCHOOL DISTRICT 75-07-015 2,337,866.25 2,341,551.83 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 1,318,762.45 1,320,841.44 RECLAMATION DISTRICT 800 60-07-003 3,903,980.28 3,910,134.79 REDEVELOPMENT AGENCY 65-07-015 28,588,380.11 28,633,448.83 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 1,059,535.89 1,061,206.22 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 440,579.06 441,273.62 WALNUT CREEK SCHOOL DISTRICT 75-07-003 4,031,388.72 4,037,744.08 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 25,606,658.54 25,647,026.67 WEST CONTRA COSTA UNIFIED SD 2005 SERIES C-1 11-07-038 40,086,551.97 40,149,747.22 WEST CONTRA COSTA UNIFIED SD 2005 SERIES C-2 11-07-039 12,089,350.26 12,108,408.76 WEST CONTRA COSTA UNIFIED SD 2005 SERIES D-1 11-07-040 13,052,259.81 13,072,836.31 TOTAL 354,239,687.37 354,798,135.61 24 of 109 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.2. ASSET MANAGEMENT FUNDS a. WELLS CAPITAL MANAGEMENT b. BofA GLOBAL CAPITAL MANAGEMENT c. CalTRUST 62 of 109 WC-Contra Costa County131235Begin Date6/1/2011End Date6/30/2011The information contained in this report represents estimated trade date investment calculations provided via Clearwater Analytics for Wells CapitalManagement clients. Certain calculations may not be available for all time periods. Please refer to your custody statement for official portfolio holdings andtransactions. Note that certain accounting methods may cause differences between this investment report and your custody statement.63 of 109 WC-Contra Costa CountyRisk Summary1Perf Summary TotIdxExc GrossOfFees4Perf Summary TotIdxExc NetOfFees5Financials6Prior Period Adjustments Simple7Income Detail8Balance Sheet Classification10Trading Activity12Transaction Detail13MMF Transaction Detail14Market Value Roll15Table of Contents(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/201164 of 109 SummaryCash7,517,255.14Fixed Income37,512,386.37Duration0.530Convexity---Weighted Avg Life0.600Weighted Avg Maturity0.691Weighted Avg Eff Maturity0.567Yield0.276%Purchase Yield0.389%Avg Credit RatingAA+/Aa1/AA+Security TypeAgency (46.8%)Corporate (23.4%)MM Fund (16.7%)US Gov (9%)Asset Backed (4%)Currency (0%)MMF Asset AllocationABCP (21%)FRNS (20%)1st Tier CP (e... (18%)Foreign Bank (16%)Time Deposits (13%)Repo (8%)Other (4%)Issuer ConcentrationFederal Home Loan Banks Office of...17.8%MMF - WELLS FARGO ADV HER MMKT-INS16.7%Federal Farm Credit Banks Consoli...13.4%Federal Home Loan Mortgage Corpor...12.3%The United States, Government of9.0%Federal National Mortgage Associa...3.3%Credit Suisse Group AG1.9%JPMorgan Chase & Co.1.9%Other23.7%CountryUnited States (100%)CurrencyUS Dollar (100%)Risk Summary(WC-Contra Costa County)Dated: 7/1/20116/30/2011165 of 109 Market SectorsCash (16.7%)Government (9%)Agency (46.8%)Financial (15.4%)Industrial (8%)ABS (4%)Time to Maturity (Years)Effective MaturityFinal Maturity0123401020304050PercentDuration05101520253035Percent00 02500 025-2 5 5- -5 5223 3 4 5 Credit Ratings0102030405060PercentAAAAAAAAAAA/AAAAAAAAAAAAAAAAAAAAAAAAAAAA-AAAAAAAAAAACredit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA31.6 22.3 3.3 4.5 14.9 0.0 0.0 0.0AA0.0 3.0 0.0 0.0 1.8 0.0 0.0 0.0A3.1 0.0 5.6 3.1 6.8 0.0 0.0 0.0BBB0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0BB0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0B0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0CCC0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0CC0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0C0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0Industry SectorsSovereign (55.8%)Cash (16.7%)Diversified Fin... (9%)Banks (4.7%)Beverages (3%)Credit Card ABS (2.7%)Computers (1.9%)Insurance (1.7%)Pharmaceuticals (1.7%)Other (2.9%)Risk Summary(WC-Contra Costa County)Dated: 7/1/20116/30/2011266 of 109 Industry SubsectorsSovereign Agency (46.8%)Cash (16.7%)Sovereign (9%)Diversified Fin... (5.2%)Finance-Invest ... (3.8%)Beverages-Non-a... (3%)Fiduciary Banks (2.9%)Credit Card Bul... (2.7%)Computers (1.9%)Other (8.1%)Risk Summary(WC-Contra Costa County)Dated: 7/1/20116/30/2011367 of 109 TotalIndexExcessCurr Month Cu... Curr Year Prev Month Pr... Prev Year Traili... Traili... Traili...0.00.10.20.30.40.50.6Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 6/1/11-6/30/11 4/1/11-6/30/11 1/1/11-6/30/11 5/1/11-5/31/11 1/1/11-3/31/11 1/1/10-12/31/10 5/31/11-6/30/11 3/31/11-6/30/11 7/1/10-6/30/11Total Return0.007%0.112%0.254%0.047%0.142%0.608%0.008%0.124%0.523%Index Return0.025%0.089%0.157%0.017%0.068%0.365%0.021%0.090%0.347%Excess Return-0.017%0.023%0.097%0.030%0.074%0.243% -0.014%0.034%0.176%Index: ML 6 Month T-Bill (G0O2)Gross of Fees (includes trading expenses)Returns are actual and have not been annualized.Summary Performance(WC-Contra Costa County)Dated: 7/1/20116/30/2011468 of 109 TotalIndexExcessCurr Month Cu... Curr Year Prev Month Pr... Prev Year Traili... Traili... Traili...-0.050.000.050.100.150.200.250.300.350.400.45Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 6/1/11-6/30/11 4/1/11-6/30/11 1/1/11-6/30/11 5/1/11-5/31/11 1/1/11-3/31/11 1/1/10-12/31/10 5/31/11-6/30/11 3/31/11-6/30/11 7/1/10-6/30/11Total Return-0.006%0.073%0.176%0.033%0.103%0.446% -0.005%0.085%0.363%Index Return0.025%0.089%0.157%0.017%0.068%0.365%0.021%0.090%0.347%Excess Return-0.031% -0.016%0.019%0.017%0.035%0.081% -0.027% -0.005%0.015%Index: ML 6 Month T-Bill (G0O2)Net of Fees (includes management and trading)Returns are actual and have not been annualized.Summary Performance(WC-Contra Costa County)Dated: 7/1/20116/30/2011569 of 109 Balance SheetWC-Contra Costa CountyAs of:5/31/20116/30/2011Original Cost45,031,539.17 45,012,573.08Amortization/Accretion-131,992.93 -172,552.17Realized Impairment Loss0.000.00Amortized Cost44,899,546.24 44,840,020.91Accrued Interest119,056.27 159,805.37Ending Book Value45,018,602.52 44,999,826.27Unrealized Gain46,676.8637,365.20Unrealized Loss-4,612.62-7,549.96Net Unrealized Gain/Loss42,064.2429,815.23Total Market Value45,060,666.75 45,029,641.51Income StatementBegin Date6/1/2011End Date6/30/2011Net Transfers In/Out-28,443.61Amortization/Accretion-34,486.03Interest Income50,117.47Dividend Income0.00Other Income0.00Income Subtotal50,117.47Realized Gain0.00Realized Loss0.00Realized Impairment Loss0.00Net Realized Gain/Loss0.00Expenses-5,964.08Net Income9,667.37Statement of Cash FlowsBegin Date6/1/2011End Date6/30/2011Net Income9,667.37Amortization/Accretion34,486.03Change in MV on CE Securities0.00Change in Accrued-25,860.89Net Gain/Loss0.00Balance Sheet Reclassifications0.00Non Cash Adjustments8,625.13Purchases of Marketable Securities-2,551,010.00Purchased Accrued of Marketable Securities-14,888.20Sales of Marketable Securities0.00Sold Accrued of Marketable Securities0.00Maturities of Marketable Securities6,000,000.00Net Purchases/Sales3,434,101.80Transfers of Cash & Cash Equivalents-28,443.61Net Change in Cash & Cash Equivalents3,423,950.69Beginning Cash & Cash Equivalents4,093,304.45Ending Cash & Cash Equivalents7,517,255.14Financials(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/2011670 of 109 Summary by BucketSummary by Journal EntryDetails of Adjustments by SecurityAccountPrevious Ending ValueCurrent Beginning ValueDeltaWC-Contra Costa County45,060,666.7045,060,666.750.05BucketDebit / CreditInterest Income-0.05LT Unrealized Security G/L0.00OCI - Unrealized G/L0.00Net Receivables/Payables-18,020.93LT Amortized Cost0.00Cash18,025.00CE Accrued Interest0.00LT Accrued Interest-4.02Type of ChangeAmountDebit BucketCredit BucketBS ReclassificationMmkt Fund Dividends0.05 CashCE Accrued InterestYesChange in Unrealized Security G/L - Long-Term0.00 LT Unrealized Security G/LOCI - Unrealized G/LNoChange in Net Receivables/Payables-18,020.93 Net Receivables/PayablesCashYesNet Purchased Accrued - Long-Term-4.02 LT Accrued InterestCashYesAccrued Interest Income - Taxable (Federal) Cash Equivalent0.05 CE Accrued InterestInterest IncomeNoPurchased Amortized Cost - Long-Term0.00 LT Amortized CostCashYesAccountCusip/ISINSecurity NameType of ChangeAmountDebit BucketCredit BucketBS ReclassificationWC-Contra Costa County 002819AA8ABBOTT LABORATORIESChange in Net Receivables/Payables-18,025.00 Net Receivables/Payables CashYesWC-Contra Costa County 17305EDX0CCCIT 2007-A7 A7Change in Net Receivables/Payables4.02 Net Receivables/Payables CashYesWC-Contra Costa County 17305EDX0CCCIT 2007-A7 A7Net Purchased Accrued - Long-Term-4.02 LT Accrued InterestCashYesWC-Contra Costa County 949917397WELLS FARGO ADV HER MMKT-INSAccrued Interest Income - Taxable (Federal) Cash Equivalent0.05 CE Accrued InterestInterest IncomeNoWC-Contra Costa County 949917397WELLS FARGO ADV HER MMKT-INSChange in Net Receivables/Payables0.05 Net Receivables/Payables CashYesWC-Contra Costa