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Home My WebLink AboutMINUTES - 12032013 - C.120RECOMMENDATION(S): ACCEPT the Treasurer's Quarterly Investment Report as of September 30, 2013, as recommended by the County Treasurer-Tax Collector. FISCAL IMPACT: The County Treasurer manages and invests the funds of all County agencies, 21 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 July 1, 2013 through September 30, 2013. As of September 30, 2013, the par value, cost, and market value of Contra Costa County Investment Pool were $1,727,383,941.39 , $1,733,518,477.65, and $1,731,879,007.65, respectively. The weighted yield to maturity was 0.41% and the weighted average days to maturity APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 12/03/2013 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: December 3, 2013 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stephanie L. Mello, Deputy cc: C.120 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:December 3, 2013 Contra Costa County Subject:Treasurer's Quarterly Investment Report BACKGROUND: (CONT'D) were 206 days. As of September 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. CONSEQUENCE OF NEGATIVE ACTION: The County would not be in compliance with Government Code Section 53646. CHILDREN'S IMPACT STATEMENT: Not applicable. ATTACHMENTS Quarterly Report CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF SEPTEMBER 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 20 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 21 2. Asset Management Funds a. Wells Capital Management 22 b. CalTRUST 40 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 44 4. Miscellaneous a. Statements 45 EXECUTIVE SUMMARY • The Treasurer's investment portfolio is in compliance with Government Code 53600 et. seq.. • The Treasurer's investment portfolio is in compliance with the Treasurer's current investment policy. • The Treasurer’s investment portfolio has no securities lending, reverse repurchase agreements or derivatives. • As of 09/30/13, the fair value of the Treasurer’s investment portfolio was 99.91% of the cost. More than 80 percent of the portfolio or over $1.38 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. • Treasurer’s Investment Portfolio Characteristics Par $1,727,383,941.39 Cost $1,733,518,477.65 Market Value $1,731,879,007.65 Weighted Yield to Maturity 0.41% Weighted Average Days to Maturity 206 days Weighted Duration 0.56 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)$34,497,000.00 $36,627,644.48 $35,967,835.12 2.11% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 51,666,000.00 52,107,100.08 52,071,609.90 3.01% Federal National Mortgage Association 80,352,000.00 81,822,215.62 80,931,351.89 4.72% Federal Farm Credit Banks 35,446,000.00 35,535,309.03 35,507,134.67 2.05% Federal Home Loan Mortgage Corporation 103,242,000.00 104,832,469.07 104,246,907.06 6.05% Municipal Bonds 5,555,000.00 5,838,853.92 1 5,829,696.49 1 0.34% Subtotal 276,261,000.00 280,135,947.72 278,586,700.01 16.16% 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 464,467,000.00 464,055,160.14 464,312,875.59 26.77% Negotiable Certificates of Deposit 335,687,000.00 335,688,188.49 335,763,792.10 19.36% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 92,835,000.00 92,992,861.06 93,175,630.30 5.36% 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 893,557,518.32 893,304,728.01 893,820,816.31 51.53% TOTAL (Section A.)1,204,315,518.32 1,210,068,320.21 1,208,375,351.44 69.80% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 201,737,743.07 201,737,743.07 201,852,192.93 2 11.64% 2. Other a. EBRCS Bond 2,455,113.76 2,455,113.76 2,455,113.76 0.14% b. Miscellaneous (BNY, CCFCU)104,808.26 104,808.26 104,808.26 0.01% c. Wells Capital Management 44,023,681.77 44,405,416.14 44,344,465.05 2.56% d. CalTRUST (Short-Term Fund)67,767,077.03 67,767,077.03 67,767,077.03 3.91% Subtotal 114,350,680.82 114,732,415.19 114,671,464.10 6.62% TOTAL (Section B.)316,088,423.89 316,470,158.26 316,523,657.03 18.26% C. Cash 206,979,999.18 206,979,999.18 206,979,999.18 11.94% 3GRAND TOTAL (FOR A , B, & C)$1,727,383,941.39 $1,733,518,477.65 $1,731,879,007.65 100.00% 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 September 30, 2013 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF SEPTEMBER 30, 2013 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF SEPTEMBER 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 80% of the portfolio will mature in less than a year with a weighted average maturity of 206 days. U.S. Treasuries 2.11% U.S.Agencies- Federal, State and Local 16.16% Money Market 51.53% Outside Contractors-LAIF 11.64% Outside Contractors-Other 6.62% Cash 11.94% PORTFOLIO BREAKDOWN BY INVESTMENT 80.15% 9.44%7.07% 1.91% 1.42% $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 yr & less 1 to 2 yrs 2 to 3 yrs 3 to 4 yrs 4+ yrs MATURITY DISTRIBUTION AAA 0.45%AA+ 20.33% AA 16.28% AA‐ 1.91% A+ 1.08%A 0.97%A‐ 0.04% A‐1+ 2.08% A‐1 44.61% NR 12.26% PORTFOLIO CREDIT QUALITY 0.412% 0.451% 0.270%0.280% 0.410% 0.350% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45% 0.50% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐70%; LAIF‐12%; Wells Cap‐2%; CalTRUST‐4% and Cash‐12% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% Dec‐10 Mar‐11 Jun‐11 Sep‐11 Dec‐11 Mar‐12 Jun‐12 Sep‐12 Dec‐12 Mar‐13 Jun‐13 Sep‐13 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 29.43% School Dist. 47.70% Community College Dist. 15.96% Voluntary Participants 6.91% POOL BALANCE BY PARTICIPANTS Note: More than 46% of the School Dist. funds from 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: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 2.98%(M) 2.7217 34,497,000.00 35,967,835.12 252,978.65 26,617.05 .4309 36,627,644.48 104.2636610000 -686,367.92 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 3.48%(M) 1.5643 41,665,000.00 42,071,549.20 154,213.61 153,430.40 1.2666 42,111,337.71 100.9757570000 -189,386.01 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 6.46%(M) 1.3394 77,449,000.00 78,029,542.12 280,265.98 28,204.18 .8271 78,923,200.79 100.7495800000 -896,018.85 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 2.94%(M) .9209 35,446,000.00 35,507,134.67 59,123.68 57,077.51 .8568 35,535,309.03 100.1724730000 -84,381.89 SUBTOTAL (Inv Type) 29 FHLMC NOTES 8.63%(M) 1.4355 103,242,000.00 104,246,907.06 267,899.92 250,809.81 .9245 104,832,469.07 100.9733510000 -834,160.62 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .48%(M) 3.0313 5,555,000.00 5,829,696.49 43,899.43 .00 1.1730 5,838,853.92 104.9450310000 SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .24%(M) .1400 2,903,000.00 2,901,809.77 1,230.55 1,564.39 .1402 2,899,014.83 99.95900000000 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .83%(M) .0717 10,001,000.00 10,000,060.70 2,388.97 1,909.36 .0718 9,995,762.37 99.99060800000 SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 2.07%(M) .2300 25,000,000.00 24,990,500.00 4,152.78 6,152.78 .4603 24,984,347.22 99.96200000000 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 36.36%(M) .2424 439,467,000.00 439,322,375.59 219,123.96 46,231.00 .2427 439,070,812.92 99.96709100000 -13,792.29 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 27.19%(M) .2338 328,537,000.00 328,615,735.42 142,766.86 78,074.70 .2324 328,538,531.14 100.0239650000 -703.75 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .82%(M) .4709 10,000,000.00 9,966,400.00 11,118.51 13,950.00 .6624 9,952,450.00 99.66400000000 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 6.89%(M) 1.1566 82,835,000.00 83,209,230.30 247,087.89 268,276.01 1.0619 83,040,411.06 100.4517780000 -89,770.03 SUBTOTAL (Inv Type) 76 YCD / NCD DAILY FLOATER .20%(M) .5096 2,450,000.00 2,450,000.00 866.97 .00 .5096 2,450,000.00 100.0000000000 SUBTOTAL (Inv Type) 77 NEG CERT OF DEP M FLTR .20%(M) .3393 2,450,000.00 2,448,399.33 300.15 .00 .3393 2,450,000.00 99.93466700000 -1,600.67 Page 4 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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) 80 YCD / NCD QTR FLTR .19%(M) .4509 2,250,000.00 2,249,657.35 2,395.41 .00 .4631 2,249,657.35 99.98477100000 SUBTOTAL (Inv Type) 99 MONEY MARKET ACCOUNTS .05%(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 3,200.00 107.15 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .6331 1204315518.32 1208375351.44 1,689,920.47 932,297.19 .4645 1210068320.21 100.3371070000 -2,796,182.03 ======= =============== =============== =============== =============== 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: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 527,000.00 541,576.82 2,497.16 15,050.30 07/14/10 06/30/15 37 000 1.8940 526,526.52 102.7660000000 SUNGARD 80191 AUHSD GOVT TREASURY NOTE 912828RL6 14 5007 .5000 40,000.00 40,153.20 92.35 25.20 01/03/12 10/15/14 49 000 .3842 40,128.00 100.3830000000 SUNGARD 80299 CCCSIG GOV TREASURY NOTE 912828MH0 14 6911 2.2500 1,660,000.00 1,705,517.20 6,292.66 01/26/12 01/31/15 37 000 .4003 1,751,883.59 102.7420000000 SUNGARD -46,366.39 80304 CCCSIG GOV US TREASURY NOTES 912828MH0 14 6911 2.2500 2,455,000.00 2,522,316.10 9,306.32 01/27/12 01/31/15 37 000 .3103 2,597,600.98 102.7420000000 SUNGARD -75,284.88 80374 CCCCD GOV US TREASURY NOTES 912828KZ2 14 7903 3.2500 450,000.00 483,048.00 3,695.99 02/23/12 06/30/16 37 000 .7465 498,146.48 107.3440000000 SUNGARD -15,098.48 80432 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 380,000.00 391,609.00 772.86 03/14/12 02/28/15 37 000 .5122 392,874.42 103.0550000000 SUNGARD -1,265.42 80433 CCCSIG GOV US TREASURY NOTES 912828MR8 14 6911 2.3750 2,530,000.00 2,607,291.50 5,145.61 03/14/12 02/28/15 37 000 .5122 2,663,751.66 103.0550000000 SUNGARD -56,460.16 80457 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 395,000.00 407,067.25 803.36 03/29/12 02/28/15 37 000 .5160 416,262.11 103.0550000000 SUNGARD -9,194.86 80676 CCCSIG GOV US TREASURY NOT 912828MH0 14 6911 2.2500 4,255,000.00 4,371,672.10 16,129.69 06/29/12 01/31/15 37 000 .3779 4,459,938.09 102.7420000000 SUNGARD -88,265.99 80677 CCCCD GOV US TREASURY NOTES 912828MH0 14 7903 2.2500 250,000.00 256,855.00 947.69 554.46 06/29/12 01/31/15 37 000 .3779 256,300.54 102.7420000000 SUNGARD 80684 CCCCD GOV US TREASURY NOTES 912828LU2 14 7903 3.1250 205,000.00 220,182.30 2,680.87 07/06/12 10/31/16 37 000 .5897 223,508.09 107.4060000000 SUNGARD -3,325.79 80730 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 2,850,000.00 3,028,467.00 44,405.40 07/31/12 05/15/15 37 000 .3280 3,150,363.28 106.2620000000 SUNGARD -121,896.28 80814 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 1,800,000.00 1,912,716.00 28,045.52 09/10/12 05/15/15 37 000 .3236 1,982,390.63 106.2620000000 SUNGARD -69,674.63 80903 CCCSIG US TREAS NTS 912828MZ0 14 6911 2.5000 360,000.00 372,812.40 3,766.30 10/09/12 04/30/15 37 000 .2941 375,833.05 103.5590000000 SUNGARD -3,020.65 