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MINUTES - 06042013 - C.110
RECOMMENDATION(S): ACCEPT the Treasurer’s Investment Report as of March 31, 2013. 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, par value, cost, and market value. Attached please find the report covering the period January 1, 2013 through March 31, 2013. As of March 31, 2013, the par value, cost, and fair market value of Contra Costa County Investment Pool were $2,049,860,666.01, $2,057,259,160.40, and $2,057,277,322.49, respectively. The weighted yield to maturity was 0.39% and the weighted average days to maturity were 178 days. As of March 31, 2013, The Treasurer’s investment portfolio was in compliance with Government Code 53600 et. seq. and with the Treasurer’s current investment policy. Historical activities combined with future cash flow projections indicate that the County APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 06/04/2013 APPROVED AS RECOMMENDED OTHER Clerks Notes: VOTE OF SUPERVISORS AYE:John Gioia, District I Supervisor Candace Andersen, 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: June 4, 2013 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stacey M. Boyd, Deputy cc: C.110 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:June 4, 2013 Contra Costa County Subject:Treasurer’s Investment Report as of March 31, 2013 BACKGROUND: (CONT'D) has sufficient liquidity to meet its obligations 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 for the next six months. CONSEQUENCE OF NEGATIVE ACTION: The County would not be in compliance with Government Code §53646. CHILDREN'S IMPACT STATEMENT: None. ATTACHMENTS QtrlyInvRpt_03312013 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF MARCH 31, 2013 TABLE OF CONTENTS Page I. Executive Summary 1 II. Contra Costa County Investment Pool Summary 2 III. Appendix A. Investment Portfolio Detail—Managed by Treasurer’s Office 1. Portfolio Summary 4 2. Portfolio Detail 6 3. Market Valuation Sources 21 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 22 2. Asset Management Funds a. Wells Capital Management 23 b. CalTrust 40 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 44 4. Miscellaneous a. Statements 45 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. • As of 03/31/13, the fair value of the Treasurer’s investment portfolio was 100.0009% of the cost. More than 84 percent of the portfolio or over $1.72 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. • Treasurer’s Investment Portfolio Characteristics Par $2,049,860,666.01 Cost $2,057,259,160.40 Market Value $2,057,277,322.49 Weighted Yield to Maturity 0.39% Weighted Average Days to Maturity 178 days Weighted Duration 0.49 year Page 1 PERCENT OF TYPE PAR VALUE COST FAIR VALUE TOTAL COST A. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes)$43,497,000.00 $46,146,756.36 $45,626,323.55 2.24% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 57,349,000.00 57,979,847.89 58,108,893.70 2.82% Federal National Mortgage Association 72,300,000.00 73,782,534.66 73,674,624.71 3.59% Federal Farm Credit Banks 26,646,000.00 26,747,504.49 26,820,753.72 1.30% Federal Home Loan Mortgage Corporation 109,607,000.00 110,937,454.03 110,906,367.91 5.39% Municipal Bonds 5,555,000.00 5,982,089.83 *5,972,823.90 *0.29% Subtotal 271,457,000.00 275,429,430.90 275,483,463.94 13.39% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.00 0.00% Repurchase Agreement 38,000,000.00 38,000,000.00 38,000,000.00 1.85% Commercial Paper 667,456,000.00 666,924,603.57 667,207,152.70 32.42% Negotiable Certificates of Deposit 491,617,000.00 491,622,394.42 491,735,032.77 23.90% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 104,335,000.00 105,145,503.88 105,385,039.55 5.11% Money Market Accounts 565,318.32 565,318.32 565,318.32 0.03% Time Deposit 3,200.00 3,200.00 3,200.00 0.00% Subtotal 1,301,976,518.32 1,302,261,020.19 1,302,895,743.34 63.30% TOTAL (Section A.)1,616,930,518.32 1,623,837,207.45 1,624,005,530.83 78.93% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 221,067,991.57 221,067,991.57 221,067,991.57 10.75% 2. Other a. EBRCS Bond 2,455,113.76 2,455,113.76 2,455,113.76 0.12% b. Miscellaneous (BNY, CCFCU)114,155.08 114,155.08 114,155.08 0.01% c. Wells Capital Management 44,116,925.13 44,608,730.39 44,458,569.10 2.17% d. CalTRUST (Short-Term Fund)102,639,519.19 102,639,519.19 102,639,519.19 4.99% Subtotal 149,325,713.16 149,817,518.42 149,667,357.13 7.28% TOTAL (Section B.)370,393,704.73 370,885,509.99 370,735,348.70 18.03% C. Cash 62,536,442.96 62,536,442.96 62,536,442.96 3.04% **GRAND TOTAL (FOR A , B, & C)$2,049,860,666.01 $2,057,259,160.40 $2,057,277,322.49 100.00% * Fair Value equals Cost less purchase interest ** 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 March 31, 2013 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF MARCH 31, 2013 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF MARCH 31, 2013 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. 4. The Contra Costa County investment portfolio maintains Standard & Poor's highest credit quality rating of AAAf and lowest volatility of S1+. The portfolio consists of a large portion of short-term investments with credit rating of A-1/P-1 or better. The majority of the long-term investments in the portfolio are rated AA or better. 5. In accordance with Contra Costa County's Investment Policy, the Treasurer's Office has constructed a portfolio that safeguard the principal, meet the liquidity and achieve a return. As a result, more than 84% of the portfolio will mature in less than a year with a weighted average maturity of 178 days. U.S. Treasuries 2.24% U.S.Agencies- Federal, State and Local 13.39% Money Market 63.30% Outside Contractors-LAIF 10.75% Outside Contractors-Other 7.28% Cash 3.04% PORTFOLIO BREAKDOWN BY INVESTMENT 84.17% 6.48%7.59% 1.41% 0.35% $0 $200,000,000 $400,000,000 $600,000,000 $800,000,000 $1,000,000,000 $1,200,000,000 $1,400,000,000 $1,600,000,000 $1,800,000,000 $2,000,000,000 1 yr & less 1 to 2 yrs 2 to 3 yrs 3 to 4 yrs 4+ yrs MATURITY DISTRIBUTION AAA 0.73%AA+ 18.52% AA 16.20% AA‐ 1.31% A+ 1.01%A 0.78% A‐ 0.03% A‐1+ 27.36% A‐1 29.00% NR 5.06% PORTFOLIO CREDIT QUALITY 0.385% 0.414% 0.280% 0.249% 0.300% 0.250% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐79%; LAIF‐11%; Wells Cap‐2%; CalTRUST‐5% and Cash‐3% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% Jun‐10 Sep‐10 Dec‐10 Mar‐11 Jun‐11 Sep‐11 Dec‐11 Mar‐12 Jun‐12 Sep‐12 Dec‐12 Mar‐13 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 47.63% School Dist. 39.91% Community College Dist. 6.26% Voluntary Participants 6.21% POOL BALANCE BY PARTICIPANTS Note: More than 55% of the School Dist. funds were the bond proceeds Page 3 SECTION III APPENDIX A. INVESTMENT PORTFOLIO DETAIL - MANAGED BY TREASURER’S OFFICE 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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) 12 TREASURY NOTES 2.81%(M) 2.6853 43,497,000.00 45,626,323.55 333,980.28 28,896.79 .4148 46,146,756.36 104.8953340000 -521,170.69 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 3.17%(M) 1.5103 50,725,000.00 51,485,478.05 187,361.96 294,554.95 1.1406 51,357,672.32 101.4992170000 -166,584.41 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 4.23%(M) 1.4180 67,300,000.00 68,674,974.71 265,926.66 114,208.43 .7934 68,783,934.66 102.0430530000 -218,768.49 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 1.65%(M) .7085 26,646,000.00 26,820,753.72 70,454.28 90,299.52 .6168 26,747,504.49 100.6558350000 -11,061.40 SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG .24%(M) .1806 3,872,000.00 3,871,921.79 6,599.32 205.42 .1810 3,865,117.05 99.99798000000 SUBTOTAL (Inv Type) 29 FHLMC NOTES 6.59%(M) 1.3249 105,735,000.00 107,034,446.12 284,908.99 525,957.47 .9758 107,072,336.98 101.2289650000 -538,332.49 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .37%(M) 3.0720 5,555,000.00 5,972,823.90 37,874.05 .00 1.1579 5,982,089.83 107.5215820000 SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .31%(M) .1200 5,000,000.00 4,999,650.00 566.67 483.33 .1200 4,998,600.00 99.99300000000 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .41%(M) .0843 6,624,000.00 6,623,415.65 951.73 288.35 .0844 6,622,175.57 99.99117800000 SUBTOTAL (Inv Type) 61 REPURCHASE AGREEMENTS 2.34%(M) .1100 38,000,000.00 38,000,000.00 464.44 .00 .1100 38,000,000.00 100.0000000000 SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 7.24%(M) .2510 117,670,000.00 117,653,454.59 81,173.96 51,062.50 .3872 117,615,111.11 99.98593900000 -12,719.02 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 33.84%(M) .2379 549,786,000.00 549,553,698.11 240,583.45 30,569.68 .2381 549,309,492.46 99.95774700000 -26,947.48 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 30.28%(M) .2542 491,617,000.00 491,735,032.77 252,834.47 115,178.50 .2515 491,622,394.42 100.0240090000 -2,540.15 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .61%(M) .5050 10,000,000.00 9,929,800.00 11,643.06 .00 .6744 9,960,726.39 99.29800000000 -22,650.00 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.88%(M) 1.8089 94,335,000.00 95,455,239.55 452,636.07 689,577.40 1.2194 95,184,777.49 101.1875120000 -413,636.70 Page 4 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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) 99 MONEY MARKET ACCOUNTS .03%(M) .0020 565,318.32 565,318.32 9.05 .00 .0020 565,318.32 100.0000000000 SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) 1.4000 3,200.00 3,200.00 84.37 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .5829 1616930518.32 1624005530.83 2,228,052.81 1,941,282.34 .4243 1623837207.45 100.4375580000 -1,934,410.83 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS IF ANY. Page 5 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78717 CCCCD GOV TREASURY NOTE 912828NL0 14 7903 1.8750 527,000.00 545,813.90 2,483.96 19,287.38 07/14/10 06/30/15 37 000 1.8940 526,526.52 103.5700000000 SUNGARD 79451 CCCCD GOV US TREAS 912828LK4 14 7903 2.3750 600,000.00 618,306.00 1,239.13 1,993.50 04/07/11 08/31/14 37 000 1.5500 616,312.50 103.0510000000 SUNGARD 80010 CCCSIG GOV US TREASURY NOTES 912828LC2 14 6911 2.6250 1,465,000.00 1,512,319.50 6,373.95 10/31/11 07/31/14 37 000 .4610 1,551,526.56 103.2300000000 SUNGARD -39,207.06 80191 AUHSD GOVT TREASURY NOTE 912828RL6 14 5007 .5000 40,000.00 40,168.80 92.31 40.80 01/03/12 10/15/14 49 000 .3842 40,128.00 100.4220000000 SUNGARD 80299 CCCSIG GOV TREASURY NOTE 912828MH0 14 6911 2.2500 1,660,000.00 1,721,154.40 6,190.61 01/26/12 01/31/15 37 000 .4003 1,751,883.59 103.6840000000 SUNGARD -30,729.19 80304 CCCSIG GOV US TREASURY NOTES 912828MH0 14 6911 2.2500 2,455,000.00 2,545,442.20 9,155.39 01/27/12 01/31/15 37 000 .3103 2,597,600.98 103.6840000000 SUNGARD -52,158.78 80305 CCCCD GOV US TREASURY NOTES 912828MH0 14 7903 2.2500 720,000.00 746,524.80 2,685.08 01/27/12 01/31/15 37 000 .3103 748,666.99 103.6840000000 SUNGARD -2,142.19 80373 CCCSIG GOV US TREASURY NOTES 912828LS7 14 6911 2.3750 1,250,000.00 1,292,287.50 12,465.47 2,684.46 02/23/12 10/31/14 37 000 .4190 1,289,603.04 103.3830000000 SUNGARD 80374 CCCCD GOV US TREASURY NOTES 912828KZ2 14 7903 3.2500 450,000.00 491,134.50 3,676.45 02/23/12 06/30/16 37 000 .7465 498,146.48 109.1410000000 SUNGARD -7,011.98 80432 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 730,000.00 759,572.30 1,507.61 03/14/12 02/28/15 37 000 .5122 765,231.70 104.0510000000 SUNGARD -5,659.40 80433 CCCSIG GOV US TREASURY NOTES 912828MR8 14 6911 2.3750 2,530,000.00 2,632,490.30 5,225.00 03/14/12 02/28/15 37 000 .5122 2,663,751.66 104.0510000000 SUNGARD -31,261.36 80457 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 395,000.00 411,001.45 815.75 03/29/12 02/28/15 37 000 .5160 416,262.11 104.0510000000 SUNGARD -5,260.66 80547 CCCSIG GOV US TREASURY NOTES 912828DC1 14 6911 4.2500 890,000.00 947,921.20 14,314.99 04/24/12 11/15/14 37 000 .3499 978,304.69 106.5080000000 SUNGARD -30,383.49 80605 CCCSIG GOV US TREASURY NOTES 912828DC1 14 6911 4.2500 2,995,000.00 3,189,914.60 48,172.34 05/22/12 11/15/14 37 000 .3786 3,281,045.90 106.5080000000 SUNGARD -91,131.30 80676 CCCSIG GOV US TREASURY NOT 912828MH0 14 6911 2.2500 4,255,000.00 4,411,754.20 15,868.09 06/29/12 01/31/15 37 000 .3779 4,459,938.09 103.6840000000 SUNGARD -48,183.89 80677 CCCCD GOV US TREASURY NOTES 912828MH0 14 7903 2.2500 280,000.00 290,315.20 1,044.20 06/29/12 01/31/15 37 000 .3779 293,485.94 103.6840000000 SUNGARD -3,170.74 80684 CCCCD GOV US TREASURY NOTES 912828LU2 14 7903 3.1250 205,000.00 224,282.30 2,689.91 774.21 07/06/12 10/31/16 37 000 .5897 223,508.09 109.4060000000 SUNGARD 80730 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 2,850,000.00 3,081,562.50 44,491.89 07/31/12 05/15/15 37 000 .3280 3,150,363.28 108.1250000000 SUNGARD -68,800.78 80775 CCCSIG GOV US TREASURY NOTES 912828NP1 14 6911 1.7500 1,285,000.00 1,328,664.30 3,727.21 08/23/12 07/31/15 37 000 .4095 1,335,245.51 103.3980000000 SUNGARD -6,581.21 80812 CCCCD GOV US TREAS NTS 912828NR7 14 7903 2.3750 290,000.00 311,636.90 1,141.57 09/10/12 07/31/17 37 000 .6386 314,196.88 107.4610000000 SUNGARD -2,559.98 80814 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 1,800,000.00 1,946,250.00 28,100.14 09/10/12 05/15/15 37 000 .3236 1,982,390.63 108.1250000000 SUNGARD -36,140.63 80820 CCCSIG GOV US TREASURY NOTES 912828NP1 14 6911 1.7500 3,440,000.00 3,556,891.20 9,977.90 09/10/12 07/31/15 37 000 .3289 3,571,495.63 103.3980000000 SUNGARD -14,604.43 80903 CCCSIG US TREAS NTS 912828MZ0 14 6911 2.5000 1,810,000.00 1,893,712.50 19,000.00 10/09/12 04/30/15 37 000 .2941 1,911,741.80 104.6250000000 SUNGARD -18,029.30 80925 CCCSIG GOV U.S. TREASURY NOTE 912828TF7 14 6911 .1250 800,000.00 799,152.00 165.75 1,433.25 10/26/12 07/31/14 37 000 .2872 797,718.75 99.89400000000 SUNGARD Page 6 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80948 CCCSIG GOV US TREAS NTS 912828NF3 14 6911 2.1250 3,400,000.00 3,535,218.00 24,215.66 11/06/12 05/31/15 37 000 .3463 3,554,328.13 103.9770000000 SUNGARD -19,110.13 80949 CCCCD GOV US TREAS NTS 912828TG5 14 7903 .5000 225,000.00 223,717.50 186.46 572.97 11/06/12 07/31/17 37 000 .6915 223,144.53 99.43000000000 SUNGARD 81033 CCCSIG GOV US TREASURY NOTES 912828EN6 14 6911 4.5000 2,540,000.00 2,816,428.20 43,257.18 11/30/12 11/15/15 37 000 .3490 2,828,956.58 110.8830000000 SUNGARD -7,792.19 81139 CCCCD GOV US TREASURY NOTES 912828UE8 14 7903 .7500 450,000.00 450,598.50 848.41 2,110.22 01/07/13 12/31/17 37 000 .8190 448,553.54 100.1330000000 SUNGARD 81193 CCCCD GOV US TREAS NTS 912828JW1 14 7903 1.5000 360,000.00 363,628.80 1,357.46 01/31/13 12/31/13 37 000 .1740 364,678.23 101.0080000000 SUNGARD -587.00 81318 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 2,800,000.00 2,938,460.00 23,510.41 03/28/13 04/30/16 22 000 .3813 2,962,020.03 104.9450000000 SUNGARD -665.