County 949917397WELLS FARGO ADV HER MMKT-INSMmkt Fund Dividends0.05 CashCE Accrued InterestYesPrior Period Adjustments Simple(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/2011771 of 109 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net Transfers Net RealizedG/LAmortization/AccretionIncome ExpensesNet Income Settle Date002819AA8700,000.00 ABBOTT LABORATORIES5.150 11/30/2012 11/30/20120.000.00 -2,608.19 3,004.170.00395.98 05/18/2011039483BA9700,000.00 ARCHER-DANIELS-MIDLAND C0.422 08/13/2012 08/13/20120.000.000.00246.310.00246.31 02/11/201106406HBA6615,000.00 BANK OF NEW YORK MELLON5.125 11/01/2011 11/01/20110.000.00 -2,394.94 2,626.560.00231.62 02/15/2011073902PP7800,000.00 BEAR STEARNS COS LLC5.350 02/01/2012 02/01/20120.000.00 -2,810.42 3,566.670.00756.24 08/05/2010084664BK6745,000.00 BERKSHIRE HATHAWAY FIN4.000 04/15/2012 04/15/20120.000.00 -1,887.97 2,483.330.00595.36 07/29/201017305EDX0700,000.00 CCCIT 2007-A7 A70.536 08/20/2014 08/19/20120.000.00-148.98316.230.00167.25 06/01/2011191216AQ3700,000.00 COCA-COLA CO/THE0.311 05/15/2012 05/15/20120.000.00-35.31181.270.00145.96 02/18/201122541LAC7800,000.00 CREDIT SUISSE USA INC6.500 01/15/2012 01/15/20120.000.00 -3,411.26 4,333.330.00922.07 08/18/2010313312QD51,000,000.00 FED FARM CRD DISCOUNT NT0.000 12/06/2011 12/06/20110.000.00258.330.000.00258.33 01/11/2011313312QW31,000,000.00 FED FARM CRD DISCOUNT NT0.000 12/23/2011 12/23/20110.000.00291.670.000.00291.67 12/27/2010313312WQ91,000,000.00 FED FARM CRD DISCOUNT NT0.000 05/09/2012 05/09/20120.000.00166.670.000.00166.67 05/10/201131331GV222,000,000.00 FEDERAL FARM CREDIT BANK1.125 10/03/2011 10/03/20110.000.00 -1,380.00 1,875.000.00495.00 12/07/201031331GYP81,000,000.00 FEDERAL FARM CREDIT BANK2.125 06/18/2012 06/18/20120.000.00-877.11 1,003.470.00126.36 06/14/2011313370BG22,000,000.00 FEDERAL HOME LOAN BANK0.450 07/28/2011 07/28/20110.000.00-73.97750.000.00676.03 07/28/2010313370BJ61,000,000.00 FEDERAL HOME LOAN BANK0.650 01/30/2012 01/30/20120.000.00-109.17541.670.00432.50 08/05/2010313371HG41,000,000.00 FEDERAL HOME LOAN BANK0.300 10/27/2011 10/27/20110.000.00-38.46250.000.00211.54 11/10/2010313384LX51,000,000.00 FED HOME LN DISCOUNT NT0.000 09/19/2011 09/19/20110.000.00225.000.000.00225.00 12/16/2010313384PW31,000,000.00 FED HOME LN DISCOUNT NT0.000 11/29/2011 11/29/20110.000.00250.000.000.00250.00 11/30/2010313384QC61,000,000.00 FED HOME LN DISCOUNT NT0.000 12/05/2011 12/05/20110.000.00275.000.000.00275.00 12/09/2010313396HM80.00 FREDDIE MAC DISCOUNT NT0.000 06/29/2011 06/29/20110.000.00342.220.000.00342.22 07/01/2010313396NS81,000,000.00 FREDDIE MAC DISCOUNT NT0.000 11/01/2011 11/01/20110.000.00233.330.000.00233.33 12/01/20103133XUUJ01,000,000.00 FEDERAL HOME LOAN BANK1.625 09/26/2012 09/26/20120.000.00-34.5245.130.0010.62 06/30/20113133XWCC10.00 FEDERAL HOME LOAN BANK0.625 06/15/2011 06/15/20110.000.00-6.47243.060.00236.58 04/30/20103134G12L71,000,000.00 FREDDIE MAC0.850 02/08/2013 02/08/20120.000.00-369.23708.330.00339.10 05/24/20113134G1AP92,000,000.00 FREDDIE MAC0.176 10/21/2011 10/21/20110.000.0083.05303.500.00386.55 04/21/20103134G1GQ11,500,000.00 FREDDIE MAC1.000 08/28/2012 08/28/20120.000.00-619.67 1,250.000.00630.33 03/24/2011313588GH20.00 FANNIE DISCOUNT NOTE0.000 06/01/2011 06/01/20110.000.000.000.000.000.00 06/08/2010313588HC20.00 FANNIE DISCOUNT NOTE0.000 06/20/2011 06/20/20110.000.00453.890.000.00453.89 07/07/2010313588LJ21,000,000.00 FANNIE DISCOUNT NOTE0.000 09/06/2011 09/06/20110.000.00208.330.000.00208.33 10/12/201031398A3Z3500,000.00 FANNIE MAE0.800 09/27/2012 09/27/20110.000.00-178.72333.330.00154.61 05/09/201136159JBM2500,000.00 GEMNT 2009-2 A3.690 07/15/2015 07/15/20120.000.00-457.16563.750.00106.59 06/20/201136962G4H4800,000.00 GENERAL ELEC CAP CORP2.800 01/08/2013 01/08/20130.000.00 -1,088.67 1,866.670.00777.99 05/24/2011428236AL7800,000.00 HEWLETT-PACKARD CO5.250 03/01/2012 03/01/20120.000.00 -3,129.03 3,500.000.00370.97 02/23/201144924EAB6750,000.00 IBM INTL GROUP CAPITAL5.050 10/22/2012 10/22/20120.000.00 -2,463.60 3,156.250.00692.65 02/18/2011477867AB1600,000.00 JDOT 2011-A A20.640 06/16/2014 08/27/20120.000.000.88320.000.00320.88 04/20/2011589331AR80.00 MERCK & CO INC1.875 06/30/2011 06/30/20110.000.00 -1,217.26 1,510.420.00293.16 09/30/2010665859AH7630,000.00 NORTHERN TRUST CORP5.200 11/09/2012 11/09/20120.000.00 -2,217.62 2,730.000.00512.38 04/15/2011713448BF4600,000.00 PEPSICO INC5.150 05/15/2012 05/15/20120.000.00 -2,282.73 2,575.000.00292.27 04/15/201190327QCR8700,000.00 USAA CAPITAL CORP4.996 12/12/2011 12/12/20110.000.00 -2,659.66 2,914.330.00254.68 05/23/201191159HGS3800,000.00 US BANCORP2.125 02/15/2013 02/15/20130.000.00-816.15 1,416.670.00600.52 05/13/2011Income Detail(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/2011872 of 109 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net Transfers Net RealizedG/LAmortization/AccretionIncome ExpensesNet Income Settle Date912828JU52,000,000.00 US TREASURY N/B1.750 11/15/2011 11/15/20110.000.00 -2,389.58 2,853.260.00463.68 11/22/2010912828LB42,000,000.00 US TREASURY N/B1.500 07/15/2012 07/15/20120.000.00 -1,568.54 2,486.190.00917.64 02/14/20119499173977,517,088.37 WELLS FARGO ADV HER MMKT-INS0.030 ------0.000.000.00163.570.00163.57 ---CCYUSD166.77 US Dollar--- -------28,443.610.000.000.00 -5,964.08-5,964.08 ----------------------28,443.610.00-34,486.0350,117.47-5,964.089,667.37---Income Detail(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/2011973 of 109 Cash Equivalent (3)16.69% 7,517,255.14Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value949917397WELLS FARGO ADV HER MMKT-INS7,517,088.37 CashAAAm/Aaa/NA 0.030 ------0.030 0.030 7,517,088.37 7,517,088.370.00 1.0000.00 7,517,088.37 7,517,088.37CCYUSDUS Dollar3.20 CashAAA/Aaa/AAA 0.000 ------0.000 0.0003.203.200.00 1.0000.003.203.20CCYUSDNet Receivables/Payables163.57 CashAAA/Aaa/AAA 0.000 ------0.000 0.000163.57163.570.00 1.0000.00163.57163.57------7,517,255.14 ---------------0.030 0.030 7,517,255.14 7,517,255.140.00 ---0.00 7,517,255.14 7,517,255.14Short Term (23)55.59% 25,033,010.26Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value06406HBA6 BANK OF NEW YORK MELLON615,000.00 Financial AA-/Aa2/AA- 5.125 11/01/2011 11/01/2011 0.385 0.539 635,676.30624,819.25-350.09 101.5405,253.12624,469.16629,722.28073902PP7 BEAR STEARNS COS LLC800,000.00 Financial A+/Aa3/AA- 5.350 02/01/2012 02/01/2012 1.042 0.619 851,056.00820,141.362,169.04 102.789 17,833.33822,310.40840,143.73084664BK6 BERKSHIRE HATHAWAY FIN745,000.00 Financial AA+/Aa2/A+ 4.000 04/15/2012 04/15/2012 0.899 0.479 784,395.60763,187.432,624.15 102.7946,291.11765,811.58772,102.69191216AQ3 COCA-COLA CO/THE700,000.00 Industrial A+/Aa3/A+ 0.311 05/15/2012 05/15/2012 0.254 0.206 700,532.00700,375.46261.54 100.091277.95700,637.00700,914.9522541LAC7 CREDIT SUISSE USA INC800,000.00 Financial A+/Aa1/AA- 6.500 01/15/2012 01/15/2012 1.275 0.705 858,560.00822,514.332,564.07 103.135 23,977.78825,078.40849,056.18313312QD5 FED FARM CRD DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 12/06/2011 12/06/2011 0.315 0.101 997,166.94998,639.44965.56 99.9610.00999,605.00999,605.00313312QW3 FED FARM CRD DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 12/23/2011 12/23/2011 0.356 0.101 996,490.28998,298.611,264.39 99.9560.00999,563.00999,563.00313312WQ9 FED FARM CRD DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 05/09/2012 05/09/2012 0.204 0.183 997,972.22998,261.11175.89 99.8440.00998,437.00998,437.0031331GV22 FEDERAL FARM CREDIT BANK2,000,000.00 Agency AAA/Aaa*/AAA*1.125 10/03/2011 10/03/2011 0.289 0.190 2,013,800.00 2,004,324.00450.00 100.2395,500.00 2,004,774.00 2,010,274.0031331GYP8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA/Aaa*/AAA*2.125 06/18/2012 06/18/2012 0.234 0.292 1,019,090.00 1,018,212.89-1,111.89 101.710767.36 1,017,101.00 1,017,868.36313370BG2 FEDERAL HOME LOAN BANK2,000,000.00 Agency AAA/Aaa/F1+* 0.450 07/28/2011 07/28/2011 0.406 0.102 2,000,900.00 2,000,066.58457.42 100.0263,825.00 2,000,524.00 2,004,349.00313370BJ6FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA/Aaa/AAA* 0.650 01/30/2012 01/30/2012 0.517 0.213 1,001,976.00 1,000,775.111,367.89 100.2142,726.39 1,002,143.00 1,004,869.39313371HG4 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA/P-1/F1+* 0.300 10/27/2011 10/27/2011 0.253 0.092 1,000,450.00 1,000,151.28492.72 100.064533.33 1,000,644.00 1,001,177.33313384LX5FED HOME LN DISCOUNT NT1,000,000.00 Agency A-1+*/P-1/NR 0.000 09/19/2011 09/19/2011 0.274 0.031 997,922.50999,400.00533.00 99.9930.00999,933.00999,933.00313384PW3 FED HOME LN DISCOUNT NT1,000,000.00 Agency A-1+*/P-1/NR 0.000 11/29/2011 11/29/2011 0.305 0.070 996,966.67998,741.67965.33 99.9710.00999,707.00999,707.00313384QC6 FED HOME LN DISCOUNT NT1,000,000.00 Agency A-1+*/P-1/NR 