80948 CCCSIG GOV US TREAS NTS 912828NF3 14 6911 2.1250 3,400,000.00 3,505,060.00 24,280.74 11/06/12 05/31/15 37 000 .3463 3,554,328.13 103.0900000000 SUNGARD -49,268.13 80949 CCCCD GOV US TREAS NTS 912828TG5 14 7903 .5000 225,000.00 220,763.25 189.54 11/06/12 07/31/17 37 000 .6915 223,144.53 98.11700000000 SUNGARD -2,381.28 81033 CCCSIG GOV US TREASURY NOTES 912828EN6 14 6911 4.5000 2,540,000.00 2,762,046.80 43,173.10 11/30/12 11/15/15 37 000 .3490 2,824,220.39 108.7420000000 SUNGARD -62,173.59 81318 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 2,400,000.00 2,492,808.00 20,086.96 03/28/13 04/30/16 22 000 .3815 2,517,771.26 103.8670000000 SUNGARD -24,963.26 81356 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 400,000.00 415,468.00 3,347.83 04/11/13 04/30/16 37 000 .3417 420,125.00 103.8670000000 SUNGARD -4,657.00 81393 CCCSIG GOV US TREAS NTS 912828DM9 14 6911 4.0000 970,000.00 1,020,352.70 4,955.43 04/29/13 02/15/15 37 000 .2278 1,035,626.56 105.1910000000 SUNGARD -15,273.86 81441 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 700,000.00 751,408.00 5,749.32 05/15/13 06/30/16 37 000 .4000 761,933.59 107.3440000000 SUNGARD -10,525.59 81450 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 2,420,000.00 2,597,724.80 19,876.22 05/28/13 06/30/16 37 000 .4365 2,623,825.62 107.3440000000 SUNGARD -26,100.82 81453 CCCSIG GOV US TREAS NTS 912828QP8 14 6911 1.7500 525,000.00 541,857.75 3,087.60 05/31/13 05/31/16 37 000 .5214 542,040.38 103.2110000000 SUNGARD -182.63 81545 CCCCD GOV US TREASURY NOTES 912828NP1 14 7903 1.7500 615,000.00 631,260.60 1,813.25 08/02/13 07/31/15 37 000 .3379 632,307.32 102.6440000000 SUNGARD -988.23 Page 6 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81590 CCCSIG GOV US TREAS NTS 912828RF9 14 6911 1.0000 2,145,000.00 2,167,801.35 1,836.88 10,987.09 08/30/13 08/31/16 37 000 .8133 2,156,814.26 101.0630000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 2.98%(M) 2.7217 34,497,000.00 35,967,835.12 252,978.65 26,617.05 .4309 36,627,644.48 104.2636610000 -686,367.92 ------- --------------- --------------- --------------- --------------- 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 169,818.00 297.91 521.40 10/28/09 09/12/14 16 000 2.6754 169,296.60 102.9200000000 SUNGARD 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 176,055.40 233.74 5,676.30 04/19/10 03/13/15 17 000 2.7001 170,379.10 103.5620000000 SUNGARD 78542 RM GOV FHLB NOTES 3133XWKV0 14 8169 2.3750 6,960,000.00 7,032,175.20 7,805.83 05/12/10 03/14/14 17 000 2.0650 7,039,135.20 101.0370000000 SUNGARD -6,960.00 78631 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 2,900,000.00 2,947,995.00 21,750.01 06/11/10 06/13/14 17 000 1.9802 2,957,768.00 101.6550000000 SUNGARD -9,773.00 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,142,311.00 22,992.23 145,557.00 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 101.1080000000 SUNGARD 79124 RM GOV FHLB NOTES 3133XVVH1 14 8167 2.0200 1,940,000.00 1,945,335.00 14,042.37 12/10/10 11/22/13 17 000 1.0701 1,993,369.40 100.2750000000 SUNGARD -48,034.40 79131 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 4,885,000.00 4,965,846.75 36,637.50 06/21/10 06/13/14 16 000 1.9189 4,993,202.75 101.6550000000 SUNGARD -27,356.00 80199 AUHSD GOVT FHLB 313373JR4 14 5033 1.3750 50,000.00 50,410.00 234.90 01/03/12 05/28/14 49 000 .5663 50,963.50 100.8200000000 SUNGARD -553.50 80648 RM GOV FHLB NOTES 313373SZ6 14 8167 2.1250 1,895,000.00 1,967,995.40 12,416.20 06/11/12 06/10/16 17 000 .7600 1,996,647.80 103.8520000000 SUNGARD -28,652.40 80662 RM GOV FHLB NOTES 313373SZ6 14 8169 2.1250 2,840,000.00 2,949,396.80 18,607.92 06/20/12 06/10/16 17 000 .7451 2,993,104.40 103.8520000000 SUNGARD -43,707.60 80899 RM GOV FHLB NOTES 313378YX3 14 8168 .3500 295,000.00 295,029.50 476.10 10/05/12 10/15/13 17 000 .2000 295,454.01 100.0100000000 SUNGARD -424.51 80907 WT GOV FHLB NOTES 313380EC7 14 8451 .7500 170,000.00 166,810.80 81.47 10/10/12 09/08/17 17 000 .7901 169,671.90 98.12400000000 SUNGARD -2,861.10 81103 RM GOV FHLB NOTES 313381LL7 14 8171 .1700 3,490,000.00 3,490,663.10 1,697.50 732.90 12/28/12 12/18/13 17 000 .1721 3,489,930.20 100.0190000000 SUNGARD 81231 RM GOV FEDERAL HOME LOAN BANKS 313382BT9 14 8170 .1250 995,000.00 995,169.15 162.38 636.80 02/14/13 02/14/14 17 000 .1721 994,532.35 100.0170000000 SUNGARD 81500 GOV FHLB CALLABLE NOTES 313383EX5 14 8177 .8100 5,000,000.00 4,941,650.00 12,150.00 06/18/13 06/13/17 17 000 1.0024 4,963,062.50 98.83300000000 SUNGARD -20,850.00 81565 CCCSIG GOV FHLB NOTES 313383V81 14 6911 .3750 2,135,000.00 2,134,701.10 4,314.47 08/09/13 08/28/15 37 000 .3769 2,138,072.61 99.98600000000 SUNGARD -213.50 81612 DCD GOV FEDERAL HOME LOAN BANK 313383W56 14 4695 .1700 1,700,000.00 1,700,187.00 313.08 306.00 09/06/13 08/22/14 17 000 .1773 1,699,993.39 100.0110000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 3.48%(M) 1.5643 41,665,000.00 42,071,549.20 154,213.61 153,430.40 1.2666 42,111,337.71 100.9757570000 -189,386.01 ------- --------------- --------------- --------------- --------------- 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,724,421.62 101,582.78 05/16/11 04/15/15 29 000 1.5552 4,980,101.80 107.2270000000 SUNGARD -255,680.18 Page 7 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79869 RM GOV FNMA NOTES 3136FPBB2 14 8167 2.2500 898,000.00 929,340.20 2,020.50 09/09/11 08/25/15 17 000 .8502 946,860.18 103.4900000000 SUNGARD -17,519.98 79870 RM GOV FNMA NOTES 3136FPBB2 14 8169 2.2500 2,692,000.00 2,785,950.80 6,057.00 09/09/11 08/25/15 17 000 .8502 2,838,471.72 103.4900000000 SUNGARD -52,520.92 79947 RM GOV FNMA NOTES 31398A3T7 14 8169 2.0000 3,605,000.00 3,717,944.65 2,002.78 10/13/11 09/21/15 17 000 1.1400 3,724,073.15 103.1330000000 SUNGARD -6,128.50 80020 WT GOV FNMA NOTES 3135G0CM3 14 8451 1.2500 173,000.00 175,510.23 18.02 1,773.25 11/09/11 09/28/16 17 000 1.1600 173,736.98 101.4510000000 SUNGARD 80118 RM GOV FNMA NOTES 31398A4M1 14 8169 1.6250 6,000,000.00 6,146,760.00 41,979.17 12/09/11 10/26/15 29 000 .8931 6,167,100.00 102.4460000000 SUNGARD -20,340.00 80201 AUHSD GOVT FNMA 3135G0AP8 14 5033 1.2500 90,000.00 90,426.60 106.25 01/03/12 02/27/14 49 000 .5904 91,266.30 100.4740000000 SUNGARD -839.70 80281 RM GOV FNMA NOTES 3135G0AL7 14 8169 2.2500 4,035,000.00 4,196,722.80 4,035.00 01/23/12 03/15/16 17 000 1.0002 4,239,211.35 104.0080000000 SUNGARD -42,488.55 80538 CCCCD GOV FNMA BENCHMARK NOTES 3135G0KM4 14 7903 .5000 485,000.00 486,440.45 835.28 2,842.10 04/19/12 05/27/15 37 000 .5941 483,598.35 100.2970000000 SUNGARD 80642 CCCCD GOV FNMA NOTES 3135G0ES8 14 7903 1.3750 295,000.00 299,914.70 1,532.35 06/07/12 11/15/16 37 000 .8541 301,678.80 101.6660000000 SUNGARD -1,764.10 80752 CCCCD GOV FNMA CALLABLE NOTES 3135G0NG4 14 7903 .5000 800,000.00 800,144.00 600.00 224.00 08/07/12 08/07/15 37 000 .5034 799,920.00 100.0180000000 SUNGARD 80753 CCCSIG GOV FNMA CALLABLE NOTES 3135G0NG4 14 6911 .5000 2,270,000.00 2,270,408.60 1,702.50 579.83 08/07/12 08/07/15 37 000 .5034 2,269,828.77 100.0180000000 SUNGARD 80811 CCCCD GOV FNMA NOTES 3135G0MZ3 14 7903 .8750 520,000.00 514,841.60 417.08 09/10/12 08/28/17 37 000 .8239 521,289.60 99.00800000000 SUNGARD -6,448.00 80833 RM GOV FNMA NOTES 3135G0CM3 14 8169 1.2500 4,703,000.00 4,771,240.53 489.90 09/14/12 09/28/16 29 000 .6158 4,821,797.78 101.4510000000 SUNGARD -50,557.25 80941 CCCCD GOV FNMA NOTES 3135G0PQ0 14 7903 .8750 95,000.00 93,638.65 357.90 10/31/12 10/26/17 37 000 .8988 94,910.01 98.56700000000 SUNGARD -1,271.36 81112 CCCSIG GOV FNMA NOTES 3135G0SB0 14 6911 .3750 1,085,000.00 1,082,124.75 1,130.23 11/16/12 12/21/15 37 000 .4509 1,082,879.12 99.73500000000 SUNGARD -754.37 81113 CCCCD GOV FNMA NOTES 3135G0SB0 14 7903 .3750 260,000.00 259,311.00 270.82 11/16/12 12/21/15 37 000 .4509 259,491.77 99.73500000000 SUNGARD -180.77 81224 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 145,000.00 144,644.75 4,830.14 02/15/13 03/30/16 37 000 .5368 144,846.46 99.75500000000 SUNGARD -201.71 81225 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 275,000.00 274,326.25 744.44 02/15/13 03/30/16 37 000 .5368 274,697.51 99.75500000000 SUNGARD -371.26 81230 WT GOV FNMA NOTES 3135GOTG6 14 8451 .8750 165,000.00 164,242.02* 212.55 0.00 02/21/13 02/08/18 17 000 .9700 164,242.02 99.54061818182 BOOK 81237 GOV FNMA CALLABLE NOTES 3135G0UL5 14 8177 .5800 10,000,000.00 9,983,100.00 5,638.89 02/26/13 02/26/16 7 000 .5884 9,997,500.00 99.83100000000 SUNGARD -14,400.00 81361 RM GOV FEDERAL NATL MTG ASSN 3135G0JA2 14 8169 1.1250 3,900,000.00 3,913,455.00 18,768.75 04/15/13 04/27/17 17 000 .6002 3,981,432.00 100.3450000000 SUNGARD -67,977.00 81449 GOV FNMA CALLABLE MULTI-STEP UP 3136G1M63 14 8177 .7500 10,000,000.00 9,765,500.00 26,875.00 05/22/13 05/22/18 29 000 .7500 10,000,000.00 97.65500000000 SUNGARD -234,500.00 81478 AUHSD GOV FNMA NOTES 3135G0WJ8 14 5033 .8750 200,000.00 194,308.00 631.95 06/07/13 05/21/18 17 000 1.1901 197,053.78 97.15400000000 SUNGARD -2,668.00 * MARKET = BOOK LESS PURCHASE INTEREST Page 8 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81484 GOV FNMA CALLABLE MULTI-STEP UP 3136G1MU0 14 8177 .8000 5,000,000.00 4,914,850.00 12,111.11 06/12/13 06/12/18 16 000 .8084 4,997,950.00 98.29700000000 SUNGARD -83,100.00 81485 RM GOV FNMA NOTES 3135G0KM4 14 8167 .5000 2,888,000.00 2,896,577.36 4,973.78 06/14/13 05/27/15 22 000 .3062 2,899,569.65 100.2970000000 SUNGARD -2,310.40 81503 GOV FNMA CALLABLE NOTES 3136G1NU9 14 8177 1.0000 5,000,000.00 4,963,700.00 39,166.67 06/18/13 06/19/17 17 000 1.0121 5,022,361.11 99.27400000000 SUNGARD -33,800.00 81538 WT GOV FNMA NOTES 3135G0WJ8 14 8451 .8750 164,000.00 159,332.56 518.19 07/17/13 05/21/18 17 000 1.4598 159,752.58 97.15400000000 SUNGARD -196.80 81588 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 2,000,000.00 1,995,100.00 27.78 5,900.00 08/30/13 03/30/16 37 000 .7115 1,989,200.00 99.75500000000 SUNGARD 81589 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 300,000.00 299,265.00 4.17 885.00 08/30/13 03/30/16 37 000 .7113 298,380.00 99.75500000000 SUNGARD 81625 GOV FNMA CALLABLE NOTES 3136G1V71 14 8177 1.1250 5,000,000.00 5,016,000.00 625.00 16,000.00 09/27/13 09/27/16 16 000 1.1250 5,000,000.00 100.3200000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 6.46%(M) 1.3394 77,449,000.00 78,029,542.12 280,265.98 28,204.18 .8271 78,923,200.79 100.7495800000 -896,018.85 ------- --------------- --------------- --------------- --------------- 77421 WT GOV FFCB NOTES 31331TWZ0 14 8451 4.3000 155,000.00 157,921.75 351.76 04/15/09 03/12/14 16 000 2.4502 168,181.20 101.8850000000 SUNGARD -10,259.45 80522 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 4,040,000.00 4,091,227.20 353.50 13,574.40 04/13/12 03/28/16 17 000 .8103 4,077,652.80 101.2680000000 SUNGARD 80543 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 3,957,000.00 4,007,174.76 346.25 10,356.46 04/20/12 03/28/16 22 000 .7900 3,996,818.30 101.2680000000 