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 2.81%(M) 2.6853 43,497,000.00 45,626,323.55 333,980.28 28,896.79 .4148 46,146,756.36 104.8953340000 -521,170.69 ------- --------------- --------------- --------------- --------------- 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 172,162.65 297.91 2,866.05 10/28/09 09/12/14 16 000 2.6754 169,296.60 104.3410000000 SUNGARD 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 178,032.50 233.74 7,653.40 04/19/10 03/13/15 17 000 2.7001 170,379.10 104.7250000000 SUNGARD 78542 RM GOV FHLB NOTES 3133XWKV0 14 8169 2.3750 6,960,000.00 7,105,881.60 7,805.83 66,746.40 05/12/10 03/14/14 17 000 2.0650 7,039,135.20 102.0960000000 SUNGARD 78630 RM GOV FHLB NOTES 3133XYHD0 14 8167 1.6250 3,930,000.00 3,942,222.30 18,981.35 06/11/10 06/14/13 16 000 1.5120 3,942,969.00 100.3110000000 SUNGARD -746.70 78631 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 2,900,000.00 2,979,576.00 21,750.01 21,808.00 06/11/10 06/13/14 17 000 1.9802 2,957,768.00 102.7440000000 SUNGARD 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,163,634.25 22,992.23 166,880.25 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 101.4590000000 SUNGARD 79124 RM GOV FHLB NOTES 3133XVVH1 14 8167 2.0200 1,940,000.00 1,963,221.80 14,042.37 12/10/10 11/22/13 17 000 1.0701 1,993,369.40 101.1970000000 SUNGARD -30,147.60 79130 RM GOV FHLB NOTES 31339X2M5 14 8167 3.8750 1,870,000.00 1,884,586.00 21,537.47 06/22/10 06/14/13 11 000 1.2866 2,010,960.60 100.7800000000 SUNGARD -126,374.60 79131 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 4,885,000.00 5,019,044.40 36,637.50 25,841.65 06/21/10 06/13/14 16 000 1.9189 4,993,202.75 102.7440000000 SUNGARD 80199 AUHSD GOVT FHLB 313373JR4 14 5033 1.3750 50,000.00 50,675.00 234.90 01/03/12 05/28/14 49 000 .5663 50,963.50 101.3500000000 SUNGARD -288.50 80577 GOV FHLB NOTES 313379DV8 14 8177 .2300 10,000,000.00 10,001,100.00 9,072.22 1,600.00 05/09/12 05/09/13 7 000 .2350 9,999,500.00 100.0110000000 SUNGARD 80648 RM GOV FHLB NOTES 313373SZ6 14 8167 2.1250 1,895,000.00 1,993,483.15 12,416.20 06/11/12 06/10/16 17 000 .7600 1,996,647.80 105.1970000000 SUNGARD -3,164.65 80662 RM GOV FHLB NOTES 313373SZ6 14 8169 2.1250 2,840,000.00 2,987,594.80 18,607.92 06/20/12 06/10/16 17 000 .7451 2,993,104.40 105.1970000000 SUNGARD -5,509.60 80817 DCD GOV FHLB NOTES 313380LN5 14 4695 .1250 2,095,000.00 2,094,958.10 276.41 1,089.40 09/12/12 08/23/13 17 000 .1821 2,093,868.70 99.99800000000 SUNGARD 80899 RM GOV FHLB NOTES 313378YX3 14 8168 .3500 295,000.00 295,318.60 476.10 10/05/12 10/15/13 17 000 .2000 295,454.01 100.1080000000 SUNGARD -135.41 Page 7 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80907 WT GOV FHLB NOTES 313380EC7 14 8451 .7500 170,000.00 169,464.50 81.47 10/10/12 09/08/17 17 000 .7901 169,671.90 99.68500000000 SUNGARD -207.40 81103 RM GOV FHLB NOTES 313381LL7 14 8171 .1700 3,490,000.00 3,490,000.00 1,697.50 69.80 12/28/12 12/18/13 17 000 .1721 3,490,095.01 100.0000000000 SUNGARD 81231 RM GOV FEDERAL HOME LOAN BANKS 313382BT9 14 8170 .1700 995,000.00 994,522.40 220.83 02/14/13 02/14/14 17 000 .2171 994,532.35 99.95200000000 SUNGARD -9.95 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 3.17%(M) 1.5103 50,725,000.00 51,485,478.05 187,361.96 294,554.95 1.1406 51,357,672.32 101.4992170000 -166,584.41 ------- --------------- --------------- --------------- --------------- 76489 WT GOV FNMA NOTES 31359MSL8 14 8451 4.3750 160,000.00 162,016.00 1,438.89 10/14/08 07/17/13 17 000 3.8701 163,472.00 101.2600000000 SUNGARD -1,456.00 78840 CCCCD GOV FNMA NOTES 31398AU34 14 7903 2.3750 610,000.00 638,304.00 2,535.31 16,684.25 09/07/10 07/28/15 37 000 1.6850 621,619.75 104.6400000000 SUNGARD 78851 RM GOV FNMA NOTES 31398AX31 14 8169 1.2500 2,479,000.00 2,489,585.33 3,529.13 09/10/10 08/20/13 29 000 .9850 2,498,013.93 100.4270000000 SUNGARD -8,428.60 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,825,098.72 101,582.78 05/16/11 04/15/15 29 000 1.5552 4,980,101.80 109.5120000000 SUNGARD -155,003.08 79869 RM GOV FNMA NOTES 3136FPBB2 14 8167 2.2500 898,000.00 937,610.78 2,020.50 09/09/11 08/25/15 17 000 .8502 946,860.18 104.4110000000 SUNGARD -9,249.40 79870 RM GOV FNMA NOTES 3136FPBB2 14 8169 2.2500 2,692,000.00 2,810,744.12 6,057.00 09/09/11 08/25/15 17 000 .8502 2,838,471.72 104.4110000000 SUNGARD -27,727.60 79920 CCCCD GOV FNMA NOTES 31398A4M1 14 7903 1.6250 700,000.00 721,826.00 4,897.57 2,919.00 09/27/11 10/26/15 37 000 .9486 718,907.00 103.1180000000 SUNGARD 79947 RM GOV FNMA NOTES 31398A3T7 14 8169 2.0000 3,605,000.00 3,747,325.40 2,002.78 23,252.25 10/13/11 09/21/15 17 000 1.1400 3,724,073.15 103.9480000000 SUNGARD 80020 WT GOV FNMA NOTES 3135G0CM3 14 8451 1.2500 173,000.00 177,183.14 1,099.27 3,446.16 11/09/11 09/28/16 17 000 1.1600 173,736.98 102.4180000000 SUNGARD 80095 CCCSIG GOV FNMA NOTES 31398AXJ6 14 6911 2.5000 755,000.00 774,479.00 7,130.56 11/23/11 05/15/14 37 000 .6785 779,665.68 102.5800000000 SUNGARD -5,186.68 80118 RM GOV FNMA NOTES 31398A4M1 14 8169 1.6250 6,000,000.00 6,187,080.00 41,979.17 19,980.00 12/09/11 10/26/15 29 000 .8931 6,167,100.00 103.1180000000 SUNGARD 80201 AUHSD GOVT FNMA 3135G0AP8 14 5033 1.2500 90,000.00 90,966.60 106.25 01/03/12 02/27/14 49 000 .5904 91,266.30 101.0740000000 SUNGARD -299.70 80202 AUHSD GOVT FNMA 31398A2S0 14 5033 1.0000 300,000.00 301,218.00 66.67 01/03/12 09/23/13 49 000 .4143 303,012.00 100.4060000000 SUNGARD -1,794.00 80281 RM GOV FNMA NOTES 3135G0AL7 14 8169 2.2500 4,035,000.00 4,247,523.45 4,035.00 8,312.10 01/23/12 03/15/16 17 000 1.0002 4,239,211.35 105.2670000000 SUNGARD 80537 CCCSIG GOV FNMA BENCHMARK NOTES 3135G0KM4 14 6911 .5000 1,770,000.00 1,775,858.70 3,048.33 10,974.00 04/19/12 05/27/15 37 000 .5941 1,764,884.70 100.3310000000 SUNGARD 80538 CCCCD GOV FNMA BENCHMARK NOTES 3135G0KM4 14 7903 .5000 485,000.00 486,605.35 835.28 3,007.00 04/19/12 05/27/15 37 000 .5941 483,598.35 100.3310000000 SUNGARD 80565 GOV FNMA CALLABLE NOTES 3135G0KH5 14 8177 .7000 10,000,000.00 10,003,300.00 29,361.11 3,300.00 04/30/12 04/30/15 17 000 .7000 10,000,000.00 100.0330000000 SUNGARD 80642 CCCCD GOV FNMA NOTES 3135G0ES8 14 7903 1.3750 295,000.00 303,808.70 1,532.35 2,129.90 06/07/12 11/15/16 37 000 .8541 301,678.80 102.9860000000 SUNGARD Page 8 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80722 CCCSIG GOV FNMA CALLABLE NOTES 3135G0MQ3 14 6911 .5000 1,030,000.00 1,030,494.40 929.86 07/26/12 01/26/15 37 000 .4622 1,030,717.35 100.0480000000 SUNGARD -222.95 80752 CCCCD GOV FNMA CALLABLE NOTES 3135G0NG4 14 7903 .5000 800,000.00 799,968.00 600.00 48.00 08/07/12 08/07/15 37 000 .5034 799,920.00 99.99600000000 SUNGARD 80753 CCCSIG GOV FNMA CALLABLE NOTES 3135G0NG4 14 6911 .5000 3,000,000.00 2,999,880.00 2,250.00 180.00 08/07/12 08/07/15 37 000 .5034 2,999,700.00 99.99600000000 SUNGARD 80811 CCCCD GOV FNMA NOTES 3135G0MZ3 14 7903 .8750 520,000.00 521,357.20 417.08 67.60 09/10/12 08/28/17 37 000 .8239 521,289.60 100.2610000000 SUNGARD 80833 RM GOV FNMA NOTES 3135G0CM3 14 8169 1.2500 4,703,000.00 4,816,718.54 29,883.65 09/14/12 09/28/16 29 000 .6158 4,821,797.78 102.4180000000 SUNGARD -5,079.24 80860 CCCSIG GOV FNMA NOTES 3135G0BY8 14 6911 .8750 2,684,000.00 2,707,726.56 2,152.79 09/21/12 08/28/14 37 000 .3330 2,712,047.80 100.8840000000 SUNGARD -4,321.24 80941 CCCCD GOV FNMA NOTES 3135G0PQ0 14 7903 .8750 290,000.00 290,388.60 1,092.53 725.00 10/31/12 10/26/17 37 000 .8988 289,698.84 100.1340000000 SUNGARD 81112 CCCSIG GOV FNMA NOTES 3135G0SB0 14 6911 .3750 1,900,000.00 1,897,758.00 1,979.18 2,185.00 11/16/12 12/21/15 37 000 .4509 1,895,573.00 99.88200000000 SUNGARD 81113 CCCCD GOV FNMA NOTES 3135G0SB0 14 7903 .3750 455,000.00 454,463.10 473.96 523.25 11/16/12 12/21/15 37 000 .4509 453,939.85 99.88200000000 SUNGARD 81224 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 2,025,000.00 2,027,328.75 6,121.88 4,556.18 02/15/13 03/30/16 37 000 .5368 2,026,569.45 100.1150000000 SUNGARD 81225 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 275,000.00 275,316.25 916.32 618.74 02/15/13 03/30/16 37 000 .5368 275,213.14 100.1150000000 SUNGARD 81230 WT GOV FNMA NOTES 3135GOTG6 14 8451 .8750 165,000.00 164,242.02* 212.56 0.00 02/21/13 02/08/18 17 000 .9700 164,294.16 99.54061818182 BOOK 81237 GOV FNMA CALLABLE NOTES 3135G0UL5 14 8177 .5800 10,000,000.00 10,008,800.00 5,638.89 11,300.00 02/26/13 02/26/16 7 000 .5884 9,997,500.00 100.0880000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 4.23%(M) 1.4180 67,300,000.00 68,674,974.71 265,926.66 114,208.43 .7934 68,783,934.66 102.0430530000 -218,768.49 ------- --------------- --------------- --------------- --------------- 77421 WT GOV FFCB NOTES 31331TWZ0 14 8451 4.3000 155,000.00 161,069.80 351.76 04/15/09 03/12/14 16 000 2.4502 168,181.20 103.9160000000 SUNGARD -7,111.40 80522 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 4,040,000.00 4,120,557.60 21,563.50 42,904.80 04/13/12 03/28/16 17 000 .8103 4,077,652.80 101.9940000000 SUNGARD 80543 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 3,957,000.00 4,035,902.58 21,120.50 39,084.28 04/20/12 03/28/16 22 000 .7900 3,996,818.30 101.9940000000 SUNGARD 80718 RM GOV FFCB NOTES 3133EAXG8 14 8167 .6500 2,494,000.00 2,506,993.74 3,557.41 8,130.44 07/23/12 07/12/16 17 000 .6002 2,498,863.30 100.5210000000 SUNGARD 80871 GOV FFCB NOTES 3133EATQ1 14 8177 .2200 1,000,000.00 1,000,180.00 672.22 180.00 09/28/12 06/11/13 11 000 .2200 1,000,000.00 100.0180000000 SUNGARD 81102 GOV FFCB CALLABLE NOTES 3133EC5B6 14 8177 .6400 10,000,000.00 9,996,800.00 21,688.89 12/28/12 11/29/16 17 000 .6400 10,005,155.56 99.96800000000 SUNGARD -3,200.00 81281 RM GOV FEDERAL FARM CR BK NOTES 3133ECG81 14 8167 .3000 5,000,000.00 4,999,250.00 1,500.00 03/15/13 02/25/15 22 000 .3000 5,000,833.33 99.98500000000 SUNGARD -750.00 * MARKET = BOOK LESS PURCHASE INTEREST Page 9 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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) 27 FEDERAL FARM CREDIT BAN 1.65%(M) .7085 26,646,000.00 26,820,753.72 70,454.28 90,299.52 .6168 26,747,504.49 100.6558350000 -11,061.40 ------- --------------- --------------- --------------- --------------- 80536 RM GOV FHLMC DISC NOTE 313397DU2 14 8171 .1800 1,995,000.00 1,995,000.00 3,461.32 .00 04/19/12 04/01/13 17 000 .1803 1,991,538.68 100.0000000000 SUNGARD 80568 PW GOV FHLMC DISC NOTE 313397FA4 14 1388 .1800 1,627,000.00 1,626,932.21 2,717.09 176.26 05/02/12 05/01/13 17 000 .1803 1,624,038.86 99.99583333333 SUNGARD 80601 RM GOV FHLMC DISC 313397FA4 14 8168 .1900 250,000.00 249,989.58 420.91 29.16 05/17/12 05/01/13 17 000 .1904 249,539.51 99.99583333333 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG .24%(M) .1806 3,872,000.00 3,871,921.79 6,599.32 205.42 .1810 3,865,117.05 99.99798000000 ------- --------------- --------------- --------------- --------------- 78482 RM GOV FHLMC NOTES 3137EACJ6 14 8169 1.6250 3,998,000.00 4,000,638.68 29,957.26 8,715.64 04/20/10 04/15/13 29 000 1.6769 3,991,923.04 100.0660000000 SUNGARD 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,873,847.55 18,630.56 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 106.1670000000 SUNGARD -122,561.60 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,690,458.06 46,634.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 106.1670000000 SUNGARD -343,985.48 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,424,474.00 12,285.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 103.6100000000 SUNGARD -62,928.71 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 175,657.60 173.54 5,009.90 09/14/10 09/10/15 29 000 1.6701 170,647.70 103.3280000000 SUNGARD 79289 RM GOV FHLMC NOTE 3137EACR8 14 8167 1.3750 3,915,000.00 3,957,321.15 5,383.13 57,237.30 02/07/11 02/25/14 29 000 1.5028 3,900,083.85 101.0810000000 SUNGARD 79309 GOV FHLMC NOTES 3134G1C36 14 8177 1.0000 10,000,000.00 10,053,400.00 27,222.22 193,400.00 02/14/11 12/23/13 29 000 1.5021 9,860,000.00 100.5340000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 6,076,776.00 24,086.11 83,810.00 02/18/11 02/09/15 17 000 2.0000 5,992,966.00 104.7720000000 SUNGARD 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 173,813.90 1,472.50 1,546.90 02/25/11 01/19/16 17 000 2.3306 172,267.00 112.1380000000 SUNGARD 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,244,886.32 20,788.81 44,102.86 03/11/11 02/09/15 29 000 1.8391 5,200,783.46 104.7720000000 SUNGARD 79501 MDUSD GOV FHLMC NOTES 3128X23A1 14 7530 4.5000 45,000.00 46,914.75 1,006.89 04/21/11 04/02/14 11 000 1.2700 49,191.30 104.2550000000 SUNGARD -2,276.55 79566 PW GOV FHLMC NOTES 3134G2CL4 14 1388 1.3500 1,610,000.00 1,630,012.30 9,177.00 6,327.30 05/13/11 04/29/14 29 000 1.0576 1,623,685.00 101.2430000000 SUNGARD 79726 CCCSIG GOV FHLMC 3137EACV9 14 6911 1.0000 880,000.00 890,040.80 831.12 11,687.08 07/05/11 08/27/14 37 000 1.0630 878,353.72 101.1410000000 SUNGARD 79850 CCCSIG GOV FHLMC 3134G2WG3 14 6911 .7500 4,000,000.00 4,029,640.00 749.99 8,680.00 08/31/11 09/22/14 37 000 .5769 4,020,960.00 100.7410000000 SUNGARD 79928 CCCSIG GOV FHLMC G 3134G2WG3 14 6911 .7500 1,010,000.00 1,017,484.10 189.38 5,549.51 09/30/11 09/22/14 37 000 .6820 1,011,934.59 100.7410000000 SUNGARD 80132 CCCCD GOV FHLMC NOTES 3137EACU1 14 7903 1.0000 445,000.00 449,685.85 754.03 204.70 12/14/11 07/30/14 37 000 .6130 449,481.15 101.0530000000 SUNGARD Page 10 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80153 GOV FHLMC CALLABLE NOTES 3134G3EN6 14 8177 1.0000 10,000,000.00 10,052,100.00 25,277.78 52,100.00 12/30/11 06/30/15 17 000 1.0000 10,000,000.00 100.5210000000 SUNGARD 80183 AUHSD GOVT FHLMC NOTES 3134G2WG3 14 5007 .7500 500,000.00 503,705.00 93.75 2,255.00 01/03/12 09/22/14 49 000 .6422 501,450.00 100.7410000000 SUNGARD 80184 AUHSD