0.000 12/05/2011 12/05/2011 0.335 0.091 996,690.83998,560.831,047.17 99.9610.00999,608.00999,608.00313396NS8 FREDDIE MAC DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 11/01/2011 11/01/2011 0.284 0.071 997,394.44999,043.33717.67 99.9760.00999,761.00999,761.003134G1AP9 FREDDIE MAC2,000,000.00 Agency AAA/Aaa*/AAA 0.176 10/21/2011 10/21/2011 0.229 0.095 1,998,483.00 1,999,689.96792.04 100.02497.672,000,482.00 2,000,579.67313588LJ2FANNIE DISCOUNT NOTE1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 09/06/2011 09/06/2011 0.254 0.032 997,715.28999,534.72409.28 99.9940.00999,944.00999,944.00428236AL7HEWLETT-PACKARD CO800,000.00 IndustrialA/A2/A+5.250 03/01/2012 03/01/2012 0.488 0.394 838,800.00825,449.46572.14 103.253 14,000.00826,021.60840,021.60713448BF4 PEPSICO INC600,000.00 Industrial A-/Aa3/A+ 5.150 05/15/2012 05/15/2012 0.496 0.477 630,132.00624,273.00279.60 104.0923,948.33624,552.60628,500.9390327QCR8 USAA CAPITAL CORP700,000.00 Financial AAA/Aa1/AA+ 4.996 12/12/2011 12/12/2011 0.337 1.392 717,997.00714,539.45-3,243.55 101.6148,840.14711,295.90720,136.04912828JU5US TREASURY N/B2,000,000.00 Government AAA*/Aaa*/AAA1.750 11/15/2011 11/15/2011 0.290 0.105 2,028,515.63 2,010,912.411,353.59 100.6134,470.11 2,012,266.00 2,016,736.11------24,760,000.00 ---------------0.392 0.235 25,058,682.69 24,919,911.6814,756.95 ---98,341.63 24,934,668.63 25,033,010.26Long Term (14)27.71% 12,479,376.10Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value002819AA8 ABBOTT LABORATORIES700,000.00 IndustrialAA/A1/A+5.150 11/30/2012 11/30/2012 0.571 0.726 748,860.00745,034.66-867.46 106.3103,104.31744,167.20747,271.51039483BA9 ARCHER-DANIELS-MIDLAND C700,000.00 IndustrialA/A2/A0.422 08/13/2012 08/13/2012 0.430 0.256 700,000.00700,000.001,283.10 100.183402.31701,283.10701,685.4117305EDX0 CCCIT 2007-A7 A7700,000.00 Asset Backed AAA/Aaa/AAA 0.536 08/20/2014 08/19/2012 0.285 0.298 702,214.84702,065.86-168.44 100.271114.60701,897.42702,012.02Balance Sheet Classification(WC-Contra Costa County)Dated: 7/1/20116/30/20111074 of 109 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value3133XUUJ0 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA/Aaa*/AAA*1.625 09/26/2012 09/26/2012 0.356 0.372 1,015,670.00 1,015,635.48-159.48 101.5484,288.19 1,015,476.00 1,019,764.193134G12L7 FREDDIE MAC1,000,000.00 Agency AAA/Aaa*/AAA*0.850 02/08/2013 02/08/2012 0.395 0.431 1,003,200.00 1,002,732.31-79.31 100.2653,376.39 1,002,653.00 1,006,029.393134G1GQ1 FREDDIE MAC1,500,000.00 Agency AAA/Aaa*/AAA*1.000 08/28/2012 08/28/2012 0.493 0.322 1,510,803.00 1,508,758.072,451.43 100.7475,125.00 1,511,209.50 1,516,334.5031398A3Z3 FANNIE MAE500,000.00 Agency AAA/Aaa/AAA 0.800 09/27/2012 09/27/2011 0.361 0.267 500,840.00500,524.26116.24 100.1281,044.44500,640.50501,684.9436159JBM2 GEMNT 2009-2 A500,000.00 Asset Backed AAA/Aaa/AAA 3.690 07/15/2015 07/15/2012 0.640 1.165 516,250.00515,792.84-1,569.74 102.845820.00514,223.10515,043.1036962G4H4 GENERAL ELEC CAP CORP800,000.00 Financial AA+/Aa2/NR 2.800 01/08/2013 01/08/2013 1.116 1.123 821,592.00820,213.0298.98 102.539 10,764.44820,312.00831,076.4444924EAB6 IBM INTL GROUP CAPITAL750,000.00 Financial A+/Aa3/A+ 5.050 10/22/2012 10/22/2012 1.011 0.561 800,257.50789,335.534,684.97 105.8697,259.37794,020.50801,279.88477867AB1 JDOT 2011-A A2600,000.00 Asset Backed NA/Aaa/AAA 0.640 06/16/2014 08/27/2012 0.642 0.602 599,966.16599,968.27402.65 100.062170.67600,370.92600,541.59665859AH7 NORTHERN TRUST CORP630,000.00 Financial AA-/A1/AA- 5.200 11/09/2012 11/09/2012 0.862 0.771 672,430.50666,738.60967.53 105.9854,732.00667,706.13672,438.1391159HGS3 US BANCORP800,000.00 Financial A+/Aa3/AA- 2.125 02/15/2013 02/15/2013 0.865 0.750 817,520.00816,186.961,672.24 102.2326,422.22817,859.20824,281.42912828LB4US TREASURY N/B2,000,000.00 Government AAA*/Aaa*/AAA1.500 07/15/2012 07/15/2012 0.541 0.237 2,027,031.25 2,019,868.236,225.57 101.305 13,839.78 2,026,093.80 2,039,933.58------12,180,000.00 ---------------0.598 0.507 12,436,635.25 12,402,854.0915,058.28 ---61,463.73 12,417,912.37 12,479,376.10Summary45,029,641.51Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value44,457,255.1444,457,255.140.280.3945,012,573.0844,999,826.2744,840,020.9129,815.23159,805.3744,869,836.1445,029,641.51Balance Sheet Classification(WC-Contra Costa County)Dated: 7/1/20116/30/20111175 of 109 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-4,799,573.752,077,835.560.00Marketable Securities Short Term0.000.006,000,000.00 Long Term-2,565,898.200.000.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-7,365,471.952,077,835.566,000,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class06/01/2011 06/01/2011 MTY 313588GH2 FANNIE DISCOUNT NOTE 0.000 06/01/2011 --- 1,000,000.00 1,000,000.00 100.000 995,027.78 1,000,000.000.000.00 0.00 1,000,000.00 ST06/13/2011 06/14/2011 BUY 31331GYP8 FEDERAL FARM CREDITBANK2.125 06/18/2012 MIZUHOSECURITIESUSA INC.1,000,000.00 1,000,000.00 101.909 1,019,090.00 1,019,090.00 10,388.890.00 0.00 -1,029,478.89 LT06/15/2011 06/15/2011 MTY 3133XWCC1 FEDERAL HOME LOANBANK0.625 06/15/2011 --- 1,000,000.00 1,000,000.00 100.000 1,000,190.00 1,000,000.000.000.00 0.00 1,000,000.00 ST06/15/2011 06/20/2011 BUY 36159JBM2 GEMNT 2009-2 A3.690 07/15/2015 Loop CapitalMarkets500,000.00 500,000.00 103.250 516,250.00 516,250.00 256.250.00 0.00 -516,506.25 LT06/20/2011 06/20/2011 MTY 313588HC2 FANNIE DISCOUNT NOTE 0.000 06/20/2011 --- 2,000,000.00 2,000,000.00 100.000 1,991,686.67 2,000,000.000.000.00 0.00 2,000,000.00 ST06/29/2011 06/29/2011 MTY 313396HM8 FREDDIE MACDISCOUNT NT0.000 06/29/2011 --- 1,000,000.00 1,000,000.00 100.000 995,563.33 1,000,000.000.000.00 0.00 1,000,000.00 ST06/30/2011 06/30/2011 MTY 589331AR8 MERCK & CO INC1.875 06/30/2011 --- 1,000,000.00 1,000,000.00 100.000 1,011,459.00 1,000,000.000.000.000.00 1,000,000.00 ST06/30/2011 06/30/2011 BUY 3133XUUJ0 FEDERAL HOME LOANBANK1.625 09/26/2012 Unknown 1,000,000.00 1,000,000.00 101.567 1,015,670.00 1,015,670.00 4,243.060.00 0.00 -1,019,913.06 LT------ NMMF_BUY 949917397 WELLS FARGO ADV HERMMKT-INS--- --- Unknown 4,799,573.75 4,799,573.75 1.000 4,799,573.75 4,799,573.750.000.00 0.00 -4,799,573.75 CE------ NMMF_SELL 949917397 WELLS FARGO ADV HERMMKT-INS--- --- Unknown 2,077,835.56 2,077,835.56 1.000 2,077,835.56 2,077,835.560.000.00 0.00 2,077,835.56 CE--------------- --------- 15,377,409.31------ 15,422,346.09 15,428,419.31 14,888.200.00 0.00 712,363.61 ---Trading Activity(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/20111276 of 109 SummaryCash Affecting TransactionsPayable/Receivable TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD3.173.20Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 949917397WELLS FARGO ADV HER MMKT-INS------1.000-4,799,573.75------NMMF_SELL--- 949917397WELLS FARGO ADV HER MMKT-INS------1.0002,077,835.5605/26/201106/01/2011BUY700,000.00 17305EDX0CCCIT 2007-A7 A70.536 08/20/2014100.316-702,342.1805/31/201106/01/2011MMF--- 949917397WELLS FARGO ADV HER MMKT-INS0.030------293.2806/01/201106/01/2011MTY1,000,000.00 313588GH2FANNIE DISCOUNT NOTE0.000 06/01/2011100.0001,000,000.0006/13/201106/14/2011BUY1,000,000.00 31331GYP8FEDERAL FARM CREDIT BANK2.125 06/18/2012101.909-1,029,478.8906/15/201106/15/2011CPN--- 3133XWCC1FEDERAL HOME LOAN BANK0.625 06/15/2011---3,125.0006/15/201106/15/2011MTY1,000,000.00 3133XWCC1FEDERAL HOME LOAN BANK0.625 06/15/2011100.0001,000,000.0006/15/201106/15/2011CPN--- 477867AB1JDOT 2011-A A20.640 06/16/2014---320.0006/15/201106/20/2011BUY500,000.00 36159JBM2GEMNT 2009-2 A3.690 07/15/2015103.250-516,506.2506/18/201106/20/2011CPN--- 31331GYP8FEDERAL FARM CREDIT BANK2.125 06/18/2012---10,625.0006/20/201106/20/2011MTY2,000,000.00 313588HC2FANNIE DISCOUNT NOTE0.000 06/20/2011100.0002,000,000.0006/20/201106/20/2011CPN--- 17305EDX0CCCIT 2007-A7 A70.536 08/20/2014---328.9706/20/201106/20/2011MEXP--- CCYUSDUS Dollar----------5,964.0806/21/201106/21/2011CPN--- 3134G1AP9FREDDIE MAC0.176 10/21/2011---319.0406/28/201106/28/2011TRN--- CCYUSDUS Dollar----------28,443.6106/29/201106/29/2011MTY1,000,000.00 313396HM8FREDDIE MAC DISCOUNT NT0.000 06/29/2011100.0001,000,000.0006/30/201106/30/2011CPN--- 589331AR8MERCK & CO INC1.875 06/30/2011---9,375.0006/30/201106/30/2011MTY1,000,000.00 589331AR8MERCK & CO INC1.875 06/30/2011100.0001,000,000.0006/30/201106/30/2011BUY1,000,000.00 3133XUUJ0FEDERAL HOME LOAN BANK1.625 09/26/2012101.567-1,019,913.06------------------ --- --- --- 0.03Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount06/30/201107/01/2011MMF--- 949917397WELLS FARGO ADV HER MMKT-INS0.030------163.57------------------ --- --- --- 163.57Transaction Detail(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/20111377 of 109 Cash Affecting TransactionsPayable/Receivable TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance949917397WELLS FARGO ADV HER MMKT-INS4,795,350.187,517,088.37Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount06/01/2011 06/01/2011 BUY297,951.07 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 -297,951.0706/14/2011 06/14/2011 SELL 1,029,478.89 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 1,029,478.8906/15/2011 06/15/2011 BUY 1,003,445.00 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 -1,003,445.0006/20/2011 06/20/2011 BUY 1,488,483.64 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 -1,488,483.6406/21/2011 06/21/2011 BUY319.04 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00-319.0406/28/2011 06/28/2011 SELL28,443.61 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.0028,443.6106/29/2011 06/29/2011 BUY 1,000,000.00 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 -1,000,000.0006/30/2011 06/30/2011 SELL 1,019,913.06 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 1,019,913.0606/30/2011 06/30/2011 BUY 1,009,375.00 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00 -1,009,375.00------ --------------- 0.00-2,721,738.19Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount06/30/2011 07/01/2011 MMF0.00 949917397 SHIXXWELLS FARGO ADV HER MMKT-INS0.00163.57------ --------------- 0.00163.57MMF Transaction Detail(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/20111478 of 109 WC-Contra Costa CountyBeginning Market Value 45,060,666.70 Purchases 2,565,898.20 Sales & Maturities -6,000,000.00 Trade Transfers 0.00 Amortization -34,486.03 Change in Accrued 25,860.89 Net Realized Gain/Loss 0.00 Change in Unrealized Gain/Loss -12,249.00 Change in Cash/Pay/Recv 3,423,950.69 Prior Month Adjustments 0.05Computed Ending Market Value 45,029,641.51Ending Balance Sheet Market Value 45,029,641.51 Difference0.00 Beginning Cash 4,093,304.45 Ending Cash 7,517,255.14 Monetary Gain/Loss 0.00Change in Cash/Pay/Recv 3,423,950.69Market Value Roll(WC-Contra Costa County)Dated: 7/1/20116/1/2011 - 6/30/20111579 of 109 BACM-Contra Costa CoBegin Date6/1/2011End Date6/30/201180 of 109 SummaryCash14,356,040.36Fixed Income23,608,097.72Duration0.437Convexity0.006Weighted Avg Life0.442Weighted Avg Maturity0.442Weighted Avg Eff Maturity0.442Yield0.245%Purchase Yield0.374%Avg Credit RatingAA/Aa2/AASecurity TypeMM Fund (37.8%)Agency (31.1%)Corporate (25.1%)US Gov (6%)Currency (0%)MMF Asset AllocationForeign Bank (23%)FRNS (21%)1st Tier CP (e... (21%)Repo (19%)ABCP (10%)Other (6%)Issuer ConcentrationMMF - BOFA CASH RESERVES-CAPTL37.8%Federal National Mortgage Associa...17.7%Federal Home Loan Banks Office of...12.7%The United States, Government of6.0%The Goldman Sachs Group, Inc.3.3%Citigroup Inc.2.6%Deere & Company2.4%General Electric Company1.7%Other15.9%CountryUnited States (100%)CurrencyUS Dollar (100%)Risk Summary(BACM-Contra Costa Co)Dated: 7/20/20117/19/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.181 of 109 Market SectorsCash (37.8%)Government (6%)Agency (31.1%)Financial (8%)Industrial (11.1%)FDIC Guaranteed (6%)Time to Maturity (Years)Effective MaturityFinal Maturity0.00.51.01.505101520PercentDuration01020304050Percent00 02500 02500 -- 000 Credit Ratings01020304050607080PercentAA/aAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAACredit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA48.5 3.4 0.0 13.6 15.4 0.0 0.0 0.0AA0.0 0.9 1.7 0.0 1.0 0.0 0.0 0.0A1.2 5.6 8.6 0.0 0.0 0.0 0.0 0.0BBB0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0BB0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0B0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0CCC0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0CC0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0C0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0Risk Summary(BACM-Contra Costa Co)Dated: 7/20/20117/19/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.282 of 109 AccountingBalance Sheet ClassificationBook Value Market ValueCash & Cash Equivalents13,954,318.96 13,954,318.96Short Term Investments17,768,680.63 17,788,920.71Long Term Investments6,199,916.70 6,211,236.74Equity0.00 0.00Alternative Investments0.00 0.00Accrued Interest Receivable187,603.93 187,603.93Total38,110,520.22 38,142,080.34Interest Income DetailTax ExemptTaxableBeginning Accrued0.00145,793.41Purchased Accrued0.007,279.52Sold Accrued0.000.00Coupons Received0.0022,490.41Equity Dividends Received0.000.00Interest Accrued In Period0.0057,021.40Other Income0.000.00Interest Income Total0.0057,021.40Ending Accrued0.00187,603.93Amortization/AccretionTax ExemptTaxableBeginning Amortized Cost0.00 37,950,716.46Purchases0.00 3,104,040.66Sales0.00 2,338,623.78Ending Amortized Cost0.00 38,671,933.59Amortization/Accretion0.00-44,199.75Realized Gain/LossRealized Gain0.00Realized Loss0.00Realized Impairment Loss0.00Net Realized Gain/Loss0.00Expenses0.00Net Income12,821.65TransactionsPurchases/Sales/MaturitiesPurchasesSalesMaturitiesCash & Cash Equivalents-1,022,691.19 1,338,623.780.00Short Term Marketable Securities-2,088,628.990.00 1,000,000.00Long Term Marketable Securities0.000.000.00Equities0.000.000.00Funds0.000.000.00Alternative Investments0.000.000.00Total-3,111,320.18 1,338,623.78 1,000,000.00Contributions/DistributionsContributions599.33Distributions-599.33Total0.00PerformanceSummary1 Month3 MonthYTD5/31/11-6/30/11 3/31/11-6/30/11 12/31/10-6/30/11Income Return0.00%0.00%0.00%Price Return-0.00%-0.00%-0.00%Total Return-0.00%-0.00%-0.00%1 Year3 Year Since Inception11/1/10-12/31/10 11/1/10-12/31/10 1/31/98-6/30/11Income Return0.00%0.00%0.00%Price Return0.00%0.00%-0.00%Total Return0.00%0.00%-0.00%ComplianceCompliantRiskSummaryPurchase Yield0.388Duration (Years)0.468Duration (Days)170WAM (Effective)0.473Avg CreditAA/Aa2/AADuration0-90 Days44.6590-180 Days13.04180-365 Days25.941-2 Years16.36Over 2 Years0.00Credit RatingsAAA/Aaa/AAA79.45AA/Aa/AA3.63A/A/A16.92BBB/Baa/BBB0.00Non-Investment Grade0.00Not Rated0.00SectorsCash36.59Government5.93Agency30.93Municipal0.00Corporate26.55Asset Backed0.00Mortgage Backed0.00Account Summary(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.183 of 109 Summary by BucketSummary by Journal EntryDetails of Adjustments by SecurityAccountPrevious Ending ValueCurrent Beginning ValueDeltaBACM-Contra Costa Co38,146,622.2738,146,609.62-12.65BucketDebit / CreditInterest Income12.65Net Receivables/Payables-12.65Cash0.00CE Accrued Interest0.00Type of ChangeAmountDebit BucketCredit BucketBS ReclassificationMmkt Fund Dividends-12.65 CashCE Accrued InterestYesChange in Net Receivables/Payables-12.65 Net Receivables/PayablesCashYesAccrued Interest Income - Taxable (Federal) Cash Equivalent-12.65 CE Accrued InterestInterest IncomeNoAccountCusip/ISINSecurity NameType of ChangeAmountDebit BucketCredit BucketBS ReclassificationBACM-Contra Costa Co 097100853BOFA CASH RESERVES-CAPTLAccrued Interest Income - Taxable (Federal) Cash Equivalent-12.65 CE Accrued InterestInterest IncomeNoBACM-Contra Costa Co 097100853BOFA CASH RESERVES-CAPTLChange in Net Receivables/Payables-12.65 Net Receivables/Payables CashYesBACM-Contra Costa Co 097100853BOFA CASH RESERVES-CAPTLMmkt Fund Dividends-12.65 CashCE Accrued InterestYesPrior Period Adjustments Simple(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.284 of 109 Balance SheetBACM-Contra Costa CoAs of:5/31/20116/30/2011Original Cost38,310,442.57 38,329,919.02Amortization/Accretion-358,537.42 -407,002.73Realized Impairment Loss0.000.00Amortized Cost37,951,905.15 37,922,916.29Accrued Interest145,793.41 187,603.93Ending Book Value38,097,698.56 38,110,520.22Unrealized Gain49,712.8537,992.60Unrealized Loss-801.79-6,432.48Net Unrealized Gain/Loss48,911.0531,560.12Total Market Value38,146,609.62 38,142,080.34Income StatementBegin Date6/1/2011End Date6/30/2011Net Transfers In/Out0.00Amortization/Accretion-44,199.75Interest Income57,021.40Dividend Income0.00Other Income0.00Income Subtotal57,021.40Realized Gain0.00Realized Loss0.00Realized Impairment Loss0.00Net Realized Gain/Loss0.00Expenses0.00Net Income12,821.65Statement of Cash FlowsBegin Date6/1/2011End Date6/30/2011Net Income12,821.65Amortization/Accretion44,199.75Change in MV on CE Securities0.00Change in Accrued-34,530.99Net Gain/Loss0.00Balance Sheet Reclassifications0.00Non Cash Adjustments9,668.76Purchases of Marketable Securities-2,081,349.47Purchased Accrued of Marketable Securities-7,279.52Sales of Marketable Securities0.00Sold Accrued of Marketable Securities0.00Maturities of Marketable Securities1,000,000.00Net Purchases/Sales-1,088,628.99Transfers of Cash & Cash Equivalents0.00Net Change in Cash & Cash Equivalents-1,066,138.58Beginning Cash & Cash Equivalents15,020,457.54Ending Cash & Cash Equivalents13,954,318.96Financials(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.385 of 109 