SUNGARD 80718 RM GOV FFCB NOTES 3133EAXG8 14 8167 .6500 2,494,000.00 2,492,603.36 3,557.41 07/23/12 07/12/16 17 000 .6002 2,498,863.30 99.94400000000 SUNGARD -6,259.94 81102 GOV FFCB CALLABLE NOTES 3133EC5B6 14 8177 .6400 10,000,000.00 9,934,000.00 21,688.89 12/28/12 11/29/16 17 000 .6400 10,000,000.00 99.34000000000 SUNGARD -66,000.00 81281 RM GOV FEDERAL FARM CR BK NOTES 3133ECG81 14 8167 .3000 5,000,000.00 5,002,850.00 1,500.00 2,850.00 03/15/13 02/25/15 22 000 .3000 5,000,000.00 100.0570000000 SUNGARD 81321 RM GOV FEDERAL FARM CR BKS 3133EC5Q3 14 8171 .3300 1,995,000.00 1,996,735.65 274.31 04/01/13 03/16/15 17 000 .2803 1,996,935.15 100.0870000000 SUNGARD -199.50 81479 AUHSD GOV FFCB NOTES 3133ECPT5 14 5033 .6500 200,000.00 197,308.00 483.89 06/07/13 05/17/17 17 000 .7901 198,986.22 98.65400000000 SUNGARD -1,606.00 81480 AUHSD GOV FFCB NOTES 3133ECQF4 14 5033 .2500 100,000.00 99,883.00 85.42 06/07/13 05/28/15 17 000 .2805 99,946.25 99.88300000000 SUNGARD -57.00 81530 GOV FFCB CALLABLE NOTES 3133ECTK0 14 8177 2.2000 5,000,000.00 5,019,450.00 27,194.44 19,450.00 07/02/13 07/02/18 16 000 2.2000 5,000,000.00 100.3890000000 SUNGARD 81579 RM GOV FFCB NOTES 3133ECWV2 14 8169 .8750 2,505,000.00 2,507,980.95 3,287.81 10,846.65 08/20/13 12/07/16 11 000 .9720 2,497,925.81 100.1190000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 2.94%(M) .9209 35,446,000.00 35,507,134.67 59,123.68 57,077.51 .8568 35,535,309.03 100.1724730000 -84,381.89 ------- --------------- --------------- --------------- --------------- 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,832,546.55 18,630.56 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 103.8270000000 SUNGARD -163,862.60 Page 9 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,587,076.86 46,634.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 103.8270000000 SUNGARD -447,366.68 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,394,007.20 12,285.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 102.3080000000 SUNGARD -93,395.51 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 174,482.90 173.54 3,835.20 09/14/10 09/10/15 29 000 1.6701 170,647.70 102.6370000000 SUNGARD 79289 RM GOV FHLMC NOTE 3137EACR8 14 8167 1.3750 3,915,000.00 3,935,279.70 5,383.13 35,195.85 02/07/11 02/25/14 29 000 1.5028 3,900,083.85 100.5180000000 SUNGARD 79309 GOV FHLMC NOTES 3134G1C36 14 8177 1.0000 10,000,000.00 10,018,700.00 27,222.22 158,700.00 02/14/11 12/23/13 29 000 1.5021 9,860,000.00 100.1870000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 6,005,958.00 24,086.11 12,992.00 02/18/11 02/09/15 17 000 2.0000 5,992,966.00 103.5510000000 SUNGARD 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 170,062.90 1,472.50 02/25/11 01/19/16 17 000 2.3306 172,267.00 109.7180000000 SUNGARD -2,204.10 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,183,763.06 20,788.81 03/11/11 02/09/15 29 000 1.8391 5,200,783.46 103.5510000000 SUNGARD -17,020.40 79501 MDUSD GOV FHLMC NOTES 3128X23A1 14 7530 4.5000 45,000.00 45,978.75 1,006.89 04/21/11 04/02/14 11 000 1.2700 49,191.30 102.1750000000 SUNGARD -3,212.55 79566 PW GOV FHLMC NOTES 3134G2CL4 14 1388 1.3500 1,610,000.00 1,621,543.70 9,177.00 05/13/11 04/29/14 29 000 1.0576 1,623,685.00 100.7170000000 SUNGARD -2,141.30 80153 GOV FHLMC CALLABLE NOTES 3134G3EN6 14 8177 1.0000 10,000,000.00 10,019,400.00 25,277.78 19,400.00 12/30/11 06/30/15 17 000 1.0000 10,000,000.00 100.1940000000 SUNGARD 80183 AUHSD GOVT FHLMC NOTES 3134G2WG3 14 5007 .7500 500,000.00 502,835.00 93.75 1,385.00 01/03/12 09/22/14 49 000 .6422 501,450.00 100.5670000000 SUNGARD 80184 AUHSD GOVT FHLMC NOTES 3134G2YJ5 14 5007 .5000 190,000.00 190,611.80 31.67 1,335.70 01/03/12 09/19/14 49 000 .6419 189,276.10 100.3220000000 SUNGARD 80192 AUHSD GOVT FHLMC NOTE 3137EACL1 14 5007 .8750 1,570,000.00 1,570,942.00 5,838.44 01/03/12 10/28/13 49 000 .4611 1,581,759.30 100.0600000000 SUNGARD -10,817.30 80196 AUHSD GOVT FHLMC NOTES 3137EACZ0 14 5007 .3750 1,010,000.00 1,010,464.60 1,304.58 2,494.70 01/03/12 11/27/13 49 000 .4814 1,007,969.90 100.0460000000 SUNGARD 80200 AUHSD GOVT FHLMC 3134G2YJ5 14 5033 .5000 110,000.00 110,354.20 18.33 773.30 01/03/12 09/19/14 49 000 .6419 109,580.90 100.3220000000 SUNGARD 80276 RM GOV FHLMC NOTES 3137EADA4 14 8169 .6250 4,473,000.00 4,495,275.54 7,144.40 8,588.16 01/18/12 12/29/14 17 000 .5202 4,486,687.38 100.4980000000 SUNGARD 80411 WT GOV FHLMC NOT 3137EADC0 14 8451 1.0000 170,000.00 170,527.00 108.61 1,514.70 03/12/12 03/08/17 17 000 1.1201 169,012.30 100.3100000000 SUNGARD 80732 CCCSIG GOV FHLMC NOTES 3134G3ZA1 14 6911 .5000 1,860,000.00 1,862,752.80 852.50 595.20 07/31/12 08/28/15 37 000 .4619 1,862,157.60 100.1480000000 SUNGARD 80900 CCCCD GOV FHLMC NOTES 3137EADL0 14 7903 1.0000 295,000.00 292,492.50 16.39 10/05/12 09/29/17 37 000 .7642 298,395.45 99.15000000000 SUNGARD -5,902.95 81152 GOV FEDERAL HOME LN MTG CORP 3134G33X6 14 8177 .5000 10,000,000.00 9,979,000.00 10,555.56 01/15/13 01/15/16 16 000 .5000 10,000,000.00 99.79000000000 SUNGARD -21,000.00 81182 GOV FHLMC CALLABLE NOTES 3134G3K25 14 8177 .5000 10,000,000.00 9,995,700.00 833.33 01/29/13 09/25/15 16 000 .5000 10,000,000.00 99.95700000000 SUNGARD -4,300.00 81241 GOV FHLMC CALLABLE NOTES 3134G36A3 14 8177 .6000 10,000,000.00 9,958,600.00 5,500.00 02/28/13 03/28/16 6 000 .6000 10,000,000.00 99.58600000000 SUNGARD -41,400.00 81293 GOV FHLMC CALLABLE NOTES 3134G36F2 14 8177 .4200 10,000,000.00 9,996,100.00 1,516.67 03/22/13 09/18/15 7 000 .4200 10,000,000.00 99.96100000000 SUNGARD -3,900.00 Page 10 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81335 CCCSIG GOV FHLMC REF 3134A4VC5 14 6911 4.3750 3,955,000.00 4,242,726.25 35,567.53 04/04/13 07/17/15 37 000 .3389 4,260,269.23 107.2750000000 SUNGARD -17,542.98 81396 CCCCD GOV FREDDIE MAC CALL NTS 3134G42V9 14 7903 .3200 355,000.00 354,982.25 479.65 04/30/13 04/29/15 37 000 .3200 355,003.16 99.99500000000 SUNGARD -17.75 81397 CCCSIG GOV FREDDIE MAC CALL NTS 3134G42V9 14 6911 .3200 1,530,000.00 1,529,923.50 2,067.20 04/30/13 04/29/15 37 000 .3200 1,530,013.60 99.99500000000 SUNGARD -76.50 81544 CCCSIG GOV FHLMC NOTES 3137EADQ9 14 6911 .5000 2,000,000.00 1,994,820.00 3,833.33 4,000.00 08/02/13 05/13/16 37 000 .6668 1,993,014.44 99.74100000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 8.63%(M) 1.4355 103,242,000.00 104,246,907.06 267,899.92 250,809.81 .9245 104,832,469.07 100.9733510000 -834,160.62 ------- --------------- --------------- --------------- --------------- 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* 1,028.13 0.00 08/14/12 08/01/17 37 000 1.4020 440,000.00 100.0000000000 BOOK 81277 CCCSIG MUNI UNIV OF CAL TX RV B 91412GPX7 14 6911 .6590 1,240,000.00 1,240,000.00* 12,643.28 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* 925.08 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* 406.00 0.00 03/27/13 02/01/16 37 000 .9292 120,405.60 100.3380000000 BOOK 81319 CCCSIG MUNI CA ST TXBL GO BONDS 13063BN73 14 6911 1.0500 550,000.00 551,859.00* 1,860.83 0.00 03/27/13 02/01/16 37 000 .9292 551,859.00 100.3380000000 BOOK 81508 AUHSD MUNI CHICAGO PREREF CALL 167486JB6 14 5057 5.0000 170,000.00 189,542.34* 2,125.00 0.00 06/27/13 01/01/17 49 000 1.6188 189,542.34 111.4954941176 BOOK 81509 AUHSD MUNI CHICAGO UNREF CALL 167486JC4 14 5057 5.0000 390,000.00 421,318.77* 4,875.00 0.00 06/27/13 01/01/17 49 000 2.5923 421,318.77 108.0304538462 BOOK 81510 AUHSD MUNI WASHINGTON ST SER D 93974B3K6 14 5057 5.0000 600,000.00 696,925.06* 7,500.00 0.00 06/27/13 01/01/18 49 000 1.3012 696,925.06 116.1541766667 BOOK 81511 AUHSD MUNI FORT WORTH TX GEN 349425F78 14 5057 4.0000 460,000.00 470,741.99* 1,533.33 0.00 06/27/13 03/01/14 49 000 .5427 470,741.99 102.3352152174 BOOK 81512 AUHSD MUNI SOUTH BEND IN CMNTY 836496NW5 14 5057 5.0000 505,000.00 547,506.38* 5,330.56 0.00 06/27/13 01/15/16 49 000 1.6170 547,506.38 108.4171049505 BOOK 81513 AUHSD MUNI PENNSYLVANIA ST FIRS 70914PHZ8 14 5057 5.0000 505,000.00 541,394.23* 1,122.22 0.00 06/27/13 03/15/15 49 000 .7655 541,394.23 107.2067782178 BOOK 81514 AUHSD MUNI WICOMICO CNTY MD 967545R89 14 5057 3.5000 390,000.00 427,550.12* 4,550.00 0.00 06/27/13 12/01/18 49 000 1.6386 428,535.95 109.6282358974 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .48%(M) 3.0313 5,555,000.00 5,829,696.49 43,899.43 .00 1.1730 5,838,853.92 104.9450310000 ------- --------------- --------------- --------------- --------------- 81486 RM GOV FNMA DISC NOTES 313589XP3 14 8167 .1400 2,903,000.00 2,901,809.77 1,230.55 1,564.39 06/14/13 06/02/14 22 000 .1402 2,899,014.83 99.95900000000 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST Page 11 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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) 41 FNMA DISCOUNT NOTES .24%(M) .1400 2,903,000.00 2,901,809.77 1,230.55 1,564.39 .1402 2,899,014.83 99.95900000000 ------- --------------- --------------- --------------- --------------- 81081 RM GOV FHLB DISC 313385PW0 14 8168 .1500 371,000.00 370,987.84 449.84 79.04 12/14/12 11/29/13 17 000 .1502 370,458.96 99.99672222222 SUNGARD 81400 RM GOV FHLB DISC 313385VN3 14 8168 .1200 250,000.00 249,959.38 127.50 121.88 05/01/13 04/14/14 17 000 .1201 249,710.00 99.98375000000 SUNGARD 81401 PW GOV FHLB DISC 313385NJ1 14 1388 .0900 1,625,000.00 1,624,979.24 621.56 72.68 05/01/13 10/24/13 17 000 .0900 1,624,285.00 99.99872222222 SUNGARD 81447 RM GOV FHLB DISC 313385WS1 14 8171 .1200 2,502,000.00 2,501,535.05 1,109.22 1,394.87 05/21/13 05/12/14 17 000 .1201 2,499,030.96 99.98141666667 SUNGARD 81543 CLT GOV FHLB DISC 313385ZK5 14 1207 .1400 253,000.00 252,838.08 60.02 121.44 08/01/13 07/16/14 17 000 .1402 252,656.62 99.93600000000 SUNGARD 81617 MTC GOV FHLB DISC 313385QZ2 14 8138 .0300 5,000,000.00 4,999,761.11 20.83 119.45 09/26/13 12/26/13 17 000 .0300 4,999,620.83 99.99522222222 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .83%(M) .0717 10,001,000.00 10,000,060.70 2,388.97 1,909.36 .0718 9,995,762.37 99.99060800000 ------- --------------- --------------- --------------- --------------- 81611 CP SOCIETE GENERALE N AMER 83365RZC2 14 8177 .2300 25,000,000.00 24,990,500.00 4,152.78 6,152.78 09/05/13 12/12/13 7 000 .4603 24,984,347.22 99.96200000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 2.07%(M) .2300 25,000,000.00 24,990,500.00 4,152.78 6,152.78 .4603 24,984,347.22 99.96200000000 ------- --------------- --------------- --------------- --------------- 81255 PW CP UNION BANK OF CALIF DISC 90526MYS0 14 1122 .2800 2,000,000.00 1,999,502.22 3,328.89 373.33 03/01/13 11/26/13 16 000 .2806 1,995,800.00 99.97511111111 SUNGARD 81268 RM CP UNION BANK OF CALIFORNIA 90526MZ34 14 8170 .2800 1,007,000.00 1,006,665.17 1,621.27 158.60 03/08/13 12/03/13 16 000 .2806 1,004,885.30 99.96675000000 SUNGARD 81434 CP SOCIETE GENERALE N AMER 83365RXA8 14 8177 .3700 25,000,000.00 24,999,000.00 37,513.89 1,312.50 05/08/13 10/10/13 7 000 .3706 24,960,173.61 99.99600000000 SUNGARD 