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MINUTES - 09102013 - C.133
RECOMMENDATION(S): ACCEPT the Treasurer’s Investment Report as of June 30, 2013, as recommended by the Treasurer-Tax Collector. FISCAL IMPACT: The County Treasurer manages and invests the funds of all County agencies, 19 Special Districts, 19 School Districts and one Community College District. Centralizing this function creates a dedicated staff of investment professionals and creates greater efficiency, economies of scale and greater investment power. 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 April 1, 2013 through June 30, 2013. As of June 30, 2013, the par value, cost, and market value of Contra Costa County Investment Pool were $2,109,251,352.13, $2,116,282,843.41, and $2,114,028,019.48, respectively. The weighted yield to maturity was 0.39% and the weighted average days to maturity were APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 09/10/2013 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: September 10, 2013 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stephanie Mello, Deputy cc: C.133 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:September 10, 2013 Contra Costa County Subject:Treasurer's Quarterly Investment Report as of June 30, 2013 BACKGROUND: (CONT'D) 181 days. As of June 30, 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 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 Investment Report CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF JUNE 30, 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 41 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 45 4. Miscellaneous a. Statements 46 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 06/30/13, the fair value of the Treasurer’s investment portfolio was 99.89% of the cost. More than 83 percent of the portfolio or over $1.76 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 $2,109,251,352.13 Cost $2,116,282,843.41 Market Value $2,114,028,019.48 Weighted Yield to Maturity 0.39% Weighted Average Days to Maturity 181 days Weighted Duration 0.50 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)$40,517,000.00 $43,214,783.89 $42,420,658.25 2.04% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 44,926,000.00 45,363,304.86 45,390,605.28 2.14% Federal National Mortgage Association 79,732,000.00 81,256,604.96 80,168,071.55 3.84% Federal Farm Credit Banks 27,941,000.00 28,038,490.86 27,881,950.75 1.32% Federal Home Loan Mortgage Corporation 104,947,000.00 106,721,779.82 106,168,772.48 5.04% Municipal Bonds 5,555,000.00 5,892,749.37 1 5,829,696.49 1 0.28% Subtotal 263,101,000.00 267,272,929.87 265,439,096.55 12.63% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.00 0.00% Repurchase Agreement 0.00 0.00 0.00 0.00% Commercial Paper 638,008,000.00 637,469,565.10 637,792,185.42 30.12% Negotiable Certificates of Deposit 486,260,000.00 486,261,361.60 486,363,339.29 22.98% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 111,615,000.00 111,959,119.68 111,975,660.60 5.29% 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 1,236,451,518.32 1,236,258,564.70 1,236,699,703.63 58.42% TOTAL (Section A.)1,540,069,518.32 1,546,746,278.46 1,544,559,458.43 73.09% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 194,311,346.05 194,311,346.05 194,364,433.27 2 9.18% 2. Other a. EBRCS Bond 2,455,113.76 2,455,113.76 2,455,113.76 0.12% b. Miscellaneous (BNY, CCFCU)116,424.97 116,424.97 116,424.97 0.01% c. Wells Capital Management 44,102,168.32 44,456,899.46 44,335,808.34 2.10% d. CalTRUST (Short-Term Fund)102,612,075.13 102,612,075.13 102,612,075.13 4.85% Subtotal 149,285,782.18 149,640,513.32 149,519,422.20 7.07% TOTAL (Section B.)343,597,128.23 343,951,859.37 343,883,855.47 16.25% C. Cash 225,584,705.58 225,584,705.58 225,584,705.58 10.66% 3GRAND TOTAL (FOR A , B, & C)$2,109,251,352.13 $2,116,282,843.41 $2,114,028,019.48 100.00% Notes: 1. Fair Value equals Cost less purchase interest 2. Estimated Fair Value 3. Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of June 30, 2013 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF JUNE 30, 2013 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF JUNE 30, 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 needs and achieve a return. As a result, more than 83% of the portfolio will mature in less than a year with a weighted average maturity of 181 days. U.S. Treasuries 2.04% U.S.Agencies- Federal, State and Local 12.63% Money Market 58.42% Outside Contractors-LAIF 9.18% Outside Contractors-Other 7.07% Cash 10.66% PORTFOLIO BREAKDOWN BY INVESTMENT 83.83% 6.32%6.91% 1.89% 1.04% $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 1.07%AA+ 16.93% AA 14.62% AA‐ 1.59% A+ 0.78% A 0.72% A‐ 0.03% A‐1+ 8.41% A‐1 44.94% NR 10.92% PORTFOLIO CREDIT QUALITY 0.391% 0.420% 0.250% 0.280% 0.350% 0.350% 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‐73%; LAIF‐9%; Wells Cap‐2%; CalTRUST‐5% and Cash‐11% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% Sep‐10 Dec‐10 Mar‐11 Jun‐11 Sep‐11 Dec‐11 Mar‐12 Jun‐12 Sep‐12 Dec‐12 Mar‐13 Jun‐13 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 37.00% School Dist. 46.99% Community College Dist. 8.19% Voluntary Participants 7.82% POOL BALANCE BY PARTICIPANTS Note: More than 53% 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: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 2.75%(M) 2.8895 40,517,000.00 42,420,658.25 288,310.77 16,561.26 .4298 43,214,783.89 104.6984190000 -762,157.96 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 2.62%(M) 1.6123 39,925,000.00 40,393,308.30 80,521.04 193,494.85 1.3044 40,367,140.41 101.1729700000 -166,764.46 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 5.00%(M) 1.3589 76,829,000.00 77,269,135.75 262,761.08 26,686.00 .8173 78,357,590.13 100.5728770000 -1,088,942.46 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 1.81%(M) .6969 27,941,000.00 27,881,950.75 44,360.93 6,097.55 .6070 28,038,490.86 99.78866500000 -161,451.55 SUBTOTAL (Inv Type) 29 FHLMC NOTES 6.87%(M) 1.4487 104,947,000.00 106,168,772.48 587,818.27 338,235.49 .9165 106,721,779.82 101.1641800000 -824,117.91 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .38%(M) 3.0313 5,555,000.00 5,829,696.49 71,953.03 .00 1.1730 5,892,749.37 104.9450310000 SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .19%(M) .1400 2,903,000.00 2,898,935.80 191.92 .00 .1402 2,899,014.83 99.86000000000 -270.95 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .32%(M) .1140 5,001,000.00 4,997,296.98 1,235.99 342.71 .1141 4,996,164.45 99.92595400000 -446.17 SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 1.67%(M) .1801 25,730,000.00 25,720,394.13 7,208.71 .00 .1801 25,730,000.00 99.96266700000 -9,605.87 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 39.63%(M) .2429 612,278,000.00 612,071,791.29 293,489.34 42,077.31 .2431 611,739,565.10 99.96632100000 -3,340.46 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 31.17%(M) .2506 481,360,000.00 481,468,293.73 234,683.72 107,098.80 .2497 481,361,361.60 100.0224970000 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .64%(M) .4804 10,000,000.00 9,942,800.00 11,209.33 .00 .6548 9,952,450.00 99.42800000000 -9,650.00 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 6.61%(M) 1.3046 101,615,000.00 102,032,860.60 398,203.54 318,842.91 1.1165 102,006,669.68 100.4112190000 -255,923.35 SUBTOTAL (Inv Type) 76 YCD / NCD DAILY FLOATER .16%(M) .5511 2,450,000.00 2,450,000.00 937.61 .00 .5511 2,450,000.00 100.0000000000 SUBTOTAL (Inv Type) 77 NEG CERT POF DEP M FLTR .16%(M) .3525 2,450,000.00 2,445,045.56 311.87 .00 .3525 2,450,000.00 99.79777800000 -4,954.44 Page 4 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 .04%(M) 0.0000 565,318.32 565,318.32 .00 .00 .0000 565,318.32 100.0000000000 SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) 1.4000 3,200.00 3,200.00 95.70 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .5838 1540069518.32 1544559458.43 2,283,292.85 1,049,436.88 .4229 1546746278.45 100.2915410000 -3,287,625.58 ======= =============== =============== =============== =============== 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: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 527,000.00 542,810.00 4,967.48 16,283.48 07/14/10 06/30/15 37 000 1.8940 526,526.52 103.0000000000 SUNGARD 79451 CCCCD GOV US TREAS 912828LK4 14 7903 2.3750 600,000.00 615,048.00 4,762.91 04/07/11 08/31/14 37 000 1.5500 616,312.50 102.5080000000 SUNGARD -1,264.50 80191 AUHSD GOVT TREASURY NOTE 912828RL6 14 5007 .5000 40,000.00 40,143.60 42.08 15.60 01/03/12 10/15/14 49 000 .3842 40,128.00 100.3590000000 SUNGARD 80299 CCCSIG GOV TREASURY NOTE 912828MH0 14 6911 2.2500 1,660,000.00 1,711,675.80 15,579.70 01/26/12 01/31/15 37 000 .4003 1,751,883.59 103.1130000000 SUNGARD -40,207.79 80304 CCCSIG GOV US TREASURY NOTES 912828MH0 14 6911 2.2500 2,455,000.00 2,531,424.15 23,041.06 01/27/12 01/31/15 37 000 .3103 2,597,600.98 103.1130000000 SUNGARD -66,176.83 80305 CCCCD GOV US TREASURY NOTES 912828MH0 14 7903 2.2500 720,000.00 742,413.60 6,757.46 01/27/12 01/31/15 37 000 .3103 748,666.99 103.1130000000 SUNGARD -6,253.39 80373 CCCSIG GOV US TREASURY NOTES 912828LS7 14 6911 2.3750 1,250,000.00 1,285,650.00 5,001.70 02/23/12 10/31/14 37 000 .4190 1,289,603.04 102.8520000000 SUNGARD -3,953.04 80374 CCCCD GOV US TREASURY NOTES 912828KZ2 14 7903 3.2500 450,000.00 484,384.50 7,352.24 02/23/12 06/30/16 37 000 .7465 498,146.48 107.6410000000 SUNGARD -13,761.98 80432 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 380,000.00 393,136.60 3,016.51 262.18 03/14/12 02/28/15 37 000 .5122 392,874.42 103.4570000000 SUNGARD 80433 CCCSIG GOV US TREASURY NOTES 912828MR8 14 6911 2.3750 2,530,000.00 2,617,462.10 20,083.59 03/14/12 02/28/15 37 000 .5122 2,663,751.66 103.4570000000 SUNGARD -46,289.56 80457 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 395,000.00 408,655.15 3,135.57 03/29/12 02/28/15 37 000 .5160 416,262.11 103.4570000000 SUNGARD -7,606.96 80547 CCCSIG GOV US TREASURY NOTES 912828DC1 14 6911 4.2500 890,000.00 938,950.00 4,830.91 04/24/12 11/15/14 37 000 .3499 978,304.69 105.5000000000 SUNGARD -39,354.69 80605 CCCSIG GOV US TREASURY NOTES 912828DC1 14 6911 4.2500 2,995,000.00 3,159,725.00 16,256.83 05/22/12 11/15/14 37 000 .3786 3,281,045.90 105.5000000000 SUNGARD -121,320.90 80676 CCCSIG GOV US TREASURY NOT 912828MH0 14 6911 2.2500 4,255,000.00 4,387,458.15 39,934.70 06/29/12 01/31/15 37 000 .3779 4,459,938.09 103.1130000000 SUNGARD -72,479.94 80677 CCCCD GOV US TREASURY NOTES 912828MH0 14 7903 2.2500 280,000.00 288,716.40 2,627.90 06/29/12 01/31/15 37 000 .3779 293,485.94 103.1130000000 SUNGARD -4,769.54 80684 CCCCD GOV US TREASURY NOTES 912828LU2 14 7903 3.1250 205,000.00 220,534.90 1,079.30 07/06/12 10/31/16 37 000 .5897 223,508.09 107.5780000000 SUNGARD -2,973.19 80730 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 2,850,000.00 3,051,067.50 15,014.78 07/31/12 05/15/15 37 000 .3280 3,150,363.28 107.0550000000 SUNGARD -99,295.78 80812 CCCCD GOV US TREAS NTS 912828NR7 14 7903 2.3750 290,000.00 304,862.50 2,872.96 09/10/12 07/31/17 37 000 .6386 314,196.88 105.1250000000 SUNGARD -9,334.38 80814 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 1,800,000.00 1,926,990.00 9,483.02 09/10/12 05/15/15 37 000 .3236 1,982,390.63 107.0550000000 SUNGARD -55,400.63 80903 CCCSIG US TREAS NTS 912828MZ0 14 6911 2.5000 360,000.00 374,187.60 1,516.30 10/09/12 04/30/15 37 000 .2941 375,833.05 103.9410000000 SUNGARD -1,645.45 80948 CCCSIG GOV US TREAS NTS 912828NF3 14 6911 2.1250 3,400,000.00 3,515,294.00 6,119.54 11/06/12 05/31/15 37 000 .3463 3,554,328.13 103.3910000000 SUNGARD -39,034.13 80949 CCCCD GOV US TREAS NTS 912828TG5 14 7903 .5000 225,000.00 219,604.50 469.27 11/06/12 07/31/17 37 000 .6915 223,144.53 97.60200000000 SUNGARD -3,540.03 81033 CCCSIG GOV US TREASURY NOTES 912828EN6 14 6911 4.5000 2,540,000.00 2,780,715.80 14,598.10 11/30/12 11/15/15 37 000 .3490 2,824,220.39 109.4770000000 SUNGARD -43,504.59 81139 CCCCD GOV US TREASURY NOTES 912828UE8 14 7903 .7500 450,000.00 440,262.00 1,696.67 01/07/13 12/31/17 37 000 .8190 448,553.54 97.83600000000 SUNGARD -8,226.28 Page 6 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81318 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 2,400,000.00 2,492,256.00 8,086.96 03/28/13 04/30/16 22 000 .3815 2,517,771.26 103.8440000000 SUNGARD -25,515.26 81356 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 400,000.00 415,376.00 1,347.83 04/11/13 04/30/16 37 000 .3417 420,125.00 103.8440000000 SUNGARD -4,749.00 81393 CCCSIG GOV US TREAS NTS 912828DM9 14 6911 4.0000 970,000.00 1,028,122.40 14,576.80 04/29/13 02/15/15 37 000 .2278 1,043,450.87 105.9920000000 SUNGARD -7,504.16 81441 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 700,000.00 753,487.00 11,436.82 05/15/13 06/30/16 37 000 .4000 770,417.71 107.6410000000 SUNGARD -8,446.59 81450 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 2,420,000.00 2,604,912.20 39,538.72 05/28/13 06/30/16 37 000 .4365 2,655,980.87 107.6410000000 SUNGARD -18,913.42 81453 CCCSIG GOV US TREAS NTS 912828QP8 14 6911 1.7500 2,080,000.00 2,145,332.80 3,083.06 05/31/13 05/31/16 37 000 .5214 2,155,968.75 103.1410000000 SUNGARD -10,635.95 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 2.75%(M) 2.8895 40,517,000.00 42,420,658.25 288,310.77 16,561.26 .4298 43,214,783.89 104.6984190000 -762,157.96 ------- --------------- --------------- --------------- --------------- 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 170,887.20 1,638.54 1,590.60 10/28/09 09/12/14 16 000 2.6754 169,296.60 103.5680000000 SUNGARD 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 176,917.30 1,402.49 6,538.20 04/19/10 03/13/15 17 000 2.7001 170,379.10 