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net Transfers Net RealizedG/LAmortization/AccretionIncome ExpensesNet Income Settle Date001957BC2350,000.00 AT&T CORP7.300 11/15/2011 11/15/20110.000.00 -1,693.12 2,129.170.00436.04 03/01/2010064057BA9245,000.00 BANK OF NEW YORK MELLON6.375 04/01/2012 04/01/20120.000.00-955.05 1,301.560.00346.51 06/21/2010064057BA9255,000.00 BANK OF NEW YORK MELLON6.375 04/01/2012 04/01/20120.000.00-986.14 1,354.690.00368.54 06/21/201009710085314,703,336.26 BOFA CASH RESERVES-CAPTL0.070 ------0.000.000.00987.910.00987.91 ---17314JAS21,000,000.00 CITIBANK NA TLGP1.250 11/15/2011 11/15/20110.000.00-759.18 1,041.670.00282.48 01/25/201122541LAB9575,000.00 CREDIT SUISSE USA INC6.125 11/15/2011 11/15/20110.000.00 -2,191.08 2,934.900.00743.81 03/01/201024422EQD4450,000.00 JOHN DEERE CAPITAL CORP5.400 10/17/2011 10/17/20110.000.00 -1,856.25 2,025.000.00168.75 11/05/201024422EQJ1200,000.00 JOHN DEERE CAPITAL CORP5.350 01/17/2012 01/17/20120.000.00-779.40891.670.00112.26 03/21/201124424DAA7248,000.00 JOHN DEERE CAPITAL CORP TLGP2.875 06/19/2012 06/19/20120.000.00-494.13594.170.00100.04 04/08/2011254687CC8150,000.00 WALT DISNEY COMPANY/THE5.700 07/15/2011 07/15/20110.000.00-575.94712.500.00136.56 03/30/2010313374JP6750,000.00 FEDERAL HOME LOAN BANK0.250 06/29/2012 06/29/20120.000.000.000.000.000.00 07/01/20113133XTXH4500,000.00 FEDERAL HOME LOAN BANK1.625 07/27/2011 07/27/20110.000.00-458.40677.080.00218.69 06/29/20103133XTXH42,000,000.00 FEDERAL HOME LOAN BANK1.625 07/27/2011 07/27/20110.000.00 -2,045.38 2,708.330.00662.96 08/04/20103133XUE41700,000.00 FEDERAL HOME LOAN BANK1.750 08/22/2012 08/22/20120.000.00-754.52 1,020.830.00266.32 04/15/20113133XUUJ0500,000.00 FEDERAL HOME LOAN BANK1.625 09/26/2012 09/26/20120.000.00-374.54677.080.00302.54 12/15/20103133XUUJ0300,000.00 FEDERAL HOME LOAN BANK1.625 09/26/2012 09/26/20120.000.00-258.27406.250.00147.98 03/02/2011313588GH20.00 FANNIE DISCOUNT NOTE0.000 06/01/2011 06/01/20110.000.000.000.000.000.00 06/17/201031359MZ301,500,000.00 FANNIE MAE5.000 10/15/2011 10/15/20110.000.00 -5,810.24 6,250.000.00439.76 10/28/20103137EACF4300,000.00 FREDDIE MAC1.125 12/15/2011 12/15/20110.000.00-186.90281.250.0094.35 12/15/201031398A3N02,000,000.00 FANNIE MAE0.625 09/24/2012 09/24/20120.000.00-367.36 1,041.670.00674.31 11/01/201031398ABX91,279,000.00 FANNIE MAE4.875 05/18/2012 05/18/20120.000.00-162.07173.200.0011.13 06/30/201131398AKY7750,000.00 FANNIE MAE3.625 02/12/2013 02/12/20130.000.00 -1,701.14 2,265.620.00564.48 03/01/201131398AWK41,000,000.00 FANNIE MAE1.875 04/20/2012 04/20/20120.000.00 -1,245.52 1,562.500.00316.98 10/21/2010369550AP3400,000.00 GENERAL DYNAMICS CORP1.800 07/15/2011 07/15/20110.000.00-462.55600.000.00137.45 08/19/201036962G2L7600,000.00 GENERAL ELEC CAP CORP5.000 04/10/2012 04/10/20120.000.00 -1,940.77 2,500.000.00559.23 12/06/201038141GBU7200,000.00 GOLDMAN SACHS GROUP INC6.600 01/15/2012 01/15/20120.000.00-769.96 1,100.000.00330.04 03/17/201038146FAA91,000,000.00 GOLDMAN SACHS GROUP INC TLGP3.250 06/15/2012 06/15/20120.000.00 -1,965.52 2,708.330.00742.81 06/29/2010428236AU7350,000.00 HEWLETT-PACKARD CO4.250 02/24/2012 02/24/20120.000.00-892.43 1,239.580.00347.16 03/01/2010494368AR4355,000.00 KIMBERLY-CLARK CORP5.625 02/15/2012 02/15/20120.000.00 -1,273.69 1,664.060.00390.38 03/01/2010532457AU2380,000.00 ELI LILLY & CO6.000 03/15/2012 03/15/20120.000.00 -1,633.04 1,900.000.00266.96 01/06/201158013MDR2425,000.00 MCDONALD'S CORP5.750 03/01/2012 03/01/20120.000.00 -1,784.69 2,036.460.00251.77 01/14/2011589331AL1350,000.00 MERCK & CO INC5.125 11/15/2011 11/15/20110.000.00 -1,231.35 1,494.790.00263.44 03/02/201061746BCW4400,000.00 MORGAN STANLEY5.625 01/09/2012 01/09/20120.000.00 -1,534.67 1,875.000.00340.33 01/14/201169373UAB3229,000.00 PACCAR INC6.375 02/15/2012 02/15/20120.000.00 -1,115.35 1,216.560.00101.21 04/19/2011717081CZ4550,000.00 PFIZER INC4.450 03/15/2012 03/15/20120.000.00 -1,610.12 2,039.580.00429.47 07/20/201087612EAH9329,000.00 TARGET CORP5.875 03/01/2012 03/01/20120.000.00 -1,456.85 1,610.730.00153.88 03/29/201188579EAF2350,000.00 3M COMPANY4.500 11/01/2011 11/01/20110.000.00 -1,056.38 1,312.500.00256.12 03/02/2010911312AG1370,000.00 UNITED PARCEL SERVICE4.500 01/15/2013 01/15/20130.000.00 -1,123.35 1,387.500.00264.15 03/30/2011Income Detail(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.486 of 109 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net Transfers Net RealizedG/LAmortization/AccretionIncome ExpensesNet Income Settle Date912828KP4750,000.00 US TREASURY N/B1.375 05/15/2012 05/15/20120.000.00-716.68840.690.00124.01 05/18/2011912828PD6500,000.00 US TREASURY N/B0.375 10/31/2012 10/31/20120.000.0035.64152.850.00188.49 04/21/2011912828PD61,000,000.00 US TREASURY N/B0.375 10/31/2012 10/31/20120.000.00-13.36305.710.00292.35 05/16/2011CCYUSD-749,017.30 US Dollar--- ------0.000.000.000.000.000.00 ---------------------0.000.00-44,199.7557,021.400.0012,821.65---Income Detail(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.587 of 109 Cash Equivalent (2)36.59% 13,954,318.96Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value097100853BOFA CASH RESERVES-CAPTL14,703,336.26 CashAAA/Aaa/AAA 0.070 ------0.070 0.070 14,703,336.26 14,703,336.260.00 1.0000.00 14,703,336.26 14,703,336.26CCYUSDNet Receivables/Payables-749,017.30 CashAAA/Aaa/AAA 0.000 ------0.000 0.000 -749,017.30 -749,017.300.00 1.0000.00 -749,017.30 -749,017.30------13,954,318.96 ---------------0.074 0.074 13,954,318.96 13,954,318.960.00 ---0.00 13,954,318.96 13,954,318.96Short Term (31)47.05% 17,946,213.86Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value001957BC2 AT&T CORP350,000.00 IndustrialA-/A2/A7.300 11/15/2011 11/15/2011 1.366 0.813 385,217.00357,731.94746.11 102.4223,264.72358,478.05361,742.77064057BA9 BANK OF NEW YORK MELLON245,000.00 Financial A+/Aa3/A+ 6.375 04/01/2012 04/01/2012 1.539 0.564 265,692.70253,754.601,922.99 104.3583,904.69255,677.59259,582.28064057BA9 BANK OF NEW YORK MELLON255,000.00 Financial A+/Aa3/A+ 6.375 04/01/2012 04/01/2012 1.575 0.564 276,366.45264,039.652,073.76 104.3584,064.06266,113.41270,177.4717314JAS2 CITIBANK NA TLGP1,000,000.00 Financial AAA/Aaa/AAA 1.250 11/15/2011 11/15/2011 0.324 0.144 1,007,440.00 1,003,466.94678.06 100.4151,597.22 1,004,145.00 1,005,742.2222541LAB9 CREDIT SUISSE USA INC575,000.00 Financial A+/Aa1/AA- 6.125 11/15/2011 11/15/2011 1.404 0.796 620,574.50585,005.941,438.29 101.9904,500.17586,444.22590,944.4024422EQD4 JOHN DEERE CAPITAL CORP450,000.00 FinancialA/A2/NA5.400 10/17/2011 10/17/2011 0.378 0.492 471,408.75456,682.50-135.45 101.4554,995.00456,547.05461,542.0524422EQJ1 JOHN DEERE CAPITAL CORP200,000.00 FinancialA/A2/NA5.350 01/17/2012 01/17/2012 0.560 0.456 207,846.00205,196.03147.37 102.6724,874.44205,343.40210,217.8424424DAA7 JOHN DEERE CAPITAL CORPTLGP248,000.00 Financial AAA/Aaa/AAA* 2.875 06/19/2012 06/19/2012 0.436 0.248 255,214.32253,830.75472.42 102.542237.67254,303.17254,540.83254687CC8 WALT DISNEY COMPANY/THE150,000.00 IndustrialA/A2/A5.700 07/15/2011 07/15/2011 0.981 2.184 159,061.50150,268.77-52.77 100.1443,942.50150,216.00154,158.50313374JP6FEDERAL HOME LOAN BANK750,000.00 AgencyA-1+*/Aaa/F1+*0.250 06/29/2012 06/29/2012 0.250 0.350 750,000.00750,000.00-743.25 99.9015.21749,256.75749,261.963133XTXH4 FEDERAL HOME LOAN BANK500,000.00 Agency AAA/Aaa*/AAA*1.625 07/27/2011 07/27/2011 0.506 0.156 506,005.00500,397.28153.22 100.1103,475.69500,550.50504,026.193133XTXH4 FEDERAL HOME LOAN BANK2,000,000.00 Agency AAA/Aaa*/AAA*1.625 07/27/2011 07/27/2011 0.380 0.156 2,024,340.00 2,001,772.66429.34 100.110 13,902.78 2,002,202.00 2,016,104.7831359MZ30 FANNIE MAE1,500,000.00 Agency AAA/Aaa*/AAA*5.000 10/15/2011 10/15/2011 0.275 0.146 1,568,173.50 1,520,529.52692.48 101.415 15,833.33 1,521,222.00 1,537,055.333137EACF4 FREDDIE MAC300,000.00 Agency AAA/Aaa*/AAA*1.125 12/15/2011 12/15/2011 0.365 0.142 302,274.00301,040.43309.87 100.450150.00301,350.30301,500.3031398ABX9 FANNIE MAE1,279,000.00 Agency AAA/Aaa*/AAA*4.875 05/18/2012 05/18/2012 0.234 0.629 1,331,349.47 1,331,187.40-4,434.65 103.7347,447.51 1,326,752.74 1,334,200.2531398AWK4 FANNIE MAE1,000,000.00 Agency AAA/Aaa*/AAA*1.875 04/20/2012 04/20/2012 0.353 0.312 1,022,710.00 1,012,206.11354.89 101.2563,697.92 1,012,561.00 1,016,258.92369550AP3 GENERAL DYNAMICS CORP400,000.00 IndustrialA/A2/A1.800 07/15/2011 07/15/2011 0.391 0.647 405,088.00400,215.85-24.65 100.0483,320.00400,191.20403,511.2036962G2L7 GENERAL ELEC CAP CORP600,000.00 Financial AA+/Aa2/NR 5.000 04/10/2012 04/10/2012 1.024 0.513 631,764.00618,372.662,493.54 103.4786,750.00620,866.20627,616.2038141GBU7 GOLDMAN SACHS GROUP INC200,000.00 FinancialA/A1/A+6.600 01/15/2012 01/15/2012 1.802 0.872 217,170.00205,081.701,094.70 103.0886,086.67206,176.40212,263.0738146FAA9 