81506 CP ABBEY NATL N AMERICA LLC 0027A0XR7 14 8177 .2900 25,000,000.00 24,997,333.33 19,534.73 2,166.66 06/26/13 10/25/13 7 000 .2903 24,975,631.94 99.98933333333 SUNGARD 81507 CP ABBEY NATL N AMERICA LLC 0027A0XW6 14 8177 .2800 30,000,000.00 29,996,133.33 22,400.00 2,900.00 06/27/13 10/30/13 7 000 .2803 29,970,833.33 99.98711111111 SUNGARD 81518 CP BNP PARIBAS 0556N0YC3 14 8177 .2600 20,000,000.00 19,996,266.67 13,722.22 2,333.34 06/28/13 11/12/13 10 000 .2603 19,980,211.11 99.98133333333 SUNGARD 81519 CP ABBEY NATL N AMERICA 0027A0YR6 14 8177 .3100 25,000,000.00 24,993,888.89 20,451.39 5,729.17 06/28/13 11/25/13 17 000 .3104 24,967,708.33 99.97555555556 SUNGARD 81521 CP ABBEY NATIONAL N AMERICA 0027A0YT2 14 8177 .2800 30,000,000.00 29,992,400.00 21,466.69 5,700.01 07/01/13 11/27/13 7 000 .2803 29,965,233.30 99.97466666667 SUNGARD 81522 CP UBS FINANCIAL SERVICES 90262CYS0 14 8177 .2200 25,000,000.00 24,993,777.78 14,055.55 2,333.34 07/01/13 11/26/13 29 000 .2202 24,977,388.89 99.97511111111 SUNGARD Page 12 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81534 CP CREDIT AGRIGOLE NORTH AMERIC 22532AZT8 14 8177 .3500 20,000,000.00 19,990,816.67 15,944.44 7,733.34 07/11/13 12/27/13 7 000 .3506 19,967,138.89 99.95408333333 SUNGARD 81536 CP CREDIT AGRICOLE NORTH AMERIC 22532AZW1 14 8177 .3500 30,000,000.00 29,983,500.00 22,750.00 9,750.00 07/15/13 12/30/13 7 000 .3506 29,951,000.00 99.94500000000 SUNGARD 81541 CCCSIG CP BANK OF TOKYO-MIT UFJ 06538BYT4 14 6911 .2300 1,030,000.00 1,029,739.07 414.58 114.16 07/30/13 11/27/13 37 000 .2302 1,029,210.33 99.97466666667 SUNGARD 81562 PW CP BNP PARIBAS 0556N1A86 14 2401 .2800 4,300,000.00 4,297,398.50 1,806.00 709.50 08/08/13 01/08/14 10 000 .2803 4,294,883.00 99.93950000000 SUNGARD 81563 PW CP BNP PARIBAS 0556N1A86 14 2480 .2800 1,100,000.00 1,099,334.50 462.00 181.50 08/08/13 01/08/14 10 000 .2803 1,098,691.00 99.93950000000 SUNGARD 81564 PW CP BNP PARIBAS 0556N1A86 14 2758 .2800 2,000,000.00 1,998,790.00 840.00 330.00 08/08/13 01/08/14 10 000 .2803 1,997,620.00 99.93950000000 SUNGARD 81566 CP UNION BANK OF CALIFORNIA 90526MZD2 14 8177 .2000 20,000,000.00 19,992,294.44 5,555.56 405.55 08/12/13 12/13/13 16 000 .2001 19,986,333.33 99.96147222222 SUNGARD 81584 CP BANK OF NOVA SCOTIA NY 06416JZD8 14 8177 .1400 25,000,000.00 24,990,368.06 3,791.71 08/23/13 12/13/13 17 000 .1401 24,989,111.00 99.96147222222 SUNGARD -2,534.65 81586 CP SOCIETE GENERALE N AMER 83365RZC2 14 8177 .2700 25,000,000.00 24,990,500.00 6,187.50 4,000.00 08/29/13 12/12/13 7 000 .2702 24,980,312.50 99.96200000000 SUNGARD 81587 PW CP UNION BANK OF CALIFORNIA 90526NBS3 14 2519 .2200 1,800,000.00 1,798,076.00 352.00 08/30/13 02/26/14 16 000 .2202 1,798,020.00 99.89311111111 SUNGARD -296.00 81595 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1115 .2000 5,100,000.00 5,097,101.50 793.33 09/03/13 01/02/14 16 000 .2001 5,096,571.67 99.94316666667 SUNGARD -263.50 81596 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1234 .2000 1,100,000.00 1,099,374.83 171.11 09/03/13 01/02/14 16 000 .2001 1,099,260.56 99.94316666667 SUNGARD -56.84 81597 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1240 .2000 2,200,000.00 2,198,749.67 342.22 09/03/13 01/02/14 16 000 .2001 2,198,521.11 99.94316666667 SUNGARD -113.66 81598 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1242 .2000 3,780,000.00 3,777,851.70 588.00 09/03/13 01/02/14 16 000 .2001 3,777,459.00 99.94316666667 SUNGARD -195.30 81599 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1260 .2000 2,100,000.00 2,098,806.50 326.67 09/03/13 01/02/14 16 000 .2001 2,098,588.33 99.94316666667 SUNGARD -108.50 81600 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1270 .2000 3,000,000.00 2,998,295.00 466.67 09/03/13 01/02/14 16 000 .2001 2,997,983.33 99.94316666667 SUNGARD -155.00 81601 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1282 .2000 4,500,000.00 4,497,442.50 700.00 09/03/13 01/02/14 16 000 .2001 4,496,975.00 99.94316666667 SUNGARD -232.50 81602 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1395 .2000 850,000.00 849,516.92 132.22 09/03/13 01/02/14 16 000 .2001 849,428.61 99.94316666667 SUNGARD -43.91 81603 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 8214 .2000 3,200,000.00 3,198,181.33 497.78 09/03/13 01/02/14 16 000 .2001 3,197,848.89 99.94316666667 SUNGARD -165.34 81614 PW CP UNION BANK OF CALIFORNIA 90526NCB9 14 1121 .2200 400,000.00 399,534.89 46.44 09/12/13 03/11/14 16 000 .2202 399,560.00 99.88372222222 SUNGARD -71.55 81615 CP BNP PARIBAS 0556N0ZD0 14 8177 .1800 25,000,000.00 24,990,368.06 1,750.00 09/17/13 12/13/13 10 000 .1801 24,989,125.00 99.96147222222 SUNGARD -506.94 81616 CP BNP PARIBAS 0556N0ZC2 14 8177 .1700 25,000,000.00 24,990,500.00 708.33 09/25/13 12/12/13 10 000 .1701 24,990,791.67 99.96200000000 SUNGARD -1,000.00 81624 CP TOYOTA MOTOR CREDIT CORP 89233GZD1 14 8177 .1200 25,000,000.00 24,990,368.06 333.33 09/27/13 12/13/13 48 000 .1200 24,993,583.33 99.96147222222 SUNGARD -3,548.60 81626 CP UNION BANK OF CALIFORNIA 90526MZC4 14 8177 .1000 25,000,000.00 24,990,500.00 69.44 09/30/13 12/12/13 16 000 .1000 24,994,930.56 99.96200000000 SUNGARD -4,500.00 Page 13 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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) 71 COMMERCIAL PAPER DISCOU 36.36%(M) .2424 439,467,000.00 439,322,375.59 219,123.96 46,231.00 .2427 439,070,812.92 99.96709100000 -13,792.29 ------- --------------- --------------- --------------- --------------- 81222 PW NCD UNION BANK NA 90527M5U6 14 1105 .3200 500,000.00 500,341.78 1,017.78 341.78 02/14/13 02/14/14 16 000 .3200 500,000.00 100.0683556054 SUNGARD 81261 PW NCD UNION BANK OF CALIFORNIA 90527M6J0 14 1401 .3500 500,000.00 500,468.66 1,015.97 468.66 03/06/13 03/10/14 16 000 .3500 500,000.00 100.0937313668 SUNGARD 81394 CCCSIG YCD RABOBANK NEDERLAND N 21684BEP5 14 6911 .3582 2,000,000.00 2,000,000.00* 3,339.73 0.00 04/29/13 04/29/15 37 000 .3582 2,000,000.00 100.0000000000 BOOK 81481 YCD NORDEA BANK FINLAND NY 65558ELQ9 14 8177 .1800 20,000,000.00 20,000,671.97 11,200.00 06/11/13 10/11/13 17 000 .1700 20,000,677.39 100.0033598522 SUNGARD -5.42 81483 NCD UNION BANK OF CALIFORNIA 905269BW5 14 8177 .2000 15,000,000.00 15,001,353.66 9,250.00 1,353.66 06/12/13 10/25/13 16 000 .2000 15,000,000.00 100.0090243684 SUNGARD 81499 YCD CREDIT AGRICOLE CIB NY 22532UWN0 14 8177 .3400 25,000,000.00 25,007,310.08 24,791.67 7,310.08 06/18/13 11/08/13 22 000 .3400 25,000,000.00 100.0292403341 SUNGARD 81517 YCD CREDIT AGRICOLE CIB NY 22532UXN9 14 8177 .3000 20,000,000.00 20,003,704.45 16,000.00 3,704.45 06/28/13 10/29/13 22 000 .3000 20,000,166.67 100.0185222692 SUNGARD 81523 YCD CREDIT AGRICOLE CIB NY 22532UXU3 14 8177 .3500 25,000,000.00 25,013,800.60 22,361.11 13,800.60 07/01/13 12/10/13 22 000 .3500 25,000,000.00 100.0552023871 SUNGARD 81529 YCD BNP PARIBAS 05572NPG5 14 8177 .3300 20,000,000.00 20,010,396.23 16,683.33 10,396.23 07/02/13 12/11/13 10 000 .3300 20,000,000.00 100.0519811726 SUNGARD 81533 RM NCD UNION BANK 905269CW4 14 8170 .2900 1,020,000.00 1,019,518.35 690.20 07/09/13 07/10/14 16 000 .2900 1,020,000.00 99.95277929494 SUNGARD -481.65 81540 CCCSIG YCD CREDIT SUISSE NEW YO 22549TDF2 14 6911 .5500 1,900,000.00 1,903,015.04 2,177.08 3,015.04 07/18/13 07/14/14 37 000 .5500 1,900,000.00 100.1586862094 SUNGARD 81546 PW NCD UNION BANK 905269DS2 14 2505 .1800 750,000.00 750,080.19 213.75 80.19 08/05/13 11/04/13 16 000 .1800 750,000.00 100.0106918113 SUNGARD 81547 PW NCD UNION BANK 905269DS2 14 2517 .1800 500,000.00 500,053.46 142.50 53.46 08/05/13 11/04/13 16 000 .1800 500,000.00 100.0106918113 SUNGARD 81548 PW NCD UNION BANK 905269DS2 14 2520 .1800 5,000,000.00 5,000,534.59 1,425.00 534.59 08/05/13 11/04/13 16 000 .1800 5,000,000.00 100.0106918113 SUNGARD 81549 PW NCD UNION BANK 905269DS2 14 2552 .1800 1,500,000.00 1,500,160.38 427.50 160.38 08/05/13 11/04/13 16 000 .1800 1,500,000.00 100.0106918113 SUNGARD 81550 PW NCD UNION BANK 905269DS2 14 2554 .1800 1,100,000.00 1,100,117.61 313.50 117.61 08/05/13 11/04/13 16 000 .1800 1,100,000.00 100.0106918113 SUNGARD 81551 PW NCD UNION BANK 905269DS2 14 2558 .1800 775,000.00 775,082.86 220.88 82.86 08/05/13 11/04/13 16 000 .1800 775,000.00 100.0106918113 SUNGARD 81552 PW NCD UNION BANK 905269DS2 14 2566 .1800 3,500,000.00 3,500,374.21 997.50 374.21 08/05/13 11/04/13 16 000 .1800 3,500,000.00 100.0106918113 SUNGARD 81553 PW NCD UNION BANK 905269DS2 14 2571 .1800 750,000.00 750,080.19 213.75 80.19 08/05/13 11/04/13 16 000 .1800 750,000.00 100.0106918113 SUNGARD 81554 PW NCD UNION BANK 905269DS2 14 2572 .1800 450,000.00 450,048.11 128.25 48.11 08/05/13 11/04/13 16 000 .1800 450,000.00 100.0106918113 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST Page 14 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81555 PW NCD UNION BANK 905269DS2 14 2578 .1800 800,000.00 800,085.53 228.00 85.53 08/05/13 11/04/13 16 000 .1800 800,000.00 100.0106918113 SUNGARD 81556 PW NCD UNION BANK 905269DS2 14 2579 .1800 1,150,000.00 1,150,122.96 327.75 122.96 08/05/13 11/04/13 16 000 .1800 1,150,000.00 100.0106918113 SUNGARD 81557 PW NCD UNION BANK 905269DS2 14 2581 .1800 750,000.00 750,080.19 213.75 80.19 08/05/13 11/04/13 16 000 .1800 750,000.00 100.0106918113 SUNGARD 81558 PW NCD UNION BANK 905269DS2 14 2583 .1800 700,000.00 700,074.84 199.50 74.84 08/05/13 11/04/13 16 000 .1800 700,000.00 100.0106918113 SUNGARD 81560 YCD SOCIETE GENERALE NY 83368NMK4 14 8177 .2900 25,000,000.00 25,010,844.25 10,875.00 10,844.25 08/08/13 12/10/13 7 000 .2900 25,000,000.00 100.0433770062 SUNGARD 81568 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2505 .1400 1,000,000.00 1,000,029.16 186.67 29.16 08/14/13 10/15/13 16 000 .1400 1,000,000.00 100.0029160485 SUNGARD 81569 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2520 .1400 8,000,000.00 8,000,233.28 1,493.33 233.28 08/14/13 10/15/13 16 000 .1400 8,000,000.00 100.0029160485 SUNGARD 81570 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2546 .1400 300,000.00 300,008.75 56.00 8.75 08/14/13 10/15/13 16 000 .1400 300,000.00 100.0029160485 SUNGARD 81571 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2552 .1400 1,350,000.00 1,350,039.37 252.00 39.37 08/14/13 10/15/13 16 000 .1400 1,350,000.00 100.0029160485 SUNGARD 81572 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2554 .1400 1,050,000.00 1,050,030.62 196.00 30.62 08/14/13 10/15/13 16 000 .1400 1,050,000.00 100.0029160485 SUNGARD 81573 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2558 .1400 750,000.00 750,021.87 140.00 21.87 08/14/13 10/15/13 16 000 .1400 750,000.00 100.0029160485 SUNGARD 81574 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2566 .1400 3,600,000.00 3,600,104.98 672.00 104.98 08/14/13 10/15/13 16 000 .1400 3,600,000.00 100.0029160485 SUNGARD 81575 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2571 .1400 900,000.00 900,026.24 168.00 26.24 08/14/13 10/15/13 16 000 .1400 900,000.00 