GOVT FHLMC NOTES 3134G2YJ5 14 5007 .5000 190,000.00 190,704.90 31.67 1,428.80 01/03/12 09/19/14 49 000 .6419 189,276.10 100.3710000000 SUNGARD 80192 AUHSD GOVT FHLMC NOTE 3137EACL1 14 5007 .8750 1,570,000.00 1,576,515.50 5,838.44 01/03/12 10/28/13 49 000 .4611 1,581,759.30 100.4150000000 SUNGARD -5,243.80 80196 AUHSD GOVT FHLMC NOTES 3137EACZ0 14 5007 .3750 1,010,000.00 1,011,363.50 1,304.58 3,393.60 01/03/12 11/27/13 49 000 .4814 1,007,969.90 100.1350000000 SUNGARD 80200 AUHSD GOVT FHLMC 3134G2YJ5 14 5033 .5000 110,000.00 110,408.10 18.33 827.20 01/03/12 09/19/14 49 000 .6419 109,580.90 100.3710000000 SUNGARD 80276 RM GOV FHLMC NOTES 3137EADA4 14 8169 .6250 4,473,000.00 4,499,480.16 7,144.40 12,792.78 01/18/12 12/29/14 17 000 .5202 4,486,687.38 100.5920000000 SUNGARD 80411 WT GOV FHLMC NOT 3137EADC0 14 8451 1.0000 170,000.00 172,074.00 108.61 3,061.70 03/12/12 03/08/17 17 000 1.1201 169,012.30 101.2200000000 SUNGARD 80732 CCCSIG GOV FHLMC NOTES 3134G3ZA1 14 6911 .5000 1,860,000.00 1,864,984.80 852.50 2,827.20 07/31/12 08/28/15 37 000 .4619 1,862,157.60 100.2680000000 SUNGARD 80900 CCCCD GOV FHLMC NOTES 3137EADL0 14 7903 1.0000 295,000.00 297,059.10 1,491.39 10/05/12 09/29/17 37 000 .7642 298,444.62 100.6980000000 SUNGARD -1,336.35 81152 GOV FEDERAL HOME LN MTG CORP 3134G33X6 14 8177 .5000 10,000,000.00 10,004,600.00 10,555.56 4,600.00 01/15/13 01/15/16 16 000 .5000 10,000,000.00 100.0460000000 SUNGARD 81182 GOV FHLMC CALLABLE NOTES 3134G3K25 14 8177 .5000 10,000,000.00 10,003,500.00 833.33 3,500.00 01/29/13 09/25/15 16 000 .5000 10,000,000.00 100.0350000000 SUNGARD 81241 GOV FHLMC CALLABLE NOTES 3134G36A3 14 8177 .6000 10,000,000.00 10,008,700.00 30,500.00 8,700.00 02/28/13 03/28/16 6 000 .6000 10,025,000.00 100.0870000000 SUNGARD 81293 GOV FHLMC CALLABLE NOTES 3134G36F2 14 8177 .4200 10,000,000.00 10,004,200.00 1,516.67 4,200.00 03/22/13 09/18/15 7 000 .4200 10,000,466.67 100.0420000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 6.59%(M) 1.3249 105,735,000.00 107,034,446.12 284,908.99 525,957.47 .9758 107,072,336.98 101.2289650000 -538,332.49 ------- --------------- --------------- --------------- --------------- 80198 AUHSD MUNI COMPTON CA CNTY REDE 204712FD0 14 5033 0.0000 10,000.00 7,453.00* .00 0.00 01/03/12 08/01/16 49 000 6.5258 7,453.00 74.53000000000 BOOK 80208 AUHSD MUNI CHICAGO PREREF CALL 167486JB6 14 5055 5.0000 170,000.00 197,776.30* 2,125.00 0.00 01/03/12 01/01/17 49 000 1.5845 197,776.30 116.3390000000 BOOK 80209 AUHSD MUNI CHICAGO UNREF CALL 167486JC4 14 5055 5.0000 390,000.00 434,514.60* 4,875.00 0.00 01/03/12 01/01/17 49 000 2.5514 434,514.60 111.4140000000 BOOK 80210 AUHSD MUNI WASHINGTON ST SER D 93974B3K6 14 5055 5.0000 600,000.00 728,724.00* 7,500.00 0.00 01/03/12 01/01/18 49 000 1.2715 728,724.00 121.4540000000 BOOK 80211 AUHSD MUNI FORT WORTH TX GEN 349425F78 14 5055 4.0000 460,000.00 494,270.00* 1,533.33 0.00 01/03/12 03/01/14 49 000 .5080 494,270.00 107.4500000000 BOOK 80213 AUHSD MUNI SOUTH BEND IN CMNTY 836496NW5 14 5055 5.0000 505,000.00 572,180.15* 5,330.56 0.00 01/03/12 01/15/16 49 000 1.5822 572,180.15 113.3030000000 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 11 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80214 AUHSD MUNI PENNSYLVANIA ST FIRS 70914PHZ8 14 5055 5.0000 505,000.00 572,846.75* 1,122.22 0.00 01/03/12 03/15/15 49 000 .7433 572,846.75 113.4350000000 BOOK 80215 AUHSD MUNI WICOMICO CNTY MD 967545R89 14 5055 3.5000 390,000.00 437,794.50* 4,550.00 0.00 01/03/12 12/01/18 49 000 1.6184 437,794.50 112.2550000000 BOOK 80760 CCCCD MUNI PALO ALTO USD CA GOB 697379UA1 14 7903 1.4020 440,000.00 440,000.00* 1,028.13 0.00 08/14/12 08/01/17 37 000 1.4020 440,000.00 100.0000000000 BOOK 81277 CCCSIG MUNI UNIV OF CAL TX RV B 91412GPX7 14 6911 .6590 1,240,000.00 1,240,000.00* 8,557.48 0.00 03/14/13 05/15/16 37 000 .6590 1,248,171.60 100.0000000000 BOOK 81278 CCCCD MUNI UNIV OF CAL TX RV BD 91412GPY5 14 7903 .9660 175,000.00 175,000.00* 79.83 0.00 03/14/13 05/15/17 37 000 .9660 175,000.00 100.0000000000 BOOK 81314 CCCCD MUNI CA ST TXBL GO BONDS 13063BN73 14 7903 1.0500 120,000.00 120,405.60* 210.00 0.00 03/27/13 02/01/16 37 000 .9292 120,601.60 100.3380000000 BOOK 81319 CCCSIG MUNI CA ST TXBL GO BONDS 13063BN73 14 6911 1.0500 550,000.00 551,859.00* 962.50 0.00 03/27/13 02/01/16 37 000 .9292 552,757.33 100.3380000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .37%(M) 3.0720 5,555,000.00 5,972,823.90 37,874.05 .00 1.1579 5,982,089.83 107.5215820000 ------- --------------- --------------- --------------- --------------- 81238 RM GOV FNMA DISCOUNT NOTE 313589FW8 14 8171 .1200 5,000,000.00 4,999,650.00 566.67 483.33 02/26/13 05/21/13 17 000 .1200 4,998,600.00 99.99300000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .31%(M) .1200 5,000,000.00 4,999,650.00 566.67 483.33 .1200 4,998,600.00 99.99300000000 ------- --------------- --------------- --------------- --------------- 80876 CLT GOV FHLB DISC NOTE 313385JW7 14 1207 .1500 253,000.00 252,939.98 191.86 68.59 10/01/12 08/01/13 17 000 .1502 252,679.53 99.97627777778 SUNGARD 81081 RM GOV FHLB DISC 313385PW0 14 8168 .1500 371,000.00 370,725.67 166.95 99.76 12/14/12 11/29/13 17 000 .1502 370,458.96 99.92605555556 SUNGARD 81157 MTC GOV FHLB DISC 313385EL6 14 8138 .0850 3,000,000.00 2,999,933.33 517.09 46.66 01/18/13 04/17/13 17 000 .0850 2,999,369.58 99.99777777778 SUNGARD 81285 MTC GOV FHLB DISCOUNT NOTES 313385FQ4 14 8138 .0700 3,000,000.00 2,999,816.67 75.83 73.34 03/19/13 05/15/13 17 000 .0700 2,999,667.50 99.99388888889 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .41%(M) .0843 6,624,000.00 6,623,415.65 951.73 288.35 .0844 6,622,175.57 99.99117800000 ------- --------------- --------------- --------------- --------------- 81316 REPO BANK OF AMERICA 2 8177 .1100 38,000,000.00 38,000,000.00* 464.44 0.00 03/28/13 04/01/13 11 100 .1100 38,000,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 61 REPURCHASE AGREEMENTS 2.34%(M) .1100 38,000,000.00 38,000,000.00 464.44 .00 .1100 38,000,000.00 100.0000000000 ------- --------------- --------------- --------------- --------------- * MARKET = BOOK LESS PURCHASE INTEREST Page 12 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81076 CP BNP PARIBAS 0556N0RF4 14 8177 .3200 25,000,000.00 24,998,152.78 24,222.22 25,486.11 12/13/12 04/15/13 10 000 .6407 24,972,666.67 99.99261111111 SUNGARD 81077 CP BNP PARIBAS 0556N0RG2 14 8177 .3200 25,000,000.00 24,998,020.83 24,222.22 25,576.39 12/13/12 04/16/13 10 000 .6407 24,972,444.44 99.99208333333 SUNGARD 81123 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1115 .2001 5,000,000.00 4,999,076.39 2,418.31 01/04/13 05/06/13 9 000 .2001 5,000,000.00 99.98152777778 SUNGARD -923.61 81124 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1234 .2001 1,100,000.00 1,099,796.81 532.03 01/04/13 05/06/13 9 000 .2001 1,100,000.00 99.98152777778 SUNGARD -203.19 81125 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1240 .2001 2,100,000.00 2,099,612.08 1,015.69 01/04/13 05/06/13 9 000 .2001 2,100,000.00 99.98152777778 SUNGARD -387.92 81126 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1242 .2001 4,000,000.00 3,999,261.11 1,934.65 01/04/13 05/06/13 9 000 .2001 4,000,000.00 99.98152777778 SUNGARD -738.89 81127 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1260 .2001 2,000,000.00 1,999,630.56 967.32 01/04/13 05/06/13 9 000 .2001 2,000,000.00 99.98152777778 SUNGARD -369.44 81128 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1270 .2001 3,100,000.00 3,099,427.36 1,499.35 01/04/13 05/06/13 9 000 .2001 3,100,000.00 99.98152777778 SUNGARD -572.64 81129 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1282 .2001 5,000,000.00 4,999,076.39 2,418.31 01/04/13 05/06/13 9 000 .2001 5,000,000.00 99.98152777778 SUNGARD -923.61 81130 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 1395 .2001 900,000.00 899,833.75 435.30 01/04/13 05/06/13 9 000 .2001 900,000.00 99.98152777778 SUNGARD -166.25 81131 PW CP GENERAL ELECTRIC CAP CORP 89236BXJ8 14 8214 .2001 3,000,000.00 2,999,445.83 1,450.99 01/04/13 05/06/13 9 000 .2001 3,000,000.00 99.98152777778 SUNGARD -554.17 81132 PW CP TOYOTA MOTOR CREDIT CORP 89236BXJ8 14 8215 .2001 5,400,000.00 5,398,974.00 2,611.79 01/04/13 05/07/13 48 000 .2001 5,400,000.00 99.98100000000 SUNGARD -1,026.00 81133 PW CP TOYOTA MOTOR CREDIT CORP 89236BXJ8 14 8216 .2001 6,200,000.00 6,198,822.00 2,998.72 01/04/13 05/07/13 48 000 .2001 6,200,000.00 99.98100000000 SUNGARD -1,178.00 81134 PW CP TOYOTA MOTOR CREDIT CORP 89236BXJ8 14 1392 .2001 23,000,000.00 22,995,630.00 11,124.28 01/04/13 05/07/13 48 000 .2001 23,000,000.00 99.98100000000 SUNGARD -4,370.00 81135 PW CP TOYOTA MOTOR CREDIT CORP 89236BXJ8 14 1114 .2001 6,000,000.00 5,998,860.00 2,901.99 01/04/13 05/07/13 48 000 .2001 6,000,000.00 99.98100000000 SUNGARD -1,140.00 81136 PW CP TOYOTA MOTOR CREDIT CORP 89236BXJ8 14 1290 .2001 440,000.00 439,916.40 212.81 01/04/13 05/07/13 48 000 .2001 440,000.00 99.98100000000 SUNGARD -83.60 81137 PW CP TOYOTA MOTOR CREDIT CORP 89236BXJ8 14 1399 .2001 430,000.00 429,918.30 207.98 01/04/13 05/07/13 48 000 .2001 430,000.00 99.98100000000 SUNGARD -81.70 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 7.24%(M) .2510 117,670,000.00 117,653,454.59 81,173.96 51,062.50 .3872 117,615,111.11 99.98593900000 -12,719.02 ------- --------------- --------------- --------------- --------------- 80873 CP BNP PARIBAS 0556N0R15 14 8177 .6600 6,022,000.00 6,022,000.00 20,093.41 .00 10/01/12 04/01/13 10 000 .6622 6,001,906.59 100.0000000000 SUNGARD 80874 CP BNP PARIBAS 0556N0R15 14 8177 .6600 3,090,000.00 3,090,000.00 10,310.30 10/01/12 04/01/13 10 000 .6622 3,079,689.70 100.0000000000 SUNGARD .00 80962 PW CP RABOBANK USA 74977KV14 14 2401 .3000 4,309,000.00 4,304,473.16 4,955.35 11/14/12 08/01/13 17 000 .3007 4,299,663.83 99.89494444444 SUNGARD -146.02 80963 PW CP RABOBANK USA 74977KV14 14 2480 .3000 1,103,000.00 1,101,841.24 1,268.45 11/14/12 08/01/13 17 000 .3007 1,100,610.17 99.89494444444 SUNGARD -37.38 Page 13 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80964 PW CP RABOBANK USA 74977KV14 14 2758 .3000 2,004,000.00 2,001,894.69 2,304.60 11/14/12 08/01/13 17 000 .3007 1,999,658.00 99.89494444444 SUNGARD -67.91 81079 CP TOYOTA MOTOR CREDIT CORP 89233GRG3 14 8177 .1800 25,000,000.00 24,998,020.83 13,500.00 12/14/12 04/16/13 48 000 .1801 24,984,625.00 99.99208333333 SUNGARD -104.17 81080 CP BNP PARIBAS 0556N0RG2 14 8177 .3200 25,000,000.00 24,998,020.83 24,000.00 1,354.16 12/14/12 04/16/13 10 000 .3204 24,972,666.67 99.99208333333 SUNGARD 81083 CP GENERAL ELECTRIC CAPITAL COR 36959HSQ1 14 8177 .2100 25,000,000.00 24,993,006.94 15,312.50 736.11 12/17/12 05/24/13 9 000 .2102 24,976,958.33 99.97202777778 SUNGARD 81084 CP TOYOTA MOTOR CREDIT CORP 89233GSD9 14 8177 .1800 20,000,000.00 19,995,566.67 10,500.00 12/17/12 05/13/13 48 000 .1801 19,985,300.00 99.97783333333 SUNGARD -233.33 81089 CP UBS FINANCIAL SERVICES INC. 90262CRF6 14 8177 .1800 25,000,000.00 24,998,152.78 12,875.00 12/19/12 04/15/13 29 000 .1801 24,985,375.00 99.99261111111 SUNGARD -97.22 81092 CCCSD CP UBS FINANCIAL SERVS IN 90262CTM9 14 3407 .2850 4,000,000.00 3,998,020.00 3,198.33 585.00 12/21/12 06/21/13 29 000 .2854 3,994,236.67 99.95050000000 SUNGARD 81096 CP UBS FINANCE DELAWARE 90262CRG4 14 8177 .1950 25,000,000.00 24,998,020.83 12,864.58 52.08 12/27/12 04/16/13 29 000 .1951 24,985,104.17 99.99208333333 SUNGARD 81097 CP UBS FINANCE DELAWARE 90262CRF6 14 8177 .1950 25,000,000.00 24,998,152.78 12,864.59 48.61 12/27/12 04/15/13 29 000 .1951 24,985,239.58 99.99261111111 SUNGARD 81115 CP BNP PARIBAS 0556N0SX4 14 8177 .3200 25,000,000.00 24,990,833.33 19,777.78 4,166.66 01/02/13 05/31/13 10 000 .3204 24,966,888.89 99.96333333333 SUNGARD 81142 CCCFPD CP UBS FINANCE 90262CU96 14 2022 .2950 8,883,000.00 8,876,892.94 5,968.88 1,099.28 01/09/13 07/09/13 29 000 .2954 8,869,824.78 99.93125000000 SUNGARD 81145 CCCFPD CP UNION BANK OF CALIF 90526MTA5 14 2024 .2100 7,306,000.00 7,302,874.66 3,409.47 01/11/13 06/10/13 16 000 .2102 7,299,607.25 99.95722222222 SUNGARD -142.06 81146 CCCFPD CP UNION BANK OF CALIF 90526MTA5 14 2031 .2100 2,902,000.00 2,900,758.59 1,354.27 01/11/13 06/10/13 16 000 .2102 2,899,460.75 99.95722222222 SUNGARD -56.43 81155 CP NORDEA NORTH AMERICA INC 6555P0TB5 14 8177 .2400 25,000,000.00 24,989,152.78 12,333.34 986.11 01/17/13 06/11/13 7 000 .2402 24,975,833.33 99.95661111111 SUNGARD 81183 PW CP TOYOTA MOTOR CREDIT CORP 89233GRV0 14 2519 .1800 1,750,000.00 1,749,741.39 542.50 01/29/13 04/29/13 48 000 .1801 1,749,212.50 99.98522222222 SUNGARD -13.61 81201 CP BANK OF NOVA SCOTIA 06416JTR4 14 8177 .1900 25,000,000.00 24,987,013.89 7,256.94 02/05/13 06/25/13 7 000 .1901 24,981,527.78 99.94805555556 SUNGARD -1,770.83 81202 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2505 .1400 1,000,000.00 999,926.11 213.89 02/05/13 04/15/13 16 000 .1400 999,731.67 99.99261111111 SUNGARD -19.45 81203 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2520 .1400 6,977,000.00 6,976,484.48 1,492.29 02/05/13 04/15/13 16 000 .1400 6,975,127.85 99.99261111111 SUNGARD -135.66 81204 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2521 .1400 2,951,000.00 2,950,781.95 631.19 02/05/13 04/15/13 16 000 .1400 2,950,208.14 99.99261111111 SUNGARD -57.38 81205 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2546 .1400 325,000.00 324,975.99 69.52 02/05/13 04/15/13 16 000 .1400 324,912.79 99.99261111111 SUNGARD -6.32 81206 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2552 .1400 1,351,000.00 1,350,900.18 288.97 02/05/13 04/15/13 16 000 .1400 1,350,637.48 99.99261111111 SUNGARD -26.27 81207 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2554 .1400 1,025,000.00 1,024,924.26 219.23 02/05/13 04/15/13 16 000 .1400 1,024,724.96 99.99261111111 SUNGARD -19.93 81208 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2558 .1400 750,000.00 749,944.58 160.42 02/05/13 04/15/13 16 000 .1400 749,798.75 99.99261111111 SUNGARD -14.59 81209 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2566 .1400 3,661,000.00 3,660,729.49 783.05 02/05/13 04/15/13 16 000 .1400 3,660,017.63 99.99261111111 SUNGARD -71.19 Page 14 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81210 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2571 .1400 900,000.00 899,933.50 192.50 