104.0690000000 SUNGARD 78542 RM GOV FHLB NOTES 3133XWKV0 14 8169 2.3750 6,960,000.00 7,065,722.40 49,130.83 26,587.20 05/12/10 03/14/14 17 000 2.0650 7,039,135.20 101.5190000000 SUNGARD 78631 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 2,900,000.00 2,962,582.00 3,625.01 4,814.00 06/11/10 06/13/14 17 000 1.9802 2,957,768.00 102.1580000000 SUNGARD 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,149,175.75 4,007.85 152,421.75 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 101.2210000000 SUNGARD 79124 RM GOV FHLB NOTES 3133XVVH1 14 8167 2.0200 1,940,000.00 1,954,278.40 4,245.37 12/10/10 11/22/13 17 000 1.0701 1,993,369.40 100.7360000000 SUNGARD -39,091.00 79131 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 4,885,000.00 4,990,418.30 6,106.25 06/21/10 06/13/14 16 000 1.9189 4,993,202.75 102.1580000000 SUNGARD -2,784.45 80199 AUHSD GOVT FHLB 313373JR4 14 5033 1.3750 50,000.00 50,523.50 63.02 01/03/12 05/28/14 49 000 .5663 50,963.50 101.0470000000 SUNGARD -440.00 80648 RM GOV FHLB NOTES 313373SZ6 14 8167 2.1250 1,895,000.00 1,970,913.70 2,349.01 06/11/12 06/10/16 17 000 .7600 1,996,647.80 104.0060000000 SUNGARD -25,734.10 80662 RM GOV FHLB NOTES 313373SZ6 14 8169 2.1250 2,840,000.00 2,953,770.40 3,520.42 06/20/12 06/10/16 17 000 .7451 2,993,104.40 104.0060000000 SUNGARD -39,334.00 80817 DCD GOV FHLB NOTES 313380LN5 14 4695 .1250 2,095,000.00 2,094,958.10 931.10 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 295,000.00 295,179.95 217.97 10/05/12 10/15/13 17 000 .2000 295,454.01 100.0610000000 SUNGARD -274.06 80907 WT GOV FHLB NOTES 313380EC7 14 8451 .7500 170,000.00 165,744.90 400.22 10/10/12 09/08/17 17 000 .7901 169,671.90 97.49700000000 SUNGARD -3,927.00 81103 RM GOV FHLB NOTES 313381LL7 14 8171 .1700 3,490,000.00 3,490,383.90 214.25 453.70 12/28/12 12/18/13 17 000 .1721 3,489,930.20 100.0110000000 SUNGARD 81231 RM GOV FEDERAL HOME LOAN BANKS 313382BT9 14 8170 .1700 995,000.00 994,502.50 643.71 02/14/13 02/14/14 17 000 .2171 994,532.35 99.95000000000 SUNGARD -29.85 Page 7 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81500 GOV FHLB CALLABLE NOTES 313383EX5 14 8177 .8100 5,000,000.00 4,907,350.00 2,025.00 06/18/13 06/13/17 17 000 1.0024 4,963,062.50 98.14700000000 SUNGARD -55,150.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 2.62%(M) 1.6123 39,925,000.00 40,393,308.30 80,521.04 193,494.85 1.3044 40,367,140.41 101.1729700000 -166,764.46 ------- --------------- --------------- --------------- --------------- 76489 WT GOV FNMA NOTES 31359MSL8 14 8451 4.3750 160,000.00 160,297.60 3,188.89 10/14/08 07/17/13 17 000 3.8701 163,472.00 100.1860000000 SUNGARD -3,174.40 78840 CCCCD GOV FNMA NOTES 31398AU34 14 7903 2.3750 610,000.00 634,107.20 6,157.19 12,487.45 09/07/10 07/28/15 37 000 1.6850 621,619.75 103.9520000000 SUNGARD 78851 RM GOV FNMA NOTES 31398AX31 14 8169 1.2500 2,479,000.00 2,482,644.13 11,276.01 09/10/10 08/20/13 29 000 .9850 2,498,013.93 100.1470000000 SUNGARD -15,369.80 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,767,424.18 46,507.78 05/16/11 04/15/15 29 000 1.5552 4,980,101.80 108.2030000000 SUNGARD -212,677.62 79869 RM GOV FNMA NOTES 3136FPBB2 14 8167 2.2500 898,000.00 931,432.54 7,071.75 09/09/11 08/25/15 17 000 .8502 946,860.18 103.7230000000 SUNGARD -15,427.64 79870 RM GOV FNMA NOTES 3136FPBB2 14 8169 2.2500 2,692,000.00 2,792,223.16 21,199.50 09/09/11 08/25/15 17 000 .8502 2,838,471.72 103.7230000000 SUNGARD -46,248.56 79920 CCCCD GOV FNMA NOTES 31398A4M1 14 7903 1.6250 300,000.00 307,437.00 880.21 2,765.54 09/27/11 10/26/15 37 000 .9486 304,671.46 102.4790000000 SUNGARD 79947 RM GOV FNMA NOTES 31398A3T7 14 8169 2.0000 3,605,000.00 3,723,244.00 20,027.78 10/13/11 09/21/15 17 000 1.1400 3,724,073.15 103.2800000000 SUNGARD -829.15 80020 WT GOV FNMA NOTES 3135G0CM3 14 8451 1.2500 173,000.00 174,977.39 558.65 1,240.41 11/09/11 09/28/16 17 000 1.1600 173,736.98 101.1430000000 SUNGARD 80118 RM GOV FNMA NOTES 31398A4M1 14 8169 1.6250 6,000,000.00 6,148,740.00 17,604.17 12/09/11 10/26/15 29 000 .8931 6,167,100.00 102.4790000000 SUNGARD -18,360.00 80201 AUHSD GOVT FNMA 3135G0AP8 14 5033 1.2500 90,000.00 90,677.70 387.50 01/03/12 02/27/14 49 000 .5904 91,266.30 100.7530000000 SUNGARD -588.60 80202 AUHSD GOVT FNMA 31398A2S0 14 5033 1.0000 300,000.00 300,573.00 816.67 01/03/12 09/23/13 49 000 .4143 303,012.00 100.1910000000 SUNGARD -2,439.00 80281 RM GOV FNMA NOTES 3135G0AL7 14 8169 2.2500 4,035,000.00 4,202,977.05 26,731.88 01/23/12 03/15/16 17 000 1.0002 4,239,211.35 104.1630000000 SUNGARD -36,234.30 80537 CCCSIG GOV FNMA BENCHMARK NOTES 3135G0KM4 14 6911 .5000 1,770,000.00 1,772,885.10 835.83 8,000.40 04/19/12 05/27/15 37 000 .5941 1,764,884.70 100.1630000000 SUNGARD 80538 CCCCD GOV FNMA BENCHMARK NOTES 3135G0KM4 14 7903 .5000 485,000.00 485,790.55 229.03 2,192.20 04/19/12 05/27/15 37 000 .5941 483,598.35 100.1630000000 SUNGARD 80642 CCCCD GOV FNMA NOTES 3135G0ES8 14 7903 1.3750 295,000.00 299,056.25 518.29 06/07/12 11/15/16 37 000 .8541 301,678.80 101.3750000000 SUNGARD -2,622.55 80722 CCCSIG GOV FNMA CALLABLE NOTES 3135G0MQ3 14 6911 .5000 1,030,000.00 1,029,608.60 2,217.36 07/26/12 01/26/15 37 000 .4622 1,030,717.35 99.96200000000 SUNGARD -1,108.75 80752 CCCCD GOV FNMA CALLABLE NOTES 3135G0NG4 14 7903 .5000 800,000.00 798,608.00 1,600.00 08/07/12 08/07/15 37 000 .5034 799,920.00 99.82600000000 SUNGARD -1,312.00 80753 CCCSIG GOV FNMA CALLABLE NOTES 3135G0NG4 14 6911 .5000 2,270,000.00 2,266,050.20 4,540.00 08/07/12 08/07/15 37 000 .5034 2,269,828.77 99.82600000000 SUNGARD -3,778.57 80811 CCCCD GOV FNMA NOTES 3135G0MZ3 14 7903 .8750 520,000.00 509,693.60 1,554.58 09/10/12 08/28/17 37 000 .8239 521,289.60 98.01800000000 SUNGARD -11,596.00 Page 8 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80833 RM GOV FNMA NOTES 3135G0CM3 14 8169 1.2500 4,703,000.00 4,756,755.29 15,186.77 09/14/12 09/28/16 29 000 .6158 4,821,797.78 101.1430000000 SUNGARD -65,042.49 80941 CCCCD GOV FNMA NOTES 3135G0PQ0 14 7903 .8750 290,000.00 283,495.30 458.16 10/31/12 10/26/17 37 000 .8988 289,663.60 97.75700000000 SUNGARD -6,168.30 81112 CCCSIG GOV FNMA NOTES 3135G0SB0 14 6911 .3750 1,085,000.00 1,078,934.85 113.04 11/16/12 12/21/15 37 000 .4509 1,082,879.12 99.44100000000 SUNGARD -3,944.27 81113 CCCCD GOV FNMA NOTES 3135G0SB0 14 7903 .3750 260,000.00 258,546.60 27.07 11/16/12 12/21/15 37 000 .4509 259,491.77 99.44100000000 SUNGARD -945.17 81224 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 145,000.00 144,188.00 5,011.39 02/15/13 03/30/16 37 000 .5368 145,027.71 99.44000000000 SUNGARD -658.46 81225 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 275,000.00 273,460.00 1,088.19 02/15/13 03/30/16 37 000 .5368 275,041.26 99.44000000000 SUNGARD -1,237.51 81230 WT GOV FNMA NOTES 3135GOTG6 14 8451 .8750 165,000.00 164,242.02* 573.49 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 9,957,400.00 20,138.89 02/26/13 02/26/16 7 000 .5884 9,997,500.00 99.57400000000 SUNGARD -40,100.00 81361 RM GOV FEDERAL NATL MTG ASSN 3135G0JA2 14 8169 1.1250 3,900,000.00 3,886,467.00 7,800.00 04/15/13 04/27/17 17 000 .6002 3,981,432.00 99.65300000000 SUNGARD -94,965.00 81449 GOV FNMA CALLABLE MULTI-STEP UP 3136G1M63 14 8177 .7500 10,000,000.00 9,686,600.00 8,125.00 05/22/13 05/22/18 29 000 .7500 10,000,000.00 96.86600000000 SUNGARD -313,400.00 81478 AUHSD GOV FNMA NOTES 3135G0WJ8 14 5033 .8750 200,000.00 193,292.00 194.45 06/07/13 05/21/18 17 000 1.1901 197,053.78 96.64600000000 SUNGARD -3,684.00 81484 GOV FNMA CALLABLE MULTI-STEP UP 3136G1MU0 14 8177 .8000 5,000,000.00 4,884,700.00 2,111.11 06/12/13 06/12/18 16 000 .8084 4,997,950.00 97.69400000000 SUNGARD -113,250.00 81485 RM GOV FNMA NOTES 3135G0KM4 14 8167 .5000 2,888,000.00 2,892,707.44 1,363.78 06/14/13 05/27/15 22 000 .3062 2,899,569.65 100.1630000000 SUNGARD -6,180.32 81503 GOV FNMA CALLABLE NOTES 3136G1NU9 14 8177 1.0000 5,000,000.00 4,929,900.00 26,666.67 06/18/13 06/19/17 17 000 1.0121 5,022,361.11 98.59800000000 SUNGARD -67,600.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 5.00%(M) 1.3589 76,829,000.00 77,269,135.75 262,761.08 26,686.00 .8173 78,357,590.13 100.5728770000 -1,088,942.46 ------- --------------- --------------- --------------- --------------- 77421 WT GOV FFCB NOTES 31331TWZ0 14 8451 4.3000 155,000.00 159,414.40 2,018.01 04/15/09 03/12/14 16 000 2.4502 168,181.20 102.8480000000 SUNGARD -8,766.80 80522 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 4,040,000.00 4,082,218.00 10,958.50 4,565.20 04/13/12 03/28/16 17 000 .8103 4,077,652.80 101.0450000000 SUNGARD 80543 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 3,957,000.00 3,998,350.65 10,733.37 1,532.35 04/20/12 03/28/16 22 000 .7900 3,996,818.30 101.0450000000 SUNGARD 80718 RM GOV FFCB NOTES 3133EAXG8 14 8167 .6500 2,494,000.00 2,484,273.40 7,610.16 07/23/12 07/12/16 17 000 .6002 2,498,863.30 99.61000000000 SUNGARD -14,589.90 81102 GOV FFCB CALLABLE NOTES 3133EC5B6 14 8177 .6400 10,000,000.00 9,878,600.00 5,688.89 12/28/12 11/29/16 17 000 .6400 10,000,000.00 98.78600000000 SUNGARD -121,400.00 81281 RM GOV FEDERAL FARM CR BK NOTES 3133ECG81 14 8167 .3000 5,000,000.00 4,991,600.00 5,250.00 03/15/13 02/25/15 22 000 .3000 5,000,833.33 99.83200000000 SUNGARD -8,400.00 * MARKET = BOOK LESS PURCHASE INTEREST Page 9 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81321 RM GOV FEDERAL FARM CR BKS 3133EC5Q3 14 8171 .3300 1,995,000.00 1,992,087.30 1,920.19 04/01/13 03/16/15 17 000 .2803 1,997,209.46 99.85400000000 SUNGARD -4,847.85 81479 AUHSD GOV FFCB NOTES 3133ECPT5 14 5033 .6500 200,000.00 195,820.00 158.89 06/07/13 05/17/17 17 000 .7901 198,986.22 97.91000000000 SUNGARD -3,094.00 81480 AUHSD GOV FFCB NOTES 3133ECQF4 14 5033 .2500 100,000.00 99,587.00 22.92 06/07/13 05/28/15 17 000 .2805 99,946.25 99.58700000000 SUNGARD -353.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 1.81%(M) .6969 27,941,000.00 27,881,950.75 44,360.93 6,097.55 .6070 28,038,490.86 99.78866500000 -161,451.55 ------- --------------- --------------- --------------- --------------- 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,852,155.70 40,693.06 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 104.9380000000 SUNGARD -144,253.45 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,636,160.84 101,859.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 104.9380000000 SUNGARD -398,282.70 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,407,883.40 29,835.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 102.9010000000 SUNGARD -79,519.31 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 174,654.60 917.29 4,006.90 09/14/10 09/10/15 29 000 1.6701 170,647.70 102.7380000000 SUNGARD 79289 RM GOV FHLMC NOTE 3137EACR8 14 8167 1.3750 3,915,000.00 3,944,636.55 18,840.94 44,552.70 02/07/11 02/25/14 29 000 1.5028 3,900,083.85 100.7570000000 SUNGARD 79309 GOV FHLMC NOTES 3134G1C36 14 8177 1.0000 10,000,000.00 10,035,900.00 2,222.22 175,900.00 02/14/11 12/23/13 29 000 1.5021 9,860,000.00 100.3590000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 6,034,610.00 65,773.61 41,644.00 02/18/11 02/09/15 17 000 2.0000 5,992,966.00 104.0450000000 SUNGARD 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 171,261.05 3,313.13 02/25/11 01/19/16 17 000 2.3306 172,267.00 110.4910000000 SUNGARD -1,005.95 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,208,492.70 56,769.43 7,709.24 03/11/11 02/09/15 29 000 1.8391 5,200,783.46 104.0450000000 SUNGARD 79501 MDUSD GOV FHLMC NOTES 3128X23A1 14 7530 4.5000 45,000.00 46,422.90 500.64 04/21/11 04/02/14 11 000 1.2700 49,191.30 103.1620000000 SUNGARD -2,768.40 79566 PW GOV FHLMC NOTES 3134G2CL4 14 1388 1.3500 1,610,000.00 1,625,037.40 3,743.25 1,352.40 05/13/11 04/29/14 29 000 1.0576 1,623,685.00 100.9340000000 SUNGARD 79850 CCCSIG GOV FHLMC 3134G2WG3 14 6911 .7500 2,200,000.00 2,212,848.00 4,537.49 7,939.83 08/31/11 09/22/14 37 000 .5769 2,204,908.17 100.5840000000 SUNGARD 79928 CCCSIG GOV FHLMC G 3134G2WG3 14 6911 .7500 1,010,000.00 1,015,898.40 2,083.13 3,963.81 09/30/11 09/22/14 37 000 .6820 1,011,934.59 100.5840000000 SUNGARD 80153 GOV FHLMC CALLABLE NOTES 3134G3EN6 14 8177 1.0000 10,000,000.00 10,038,000.00 50,277.78 38,000.00 12/30/11 06/30/15 17 000 1.0000 10,000,000.00 100.3800000000 SUNGARD 80183 AUHSD GOVT FHLMC NOTES 3134G2WG3 14 5007 .7500 500,000.00 502,920.00 1,031.25 1,470.00 01/03/12 09/22/14 49 000 .6422 501,450.00 100.5840000000 SUNGARD 80184 AUHSD GOVT FHLMC NOTES 3134G2YJ5 14 5007 .5000 190,000.00 190,528.20 269.17 1,252.10 01/03/12 09/19/14 49 000 .6419 189,276.10 100.2780000000 SUNGARD 80192 AUHSD GOVT FHLMC NOTE 3137EACL1 14 5007 .8750 1,570,000.00 1,573,752.30 2,404.06 01/03/12 10/28/13 49 000 .4611 1,581,759.30 100.2390000000 SUNGARD -8,007.00 80196 AUHSD GOVT FHLMC NOTES 3137EACZ0 14 5007 .3750 1,010,000.00 1,010,959.50 357.71 2,989.60 01/03/12 11/27/13 49 000 .4814 1,007,969.90 100.0950000000 SUNGARD Page 10 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80200 AUHSD GOVT FHLMC 3134G2YJ5 14 5033 .5000 110,000.00 110,305.80 155.83 724.90 01/03/12 09/19/14 49 000 .6419 109,580.90 100.2780000000 SUNGARD 80276 RM GOV FHLMC NOTES 3137EADA4 14 8169 .6250 4,473,000.00 4,493,262.69 14,133.46 6,575.31 01/18/12 12/29/14 17 000 .5202 4,486,687.38 100.4530000000 SUNGARD 80411 WT GOV FHLMC NOT 3137EADC0 14 8451 1.0000 170,000.00 169,167.00 533.61 154.70 03/12/12 03/08/17 17 000 1.1201 169,012.30 99.51000000000 SUNGARD 80732 CCCSIG GOV FHLMC NOTES 3134G3ZA1 14 6911 .5000 1,860,000.00 1,861,209.00 3,177.50 07/31/12 08/28/15 37 000 .4619 1,862,157.60 100.0650000000 SUNGARD -948.60 80900 CCCCD GOV FHLMC NOTES 3137EADL0 14 7903 1.0000 295,000.00 291,489.50 753.89 10/05/12 09/29/17 37 000 .7642 298,395.45 98.81000000000 SUNGARD -6,905.95 81152 GOV FEDERAL HOME LN MTG CORP 3134G33X6 14 