100.0029160485 SUNGARD 81576 PW NCD UNION BANK OF CALIFORNIA 905269DY9 14 2579 .1400 900,000.00 900,026.24 168.00 26.24 08/14/13 10/15/13 16 000 .1400 900,000.00 100.0029160485 SUNGARD 81578 PW NCD UNION BANK NA 905269DX1 14 1401 .3000 500,000.00 499,783.32 225.00 08/08/13 08/08/14 16 000 .3000 500,000.00 99.95666414653 SUNGARD -216.68 81585 YCD NORDEA BANK FINLAND NY 65558EQT8 14 8177 .1600 25,000,000.00 25,004,623.78 4,000.00 4,623.78 08/26/13 12/13/13 7 000 .1600 25,000,000.00 100.0184951005 SUNGARD 81592 HR NCD UNION BANK OF CALIFORNIA 905269EY8 14 8166 .1400 2,844,000.00 2,844,193.52 309.68 193.52 09/03/13 11/04/13 16 000 .1400 2,844,000.00 100.0068043779 SUNGARD 81593 HR NCD UNION BANK OF CALIFORNIA 905269EY8 14 8172 .1400 3,978,000.00 3,978,270.68 433.16 270.68 09/03/13 11/04/13 16 000 .1400 3,978,000.00 100.0068043779 SUNGARD 81594 HR NCD UNION BANK OF CALIFORNIA 905269EY8 14 8165 .1400 3,290,000.00 3,290,223.86 358.24 223.86 09/03/13 11/04/13 16 000 .1400 3,290,000.00 100.0068043779 SUNGARD 81604 YCD SOCIETE GENERALE NY 83368NNT4 14 8177 .2300 25,000,000.00 25,008,109.37 4,312.50 7,422.29 09/04/13 12/12/13 7 000 .2200 25,000,687.08 100.0324374823 SUNGARD 81605 PW YCD UBS AG STAMFORD CT 90267RTS8 14 8215 .1850 5,200,000.00 5,200,636.49 721.50 636.49 09/04/13 01/06/14 29 000 .1850 5,200,000.00 100.0122402430 SUNGARD 81606 PW YCD UBS AG STAMFORD CT 90267RTS8 14 8216 .1850 4,000,000.00 4,000,489.61 555.00 489.61 09/04/13 01/06/14 29 000 .1850 4,000,000.00 100.0122402430 SUNGARD 81607 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1392 .1850 19,000,000.00 19,002,325.65 2,636.25 2,325.65 09/04/13 01/06/14 29 000 .1850 19,000,000.00 100.0122402430 SUNGARD 81608 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1114 .1850 6,000,000.00 6,000,734.41 832.50 734.41 09/04/13 01/06/14 29 000 .1850 6,000,000.00 100.0122402430 SUNGARD Page 15 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81609 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1290 .1850 400,000.00 400,048.96 55.50 48.96 09/04/13 01/06/14 29 000 .1850 400,000.00 100.0122402430 SUNGARD 81610 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1399 .1850 430,000.00 430,052.63 59.66 52.63 09/04/13 01/06/14 29 000 .1850 430,000.00 100.0122402430 SUNGARD 81613 PW NCD UNION BANK OF CALIFORNIA 905269FF8 14 1401 .1000 1,640,000.00 1,640,009.57 113.89 9.57 09/06/13 10/07/13 16 000 .1000 1,640,000.00 100.0005832347 SUNGARD 81618 SO YCD BNP PARIBAS 05572NQK5 14 1056 .1400 2,000,000.00 2,000,108.88 31.11 108.88 09/27/13 10/28/13 10 000 .1400 2,000,000.00 100.0054440845 SUNGARD 81619 SO YCD BNP PARIBAS 05572NQK5 14 1147 .1400 1,100,000.00 1,100,059.88 17.11 59.88 09/27/13 10/28/13 10 000 .1400 1,100,000.00 100.0054440845 SUNGARD 81620 SO YCD BNP PARIBAS 05572NQK5 14 1334 .1400 1,250,000.00 1,250,068.05 19.44 68.05 09/27/13 10/28/13 10 000 .1400 1,250,000.00 100.0054440845 SUNGARD 81621 SO YCD BNP PARIBAS 05572NQK5 14 1360 .1400 3,090,000.00 3,090,168.22 48.07 168.22 09/27/13 10/28/13 10 000 .1400 3,090,000.00 100.0054440845 SUNGARD 81622 SO YCD BNP PARIBAS 05572NQK5 14 2629 .1400 6,200,000.00 6,200,337.53 96.44 337.53 09/27/13 10/28/13 10 000 .1400 6,200,000.00 100.0054440845 SUNGARD 81623 SO YCD BNP PARIBAS 05572NQK5 14 2656 .1400 1,120,000.00 1,120,060.97 17.42 60.97 09/27/13 10/28/13 10 000 .1400 1,120,000.00 100.0054440845 SUNGARD 81627 YCD ABBEY NATIONAL 00279HM52 14 8177 .2000 25,000,000.00 25,006,589.34 138.89 6,589.34 09/30/13 12/12/13 22 000 .2000 25,000,000.00 100.0263573698 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 27.19%(M) .2338 328,537,000.00 328,615,735.42 142,766.86 78,074.70 .2324 328,538,531.14 100.0239650000 -703.75 ------- --------------- --------------- --------------- --------------- 81269 CORP GENERAL ELEC CAP CORP FLTR 36962GU51 14 8177 .4709 10,000,000.00 9,966,400.00 11,118.51 13,950.00 03/08/13 01/08/16 16 000 .6624 9,952,450.00 99.66400000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .82%(M) .4709 10,000,000.00 9,966,400.00 11,118.51 13,950.00 .6624 9,952,450.00 99.66400000000 ------- --------------- --------------- --------------- --------------- 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 600,000.00 619,200.00 2,613.33 19,788.00 07/27/10 07/27/15 37 000 2.4710 599,412.00 103.2000000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 750,000.00 769,987.50 6,656.25 20,394.91 11/09/10 11/09/15 37 000 2.2660 749,592.59 102.6650000000 SUNGARD 79043 CCCCD CORP PROCTOR & GAMBLE CAL 742718DS5 14 7903 1.8000 200,000.00 205,148.00 1,360.00 6,784.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 102.5740000000 SUNGARD 79220 CORP BERKSHIRE HATHAWAY CALL 084664BR1 14 8177 1.5000 10,000,000.00 10,029,800.00 33,750.00 30,100.00 01/11/11 01/10/14 16 000 1.5010 9,999,700.00 100.2980000000 SUNGARD 79582 CORP IBM CORPORATION 459200GW5 14 8177 1.2500 10,000,000.00 10,059,200.00 48,263.89 40,300.00 05/20/11 05/12/14 16 000 1.1852 10,018,900.00 100.5920000000 SUNGARD 79804 CCCSIG CORP PROCTOR & GMBLE CAL 742718DU0 14 6911 .7000 500,000.00 501,670.00 447.22 3,725.00 08/15/11 08/15/14 37 000 .8390 497,945.00 100.3340000000 SUNGARD 80066 CORP BANK OF NEW YORK 06406HBZ1 14 7903 1.7000 455,000.00 461,238.05 2,728.74 6,715.80 11/23/11 11/24/14 37 000 1.7360 454,522.25 101.3710000000 SUNGARD 80182 AUHSD CORP CATERPILL 14912L4Q1 14 5007 1.5500 340,000.00 340,867.00 1,478.53 01/03/12 12/20/13 49 000 .9160 344,185.40 100.2550000000 SUNGARD -3,318.40 Page 16 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 545,000.00 547,893.95 2,079.33 2,828.55 01/03/12 01/24/14 49 000 2.0437 545,065.40 100.5310000000 SUNGARD 80189 AUHSD CORP JOHNSON & JOHNSON 478160AX2 14 5007 1.2000 490,000.00 492,670.50 2,221.33 01/03/12 05/15/14 49 000 .5741 497,198.10 100.5450000000 SUNGARD -4,527.60 80435 CORP TOYOTA MOTOR CREDIT CORP 89233P5Z5 14 8177 1.0000 10,000,000.00 10,080,000.00 12,222.22 29,900.00 03/15/12 02/17/15 16 000 .8261 10,050,100.00 100.8000000000 SUNGARD 80448 CORP WALMART STORES INC 931142CX9 14 8177 1.5000 5,000,000.00 5,091,550.00 32,500.00 03/23/12 10/25/15 29 000 .9370 5,099,100.00 101.8310000000 SUNGARD -7,550.00 80450 CORP ROYAL BANK OF 78008T2C7 14 8177 1.1500 10,000,000.00 10,085,500.00 5,749.95 88,700.00 03/26/12 03/13/15 16 000 1.1610 9,996,800.00 100.8550000000 SUNGARD 80653 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 135,000.00 134,491.05 194.06 06/14/12 02/15/17 37 000 1.1660 134,748.90 99.62300000000 SUNGARD -257.85 80654 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 240,000.00 239,095.20 345.00 06/14/12 02/15/17 37 000 1.2040 239,140.80 99.62300000000 SUNGARD -45.60 80678 CCCCD CORP 3M COMPANY GLO 88579YAE1 14 7903 1.0000 315,000.00 309,648.15 831.25 06/29/12 06/26/17 37 000 1.0621 314,051.85 98.30100000000 SUNGARD -4,403.70 80809 CCCCD CORP JOHN DEERE CAP NTS 24422ERV3 14 7903 .7000 120,000.00 120,103.20 63.00 184.80 09/07/12 09/04/15 37 000 .7230 119,918.40 100.0860000000 SUNGARD 81054 CCCCD CORP CHEVRON CORP NEW 166764AA8 14 7903 1.1040 105,000.00 103,493.25 373.52 12/05/12 12/05/17 37 000 1.1040 105,000.00 98.56500000000 SUNGARD -1,506.75 81150 CCCCD CORP BERKSHIRE HATHAWAY 084664BS9 14 7903 1.6000 110,000.00 110,929.50 664.89 01/15/13 05/15/17 37 000 1.2609 111,567.50 100.8450000000 SUNGARD -638.00 81162 CCCCD CORP JP MORGAN CHASE & CO 46625HCE8 14 7903 4.7500 200,000.00 210,700.00 791.67 01/24/13 03/01/15 37 000 1.0542 215,330.00 105.3500000000 SUNGARD -4,630.00 81198 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 4,998,450.00 11,527.78 02/04/13 01/08/16 7 000 1.0000 5,000,000.00 99.96900000000 SUNGARD -1,550.00 81217 CCCCD CORP BERKSHIRE HATHAWAY 084670BH0 14 7903 1.5500 245,000.00 242,652.90 548.53 02/11/13 02/09/18 37 000 1.5791 244,659.45 99.04200000000 SUNGARD -2,006.55 81242 CCCSIG CORP PEPSICO INC NOTES 713448CE6 14 6911 .7000 515,000.00 513,485.90 350.54 02/28/13 02/26/16 37 000 .7118 514,819.75 99.70600000000 SUNGARD -1,333.85 81243 CCCCD CORP CATERPLLR FINL SVCS 14912L5N7 14 7903 .7000 100,000.00 99,541.00 68.07 02/28/13 02/26/16 37 000 .7420 99,876.00 99.54100000000 SUNGARD -335.00 81244 CCCCD CORP PEPSICO INC NOTES 713448CE6 14 7903 .7000 100,000.00 99,706.00 68.07 02/28/13 02/26/16 37 000 .7118 99,965.00 99.70600000000 SUNGARD -259.00 81286 CCCSIG CORP GECC GLOBAL NOTES 36962GK86 14 6911 4.7500 390,000.00 406,383.90 823.33 03/19/13 09/15/14 37 000 .6209 408,815.83 104.2010000000 SUNGARD -2,431.93 81412 CCCSIG CORP APPLE INC 037833AH3 14 6911 .4500 730,000.00 724,890.00 1,350.50 05/03/13 05/03/16 37 000 .5109 728,678.70 99.30000000000 SUNGARD -3,788.70 81413 CCCCD CORP APPLE INC 037833AJ9 14 7903 1.0000 175,000.00 168,568.75 719.44 05/03/13 05/03/18 37 000 1.0760 174,354.25 96.32500000000 SUNGARD -5,785.50 81425 CCCSIG CORP IBM GLOBAL NOTES 459200HL8 14 6911 .4500 1,880,000.00 1,864,414.80 3,384.00 05/07/13 05/06/16 37 000 .5450 1,874,698.40 99.17100000000 SUNGARD -10,283.60 81432 CORP JP MORGAN CHASE & CO 46623EJW0 14 8177 .8000 10,000,000.00 9,979,200.00 35,111.11 05/07/13 04/23/15 7 000 .7598 10,010,911.11 99.79200000000 SUNGARD -28,600.00 81444 CCCCD CORP TOYOTA MOTOR CRED 89236TAL9 14 7903 .8000 190,000.00 189,832.80 565.78 05/17/13 05/17/16 37 000 .8139 189,922.10 99.91200000000 SUNGARD -89.30 81445 CCCSIG CORP TOYOTA MOTOR CRED 89236TAL9 14 6911 .8000 810,000.00 809,287.20 2,412.00 05/17/13 05/17/16 37 000 .8139 809,667.90 99.91200000000 SUNGARD -380.70 Page 17 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81472 CCCSIG CORP PFIZER INC 717081DD2 14 6911 .9000 1,800,000.00 1,791,072.00 11,520.00 06/03/13 01/15/17 37 000 .9445 1,803,330.00 99.50400000000 SUNGARD -6,048.00 81501 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 4,998,450.00 11,527.78 2,100.00 06/18/13 01/08/16 7 000 1.0290 4,996,350.00 99.96900000000 SUNGARD 81505 CCCSIG CORP CHEVRON 166764AC4 14 6911 .8890 940,000.00 943,675.40 2,251.64 3,675.40 06/24/13 06/24/16 37 000 .8890 940,000.00 100.3910000000 SUNGARD 81535 CCCSIG CORP GECC FLOATER 36962G7A6 14 6911 .9190 2,700,000.00 2,709,639.00 5,445.08 9,639.00 07/12/13 07/12/16 37 000 .9190 2,700,000.00 100.3570000000 SUNGARD 81542 CCCSIG CORP WELLS FARGO & CO 94974BFL9 14 6911 1.2500 1,170,000.00 1,170,514.80 2,884.38 1,638.00 07/29/13 07/20/16 37 000 1.2830 1,169,242.43 100.0440000000 SUNGARD 81577 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 985,000.00 986,280.50 1,195.68 1,802.55 08/15/13 08/15/16 37 000 .9680 984,477.95 100.1300000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 6.89%(M) 1.1566 82,835,000.00 83,209,230.30 247,087.89 268,276.01 1.0619 83,040,411.06 100.4517780000 -89,770.03 ------- --------------- --------------- --------------- --------------- 81264 CCCSIG YCD BANK OF NOVA SCOTIA 06417FPL8 14 6911 .5096 2,450,000.00 2,450,000.00* 866.97 0.00 03/06/13 03/06/15 37 000 .5096 2,450,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 76 YCD / NCD DAILY FLOATER .20%(M) .5096 2,450,000.00 2,450,000.00 866.97 .00 .5096 