GOLDMAN SACHS GROUP INCTLGP1,000,000.00 Financial AAA/Aaa/AAA 3.250 06/15/2012 06/15/2012 0.830 0.315 1,046,976.00 1,022,931.105,131.90 102.8061,444.44 1,028,063.00 1,029,507.44428236AU7 HEWLETT-PACKARD CO350,000.00 IndustrialA/A2/A+4.250 02/24/2012 02/24/2012 1.096 0.533 371,567.00357,079.931,348.07 102.4085,247.57358,428.00363,675.57494368AR4 KIMBERLY-CLARK CORP355,000.00 IndustrialA/A2/A5.625 02/15/2012 02/15/2012 1.182 0.370 385,398.65364,722.471,911.59 103.2777,543.75366,634.06374,177.81532457AU2 ELI LILLY & CO380,000.00 Industrial AA-/A2/A+ 6.000 03/15/2012 03/15/2012 0.749 0.355 403,624.60394,044.121,115.60 103.9896,713.33395,159.72401,873.0558013MDR2 MCDONALD'S CORP425,000.00 IndustrialA/A2/A5.750 03/01/2012 03/01/2012 0.622 0.403 449,509.75439,515.48659.57 103.5718,145.83440,175.05448,320.88589331AL1MERCK & CO INC350,000.00 Industrial AA/Aa3/A+ 5.125 11/15/2011 11/15/2011 0.796 0.385 375,571.00355,623.16585.49 101.7742,292.01356,208.65358,500.6661746BCW4 MORGAN STANLEY400,000.00 FinancialA/A2/A5.625 01/09/2012 01/09/2012 0.924 0.953 418,416.00409,821.87-60.67 102.440 10,750.00409,761.20420,511.2069373UAB3 PACCAR INC229,000.00 IndustrialA+/A1/NA6.375 02/15/2012 02/15/2012 0.395 0.924 240,227.87237,513.85-755.56 103.3885,515.08236,758.29242,273.37717081CZ4 PFIZER INC550,000.00 Industrial AA/A1/AA- 4.450 03/15/2012 03/15/2012 0.851 0.417 582,417.00563,847.001,823.60 102.8497,206.53565,670.60572,877.1387612EAH9 TARGET CORP329,000.00 IndustrialA+/A2/A-5.875 03/01/2012 03/01/2012 0.448 0.385 345,413.81340,849.02213.43 103.6666,442.92341,062.46347,505.3788579EAF2 3M COMPANY350,000.00 Industrial AA-/Aa2/NA 4.500 11/01/2011 11/01/2011 0.786 0.208 371,444.50354,331.16713.04 101.4412,625.00355,044.20357,669.20Balance Sheet Classification(BACM-Contra Costa Co)Dated: 7/5/20116/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.688 of 109 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value912828KP4 US TREASURY N/B750,000.00 Government AAA*/Aaa*/AAA1.375 05/15/2012 05/15/2012 0.207 0.221 758,671.88757,620.74-62.24 101.0081,317.09757,558.50758,875.59------17,470,000.00 ---------------0.599 0.398 18,156,933.25 17,768,680.6320,240.09 ---157,293.15 17,788,920.71 17,946,213.86Long Term (8)16.36% 6,241,547.52Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value3133XUE41 FEDERAL HOME LOAN BANK700,000.00 Agency AAA/Aaa*/AAA*1.750 08/22/2012 08/22/2012 0.430 0.357 712,449.50710,512.91613.59 101.5904,389.58711,126.50715,516.083133XUUJ0 FEDERAL HOME LOAN BANK500,000.00 Agency AAA/Aaa*/AAA*1.625 09/26/2012 09/26/2012 0.705 0.372 508,127.50505,655.542,082.46 101.5482,144.10507,738.00509,882.103133XUUJ0 FEDERAL HOME LOAN BANK300,000.00 Agency AAA/Aaa*/AAA*1.625 09/26/2012 09/26/2012 0.567 0.372 304,941.60303,899.90742.90 101.5481,286.46304,642.80305,929.2631398A3N0 FANNIE MAE2,000,000.00 Agency AAA/Aaa/AAA 0.625 09/24/2012 09/24/2012 0.400 0.314 2,008,486.00 2,005,522.632,127.37 100.3833,368.06 2,007,650.00 2,011,018.0631398AKY7 FANNIE MAE750,000.00 Agency AAA/Aaa*/AAA*3.625 02/12/2013 02/12/2013 0.824 0.502 790,487.25783,569.264,088.99 105.021 10,497.40787,658.25798,155.65911312AG1 UNITED PARCEL SERVICE370,000.00 Industrial AA-/Aa3/NA 4.500 01/15/2013 01/15/2013 0.756 0.796 394,601.30391,118.92-163.23 105.6647,677.50390,955.69398,633.19912828PD6 US TREASURY N/B500,000.00 Government AAA/Aaa*/AAA 0.375 10/31/2012 10/31/2012 0.462 0.302 499,335.94499,420.281,068.22 100.098315.90500,488.50500,804.40912828PD6 US TREASURY N/B1,000,000.00 Government AAA/Aaa*/AAA 0.375 10/31/2012 10/31/2012 0.359 0.302 1,000,237.72 1,000,217.25759.75 100.098631.79 1,000,977.00 1,001,608.79------6,120,000.00 ---------------0.512 0.378 6,218,666.81 6,199,916.7011,320.04 ---30,310.78 6,211,236.74 6,241,547.52Summary38,142,080.34Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value37,544,318.9637,544,318.960.280.3938,329,919.0238,110,520.2237,922,916.2931,560.12187,603.9337,954,476.4138,142,080.34Balance Sheet Classification(BACM-Contra Costa Co)Dated: 7/5/20116/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.789 of 109 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-1,022,691.191,338,623.780.00Marketable Securities Short Term-2,088,628.990.001,000,000.00 Long Term0.000.000.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-3,111,320.181,338,623.781,000,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class06/01/2011 06/01/2011 MTY 313588GH2 FANNIE DISCOUNT NOTE 0.000 06/01/2011 --- 1,000,000.00 1,000,000.00 100.000 995,734.44 1,000,000.000.000.00 0.00 1,000,000.00 ST06/30/2011 06/30/2011 BUY 31398ABX9 FANNIE MAE4.875 05/18/2012 Unknown 1,279,000.00 1,279,000.00 104.093 1,331,349.47 1,331,349.47 7,274.310.00 0.00 -1,338,623.78 ST06/30/2011 07/01/2011 BUY 313374JP6 FEDERAL HOME LOANBANK0.250 06/29/2012 Unknown 750,000.00 750,000.00 100.000 750,000.00 750,000.005.210.00 0.00 -750,005.21 ST------ NMMF_SELL 097100853 BOFA CASH RESERVES-CAPTL--- --- Unknown 1,338,623.78 1,338,623.78 1.000 1,338,623.78 1,338,623.780.000.00 0.00 1,338,623.78 CE------ NMMF_BUY 097100853 BOFA CASH RESERVES-CAPTL--- --- Unknown 1,022,691.19 1,022,691.19 1.000 1,022,691.19 1,022,691.190.000.00 0.00 -1,022,691.19 CE--------------- --------- 5,390,314.97------ 5,438,398.88 5,442,664.447,279.520.00 0.00 -772,696.40 ---Trading Activity(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.890 of 109 SummaryCash Affecting TransactionsPayable/Receivable TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD0.000.00Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 097100853BOFA CASH RESERVES-CAPTL------1.000-1,022,691.19------NMMF_SELL--- 097100853BOFA CASH RESERVES-CAPTL------1.0001,338,623.7805/31/201106/01/2011MMF--- 097100853BOFA CASH RESERVES-CAPTL0.070------10.6905/31/201106/01/2011MMF--- 097100853BOFA CASH RESERVES-CAPTL0.070------1,178.0006/01/201106/01/2011MTY1,000,000.00 313588GH2FANNIE DISCOUNT NOTE0.000 06/01/2011100.0001,000,000.0006/13/201106/13/2011TRN--- CCYUSDUS Dollar----------599.3306/13/201106/13/2011TRN--- CCYUSDUS Dollar---------599.3306/15/201106/15/2011CPN--- 3137EACF4FREDDIE MAC1.125 12/15/2011---1,687.5006/15/201106/15/2011CPN--- 38146FAA9GOLDMAN SACHS GROUP INC TLGP3.250 06/15/2012---16,250.0006/19/201106/20/2011CPN--- 24424DAA7JOHN DEERE CAPITAL CORP TLGP2.875 06/19/2012---3,565.0006/30/201106/30/2011BUY1,279,000.00 31398ABX9FANNIE MAE4.875 05/18/2012104.093-1,338,623.78------------------ --- --- --- 0.00Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount06/30/201107/01/2011BUY750,000.00 313374JP6FEDERAL HOME LOAN BANK0.250 06/29/2012100.000-750,005.2106/30/201107/01/2011MMF--- 097100853BOFA CASH RESERVES-CAPTL0.070------987.91------------------ --- --- --- -749,017.30Transaction Detail(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.991 of 109 Cash Affecting TransactionsPayable/Receivable TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance097100853BOFA CASH RESERVES-CAPTL15,019,268.8514,703,336.26Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount06/01/2011 06/01/2011 BUY 1,001,188.69 097100853 CPMXXBOFA CASH RESERVES-CAPTL0.00 -1,001,188.6906/15/2011 06/15/2011 BUY17,937.50 097100853 CPMXXBOFA CASH RESERVES-CAPTL0.00-17,937.5006/20/2011 06/20/2011 BUY3,565.00 097100853 CPMXXBOFA CASH RESERVES-CAPTL0.00-3,565.0006/30/2011 06/30/2011 SELL 1,338,623.78 097100853 CPMXXBOFA CASH RESERVES-CAPTL0.00 1,338,623.78------ --------------- 0.00315,932.59Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount06/30/2011 07/01/2011 MMF0.00 097100853 CPMXXBOFA CASH RESERVES-CAPTL0.00987.91------ --------------- 0.00987.91MMF Transaction Detail(BACM-Contra Costa Co)Dated: 7/5/20116/1/2011 - 6/30/2011Prepared for the exclusive use of the recipient.Distribution to any other is prohibited.1092 of 109 DisclosureBofA Global Capital Management is an asset management division of Bank of America Corporation. BofA GlobalCapital Management entities furnish investment management services and products for institutional andindividual investors.BofA Advisors, LLC is an SEC-registered investment advisor and indirect, wholly owned subsidiary of Bank ofAmerica Corporation and is part of BofA Global Capital Management.©2010 Bank of America Corporation.All rights reserved.BofA Advisors, LLC100 Federal Street, Boston, MA 02110www.bofacapital.comPrepared for the exclusive use of the recipient.Distribution to any other is prohibited.1193 of 109 !" " #! $ % ! & $ % ! #! ' () * +,! - !" # $ " % & !" # $ '()*+,*-./*/0+//01,1-2.34+/1.-,0.5)6-./7*8.-,/35*6+,/+9+6:18*+-61/1,3*8.44*-6*6/0+/;.58.-,5)/<1/0+/+9=3.2*,,1.-+)3*>+361->;.53+88.5-/ !" " #! $ % ! & $ % ! #! ' () * +,! - !" # $ " % & !" # $ '()*+,*-./*/0+//01,1-2.34+/1.-,0.5)6-./7*8.-,/35*6+,/+9+6:18*+-61/1,3*8.44*-6*6/0+/;.58.-,5)/<1/0+/+9=3.2*,,1.-+)3*>+361->;.53+88.5-/ ! . /! ! ! ! 