02/05/13 04/15/13 16 000 .1400 899,758.50 99.99261111111 SUNGARD -17.50 81211 PW CP UNION BANK OF CALIFORNIA 90526MRF6 14 2579 .1400 1,070,000.00 1,069,920.94 228.86 02/05/13 04/15/13 16 000 .1400 1,069,712.88 99.99261111111 SUNGARD -20.80 81228 CP ABBEY NATIONAL N AMERICA LLC 0027A0TR2 14 8177 .3600 25,000,000.00 24,987,013.89 10,000.00 8,263.89 02/20/13 06/25/13 17 000 .3605 24,968,750.00 99.94805555556 SUNGARD 81234 CP ABBEY NATIONAL N AMERICA LLC 0027A0TR2 14 8177 .3700 25,000,000.00 24,987,013.89 8,993.05 8,854.17 02/25/13 06/25/13 7 000 .3705 24,969,166.67 99.94805555556 SUNGARD 81236 CP GENERAL ELECTRIC CAPITAL COR 36959HTT4 14 8177 .1900 20,000,000.00 19,989,366.67 3,588.89 02/26/13 06/27/13 9 000 .1901 19,987,227.78 99.94683333333 SUNGARD -1,450.00 81255 PW CP UNION BANK OF CALIF DISC 90526MYS0 14 1122 .2800 2,000,000.00 1,994,821.67 482.22 03/01/13 11/26/13 16 000 .2806 1,995,800.00 99.74108333333 SUNGARD -1,460.55 81258 CP BANK OF NOVA SCOTIA NY 06416JTU7 14 8177 .1750 30,000,000.00 29,983,866.67 3,937.50 03/05/13 06/28/13 7 000 .1751 29,983,229.17 99.94622222222 SUNGARD -3,300.00 81265 CP ABBEY NATL N AMERCIAN LLC 0027A0U17 14 8177 .2900 25,000,000.00 24,984,201.39 5,034.72 2,527.78 03/07/13 07/01/13 17 000 .2903 24,976,638.89 99.93680555556 SUNGARD 81268 RM CP UNION BANK OF CALIFORNIA 90526MZ34 14 8170 .2800 1,007,000.00 1,003,421.79 187.97 03/08/13 12/03/13 16 000 .2806 1,004,885.30 99.64466666667 SUNGARD -1,651.48 81272 CP UNION BANK OF CALIF DISC 90526MU13 14 8177 .1800 25,000,000.00 24,984,201.39 2,500.00 03/12/13 07/01/13 16 000 .1801 24,986,125.00 99.93680555556 SUNGARD -4,423.61 81273 PW CP UNION BANK OF CALIF DISC 90526MWC7 14 1121 .2500 400,000.00 399,435.11 55.56 03/12/13 09/12/13 16 000 .2503 399,488.89 99.85877777778 SUNGARD -109.34 81276 CP ABBEY NATL N AMERCIAN LLC 0027A0U17 14 8177 .2800 25,000,000.00 24,984,201.39 3,500.00 1,895.83 03/14/13 07/01/13 17 000 .2802 24,978,805.56 99.93680555556 SUNGARD 81279 CP UNION BANK OF CALIF DISC 90526MU13 14 8177 .1800 20,000,000.00 19,987,361.11 1,800.00 03/14/13 07/01/13 16 000 .1801 19,989,100.00 99.93680555556 SUNGARD -3,538.89 81309 CP UNION BANK OF CALIFORNIA 90526MUB1 14 8177 .1800 20,000,000.00 19,985,972.22 700.00 03/25/13 07/11/13 16 000 .1801 19,989,200.00 99.92986111111 SUNGARD -3,927.78 81311 CP TOYOTA MOTOR CREDIT CORP DIS 89233GUS3 14 8177 .2000 25,000,000.00 24,979,861.11 833.33 03/26/13 07/26/13 48 000 .2001 24,983,055.56 99.91944444444 SUNGARD -4,027.78 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 33.84%(M) .2379 549,786,000.00 549,553,698.11 240,583.45 30,569.68 .2381 549,309,492.46 99.95774700000 -26,947.48 ------- --------------- --------------- --------------- --------------- 80366 CCCSIG YCD WESTPAC BNKNG FLTR 96121TLT3 14 6911 1.2421 2,250,000.00 2,266,200.92 3,571.07 16,200.92 02/16/12 02/14/14 37 000 1.2421 2,250,000.00 100.7200407897 SUNGARD 80686 RM YCD BNP PARIBAS SF 05572NJR8 14 8170 1.3300 1,020,000.00 1,023,309.09 10,023.77 3,309.09 07/09/12 07/09/13 10 000 1.3300 1,020,000.00 100.3244206896 SUNGARD 81068 YCD BANK OF NOVA SCOTIA HOUSTON 06417FHU7 14 8177 .2300 25,000,000.00 25,000,971.76 17,729.17 971.76 12/11/12 04/10/13 22 000 .2300 25,000,000.00 100.0038870348 SUNGARD 81069 YCD NORDEA BANK FINLAND NY 65558EES3 14 8177 .2300 25,000,000.00 25,001,068.93 17,729.17 1,068.93 12/11/12 04/11/13 7 000 .2300 25,000,000.00 100.0042757276 SUNGARD 81070 YCD NORDEA BANK FINLAND NY 65558EER5 14 8177 .2300 25,000,000.00 25,002,429.31 17,729.17 1,492.58 12/11/12 04/25/13 17 000 .2200 25,000,936.73 100.0097172225 SUNGARD 81071 YCD UBS AG STAMFORD CT 90267RMU0 14 8177 .1800 25,000,000.00 25,001,624.00 13,875.00 1,624.00 12/11/12 04/26/13 29 000 .1800 25,000,000.00 100.0064960028 SUNGARD Page 15 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81073 YCD BANK OF MONTREAL CHICAGO 06366XNQ1 14 8177 .2200 25,000,000.00 25,003,609.08 16,805.56 3,609.08 12/12/12 05/10/13 6 000 .2200 25,000,000.00 100.0144363397 SUNGARD 81074 YCD TORONTO DOMINION BANK NY 89112WMF1 14 8177 .2200 25,000,000.00 25,002,616.66 16,805.56 1,659.10 12/12/12 04/29/13 17 000 .2100 25,000,957.56 100.0104666341 SUNGARD 81086 YCD NORDEA BANK FINLAND NY 65558EFL7 14 8177 .2800 25,000,000.00 25,007,780.62 20,222.22 6,656.99 12/18/12 05/29/13 17 000 .2700 25,001,123.63 100.0311224819 SUNGARD 81087 YCD NORDEA BANK FINLAND NY 65558EFM5 14 8177 .2800 30,000,000.00 30,009,494.97 24,266.67 8,138.30 12/18/12 05/30/13 17 000 .2700 30,001,356.67 100.0316499025 SUNGARD 81100 YCD BNP PARIBAS 05572NLJ3 14 8177 .4000 25,000,000.00 25,011,189.63 26,111.11 11,189.63 12/28/12 05/22/13 10 000 .4000 25,000,000.00 100.0447585258 SUNGARD 81101 YCD BNP PARIBAS 05572NLH7 14 8177 .4000 25,000,000.00 25,010,974.47 26,111.11 10,974.47 12/28/12 05/21/13 10 000 .4000 25,000,000.00 100.0438978947 SUNGARD 81122 YCD NORDEA BANK FINLAND NY 65558EGC6 14 8177 .2500 25,000,000.00 25,006,774.47 15,104.17 5,754.64 01/04/13 05/31/13 17 000 .2400 25,001,019.83 100.0270978710 SUNGARD 81181 YCD BNP PARIBAS 05572NLS3 14 8177 .3200 25,000,000.00 25,011,335.86 13,777.78 11,335.86 01/29/13 06/10/13 10 000 .3200 25,000,000.00 100.0453434382 SUNGARD 81222 PW NCD UNION BANK NA 90527M5U6 14 1105 .3200 500,000.00 499,512.21 204.44 02/14/13 02/14/14 16 000 .3200 500,000.00 99.90244222084 SUNGARD -487.79 81246 HR NCD UNION BANK OF CALIFORNIA 90527M6E1 14 8166 .1400 2,844,000.00 2,844,122.41 342.86 122.41 03/01/13 05/01/13 16 000 .1400 2,844,000.00 100.0043043178 SUNGARD 81247 HR NCD UNION BANK OF CALIFORNIA 90527M6E1 14 8172 .1400 3,478,000.00 3,478,149.70 419.29 149.70 03/01/13 05/01/13 16 000 .1400 3,478,000.00 100.0043043178 SUNGARD 81248 HR NCD UNION BANK OF CALIFORNIA 90527M6E1 14 8165 .1400 2,790,000.00 2,790,120.09 336.35 120.09 03/01/13 05/01/13 16 000 .1400 2,790,000.00 100.0043043178 SUNGARD 81249 SO NCD UNION BANK OF CALIFORNIA 90527M6G6 14 1056 .1200 2,000,000.00 2,000,001.67 206.67 1.67 03/01/13 04/01/13 16 000 .1200 2,000,000.00 100.0000833081 SUNGARD 81250 SO NCD UNION BANK OF CALIFORNIA 90527M6G6 14 1147 .1200 1,100,000.00 1,100,000.92 113.67 .92 03/01/13 04/01/13 16 000 .1200 1,100,000.00 100.0000833081 SUNGARD 81251 SO NCD UNION BANK OF CALIFORNIA 90527M6G6 14 1334 .1200 1,220,000.00 1,220,001.02 126.07 1.02 03/01/13 04/01/13 16 000 .1200 1,220,000.00 100.0000833081 SUNGARD 81252 SO NCD UNION BANK OF CALIFORNIA 90527M6G6 14 1360 .1200 4,000,000.00 4,000,003.33 413.33 3.33 03/01/13 04/01/13 16 000 .1200 4,000,000.00 100.0000833081 SUNGARD 81253 SO NCD UNION BANK OF CALIFORNIA 90527M6G6 14 2629 .1200 5,100,000.00 5,100,004.25 527.00 4.25 03/01/13 04/01/13 16 000 .1200 5,100,000.00 100.0000833081 SUNGARD 81254 SO NCD UNION BANK OF CALIFORNIA 90527M6G6 14 2656 .1200 4,200,000.00 4,200,003.50 434.00 3.50 03/01/13 04/01/13 16 000 .1200 4,200,000.00 100.0000833081 SUNGARD 81260 PW NCD UNION BANK OF CALIFORNIA 90527M6K7 14 1401 .2500 340,000.00 340,132.47 61.39 132.47 03/06/13 09/03/13 16 000 .2500 340,000.00 100.0389609500 SUNGARD 81261 PW NCD UNION BANK OF CALIFORNIA 90527M6J0 14 1401 .3500 500,000.00 499,618.84 126.39 03/06/13 03/10/14 16 000 .3500 500,000.00 99.92376891180 SUNGARD -381.16 81262 PW NCD UNION BANK OF CALIFORNIA 90527M6H4 14 1401 .1800 1,300,000.00 1,300,211.19 169.00 211.19 03/06/13 06/04/13 16 000 .1800 1,300,000.00 100.0162453289 SUNGARD 81264 CCCSIG YCD BANK OF NOVA SCOTIA 06417FPL8 14 6911 .5700 2,450,000.00 2,450,000.00* 1,008.58 0.00 03/06/13 03/06/15 37 000 .5700 2,450,000.00 100.0000000000 BOOK 81283 CCCSIG YCD STNDARD CHRTR BK FLT 85325BVS0 14 6911 .3600 2,450,000.00 2,448,328.80 343.00 03/18/13 03/18/14 37 000 .3600 2,450,000.00 99.93178769263 SUNGARD -1,671.20 * MARKET = BOOK LESS PURCHASE INTEREST Page 16 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81287 YCD ABBEY NATIONAL TREASURY SER 00279HF84 14 8177 .3200 25,000,000.00 25,012,880.87 2,888.89 12,880.87 03/19/13 07/25/13 22 000 .3200 25,000,000.00 100.0515234931 SUNGARD 81290 YCD UBS AG STAMFORD CT 90267RQR3 14 8177 .2400 25,000,000.00 25,006,662.22 1,833.33 6,662.22 03/21/13 07/29/13 29 000 .2400 25,000,000.00 100.0266488984 SUNGARD 81291 YCD BANK OF MONTREAL 06366XT69 14 8177 .1700 25,000,000.00 25,000,700.54 1,298.61 700.54 03/21/13 07/10/13 22 000 .1700 25,000,000.00 100.0028021779 SUNGARD 81295 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2505 .1200 500,000.00 500,026.66 11.67 26.66 03/25/13 06/03/13 16 000 .1200 500,000.00 100.0053321602 SUNGARD 81296 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2517 .1200 450,000.00 450,023.99 10.50 23.99 03/25/13 06/03/13 16 000 .1200 450,000.00 100.0053321602 SUNGARD 81297 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2520 .1200 4,000,000.00 4,000,213.29 93.33 213.29 03/25/13 06/03/13 16 000 .1200 4,000,000.00 100.0053321602 SUNGARD 81298 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2521 .1200 2,500,000.00 2,500,133.30 58.33 133.30 03/25/13 06/03/13 16 000 .1200 2,500,000.00 100.0053321602 SUNGARD 81299 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2552 .1200 1,400,000.00 1,400,074.65 32.67 74.65 03/25/13 06/03/13 16 000 .1200 1,400,000.00 100.0053321602 SUNGARD 81300 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2554 .1200 1,100,000.00 1,100,058.65 25.67 58.65 03/25/13 06/03/13 16 000 .1200 1,100,000.00 100.0053321602 SUNGARD 81301 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2558 .1200 775,000.00 775,041.32 18.08 41.32 03/25/13 06/03/13 16 000 .1200 775,000.00 100.0053321602 SUNGARD 81302 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2566 .1200 3,700,000.00 3,700,197.29 86.33 197.29 03/25/13 06/03/13 16 000 .1200 3,700,000.00 100.0053321602 SUNGARD 81303 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2571 .1200 750,000.00 750,039.99 17.50 39.99 03/25/13 06/03/13 16 000 .1200 750,000.00 100.0053321602 SUNGARD 81304 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2572 .1200 475,000.00 475,025.33 11.08 25.33 03/25/13 06/03/13 16 000 .1200 475,000.00 100.0053321602 SUNGARD 81305 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2578 .1200 800,000.00 800,042.66 18.67 42.66 03/25/13 06/03/13 16 000 .1200 800,000.00 100.0053321602 SUNGARD 81306 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2579 .1200 1,150,000.00 1,150,061.32 26.83 61.32 03/25/13 06/03/13 16 000 .1200 1,150,000.00 100.0053321602 SUNGARD 81307 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2581 .1200 775,000.00 775,041.32 18.08 41.32 03/25/13 06/03/13 16 000 .1200 775,000.00 100.0053321602 SUNGARD 81308 PW NCD UNION BANK OF CALIFORNIA 90527M6T8 14 2583 .1200 700,000.00 700,037.33 16.33 37.33 03/25/13 06/03/13 16 000 .1200 700,000.00 100.0053321602 SUNGARD 81312 YCD UBS AG STAMFORD CT 90267RQS1 14 8177 .2350 30,000,000.00 30,007,557.91 1,175.00 7,557.91 03/26/13 07/30/13 29 000 .2350 30,000,000.00 100.0251930298 SUNGARD 81317 NCD UNION BANK OF CALIFORNIA 90527M6Y7 14 8177 .1800 25,000,000.00 25,001,623.96 500.00 1,623.96 03/28/13 07/26/13 16 000 .1800 25,000,000.00 100.0064958422 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 30.28%(M) .2542 491,617,000.00 491,735,032.77 252,834.47 115,178.50 .2515 491,622,394.42 100.0240090000 -2,540.15 ------- --------------- --------------- --------------- --------------- 81269 CORP GENERAL ELEC CAP CORP FLTR 36962GU51 14 8177 .5050 10,000,000.00 9,929,800.00 11,643.06 03/08/13 01/08/16 16 000 .6744 9,960,726.39 99.29800000000 SUNGARD -22,650.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .61%(M) .5050 10,000,000.00 9,929,800.00 11,643.06 .00 .6744 9,960,726.39 99.29800000000 -22,650.00 ------- --------------- --------------- --------------- --------------- Page 17 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 600,000.00 627,990.00 2,613.33 28,578.00 07/27/10 07/27/15 37 000 2.4710 599,412.00 104.6650000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 750,000.00 777,172.50 6,656.25 27,579.91 11/09/10 11/09/15 37 000 2.2660 749,592.59 103.6230000000 SUNGARD 79043 CCCCD CORP PROCTOR & GAMBLE CAL 742718DS5 14 7903 1.8000 200,000.00 206,398.00 1,360.00 8,034.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 103.1990000000 SUNGARD 79220 CORP BERKSHIRE HATHAWAY CALL 084664BR1 14 8177 1.5000 10,000,000.00 10,093,500.00 33,750.00 93,800.00 01/11/11 01/10/14 16 000 1.5010 9,999,700.00 100.9350000000 SUNGARD 79228 CORP MICROSOFT CORPORATION 594918AF1 14 8177 .8750 10,000,000.00 10,032,900.00 44,722.22 61,700.00 01/14/11 09/27/13 16 000 .9831 9,971,200.00 100.3290000000 SUNGARD 79297 CORP GE CAPITAL CO 36962G4Q4 14 8177 1.8750 10,000,000.00 10,082,700.00 7,812.50 63,800.00 02/09/11 09/16/13 16 000 1.8001 10,018,900.00 100.8270000000 SUNGARD 79582 CORP IBM CORPORATION 459200GW5 14 8177 1.2500 10,000,000.00 10,106,700.00 48,263.89 87,800.00 05/20/11 05/12/14 16 000 1.1852 10,018,900.00 101.0670000000 SUNGARD 79804 CCCSIG CORP PROCTOR & GMBLE CAL 742718DU0 14 6911 .7000 500,000.00 502,965.00 447.22 5,020.00 08/15/11 08/15/14 37 000 .8390 497,945.00 100.5930000000 SUNGARD 79953 CCCCD CORP WAL-MART 931142DC4 14 7903 2.8000 440,000.00 468,415.20 5,680.89 30,038.80 04/18/11 04/15/16 37 000 2.8799 438,376.40 106.4580000000 SUNGARD 80022 CCCCD CORP JOHNSON & 478160AY0 14 7903 2.1500 200,000.00 209,936.00 1,624.44 10,440.48 05/20/11 05/15/16 37 000 2.2150 199,495.52 104.9680000000 SUNGARD 80033 CCCSIG CORP IBM GLOBAL 459200GW5 14 6911 1.2500 3,000,000.00 3,032,010.00 14,479.17 34,830.00 05/12/11 05/12/14 37 000 1.2820 2,997,180.00 101.0670000000 SUNGARD 80034 CCCCD CORP IBM CORP GLO 459200GW5 14 7903 1.2500 380,000.00 384,054.60 1,834.03 4,199.11 05/12/11 05/12/14 37 000 1.2820 379,855.49 101.0670000000 SUNGARD 80066 CORP BANK OF NEW YORK 06406HBZ1 14 7903 1.7000 455,000.00 464,140.95 2,728.74 9,618.70 11/23/11 11/24/14 37 000 1.7360 454,522.25 102.0090000000 SUNGARD 80129 CORP JP MORGAN CHASE AND CO 46625HHB9 14 8177 4.7500 10,000,000.00 10,068,800.00 197,916.67 12/13/11 05/01/13 7 000 1.2719 10,475,300.00 100.6880000000 SUNGARD -406,500.00 80182 AUHSD CORP CATERPILL 14912L4Q1 14 5007 1.5500 340,000.00 343,267.40 1,478.53 01/03/12 12/20/13 49 000 .9160 344,185.40 100.9610000000 SUNGARD -918.00 80187 AUHSD CORP GECC 36962G4Q4 14 5007 1.8750 605,000.00 610,003.35 472.65 01/03/12 09/16/13 49 000 1.1561 612,308.40 100.8270000000 SUNGARD -2,305.05 80188 AUHSD CORP JP MORGAN 46623EJE0 14 5007 2.0500 