8177 .5000 10,000,000.00 9,958,200.00 23,055.56 01/15/13 01/15/16 16 000 .5000 10,000,000.00 99.58200000000 SUNGARD -41,800.00 81182 GOV FHLMC CALLABLE NOTES 3134G3K25 14 8177 .5000 10,000,000.00 9,982,700.00 13,333.33 01/29/13 09/25/15 16 000 .5000 10,000,000.00 99.82700000000 SUNGARD -17,300.00 81241 GOV FHLMC CALLABLE NOTES 3134G36A3 14 8177 .6000 10,000,000.00 9,949,200.00 45,500.00 02/28/13 03/28/16 6 000 .6000 10,025,000.00 99.49200000000 SUNGARD -50,800.00 81293 GOV FHLMC CALLABLE NOTES 3134G36F2 14 8177 .4200 10,000,000.00 9,983,200.00 12,016.67 03/22/13 09/18/15 7 000 .4200 10,000,466.67 99.83200000000 SUNGARD -16,800.00 81335 CCCSIG GOV FHLMC REF 3134A4VC5 14 6911 4.3750 4,450,000.00 4,806,178.00 88,690.97 04/04/13 07/17/15 37 000 .3389 4,900,284.99 108.0040000000 SUNGARD -52,465.50 81396 CCCCD GOV FREDDIE MAC CALL NTS 3134G42V9 14 7903 .3200 355,000.00 354,385.85 195.65 04/30/13 04/29/15 37 000 .3200 355,003.16 99.82700000000 SUNGARD -614.15 81397 CCCSIG GOV FREDDIE MAC CALL NTS 3134G42V9 14 6911 .3200 1,530,000.00 1,527,353.10 843.20 04/30/13 04/29/15 37 000 .3200 1,530,013.60 99.82700000000 SUNGARD -2,646.90 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 6.87%(M) 1.4487 104,947,000.00 106,168,772.48 587,818.27 338,235.49 .9165 106,721,779.82 101.1641800000 -824,117.91 ------- --------------- --------------- --------------- --------------- 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 80760 CCCCD MUNI PALO ALTO USD CA GOB 697379UA1 14 7903 1.4020 440,000.00 440,000.00* 2,570.33 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* 10,600.38 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* 502.45 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* 525.00 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* 2,406.25 0.00 03/27/13 02/01/16 37 000 .9292 552,757.33 100.3380000000 BOOK 81508 AUHSD MUNI CHICAGO PREREF CALL 167486JB6 14 5057 5.0000 170,000.00 189,542.34* 4,250.00 0.00 06/27/13 01/01/17 49 000 1.6188 193,697.90 111.4954941176 BOOK 81509 AUHSD MUNI CHICAGO UNREF CALL 167486JC4 14 5057 5.0000 390,000.00 421,318.77* 9,750.00 0.00 06/27/13 01/01/17 49 000 2.5923 430,852.10 108.0304538462 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 11 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81510 AUHSD MUNI WASHINGTON ST SER D 93974B3K6 14 5057 5.0000 600,000.00 696,925.06* 15,000.00 0.00 06/27/13 01/01/18 49 000 1.3012 711,591.73 116.1541766667 BOOK 81511 AUHSD MUNI FORT WORTH TX GEN 349425F78 14 5057 4.0000 460,000.00 470,741.99* 6,133.33 0.00 06/27/13 03/01/14 49 000 .5427 476,670.88 102.3352152174 BOOK 81512 AUHSD MUNI SOUTH BEND IN CMNTY 836496NW5 14 5057 5.0000 505,000.00 547,506.38* 11,643.06 0.00 06/27/13 01/15/16 49 000 1.6170 558,868.88 108.4171049505 BOOK 81513 AUHSD MUNI PENNSYLVANIA ST FIRS 70914PHZ8 14 5057 5.0000 505,000.00 541,394.23* 7,434.73 0.00 06/27/13 03/15/15 49 000 .7655 548,548.40 107.2067782178 BOOK 81514 AUHSD MUNI WICOMICO CNTY MD 967545R89 14 5057 3.5000 390,000.00 427,550.12* 1,137.50 0.00 06/27/13 12/01/18 49 000 1.6386 428,535.95 109.6282358974 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .38%(M) 3.0313 5,555,000.00 5,829,696.49 71,953.03 .00 1.1730 5,892,749.37 104.9450310000 ------- --------------- --------------- --------------- --------------- 81486 RM GOV FNMA DISC NOTES 313589XP3 14 8167 .1400 2,903,000.00 2,898,935.80 191.92 06/14/13 06/02/14 22 000 .1402 2,899,014.83 99.86000000000 SUNGARD -270.95 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .19%(M) .1400 2,903,000.00 2,898,935.80 191.92 .00 .1402 2,899,014.83 99.86000000000 -270.95 ------- --------------- --------------- --------------- --------------- 80876 CLT GOV FHLB DISC NOTE 313385JW7 14 1207 .1500 253,000.00 252,993.46 287.79 26.14 10/01/12 08/01/13 17 000 .1502 252,679.53 99.99741666667 SUNGARD 81081 RM GOV FHLB DISC 313385PW0 14 8168 .1500 371,000.00 370,875.51 307.62 108.93 12/14/12 11/29/13 17 000 .1502 370,458.96 99.96644444444 SUNGARD 81400 RM GOV FHLB DISC 313385VN3 14 8168 .1200 250,000.00 249,740.00 50.83 05/01/13 04/14/14 17 000 .1201 249,710.00 99.89600000000 SUNGARD -20.83 81401 PW GOV FHLB DISC 313385NJ1 14 1388 .0900 1,625,000.00 1,624,740.45 247.81 207.64 05/01/13 10/24/13 17 000 .0900 1,624,285.00 99.98402777778 SUNGARD 81447 RM GOV FHLB DISC 313385WS1 14 8171 .1200 2,502,000.00 2,498,947.56 341.94 05/21/13 05/12/14 17 000 .1201 2,499,030.96 99.87800000000 SUNGARD -425.34 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .32%(M) .1140 5,001,000.00 4,997,296.98 1,235.99 342.71 .1141 4,996,164.45 99.92595400000 -446.17 ------- --------------- --------------- --------------- --------------- 81415 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1115 .1801 5,000,000.00 4,998,133.33 1,400.84 05/06/13 09/03/13 9 000 .1801 5,000,000.00 99.96266666667 SUNGARD -1,866.67 81416 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1234 .1801 1,100,000.00 1,099,589.33 308.18 05/06/13 09/03/13 9 000 .1801 1,100,000.00 99.96266666667 SUNGARD -410.67 81417 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1240 .1801 2,100,000.00 2,099,216.00 588.35 05/06/13 09/03/13 9 000 .1801 2,100,000.00 99.96266666667 SUNGARD -784.00 81418 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1242 .1801 3,780,000.00 3,778,588.80 1,059.04 05/06/13 09/03/13 9 000 .1801 3,780,000.00 99.96266666667 SUNGARD -1,411.20 * MARKET = BOOK LESS PURCHASE INTEREST Page 12 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81419 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1260 .1801 2,000,000.00 1,999,253.33 560.34 05/06/13 09/03/13 9 000 .1801 2,000,000.00 99.96266666667 SUNGARD -746.67 81420 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1270 .1801 3,000,000.00 2,998,880.00 840.50 05/06/13 09/03/13 9 000 .1801 3,000,000.00 99.96266666667 SUNGARD -1,120.00 81421 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1282 .1801 4,900,000.00 4,898,170.67 1,372.82 05/06/13 09/03/13 9 000 .1801 4,900,000.00 99.96266666667 SUNGARD -1,829.33 81422 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 1395 .1801 850,000.00 849,682.67 238.14 05/06/13 09/03/13 9 000 .1801 850,000.00 99.96266666667 SUNGARD -317.33 81423 PW CP GE CAPITAL CORP INT BEAR 36966SN67 14 8214 .1801 3,000,000.00 2,998,880.00 840.50 05/06/13 09/03/13 9 000 .1801 3,000,000.00 99.96266666667 SUNGARD -1,120.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 1.67%(M) .1801 25,730,000.00 25,720,394.13 7,208.71 .00 .1801 25,730,000.00 99.96266700000 -9,605.87 ------- --------------- --------------- --------------- --------------- 80962 PW CP RABOBANK USA 74977KV14 14 2401 .3000 4,309,000.00 4,308,369.21 8,223.01 482.37 11/14/12 08/01/13 17 000 .3007 4,299,663.83 99.98536111111 SUNGARD 80963 PW CP RABOBANK USA 74977KV14 14 2480 .3000 1,103,000.00 1,102,838.53 2,104.89 123.47 11/14/12 08/01/13 17 000 .3007 1,100,610.17 99.98536111111 SUNGARD 80964 PW CP RABOBANK USA 74977KV14 14 2758 .3000 2,004,000.00 2,003,706.64 3,824.30 224.34 11/14/12 08/01/13 17 000 .3007 1,999,658.00 99.98536111111 SUNGARD 81142 CCCFPD CP UBS FINANCE 90262CU96 14 2022 .2950 8,883,000.00 8,882,664.42 12,592.89 246.75 01/09/13 07/09/13 29 000 .2954 8,869,824.78 99.99622222222 SUNGARD 81255 PW CP UNION BANK OF CALIF DISC 90526MYS0 14 1122 .2800 2,000,000.00 1,997,697.78 1,897.78 .00 03/01/13 11/26/13 16 000 .2806 1,995,800.00 99.88488888889 SUNGARD 81265 CP ABBEY NATL N AMERCIAN LLC 0027A0U17 14 8177 .2900 25,000,000.00 25,000,000.00 23,361.11 03/07/13 07/01/13 17 000 .2903 24,976,638.89 100.0000000000 SUNGARD .00 81268 RM CP UNION BANK OF CALIFORNIA 90526MZ34 14 8170 .2800 1,007,000.00 1,005,786.01 900.71 03/08/13 12/03/13 16 000 .2806 1,004,885.30 99.87944444444 SUNGARD .00 81272 CP UNION BANK OF CALIF DISC 90526MU13 14 8177 .1800 25,000,000.00 25,000,000.00 13,875.00 0.00 03/12/13 07/01/13 16 000 .1801 24,986,125.00 100.0000000000 SUNGARD 81273 PW CP UNION BANK OF CALIF DISC 90526MWC7 14 1121 .2500 400,000.00 399,829.67 308.33 32.45 03/12/13 09/12/13 16 000 .2503 399,488.89 99.95741666667 SUNGARD 81276 CP ABBEY NATL N AMERCIAN LLC 0027A0U17 14 8177 .2800 25,000,000.00 25,000,000.00 21,194.44 .00 03/14/13 07/01/13 17 000 .2802 24,978,805.56 100.0000000000 SUNGARD 81279 CP UNION BANK OF CALIF DISC 90526MU13 14 8177 .1800 20,000,000.00 20,000,000.00 10,900.00 0.00 03/14/13 07/01/13 16 000 .1801 19,989,100.00 100.0000000000 SUNGARD 81309 CP UNION BANK OF CALIFORNIA 90526MUB1 14 8177 .1800 20,000,000.00 19,999,055.56 9,800.00 55.56 03/25/13 07/11/13 16 000 .1801 19,989,200.00 99.99527777778 SUNGARD 81311 CP TOYOTA MOTOR CREDIT CORP DIS 89233GUS3 14 8177 .2000 25,000,000.00 24,997,048.61 13,472.22 520.83 03/26/13 07/26/13 48 000 .2001 24,983,055.56 99.98819444444 SUNGARD 81337 CP UBS FINANCE DELAWARE 90262CV95 14 8177 .2250 25,000,000.00 24,995,395.83 13,593.75 1,489.58 04/05/13 08/09/13 29 000 .2252 24,980,312.50 99.98158333333 SUNGARD 81338 CP BANK OF NOVA SCOTIA NY 06416JUS0 14 8177 .1700 25,000,000.00 24,997,048.61 10,270.83 04/05/13 07/26/13 17 000 .1701 24,986,777.78 99.98819444444 SUNGARD .00 81342 CP NORDEA NORTH AMERICA 6555P0US6 14 8177 .1600 30,000,000.00 29,996,458.33 11,200.00 04/08/13 07/26/13 17 000 .1601 29,985,466.67 99.98819444444 SUNGARD -208.34 Page 13 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81344 CP NORDEA NORTH AM 6555P0US6 14 8177 .1600 25,000,000.00 24,997,048.61 9,888.89 04/03/13 07/26/13 17 000 .1601 24,987,333.33 99.98819444444 SUNGARD -173.61 81345 CP SOCIETE GENERALE NORTH AMER 83365RUX1 14 8177 .3200 30,000,000.00 29,995,750.00 22,133.33 3,750.00 04/09/13 07/31/13 7 000 .3203 29,969,866.67 99.98583333333 SUNGARD 81348 CP BANK NOVA SCOTIA NY 06416JV18 14 8177 .1600 20,000,000.00 19,997,072.22 7,288.89 04/10/13 08/01/13 17 000 .1601 19,989,955.56 99.98536111111 SUNGARD -172.23 81352 CP NORDEA NORTH AMERICA INC 6555P0VU0 14 8177 .1800 25,000,000.00 24,993,152.78 10,125.00 402.78 04/11/13 08/28/13 17 000 .1801 24,982,625.00 99.97261111111 SUNGARD 81359 CP SOCIETE GENERALE N AMER 83365RWB7 14 8177 .3600 25,000,000.00 24,989,500.00 20,000.00 7,500.00 04/12/13 09/11/13 7 000 .3605 24,962,000.00 99.95800000000 SUNGARD 81380 CP BNP PARIBAS 0556N0WA9 14 8177 .2900 25,000,000.00 24,989,645.83 14,097.22 3,944.44 04/22/13 09/10/13 10 000 .2903 24,971,604.17 99.95858333333 SUNGARD 81381 CP BNP PARIBAS 0556N0WB7 14 8177 .2900 20,000,000.00 19,991,600.00 11,277.78 3,200.00 04/22/13 09/11/13 10 000 .2903 19,977,122.22 99.95800000000 SUNGARD 81385 CP BNP PARIBAS 0556N0WR2 14 8177 .3000 25,000,000.00 24,987,458.33 14,166.67 5,374.99 04/24/13 09/25/13 10 000 .3004 24,967,916.67 99.94983333333 SUNGARD 81388 CCCSD CP BANK OF NOVA SCOTIA NY 06416JUS0 14 3407 .1500 3,500,000.00 3,499,586.81 962.50 04/26/13 07/26/13 17 000 .1501 3,498,672.92 99.98819444444 SUNGARD -48.61 81402 HR CP TOYOTA MTR CR CORP DISC 89233GU20 14 8172 .1400 3,478,000.00 3,477,983.58 825.04 05/01/13 07/02/13 48 000 .1400 3,477,161.43 99.99952777778 SUNGARD -2.89 81403 HR CP TOYOTA MTR CR CORP DISC 89233GU20 14 8166 .1400 2,844,000.00 2,843,986.57 674.66 05/01/13 07/02/13 48 000 .1400 2,843,314.28 99.99952777778 SUNGARD -2.37 81404 HR CP TOYOTA MTR CR CORP DISC 89233GU20 14 8165 .1400 2,790,000.00 2,789,986.83 661.86 05/01/13 07/02/13 48 000 .1400 2,789,327.29 99.99952777778 SUNGARD -2.32 81426 PW CP TOYOTA MOTOR CREDIT CORP 89233GW44 14 8215 .1800 5,000,000.00 4,998,104.17 1,375.00 05/07/13 09/04/13 48 000 .1801 4,997,000.00 99.96208333333 SUNGARD -270.83 81427 PW CP TOYOTA MOTOR CREDIT CORP 89233GW44 14 8216 .1800 4,300,000.00 4,298,369.58 1,182.50 05/07/13 09/04/13 48 000 .1801 4,297,420.00 99.96208333333 SUNGARD -232.92 81428 PW CP TOYOTA MOTOR CREDIT CORP 89233GW44 14 1392 .1800 2,400,000.00 2,399,090.00 660.00 05/07/13 09/04/13 48 000 .1801 2,398,560.00 99.96208333333 SUNGARD -130.00 81429 PW CP TOYOTA MOTOR CREDIT CORP 89233GW44 14 1114 .1800 6,000,000.00 5,997,725.00 1,650.00 05/07/13 09/04/13 48 000 .1801 5,996,400.00 99.96208333333 SUNGARD -325.00 81430 PW CP TOYOTA MOTOR CREDIT CORP 89233GW44 14 1290 .1800 400,000.00 399,848.33 110.00 05/07/13 09/04/13 48 000 .1801 399,760.00 99.96208333333 SUNGARD -21.67 81431 PW CP TOYOTA MOTOR CREDIT CORP 89233GW44 14 1399 .1800 430,000.00 429,836.96 118.25 05/07/13 09/04/13 48 000 .1801 429,742.00 99.96208333333 SUNGARD -23.29 81434 CP SOCIETE GENERALE N AMER 83365RXA8 14 8177 .3700 25,000,000.00 24,982,465.28 13,875.00 8,416.67 05/08/13 10/10/13 7 000 .3706 24,960,173.61 99.92986111111 SUNGARD 81448 PW CP UNION BANK 90526MVM6 14 2519 .1800 2,000,000.00 1,999,518.33 410.00 28.33 05/21/13 08/21/13 16 000 .1801 1,999,080.00 99.97591666667 SUNGARD 81487 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2505 .1600 1,000,000.00 999,792.22 75.56 06/14/13 08/14/13 16 000 .1600 999,728.89 99.97922222222 SUNGARD -12.23 81488 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2520 .1600 8,003,000.00 8,001,337.15 604.67 06/14/13 08/14/13 16 000 .1600 8,000,830.31 99.97922222222 SUNGARD -97.83 81489 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2521 .1600 1,501,000.00 1,500,688.13 113.41 06/14/13 08/14/13 16 000 .1600 1,500,593.05 99.97922222222 SUNGARD -18.33 81490 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2546 .1600 325,000.00 324,932.47 24.56 06/14/13 08/14/13 16 000 .1600 324,911.89 99.97922222222 SUNGARD -3.98 Page 14 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81491 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2552 .1600 1,350,000.00 1,349,719.50 102.00 06/14/13 08/14/13 16 000 .1600 1,349,634.00 99.97922222222 SUNGARD -16.50 81492 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2554 .1600 1,050,000.00 1,049,781.83 79.33 06/14/13 08/14/13 16 000 .1600 1,049,715.33 99.97922222222 SUNGARD -12.83 81493 