0 ! %"# $ # )# ! 1! " 2' ! 23! 456 !0' " "!') $ "!05744751 809:4:5 # '0 ' ;;! < =) 7 !# ? ! 94 of 109 CalTrust Short Term Fund MONTH END PORTFOLIO STATISTICS June 30, 2011 CalTrust Short Term LAIF Market Value$408,073,979.77N/ANAV per Share$10.03N/AYield0.51%0.38%Period ROR-0.01%N/APeriod Yield Return0.04%0.03%Effective Duration0.60 Yrs.Average Maturity1.58 Yrs.0.66 Yrs. CalTrust Short Term RORCalTrust Short Term Yield ReturnLAIF Yield ReturnMerrill Lynch 0-1 Treasury Notes & BondsOne Month -0.01% 0.04% 0.03% 0.02%Three Month 0.21% 0.13% 0.11%0.11%Six Month 0.34% 0.27% 0.22%0.20%Y-T-D0.34% 0.27% 0.22%0.20%One Year0.76% 0.56% 0.46%0.36%Two Year0.85% 0.60% 0.55%N/AThree Year 1.27% 1.05% 1.10%N/AFive Year2.61% 2.54% 2.59%N/ASince Inception 2.88% 2.82% 2.80%N/APortfolio Sector Breakdown Portfolio Quality Breakdown Inception date of the Portfolio - February 13, 2005. See disclosure below. Returns are Net of Fees. Rating Source - Standard & Poor's. Yield represents the 7 Day Net Distribution on investments for the period. Disclosure to Performance Information This performance information is based on an inception date of February 13, 2005, when the CalTrust Short-Term portfolio commenced investment operations according to its investment objective, and does not include any investment returns from temporary investments held before the commencement of those operations. First-month index returns, February 13-28, 2005, are intra-period and were calculated by calculating the average daily return during the month and multiplying the average daily return by number of days in the shortened period. Performance was calculated net of investment advisory and program administration fees. The Local Agency Investment Fund (LAIF) is a diversified portfolio managed by the State of California for local governments and special districts. Performance for the CalTRUST Short Term Account is on a trade date basis. LAIF?s monthly performance was calculated by taking the average monthly effective yield and dividing it by 365 then multiplying the result by the number of days in the month. Past performance is no guarantee of future results. 95 of 109 Heritage Money Market Fund - Select All information is as of 06-30-11 unless otherwise indicated. Information is subject to change. Performance2 Current Yield as of 6-30-11 7-Day SEC Yield 0.10% Month 30-Day Current Yield June 2010 0.25% July 2010 0.27% August 2010 0.27% September 2010 0.24% October 2010 0.20% November 2010 0.19% December 2010 0.20% January 2011 0.18% February 2011 0.18% March 2011 0.19% April 2011 0.16% May 2011 0.13% June 2011 0.11% Principal Investment Strategies Seeks current income, while preserving capital and liquidity by investing in high-quality, short-term U.S. dollar-denominated money market instruments of domestic and foreign issuers. Portfolio Composition1 % of Portfolio Certificate of Deposit: 30% Asset Backed CP: 22% Financial Company CP: 15% Variable Rate Demand Note: 13% Other Note: 6% Government Agency Repo: 5% Other Commercial Paper: 4% U.S. Treasuries: 3% Other: 2% Total: 100% Key Facts S&P Rating AAAm Moody's Rating Aaa-mf SelectShare Class Investment Minimum $50 Million Ticker WFJXX CUSIP 94984B793 Net Expense Ratio 0.13% Total Fund Assets $41.0 Billion Fund Manager David D. Sylvester, Laurie White Inception Date 06-29-95 Trading Deadline 5:00 PM, Eastern Time Portfolio Maturity Schedule (%) 1-7 Days 8-29 Days 30-89 Days 90-179 Days 180-269 Days 271+ Days 47 17 22 9 4 1 52 23 23 2 0 0 WAFM WAM Money Market Fund Statistics Weighted Average Maturity: 20 Days Weighted Average Final Maturity: 38 Days Daily Liquid Assets: 34% Weekly Liquid Assets: 51% Average Annual Total Returns as of 06-30-11 1 Year 3 Year 5 Year 10 Year Since Inception 0.19% 0.70% 2.31% 2.26%3.52% The adviser has committed to certain fee waivers and/or expense reimbursements. These reductions may be discontinued at any time. If fees had not been waived, the 7-Day current yield would have been 0.05%, and the total return would have been lower. Figures quoted represent past performance, which is no guarantee of future results. Investment returns will fluctuate. The Fund's yield figures more closely reflect the current earnings of the Fund than the total return figures. Current performance may be lower or higher than the performance data quoted. Money market funds are sold without a front-end sales charge or contingent deferred sales charge. Other fees and expenses apply to an investment in the Funds and are described in the Fund's current prospectus. (Continued on next page.) 96 of 109 Wells Fargo Advantage Funds skillfully guides institutions, financial advisors, and individuals through the investment terrain to help them reach their financial objectives. Everything we do on behalf of our investors is built on the standards of integrity and service established by our parent company, Wells Fargo & Company; the expertise of our independent investment teams and rigorous ongoing investment review; and the collaborative level of superior service that is our trademark. Strength. Expertise. Partnership. Fund Disclosures An investment in a money market fund is not insured or guaranteed by the Federal Deposit Insurance Corporation or any other government agency. Although the fund seeks to preserve the value of your investment at $1.00 per share, it is possible to lose money by investing in a money market fund. A portion of the fund’s income may be subject to federal, state, and/or local income taxes or the alternative minimum tax (AMT). 1. Portfolio composition is subject to change and may have changed since the date specified. 2. The inception date of the Select Class shares was 6-29-07. Performance shown prior to the inception of the Select Class reflects the performance of the Institutional Class shares, and includes expenses that are not applicable to and are higher than those of the Select Class shares. Performance shown prior to 3-31-00 for the Select Class shares reflects the performance of the Administrator Class shares, and includes expenses that are not applicable to and are higher than those of the Select Class shares. Definition of Terms Daily Liquid Assets: Are cash, direct obligations of the U.S. government, or securities that will mature or are subject to a demand feature exercisable and payable within one business day. Weekly Liquid Assets: Are cash, direct obligations of the U.S. government, government securities issued on authority granted by the U.S. Congress that are issued at a discount to the principal amount to be repaid at maturity and have remaining maturity of 60 days or less or will mature or are subject to a demand feature this is exercisable and payable within five business days. Weighted Average Final Maturity (WAFM): WAFM calculates a fund’s average time to maturity for all of the securities held in the portfolio, weighted to their percentage of assets in the fund. In contrast to WAM, the WAFM calculation takes into account the final maturity date for each security held in the portfolio. This is a way to measure a fund’s potential sensitivity to credit spread changes. Weighted Average Maturity (WAM): WAM calculates an average time to maturity of all of the securities held in the portfolio, weighted by each security’s percentage of net assets. The calculation takes into account the final maturity of a fixed-income security and the interest rate reset date for floating-rate securities held in the portfolio. This is a way to measure a fund’s sensitivity to potential interest rate changes. Rating agencies: The ratings indicated are from Standard & Poor’s (S&P), Moody’s Investors Service, and/or Fitch Ratings Ltd. (together, “rating agencies”). Standard & Poor’s is a trademark of McGraw-Hill, Inc., and has been licensed. The funds are not sponsored, endorsed, sold, or promoted by these rating agencies, and these rating agencies make no representation regarding the advisability of investing in the funds. The credit rating is a forward-looking opinion about a fund's potential capacity to maintain stable principal or stable net asset value. The ratings are opinions as of the date they are expressed and not statements of fact or recommendations to purchase, hold, or sell any security. Standard & Poor's rates the creditworthiness of money market funds from AAAm (highest) to Dm (lowest). Moody's rates the creditworthiness of money market funds from Aaa-mf (highest) to C-mf (lowest). Fitch Ratings Ltd. rates the creditworthiness of money market funds from AAAmmf (highest) to Bmmf (lowest). This fact sheet must be accompanied or preceded by a current prospectus for Select shares of the Wells Fargo Advantage Money Market Funds. Wells Fargo Funds Management, LLC, a wholly owned