545,000.00 552,929.75 2,079.33 7,864.35 01/03/12 01/24/14 49 000 2.0437 545,065.40 101.4550000000 SUNGARD 80189 AUHSD CORP JOHNSON & JOHNSON 478160AX2 14 5007 1.2000 490,000.00 495,208.70 2,221.33 01/03/12 05/15/14 49 000 .5741 497,198.10 101.0630000000 SUNGARD -1,989.40 80238 CCCCD CORP JP MORGAN 46625HHN3 14 7903 4.6500 225,000.00 236,119.50 3,487.50 01/09/12 06/01/14 37 000 2.2079 237,741.75 104.9420000000 SUNGARD -1,622.25 80435 CORP TOYOTA MOTOR CREDIT CORP 89233P5Z5 14 8177 1.0000 10,000,000.00 10,086,500.00 12,222.22 36,400.00 03/15/12 02/17/15 16 000 .8261 10,050,100.00 100.8650000000 SUNGARD 80448 CORP WALMART STORES INC 931142CX9 14 8177 1.5000 5,000,000.00 5,129,850.00 32,500.00 30,750.00 03/23/12 10/25/15 29 000 .9370 5,099,100.00 102.5970000000 SUNGARD 80450 CORP ROYAL BANK OF 78008T2C7 14 8177 1.1500 10,000,000.00 10,112,800.00 5,749.95 116,000.00 03/26/12 03/13/15 16 000 1.1610 9,996,800.00 101.1280000000 SUNGARD 80653 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 135,000.00 135,379.35 194.06 630.45 06/14/12 02/15/17 37 000 1.1660 134,748.90 100.2810000000 SUNGARD Page 18 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80654 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 240,000.00 240,674.40 345.00 1,533.60 06/14/12 02/15/17 37 000 1.2040 239,140.80 100.2810000000 SUNGARD 80678 CCCCD CORP 3M COMPANY GLO 88579YAE1 14 7903 1.0000 315,000.00 316,300.95 831.25 2,249.10 06/29/12 06/26/17 37 000 1.0621 314,051.85 100.4130000000 SUNGARD 80809 CCCCD CORP JOHN DEERE CAP NTS 24422ERV3 14 7903 .7000 120,000.00 120,213.60 63.00 295.20 09/07/12 09/04/15 37 000 .7230 119,918.40 100.1780000000 SUNGARD 81054 CCCCD CORP CHEVRON CORP NEW 166764AA8 14 7903 1.1040 105,000.00 105,247.80 373.52 247.80 12/05/12 12/05/17 37 000 1.1040 105,000.00 100.2360000000 SUNGARD 81150 CCCCD CORP BERKSHIRE HATHAWAY 084664BS9 14 7903 1.6000 110,000.00 112,329.80 664.89 762.30 01/15/13 05/15/17 37 000 1.2609 111,860.83 102.1180000000 SUNGARD 81162 CCCCD CORP JP MORGAN CHASE & CO 46625HCE8 14 7903 4.7500 200,000.00 215,028.00 791.67 01/24/13 03/01/15 37 000 1.0542 215,330.00 107.5140000000 SUNGARD -302.00 81198 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,015,650.00 11,527.78 15,650.00 02/04/13 01/08/16 7 000 1.0000 5,003,611.11 100.3130000000 SUNGARD 81216 CCCSIG CORP BERKSHIRE HATHAWAY 084670BG2 14 6911 .8000 490,000.00 492,871.40 544.44 2,915.50 02/11/13 02/11/16 37 000 .8030 489,955.90 100.5860000000 SUNGARD 81217 CCCCD CORP BERKSHIRE HATHAWAY 084670BH0 14 7903 1.5500 245,000.00 248,251.15 527.43 3,591.70 02/11/13 02/09/18 37 000 1.5791 244,659.45 101.3270000000 SUNGARD 81242 CCCSIG CORP PEPSICO INC NOTES 713448CE6 14 6911 .7000 515,000.00 515,180.25 350.49 360.50 02/28/13 02/26/16 37 000 .7118 514,839.78 100.0350000000 SUNGARD 81243 CCCCD CORP CATERPLLR FINL SVCS 14912L5N7 14 7903 .7000 100,000.00 99,918.00 68.06 42.00 02/28/13 02/26/16 37 000 .7419 99,879.89 99.91800000000 SUNGARD 81244 CCCCD CORP PEPSICO INC NOTES 713448CE6 14 7903 .7000 100,000.00 100,035.00 68.06 70.00 02/28/13 02/26/16 37 000 .7118 99,968.89 100.0350000000 SUNGARD 81286 CCCSIG CORP GECC GLOBAL NOTES 36962GK86 14 6911 4.7500 2,930,000.00 3,113,798.90 6,185.56 4,775.90 03/19/13 09/15/14 37 000 .6209 3,110,569.39 106.2730000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.88%(M) 1.8089 94,335,000.00 95,455,239.55 452,636.07 689,577.40 1.2194 95,184,777.49 101.1875120000 -413,636.70 ------- --------------- --------------- --------------- --------------- 80277 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5055 .0020 537,226.12 537,226.12* 8.59 0.00 01/03/12 04/01/13 49 000 .0020 537,226.12 100.0000000000 BOOK 80303 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5055 .0020 28,092.20 28,092.20* .46 0.00 01/25/12 04/01/13 49 000 .0020 28,092.20 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 99 MONEY MARKET ACCOUNTS .03%(M) .0020 565,318.32 565,318.32 9.05 .00 .0020 565,318.32 100.0000000000 ------- --------------- --------------- --------------- --------------- 79591 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 1.4000 3,200.00 3,200.00* 84.37 0.00 05/24/11 05/24/14 24 2400 1.4000 3,200.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) 1.4000 3,200.00 3,200.00 84.37 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST Page 19 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 15 (RPTMKT) RUN: 04/04/13 09:32:04 INVESTMENTS OUTSTANDING AS OF 03/31/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- GRAND TOTAL .5829 1616930518.32 1624005530.83 2,228,052.81 1,941,282.34 .4243 1623837207.45 100.4375580000 -1,934,410.83 ======= =============== =============== =============== =============== NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS IF ANY. Page 20 Page 21 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF MARCH 31, 2013 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 14,446,926.15 14,461,641.79 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 1,922,678.60 1,924,637.04 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 7,332,018.23 7,339,486.62 BYRON UNION SCHOOL DISTRICT 75-07-017 411,610.42 412,029.69 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,010.02 191,204.58 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 32,800,000.00 32,833,410.08 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 611,210.48 611,833.06 CONTRA COSTA COMMUNITY COLLEGE (AB3107)11-07-034 23,800,608.84 23,824,852.14 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,050,930.00 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,272,560.38 1,273,856.61 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,215,331.39 2,217,587.93 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 1,786,696.54 1,788,516.47 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,055.56 72,128.96 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,001,941.51 1,002,962.09 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 17,117,563.04 17,134,998.99 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 2,600,911.87 2,603,561.16 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 1,160,036.64 1,161,218.25 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,272,577.46 6,278,966.71 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,270,879.33 7,278,285.45 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,859.00 23,883.30 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,532,729.92 14,547,532.96 MT VIEW SANITARY DISTRICT 70-07-008 7,601,110.43 7,608,852.92 OAKLEY UNION SCHOOL DISTRICT 75-07-009 245,400.03 245,649.99 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,354,070.20 7,361,561.06 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 1,412,032.17 1,413,470.47 RECLAMATION DISTRICT 800 60-07-003 4,450,088.39 4,454,621.25 REDEVELOPMENT AGENCY 65-07-015 6,933.13 6,940.19 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 314,432.23 314,752.51 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 405,455.02 405,868.02 WALNUT CREEK SCHOOL DISTRICT 75-07-003 1,645,787.15 1,647,463.55 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 10,789,477.44 10,800,467.60 WEST CONTRA COSTA UNIFIED SD 2005 SERIES C-1 11-07-038 0.00 - WEST CONTRA COSTA UNIFIED SD 2005 SERIES C-2 11-07-039 0.00 - WEST CONTRA COSTA UNIFIED SD 2005 SERIES D-1 11-07-040 0.00 - TOTAL 221,067,991.57 221,293,171.43 Page 22 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.2. ASSET MANAGEMENT FUNDS a. WELLS CAPITAL MANAGEMENT b. CalTRUST WC-Contra Costa County131235Begin Date1/1/2013End Date3/31/2013The 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.Page 23 WC-Contra Costa CountyRisk Summary1Perf Summary TotIdxExc GrossOfFees4Perf Summary TotIdxExc NetOfFees5Financials6Income Detail7Balance Sheet Classification9Trading Activity11Transaction Detail12MMF Transaction Detail14Table of ContentsDated: 4/1/20131/1/2013 - 3/31/2013145679111214Page 24 SummaryCash3,531,925.13Fixed Income40,926,643.97Duration0.595Convexity---Weighted Avg Life0.609Weighted Avg Maturity0.709Weighted Avg Eff Maturity0.665Yield0.249%Purchase Yield0.333%Avg Credit RatingAA+/Aa1/AA+Security TypeAgency (43.1%)Corporate (26.9%)US Gov (20.3%)MM Fund (7.9%)Muni (1.7%)Currency (0%)MMF Asset Allocation1st Tier CP (e... (28%)Time Deposits (19%)ABCP (16%)Foreign Bank (16%)FRNS (11%)Repo (8%)Other (2%)Issuer ConcentrationGovernment of the United States20.3%Federal Home Loan Banks Office of...18.1%Federal Farm Credit Banks Consoli...11.3%MMF - WFA HERITAGE MONEY MARK-I7.9%Federal Home Loan Mortgage Corpor...7.9%Federal National Mortgage Associa...5.7%U.S. Bancorp1.8%CME Group Inc.1.8%Other25.0%CountryUnited States (100%)CurrencyUS Dollar (100%)Risk Summary(WC-Contra Costa County)Dated: 4/1/20133/31/20131Page 25 Market SectorsCash (7.9%)Government (20.3%)Agency (43.1%)Municipal (1.7%)Financial (16.8%)Industrial (8.5%)Utility (1.6%)Time to Maturity (Years)Effective MaturityFinal Maturity0.00.51.01.52.00510152025PercentDuration05101520253035Percent00 02500 025-2 5 5- -5 5223 3 4 5 Credit Ratings010203040506070PercentAAAAAAAAAAAaAAAAAAAAAAAAAaAAAAAAAAAAAAAAAPFAAAAAAAAAAAAACredit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA25.0 6.8 6.8 13.6 19.8 0.0 0.0 0.0AA1.7 4.5 1.7 2.1 0.0 0.0 0.0 0.0A7.6 2.8 6.5 0.0 1.1 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 (63.4%)Diversified Fin... (10.3%)Cash (7.9%)Banks (4.9%)Miscellaneous M... (2.5%)Beverages (1.7%)Semiconductors (1.7%)US Municipals (1.7%)Aerospace/Defen... (1.7%)Other (4.2%)Risk Summary(WC-Contra Costa County)Dated: 4/1/20133/31/20132Page 26 Industry SubsectorsSovereign Agency (43.1%)Sovereign (20.3%)Cash (7.9%)Finance-Other S... (2.8%)Diversified Man... (2.5%)Super-Regional ... (1.8%)Beverages-Non-a... (1.7%)Diversified Fin... (1.7%)Electronic Comp... (1.7%)Other (16.4%)Risk Summary(WC-Contra Costa County)Dated: 4/1/20133/31/20133Page 27 TotalIndexExcessCMCQCYPMPQPYTMTQTY0.000.050.100.150.200.250.300.350.40Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 3/1/13-3/31/13 1/1/13-3/31/13 1/1/13-3/31/13 2/1/13-2/28/13 10/1/12-12/31/12 1/1/12-12/31/12 3/1/13-3/31/13 1/1/13-3/31/13 4/1/12-3/31/13Total Return0.026%0.076%0.076%0.022%0.078%0.405%0.026%0.076%0.368%Index Return0.026%0.044%0.044%0.006%0.056%0.171%0.026%0.044%0.211%Excess Return-0.000%0.031%0.031%0.016%0.022%0.234% -0.000%0.031%0.157%Index: BofA Merrill Lynch 6 Month Treasury Bill Index (G0O2) (G0O2)Gross of Fees (includes trading expenses)Returns are actual and have not been annualized.Summary Performance(WC-Contra Costa County)Dated: 4/1/20133/31/20134Page 28 TotalIndexExcessCMCQCYPMPQPYTMTQTY0.0000.0250.0500.0750.1000.1250.1500.1750.2000.2250.2500.2750.300Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 3/1/13-3/31/13 1/1/13-3/31/13 1/1/13-3/31/13 2/1/13-2/28/13 10/1/12-12/31/12 1/1/12-12/31/12 3/1/13-3/31/13 1/1/13-3/31/13 4/1/12-3/31/13Total Return0.018%0.052%0.052%0.014%0.053%0.291%0.018%0.052%0.266%Index Return0.026%0.044%0.044%0.006%0.056%0.171%0.026%0.044%0.211%Excess Return-0.008%0.008%0.008%0.008% -0.004%0.120% -0.008%0.008%0.055%Index: BofA Merrill Lynch 6 Month Treasury Bill Index (G0O2) (G0O2)Net of Fees (includes management and trading)Returns are actual and have not been annualized.Summary Performance(WC-Contra Costa County)Dated: 4/1/20133/31/20135Page 29 Balance SheetWC-Contra Costa CountyAs of: 12/31/2012 3/31/2013Original Cost 44,640,207.34 44,608,730.39Amortization/Accretion -243,365.78 -295,109.06Realized Impairment Loss 0.00 0.00Amortized Cost44,396,841.56 44,313,621.33Accrued Interest133,056.86 121,154.04Ending Book Value44,529,898.42 44,434,775.37Unrealized Gain26,296.1624,684.26Unrealized Loss-418.42-890.54Net Unrealized Gain/Loss25,877.7523,793.73Total Market Value44,555,776.17 44,458,569.10Income StatementBegin Date1/1/2013End Date3/31/2013Net Transfers In/Out-120,334.01Amortization/Accretion-95,226.67Interest Income130,918.57Dividend Income0.00Other Income0.00Income Subtotal130,918.57Realized Gain104.59Realized Loss0.00Realized Impairment Loss0.00Net Gain/Loss104.59Expenses-10,585.53Net Income25,210.96Statement of Cash FlowsBegin Date1/1/2013End Date3/31/2013Net Income25,210.96Amortization/Accretion95,226.67Change in MV on CE Securities0.00Change in Accrued20,739.37Net Gain/Loss-104.59Balance Sheet Reclassifications0.00Non Cash Adjustments115,861.45Purchases of Marketable Securities-10,008,536.01Purchased Accrued of Marketable Securities-10,990.70Sales of Marketable Securities1,488,964.45Sold Accrued of Marketable Securities2,154.15Maturities of Marketable Securities2,850,000.00Net Purchases/Sales-5,678,408.11Transfers of Cash & Cash Equivalents-120,334.01Net Change in Cash & Cash Equivalents-5,657,669.71Beginning Cash & Cash Equivalents9,189,594.84Ending Cash & Cash Equivalents3,531,925.13Financials(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/20136Page 30 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date06406HBK4650,000.00 BANK OF NEW YORK MELLON5.125 08/27/2013 08/27/20130.000.00 -7,133.43 8,328.120.001,194.70 02/17/2012084664BG5725,000.00 BERKSHIRE HATHAWAY FIN5.000 08/15/2013 08/15/20130.000.00 -7,295.71 9,062.500.001,766.79 09/14/201109247XAG6465,000.00 BLACKROCK INC0.588 05/24/2013 05/24/20130.000.00-317.36700.290.00382.93 05/29/201212572QAD7750,000.00 CME GROUP INC5.750 02/15/2014 02/15/20140.000.00 -8,897.73 10,781.250.001,883.52 06/20/201214912L4Q1700,000.00 CATERPILLAR FINANCIAL SE1.550 12/20/2013 12/20/20130.000.00 -1,697.75 2,712.500.001,014.75 03/21/2012191216AN0570,000.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-497.03 1,068.750.00571.72 05/18/2012191216AN0200,000.