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2558 .1600 750,000.00 749,844.17 56.67 06/14/13 08/14/13 16 000 .1600 749,796.67 99.97922222222 SUNGARD -9.17 81494 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2566 .1600 3,601,000.00 3,600,251.79 272.08 06/14/13 08/14/13 16 000 .1600 3,600,023.73 99.97922222222 SUNGARD -44.02 81495 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2571 .1600 900,000.00 899,813.00 68.00 06/14/13 08/14/13 16 000 .1600 899,756.00 99.97922222222 SUNGARD -11.00 81496 PW CP UNION BANK OF CALIFORNIA 90526MVE4 14 2579 .1600 950,000.00 949,802.61 71.78 06/14/13 08/14/13 16 000 .1600 949,742.44 99.97922222222 SUNGARD -11.61 81506 CP ABBEY NATL N AMERICA LLC 0027A0XR7 14 8177 .2900 25,000,000.00 24,979,861.11 1,006.94 3,222.23 06/26/13 10/25/13 7 000 .2903 24,975,631.94 99.91944444444 SUNGARD 81507 CP ABBEY NATL N AMERICA LLC 0027A0XW6 14 8177 .2800 30,000,000.00 29,971,766.67 933.33 .01 06/27/13 10/30/13 7 000 .2803 29,970,833.33 99.90588888889 SUNGARD 81518 CP BNP PARIBAS 0556N0YC3 14 8177 .2600 20,000,000.00 19,979,155.56 433.33 06/28/13 11/12/13 10 000 .2603 19,980,211.11 99.89577777778 SUNGARD -1,488.88 81519 CP ABBEY NATL N AMERICA 0027A0YR6 14 8177 .3100 25,000,000.00 24,971,416.67 645.83 3,062.51 06/28/13 11/25/13 17 000 .3104 24,967,708.33 99.88566666667 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 39.63%(M) .2429 612,278,000.00 612,071,791.29 293,489.34 42,077.31 .2431 611,739,565.10 99.96632100000 -3,340.46 ------- --------------- --------------- --------------- --------------- 80686 RM YCD BNP PARIBAS SF 05572NJR8 14 8170 1.3300 1,020,000.00 1,020,318.48 13,452.95 318.48 07/09/12 07/09/13 10 000 1.3300 1,020,000.00 100.0312230711 SUNGARD 81222 PW NCD UNION BANK NA 90527M5U6 14 1105 .3200 500,000.00 500,125.92 608.89 125.92 02/14/13 02/14/14 16 000 .3200 500,000.00 100.0251842719 SUNGARD 81260 PW NCD UNION BANK OF CALIFORNIA 90527M6K7 14 1401 .2500 340,000.00 340,104.31 276.25 104.31 03/06/13 09/03/13 16 000 .2500 340,000.00 100.0306783773 SUNGARD 81261 PW NCD UNION BANK OF CALIFORNIA 90527M6J0 14 1401 .3500 500,000.00 500,244.38 568.75 244.38 03/06/13 03/10/14 16 000 .3500 500,000.00 100.0488763451 SUNGARD 81287 YCD ABBEY NATIONAL TREASURY SER 00279HF84 14 8177 .3200 25,000,000.00 25,004,165.16 23,111.11 4,165.16 03/19/13 07/25/13 22 000 .3200 25,000,000.00 100.0166606547 SUNGARD 81290 YCD UBS AG STAMFORD CT 90267RQR3 14 8177 .2400 25,000,000.00 25,003,220.93 17,000.00 3,220.93 03/21/13 07/29/13 29 000 .2400 25,000,000.00 100.0128837193 SUNGARD 81291 YCD BANK OF MONTREAL 06366XT69 14 8177 .1700 25,000,000.00 25,000,624.72 12,041.67 624.72 03/21/13 07/10/13 22 000 .1700 25,000,000.00 100.0024988846 SUNGARD 81312 YCD UBS AG STAMFORD CT 90267RQS1 14 8177 .2350 30,000,000.00 30,003,873.49 18,995.83 3,873.49 03/26/13 07/30/13 29 000 .2350 30,000,000.00 100.0129116281 SUNGARD 81317 NCD UNION BANK OF CALIFORNIA 90527M6Y7 14 8177 .1800 25,000,000.00 25,001,804.77 11,875.00 1,804.77 03/28/13 07/26/13 16 000 .1800 25,000,000.00 100.0072190896 SUNGARD 81330 YCD ABBEY NATIONAL TREASURY SVC 00279HG26 14 8177 .3000 25,000,000.00 25,003,970.93 18,541.67 3,970.93 04/03/13 07/26/13 22 000 .3000 25,000,000.00 100.0158837341 SUNGARD 81339 CCCSIG YCD SVENSKA HANDLSBK FLT 86958CVF8 14 6911 .4611 2,250,000.00 2,249,657.35* 2,507.23 0.00 04/05/13 10/06/14 37 000 .4713 2,249,657.35 99.98477111111 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 15 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81341 YCD BANK OF NOVA SCOTIA NY 06417FSG6 14 8177 .1800 25,000,000.00 25,001,804.85 10,500.00 1,804.85 04/08/13 07/26/13 22 000 .1800 25,000,000.00 100.0072194073 SUNGARD 81346 YCD ABBEY NATIONAL TREASURY SER 00279HG59 14 8177 .2800 30,000,000.00 30,005,331.59 19,366.67 5,331.59 04/09/13 08/01/13 17 000 .2800 30,000,000.00 100.0177719787 SUNGARD 81349 YCD BANK OF NOVA SCOTIA HOUSTON 06417FSV3 14 8177 .1900 20,000,000.00 20,001,893.72 8,655.56 1,893.72 04/10/13 07/31/13 22 000 .1900 20,000,000.00 100.0094686249 SUNGARD 81350 YCD SOCIETE GENERALE NY 83368NDL2 14 8177 .3200 25,000,000.00 25,007,164.26 18,222.22 6,304.07 04/10/13 08/12/13 7 000 .3100 25,000,860.19 100.0286570483 SUNGARD 81353 YCD ABBEY NATIONAL TREASURY SER 00279HG67 14 8177 .3300 30,000,000.00 30,012,495.40 22,275.00 12,495.40 04/11/13 08/29/13 22 000 .3300 30,000,000.00 100.0416513354 SUNGARD 81358 YCD UBS AG STAMFORD CT 90267RRK7 14 8177 .2350 25,000,000.00 25,005,810.26 13,055.56 5,810.26 04/12/13 08/23/13 29 000 .2350 25,000,000.00 100.0232410227 SUNGARD 81389 CCCSD NCD UNION BANK OF CALIF 905269AG1 14 3407 .1500 3,500,000.00 3,500,176.88 962.50 176.88 04/26/13 07/26/13 16 000 .1500 3,500,000.00 100.0050536987 SUNGARD 81390 CCCSD YCD BNP PARIBAS 05572NMY9 14 3407 .2400 3,500,000.00 3,500,404.33 1,540.00 404.33 04/26/13 07/26/13 10 000 .2400 3,500,000.00 100.0115523844 SUNGARD 81394 CCCSIG YCD RABOBANK NEDERLAND N 21684BEP5 14 6911 .3582 2,000,000.00 2,000,000.00* 1,508.93 0.00 04/29/13 04/29/15 37 000 .3582 2,000,000.00 100.0000000000 BOOK 81456 YCD BNP PARIBAS 05572NNS1 14 8177 .2400 25,000,000.00 25,009,774.99 4,666.67 9,774.99 06/03/13 09/26/13 10 000 .2400 25,000,000.00 100.0390999449 SUNGARD 81457 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2505 .1600 750,000.00 750,059.99 93.33 59.99 06/03/13 08/05/13 16 000 .1600 750,000.00 100.0079984001 SUNGARD 81458 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2517 .1600 500,000.00 500,039.99 62.22 39.99 06/03/13 08/05/13 16 000 .1600 500,000.00 100.0079984001 SUNGARD 81459 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2520 .1600 5,000,000.00 5,000,399.92 622.22 399.92 06/03/13 08/05/13 16 000 .1600 5,000,000.00 100.0079984001 SUNGARD 81460 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2521 .1600 3,500,000.00 3,500,279.94 435.56 279.94 06/03/13 08/05/13 16 000 .1600 3,500,000.00 100.0079984001 SUNGARD 81461 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2552 .1600 1,500,000.00 1,500,119.98 186.67 119.98 06/03/13 08/05/13 16 000 .1600 1,500,000.00 100.0079984001 SUNGARD 81462 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2554 .1600 1,100,000.00 1,100,087.98 136.89 87.98 06/03/13 08/05/13 16 000 .1600 1,100,000.00 100.0079984001 SUNGARD 81463 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2558 .1600 775,000.00 775,061.99 96.44 61.99 06/03/13 08/05/13 16 000 .1600 775,000.00 100.0079984001 SUNGARD 81464 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2566 .1600 3,700,000.00 3,700,295.94 460.44 295.94 06/03/13 08/05/13 16 000 .1600 3,700,000.00 100.0079984001 SUNGARD 81465 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2571 .1600 750,000.00 750,059.99 93.33 59.99 06/03/13 08/05/13 16 000 .1600 750,000.00 100.0079984001 SUNGARD 81466 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2572 .1600 450,000.00 450,035.99 56.00 35.99 06/03/13 08/05/13 16 000 .1600 450,000.00 100.0079984001 SUNGARD 81467 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2578 .1600 800,000.00 800,063.99 99.56 63.99 06/03/13 08/05/13 16 000 .1600 800,000.00 100.0079984001 SUNGARD 81468 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2579 .1600 1,150,000.00 1,150,091.98 143.11 91.98 06/03/13 08/05/13 16 000 .1600 1,150,000.00 100.0079984001 SUNGARD 81469 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2581 .1600 775,000.00 775,061.99 96.44 61.99 06/03/13 08/05/13 16 000 .1600 775,000.00 100.0079984001 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST Page 16 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81470 PW NCD UNION BANK OF CALIFORNIA 905269BR6 14 2583 .1600 700,000.00 700,055.99 87.11 55.99 06/03/13 08/05/13 16 000 .1600 700,000.00 100.0079984001 SUNGARD 81476 PW NCD UNION BANK OF CALIFORNIA 905269BT2 14 1401 .1800 1,300,000.00 1,300,245.49 162.50 245.49 06/06/13 09/06/13 16 000 .1800 1,300,000.00 100.0188842219 SUNGARD 81477 YCD BNP PARIBAS 05572NNW2 14 8177 .2400 30,000,000.00 30,011,863.41 4,800.00 11,863.41 06/07/13 09/27/13 10 000 .2400 30,000,000.00 100.0395447019 SUNGARD 81481 YCD NORDEA BANK FINLAND NY 65558ELQ9 14 8177 .1800 20,000,000.00 20,001,715.12 2,000.00 1,037.73 06/11/13 10/11/13 17 000 .1700 20,000,677.39 100.0085755759 SUNGARD 81483 NCD UNION BANK OF CALIFORNIA 905269BW5 14 8177 .2000 15,000,000.00 15,002,435.58 1,583.33 2,435.58 06/12/13 10/25/13 16 000 .2000 15,000,000.00 100.0162372094 SUNGARD 81499 YCD CREDIT AGRICOLE CIB NY 22532UWN0 14 8177 .3400 25,000,000.00 25,017,273.75 3,069.44 17,273.75 06/18/13 11/08/13 22 000 .3400 25,000,000.00 100.0690949884 SUNGARD 81517 YCD CREDIT AGRICOLE CIB NY 22532UXN9 14 8177 .3000 20,000,000.00 20,010,078.00 666.67 10,078.00 06/28/13 10/29/13 22 000 .3000 20,000,166.67 100.0503900013 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 31.17%(M) .2506 481,360,000.00 481,468,293.73 234,683.72 107,098.80 .2497 481,361,361.60 100.0224970000 ------- --------------- --------------- --------------- --------------- 81269 CORP GENERAL ELEC CAP CORP FLTR 36962GU51 14 8177 .4804 10,000,000.00 9,942,800.00 11,209.33 03/08/13 01/08/16 16 000 .6548 9,952,450.00 99.42800000000 SUNGARD -9,650.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .64%(M) .4804 10,000,000.00 9,942,800.00 11,209.33 .00 .6548 9,952,450.00 99.42800000000 -9,650.00 ------- --------------- --------------- --------------- --------------- 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 600,000.00 618,096.00 6,288.33 18,684.00 07/27/10 07/27/15 37 000 2.4710 599,412.00 103.0160000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 750,000.00 768,555.00 2,437.50 18,962.41 11/09/10 11/09/15 37 000 2.2660 749,592.59 102.4740000000 SUNGARD 79043 CCCCD CORP PROCTOR & GAMBLE CAL 742718DS5 14 7903 1.8000 200,000.00 205,144.00 460.00 6,780.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 102.5720000000 SUNGARD 79220 CORP BERKSHIRE HATHAWAY CALL 084664BR1 14 8177 1.5000 10,000,000.00 10,060,400.00 71,250.00 60,700.00 01/11/11 01/10/14 16 000 1.5010 9,999,700.00 100.6040000000 SUNGARD 79228 CORP MICROSOFT CORPORATION 594918AF1 14 8177 .8750 10,000,000.00 10,010,500.00 22,847.22 39,300.00 01/14/11 09/27/13 16 000 .9831 9,971,200.00 100.1050000000 SUNGARD 79297 CORP GE CAPITAL CO 36962G4Q4 14 8177 1.8750 10,000,000.00 10,032,100.00 54,687.50 13,200.00 02/09/11 09/16/13 16 000 1.8001 10,018,900.00 100.3210000000 SUNGARD 79582 CORP IBM CORPORATION 459200GW5 14 8177 1.2500 10,000,000.00 10,068,300.00 17,013.89 49,400.00 05/20/11 05/12/14 16 000 1.1852 10,018,900.00 100.6830000000 SUNGARD 79804 CCCSIG CORP PROCTOR & GMBLE CAL 742718DU0 14 6911 .7000 500,000.00 501,435.00 1,322.22 3,490.00 08/15/11 08/15/14 37 000 .8390 497,945.00 100.2870000000 SUNGARD 80066 CORP BANK OF NEW YORK 06406HBZ1 14 7903 1.7000 455,000.00 461,451.90 794.99 6,929.65 11/23/11 11/24/14 37 000 1.7360 454,522.25 101.4180000000 SUNGARD 80182 AUHSD CORP CATERPILL 14912L4Q1 14 5007 1.5500 340,000.00 341,975.40 161.03 01/03/12 12/20/13 49 000 .9160 344,185.40 100.5810000000 SUNGARD -2,210.00 80187 AUHSD CORP GECC 36962G4Q4 14 5007 1.8750 605,000.00 606,942.05 3,308.58 01/03/12 09/16/13 49 000 1.1561 612,308.40 100.3210000000 SUNGARD -5,366.35 Page 17 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80188 AUHSD CORP JP MORGAN 46623EJE0 14 5007 2.0500 545,000.00 549,430.85 4,872.45 4,365.45 01/03/12 01/24/14 49 000 2.0437 545,065.40 100.8130000000 SUNGARD 80189 AUHSD CORP JOHNSON & JOHNSON 478160AX2 14 5007 1.2000 490,000.00 493,719.10 751.33 01/03/12 05/15/14 49 000 .5741 497,198.10 100.7590000000 SUNGARD -3,479.00 80435 CORP TOYOTA MOTOR CREDIT CORP 89233P5Z5 14 8177 1.0000 10,000,000.00 10,065,700.00 37,222.22 15,600.00 03/15/12 02/17/15 16 000 .8261 10,050,100.00 100.6570000000 SUNGARD 80448 CORP WALMART STORES INC 931142CX9 14 8177 1.5000 5,000,000.00 5,097,050.00 13,750.00 03/23/12 10/25/15 29 000 .9370 5,099,100.00 101.9410000000 SUNGARD -2,050.00 80450 CORP ROYAL BANK OF 78008T2C7 14 8177 1.1500 10,000,000.00 10,077,000.00 34,499.95 80,200.00 03/26/12 03/13/15 16 000 1.1610 9,996,800.00 100.7700000000 SUNGARD 80653 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 135,000.00 132,695.55 573.75 06/14/12 02/15/17 37 000 1.1660 134,748.90 98.29300000000 SUNGARD -2,053.35 80654 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 240,000.00 235,903.20 1,020.00 06/14/12 02/15/17 37 000 1.2040 239,140.80 98.29300000000 SUNGARD -3,237.60 80678 CCCCD CORP 3M COMPANY GLO 88579YAE1 14 7903 1.0000 315,000.00 307,827.45 1,618.75 06/29/12 06/26/17 37 000 1.0621 314,051.85 97.72300000000 SUNGARD -6,224.40 80809 CCCCD CORP JOHN DEERE CAP NTS 24422ERV3 14 7903 .7000 120,000.00 119,788.80 273.00 09/07/12 09/04/15 37 000 .7230 119,918.40 99.82400000000 SUNGARD -129.60 81054 CCCCD CORP CHEVRON CORP NEW 166764AA8 14 7903 1.1040 105,000.00 102,596.55 83.72 12/05/12 12/05/17 37 000 1.1040 105,000.00 97.71100000000 SUNGARD -2,403.45 81150 CCCCD CORP BERKSHIRE HATHAWAY 084664BS9 14 7903 1.6000 110,000.00 109,538.00 224.89 01/15/13 05/15/17 37 000 1.2609 111,567.50 99.58000000000 SUNGARD -2,029.50 81162 CCCCD CORP JP MORGAN CHASE & CO 46625HCE8 14 7903 4.7500 200,000.00 212,760.00 3,166.67 01/24/13 03/01/15 37 000 1.0542 215,330.00 106.3800000000 SUNGARD -2,570.00 81198 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 4,972,300.00 24,027.78 02/04/13 01/08/16 7 000 1.0000 5,003,611.11 99.44600000000 SUNGARD -27,700.00 81216 CCCSIG CORP BERKSHIRE HATHAWAY 084670BG2 14 6911 .8000 490,000.00 487,682.30 1,524.44 02/11/13 02/11/16 37 000 .8030 489,955.90 99.52700000000 SUNGARD -2,273.60 81217 CCCCD CORP BERKSHIRE HATHAWAY 084670BH0 14 7903 1.5500 245,000.00 240,041.20 1,476.81 02/11/13 02/09/18 37 000 1.5791 244,659.45 97.97600000000 SUNGARD -4,618.25 81242 CCCSIG CORP PEPSICO INC NOTES 713448CE6 14 6911 .7000 515,000.00 511,049.95 