2,450,000.00 100.0000000000 ------- --------------- --------------- --------------- --------------- 81391 CCCSIG YCD STNDRD CHTR BK M FLT 85325BVS0 14 6911 .3393 2,450,000.00 2,448,399.33 300.15 03/18/13 03/18/14 37 000 .3393 2,450,000.00 99.93466666667 SUNGARD -1,600.67 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 77 NEG CERT OF DEP M FLTR .20%(M) .3393 2,450,000.00 2,448,399.33 300.15 .00 .3393 2,450,000.00 99.93466700000 -1,600.67 ------- --------------- --------------- --------------- --------------- 81567 CCCSIG YCD QTR FLTR SVENSKA HAN 86958CVF8 14 6911 .4509 2,250,000.00 2,249,657.35* 2,395.41 0.00 04/05/13 10/06/14 37 000 .4631 2,249,657.35 99.98477111111 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 80 YCD / NCD QTR FLTR .19%(M) .4509 2,250,000.00 2,249,657.35 2,395.41 .00 .4631 2,249,657.35 99.98477100000 ------- --------------- --------------- --------------- --------------- 81524 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 537,226.12 537,226.12* .00 0.00 06/27/13 10/01/13 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 10/01/13 49 000 .0000 28,092.20 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 99 MONEY MARKET ACCOUNTS .05%(M) 0.0000 565,318.32 565,318.32 .00 .00 .0000 565,318.32 100.0000000000 ------- --------------- --------------- --------------- --------------- * MARKET = BOOK LESS PURCHASE INTEREST Page 18 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 10/14/13 13:11:10 INVESTMENTS OUTSTANDING AS OF 09/30/13 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79591 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 1.4000 3,200.00 3,200.00 107.15 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 3,200.00 107.15 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .6331 1204315518.32 1208375351.44 1,689,920.47 932,297.19 .4645 1210068320.21 100.3371070000 -2,796,182.03 ======= =============== =============== =============== =============== NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS IN ANY. Page 19 Page 20 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 SEPTEMBER 30, 2013 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 942,874.47 943,409.38 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 23,744,823.09 23,758,294.00 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 7,241,299.14 7,245,407.27 BYRON UNION SCHOOL DISTRICT 75-07-017 412,147.15 412,380.97 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,259.09 191,367.60 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 30,000,000.00 30,017,019.60 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 612,007.48 612,354.68 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,028,366.00 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,274,219.77 1,274,942.66 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,218,220.14 2,219,478.58 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 1,889,344.54 1,890,416.40 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,149.52 72,190.45 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,003,248.02 1,003,817.18 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 17,139,884.03 17,149,607.83 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 2,914,456.07 2,916,109.50 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 903,424.38 903,936.91 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,359,924.71 6,363,532.82 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,280,360.43 7,284,490.72 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,890.11 23,903.66 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,551,680.33 14,559,935.79 MT VIEW SANITARY DISTRICT 70-07-008 7,238,709.42 7,242,816.08 OAKLEY UNION SCHOOL DISTRICT 75-07-009 245,720.03 245,859.43 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,362,227.89 7,366,404.63 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 1,413,873.43 1,414,675.55 RECLAMATION DISTRICT 800 60-07-003 4,570,789.28 4,573,382.38 REDEVELOPMENT AGENCY 65-07-015 6,942.17 6,946.11 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 314,842.25 315,020.87 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 280,946.19 281,105.58 WALNUT CREEK SCHOOL DISTRICT 75-07-003 1,647,933.22 1,648,868.13 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 9,880,546.72 9,886,152.15 TOTAL 201,737,743.07 201,852,192.93 Page 21 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 Date7/1/2013End Date9/30/2013The 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 22 WC-Contra Costa CountyRisk Summary1Perf Summary TotIdxExc GrossOfFees4Perf Summary TotIdxExc NetOfFees5Financials6Income Detail7Balance Sheet Classification9Trading Activity11Transaction Detail13MMF Transaction Detail15Table of ContentsDated: 10/1/20137/1/2013 - 9/30/2013Page 23 SummaryCash4,129,681.77Fixed Income40,214,783.28Duration0.708Convexity---Weighted Avg Life0.821Weighted Avg Maturity0.917Weighted Avg Eff Maturity0.771Yield0.280%Purchase Yield0.354%Avg Credit RatingAA+/Aa1/AA+Security TypeCorporate (29.8%)Agency (24.9%)US Gov (22.6%)MM Fund (9.3%)Asset Backed (7.2%)Muni (6.2%)Currency (0%)MMF Asset Allocation1st Tier CP (22%)Foreign Bank (21%)ABCP (20%)Time Deposits (19%)FRNS (7%)Repo (6%)US Treasury (5%)Issuer ConcentrationGovernment of the United States22.6%MMF - WFA HERITAGE MONEY MARK-I9.3%Federal Home Loan Banks Office of...9.0%Federal Home Loan Mortgage Corpor...7.9%Federal Farm Credit Banks Funding...4.5%Federal National Mortgage Associa...3.5%California, State of3.4%U.S. Bancorp1.8%Other37.9%CountryUnited States (100%)CurrencyUS Dollar (100%)Risk Summary(WC-Contra Costa County)Dated: 10/1/20139/30/20131Page 24 Market SectorsCash (9.3%)Government (22.6%)Agency (24.9%)Municipal (6.2%)Financial (20.5%)Industrial (9.3%)ABS (7.2%)Time to Maturity (Years)Effective MaturityFinal Maturity01230102030PercentDuration051015202530Percent00 02500 025 Credit Ratings0102030405060PercentAAAAAAAAAAAAAAAAAAAAAAAAAAAAaAAAAAAAAAAAAAACredit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA15.5 9.1 13.1 10.6 15.3 2.3 0.0 0.0AA3.4 2.1 0.0 2.8 4.9 0.0 0.0 0.0A8.4 1.5 2.5 0.0 8.7 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 (47.5%)Diversified Fin... (9.8%)Cash (9.3%)Banks (7.4%)US Municipals (6.2%)Insurance (3.4%)Credit Card ABS (3.4%)Automobile ABS (2.9%)Beverages (1.7%)Other (8.4%)Risk Summary(WC-Contra Costa County)Dated: 10/1/20139/30/20132Page 25 Industry SubsectorsSovereign Agency (24.9%)Sovereign (22.6%)Cash (9.3%)Finance-Other S... (3.4%)Education (3.4%)Credit Card Bul... (3.4%)Automobile Sequ... (2.9%)Commer Banks-Ea... (2.2%)Super-Regional ... (1.8%)Other (26%)Risk Summary(WC-Contra Costa County)Dated: 10/1/20139/30/20133Page 26 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 9/1/13-9/30/13 7/1/13-9/30/13 1/1/13-9/30/13 8/1/13-8/31/13 4/1/13-6/30/13 1/1/12-12/31/12 8/31/13-9/30/13 7/1/13-9/30/13 10/1/12-9/30/13Total Return0.063%0.134%0.224%0.008%0.014%0.405%0.063%0.134%0.302%Index Return0.021%0.063%0.154%0.018%0.046%0.171%0.021%0.063%0.210%Excess Return0.042%0.071%0.070% -0.011% -0.032%0.234%0.043%0.071%0.092%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: 10/1/20139/30/20134Page 27 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 9/1/13-9/30/13 7/1/13-9/30/13 1/1/13-9/30/13 8/1/13-8/31/13 4/1/13-6/30/13 1/1/12-12/31/12 8/31/13-9/30/13 7/1/13-9/30/13 10/1/12-9/30/13Total Return0.054%0.109%0.148% -0.000% -0.013%0.291%0.055%0.109%0.201%Index Return0.021%0.063%0.154%0.018%0.046%0.171%0.021%0.063%0.210%Excess Return0.034%0.046% -0.005% -0.019% -0.059%0.120%0.034%0.046% -0.009%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: 10/1/20139/30/20135Page 28 Balance SheetWC-Contra Costa CountyAs of: 6/30/2013 9/30/2013Original Cost 44,456,899.47 44,405,416.14Amortization/Accretion -215,939.69 -158,910.40Realized Impairment Loss 0.00 0.00Amortized Cost44,240,959.78 44,246,505.74Accrued Interest101,051.4580,830.53Ending Book Value44,342,011.22 44,327,336.27Unrealized Gain13,119.4525,107.11Unrealized Loss-19,322.34-7,978.34Net Unrealized Gain/Loss-6,202.8817,128.77Total Market Value44,335,808.34 44,344,465.05Income StatementBegin Date7/1/2013End Date9/30/2013Net Transfers In/Out-39,835.87Amortization/Accretion-61,744.87Interest Income97,525.76Dividend Income0.00Other Income0.00Income Subtotal97,525.76Realized Gain219.67Realized Loss0.00Realized Impairment Loss0.00Net Gain/Loss219.67Expenses-10,839.65Net Income25,160.92Statement of Cash FlowsBegin Date7/1/2013End Date9/30/2013Net Income25,160.92Amortization/Accretion61,744.87Change in MV on CE Securities0.00Change in Accrued36,011.85Net Gain/Loss-219.67Balance Sheet Reclassifications0.00Non Cash Adjustments97,537.04Purchases of Marketable Securities-13,323,313.72Purchased Accrued of Marketable Securities-31,865.27Sales of Marketable Securities2,652,756.00Sold Accrued of Marketable Securities16,074.34Maturities of Marketable Securities5,100,000.00Net Purchases/Sales-5,586,348.65Transfers of Cash & Cash Equivalents-39,835.87Net Change in Cash & Cash Equivalents-5,503,486.56Beginning Cash & Cash Equivalents9,633,168.33Ending Cash & Cash Equivalents4,129,681.77Financials(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/20136Page 29 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 -1,498.24 2,537.500.001,039.26 06/06/201306406HBK40.00 BANK OF NEW YORK MELLON5.125 08/27/2013 08/27/20130.00219.67 -1,981.51 2,313.360.00551.53 02/17/201206406HBN8750,000.00 BANK OF NEW YORK MELLON3.100 01/15/2015 01/15/20150.000.00 -3,467.06 4,197.910.00730.85 07/26/2013084664BG50.00 BERKSHIRE HATHAWAY FIN5.000 08/15/2013 08/15/20130.000.00 -3,647.86 4,430.560.00782.70 09/14/201112572QAD7750,000.00 CME GROUP INC5.750 02/15/2014 02/15/20140.000.00 -9,095.45 10,781.250.001,685.80 06/20/201213063BN65750,000.00 CALIFORNIA ST-TXBL0.850 02/01/2015 02/01/20150.000.000.00354.170.00354.17 09/11/201314912L4Q1700,000.00 CATERPILLAR FINANCIAL SE1.550 12/20/2013 12/20/20130.000.00 -1,735.47 2,712.500.00977.03 03/21/2012161571FY5750,000.00 CHAIT 2013-A4 A40.282 05/15/2017 04/29/20150.000.000.00550.870.00550.87 05/23/201317305ECH6400,000.00 CCCIT 2004-A8 A84.900 12/12/2016 12/10/20140.000.00 -2,574.39 2,885.550.00311.17 08/08/201317305ECH6300,000.00 CCCIT 2004-A8 A84.900 12/12/2016 12/10/20140.000.00-145.64163.330.0017.69 09/27/2013191216AN0570,000.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-508.07 1,068.750.00560.68 05/18/2012191216AN0200,000.