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-172.42375.000.00202.58 05/18/2012235851AK8475,000.00 DANAHER CORP1.300 06/23/2014 06/23/20140.000.00-155.51205.830.0050.32 03/19/201324422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.404 01/12/2015 01/12/20150.000.000.00155.710.00155.71 03/11/20133128X1KG11,000,000.00 FREDDIE MAC4.000 06/12/2013 06/12/20130.000.00 -9,191.11 10,000.000.00808.89 05/03/2012313313JG41,000,000.00 FED FARM CRD DISCOUNT NT0.000 07/18/2013 07/18/20130.000.00500.000.000.00500.00 07/25/201231331K2J81,000,000.00 FEDERAL FARM CREDIT BANK0.250 05/24/2013 05/24/20130.000.0025.00625.000.00650.00 01/06/2012313374Y611,025,000.00 FEDERAL HOME LOAN BANK0.500 08/28/2013 08/28/20130.000.00-582.47 1,281.250.00698.78 06/05/2012313376KA21,000,000.00 FEDERAL HOME LOAN BANK0.400 07/09/2013 07/09/20130.000.00-61.43 1,000.000.00938.57 12/01/2011313376UF01,000,000.00 FEDERAL HOME LOAN BANK0.375 01/29/2014 01/29/20140.000.00-351.21937.500.00586.29 10/05/2012313378WY31,000,000.00 FEDERAL HOME LOAN BANK0.240 04/16/2013 04/16/20130.000.00-16.41600.000.00583.59 05/22/2012313379F871,000,000.00 FEDERAL HOME LOAN BANK0.280 11/14/2013 11/14/20130.000.00-64.15700.000.00635.85 08/08/20123133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.270 11/05/2014 11/05/20140.000.00-10.31502.500.00492.19 01/24/20133133EACR72,000,000.00 FEDERAL FARM CREDIT BANK0.420 11/07/2014 11/07/20140.000.000.00933.330.00933.33 02/21/20133133XQU341,000,000.00 FEDERAL HOME LOAN BANK3.625 05/29/2013 05/29/20130.000.00 -8,317.94 9,062.500.00744.56 03/09/20123133XW7L70.00 FEDERAL HOME LOAN BANK1.500 01/16/2013 01/16/20130.000.00-532.99625.000.0092.01 12/19/20113133XYHD02,000,000.00 FEDERAL HOME LOAN BANK1.625 06/14/2013 06/14/20130.000.00 -7,052.14 8,125.000.001,072.86 09/07/20123134G1VX91,500,000.00 FREDDIE MAC0.800 04/19/2013 04/19/20130.000.00 -1,549.30 3,000.000.001,450.70 09/28/20113134G3BF61,000,000.00 FREDDIE MAC0.625 12/23/2013 12/23/20130.000.00-769.38 1,562.500.00793.12 06/06/20123134G3HN30.00 FREDDIE MAC0.500 01/24/2014 01/24/20140.000.00-155.73399.310.00243.58 07/16/20123135G0LR21,000,000.00 FANNIE MAE0.750 11/28/2014 05/28/20130.000.00-480.00812.500.00332.50 02/22/201331398AXJ61,500,000.00 FANNIE MAE2.500 05/15/2014 05/15/20140.000.00 -8,272.88 9,375.000.001,102.12 11/30/201236962G4Q4750,000.00 GENERAL ELEC CAP CORP1.875 09/16/2013 09/16/20130.000.00 -1,744.44 3,515.620.001,771.18 05/18/201246623EJH3700,000.00 JPMORGAN CHASE & CO1.030 05/02/2014 05/02/20140.000.00-401.53 1,842.280.001,440.75 07/23/2012589331AH00.00 MERCH SHARP & DOHME CORP4.375 02/15/2013 02/15/20130.000.00 -2,490.66 2,673.610.00182.95 09/10/2012589331AH00.00 MERCH SHARP & DOHME CORP4.375 02/15/2013 02/15/20130.000.00 -1,240.88 1,336.810.0095.92 10/05/2012594918AB0250,000.00 MICROSOFT CORP2.950 06/01/2014 06/01/20140.000.00 -1,462.23 1,659.370.00197.14 01/10/2013637432LM5265,000.00 NATIONAL RURAL UTIL COOP5.500 07/01/2013 07/01/20130.00104.59 -5,077.60 5,797.900.00824.89 02/16/2012637432LM5200,000.00 NATIONAL RURAL UTIL COOP5.500 07/01/2013 07/01/20130.000.00 -2,408.22 2,750.000.00341.78 05/18/2012674599CA1700,000.00 OCCIDENTAL PETROLEUM COR1.450 12/13/2013 12/13/20130.000.00 -1,873.65 2,537.500.00663.85 07/30/201269371RJ98700,000.00 PACCAR FINANCIAL CORP2.050 06/17/2013 06/17/20130.000.00 -2,796.85 3,587.500.00790.65 06/27/2012713448BG20.00 PEPSICO INC4.650 02/15/2013 02/15/20130.000.00 -1,829.03 1,989.170.00160.13 11/14/201287612EAY20.00 TARGET CORP0.377 01/11/2013 01/11/20130.000.000.0078.490.0078.49 01/12/2012882508AP9750,000.00 TEXAS INSTRUMENTS INC0.875 05/15/2013 05/15/20130.000.00-904.35 1,640.630.00736.27 05/18/201288579EAE5600,000.00 3M COMPANY4.375 08/15/2013 08/15/20130.000.00-469.93437.500.00-32.43 03/25/2013Income Detail(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/20137Page 31 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date91159HGZ7800,000.00 US BANCORP1.125 10/30/2013 09/30/20130.000.00-598.72 2,250.000.001,651.28 03/15/2012912828PZ73,000,000.00 US TREASURY N/B1.250 03/15/2014 03/15/20140.000.00 -7,382.81 9,294.490.001,911.68 10/31/2012912828SW12,000,000.00 US TREASURY N/B0.250 05/31/2014 05/31/20140.000.00-132.11741.750.00609.64 02/06/2013912828TA82,000,000.00 US TREASURY N/B0.250 06/30/2014 06/30/20140.000.00-61.57 1,243.090.001,181.52 12/06/2012912828TF72,000,000.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00276.96317.670.00594.64 02/14/2013913017BW8750,000.00 UNITED TECHNOLOGIES CORP0.557 12/02/2013 12/02/20130.000.00-630.57 1,074.790.00444.22 11/02/201291412GFA8750,000.00 CA UNI-FLTG-TXB-Y-20.604 07/01/2014 01/01/20140.000.000.00 1,134.990.001,134.99 03/16/2012931142CN1150,000.00 WAL-MART STORES INC3.000 02/03/2014 02/03/20140.000.00-949.07 1,125.000.00175.93 11/29/20129499173973,531,722.97 WFA HERITAGE MONEY MARK-I0.050 ------0.000.000.00959.070.00959.07 ---CCYUSD202.16 US Dollar--- -------120,334.010.000.000.00 -10,585.53-10,585.53 ----------------------120,334.01104.59-95,226.67130,918.57-10,585.5325,210.96---Income Detail(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/20138Page 32 Cash Equivalent (3)7.94% 3,531,925.13Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value949917397WFA HERITAGE MONEY MARK-I3,531,722.97 CashAAAm/Aaa/NA 0.050 ------0.050 0.050 3,531,722.97 3,531,722.970.00 1.0000.00 3,531,722.97 3,531,722.97CCYUSDUS Dollar0.37 CashAAA/Aaa/AAA 0.000 ------0.000 0.0000.370.370.00 1.0000.000.370.37CCYUSDNet Receivables/Payables201.79 CashAAA/Aaa/AAA 0.000 ------0.000 0.000201.79201.790.00 1.0000.00201.79201.79------3,531,925.13 ---------------0.050 0.050 3,531,925.13 3,531,925.130.00 ---0.00 3,531,925.13 3,531,925.13Short Term (30)59.61% 26,502,920.85Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value06406HBK4 BANK OF NEW YORK MELLON650,000.00 Financial A+/Aa3/AA- 5.125 08/27/2013 08/27/2013 0.650 0.520 694,148.00661,730.53625.32 101.9013,146.18662,355.85665,502.03084664BG5 BERKSHIRE HATHAWAY FIN725,000.00 Financial AA+/Aa2/A+ 5.000 08/15/2013 08/15/2013 0.873 0.431 781,825.50736,024.631,554.84 101.7354,631.94737,579.48742,211.4209247XAG6 BLACKROCK INC465,000.00 FinancialA+/A1/NA0.588 05/24/2013 05/24/2013 0.311 0.390 466,269.45465,186.89-35.77 100.033265.87465,151.12465,417.0012572QAD7 CME GROUP INC750,000.00 Financial AA-/Aa3/NA 5.750 02/15/2014 02/15/2014 0.878 0.803 809,812.50781,636.36843.89 104.3315,510.42782,480.25787,990.6714912L4Q1 CATERPILLAR FINANCIAL SE700,000.00 FinancialA/A2/A1.550 12/20/2013 12/20/2013 0.558 0.389 712,054.00704,961.19941.21 100.8433,044.03705,902.40708,946.43191216AN0 COCA-COLA CO/THE200,000.00 Industrial AA-/Aa3/A+ 0.750 11/15/2013 11/15/2013 0.398 0.307 201,046.00200,436.79122.21 100.280566.67200,559.00201,125.67191216AN0 COCA-COLA CO/THE570,000.00 Industrial AA-/Aa3/A+ 0.750 11/15/2013 11/15/2013 0.394 0.307 573,015.30571,259.14334.01 100.2801,615.00571,593.15573,208.153128X1KG1 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 4.000 06/12/2013 06/12/2013 0.260 0.182 1,041,360.00 1,007,352.89489.11 100.784 12,111.11 1,007,842.00 1,019,953.11313313JG4 FED FARM CRD DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+0.000 07/18/2013 07/18/2013 0.203 0.059 998,011.11999,400.00420.00 99.9820.00999,820.00999,820.0031331K2J8FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.250 05/24/2013 05/24/2013 0.260 0.134 999,860.00999,985.28197.72 100.018881.94 1,000,183.00 1,001,064.94313374Y61FEDERAL HOME LOAN BANK1,025,000.00 Agency AA+/Aaa/AAA* 0.500 08/28/2013 08/28/2013 0.269 0.137 1,027,905.88 1,025,964.31602.91 100.153469.79 1,026,567.22 1,027,037.02313376KA2 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.400 07/09/2013 07/09/2013 0.375 0.182 1,000,400.00 1,000,067.58542.42 100.061911.11 1,000,610.00 1,001,521.11313376UF0 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.375 01/29/2014 01/29/2014 0.232 0.181 1,001,877.00 1,001,182.39440.61 100.162645.83 1,001,623.00 1,002,268.83313378WY3 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/F1+* 0.240 04/16/2013 04/16/2013 0.233 0.140 1,000,060.00 1,000,002.7449.26 100.0051,100.00 1,000,052.00 1,001,152.00313379F87FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.280 11/14/2013 11/14/2013 0.254 0.167 1,000,330.00 1,000,161.79550.21 100.0711,065.56 1,000,712.00 1,001,777.563133XQU34 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 3.625 05/29/2013 05/29/2013 0.245 0.187 1,041,220.00 1,005,360.45460.55 100.582 12,284.72 1,005,821.00 1,018,105.723133XYHD0 FEDERAL HOME LOAN BANK2,000,000.00 Agency AA+/Aaa/AAA* 1.625 06/14/2013 06/14/2013 0.197 0.151 2,021,940.00 2,005,798.43425.57 100.3119,659.72 2,006,224.00 2,015,883.723134G1VX9 FREDDIE MAC1,500,000.00 Agency AA+/Aaa/AAA 0.800 04/19/2013 04/19/2013 0.379 0.148 1,509,795.00 1,500,309.86257.14 100.0385,400.00 1,500,567.00 1,505,967.003134G3BF6 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.625 12/23/2013 12/23/2013 0.312 0.202 1,004,830.00 1,002,273.95838.05 100.3111,701.39 1,003,112.00 1,004,813.3936962G4Q4 GENERAL ELEC CAP CORP750,000.00 Financial AA+/A1/NR 1.875 09/16/2013 09/16/2013 0.921 0.519 759,420.00753,256.301,479.20 100.631585.94754,735.50755,321.44637432LM5 NATIONAL RURAL UTIL COOP265,000.00 Financial A+/A1/Withdrawn5.500 07/01/2013 07/01/2013 0.568 0.641 282,874.25268,246.6269.32 101.2513,643.75268,315.94271,959.70637432LM5 NATIONAL RURAL UTIL COOP200,000.00 Financial A+/A1/Withdrawn5.500 07/01/2013 07/01/2013 0.588 0.641 210,944.00202,434.9767.63 101.2512,750.00202,502.60205,252.60674599CA1 OCCIDENTAL PETROLEUM COR700,000.00 UtilityA/A1/A1.450 12/13/2013 12/13/2013 0.358 0.287 710,430.00705,329.50425.20 100.8223,045.00705,754.70708,799.7069371RJ98PACCAR FINANCIAL CORP700,000.00 FinancialA+/A1/NA2.050 06/17/2013 06/17/2013 0.424 0.338 711,032.00702,392.86230.04 100.3754,145.56702,622.90706,768.46882508AP9 TEXAS INSTRUMENTS INC750,000.00 IndustrialA+/A1/A+0.875 05/15/2013 05/15/2013 0.385 0.429 753,637.50750,442.13-8.63 100.0582,479.17750,433.50752,912.6788579EAE5 3M COMPANY600,000.00 Industrial AA-/Aa2/NA 4.375 08/15/2013 08/15/2013 0.255 0.368 609,600.00609,130.073.13 101.5223,354.17609,133.20612,487.3791159HGZ7 US BANCORP800,000.00 Financial A+/A1/AA- 1.125 10/30/2013 09/30/2013 0.818 0.342 803,752.00801,210.751,948.45 100.3953,775.00803,159.20806,934.20912828PZ7 US TREASURY N/B3,000,000.00 Government AA+*/Aaa/AAA 1.250 03/15/2014 03/15/2014 0.252 0.180 3,041,015.63 3,028,546.882,389.12 101.0311,732.34 3,030,936.00 3,032,668.34913017BW8 UNITED TECHNOLOGIES CORP750,000.00 IndustrialA/A2/A0.557 12/02/2013 12/02/2013 0.224 0.244 752,767.50751,716.55-126.55 100.212324.98751,590.00751,914.98931142CN1 WAL-MART STORES INC150,000.00 Industrial AA/Aa2/AA 3.000 02/03/2014 02/03/2014 0.418 0.330 154,545.00153,247.94137.71 102.257750.00153,385.65154,135.65------26,250,000.00 ---------------0.373 0.258 26,675,777.62 26,395,049.7616,273.91 ---91,597.18 26,411,323.67 26,502,920.85Long Term (12)32.44% 14,423,723.12Balance Sheet Classification(WC-Contra Costa County)Dated: 4/1/20133/31/20139Page 33 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value235851AK8 DANAHER CORP475,000.00 IndustrialA+/A2/NA1.300 06/23/2014 06/23/2014 0.376 0.455 480,514.75480,359.24-421.14 101.0401,680.97479,938.10481,619.0724422ESA8 JOHN DEERE CAPITAL CORP660,000.00 FinancialA/A2/NA0.404 01/12/2015 01/12/2015 0.411 0.341 660,000.00660,000.00112.86 100.017155.71660,112.86660,268.573133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.270 11/05/2014 11/05/2014 0.264 0.265 1,000,100.00 1,000,089.69-9.69 100.0081,095.00 1,000,080.00 1,001,175.003133EACR7 FEDERAL FARM CREDIT BANK2,000,000.00 Agency AA+/Aaa/AAA* 0.420 11/07/2014 11/07/2014 0.420 0.423 2,000,000.00 2,000,000.00-108.00 99.9953,360.00 1,999,892.00 2,003,252.003135G0LR2 FANNIE MAE1,000,000.00 Agency AA+/Aaa/AAA 0.750 11/28/2014 05/28/2013 0.299 0.419 1,001,200.00 1,000,720.00-175.00 100.0552,562.50 1,000,545.00 1,003,107.5031398AXJ6 FANNIE MAE1,500,000.00 Agency AA+/Aaa/AAA 2.500 05/15/2014 05/15/2014 0.263 0.214 1,548,810.00 1,537,595.651,104.35 102.580 14,166.67 1,538,700.00 1,552,866.6746623EJH3 JPMORGAN CHASE & CO700,000.00 FinancialA/A2/A+1.030 05/02/2014 05/02/2014 0.811 0.466 702,891.00701,766.722,555.08 100.617340.51704,321.80704,662.31594918AB0 MICROSOFT CORP250,000.00 Industrial AAA/Aaa/AA+ 2.950 06/01/2014 06/01/2014 0.311 0.326 259,152.50257,690.27-5.77 103.0742,458.33257,684.50260,142.83912828SW1 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.250 05/31/2014 05/31/2014 0.205 0.190 2,001,171.88 2,001,039.77366.23 100.0701,675.82 2,001,406.00 2,003,081.82912828TA8 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.250 06/30/2014 06/30/2014 0.238 0.194 2,000,390.63 2,000,311.271,094.73 100.0701,256.91 2,001,406.00 2,002,662.91912828TF7US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.125 07/31/2014 07/31/2014 0.235 0.204 1,996,796.88 1,997,073.84816.16 99.895414.36 1,997,890.00 1,998,304.3691412GFA8 CA UNI-FLTG-TXB-Y-2750,000.00 Municipal AA/Aa1/AA+ 0.604 07/01/2014 01/01/2014 0.614 0.220 750,000.00750,000.002,190.00 100.292390.08752,190.00752,580.08------14,335,000.00 ---------------0.328 0.282 14,401,027.64 14,386,646.457,519.81 ---29,556.86 14,394,166.26 14,423,723.12Summary44,458,569.10Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value44,116,925.1344,116,925.130.250.3344,608,730.3944,434,775.3744,313,621.3323,793.73121,154.0444,337,415.0644,458,569.10Balance Sheet Classification(WC-Contra Costa County)Dated: 4/1/20133/31/201310Page 34 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-3,492,419.589,149,753.750.00Marketable Securities Short Term-612,516.671,491,118.602,850,000.00 Long Term-9,407,010.040.000.