1,251.74 02/28/13 02/26/16 37 000 .7118 514,839.78 99.23300000000 SUNGARD -3,769.80 81243 CCCCD CORP CATERPLLR FINL SVCS 14912L5N7 14 7903 .7000 100,000.00 99,077.00 243.06 02/28/13 02/26/16 37 000 .7419 99,879.89 99.07700000000 SUNGARD -799.00 81244 CCCCD CORP PEPSICO INC NOTES 713448CE6 14 7903 .7000 100,000.00 99,233.00 243.06 02/28/13 02/26/16 37 000 .7118 99,968.89 99.23300000000 SUNGARD -732.00 81286 CCCSIG CORP GECC GLOBAL NOTES 36962GK86 14 6911 4.7500 2,930,000.00 3,069,995.40 40,979.31 03/19/13 09/15/14 37 000 .6209 3,110,569.39 104.7780000000 SUNGARD -39,027.60 81412 CCCSIG CORP APPLE INC 037833AH3 14 6911 .4500 730,000.00 722,159.80 529.25 05/03/13 05/03/16 37 000 .5109 728,678.70 98.92600000000 SUNGARD -6,518.90 81413 CCCCD CORP APPLE INC 037833AJ9 14 7903 1.0000 175,000.00 168,052.50 281.94 05/03/13 05/03/18 37 000 1.0760 174,354.25 96.03000000000 SUNGARD -6,301.75 81425 CCCSIG CORP IBM GLOBAL NOTES 459200HL8 14 6911 .4500 1,880,000.00 1,853,473.20 1,269.00 05/07/13 05/06/16 37 000 .5450 1,874,698.40 98.58900000000 SUNGARD -21,225.20 81432 CORP JP MORGAN CHASE & CO 46623EJW0 14 8177 .8000 10,000,000.00 9,942,600.00 15,111.11 05/07/13 04/23/15 7 000 .7598 10,010,911.11 99.42600000000 SUNGARD -65,200.00 81444 CCCCD CORP TOYOTA MOTOR CRED 89236TAL9 14 7903 .8000 190,000.00 189,010.10 185.78 05/17/13 05/17/16 37 000 .8139 189,922.10 99.47900000000 SUNGARD -912.00 Page 18 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81445 CCCSIG CORP TOYOTA MOTOR CRED 89236TAL9 14 6911 .8000 810,000.00 805,779.90 792.00 05/17/13 05/17/16 37 000 .8139 809,667.90 99.47900000000 SUNGARD -3,888.00 81472 CCCSIG CORP PFIZER INC 717081DD2 14 6911 .9000 1,800,000.00 1,779,966.00 7,470.00 06/03/13 01/15/17 37 000 .9445 1,803,330.00 98.88700000000 SUNGARD -17,154.00 81501 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 4,972,300.00 24,027.78 06/18/13 01/08/16 7 000 1.0290 5,018,572.22 99.44600000000 SUNGARD -24,050.00 81505 CCCSIG CORP CHEVRON 166764AC4 14 6911 .8890 940,000.00 941,231.40 162.49 1,231.40 06/24/13 06/24/16 37 000 .8890 940,000.00 100.1310000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 6.61%(M) 1.3046 101,615,000.00 102,032,860.60 398,203.54 318,842.91 1.1165 102,006,669.68 100.4112190000 -255,923.35 ------- --------------- --------------- --------------- --------------- 81264 CCCSIG YCD BANK OF NOVA SCOTIA 06417FPL8 14 6911 .5511 2,450,000.00 2,450,000.00* 937.61 0.00 03/06/13 03/06/15 37 000 .5511 2,450,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 76 YCD / NCD DAILY FLOATER .16%(M) .5511 2,450,000.00 2,450,000.00 937.61 .00 .5511 2,450,000.00 100.0000000000 ------- --------------- --------------- --------------- --------------- 81391 CCCSIG YCD STNDRD CHTR BK M FLT 85325BVS0 14 6911 .3525 2,450,000.00 2,445,045.56 311.87 03/18/13 03/18/14 37 000 .3525 2,450,000.00 99.79777777778 SUNGARD -4,954.44 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 77 NEG CERT POF DEP M FLTR .16%(M) .3525 2,450,000.00 2,445,045.56 311.87 .00 .3525 2,450,000.00 99.79777800000 -4,954.44 ------- --------------- --------------- --------------- --------------- 81524 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 537,226.12 537,226.12* .00 0.00 06/27/13 07/01/13 49 000 .0000 537,226.12 100.0000000000 BOOK 81525 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 28,092.20 28,092.20* .00 0.00 06/27/13 07/01/13 49 000 .0000 28,092.20 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 99 MONEY MARKET ACCOUNTS .04%(M) 0.0000 565,318.32 565,318.32 .00 .00 .0000 565,318.32 100.0000000000 ------- --------------- --------------- --------------- --------------- 79591 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 1.4000 3,200.00 3,200.00 95.70 0.00 05/24/11 05/24/14 24 2400 1.4000 3,200.00 100.0000000000 UPRICE ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) 1.4000 3,200.00 3,200.00 95.70 .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: 07/09/13 15:02:47 INVESTMENTS OUTSTANDING AS OF 06/30/13 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 .5838 1540069518.32 1544559458.43 2,283,292.85 1,049,436.88 .4229 1546746278.45 100.2915410000 -3,287,625.58 ======= =============== =============== =============== =============== 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 JUNE 30, 2013 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 935,986.23 936,241.95 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 744,017.05 744,220.32 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 7,236,876.88 7,238,854.05 BYRON UNION SCHOOL DISTRICT 75-07-017 411,897.05 412,009.58 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,143.03 191,195.25 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 43,000,000.00 43,011,747.90 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 611,636.10 611,803.20 CONTRA COSTA COMMUNITY COLLEGE (AB3107)11-07-034 0.00 - * CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,013,660.35 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,273,446.54 1,273,794.45 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,216,874.06 2,217,479.73 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,233,081.43 2,233,691.52 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,105.74 72,125.44 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,002,639.22 1,002,913.15 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 17,129,483.04 17,134,162.93 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 3,412,632.51 3,413,564.87 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 1,375,807.79 1,376,183.67 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,355,945.38 6,357,681.87 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,275,942.49 7,277,930.33 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,875.61 23,882.13 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,542,849.94 14,546,823.15 MT VIEW SANITARY DISTRICT 70-07-008 7,664,455.04 7,666,549.02 OAKLEY UNION SCHOOL DISTRICT 75-07-009 245,570.92 245,638.01 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,357,760.14 7,359,770.33 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 1,413,015.45 1,413,401.50 RECLAMATION DISTRICT 800 60-07-003 4,538,053.88 4,539,293.71 REDEVELOPMENT AGENCY 65-07-015 6,937.96 6,939.86 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 314,651.19 314,737.15 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 280,737.36 280,814.06 WALNUT CREEK SCHOOL DISTRICT 75-07-003 1,646,933.21 1,647,383.16 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 10,796,990.81 10,799,940.62 TOTAL 194,311,346.05 194,364,433.27 *Account liquidated and closed. Quarterly interest of $12,236.62 was wired to the County on 7/16/13. 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 Date4/1/2013End Date6/30/2013The 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 Detail13MMF Transaction Detail15Table of ContentsDated: 7/1/20134/1/2013 - 6/30/2013Page 24 SummaryCash9,633,168.32Fixed Income34,702,640.01Duration0.542Convexity---Weighted Avg Life0.597Weighted Avg Maturity0.699Weighted Avg Eff Maturity0.634Yield0.280%Purchase Yield0.307%Avg Credit RatingAA+/Aa1/AA+Security TypeCorporate (26.3%)Agency (23.8%)MM Fund (21.7%)US Gov (20.4%)Muni (4.5%)Asset Backed (3.3%)Currency (0%)MMF Asset Allocation1st Tier CP (e... (27%)Foreign Bank (25%)ABCP (16%)FRNS (14%)Time Deposits (11%)Other (7%)Issuer ConcentrationMMF - WFA HERITAGE MONEY MARK-I21.7%Government of the United States20.4%Federal Home Loan Banks Office of...9.1%Federal Farm Credit Banks Consoli...9.0%Federal National Mortgage Associa...3.5%Federal Home Loan Mortgage Corpor...2.3%U.S. Bancorp1.8%CME Group Inc.1.8%Other30.5%CountryUnited States (100%)CurrencyUS Dollar (100%)Risk Summary(WC-Contra Costa County)Dated: 7/1/20136/30/20131Page 25 Market SectorsCash (21.7%)Government (20.4%)Agency (23.8%)Municipal (4.5%)Financial (17.8%)Industrial (8.5%)ABS (3.3%)Time to Maturity (Years)Effective MaturityFinal Maturity0123051015202530PercentDuration0510152025303540Percent00 02500 0252 50 50 5 5111223 3 4 5 Credit Ratings010203040506070PercentAAAAAAAAAAAAAAAAAaAAAAAAAAAAAAAAAAAAAAAAAAACredit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA28.6 6.2 13.6 10.1 11.3 0.0 0.0 0.0AA6.3 1.7 2.1 0.0 5.9 0.0 0.0 0.0A5.0 4.9 0.0 1.1 3.3 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 (44.2%)Cash (21.7%)Diversified Fin... (9.8%)Banks (4.9%)US Municipals (4.5%)Insurance (3.1%)Miscellaneous M... (2.5%)Beverages (1.7%)Computers (1.7%)Other (5.9%)Risk Summary(WC-Contra Costa County)Dated: 7/1/20136/30/20132Page 26 Industry SubsectorsSovereign Agency (23.8%)Cash (21.7%)Sovereign (20.4%)Finance-Other S... (3.4%)Education (3.4%)Diversified Man... (2.5%)Super-Regional ... (1.8%)Beverages-Non-a... (1.7%)Diversified Fin... (1.7%)Other (19.5%)Risk Summary(WC-Contra Costa County)Dated: 7/1/20136/30/20133Page 27 TotalIndexExcessCMCQCYPMPQPYTMTQTY-0.050.000.050.100.150.200.250.300.350.40Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 6/1/13-6/30/13 4/1/13-6/30/13 1/1/13-6/30/13 5/1/13-5/31/13 1/1/13-3/31/13 1/1/12-12/31/12 5/31/13-6/30/13 3/31/13-6/30/13 7/1/12-6/30/13Total Return-0.015%0.014%0.090% -0.016%0.076%0.405% -0.020%0.014%0.309%Index Return0.008%0.046%0.090%0.013%0.044%0.171%0.007%0.047%0.206%Excess Return-0.024% -0.032% -0.001% -0.029%0.031%0.234% -0.027% -0.032%0.103%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: 7/1/20136/30/20134Page 28 TotalIndexExcessCMCQCYPMPQPYTMTQTY-0.050.000.050.100.150.200.250.30Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 6/1/13-6/30/13 4/1/13-6/30/13 1/1/13-6/30/13 5/1/13-5/31/13 1/1/13-3/31/13 1/1/12-12/31/12 5/31/13-6/30/13 3/31/13-6/30/13 7/1/12-6/30/13Total Return-0.024% -0.013%0.039% -0.025%0.052%0.291% -0.029% -0.013%0.206%Index Return0.008%0.046%0.090%0.013%0.044%0.171%0.007%0.047%0.206%Excess Return-0.033% -0.059% -0.051% -0.038%0.008%0.120% -0.036% -0.059%0.000%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: 7/1/20136/30/20135Page 29 Balance SheetWC-Contra Costa CountyAs of: 3/31/2013 6/30/2013Original Cost 44,608,730.50 44,456,899.46Amortization/Accretion -295,109.06 -215,939.69Realized Impairment Loss 0.00 0.00Amortized Cost44,313,621.44 44,240,959.77Accrued Interest121,154.04 101,051.45Ending Book Value44,434,775.48 44,342,011.21Unrealized Gain24,684.2613,119.45Unrealized Loss-890.54-19,322.34Net Unrealized Gain/Loss23,793.73-6,202.88Total Market Value44,458,569.21 44,335,808.33Income StatementBegin Date4/1/2013End Date6/30/2013Net Transfers In/Out-117,003.43Amortization/Accretion-86,560.78Interest Income122,414.98Dividend Income0.00Other Income0.00Income Subtotal122,414.98Realized Gain296.39Realized Loss0.00Realized Impairment Loss0.00Net Gain/Loss296.39Expenses-11,911.43Net Income24,239.16Statement of Cash FlowsBegin Date4/1/2013End Date6/30/2013Net Income24,239.16Amortization/Accretion86,560.78Change in MV on CE Securities0.00Change in Accrued13,684.29Net Gain/Loss-296.39Balance Sheet Reclassifications0.00Non Cash Adjustments99,948.68Purchases of Marketable Securities-5,497,548.08Purchased Accrued of Marketable Securities-10,182.33Sales of Marketable Securities2,170,188.45Sold Accrued of Marketable Securities16,600.63Maturities of Marketable Securities9,415,000.00Net Purchases/Sales6,094,058.67Transfers of Cash & Cash Equivalents-117,003.43Net Change in Cash & Cash Equivalents6,101,243.08Beginning Cash & Cash Equivalents3,531,925.24Ending Cash & Cash Equivalents9,633,168.32Financials(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/20136Page 30 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date02666QK69700,000.00 AMERICAN HONDA FINANCE1.450 02/27/2015 02/27/20150.000.00-407.13704.860.00297.73 06/06/201306406HBK4650,000.00 BANK OF NEW YORK MELLON5.125 08/27/2013 08/27/20130.000.00 -7,212.69 8,328.120.001,115.44 02/17/2012084664BG5725,000.00 BERKSHIRE HATHAWAY FIN5.000 08/15/2013 08/15/20130.000.00 -7,376.78 9,062.500.001,685.72 09/14/201109247XAG60.00 BLACKROCK INC0.588 05/24/2013 05/24/20130.000.00-186.89402.600.00215.71 05/29/201212572QAD7750,000.00 CME GROUP INC5.750 02/15/2014 02/15/20140.000.00 -8,996.59 10,781.250.001,784.66 06/20/201214912L4Q1700,000.00 CATERPILLAR FINANCIAL SE1.550 12/20/2013 12/20/20130.000.00 -1,716.61 2,712.500.00995.89 03/21/2012161571FY5750,000.00 CHAIT 2013-A4 A40.293 05/15/2017 05/20/20150.000.000.00239.620.00239.62 05/23/2013191216AN0570,000.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-502.55 1,068.750.00566.20 05/18/2012191216AN0200,000.