subsidiary of Wells Fargo & Company, provides investment advisory and administrative services for Wells Fargo Advantage Funds. Other affiliates of Wells Fargo & Company provide subadvisory and other services for the Funds. The Funds are distributed by Wells Fargo Funds Distributor, LLC, Member FINRA/SIPC, an affiliate of Wells Fargo & Company. © 2011 Wells Fargo Funds management, LLC. All rights reserved.203972 07-11 MMFS032 97 of 109 * Security ratings are updated monthly at month-end. <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Effective Date: 6/30/2011 Go Ticker CUSIP Description S&P Rating 6/30/2011* Mat. Date Years Shares Price Value AH110712 02666QH55 AMERICAN HONDA FINANCE 11/7/2012 A+11/7/2012 1.4 7,800,000.00 99.8050 $7,784,790.00 BA121613 05522RCB2 BANK OF AMERICA CREDIT CARD 12/16/13 AAA 12/16/2013 2.5 6,922,000.00 100.0450 $6,925,114.90 BN110112 06406HBE8 BANK OF NEW YORK MELLON 4.95% 11/1/12 AA-11/1/2012 1.4 7,057,000.00 105.6598 $7,456,412.09 BO013013 06423AAS2 BANK ONE CORP 5.25% 1/30/2013 A 1/30/2013 1.6 5,400,000.00 105.9203 $5,719,696.20 BS042612 079860AA0 BELLSOUTH CORP 4.295 04/26/2012 A-4/26/2012 0.8 4,000,000.00 102.9375 $4,117,500.00 BH021113 084670AY4 BERKSHIRE HATHAWAY INC 2/11/2013 AA+2/11/2013 1.7 8,000,000.00 100.5428 $8,043,424.00 BG111512 10138MAB1 BOTTLING GROUP LLC 4.625% 11/15/2012 A 11/15/2012 1.4 4,572,000.00 105.3782 $4,817,891.30 CH020112 13033LLU9 CALIFORNIA HEALTH FACS 3.301% 02/01/12 A-2/1/2012 0.7 1,365,000.00 100.2400 $1,368,276.00 CS050114 13066YDU0 CALIFORNIA ST DEPT WTR 5.5% 5/1/2014 AA-5/1/2012 0.9 4,000,000.00 105.3440 $4,213,760.00 CI071514 161571AN4 CHASE ISSUANCE TRUST 7/15/2014 AAA 7/15/2014 3.1 1,733,000.00 99.9683 $1,732,450.64 CI101514 161571CH5 CHASE ISSUANCE TRUST 10/15/14 AAA 10/15/2014 3.3 4,950,000.00 105.8724 $5,240,683.80 CS031414 17275RAL6 CISCO SYSTEMS INC 03/14/2014 A+3/14/2014 2.8 4,250,000.00 100.2804 $4,261,917.00 CB082014 17305EDX0 CITIBANK CREDIT CARD 8/20/2014 AAA 8/20/2012 1.2 5,300,000.00 100.2711 $5,314,368.30 CS070212 22546QAB3 CREDIT SUISSE NEW YORK 3.45% 7/2/2012 A+7/2/2012 1.1 1,005,000.00 102.6518 $1,031,650.59 CS011512 22541LAC7 CREDIT SUISSE USA INC 6.5% 1/15/2012 A+1/15/2012 0.6 3,500,000.00 103.1348 $3,609,718.00 CS111511 22541LAB9 CREDIT SUISSE USA INC 6.125% 11/15/11 A+11/15/2011 0.4 3,700,000.00 101.9903 $3,773,641.10 DI061512 24702RAH4 DELL INC 3.375% 6/15/2012 A-6/15/2012 1.0 1,970,000.00 102.4654 $2,018,568.38 DI40114 24702RAR2 DELL INC 4/1/2014 A-4/1/2014 2.8 1,500,000.00 100.6787 $1,510,180.50 DICXX 26188J206 Dreyfus Cash Management - Inst NR 7/1/2011 0.1 10,759,773.89 100.0000 $10,759,773.89 EL030612 532457BD9 ELI LILLY & CO 3.55% 3/6/2012 AA-3/6/2012 0.8 6,500,000.00 102.1861 $6,642,096.50 FN091512 31359MPF4 FANNIE MAE 4.375% 9/15/2012 AAA 9/15/2012 1.2 5,000,000.00 104.8253 $5,241,265.00 FM103012 31398A4T6 FANNIE MAE 0.5% 10/30/2012 AAA 10/30/2012 1.3 6,000,000.00 100.1630 $6,009,780.00 FM092412 31398A3N0 FANNIE MAE 0.625% 9/24/2012 AAA 9/24/2012 1.2 23,000,000.00 100.3825 $23,087,975.00 FM011212 31398AB43 FANNIE MAE 0.875% 1/12/2012 AAA 1/12/2012 0.6 3,000,000.00 100.3267 $3,009,801.00 FM040412 31398AH54 FANNIE MAE 1.00% 4/4/2012 AAA 4/4/2012 0.8 4,000,000.00 100.5285 $4,021,140.00 FM112311 31398AZN5 FANNIE MAE 1.00% 11/23/2011 AAA 11/23/2011 0.4 5,000,000.00 100.3627 $5,018,135.00 FM073012 31398AT77 FANNIE MAE 1.125% 7/30/2012 AAA 7/30/2012 1.1 13,000,000.00 100.8440 $13,109,720.00 FM092713 31398A4A7 FANNIE MAE 1.2% 9/27/2013 AAA 9/27/2013 2.2 5,000,000.00 100.2051 $5,010,255.00 FN022514 3135G0AS2 FANNIE MAE 1.50% 2/25/2014 AAA 2/25/2014 2.7 6,000,000.00 100.1776 $6,010,656.00 FF060512 313312XT2 FED FARM CRD DISCOUNT 6/5/2012 AAA 6/5/2012 1.0 5,000,000.00 99.8115 $4,990,575.00 FF042516 31331KJL5 FEDERAL FARM CREDIT BANK 4/25/16 AAA 4/25/2016 4.8 7,966,051.80 100.7199 $8,023,399.41 FF061313 31331KMZ0 FEDERAL FARM CREDIT BANK 0.6% 6/13/2013 AAA 6/13/2013 2.0 9,500,000.00 99.8468 $9,485,446.00 FF061812 31331GYP8 FEDERAL FARM CREDIT BANK 2.125% 6/18/12 AAA 6/18/2012 1.0 7,860,000.00 101.7101 $7,994,413.86 FH013012 313370BJ6 FEDERAL HOME LOAN BANK 0.65% 1/30/2012 AAA 1/30/2012 0.6 3,505,000.00 100.2143 $3,512,511.22 FH090911 3133XRY46 FEDERAL HOME LOAN BANK 3.75% 9/9/2011 AAA 9/9/2011 0.2 5,000,000.00 100.6833 $5,034,165.00 FH092612 3133XUUJ0 FEDERAL HOME LOAN BANK 1.625% 9/26/12 AAA 9/26/2012 1.2 26,000,000.00 101.5476 $26,402,376.00 FH102912 313373MQ2 FEDERAL HOME LOAN BANK 0.54% 10/29/12 AAA 10/29/2012 1.3 7,000,000.00 100.0227 $7,001,589.00 FH112112 3133XVEM9 FEDERAL HOME LOAN BANK 1.625% 11/21/12 AAA 11/21/2012 1.4 16,000,000.00 101.7041 $16,272,656.00 FM102111 3134G1AP9 FREDDIE MAC 10/21/2011 AAA 10/21/2011 0.3 7,000,000.00 100.0241 $7,001,687.00 FM020813 3134G12L7 FREDDIE MAC .85% 2/8/2013 AAA 2/8/2013 1.7 15,000,000.00 100.2653 $15,039,795.00 FM113012 3137EACP2 FREDDIE MAC 0.375% 11/30/2012 AAA 11/30/2012 1.4 2,500,000.00 99.9803 $2,499,507.50 FM041913 3134G1VN1 FREDDIE MAC 0.625% 4/19/2013 AAA 4/19/2013 1.8 2,000,000.00 100.0239 $2,000,478.00 FM122812 3137EACQ0 FREDDIE MAC 0.625% 12/28/2012 AAA 12/28/2012 1.5 8,000,000.00 100.3348 $8,026,784.00 FM072712 3137EACK3 FREDDIE MAC 1.125% 7/27/2012 AAA 7/27/2012 1.1 7,000,000.00 100.7957 $7,055,699.00 GE071515 36159JBM2 GE CAPITAL CREDIT CARD 3.69% 7/15/15 AAA 7/15/2015 4.1 3,000,000.00 102.8446 $3,085,338.00 GE011413 36161HAB7 GE EQUIPMENT MIDTICKET 1/14/2013 AAA 1/14/2013 1.6 3,197,033.40 99.9994 $3,197,014.22 GE010714 36962G4W1 GENERAL ELEC CAP CORP 1/7/2014 AA+1/7/2014 2.6 8,000,000.00 100.5698 $8,045,584.00 GE081312 36962G4E1 General Elec Cap Cor 3.5% 8/13/2012 AA+8/13/2012 1.2 600,000.00 103.0196 $618,117.60 GS020612 38141GEW0 GOLDMAN SACHS GROUP INC 2/6/2012 A 2/6/2012 0.7 4,000,000.00 99.9841 $3,999,364.00 HP052413 428236BG7 HEWLETT-PACKARD CO 5/24/2013 A 5/24/2013 1.9 1,000,000.00 100.2267 $1,002,267.00 HP053014 428236BJ1 HEWLETT-PACKARD CO 5/30/2014 A 5/30/2014 2.9 4,000,000.00 100.4623 $4,018,492.00 II102212 44924EAB6 IBM INTL GROUP CAPITAL 5.05%A+10/22/2012 1.3 5,975,000.00 105.8694 $6,325,696.65 IR031514 463655DY3 IRVINE RANCH CALIF WTR DIST 3/15/2014 AAA 9/15/2011 0.2 8,875,000.00 101.4960 $9,007,770.00 JD061614 477867AB1 JOHN DEERE OWNER TRUST 06/16/14 AAA 6/16/2014 3.0 6,520,000.00 100.0618 $6,524,029.36 JP050214 46623EJH3 JPMORGAN CHASE & CO 5/2/2014 A+5/2/2014 2.9 2,000,000.00 100.0299 $2,000,598.00 KC080112 492246MA8 KERN CALIF HIGH SCH DIST 0.73% 8/1/2012 SP-1+8/1/2012 1.2 3,570,000.00 99.8720 $3,565,430.40 LB093011 542399EP1 LONG BEACH CALIF 2.00% 9/30/2011 SP-1+9/30/2011 0.2 2,200,000.00 100.4310 $2,209,482.00 ML011014 59217GAF6 MET LIFE GLOB FUND- ING 1/10/2014 AA-1/10/2014 2.6 7,680,000.00 99.9761 $7,678,164.48 MS042913 61747YDC6 MORGAN STANLEY 4/29/2013 A 4/29/2013 1.8 3,700,000.00 99.8184 $3,693,280.80 NY121412 64952WAS2 NEW YORK LIFE GLOBAL FDG 2.25% 12/14/2012 AAA 12/14/2012 1.5 2,000,000.00 102.0624 $2,041,248.00 SC120111 786134SP2 SACRAMENTO CNTY CALIF 12/01/2011 AA 12/1/2011 0.5 2,940,000.00 100.2090 $2,946,144.60 SF060112 840058SV4 SOUTH SAN FRANCISCO CALIF 6/01/2012 SP-1+6/1/2012 1.0 6,000,000.00 100.9050 $6,054,300.00 SC070112 842477SQ5 SOUTHERN CALIF PUB PWR AUTH 7/01/2012 AA-7/1/2012 1.1 8,000,000.00 100.2940 $8,023,520.00 SC70112 84247PDF5 SOUTHERN CALIF PUB PWR 4% 7/01/2012 AA-7/1/2012 1.1 2,000,000.00 103.4490 $2,068,980.00 SS030714 857477AJ2 STATE STREET CORP 3/7/2014 A+3/7/2014 2.8 4,800,000.00 99.9845 $4,799,256.00 TI051513 882508AS3 TEXAS INSTRUMENT INC 5/15/2013 A+5/15/2013 1.9 2,920,000.00 100.2803 $2,928,184.76 TG101012 87244EAC6 TIAA GLOBAL MARKETS 5.125% 10/10/2012 AAA 10/10/2012 1.3 3,978,000.00 105.1876 $4,184,362.73 US021513 91159HGS3 US BANCORP 2.125% 2/15/2013 A+2/15/2013 1.7 2,000,000.00 102.2324 $2,044,648.00 US102612 90331HMB6 US BANK NA 10/26/2012 AA-10/26/2012 1.3 1,750,000.00 100.1740 $1,753,045.00 TN073112 912828NQ9 US TREASURY N/B 0.625% 7/31/2012 AAA 7/31/2012 1.1 5,000,000.00 100.4100 $5,020,500.00 VC032814 92343VAZ7 VERIZON COMMUNICA- TIONS 3/28/2014 A-3/28/2014 2.8 4,000,000.00 100.9360 $4,037,440.00 Grand Total $408,073,979.78 98 of 109 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.3. CALIFORNIA ARBITRAGE MANAGEMENT PROGRAM FOR REDEVELOPMENT AGENCY (CONTRA COSTA COUNTY PUBLIC FINANCING AUTHORITY) 99 of 109 CAMP TRANSACTIONS For the Quarter Ending June 30, 2011 FY 2010-2011 FUND BALANCE @ TJ/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 03/31/11 6/10/11 6/16/11 06/30/11 289321 29,406.45 -29,430.63 24.18 0.00 TOTALS 29,406.45 -29,430.63 24.18 0.00 0.00 0.00 0.00 0.00 100 of 109 101 of 109 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS (COMPLETE COPY OF CONTRACTS FILED IN TREASURER’S OFFICE) 102 of 109 103 of 109 104 of 109 105 of 109 106 of 109 107 of 109 108 of 109 109 of 109