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-13,511,946.2910,640,872.352,850,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class01/08/2013 01/10/2013 BUY 594918AB0 MICROSOFT CORP2.950 06/01/2014 HAPOALIMSECURITIESUSA, INC.250,000.00 250,000.00 103.661 259,152.50 259,152.50 798.960.00 0.00 -259,951.46 LT01/11/2013 01/11/2013 MTY 87612EAY2 TARGET CORP0.377 01/11/2013 ---750,000.00 750,000.00 100.000 750,000.00 750,000.000.000.00 0.00 750,000.00 ST01/16/2013 01/16/2013 MTY 3133XW7L7 FEDERAL HOME LOANBANK1.500 01/16/2013 --- 1,000,000.00 1,000,000.00 100.000 1,014,000.00 1,000,000.000.000.00 0.00 1,000,000.00 ST01/23/2013 01/24/2013 BUY 3133EA6W3 FEDERAL FARM CREDITBANK0.270 11/05/2014 APX Asset 1,000,000.00 1,000,000.00 100.010 1,000,100.00 1,000,100.00 592.500.00 0.00 -1,000,692.50 LT01/24/2013 01/24/2013 SELL 3134G3HN3 FREDDIE MAC0.500 01/24/2014 Not Available 1,250,000.00 1,250,000.00 100.000 1,251,300.00 1,250,000.000.000.00 0.00 1,250,000.00 ST02/01/2013 03/01/2013 SELL 637432LM5 NATIONAL RURAL UTILCOOP5.500 07/01/2013 Unknown 235,000.00 235,000.00 101.687 250,850.75 238,964.45 2,154.15 104.59 0.00 241,118.60 ST02/05/2013 02/06/2013 BUY 912828SW1 US TREASURY N/B0.250 05/31/2014 MORGANSTANLEY CO2,000,000.00 2,000,000.00 100.059 2,001,171.88 2,001,171.88 934.070.00 0.00 -2,002,105.95 LT02/13/2013 02/14/2013 BUY 912828TF7 US TREASURY N/B0.125 07/31/2014 TORONTODOMINION BK2,000,000.00 2,000,000.00 99.840 1,996,796.88 1,996,796.8896.690.00 0.00 -1,996,893.57 LT02/15/2013 02/21/2013 BUY 3133EACR7 FEDERAL FARM CREDITBANK0.420 11/07/2014 Unknown 2,000,000.00 2,000,000.00 100.000 2,000,000.00 2,000,000.00 2,426.670.00 0.00 -2,002,426.67 LT02/15/2013 02/15/2013 MTY 589331AH0 MERCH SHARP &DOHME CORP4.375 02/15/2013 ---500,000.00 500,000.00 100.000 508,745.00 500,000.000.000.00 0.00 500,000.00 ST02/15/2013 02/15/2013 MTY 589331AH0 MERCH SHARP &DOHME CORP4.375 02/15/2013 ---250,000.00 250,000.00 100.000 253,667.50 250,000.000.000.00 0.00 250,000.00 ST02/15/2013 02/15/2013 MTY 713448BG2 PEPSICO INC4.650 02/15/2013 ---350,000.00 350,000.00 100.000 353,780.00 350,000.000.000.00 0.00 350,000.00 ST02/21/2013 02/22/2013 BUY 3135G0LR2 FANNIE MAE0.750 11/28/2014 KEYBANCCAPITALMARKETS INC1,000,000.00 1,000,000.00 100.120 1,001,200.00 1,001,200.00 1,750.000.00 0.00 -1,002,950.00 LT03/06/2013 03/11/2013 BUY 24422ESA8 JOHN DEERE CAPITALCORP0.404 01/12/2015 Bank ofAmerica660,000.00 660,000.00 100.000 660,000.00 660,000.000.000.00 0.00 -660,000.00 LT03/14/2013 03/19/2013 BUY 235851AK8 DANAHER CORP1.300 06/23/2014 KEYBANCCAPITALMARKETS INC475,000.00 475,000.00 101.161 480,514.75 480,514.75 1,475.140.00 0.00 -481,989.89 LT03/20/2013 03/25/2013 BUY 88579EAE5 3M COMPANY4.375 08/15/2013 BB & TCAPITALMARKETS600,000.00 600,000.00 101.600 609,600.00 609,600.00 2,916.670.00 0.00 -612,516.67 ST------ NMMF_BUY 949917397 WFA HERITAGE MONEYMARK-I--- --- Not Available 3,492,419.58 3,492,419.58 1.000 3,492,419.58 3,492,419.580.000.00 0.00 -3,492,419.58 CE------ NMMF_SELL 949917397 WFA HERITAGE MONEYMARK-I--- --- Not Available 9,149,753.75 9,149,753.75 1.000 9,149,753.75 9,149,753.750.000.00 0.00 9,149,753.75 CE--------------- --------- 26,962,173.33------ 27,033,052.59 26,989,673.79 13,144.85104.59 0.00 -21,073.94 ---Trading Activity(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/201311Page 35 SummaryCash Affecting TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD0.000.37Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 949917397WFA HERITAGE MONEY MARK-I------1.000-3,492,419.58------NMMF_SELL--- 949917397WFA HERITAGE MONEY MARK-I------1.0009,149,753.7512/31/201201/02/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.050------537.7001/01/201301/02/2013CPN--- 637432LM5NATIONAL RURAL UTIL COOP5.500 07/01/2013---19,250.0001/02/201301/02/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.604 07/01/2014---383.4401/08/201301/10/2013BUY250,000.00 594918AB0MICROSOFT CORP2.950 06/01/2014103.661-259,951.4601/09/201301/09/2013CPN--- 313376KA2FEDERAL HOME LOAN BANK0.400 07/09/2013---2,000.0001/11/201301/11/2013CPN--- 87612EAY2TARGET CORP0.377 01/11/2013---722.1001/11/201301/11/2013MTY750,000.00 87612EAY2TARGET CORP0.377 01/11/2013100.000750,000.0001/16/201301/16/2013MTY1,000,000.00 3133XW7L7FEDERAL HOME LOAN BANK1.500 01/16/2013100.0001,000,000.0001/16/201301/16/2013CPN--- 3133XW7L7FEDERAL HOME LOAN BANK1.500 01/16/2013---7,500.0001/22/201301/22/2013TRN--- CCYUSDUS Dollar----------55,941.8801/22/201301/22/2013MEXP--- CCYUSDUS Dollar----------3,511.9101/23/201301/24/2013BUY1,000,000.00 3133EA6W3FEDERAL FARM CREDIT BANK0.270 11/05/2014100.010-1,000,692.5001/24/201301/24/2013CPN--- 3134G3HN3FREDDIE MAC0.500 01/24/2014---3,125.0001/24/201301/24/2013SELL1,250,000.00 3134G3HN3FREDDIE MAC0.500 01/24/2014100.0001,250,000.0001/29/201301/29/2013CPN--- 313376UF0FEDERAL HOME LOAN BANK0.375 01/29/2014---1,875.0001/31/201302/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.050------440.4702/01/201302/01/2013CPN--- 931142CN1WAL-MART STORES INC3.000 02/03/2014---2,250.0002/01/201302/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.604 07/01/2014---381.2502/01/201303/01/2013SELL235,000.00 637432LM5NATIONAL RURAL UTIL COOP5.500 07/01/2013101.687241,118.6002/05/201302/06/2013BUY2,000,000.00 912828SW1US TREASURY N/B0.250 05/31/2014100.059-2,002,105.9502/13/201302/14/2013BUY2,000,000.00 912828TF7US TREASURY N/B0.125 07/31/201499.840-1,996,893.5702/15/201302/21/2013BUY2,000,000.00 3133EACR7FEDERAL FARM CREDIT BANK0.420 11/07/2014100.000-2,002,426.6702/15/201302/15/2013CPN--- 589331AH0MERCH SHARP & DOHME CORP4.375 02/15/2013---16,406.2502/15/201302/15/2013CPN--- 713448BG2PEPSICO INC4.650 02/15/2013---8,137.5002/15/201302/15/2013MTY500,000.00 589331AH0MERCH SHARP & DOHME CORP4.375 02/15/2013100.000500,000.0002/15/201302/15/2013MTY250,000.00 589331AH0MERCH SHARP & DOHME CORP4.375 02/15/2013100.000250,000.0002/15/201302/15/2013CPN--- 12572QAD7CME GROUP INC5.750 02/15/2014---21,562.5002/15/201302/15/2013MTY350,000.00 713448BG2PEPSICO INC4.650 02/15/2013100.000350,000.0002/15/201302/15/2013CPN--- 084664BG5BERKSHIRE HATHAWAY FIN5.000 08/15/2013---18,125.0002/20/201302/20/2013MEXP--- CCYUSDUS Dollar----------3,430.8802/21/201302/22/2013BUY1,000,000.00 3135G0LR2FANNIE MAE0.750 11/28/2014100.120-1,002,950.0002/25/201302/25/2013CPN--- 09247XAG6BLACKROCK INC0.588 05/24/2013---718.77Transaction Detail(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/201312Page 36 Payable/Receivable TransactionsTrade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount02/26/201302/26/2013TRN--- CCYUSDUS Dollar----------33,892.8502/27/201302/27/2013CPN--- 06406HBK4BANK OF NEW YORK MELLON5.125 08/27/2013---16,656.2502/28/201302/28/2013CPN--- 313374Y61FEDERAL HOME LOAN BANK0.500 08/28/2013---2,562.5002/28/201303/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.050------316.8103/01/201303/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.604 07/01/2014---351.1703/04/201303/04/2013CPN--- 913017BW8UNITED TECHNOLOGIES CORP0.557 12/02/2013---1,100.5303/06/201303/11/2013BUY660,000.00 24422ESA8JOHN DEERE CAPITAL CORP0.404 01/12/2015100.000-660,000.0003/14/201303/19/2013BUY475,000.00 235851AK8DANAHER CORP1.300 06/23/2014101.161-481,989.8903/15/201303/15/2013CPN--- 912828PZ7US TREASURY N/B1.250 03/15/2014---18,750.0003/15/201303/15/2013TRN--- CCYUSDUS Dollar----------30,499.2803/15/201303/15/2013CPN--- 46623EJH3JPMORGAN CHASE & CO1.030 05/02/2014---1,810.3603/16/201303/18/2013CPN--- 36962G4Q4GENERAL ELEC CAP CORP1.875 09/16/2013---7,031.2503/20/201303/25/2013BUY600,000.00 88579EAE53M COMPANY4.375 08/15/2013101.600-612,516.6703/20/201303/20/2013MEXP--- CCYUSDUS Dollar----------3,642.74------------------ --- --- --- 0.37Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount03/31/201304/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.050------201.79------------------ --- --- --- 201.79Transaction Detail(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/201313Page 37 Cash Affecting TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance949917397WFA HERITAGE MONEY MARK-I9,189,057.143,531,722.97Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount01/02/2013 01/02/2013 BUY19,787.70 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-19,787.7001/03/2013 01/03/2013 BUY383.44 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-383.4401/09/2013 01/09/2013 BUY2,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,000.0001/10/2013 01/10/2013 SELL259,951.46 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 259,951.4601/11/2013 01/11/2013 BUY750,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -750,000.0001/14/2013 01/14/2013 BUY722.10 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-722.1001/16/2013 01/16/2013 BUY 1,007,500.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,007,500.0001/22/2013 01/22/2013 SELL3,511.91 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,511.9101/22/2013 01/22/2013 SELL55,941.88 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0055,941.8801/24/2013 01/24/2013 BUY252,432.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -252,432.5001/29/2013 01/29/2013 BUY1,875.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,875.0001/31/2013 02/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00440.4702/01/2013 02/01/2013 BUY381.06 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-381.0602/01/2013 02/01/2013 BUY2,690.47 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,690.4702/06/2013 02/06/2013 SELL 2,002,105.95 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 2,002,105.9502/14/2013 02/14/2013 SELL 1,996,893.57 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,996,893.5702/15/2013 02/15/2013 BUY 1,164,231.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,164,231.2502/20/2013 02/20/2013 SELL3,430.88 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,430.8802/21/2013 02/21/2013 SELL 2,002,426.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 2,002,426.6702/22/2013 02/22/2013 SELL 1,002,950.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,002,950.0002/26/2013 02/26/2013 SELL33,892.85 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0033,892.8502/26/2013 02/26/2013 BUY718.77 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-718.7702/27/2013 02/27/2013 BUY16,656.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-16,656.2502/28/2013 02/28/2013 BUY2,562.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,562.5002/28/2013 03/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00316.8103/01/2013 03/01/2013 BUY241,786.40 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -241,786.4003/05/2013 03/05/2013 BUY1,100.53 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,100.5303/11/2013 03/11/2013 SELL660,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 660,000.0003/15/2013 03/15/2013 SELL30,499.28 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0030,499.2803/15/2013 03/15/2013 BUY1,810.36 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,810.3603/15/2013 03/15/2013 BUY18,750.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-18,750.0003/18/2013 03/18/2013 BUY7,031.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-7,031.2503/19/2013 03/19/2013 SELL481,989.89 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 481,989.8903/20/2013 03/20/2013 SELL3,642.74 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,642.7403/25/2013 03/25/2013 SELL612,516.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 612,516.67------ --------------- 0.005,658,091.45MMF Transaction Detail(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/201314Page 38 Payable/Receivable TransactionsTrade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount03/31/2013 04/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00201.79------ --------------- 0.00201.79MMF Transaction Detail(WC-Contra Costa County)Dated: 4/1/20131/1/2013 - 3/31/201315Page 39 STATEMENT FOR PERIOD March 01, 2013 - March 31, 2013 CONTRA COSTA COUNTY Date Transaction Shares Price Per Share Amount 201-000004-10 Average Cost NAV Average Cost Amount Realized Gain/Loss* CalTrust Short Term Fund 02/28/2013 BALANCE FORWARD 7,745,977.725 10.02 77,614,696.80 10.00363153 77,487,906.99 03/01/2013 INCOME DISTRIBUTION - FEBRUARY 2,477.284 10.02 24,822.39 10.00363676 0.00 24,822.39 03/14/2013 PURCHASE 2,495,009.980 10.02 25,000,000.00 10.00762237 0.00 25,000,000.00 03/31/2013 UNREALIZED GAIN (LOSS) 0.000 0.00 0.00 03/31/2013 ENDING BALANCE 10,243,464.989 10.02 102,512,729.38 102,639,519.19 INCOME DISTRIBUTION PAID - FEBRUARY 0.00 23,799.90INCOME ACCRUAL - MARCH 126,789.81CUMULATIVE UNREALIZED GAIN (LOSS) * Please note that this information should not be construed as tax advice and it is recommended that you consult with a tax professional regarding your account. For Inquiries About Your Account, Contact: Nottingham Investment Administration 116 South Franklin Street Rocky Mount, NC 27804 Attention: CalTRUST Shareholder Services Phone: 800.773.3863 Fax: 252-972-1908 Email: caltrustsupport@ncfunds.com CONTRA COSTA COUNTY ATTN: BELINDA ZHU 625 COURT STREET ROOM 102 MARTINEZ CA 94553-1281 Page 1 of 1 Page 40 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS March 31, 2013 CalTrust Short Term LAIF Market Value N/A$656,507,129.74 NAV per Share N/A$10.02 Yield 0.28%0.30% Period Total Return N/A0.03% Period Yield Return 0.02%0.03% Effective Duration N/A0.75 yrs. Average Maturity 0.58 yrs.1.15 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.03%0.02%0.03%One Month 0.08%0.07%0.08%Three Month 0.15%0.15%0.17%Six Month 0.08%0.07%0.08%Calendar Y-T-D 0.41%0.34%0.38%One Year* 0.47%0.37%0.45%Two Year* 0.54%0.41%0.49%Three Year* 1.03%0.94%0.91%Five Year* 2.34%2.27%2.30%Since Inception* *Annualized US Govt Agency 55.5% Corporate 29.6% Muni 12.6% MBS/ABS 1.3% MONEYMKT 1.0% Total:100.0% Portfolio Sector Breakdown AA+41.8% AAA 22.7% A+7.3% A 6.5% A1 4.1% Aa3 4.0% AA-3.2% AA/A-1+2.3% A3 2.1% A2 1.9% SP-1+1.6% A-1.3% AA 1.0% Aa2 0.5% Total:100.0% 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. Page 41 <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Effective Date: 3/28/2013 Go Ticker CUSIP Description S&P Rating 3/28/2013* Mat. Date Years Shares Price Value AE111315 025815AB7 AMERICAN EXPR CENTURION 11/13/15 A2 11/13/2015 2.7 7,000,000.00 100.2621 $7,018,347.00 AH061814 02666QL27 AMERICAN HONDA FINANCE 06/18/2014 A+6/18/2014 1.2 7,000,000.00 100.3431 $7,024,017.00 AH091914 02666QJ53 AMERICAN HONDA FINANC 1.85% 9/19/14 A1 9/19/2014 1.5 1,193,000.00 101.7333 $1,213,678.27 AT091514 78387GAP8 AT&T INC 5.1% 09/15/2014 A3 9/15/2014 1.5 5,000,000.00 106.3423 $5,317,115.00 BN082713 06406HBK4 BANK OF NEW YORK MELLON 5.125 8/27/13 A+8/27/2013 0.4 3,900,000.00 101.9009 $3,974,135.10 BN102315 06406HCF4 BANK OF NEW YORK MELLON 10/23/15 A+10/23/2015 2.6 6,500,000.00 100.0779 $6,505,063.50 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 Aa3 11/24/2014 1.7 1,238,000.00 101.8857 $1,261,344.97 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 Aa3 10/1/2014 1.6 2,520,000.00 99.8590 $2,516,446.80 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA+1/15/2015 1.8 2,605,000.00 107.6829 $2,805,139.55 BH081514 084670BA5 BERKSHIRE HATHAWAY INC 8/15/2014 AA+8/15/2014 1.4 3,900,000.00 100.9572 $3,937,330.80 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 A1 12/10/2014 1.8 6,275,000.00 105.0199 $6,589,998.73 CI100113 13034ABJ8 CALIFORNIA INFRA- STRUCTURE 10/01/2013 AAA 10/1/2013 0.6 1,000,000.00 100.0700 $1,000,700.00 CS062013 13063BB68 CALIFORNIA ST 2.5% 06/20/2013 SP-1+6/20/2013 0.2 7,200,000.00 100.5080 $7,236,576.00 CT040139 13063A5F7 CALIFORNIA ST TAX- ABLE 