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-174.33375.000.00200.67 05/18/2012235851AK8475,000.00 DANAHER CORP1.300 06/23/2014 06/23/20140.000.00 -1,088.59 1,543.750.00455.16 03/19/201324422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.404 01/12/2015 01/12/20150.000.000.00674.720.00674.72 03/11/20133128X1KG10.00 FREDDIE MAC4.000 06/12/2013 06/12/20130.000.00 -7,352.89 7,888.890.00536.00 05/03/2012313313JG41,000,000.00 FED FARM CRD DISCOUNT NT0.000 07/18/2013 07/18/20130.000.00505.560.000.00505.56 07/25/201231331K2J80.00 FEDERAL FARM CREDIT BANK0.250 05/24/2013 05/24/20130.000.0014.72368.060.00382.78 01/06/2012313374Y611,025,000.00 FEDERAL HOME LOAN BANK0.500 08/28/2013 08/28/20130.000.00-588.94 1,281.250.00692.31 06/05/2012313376KA21,000,000.00 FEDERAL HOME LOAN BANK0.400 07/09/2013 07/09/20130.000.00-62.12 1,000.000.00937.88 12/01/2011313376UF01,000,000.00 FEDERAL HOME LOAN BANK0.375 01/29/2014 01/29/20140.000.00-355.11937.500.00582.39 10/05/2012313378WY30.00 FEDERAL HOME LOAN BANK0.240 04/16/2013 04/16/20130.000.00-2.74100.000.0097.26 05/22/2012313379F871,000,000.00 FEDERAL HOME LOAN BANK0.280 11/14/2013 11/14/20130.000.00-64.86700.000.00635.14 08/08/20123133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.270 11/05/2014 11/05/20140.000.00-14.00675.000.00661.00 01/24/20133133EACR72,000,000.00 FEDERAL FARM CREDIT BANK0.420 11/07/2014 11/07/20140.000.000.00 2,100.000.002,100.00 02/21/20133133XQU340.00 FEDERAL HOME LOAN BANK3.625 05/29/2013 05/29/20130.000.00 -5,360.45 5,840.280.00479.83 03/09/20123133XYHD00.00 FEDERAL HOME LOAN BANK1.625 06/14/2013 06/14/20130.000.00 -5,798.43 6,590.280.00791.85 09/07/20123134G1VX90.00 FREDDIE MAC0.800 04/19/2013 04/19/20130.000.00-309.86600.000.00290.14 09/28/20113134G3BF61,000,000.00 FREDDIE MAC0.625 12/23/2013 12/23/20130.000.00-777.93 1,562.500.00784.57 06/06/20123135G0LR20.00 FANNIE MAE0.750 11/28/2014 11/28/20140.000.00-720.00 1,187.500.00467.50 02/22/201331398AXJ61,500,000.00 FANNIE MAE2.500 05/15/2014 05/15/20140.000.00 -8,364.80 9,375.000.001,010.20 11/30/201236962G4Q4750,000.00 GENERAL ELEC CAP CORP1.875 09/16/2013 09/16/20130.000.00 -1,763.83 3,515.620.001,751.80 05/18/201243814EAB1700,000.00 HAROT 2013-2 A20.370 10/16/2015 06/04/20140.000.007.04482.030.00489.07 04/24/2013459200HD6750,000.00 IBM CORP0.750 05/11/2015 05/11/20150.000.00-86.10265.620.00179.52 06/14/201346623EJH3700,000.00 JPMORGAN CHASE & CO1.023 05/02/2014 05/02/20140.000.00-405.99 1,820.840.001,414.85 07/23/201259217GAM1610,000.00 MET LIFE GLOB FUNDING I2.000 01/09/2015 01/09/20150.000.00-929.30 1,355.560.00426.26 05/21/2013594918AB0250,000.00 MICROSOFT CORP2.950 06/01/2014 06/01/20140.000.00 -1,642.76 1,843.750.00200.99 01/10/2013637432LM50.00 NATIONAL RURAL UTIL COOP5.500 07/01/2013 07/01/20130.0047.65 -2,782.82 3,117.430.00382.26 02/16/2012637432LM50.00 NATIONAL RURAL UTIL COOP5.500 07/01/2013 07/01/20130.0038.15 -2,087.12 2,352.780.00303.81 05/18/2012637432MP7279,000.00 NATIONAL RURAL UTIL COOP1.000 02/02/2015 02/02/20150.000.00-289.10457.250.00168.15 05/02/2013637432MP7450,000.00 NATIONAL RURAL UTIL COOP1.000 02/02/2015 02/02/20150.000.00-69.23162.500.0093.27 06/18/2013674599CA10.00 OCCIDENTAL PETROLEUM COR1.450 12/13/2013 12/13/20130.00210.60 -1,249.10 1,691.670.00653.17 07/30/201269371RJ980.00 PACCAR FINANCIAL CORP2.050 06/17/2013 06/17/20130.000.00 -2,392.86 3,029.440.00636.59 06/27/2012797355R97750,000.00 SAN DIEGO USD-A-TXBL0.342 07/01/2014 07/01/20140.000.000.00434.630.00434.63 04/30/2013Income Detail(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/20137Page 31 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date842477TB7475,000.00 STHRN CA PUB PWR-B0.350 07/01/2014 07/01/20140.000.000.00115.450.00115.45 06/06/2013882508AP90.00 TEXAS INSTRUMENTS INC0.875 05/15/2013 05/15/20130.000.00-442.13802.080.00359.96 05/18/201288579EAE5600,000.00 3M COMPANY4.375 08/15/2013 08/15/20130.000.00 -6,109.09 6,562.500.00453.41 03/25/201391159HGZ7800,000.00 US BANCORP1.125 10/30/2013 09/30/20130.000.00-605.38 2,250.000.001,644.62 03/15/2012912828PZ73,000,000.00 US TREASURY N/B1.250 03/15/2014 03/15/20140.000.00 -7,464.84 9,273.100.001,808.25 10/31/2012912828SW12,000,000.00 US TREASURY N/B0.250 05/31/2014 05/31/20140.000.00-222.63 1,247.670.001,025.04 02/06/2013912828TA82,000,000.00 US TREASURY N/B0.250 06/30/2014 06/30/20140.000.00-62.25 1,256.680.001,194.43 12/06/2012912828TF72,000,000.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00547.90628.450.001,176.36 02/14/2013913017BW8750,000.00 UNITED TECHNOLOGIES CORP0.545 12/02/2013 12/02/20130.000.00-637.58 1,048.910.00411.33 11/02/201291412GFA8750,000.00 CA UNI-FLTG-TXB-Y-20.594 07/01/2014 01/01/20140.000.000.00 1,135.130.001,135.13 03/16/2012931142CN1150,000.00 WAL-MART STORES INC3.000 02/03/2014 02/03/20140.000.00-959.62 1,125.000.00165.38 11/29/20129499173979,630,585.85 WFA HERITAGE MONEY MARK-I0.010 ------0.000.000.00340.960.00340.96 ---CCYUSD2,582.47 US Dollar--- -------117,003.430.000.000.00 -11,911.43-11,911.43 ----------------------117,003.43296.39-86,560.78122,414.98-11,911.4324,239.16---Income Detail(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/20138Page 32 Cash Equivalent (3)21.73% 9,633,168.32Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value949917397WFA HERITAGE MONEY MARK-I9,630,585.85 CashAAAm/Aaa/NA 0.010 ------0.010 0.010 9,630,585.85 9,630,585.850.00 1.0000.00 9,630,585.85 9,630,585.85CCYUSDUS Dollar0.62 CashAAA/Aaa/AAA 0.000 ------0.000 0.0000.620.620.00 1.0000.000.620.62CCYUSDNet Receivables/Payables2,581.85 CashAAA/Aaa/AAA 0.000 ------0.000 0.0002,581.852,581.850.00 1.0000.002,581.852,581.85------9,633,168.32 ---------------0.010 0.010 9,633,168.32 9,633,168.320.00 ---0.00 9,633,168.32 9,633,168.32Short Term (24)51.42% 22,797,152.74Cusip/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 0.763 694,148.00654,517.84100.41 100.711 11,474.31654,618.25666,092.56084664BG5 BERKSHIRE HATHAWAY FIN725,000.00 Financial AA/Aa2/A+ 5.000 08/15/2013 08/15/2013 0.873 0.930 781,825.50728,647.86420.12 100.56113,694.44729,067.98742,762.4212572QAD7 CME GROUP INC750,000.00 Financial AA-/Aa3/NA 5.750 02/15/2014 02/15/2014 0.878 0.823 809,812.50772,639.77549.48 103.092 16,291.67773,189.25789,480.9214912L4Q1 CATERPILLAR FINANCIAL SE700,000.00 FinancialA/A2/A1.550 12/20/2013 12/20/2013 0.558 0.333 712,054.00703,244.58825.92 100.582331.53704,070.50704,402.03191216AN0 COCA-COLA CO/THE200,000.00 Industrial AA-/Aa3/A+ 0.750 11/15/2013 11/15/2013 0.398 0.504 201,046.00200,262.46-74.06 100.094191.67200,188.40200,380.07191216AN0 COCA-COLA CO/THE570,000.00 Industrial AA-/Aa3/A+ 0.750 11/15/2013 11/15/2013 0.394 0.504 573,015.30570,756.59-219.65 100.094546.25570,536.94571,083.19235851AK8 DANAHER CORP475,000.00 IndustrialA+/A2/NA1.300 06/23/2014 06/23/2014 0.376 0.594 480,514.75479,270.64-969.87 100.695137.22478,300.78478,438.00313313JG4 FED FARM CRD DISCOUNT NT1,000,000.00 Agency AAA/Aaa/F1+ 0.000 07/18/2013 07/18/2013 0.203 0.034 998,011.11999,905.5685.44 99.9990.00999,991.00999,991.00313374Y61FEDERAL HOME LOAN BANK1,025,000.00 Agency AA+/Aaa/AAA* 0.500 08/28/2013 08/28/2013 0.269 0.111 1,027,905.88 1,025,375.37207.86 100.0571,751.04 1,025,583.22 1,027,334.27313376KA2 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.400 07/09/2013 07/09/2013 0.375 0.160 1,000,400.00 1,000,005.4641.54 100.0051,911.11 1,000,047.00 1,001,958.11313376UF0 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.375 01/29/2014 01/29/2014 0.232 0.142 1,001,877.00 1,000,827.28178.72 100.1011,583.33 1,001,006.00 1,002,589.33313379F87FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.280 11/14/2013 11/14/2013 0.254 0.091 1,000,330.00 1,000,096.93420.07 100.052365.56 1,000,517.00 1,000,882.563134G3BF6 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.625 12/23/2013 12/23/2013 0.312 0.185 1,004,830.00 1,001,496.02634.98 100.213138.891,002,131.00 1,002,269.8931398AXJ6 FANNIE MAE1,500,000.00 Agency AA+/Aaa/AAA 2.500 05/15/2014 05/15/2014 0.263 0.167 1,548,810.00 1,529,230.85551.65 101.9864,791.67 1,529,782.50 1,534,574.1736962G4Q4 GENERAL ELEC CAP CORP750,000.00 Financial AA+/A1/NR 1.875 09/16/2013 09/16/2013 0.921 0.386 759,420.00751,492.47916.53 100.3214,101.56752,409.00756,510.5646623EJH3 JPMORGAN CHASE & CO700,000.00 FinancialA/A2/A+1.023 05/02/2014 05/02/2014 0.803 0.336 702,891.00701,360.732,239.37 100.514278.55703,600.10703,878.65594918AB0 MICROSOFT CORP250,000.00 Industrial AAA/Aaa/AA+ 2.950 06/01/2014 06/01/2014 0.311 0.333 259,152.50256,047.51-6.26 102.417614.58256,041.25256,655.8388579EAE5 3M COMPANY600,000.00 Industrial AA-/Aa2/NA 4.375 08/15/2013 08/15/2013 0.255 0.753 609,600.00603,020.98-199.18 100.4709,916.67602,821.80612,738.4791159HGZ7 US BANCORP800,000.00 Financial A+/A1/AA- 1.125 10/30/2013 09/30/2013 0.818 0.493 803,752.00800,605.38691.42 100.1621,525.00801,296.80802,821.80912828PZ7 US TREASURY N/B3,000,000.00 Government AA+*/Aaa/AAA 1.250 03/15/2014 03/15/2014 0.252 0.166 3,041,015.63 3,021,082.032,119.97 100.773 11,005.43 3,023,202.00 3,034,207.43912828SW1 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.250 05/31/2014 05/31/2014 0.205 0.182 2,001,171.88 2,000,817.14354.66 100.059423.50 2,001,171.80 2,001,595.30912828TA8 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.250 06/30/2014 06/30/2014 0.238 0.187 2,000,390.63 2,000,249.02922.78 100.05913.59 2,001,171.80 2,001,185.39913017BW8 UNITED TECHNOLOGIES CORP750,000.00 IndustrialA/A2/A0.545 12/02/2013 12/02/2013 0.211 0.289 752,767.50751,078.97-271.97 100.108317.71750,807.00751,124.71931142CN1 WAL-MART STORES INC150,000.00 Industrial AA/Aa2/AA 3.000 02/03/2014 02/03/2014 0.418 0.404 154,545.00152,288.3232.78 101.5471,875.00152,321.10154,196.10------22,595,000.00 ---------------0.383 0.295 22,919,286.18 22,704,319.759,552.71 ---83,280.28 22,713,872.47 22,797,152.74Long Term (14)26.85% 11,905,487.27Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value02666QK69 AMERICAN HONDA FINANCE700,000.00 FinancialA+/A1/NA1.450 02/27/2015 02/27/2015 0.593 0.829 710,276.00709,868.87-2,682.67 101.0273,496.11707,186.20710,682.31161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA/Aaa/AAA 0.293 05/15/2017 05/20/2015 0.293 0.444 750,000.00750,000.00-2,134.50 99.71585.31747,865.50747,950.8124422ESA8 JOHN DEERE CAPITAL CORP660,000.00 FinancialA/A2/NA0.404 01/12/2015 01/12/2015 0.411 0.381 660,000.00660,000.00-293.70 99.956830.43659,706.30660,536.733133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.270 11/05/2014 11/05/2014 0.264 0.288 1,000,100.00 1,000,075.69-777.69 99.930420.00999,298.00999,718.003133EACR7 FEDERAL FARM CREDIT BANK2,000,000.00 Agency AA+/Aaa/AAA* 0.420 11/07/2014 11/07/2014 0.420 0.444 2,000,000.00 2,000,000.00-1,478.00 99.9261,260.00 1,998,522.00 1,999,782.00Balance Sheet Classification(WC-Contra Costa County)Dated: 7/1/20136/30/20139Page 33 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value43814EAB1 HAROT 2013-2 A2700,000.00 Asset Backed NA/Aaa/AAA 0.370 10/16/2015 06/04/2014 0.378 0.651 699,940.85699,947.89-1,748.29 99.743107.92698,199.60698,307.52459200HD6 IBM CORP750,000.00 Industrial AA-/Aa3/A+ 0.750 05/11/2015 05/11/2015 0.502 0.585 753,525.00753,438.90-1,119.90 100.309781.25752,319.00753,100.2559217GAM1 MET LIFE GLOB FUNDING I610,000.00 Financial AA-/Aa3/NA 2.000 01/09/2015 01/09/2015 0.630 0.973 623,554.20622,624.90-3,116.22 101.5595,828.89619,508.68625,337.57637432MP7 NATIONAL RURAL UTIL COOP279,000.00 FinancialA+/A1/NA1.000 02/02/2015 02/02/2015 0.365 0.697 282,088.53281,799.43-1,451.86 100.4831,154.75280,347.57281,502.32637432MP7 NATIONAL RURAL UTIL COOP450,000.00 FinancialA+/A1/NA1.000 02/02/2015 02/02/2015 0.564 0.697 453,163.50453,094.27-920.77 100.4831,862.50452,173.50454,036.00797355R97 SAN DIEGO USD-A-TXBL750,000.00 Municipal AA-/Aa3/NA 0.342 07/01/2014 07/01/2014 0.342 0.488 750,000.00750,000.00-1,102.50 99.853434.63748,897.50749,332.12842477TB7 STHRN CA PUB PWR-B475,000.00 Municipal AA-/NA/NA 0.350 07/01/2014 07/01/2014 0.350 0.508 475,000.00475,000.00-755.25 99.841120.07474,244.75474,364.82912828TF7US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.125 07/31/2014 07/31/2014 0.235 0.200 1,996,796.88 1,997,621.74738.26 99.9181,042.82 1,998,360.00 1,999,402.8291412GFA8 CA UNI-FLTG-TXB-Y-2750,000.00 Municipal AA/Aa1/AA+ 0.594 07/01/2014 01/01/2014 0.602 0.309 750,000.00750,000.001,087.50 100.145346.50751,087.50751,434.00------11,874,000.00 ---------------0.399 0.471 11,904,444.96 11,903,471.70-15,755.60 ---17,771.17 11,887,716.10 11,905,487.27Summary44,335,808.33Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value44,102,168.3244,102,168.320.280.3144,456,899.4644,342,011.2144,240,959.77-6,202.88101,051.4544,234,756.8944,335,808.33Balance Sheet Classification(WC-Contra Costa County)Dated: 7/1/20136/30/201310Page 34 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-10,518,166.054,419,303.170.00Marketable Securities Short Term0.001,186,789.089,415,000.00 Long Term-5,507,730.411,000,000.000.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-16,025,896.466,606,092.259,415,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class04/03/2013 04/30/2013 BUY 797355R97 SAN DIEGO USD-A-TXBL 0.342 07/01/2014 McDowell-LOOP750,000.00 750,000.00 100.000 750,000.00 750,000.000.000.00 0.00 -750,000.00 LT04/16/2013 04/16/2013 MTY 313378WY3 FEDERAL HOME LOANBANK0.240 04/16/2013 --- 1,000,000.00 1,000,000.00 100.000 1,000,060.00 1,000,000.000.000.00 0.00 1,000,000.00 ST04/17/2013 04/24/2013 BUY 43814EAB1 HAROT 2013-2 A20.370 10/16/2015 CS FirstBoston (BR)700,000.00 700,000.00 99.992 699,940.85 699,940.850.000.00 0.00 -699,940.85 LT04/19/2013 04/19/2013 MTY 3134G1VX9 FREDDIE MAC0.800 04/19/2013 --- 1,500,000.00 1,500,000.00 100.000 1,509,795.00 1,500,000.000.000.00 0.00 1,500,000.00 ST04/29/2013 05/02/2013 BUY 637432MP7 NATIONAL RURAL UTILCOOP1.000 02/02/2015 MILLENNIUMADVISORSLLC,CHARLOTTE279,000.00 279,000.00 101.107 282,088.53 282,088.53 697.500.00 0.00 -282,786.03 LT05/15/2013 05/15/2013 MTY 882508AP9 TEXAS INSTRUMENTSINC0.875 05/15/2013 ---750,000.00 750,000.00 100.000 753,637.50 750,000.000.000.00 0.00 750,000.00 ST05/16/2013 05/23/2013 BUY 161571FY5 CHAIT 2013-A4 A40.293 05/15/2017 McDowell-LOOP750,000.00 750,000.00 100.000 750,000.00 750,000.000.000.00 0.00 -750,000.00 LT05/16/2013 05/21/2013 BUY 59217GAM1 MET LIFE GLOBFUNDING I2.000 01/09/2015 Unknown 610,000.00 610,000.00 102.222 623,554.20 623,554.20 4,473.330.00 0.00 -628,027.53 LT05/24/2013 05/24/2013 MTY 09247XAG6 BLACKROCK INC0.588 05/24/2013 ---465,000.00 465,000.00 100.000 466,269.45 465,000.000.000.00 0.00 465,000.00 ST05/24/2013 05/24/2013 MTY 31331K2J8 FEDERAL FARM CREDITBANK0.250 05/24/2013 --- 1,000,000.00 1,000,000.00 100.000 999,860.00 1,000,000.000.000.00 0.00 1,000,000.00 ST05/28/2013 05/31/2013 SELL 674599CA1 OCCIDENTALPETROLEUM COR1.450 12/13/2013 KEYBANCCAPITALMARKETS INC700,000.00 700,000.00 100.613 710,430.00 704,291.00 4,736.67 210.60 0.00 709,027.67 ST05/28/2013 05/28/2013 SELL 3135G0LR2 FANNIE MAE0.750 11/28/2014 Unknown 1,000,000.00 1,000,000.00 