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-176.25375.000.00198.75 05/18/201222546QAE7250,000.00 CREDIT SUISSE NEW YORK3.500 03/23/2015 03/23/20150.000.00-767.41996.520.00229.12 08/20/2013235851AK8475,000.00 DANAHER CORP1.300 06/23/2014 06/23/20140.000.00 -1,100.56 1,543.750.00443.19 03/19/2013235851AK8250,000.00 DANAHER CORP1.300 06/23/2014 06/23/20140.000.00-494.83722.220.00227.39 07/11/201324422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.339 01/12/2015 01/12/20150.000.000.00585.120.00585.12 03/11/2013313313JG40.00 FED FARM CRD DISCOUNT NT0.000 07/18/2013 07/18/20130.000.0094.440.000.0094.44 07/25/2012313374Y610.00 FEDERAL HOME LOAN BANK0.500 08/28/2013 08/28/20130.000.00-375.37811.460.00436.09 06/05/2012313376KA20.00 FEDERAL HOME LOAN BANK0.400 07/09/2013 07/09/20130.000.00-5.4688.890.0083.43 12/01/2011313376UF01,000,000.00 FEDERAL HOME LOAN BANK0.375 01/29/2014 01/29/20140.000.00-359.01937.500.00578.49 10/05/2012313379F871,000,000.00 FEDERAL HOME LOAN BANK0.280 11/14/2013 11/14/20130.000.00-65.57700.000.00634.43 08/08/2012313383UB52,000,000.00 FEDERAL HOME LOAN BANK0.200 08/29/2014 02/14/20140.000.0012.40511.110.00523.51 08/15/20133133EA4S41,000,000.00 FEDERAL FARM CREDIT BANK0.250 10/16/2014 10/16/20140.000.00-41.88277.770.00235.90 08/21/20133133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.270 11/05/2014 11/05/20140.000.00-14.15675.000.00660.85 01/24/20133133EACR70.00 FEDERAL FARM CREDIT BANK0.420 11/07/2014 11/07/20140.000.000.00 1,026.670.001,026.67 02/21/20133134G3BF61,000,000.00 FREDDIE MAC0.625 12/23/2013 12/23/20130.000.00-786.48 1,562.500.00776.02 06/06/20123134G3H781,000,000.00 FREDDIE MAC0.350 12/05/2014 12/05/20140.000.00-127.47797.220.00669.75 07/09/20133134G4DE51,500,000.00 FREDDIE MAC0.310 01/09/2015 01/09/20150.000.000.00 1,059.170.001,059.17 07/09/201331398AXJ61,500,000.00 FANNIE MAE2.500 05/15/2014 05/15/20140.000.00 -8,456.72 9,375.000.00918.28 11/30/201236962G4Q40.00 GENERAL ELEC CAP CORP1.875 09/16/2013 09/16/20130.000.00 -1,492.47 2,929.690.001,437.22 05/18/201236962G6Q2750,000.00 GENERAL ELEC CAP CORP0.871 01/08/2016 01/08/20160.000.00-36.70145.150.00108.45 09/23/201340428HPG1700,000.00 HSBC USA INC2.375 02/13/2015 02/13/20150.000.00 -1,319.75 1,893.410.00573.66 08/20/201343814EAB1700,000.00 HAROT 2013-2 A20.370 10/16/2015 06/30/20140.000.008.70647.490.00656.19 04/24/2013459200HD6750,000.00 IBM CORP0.750 05/11/2015 05/11/20150.000.00-465.95 1,406.250.00940.30 06/14/201346623EJH3700,000.00 JPMORGAN CHASE & CO1.004 05/02/2014 05/02/20140.000.00-410.45 1,824.980.001,414.53 07/23/201255292LAB0400,000.00 MTBAT 2013-1A A20.660 02/16/2016 02/15/20150.000.000.1988.000.0088.19 09/19/201359217GAM1610,000.00 MET LIFE GLOB FUNDING I2.000 01/09/2015 01/09/20150.000.00 -2,085.26 3,050.000.00964.74 05/21/2013594918AB0250,000.00 MICROSOFT CORP2.950 06/01/2014 06/01/20140.000.00 -1,660.81 1,843.750.00182.94 01/10/2013637432MP7279,000.00 NATIONAL RURAL UTIL COOP1.000 02/02/2015 02/02/20150.000.00-443.28697.500.00254.22 05/02/2013637432MP7450,000.00 NATIONAL RURAL UTIL COOP1.000 02/02/2015 02/02/20150.000.00-489.97 1,125.000.00635.03 06/18/2013Income Detail(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/20137Page 30 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date64952WBE2500,000.00 NEW YORK LIFE GLOBAL FDG1.300 01/12/2015 01/12/20150.000.00-607.55 1,444.450.00836.90 07/11/201374005PAR5650,000.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00 -2,920.00 3,256.770.00336.77 08/22/201374153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.532 08/19/2015 08/19/20150.000.000.00216.170.00216.17 08/23/2013797355R97750,000.00 SAN DIEGO USD-A-TXBL0.342 07/01/2014 07/01/20140.000.000.00641.250.00641.25 04/30/2013842477TB7475,000.00 STHRN CA PUB PWR-B0.350 07/01/2014 07/01/20140.000.000.00415.620.00415.62 06/06/201388579EAE50.00 3M COMPANY4.375 08/15/2013 08/15/20130.000.00 -3,020.98 3,208.330.00187.35 03/25/201389236VAB6600,000.00 TAOT 2013-B A20.480 02/15/2016 02/15/20150.000.000.83104.000.00104.83 09/18/201391159HGZ7800,000.00 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 -7,546.88 9,402.020.001,855.15 10/31/2012912828SW12,000,000.00 US TREASURY N/B0.250 05/31/2014 05/31/20140.000.00-225.08 1,256.830.001,031.75 02/06/2013912828TA82,000,000.00 US TREASURY N/B0.250 06/30/2014 06/30/20140.000.00-62.94 1,250.000.001,187.06 12/06/2012912828TF72,000,000.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00553.92628.380.001,182.30 02/14/2013912828UP31,000,000.00 US TREASURY N/B0.250 02/28/2015 02/28/20150.000.0017.67288.820.00306.49 08/20/2013913017BW8750,000.00 UNITED TECHNOLOGIES CORP0.530 12/02/2013 12/02/20130.000.00-644.58 1,035.070.00390.49 11/02/201291412GFA8750,000.00 CA UNI-FLTG-TXB-Y-20.582 07/01/2014 01/01/20140.000.000.00 1,126.940.001,126.94 03/16/2012931142CN1150,000.00 WAL-MART STORES INC3.000 02/03/2014 02/03/20140.000.00-970.16 1,125.000.00154.84 11/29/20129499173974,129,635.43 WFA HERITAGE MONEY MARK-I0.010 ------0.000.000.00184.240.00184.24 ---CCYUSD46.34 US Dollar--- -------39,835.870.000.000.00 -10,839.65-10,839.65 ----------------------39,835.87219.67-61,744.8797,525.76-10,839.6525,160.92---Income Detail(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/20138Page 31 Cash Equivalent (3)9.31% 4,129,681.77Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value949917397WFA HERITAGE MONEY MARK-I4,129,635.43 CashAAAm/Aaa/NA 0.010 ------0.000 0.000 4,129,635.43 4,129,635.430.00 1.0000.00 4,129,635.43 4,129,635.43CCYUSDUS Dollar0.64 CashAAA/Aaa/AAA 0.000 ------0.000 0.0000.640.640.00 1.0000.000.640.64CCYUSDNet Receivables/Payables45.70 CashAAA/Aaa/AAA 0.000 ------0.000 0.00045.7045.700.00 1.0000.0045.7045.70------4,129,681.77 ---------------0.000 0.000 4,129,681.77 4,129,681.770.00 ---0.00 4,129,681.77 4,129,681.77Short Term (23)52.30% 23,192,285.94Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value12572QAD7 CME GROUP INC750,000.00 Financial AA-/Aa3/NA 5.750 02/15/2014 02/15/2014 0.878 0.708 809,812.50763,544.32779.93 101.9105,510.42764,324.25769,834.6714912L4Q1 CATERPILLAR FINANCIAL SE700,000.00 FinancialA/A2/A1.550 12/20/2013 12/20/2013 0.558 0.420 712,054.00701,509.11276.59 100.2553,044.03701,785.70704,829.73191216AN0 COCA-COLA CO/THE200,000.00 Industrial AA-/Aa3/A+ 0.750 11/15/2013 11/15/2013 0.398 0.456 201,046.00200,086.21-10.61 100.038566.67200,075.60200,642.27191216AN0 COCA-COLA CO/THE570,000.00 Industrial AA-/Aa3/A+ 0.750 11/15/2013 11/15/2013 0.394 0.456 573,015.30570,248.51-33.05 100.0381,615.00570,215.46571,830.46235851AK8 DANAHER CORP475,000.00 IndustrialA+/A2/NA1.300 06/23/2014 06/23/2014 0.376 0.338 480,514.75478,170.08168.69 100.7031,680.97478,338.78480,019.75235851AK8 DANAHER CORP250,000.00 IndustrialA+/A2/NA1.300 06/23/2014 06/23/2014 0.416 0.338 252,093.97251,599.14158.11 100.703884.72251,757.25252,641.97313376UF0 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.375 01/29/2014 01/29/2014 0.232 0.089 1,001,877.00 1,000,468.27498.73 100.097645.83 1,000,967.00 1,001,612.83313379F87FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.280 11/14/2013 11/14/2013 0.254 0.096 1,000,330.00 1,000,031.36207.64 100.0241,065.56 1,000,239.00 1,001,304.56313383UB5 FEDERAL HOME LOAN BANK2,000,000.00 Agency AA+/Aaa/F1+* 0.200 08/29/2014 02/14/2014 0.205 0.111 1,999,900.00 1,999,912.40781.60 100.035511.11 2,000,694.00 2,001,205.113134G3BF6 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.625 12/23/2013 12/23/2013 0.312 0.127 1,004,830.00 1,000,709.54462.46 100.1171,701.39 1,001,172.00 1,002,873.3931398AXJ6 FANNIE MAE1,500,000.00 Agency AA+/Aaa/AAA 2.500 05/15/2014 05/15/2014 0.263 0.147 1,548,810.00 1,520,774.121,473.88 101.483 14,166.67 1,522,248.00 1,536,414.6746623EJH3 JPMORGAN CHASE & CO700,000.00 FinancialA/A2/A+1.004 05/02/2014 05/02/2014 0.781 0.361 702,891.00700,950.281,731.42 100.383292.95702,681.70702,974.65594918AB0 MICROSOFT CORP250,000.00 Industrial AAA/Aaa/AA+ 2.950 06/01/2014 06/01/2014 0.311 0.403 259,152.50254,386.70-106.70 101.7122,458.33254,280.00256,738.33797355R97 SAN DIEGO USD-A-TXBL750,000.00 Municipal AA-/Aa3/NA 0.342 07/01/2014 07/01/2014 0.342 0.517 750,000.00750,000.00-990.00 99.8681,075.88749,010.00750,085.88842477TB7 STHRN CA PUB PWR-B475,000.00 Municipal AA-/NA/NA 0.350 07/01/2014 07/01/2014 0.350 0.498 475,000.00475,000.00-527.25 99.889535.69474,472.75475,008.4491159HGZ7 US BANCORP800,000.00 Financial A+/A1/AA- 1.125 10/30/2013 09/30/2013 0.818 0.675 803,752.00800,000.00118.40 100.0153,775.00800,118.40803,893.40912828PZ7 US TREASURY N/B3,000,000.00 Government AA+*/Aaa/AAA 1.250 03/15/2014 03/15/2014 0.252 0.078 3,041,015.63 3,013,535.162,754.84 100.5431,657.46 3,016,290.00 3,017,947.46912828SW1 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.250 05/31/2014 05/31/2014 0.205 0.093 2,001,171.88 2,000,592.061,595.94 100.1091,680.33 2,002,188.00 2,003,868.33912828TA8 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.250 06/30/2014 06/30/2014 0.238 0.096 2,000,390.63 2,000,186.082,079.92 100.1131,263.59 2,002,266.00 2,003,529.59912828TF7US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA*0.125 07/31/2014 07/31/2014 0.235 0.088 1,996,796.88 1,998,175.672,292.33 100.023421.20 2,000,468.00 2,000,889.20913017BW8 UNITED TECHNOLOGIES CORP750,000.00 IndustrialA/A2/A0.530 12/02/2013 12/02/2013 0.195 0.209 752,767.50750,434.39-6.89 100.057308.87750,427.50750,736.3891412GFA8 CA UNI-FLTG-TXB-Y-2750,000.00 Municipal AA/Aa1/AA+ 0.582 07/01/2014 01/01/2014 0.591 0.074 750,000.00750,000.00990.00 100.132339.50750,990.00751,329.50931142CN1 WAL-MART STORES INC150,000.00 Industrial AA/Aa2/AA 3.000 02/03/2014 02/03/2014 0.418 0.443 154,545.00151,318.167.24 100.884750.00151,325.40152,075.40------23,070,000.00 ---------------0.334 0.207 23,271,766.54 23,131,631.5714,703.22 ---45,951.16 23,146,334.78 23,192,285.94Long Term (25)38.39% 17,022,497.33Cusip/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 0.757 710,276.00708,370.62-1,605.82 100.966958.61706,764.80707,723.4106406HBN8 BANK OF NEW YORK MELLON750,000.00 Financial A+/Aa3/AA- 3.100 01/15/2015 01/15/2015 0.560 0.405 777,840.00774,372.94-237.94 103.2184,908.33774,135.00779,043.3313063BN65 CALIFORNIA ST-TXBL750,000.00 MunicipalA/A1/A0.850 02/01/2015 02/01/2015 0.850 0.800 750,000.00750,000.00495.00 100.0661,062.50750,495.00751,557.50161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA/Aaa/AAA 0.282 05/15/2017 04/29/2015 0.282 0.352 750,000.00750,000.00-861.00 99.88588.22749,139.00749,227.2217305ECH6 CCCIT 2004-A8 A8400,000.00 Asset Backed AAA/Aaa/AAA 4.900 12/12/2016 12/10/2014 0.529 0.455 423,312.50420,738.11409.09 105.2876,043.33421,147.20427,190.5317305ECH6 CCCIT 2004-A8 A8300,000.00 Asset Backed AAA/Aaa/AAA 4.900 12/12/2016 12/10/2014 0.452 0.455 315,984.38315,838.7421.66 105.2874,532.50315,860.40320,392.90Balance Sheet Classification(WC-Contra Costa County)Dated: 10/1/20139/30/20139Page 32 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value22546QAE7 CREDIT SUISSE NEW YORK250,000.00 FinancialA/A1/A3.500 03/23/2015 03/23/2015 0.814 0.676 260,597.50259,830.09574.91 104.162194.44260,405.00260,599.4424422ESA8 JOHN DEERE CAPITAL CORP660,000.00 FinancialA/A2/NA0.339 01/12/2015 01/12/2015 0.344 0.314 660,000.00660,000.00207.90 100.032503.56660,207.90660,711.463133EA4S4 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.250 10/16/2014 10/16/2014 0.213 0.182 1,000,430.00 1,000,388.12344.88100.0731,145.83 1,000,733.00 1,001,878.833133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.270 