5.65% 4/1/2013 A-4/1/2013 0.1 2,300,000.00 100.0000 $2,300,000.00 CF020915 14912L5A5 CATERPILLAR FINANCI- AL SE 2/9/2015 A 2/9/2015 1.9 5,000,000.00 100.4252 $5,021,260.00 CF122013 14912L4Q1 CATERPILLAR FINANCIA L SE 1.55 12/20/2013 A 12/20/2013 0.8 4,832,000.00 100.8432 $4,872,743.42 CG080113 12572QAA3 CME GROUP INC 5.4% 8/1/2013 AA-8/1/2013 0.4 4,000,000.00 101.5983 $4,063,932.00 CM021514 12572QAD7 CME GROUP INC 5.75% 2/15/2014 AA-2/15/2014 0.9 2,780,000.00 104.3307 $2,900,393.46 CC060113 212257BC2 CONTRA COSTA CNTY CA PENSN 6.25% 6/1/2013 AA-6/1/2013 0.2 3,050,000.00 100.8840 $3,076,962.00 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A3 1/9/2015 1.8 5,400,000.00 100.4047 $5,421,853.80 FM012916 3135G0TH6 FANNIE MAE 0.48% 01/29/16 Aaa 1/29/2016 2.8 10,000,000.00 99.9412 $9,994,120.00 FM052915 3135G0LB7 FANNIE MAE 1% 05/29/15 AA+5/29/2015 2.2 5,000,000.00 100.1288 $5,006,440.00 FM060515 3135G0SE4 FANNIE MAE 0.42% 06/05/2015 Aaa 6/5/2015 2.2 10,000,000.00 99.9848 $9,998,480.00 FM080715 3135G0NG4 FANNIE MAE 0.5% 08/07/2015 Aaa 8/7/2015 2.4 5,000,000.00 99.9962 $4,999,810.00 FM102314 3135G0JW4 FANNIE MAE 0.6% 10/23/14 AA+10/23/2014 1.6 5,000,000.00 100.0254 $5,001,270.00 FM51514 31398AXJ6 FANNIE MAE 2.5% 05/15/14 Aaa 5/15/2014 1.2 8,000,000.00 102.5800 $8,206,400.00 FN032114 31398A3R1 FANNIE MAE 1.35% 03/21/14 AA+3/21/2014 1.0 2,000,000.00 100.9481 $2,018,962.00 FM103014 3135G0DW0 FANNIE MAE 0.625% 10/30/2014 AA+10/30/2014 1.6 9,598,000.00 100.5601 $9,651,758.40 FM092313 31398A2S0 FANNIE MAE 1.00% 9/23/2013 AA+9/23/2013 0.5 12,500,000.00 100.4063 $12,550,787.50 FM090313 31398A3A8 FANNIE MAE 1.05% 9/3/2013 AA+9/3/2013 0.5 5,000,000.00 100.3408 $5,017,040.00 FM062714 3135G0BJ1 FANNIE MAE 1.125% 6/27/2014 AA+6/27/2014 1.2 20,000,000.00 101.1430 $20,228,600.00 FN093013 31398A2M3 FANNIE MAE 1.125% 9/30/2013 AA+9/30/2013 0.5 15,000,000.00 100.4938 $15,074,070.00 FM022714 3135G0AP8 FANNIE MAE 1.25% 2/27/2014 AA+2/27/2014 0.9 9,000,000.00 101.0742 $9,096,678.00 FF030414 3133EAS74 FED FARM CREDIT BANK 0.26% 03/04/14 AA+3/4/2014 1.0 2,300,000.00 100.0725 $2,301,667.50 FH052413 313379GV5 FED HOME LN BANK 0.2% 5/24/2013 AA+5/24/2013 0.2 4,900,000.00 100.0107 $4,900,524.30 FH081413 313376XT7 FED HOME LN BANK 0.24% 08/14/13 AA+8/14/2013 0.4 7,400,000.00 100.0412 $7,403,048.80 FH111413 313379F87 FED HOME LN BANK 0.28% 11/14/13 AA+11/14/2013 0.7 2,000,000.00 100.0712 $2,001,424.00 FC112114 3133EC3U6 FEDERAL FARM CREDIT BANK 0.28% 11/21/14 Aaa 11/21/2014 1.7 5,000,000.00 100.0007 $5,000,035.00 FF031215 3133EAU30 FEDERAL FARM CREDIT BANK 0.32% 3/12/15 Aaa 3/12/2015 2.0 1,650,000.00 100.0017 $1,650,028.05 FF042314 3133EALW6 FEDERAL FARM CREDIT BANK 0.3% 04/23/14 AA+4/23/2014 1.1 16,000,000.00 100.1081 $16,017,296.00 FF110514 3133EA6W3 FEDERAL FARM CREDIT BANK 0.27% 11/05/14 Aaa 11/5/2014 1.7 30,000,000.00 100.0080 $30,002,400.00 FF112614 3133EC5G5 FEDERAL FARM CREDIT BANK 0.25% 11/26/14 Aaa 11/26/2014 1.7 10,000,000.00 99.9619 $9,996,190.00 FH111414 3133XBMT9 FEDERAL HOME LN BANK 4.75% 11/14/14 Aaa 11/14/2014 1.7 4,000,000.00 107.2532 $4,290,126.81 FE050213 313376XM2 FEDERAL HOME LOAN .20% 05/02/2013 Aaa 5/2/2013 0.2 4,700,000.00 100.0064 $4,700,300.80 FH040913 313378WU1 FEDERAL HOME LOAN BANK 0.24% 4/9/2013 AA+4/9/2013 0.1 7,000,000.00 100.0031 $7,000,217.00 FH073013 313376VB8 FEDERAL HOME LOAN BANK 0.25% 7/30/2013 AA+7/30/2013 0.3 11,625,000.00 100.0403 $11,629,684.88 FM021315 3134G3MR8 FREDDIE MAC 0.55% 02/13/15 Aaa 2/13/2015 1.9 4,970,000.00 100.2897 $4,984,398.09 FM021914 3128X9C73 FREDDIE MAC 2.175% 02/19/2014 AA+2/19/2014 0.9 6,336,000.00 101.7710 $6,448,210.56 FM032114 3134G3NS5 FREDDIE MAC 0.3% 03/21/14 AA+3/21/2014 1.0 3,000,000.00 100.1488 $3,004,464.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 Aaa 9/25/2015 2.5 2,910,000.00 100.1017 $2,912,959.47 FM112614 3134G3W71 FREDDIE MAC 0.35% 11/26/14 Aaa 11/26/2014 1.7 5,000,000.00 100.0209 $5,001,045.00 FM121014 3134G3Y61 FREDDIE MAC 0.375% 12/10/14 Aaa 12/10/2014 1.8 10,000,000.00 100.0504 $10,005,040.00 FL112713 3137EACZ0 FREDDIE MAC 0.375% 11/27/2013 Aaa 11/27/2013 0.7 20,000,000.00 100.1354 $20,027,080.00 FM103013 3137EACX5 FREDDIE MAC 0.375% 10/30/2013 AA+10/30/2013 0.6 10,000,000.00 100.1195 $10,011,950.00 FM010914 3134G3JR2 FREDDIE MAC 0.45% 1/9/2014 AA+1/9/2014 0.8 10,000,000.00 100.2142 $10,021,420.00 FM101513 3134G23H3 FREDDIE MAC 0.50% 10/15/2013 AA+10/15/2013 0.6 10,000,000.00 100.1893 $10,018,930.00 FM122914 3137EADA4 FREDDIE MAC 0.625% 12/29/2014 AA+12/29/2014 1.8 14,000,000.00 100.5918 $14,082,852.00 FM112514 3137EACY3 FREDDIE MAC 0.75% 11/25/2014 AA+11/25/2014 1.7 4,000,000.00 100.8211 $4,032,844.00 FM41913 3134G1VX9 FREDDIE MAC 0.8% 4/19/2013 AA+4/19/2013 0.1 2,800,000.00 100.0378 $2,801,058.40 FM082014 3134G2UA8 FREDDIE MAC 1.00% 8/20/2014 AA+8/20/2014 1.4 26,675,000.00 101.0307 $26,949,939.23 FM022514 3137EACR8 FREDDIE MAC 1.375% 2/25/2014 AA+2/25/2014 0.9 10,000,000.00 101.0807 $10,108,070.00 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 2.0 1,370,970.78 100.8711 $1,382,913.31 GC091514 36962GK86 GENERAL ELEC CAP CORP 4.75% 9/15/14 A1 9/15/2014 1.5 1,750,000.00 105.8233 $1,851,907.75 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 A1 5/11/2016 3.2 6,000,000.00 98.7386 $5,924,316.00 GE091514 36962GK94 GENERAL ELEC CAP CORP 9/15/2014 AA+9/15/2014 1.5 3,430,000.00 100.0514 $3,431,763.02 GS020714 38143USB8 GOLDMAN SACHS GROUP INC 02/07/2014 A-2/7/2014 0.9 6,000,000.00 100.4877 $6,029,262.00 HA121514 43813XAB0 HONDA AUTO 0.46% 12/15/14 Aaa 12/15/2014 1.8 2,900,000.00 100.0571 $2,901,655.90 HA091513 43813UAB6 HONDA AUTO RECEIV- ABLES 9/15/2013 AAA 9/15/2013 0.5 4,315,357.73 100.0503 $4,317,528.35 HS040114 40428EJQ3 HSBC BANK USA 4.625% 04/01/14 A 4/1/2014 1.1 5,680,000.00 103.7750 $5,894,420.00 IC051214 459200GW5 IBM CORP 1.25% 5/12/2014 AA-5/12/2014 1.2 3,020,000.00 101.0548 $3,051,854.96 IC070113 452874EC0 IMPERIAL CA IRR DIST COPS 4.84% 7/1/2013 AA 7/1/2013 0.3 1,495,000.00 101.1010 $1,511,459.95 IR091513 463655GV6 IRVINE RANCH CA WTR 2.385% 9/15/2013 AA+9/15/2013 0.5 5,500,000.00 100.9500 $5,552,250.00 IR31514 463655GW4 IRVINE RANCH CALIF WTR DIST 2.605%AA+3/15/2014 1.0 5,865,000.00 102.0890 $5,987,519.85 JD042514 24422ERU5 JOHN DEERE CAPITAL CORP 4/25/2014 A 4/25/2014 1.1 2,975,000.00 100.1487 $2,979,423.83 JD061713 24422EQX0 JOHN DEERE CAPITAL CORP 1.875% 6/17/13 A 6/17/2013 0.2 2,000,000.00 100.2863 $2,005,726.00 JP022616 46623EJV2 JPMORGAN CHASE & CO 02/26/16 A2 2/26/2016 2.9 500,000.00 100.0582 $500,291.00 JP050214 46623EJH3 JPMORGAN CHASE & CO 5/2/2014 A 5/2/2014 1.2 10,840,000.00 100.6174 $10,906,926.16 MG011014 59217GAE9 MET LIFE GLOB FUNDING 2% 1/10/14 AA-1/10/2014 0.8 1,000,000.00 101.1084 $1,011,084.00 ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 AA-1/9/2015 1.8 750,000.00 102.4634 $768,475.50 ML061014 59217EBW3 MET LIFE GLOB FUND- ING 5.125% 6/10/2014 AA-6/10/2014 1.2 2,000,000.00 105.4055 $2,108,110.00 ML010615 59157BAM4 METLIFE INSTITUTION -AL FD 01/06/2015 Aa3 1/6/2015 1.8 8,750,000.00 100.1056 $8,759,240.00 MS080113 623040EY4 MOUNT SAN ANTONIO 3.5% 8/1/2013 AA 8/1/2013 0.4 3,500,000.00 101.0110 $3,535,385.00 MV080113 624454KT0 MOUNTAIN VIEW LOS ALTOS 0.404% 8/1/13 AA+8/1/2013 0.4 1,810,000.00 99.9910 $1,809,837.10 NR040414 63743HEC2 NATIONAL RURAL UTIL COOP 4/4/2014 A 4/4/2014 1.1 3,300,000.00 100.1319 $3,304,352.70 NR070113 637432LM5 NATIONAL RURAL UTIL COOP 5.5% 7/1/2013 A+7/1/2013 0.3 5,177,000.00 101.2513 $5,241,779.80 NY050913 64953BAP3 NEW YORK LIFE GLOBAL FDG 4.65% 5/9/2013 AA+5/9/2013 0.2 1,300,000.00 100.4366 $1,305,675.80 NY091513 64952WAA1 NEW YORK LIFE GLOBAL 5.375% 9/15/2013 AA+9/15/2013 0.5 3,041,000.00 102.2199 $3,108,507.16 NY091914 64952WBJ1 NEW YORK LIFE GLOBAL FDG 09/19/14 Aaa 9/19/2014 1.5 950,000.00 100.1111 $951,055.45 OC020114 68428LCX0 ORANGE CNTY CA PENSN OBLG 0.68% 2/1/14 Aa3 2/1/2014 0.9 2,000,000.00 99.9260 $1,998,520.00 OC050113 68428LCT9 ORANGE CNTY CA PENSN OBLG 0.9% 5/1/2013 A+5/1/2013 0.2 3,800,000.00 100.0320 $3,801,216.00 OC050114 68428LCY8 ORANGE CNTY CA PENSN OBLG 0.73% 5/1/14 Aa3 5/1/2014 1.2 3,250,000.00 100.0110 $3,250,357.50 OC062813 68428LCU6 ORANGE CNTY CA PENSN OBLG 0.95% 6/28/2013 A+6/28/2013 0.2 2,560,000.00 100.0300 $2,560,768.00 PF020816 69371RL38 PACCAR FINANCIAL CORP 02/08/16 A1 2/8/2016 2.9 6,200,000.00 100.0855 $6,205,301.00 PF060514 69371RK70 PACCAR FINANCIAL CORP 6/5/2014 A+6/5/2014 1.2 3,554,000.00 100.2687 $3,563,549.60 PC082514 713448BV9 PEPSICO INC 0.8% 08/25/14 Aa3 8/25/2014 1.4 1,700,000.00 100.5612 $1,709,540.40 Page 42 * Security ratings are updated monthly at month-end. PC030114 713448BK3 PEPSICO INC 3.75% 3/1/2014 Aa3 3/1/2014 1.0 3,665,000.00 103.0099 $3,775,312.84 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 A2 1/28/2016 2.8 3,650,000.00 100.1692 $3,656,175.80 PM080113 732098EA2 POMONA CA UNIF SCH 0.873% 8/1/2013 A 8/1/2013 0.4 4,650,000.00 100.0370 $4,651,720.50 PI111514 74005PAQ7 PRAXAIR INC 5.25% 11/15/2014 A2 11/15/2014 1.7 1,000,000.00 107.6449 $1,076,449.00 PL091914 74256LAE9 PRINCIPAL LFE GLB FND II 09/19/14 Aa3 9/19/2014 1.5 3,000,000.00 99.9702 $2,999,106.00 PL070914 74256LAA7 PRINCIPAL LFE II PFG Floating 07/09/14 A+7/9/2014 1.3 1,000,000.00 100.6077 $1,006,077.00 RS060113 769036AS3 RIVERSIDE CA PENSN OBLG 0.75% 6/1/2013 SP-1+6/1/2013 0.2 3,085,000.00 100.0210 $3,085,647.85 SF070113 797669UD8 SAN FRANCISCO CA 0.46% 7/1/2013 AA+7/1/2013 0.3 1,700,000.00 99.9930 $1,699,881.00 SF050113 79766DCQ0 SAN FRANCISCO CALIF CITY 5/1/2013 A+5/1/2013 0.2 3,300,000.00 100.0320 $3,301,056.00 SJ080114 798186YJ5 SAN JOSE CA UNIF SCH DIST 8/1/14 Aa2 8/1/2014 1.4 2,925,000.00 103.0610 $3,014,534.25 SL060113 79844PAA6 SAN LEANDRO CALIF 1.14% 6/1/2013 A+6/1/2013 0.2 720,000.00 100.0190 $720,136.80 SM090113 799017KM9 SAN MATEO CALIF 0.478% 9/1/13 AA 9/1/2013 0.5 915,000.00 99.9830 $914,844.45 SM090114 799017KN7 SAN MATEO CALIF 0.685% 9/1/14 AA 9/1/2014 1.5 500,000.00 99.9790 $499,895.00 SS053014 857477AE3 STATE STREET CORP 4.3% 05/30/2014 A1 5/30/2014 1.2 2,730,000.00 104.5069 $2,853,038.37 SC070113 84247PHA2 STHRN CA PUBLIC PWR 0.477% 7/01/2013 AA-7/1/2013 0.3 710,000.00 100.0040 $710,028.40 SP070113 84247PGV7 STHRN CA PUBLIC PWR 0.477% 7/01/2013 AA-7/1/2013 0.3 1,340,000.00 100.0040 $1,340,053.60 TI051514 882508AQ7 TEXAS INSTRUMENTS INC 1.375% 5/15/2014 A+5/15/2014 1.2 1,000,000.00 101.1457 $1,011,457.00 TG071513 87244EAG7 TIAA GLOBAL MARKETS 4.95% 7/15/2013 AA+7/15/2013 0.3 2,355,000.00 101.2703 $2,384,915.57 UT060115 913017BX6 UNITED TECHNOLOGIES CORP 06/01/15 A 6/1/2015 2.2 3,000,000.00 100.9788 $3,029,364.00 UH082814 91324PCE0 UNITEDHEALTH GROUP INC 08/28/14 A3 8/28/2014 1.4 2,850,000.00 99.9668 $2,849,053.80 UC051550 91412GEV3 UNIVERSITY CALIF REVS 5/15/2050 AA/A-1+5/1/2013 0.2 4,540,000.00 100.1180 $4,545,357.20 UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 AA/A-1+7/1/2014 1.3 1,000,000.00 100.2920 $1,002,920.00 UC070113 91412GFC4 UNIVERSITY CALIF REV 0.887% 7/1/2013 AA/A-1+7/1/2013 0.3 9,300,000.00 100.1110 $9,310,323.00 BC061413 91159HGW4 US BANCORP 2.00% 6/14/2013 A+6/14/2013 0.2 5,000,000.00 100.3622 $5,018,110.00 US051514 91159HGR5 US BANCORP 4.20% 5/15/2014 A1 5/15/2014 1.2 2,000,000.00 104.2454 $2,084,908.00 US101414 90331HKQ5 US BANK NA FLOATING 10/14/14 A+10/14/2014 1.6 3,736,000.00 100.2144 $3,744,009.98 UB020414 90333WAB4 US BANK NA 6.3% 2/4/2014 A+2/4/2014 0.9 400,000.00 104.8707 $419,482.80 US071714 90327QCS6 USAA CAPITAL CORP 3.5% 7/17/2014 AA+7/17/2014 1.3 1,882,000.00 103.8552 $1,954,554.86 US093014 90327QCV9 USAA CAPITAL CORP 1.05% 9/30/2014 AA+9/30/2014 1.5 7,813,000.00 100.4501 $7,848,166.31 WV080113 932889UT3 WALNUT VLY CA UNIF 0.66% 08/01/2013 AA-8/1/2013 0.4 1,955,000.00 100.0160 $1,955,312.80 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE NR 3/29/2013 0.0 6,618,607.28 100.0000 $6,618,607.28 Grand Total $656,507,129.69 Page 43 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending March 31, 2013 FY 2012-2013 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 12/31/12 03/31/13 100300 2,455,113.76 2,455,113.76 TOTALS 2,455,113.76 0.00 0.00 0.00 0.00 0.00 0.00 2,455,113.76 * East Bay Regional Communications System Authority Page 44 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 03/01/2013 Through 03/31/2013 Statement of Assets Held Statement of Transactions Account 036111 CCC 91-1 PLEASANT HILL BART 98 RESER FD 40,323.850 COUNTY OF CONTRA COSTA CFD NO. 1992-1 1.00000 40,323.85 0.00 5.40% (PLEASANT HILL BART STATION AREA) 1.00000 40,323.85 2,177.49 SPECIAL TAX BOND CERTIFICATE #R-1 DATED 6/17/1992 CUSIP: S86617840 MATURITY DATE: 08/01/2015 RATE: 5.40% 413,910.520 CALIFORNIA ARBITRAGE MGMT PROGRAM 1.00000 413,910.52 0.00 0.00% CAMP 1.00000 413,910.52 0.00 PRINCIPAL CUSIP: S86217350 133,085.050 WELLS FARGO ADV TRSRY PLUS M MKT #453 1.00000 133,085.05 0.00 0.01% CUSIP: S99998240 1.00000 133,085.05 13.31 Total Market Value Plus Total Accrued Income 587,319.42 03/04/13 Dividend 1.08 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 03/04/13 Cash Debit 1.08 - 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE 03/25/13 Purchase 0.00 49.97 - 49.97 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF FEBRUARY 2013 TRNIIJ1303252034000 49.97 SHARES 03/25/13 Dividend 49.97 0.00 0.00 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF FEBRUARY 2013 TRNIIJ1303252033900 03/25/13 Cash Debit 49.97 - 0.00 0.00 0.00 TRANSFERRED TO ACCOUNT 036111 FF 03/25/13 Cash Credit 0.00 49.97 0.00 0.00 TRANSFERRED FROM ACCOUNT 036111 FF FIXED INCOME Total FIXED INCOME 40,323.85 0.00 5.40% 40,323.85 2,177.49 OTHER Total OTHER 413,910.52 0.00 0.00% 413,910.52 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 133,085.05 0.00 0.01% 133,085.05 13.31 ACCOUNT TOTALS 587,319.42 0.00 0.37% 587,319.42 2,190.80 03/01/13 OPENING BALANCE 0.00 0.00 587,269.45 03/04/13 DAILY ENDING BALANCE 0.00 0.00 587,269.45 0.00 03/25/13 DAILY ENDING BALANCE 0.00 0.00 587,319.42 0.00 03/31/13 CLOSING BALANCE 0.00 0.00 587,319.42 0.00 Cumulative realized capital gain and loss position from 12/31/2012 for securities held in principal of account: Short Term: 0.00 * Long Term: 0.00 * * The above gain and loss position does not include transactions where tax cost information is incomplete or unavailable. 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