100.000 1,001,200.00 1,000,000.000.000.00 0.00 1,000,000.00 LT05/29/2013 05/29/2013 MTY 3133XQU34 FEDERAL HOME LOANBANK3.625 05/29/2013 --- 1,000,000.00 1,000,000.00 100.000 1,041,220.00 1,000,000.000.000.00 0.00 1,000,000.00 ST06/03/2013 06/06/2013 BUY 02666QK69 AMERICAN HONDAFINANCE1.450 02/27/2015 KEYBANCCAPITALMARKETS INC700,000.00 700,000.00 101.468 710,276.00 710,276.00 2,791.250.00 0.00 -713,067.25 LT06/03/2013 06/06/2013 BUY 842477TB7 STHRN CA PUB PWR-B 0.350 07/01/2014 Unknown 475,000.00 475,000.00 100.000 475,000.00 475,000.004.620.000.00 -475,004.62 LT06/11/2013 06/14/2013 BUY 459200HD6 IBM CORP0.750 05/11/2015 KEYBANCCAPITALMARKETS INC750,000.00 750,000.00 100.470 753,525.00 753,525.00 515.630.00 0.00 -754,040.63 LT06/12/2013 06/12/2013 MTY 3128X1KG1 FREDDIE MAC4.000 06/12/2013 --- 1,000,000.00 1,000,000.00 100.000 1,041,360.00 1,000,000.000.000.00 0.00 1,000,000.00 ST06/13/2013 06/18/2013 SELL 637432LM5 NATIONAL RURAL UTILCOOP5.500 07/01/2013 Piper JaffrayInc200,000.00 200,000.00 100.193 213,490.00 200,386.00 5,102.7835.96 0.00 205,488.78 ST06/13/2013 06/18/2013 SELL 637432LM5 NATIONAL RURAL UTILCOOP5.500 07/01/2013 Piper JaffrayInc265,000.00 265,000.00 100.193 280,328.25 265,511.45 6,761.1849.83 0.00 272,272.63 ST06/13/2013 06/18/2013 BUY 637432MP7 NATIONAL RURAL UTILCOOP1.000 02/02/2015 Piper JaffrayInc450,000.00 450,000.00 100.703 453,163.50 453,163.50 1,700.000.00 0.00 -454,863.50 LT06/14/2013 06/14/2013 MTY 3133XYHD0 FEDERAL HOME LOANBANK1.625 06/14/2013 --- 2,000,000.00 2,000,000.00 100.000 2,021,940.00 2,000,000.000.000.00 0.00 2,000,000.00 STTrading Activity(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/201311Page 35 Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class06/17/2013 06/17/2013 MTY 69371RJ98 PACCAR FINANCIALCORP2.050 06/17/2013 ---700,000.00 700,000.00 100.000 711,032.00 700,000.000.000.00 0.00 700,000.00 ST------ NMMF_BUY 949917397 WFA HERITAGE MONEYMARK-I--- --- Unknown 10,518,166.05 10,518,166.05 1.000 10,518,166.05 10,518,166.050.000.00 0.00-10,518,166.05CE------ NMMF_SELL 949917397 WFA HERITAGE MONEYMARK-I--- --- Unknown 4,419,303.17 4,419,303.17 1.000 4,419,303.17 4,419,303.170.000.00 0.00 4,419,303.17 CE--------------- --------- 31,981,469.22------ 32,185,639.50 32,020,205.75 26,782.96296.39 0.00 -4,804.21 ---Trading Activity(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/201312Page 36 SummaryCash Affecting TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD0.370.62Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 949917397WFA HERITAGE MONEY MARK-I------1.000-10,518,166.05------NMMF_SELL--- 949917397WFA HERITAGE MONEY MARK-I------1.0004,419,303.1703/31/201304/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------201.9004/01/201304/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.594 07/01/2014---390.0804/03/201304/30/2013BUY750,000.00 797355R97SAN DIEGO USD-A-TXBL0.342 07/01/2014100.000-750,000.0004/16/201304/16/2013MTY1,000,000.00 313378WY3FEDERAL HOME LOAN BANK0.240 04/16/2013100.0001,000,000.0004/16/201304/16/2013CPN--- 313378WY3FEDERAL HOME LOAN BANK0.240 04/16/2013---1,200.0004/17/201304/24/2013BUY700,000.00 43814EAB1HAROT 2013-2 A20.370 10/16/201599.992-699,940.8504/19/201304/19/2013MTY1,500,000.00 3134G1VX9FREDDIE MAC0.800 04/19/2013100.0001,500,000.0004/19/201304/19/2013CPN--- 3134G1VX9FREDDIE MAC0.800 04/19/2013---6,000.0004/22/201304/22/2013MEXP--- CCYUSDUS Dollar----------3,985.5704/23/201304/23/2013TRN--- CCYUSDUS Dollar----------38,398.1904/29/201305/02/2013BUY279,000.00 637432MP7NATIONAL RURAL UTIL COOP1.000 02/02/2015101.107-282,786.0304/30/201304/30/2013CPN--- 91159HGZ7US BANCORP1.125 10/30/2013---4,500.0004/30/201305/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------164.4805/01/201305/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.594 07/01/2014---377.5005/05/201305/06/2013CPN--- 3133EA6W3FEDERAL FARM CREDIT BANK0.270 11/05/2014---1,350.0005/07/201305/07/2013CPN--- 3133EACR7FEDERAL FARM CREDIT BANK0.420 11/07/2014---4,200.0005/14/201305/14/2013CPN--- 313379F87FEDERAL HOME LOAN BANK0.280 11/14/2013---1,400.0005/15/201305/15/2013CPN--- 882508AP9TEXAS INSTRUMENTS INC0.875 05/15/2013---3,281.2505/15/201305/15/2013CPN--- 31398AXJ6FANNIE MAE2.500 05/15/2014---18,750.0005/15/201305/15/2013MTY750,000.00 882508AP9TEXAS INSTRUMENTS INC0.875 05/15/2013100.000750,000.0005/15/201305/15/2013CPN--- 191216AN0COCA-COLA CO/THE0.750 11/15/2013---2,887.5005/15/201305/15/2013TRN--- CCYUSDUS Dollar----------49,194.9505/16/201305/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---158.2805/16/201305/23/2013BUY750,000.00 161571FY5CHAIT 2013-A4 A40.293 05/15/2017100.000-750,000.0005/16/201305/21/2013BUY610,000.00 59217GAM1MET LIFE GLOB FUNDING I2.000 01/09/2015102.222-628,027.5305/20/201305/20/2013MEXP--- CCYUSDUS Dollar----------3,987.8905/24/201305/24/2013MTY465,000.00 09247XAG6BLACKROCK INC0.588 05/24/2013100.000465,000.0005/24/201305/24/2013CPN--- 09247XAG6BLACKROCK INC0.588 05/24/2013---668.4705/24/201305/24/2013CPN--- 31331K2J8FEDERAL FARM CREDIT BANK0.250 05/24/2013---1,250.0005/24/201305/24/2013MTY1,000,000.00 31331K2J8FEDERAL FARM CREDIT BANK0.250 05/24/2013100.0001,000,000.0005/28/201305/28/2013CPN--- 3135G0LR2FANNIE MAE0.750 11/28/2014---3,750.0005/28/201305/31/2013SELL700,000.00 674599CA1OCCIDENTAL PETROLEUM COR1.450 12/13/2013100.613709,027.67Transaction Detail(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/201313Page 37 Payable/Receivable TransactionsTrade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount05/28/201305/28/2013SELL1,000,000.00 3135G0LR2FANNIE MAE0.750 11/28/2014100.0001,000,000.0005/29/201305/29/2013MTY1,000,000.00 3133XQU34FEDERAL HOME LOAN BANK3.625 05/29/2013100.0001,000,000.0005/29/201305/29/2013CPN--- 3133XQU34FEDERAL HOME LOAN BANK3.625 05/29/2013---18,125.0005/31/201305/31/2013CPN--- 912828SW1US TREASURY N/B0.250 05/31/2014---2,500.0005/31/201306/03/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------94.6306/01/201306/03/2013CPN--- 594918AB0MICROSOFT CORP2.950 06/01/2014---3,687.5006/03/201306/06/2013BUY700,000.00 02666QK69AMERICAN HONDA FINANCE1.450 02/27/2015101.468-713,067.2506/03/201306/03/2013CPN--- 913017BW8UNITED TECHNOLOGIES CORP0.545 12/02/2013---1,056.1706/03/201306/03/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.594 07/01/2014---411.1306/03/201306/06/2013BUY475,000.00 842477TB7STHRN CA PUB PWR-B0.350 07/01/2014100.000-475,004.6206/11/201306/14/2013BUY750,000.00 459200HD6IBM CORP0.750 05/11/2015100.470-754,040.6306/12/201306/12/2013MTY1,000,000.00 3128X1KG1FREDDIE MAC4.000 06/12/2013100.0001,000,000.0006/12/201306/12/2013CPN--- 3128X1KG1FREDDIE MAC4.000 06/12/2013---20,000.0006/13/201306/18/2013SELL200,000.00 637432LM5NATIONAL RURAL UTIL COOP5.500 07/01/2013100.193205,488.7806/13/201306/18/2013SELL265,000.00 637432LM5NATIONAL RURAL UTIL COOP5.500 07/01/2013100.193272,272.6306/13/201306/18/2013BUY450,000.00 637432MP7NATIONAL RURAL UTIL COOP1.000 02/02/2015100.703-454,863.5006/13/201306/13/2013TRN--- CCYUSDUS Dollar----------29,410.2906/14/201306/14/2013MTY2,000,000.00 3133XYHD0FEDERAL HOME LOAN BANK1.625 06/14/2013100.0002,000,000.0006/14/201306/14/2013CPN--- 3133XYHD0FEDERAL HOME LOAN BANK1.625 06/14/2013---16,250.0006/16/201306/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8306/17/201306/17/2013CPN--- 161571FY5CHAIT 2013-A4 A40.293 05/15/2017---154.3106/17/201306/17/2013CPN--- 69371RJ98PACCAR FINANCIAL CORP2.050 06/17/2013---7,175.0006/17/201306/17/2013MTY700,000.00 69371RJ98PACCAR FINANCIAL CORP2.050 06/17/2013100.000700,000.0006/17/201306/17/2013CPN--- 46623EJH3JPMORGAN CHASE & CO1.023 05/02/2014---1,882.7906/20/201306/20/2013CPN--- 14912L4Q1CATERPILLAR FINANCIAL SE1.550 12/20/2013---5,425.0006/20/201306/20/2013MEXP--- CCYUSDUS Dollar----------3,937.9706/23/201306/24/2013CPN--- 3134G3BF6FREDDIE MAC0.625 12/23/2013---3,125.0006/23/201306/24/2013CPN--- 235851AK8DANAHER CORP1.300 06/23/2014---3,087.50------------------ --- --- --- 0.25Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount06/30/201307/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------81.8506/30/201307/01/2013CPN--- 912828TA8US TREASURY N/B0.250 06/30/2014---2,500.00------------------ --- --- --- 2,581.85Transaction Detail(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/201314Page 38 Cash Affecting TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance949917397WFA HERITAGE MONEY MARK-I3,531,722.979,630,585.85Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount04/01/2013 04/01/2013 BUY591.79 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-591.7904/16/2013 04/16/2013 BUY 1,001,200.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,001,200.0004/19/2013 04/19/2013 BUY 1,506,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,506,000.0004/22/2013 04/22/2013 SELL3,985.57 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,985.5704/23/2013 04/23/2013 SELL38,398.19 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0038,398.1904/24/2013 04/24/2013 SELL699,940.85 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 699,940.8504/30/2013 04/30/2013 SELL745,500.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 745,500.0004/30/2013 05/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00164.4805/01/2013 05/01/2013 BUY541.79 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-541.7905/02/2013 05/02/2013 SELL282,786.03 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 282,786.0305/06/2013 05/06/2013 BUY1,350.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,350.0005/07/2013 05/07/2013 BUY4,200.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-4,200.0005/14/2013 05/14/2013 BUY1,400.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,400.0005/15/2013 05/15/2013 SELL49,194.95 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0049,194.9505/15/2013 05/15/2013 BUY774,918.75 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -774,918.7505/17/2013 05/17/2013 BUY158.28 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-158.2805/20/2013 05/20/2013 SELL3,987.89 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,987.8905/21/2013 05/21/2013 SELL628,027.53 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 628,027.5305/23/2013 05/23/2013 SELL750,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 750,000.0005/24/2013 05/24/2013 BUY 1,466,250.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,466,250.0005/28/2013 05/28/2013 BUY 1,004,418.47 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,004,418.4705/29/2013 05/29/2013 BUY 1,018,125.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,018,125.0005/31/2013 05/31/2013 BUY711,527.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -711,527.6705/31/2013 06/03/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0094.6306/03/2013 06/03/2013 BUY4,193.39 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-4,193.3906/05/2013 06/05/2013 BUY1,056.17 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,056.1706/06/2013 06/06/2013 SELL 1,188,071.87 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,188,071.8706/12/2013 06/12/2013 BUY 1,020,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,020,000.0006/13/2013 06/13/2013 SELL29,410.29 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0029,410.2906/14/2013 06/14/2013 BUY 1,262,209.37 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,262,209.3706/17/2013 06/17/2013 BUY709,273.62 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -709,273.6206/18/2013 06/18/2013 BUY23,052.22 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-23,052.2206/20/2013 06/20/2013 BUY1,487.03 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,487.0306/24/2013 06/24/2013 BUY6,212.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-6,212.50------ --------------- 0.00-6,098,603.77MMF Transaction Detail(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/201315Page 39 Payable/Receivable TransactionsTrade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount06/30/2013 07/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0081.85------ --------------- 0.0081.85MMF Transaction Detail(WC-Contra Costa County)Dated: 7/1/20134/1/2013 - 6/30/201316Page 40 STATEMENT FOR PERIOD June 01, 2013 - June 30, 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 05/31/2013 BALANCE FORWARD 10,248,362.850 10.02 102,688,595.76 10.00762829 102,561,805.94 06/03/2013 INCOME DISTRIBUTION - MAY 2,593.706 10.02 25,988.93 10.00763142 0.00 25,988.93 06/30/2013 UNREALIZED GAIN (LOSS) 0.000 -102,509.56 0.00 06/30/2013 ENDING BALANCE 10,250,956.556 10.01 102,587,794.87 102,612,075.13 INCOME DISTRIBUTION PAID - MAY 0.00 28,758.56INCOME ACCRUAL - JUNE 24,280.26CUMULATIVE 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 41 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS June 30, 2013 CalTrust Short Term LAIF Market Value N/A$655,071,377.44 NAV per Share N/A$10.01 Yield 0.25%0.35% Period Total Return N/A-0.07% Period Yield Return 0.02%0.03% Effective Duration N/A0.67 yrs. Average Maturity 0.67 yrs.1.22 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return -0.07%0.02%0.03%One Month -0.04%0.06%0.08%Three Month 0.04%0.13%0.16%Six Month 0.04%0.13%0.16%Calendar Y-T-D 0.28%0.31%0.35%One Year* 0.34%0.34%0.42%Two Year* 0.48%0.38%0.47%Three Year* 0.90%0.80%0.80%Five Year* 2.27%2.21%2.24%Since Inception* *Annualized US Govt Agency 41.8% Corporate 28.9% Muni 15.5% MBS/ABS 7.2% MONEYMKT 4.9% COMPAPER 1.8% Total:100.0% Portfolio Sector Breakdown AA+49.2% AAA 12.2% A+11.0% A-8.2% A 7.0% AA-6.7% AA 2.5% A-1 1.8% AA/A-1+1.5% Total:100.0% Portfolio Quality Breakdown 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. Yield represents the 7-day net distribution on investments for the period. Rating source - Standard & Poor's. Past performance is no guarantee of future results. Page 42 CALTRUST trading will cease at 10:00 AM, PST on July 3rd. CALTRUST will be closed July 4th in observance of Independence Day. <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 6/30/2013 Go Ticker CUSIP Description S&P Rating 6/30/2013* Mat. Date Years Shares Price Value AE082514 0258M0CZ0 AMER EXPRESS CREDIT CO 5.125% 08/25/14 A- 8/25/2014 1.2 3,000,000.00 104.8078 $3,144,234.00 AE111315 025815AB7 AMERICAN EXPR CENTURION 11/13/15 A- 11/13/2015 2.4 7,000,000.00 100.0742 $7,005,194.00 AH061814 02666QL27 AMERICAN HONDA FINANCE 06/18/2014 A+ 6/18/2014 1.0 7,000,000.00 100.2818 $7,019,726.00 AH091914 02666QJ53 AMERICAN HONDA FINANC 1.85% 9/19/14 A+ 9/19/2014 1.2 1,193,000.00 101.3328 $1,208,900.30 HN052616 02666QM59 AMERICAN HONDA FINAN CE 5/26/2016 0.6463 A+ 5/26/2016 2.9 3,000,000.00 99.8417 $2,995,251.00 AT091514 78387GAP8 AT&T INC 5.1% 09/15/2014 A-9/15/2014 1.2 5,000,000.00 105.0718 $5,253,590.00 BA051514 06051GDY2 BANK OF AMERICA CORP 5/15/2014 7.375%A-5/15/2014 0.9 662,000.00 105.2085 $696,480.27 BN082713 06406HBK4 BANK OF NEW YORK MELLON 5.125 8/27/13 A+8/27/2013 0.2 3,900,000.00 100.7105 $3,927,709.50 BN102315 06406HCF4 BANK OF NEW YORK MELLON 10/23/15 A+10/23/2015 2.3 6,500,000.00 99.8877 $6,492,700.50 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 A+11/24/2014 1.4 2,783,000.00 101.4184 $2,822,474.07 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 AA-10/1/2014 1.3 2,520,000.00 99.8080 $2,515,161.60 BS042614 079860AA0 BELLSOUTH CORP 4.117% 04/26/2014 A-4/26/2014 0.8 1,000,000.00 102.7084 $1,027,084.00 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 1.6 2,605,000.00 106.4417 $2,772,806.29 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 A+12/10/2014 1.5 4,775,000.00 104.0345 $4,967,647.38 CI100113 13034ABJ8 CALIFORNIA INFRA- STRUCTURE 10/01/2013 AAA 10/1/2013 0.3 1,000,000.00 100.0270 $1,000,270.00 CS040114 13063A5B6 CALIFORNIA ST TAX- ABLE 5.25% 4/01/2014 A 4/1/2014 0.8 7,495,000.00 103.5010 $7,757,399.95 CH051517 161571FY5 CHAIT 2013-A4 A4 5/15/2017 0.2992%AAA 5/15/2017 3.9 10,250,000.00 99.7154 $10,220,828.50 CF100413 15963TX46 CHARIOT FDG LLC 10/04/2013 A-1 10/4/2013 0.3 12,200,000.00 99.9624 $12,195,416.46 C081214 172967EY3 CITIGROUP INC 8/12/2014 6.375%A-8/12/2014 1.2 3,953,000.00 105.5280 $4,171,521.84 CG080113 12572QAA3 CME GROUP INC 5.4% 8/1/2013 AA-8/1/2013 0.2 4,000,000.00 100.3827 $4,015,308.00 CM021514 12572QAD7 CME GROUP INC 5.75% 2/15/2014 AA-2/15/2014 0.7 2,780,000.00 103.0919 $2,865,954.82 CS080114 190335GD5 COAST CMNTY CLG-B-TX B 8/1/2014 0.45%AA-8/1/2014 1.2 1,960,000.00 99.8390 $1,956,844.40 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A-1/9/2015 1.6 9,815,000.00 100.3167 $9,846,084.11 FM012916 3135G0TH6 FANNIE MAE 0.48% 01/29/16 AA+1/29/2016 2.6 10,000,000.00 99.4458 $9,944,580.00 FM022616 3135G0US0 FANNIE MAE 0.55% 02/26/16 AA+2/26/2016 2.7 5,000,000.00 99.5793 $4,978,965.00 FM060515 3135G0SE4 FANNIE MAE 0.42% 06/05/2015 AA+6/5/2015 2.0 10,000,000.00 99.8646 $9,986,460.00 FM073015 3135G0TW3 FANNIE MAE 0.4% 07/30/15 AA+7/30/2015 2.1 16,340,000.00 99.7275 $16,295,473.50 FM080715 3135G0NG4 FANNIE MAE 0.5% 08/07/2015 AA+8/7/2015 2.2 5,000,000.00 99.8265 $4,991,325.00 FM51514 31398AXJ6 FANNIE MAE 2.5% 05/15/14 AA+5/15/2014 0.9 8,000,000.00 101.9855 $8,158,840.00 FM092313 31398A2S0 FANNIE MAE 1.00% 9/23/2013 AA+9/23/2013 0.2 12,500,000.00 100.1912 $12,523,900.00 FM090313 31398A3A8 FANNIE MAE 1.05% 9/3/2013 AA+9/3/2013 0.2 5,000,000.00 100.1358 $5,006,790.00 FM062714 3135G0BJ1 FANNIE MAE 1.125% 6/27/2014 AA+6/27/2014 1.0 20,000,000.00 100.9038 $20,180,760.00 FN093013 31398A2M3 FANNIE MAE 1.125% 9/30/2013 AA+9/30/2013 0.2 15,000,000.00 100.2433 $15,036,495.00 FH081413 313376XT7 FED HOME LN BANK 0.24% 08/14/13 AA+8/14/2013 0.2 7,400,000.00 100.0119 $7,400,880.60 FH111413 313379F87 FED HOME LN BANK 0.28% 11/14/13 AA+11/14/2013 0.4 2,000,000.00 100.0517 $2,001,034.00 FC112114 3133EC3U6 FEDERAL FARM CREDIT BANK 0.28% 11/21/14 AA+11/21/2014 1.4 5,000,000.00 99.9235 $4,996,175.00 FF031215 3133EAU30 FEDERAL FARM CREDIT BANK 0.32% 3/12/15 AA+3/12/2015 1.8 1,650,000.00 99.8730 $1,647,904.50 FF042314 3133EALW6 FEDERAL FARM CREDIT BANK 0.3% 04/23/14 AA+4/23/2014 0.8 16,000,000.00 100.0662 $16,010,592.00 FF112614 3133EC5G5 FEDERAL FARM CREDIT BANK 0.25% 11/26/14 AA+11/26/2014 1.4 10,000,000.00 99.8779 $9,987,790.00 FH073013 313376VB8 FEDERAL HOME LOAN BANK 0.25% 7/30/2013 AA+7/30/2013 0.1 11,625,000.00 100.0088 $11,626,023.00 FL062615 313378KB6 FEDERAL HOME LOAN BANK 0.625% 6/26/15 AA+6/26/2015 2.0 5,000,000.00 100.3710 $5,018,550.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25%AA+1/16/2015 1.6 10,000,000.00 99.9394 $9,993,940.00 FM021315 3134G3MR8 FREDDIE MAC 0.55% 02/13/15 AA+2/13/2015 1.7 4,970,000.00 100.2193 $4,980,899.21 FM021914 3128X9C73 FREDDIE MAC 2.175% 02/19/2014 AA+2/19/2014 0.7 6,336,000.00 101.2445 $6,414,851.52 FM032114 3134G3NS5 FREDDIE MAC 0.3% 03/21/14 AA+3/21/2014 0.8 3,000,000.00 100.0938 $3,002,814.00 FM091415 3134G36M7 FREDDIE MAC 0.5% 09/14/15 AA+9/14/2015 2.2 10,600,000.00 99.7950 $10,578,270.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+9/25/2015 2.2 2,910,000.00 99.9213 $2,907,709.83 FM112614 3134G3W71 FREDDIE MAC 0.35% 11/26/14 AA+11/26/2014 1.4 5,000,000.00 100.0011 $5,000,055.00 FM121014 3134G3Y61 FREDDIE MAC 0.375% 12/10/14 AA+12/10/2014 1.5 10,000,000.00 100.0272 $10,002,720.00 FL112713 3137EACZ0 FREDDIE MAC 0.375% 11/27/2013 AA+11/27/2013 0.4 20,000,000.00 100.0952 $20,019,040.00 FM103013 3137EACX5 FREDDIE MAC 0.375% 10/30/2013 AA+10/30/2013 0.3 10,000,000.00 100.0743 $10,007,430.00 FM010914 3134G3JR2 FREDDIE MAC 0.45% 1/9/2014 AA+1/9/2014 0.6 10,000,000.00 100.1459 $10,014,590.00 FM101513 3134G23H3 FREDDIE MAC 0.50% 10/15/2013 AA+10/15/2013 0.3 10,000,000.00 100.1039 $10,010,390.00 FM022514 3137EACR8 FREDDIE MAC 1.375% 2/25/2014 AA+2/25/2014 0.7 10,000,000.00 100.7566 $10,075,660.00 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 1.8 1,111,057.61 100.7776 $1,119,697.19 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 4.8 10,400,000.00 99.5486 $10,353,054.40 GC010816 36962GU51 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 2.6 7,500,000.00 99.4276 $7,457,070.00 GE010816 36962G6Q2 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 2.6 2,000,000.00 100.5986 $2,011,972.00 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 2.9 6,000,000.00 99.0100 $5,940,600.00 GS020714 38143USB8 GOLDMAN SACHS GROUP INC 02/07/2014 A-2/7/2014 0.7 3,000,000.00 100.2607 $3,007,821.00 GS112114 38141EB40 GOLDMAN SACHS GROUP INC 11/21/14 A-11/21/2014 1.4 5,605,000.00 100.5543 $5,636,068.52 HA121514 43813XAB0 HONDA AUTO 0.46% 12/15/14 Aaa 12/15/2014 1.5 2,138,614.77 99.9671 $2,137,911.17 HA091513 43813UAB6 HONDA AUTO RECEIV- ABLES 9/15/2013 AAA 9/15/2013 0.2 2,232,088.27 100.0005 $2,232,099.43 HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 Aaa 10/17/2015 2.3 5,100,000.00 99.7428 $5,086,882.80 HS040114 40428EJQ3 HSBC BANK USA 4.625% 04/01/14 A 4/1/2014 0.8 9,990,000.00 102.7823 $10,267,951.77 IC070113 452874EC0 IMPERIAL CA IRR DIST COPS 4.84% 7/1/2013 AA 7/1/2013 0.1 1,495,000.00 100.0000 $1,495,000.00 IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661%AA+1/15/2015 1.6 5,065,000.00 99.7130 $5,050,463.45 IN071514 4546246V4 IN BOND BANK-TXBL 7/15/2014 0.522%AA+7/15/2014 1.1 2,665,000.00 99.8380 $2,660,682.70 IR091513 463655GV6 IRVINE RANCH CA WTR 2.385% 9/15/2013 AA+9/15/2013 0.2 9,250,000.00 100.4060 $9,287,555.00 IR31514 463655GW4 IRVINE RANCH CALIF WTR DIST 2.605%AA+3/15/2014 0.8 5,865,000.00 101.4330 $5,949,045.45 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 A 6/13/2016 3.0 6,650,000.00 98.2394 $6,532,920.10 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7%A 1/20/2015 1.6 2,000,000.00 103.8642 $2,077,284.00 JP022616 46623EJV2 JPMORGAN CHASE & CO 02/26/16 A 2/26/2016 2.7 500,000.00 99.7935 $498,967.50 JP092215 46623EJB6 JPMORGAN CHASE & CO 09/22/15 A 9/22/2015 2.2 3,000,000.00 101.4752 $3,044,256.00 MG011014 59217GAE9 MET LIFE GLOB FUNDING 2% 1/10/14 AA-1/10/2014 0.6 1,000,000.00 100.8179 $1,008,179.00 ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 AA-1/9/2015 1.6 1,815,000.00 101.5588 $1,843,292.22 ML061014 59217EBW3 MET LIFE GLOB FUND- ING 5.125% 6/10/2014 AA-6/10/2014 1.0 3,995,000.00 104.3079 $4,167,100.61 ML010615 59157BAM4 METLIFE INSTITUTION -AL FD 01/06/2015 AA-1/6/2015 1.6 6,750,000.00 100.1809 $6,762,210.75 MI101514 594615AS5 MICHIGAN ST-TXBL-I-B 10/15/2014 1%A+10/15/2014 1.3 10,250,000.00 99.8730 $10,236,982.50 Page 43 * Security ratings are updated monthly at month-end. MS022516 61746BDH6 MORGAN STANLEY 02/25/16 A-2/25/2016 2.7 6,000,000.00 99.7180 $5,983,080.00 MS080113 623040EY4 MOUNT SAN ANTONIO 3.5% 8/1/2013 AA 8/1/2013 0.2 3,500,000.00 100.2590 $3,509,065.00 MV080113 624454KT0 MOUNTAIN VIEW LOS ALTOS 0.404% 8/1/13 AA+8/1/2013 0.2 1,810,000.00 100.0070 $1,810,126.70 Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45%Aaa 9/15/2015 2.2 11,000,000.00 99.6518 $10,961,698.00 NR070113 637432LM5 NATIONAL RURAL UTIL COOP 5.5% 7/1/2013 A+7/1/2013 0.1 5,177,000.00 100.0000 $5,177,000.00 NY091513 64952WAA1 NEW YORK LIFE GLOBAL 5.375% 9/15/2013 AA+9/15/2013 0.2 3,041,000.00 100.9853 $3,070,962.97 NA021615 65475NAD0 NISSAN AUTO LEASE TRUST 0.92% 02/16/15 Aaa 2/16/2015 1.7 5,692,786.06 100.1137 $5,699,258.76 NT050114 665859AK0 NORTHERN TRUST CORP 5/1/2014 4.625%A+5/1/2014 0.9 1,391,000.00 103.4395 $1,438,843.45 OC020114 68428LCX0 ORANGE CNTY CA PENSN OBLG 0.68% 2/1/14 A+2/1/2014 0.7 2,000,000.00 100.0060 $2,000,120.00 OC050114 68428LCY8 ORANGE CNTY CA PENSN OBLG 0.73% 5/1/14 A+5/1/2014 0.9 3,250,000.00 100.0250 $3,250,812.50 PI030515 713448BX5 PEPSICO INC 0.75% 3/5/2015 A-3/5/2015 1.8 4,955,000.00 100.1790 $4,963,869.45 PC030114 713448BK3 PEPSICO INC 3.75% 3/1/2014 A-3/1/2014 0.8 3,665,000.00 102.0799 $3,741,228.34 PB042916 69349LAL2 PNC BANK NA 04/29/16 A 4/29/2016 2.8 8,000,000.00 99.4428 $7,955,424.00 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 A 1/28/2016 2.6 3,650,000.00 99.6711 $3,637,995.15 PM080113 732098EA2 POMONA CA UNIF SCH 0.873% 8/1/2013 A 8/1/2013 0.2 4,650,000.00 100.0180 $4,650,837.00 PL091914 74256LAE9 PRINCIPAL LFE GLB FND II 09/19/14 A+9/19/2014 1.2 3,000,000.00 99.9771 $2,999,313.00 PF052716 74256LAF6 PRINCIPAL LFE GLB FN D II 5/27/2016 0.64 A+5/27/2016 2.9 2,750,000.00 99.6555 $2,740,526.25 PL070914 74256LAA7 PRINCIPAL LFE II PFG Floating 07/09/14 A+7/9/2014 1.1 1,000,000.00 100.4818 $1,004,818.00 SD070114 797355R97 SAN DIEGO CA UNIF SCH 0.342% 7/1/14 AA-7/1/2014 1.1 15,250,000.00 99.8530 $15,227,582.50 SF070113 797669UD8 SAN FRANCISCO CA 0.46% 7/1/2013 AA+7/1/2013 0.1 1,700,000.00 100.0000 $1,700,000.00 SJ080114 798186YJ5 SAN JOSE CA UNIF SCH DIST 8/1/14 AA 8/1/2014 1.2 2,925,000.00 102.4210 $2,995,814.25 SM090113 799017KM9 SAN MATEO CALIF 0.478% 9/1/13 AA 9/1/2013 0.2 915,000.00 100.0080 $915,073.20 SM090114 799017KN7 SAN MATEO CALIF 0.685% 9/1/14 AA 9/1/2014 1.2 500,000.00 99.9130 $499,565.00 SM080114 802385MC5 SANTA MONICA CCD-B 8/1/2014 0.486%AA 8/1/2014 1.2 4,295,000.00 99.8240 $4,287,440.80 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 A+12/8/2015 2.5 5,700,000.00 99.6674 $5,681,041.80 SC070113 84247PHA2 STHRN CA PUBLIC PWR 0.477% 7/01/2013 AA-7/1/2013 0.1 710,000.00 100.0000 $710,000.00 SP070113 84247PGV7 STHRN CA PUBLIC PWR 0.477% 7/01/2013 AA-7/1/2013 0.1 1,340,000.00 100.0000 $1,340,000.00 TG071513 87244EAG7 TIAA GLOBAL MARKETS 4.95% 7/15/2013 AA+7/15/2013 0.1 2,355,000.00 100.1542 $2,358,631.41 UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 AA/A-1+7/1/2014 1.1 1,000,000.00 100.1450 $1,001,450.00 UC070113 91412GFC4 UNIVERSITY CALIF REV 0.887% 7/1/2013 AA/A-1+7/1/2013 0.1 9,300,000.00 100.0000 $9,300,000.00 US101414 90331HKQ5 US BANK NA FLOATING 10/14/14 A+10/14/2014 1.3 9,236,000.00 100.1787 $9,252,504.73 US071714 90327QCS6 USAA CAPITAL CORP 3.5% 7/17/2014 AA+7/17/2014 1.1 1,882,000.00 103.0283 $1,938,992.61 WV080113 932889UT3 WALNUT VLY CA UNIF 0.66% 08/01/2013 AA-8/1/2013 0.2 1,955,000.00 100.0130 $1,955,254.15 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 7/1/2013 0.1 32,469,001.04 100.0000 $32,469,001.04 Grand Total $666,771,891.73 Page 44 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 June 30, 2013 FY 2012-2013 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 03/31/13 06/30/13 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 45 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 06/01/2013 Through 06/30/2013 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% 414,041.130 CALIFORNIA ARBITRAGE MGMT PROGRAM 1.00000 414,041.13 0.00 0.00% CAMP 1.00000 414,041.13 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 587,450.03 06/04/13 Dividend 1.20 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 06/04/13 Cash Debit 1.20 - 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE 06/26/13 Purchase 0.00 35.84 - 35.84 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF MAY 2013 TRNIIJ1306262164100 35.84 SHARES 06/26/13 Dividend 35.84 0.00 0.00 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF MAY 2013 TRNIIJ1306262164000 06/26/13 Cash Debit 35.84 - 0.00 0.00 0.00 TRANSFERRED TO ACCOUNT 036111 FF 06/26/13 Cash Credit 0.00 35.84 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 414,041.13 0.00 0.00% 414,041.13 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 587,450.03 0.00 0.37% 587,450.03 2,190.80 06/01/13 OPENING BALANCE 0.00 0.00 587,414.19 06/04/13 DAILY ENDING BALANCE 0.00 0.00 587,414.19 0.00 06/26/13 DAILY ENDING BALANCE 0.00 0.00 587,450.03 0.00 06/30/13 CLOSING BALANCE 0.00 0.00 587,450.03 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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