11/05/2014 11/05/2014 0.264 0.196 1,000,100.00 1,000,061.54795.46100.0861,095.00 1,000,857.00 1,001,952.003134G3H78 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.350 12/05/2014 12/05/2014 0.294 0.224 1,000,780.00 1,000,652.53913.47 100.1571,127.78 1,001,566.00 1,002,693.783134G4DE5 FREDDIE MAC1,500,000.00 Agency AA+/Aaa/AAA 0.310 01/09/2015 01/09/2015 0.310 0.239 1,500,000.00 1,500,000.001,510.50 100.1011,059.17 1,501,510.50 1,502,569.6736962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+/A1/NR 0.871 01/08/2016 01/08/2016 0.658 0.682 753,840.00753,803.30-597.05 100.4281,542.22753,206.25754,748.4740428HPG1 HSBC USA INC700,000.00 Financial A+/A2/AA- 2.375 02/13/2015 02/13/2015 0.720 0.726 717,031.00715,711.250.95 102.2452,216.67715,712.20717,928.8743814EAB1 HAROT 2013-2 A2700,000.00 Asset Backed NA/Aaa/AAA 0.370 10/16/2015 06/30/2014 0.379 0.494 699,940.85699,956.60-618.10 99.906107.92699,338.50699,446.42459200HD6 IBM CORP750,000.00 Industrial AA-/Aa3/A+ 0.750 05/11/2015 05/11/2015 0.502 0.442 753,525.00752,972.95686.30 100.4882,187.50753,659.25755,846.7555292LAB0 MTBAT 2013-1A A2400,000.00 Asset Backed AAA/Aaa/NA 0.660 02/16/2016 02/15/2015 0.663 0.647 399,991.68399,991.87120.13 100.02888.00400,112.00400,200.0059217GAM1 MET LIFE GLOB FUNDING I610,000.00 Financial AA-/Aa3/NA 2.000 01/09/2015 01/09/2015 0.630 0.773 623,554.20620,539.64-1,061.46 101.5542,778.89619,478.18622,257.07637432MP7 NATIONAL RURAL UTIL COOP279,000.00 FinancialA+/A1/NA1.000 02/02/2015 02/02/2015 0.365 0.485 282,088.53281,356.15-451.69 100.683457.25280,904.45281,361.70637432MP7 NATIONAL RURAL UTIL COOP450,000.00 FinancialA+/A1/NA1.000 02/02/2015 02/02/2015 0.564 0.485 453,163.50452,604.30467.40 100.683737.50453,071.70453,809.2064952WBE2 NEW YORK LIFE GLOBAL FDG500,000.00 Financial AA+/Aaa/AAA 1.300 01/12/2015 01/12/2015 0.754 0.588 504,075.00503,467.451,068.55 100.9071,426.39504,536.00505,962.3974005PAR5 PRAXAIR INC650,000.00 IndustrialA/A2/NA4.625 03/30/2015 03/30/2015 0.511 0.606 692,705.00689,785.00-736.90 106.00783.51689,048.10689,131.6174153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA-/A1/A+ 0.532 08/19/2015 08/19/2015 0.539 0.551 375,000.00375,000.00-133.88 99.964216.17374,866.12375,082.2989236VAB6 TAOT 2013-B A2600,000.00 Asset Backed AAA/Aaa/NA 0.480 02/15/2016 02/15/2015 0.486 0.466 599,967.06599,967.89232.51 100.033104.00600,200.40600,304.40912828UP3 US TREASURY N/B1,000,000.00 Government AA+*/Aaa/AAA 0.250 02/28/2015 02/28/2015 0.265 0.211 999,765.63999,783.30880.70 100.066214.09 1,000,664.00 1,000,878.09------16,824,000.00 ---------------0.465 0.448 17,003,967.83 16,985,192.402,425.56 ---34,879.37 16,987,617.96 17,022,497.33Summary44,344,465.05Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value44,023,681.7744,023,681.770.280.3544,405,416.1444,327,336.2744,246,505.7417,128.7780,830.5344,263,634.5144,344,465.05Balance Sheet Classification(WC-Contra Costa County)Dated: 10/1/20139/30/201310Page 33 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-4,230,383.029,731,333.440.00Marketable Securities Short Term-252,256.47666,543.675,100,000.00 Long Term-13,102,922.522,002,286.670.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-17,585,562.0112,400,163.785,100,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class07/03/2013 07/09/2013 BUY 3134G4DE5 FREDDIE MAC0.310 01/09/2015 BARCLAYSCAPITAL INC.1,500,000.00 1,500,000.00 100.000 1,500,000.00 1,500,000.000.000.00 0.00 -1,500,000.00 LT07/08/2013 07/11/2013 BUY 64952WBE2 NEW YORK LIFE GLOBALFDG1.300 01/12/2015 Unknown 500,000.00 500,000.00 100.815 504,075.00 504,075.00 3,231.940.00 0.00 -507,306.94 LT07/08/2013 07/11/2013 BUY 235851AK8 DANAHER CORP1.300 06/23/2014 Hong KongShanghai BankCorp250,000.00 250,000.00 100.838 252,093.97 252,093.97 162.500.00 0.00 -252,256.47 ST07/08/2013 07/09/2013 BUY 3134G3H78 FREDDIE MAC0.350 12/05/2014 GX CLARKE &CO.1,000,000.00 1,000,000.00 100.078 1,000,780.00 1,000,780.00 330.560.00 0.00 -1,001,110.56 LT07/09/2013 07/09/2013 MTY 313376KA2 FEDERAL HOME LOANBANK0.400 07/09/2013 --- 1,000,000.00 1,000,000.00 100.000 1,000,400.00 1,000,000.000.000.00 0.00 1,000,000.00 ST07/18/2013 07/18/2013 MTY 313313JG4 FED FARM CRDDISCOUNT NT0.000 07/18/2013 --- 1,000,000.00 1,000,000.00 100.000 998,011.11 1,000,000.000.000.00 0.00 1,000,000.00 ST07/23/2013 07/26/2013 SELL 06406HBK4 BANK OF NEW YORKMELLON5.125 08/27/2013 Piper JaffrayInc650,000.00 650,000.00 100.424 694,148.00 652,756.00 13,787.67 219.67 0.00 666,543.67 ST07/23/2013 07/26/2013 BUY 06406HBN8 BANK OF NEW YORKMELLON3.100 01/15/2015 Piper JaffrayInc750,000.00 750,000.00 103.712 777,840.00 777,840.00 710.420.00 0.00 -778,550.42 LT08/02/2013 08/15/2013 BUY 313383UB5 FEDERAL HOME LOANBANK0.200 08/29/2014 GoldmanSachs & Co.(AU)2,000,000.00 2,000,000.00 99.995 1,999,900.00 1,999,900.000.000.00 0.00 -1,999,900.00 LT08/07/2013 08/08/2013 BUY 17305ECH6 CCCIT 2004-A8 A84.900 12/12/2016 CitigroupGlobal Markets(AU)400,000.00 400,000.00 105.828 423,312.50 423,312.50 3,157.780.00 0.00 -426,470.28 LT08/15/2013 08/15/2013 MTY 88579EAE5 3M COMPANY4.375 08/15/2013 ---600,000.00 600,000.00 100.000 609,600.00 600,000.000.000.00 0.00 600,000.00 ST08/15/2013 08/15/2013 MTY 084664BG5 BERKSHIRE HATHAWAYFIN5.000 08/15/2013 ---725,000.00 725,000.00 100.000 781,825.50 725,000.000.000.00 0.00 725,000.00 ST08/15/2013 08/15/2013 SELL 3133EACR7 FEDERAL FARM CREDITBANK0.420 11/07/2014 Unknown 2,000,000.00 2,000,000.00 100.000 2,000,000.00 2,000,000.00 2,286.670.00 0.00 2,002,286.67 LT08/15/2013 08/20/2013 BUY 40428HPG1 HSBC USA INC2.375 02/13/2015 MORGANSTANLEY CO700,000.00 700,000.00 102.433 717,031.00 717,031.00 323.260.00 0.00 -717,354.26 LT08/19/2013 08/20/2013 BUY 912828UP3 US TREASURY N/B0.250 02/28/2015 APX Asset 1,000,000.00 1,000,000.00 99.977 999,765.63 999,765.63 1,175.270.00 0.00 -1,000,940.90 LT08/19/2013 08/20/2013 BUY 22546QAE7 CREDIT SUISSE NEWYORK3.500 03/23/2015 Balentine andCompany250,000.00 250,000.00 104.239 260,597.50 260,597.50 3,572.920.00 0.00 -264,170.42 LT08/19/2013 08/22/2013 BUY 74005PAR5 PRAXAIR INC4.625 03/30/2015 KEYBANCCAPITALMARKETS INC650,000.00 650,000.00 106.570 692,705.00 692,705.00 11,857.990.00 0.00 -704,562.99 LT08/20/2013 08/23/2013 BUY 74153WCA5 PRICOA GLOBALFUNDING 10.532 08/19/2015 Bank ofAmerica375,000.00 375,000.00 100.000 375,000.00 375,000.000.000.00 0.00 -375,000.00 LT08/20/2013 08/21/2013 BUY 3133EA4S4 FEDERAL FARM CREDITBANK0.250 10/16/2014 APX Asset 1,000,000.00 1,000,000.00 100.043 1,000,430.00 1,000,430.00 868.060.00 0.00 -1,001,298.06 LT08/28/2013 08/28/2013 MTY 313374Y61 FEDERAL HOME LOANBANK0.500 08/28/2013 --- 1,025,000.00 1,025,000.00 100.000 1,027,905.88 1,025,000.000.000.00 0.00 1,025,000.00 STTrading Activity(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/201311Page 34 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 Class09/06/2013 09/11/2013 BUY 13063BN65 CALIFORNIA ST-TXBL 0.850 02/01/2015 Merrill Lynch &Co. (AE)750,000.00 750,000.00 100.000 750,000.00 750,000.00 708.330.00 0.00 -750,708.33 LT09/11/2013 09/19/2013 BUY 55292LAB0 MTBAT 2013-1A A20.660 02/16/2016 CS FirstBoston (BR)400,000.00 400,000.00 99.998 399,991.68 399,991.680.000.00 0.00 -399,991.68 LT09/11/2013 09/18/2013 BUY 89236VAB6 TAOT 2013-B A20.480 02/15/2016 J.P. MorganSecurities Inc.(AU)600,000.00 600,000.00 99.995 599,967.06 599,967.060.000.00 0.00 -599,967.06 LT09/16/2013 09/16/2013 MTY 36962G4Q4 GENERAL ELEC CAPCORP1.875 09/16/2013 ---750,000.00 750,000.00 100.000 759,420.00 750,000.000.000.00 0.00 750,000.00 ST09/18/2013 09/23/2013 BUY 36962G6Q2 GENERAL ELEC CAPCORP0.871 01/08/2016 Dain Rauscher 750,000.00 750,000.00 100.512 753,840.00 753,840.00 1,397.070.00 0.00 -755,237.07 LT09/24/2013 09/27/2013 BUY 17305ECH6 CCCIT 2004-A8 A84.900 12/12/2016 BARCLAYSCAPITAL INC.300,000.00 300,000.00 105.328 315,984.38 315,984.38 4,369.170.00 0.00 -320,353.55 LT------ NMMF_BUY 949917397 WFA HERITAGE MONEYMARK-I--- --- Unknown 4,230,383.02 4,230,383.02 1.000 4,230,383.02 4,230,383.020.000.00 0.00 -4,230,383.02 CE------ NMMF_SELL 949917397 WFA HERITAGE MONEYMARK-I--- --- Unknown 9,731,333.44 9,731,333.44 1.000 9,731,333.44 9,731,333.440.000.00 0.00 9,731,333.44 CE--------------- --------- 34,886,716.46------ 35,156,340.67 35,037,786.18 47,939.61219.67 0.00 -85,398.23 ---Trading Activity(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/201312Page 35 SummaryCash Affecting TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD0.620.64Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 949917397WFA HERITAGE MONEY MARK-I------1.000-4,230,383.02------NMMF_SELL--- 949917397WFA HERITAGE MONEY MARK-I------1.0009,731,333.4406/30/201307/01/2013CPN--- 912828TA8US TREASURY N/B0.250 06/30/2014---2,500.0006/30/201307/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------81.8607/01/201307/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.582 07/01/2014---346.5007/03/201307/09/2013BUY1,500,000.00 3134G4DE5FREDDIE MAC0.310 01/09/2015100.000-1,500,000.0007/08/201307/11/2013BUY500,000.00 64952WBE2NEW YORK LIFE GLOBAL FDG1.300 01/12/2015100.815-507,306.9407/08/201307/11/2013BUY250,000.00 235851AK8DANAHER CORP1.300 06/23/2014100.838-252,256.4707/08/201307/09/2013BUY1,000,000.00 3134G3H78FREDDIE MAC0.350 12/05/2014100.078-1,001,110.5607/09/201307/09/2013CPN--- 313376KA2FEDERAL HOME LOAN BANK0.400 07/09/2013---2,000.0007/09/201307/09/2013CPN--- 59217GAM1MET LIFE GLOB FUNDING I2.000 01/09/2015---6,100.0007/09/201307/09/2013MTY1,000,000.00 313376KA2FEDERAL HOME LOAN BANK0.400 07/09/2013100.0001,000,000.0007/12/201307/12/2013CPN--- 64952WBE2NEW YORK LIFE GLOBAL FDG1.300 01/12/2015---3,250.0007/12/201307/12/2013CPN--- 24422ESA8JOHN DEERE CAPITAL CORP0.339 01/12/2015---911.9907/15/201307/15/2013CPN--- 161571FY5CHAIT 2013-A4 A40.282 05/15/2017---170.6307/16/201307/16/2013TRN--- CCYUSDUS Dollar----------13,736.0907/16/201307/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8307/18/201307/18/2013MTY1,000,000.00 313313JG4FED FARM CRD DISCOUNT NT0.000 07/18/2013100.0001,000,000.0007/22/201307/22/2013MEXP--- CCYUSDUS Dollar----------3,571.5107/23/201307/26/2013SELL650,000.00 06406HBK4BANK OF NEW YORK MELLON5.125 08/27/2013100.424666,543.6707/23/201307/26/2013BUY750,000.00 06406HBN8BANK OF NEW YORK MELLON3.100 01/15/2015103.712-778,550.4207/29/201307/29/2013CPN--- 313376UF0FEDERAL HOME LOAN BANK0.375 01/29/2014---1,875.0007/31/201307/31/2013CPN--- 912828TF7US TREASURY N/B0.125 07/31/2014---1,250.0007/31/201308/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------73.2208/01/201308/01/2013CPN--- 931142CN1WAL-MART STORES INC3.000 02/03/2014---2,250.0008/01/201308/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.582 07/01/2014---384.2708/02/201308/02/2013CPN--- 637432MP7NATIONAL RURAL UTIL COOP1.000 02/02/2015---3,645.0008/02/201308/15/2013BUY2,000,000.00 313383UB5FEDERAL HOME LOAN BANK0.200 08/29/201499.995-1,999,900.0008/07/201308/08/2013BUY400,000.00 17305ECH6CCCIT 2004-A8 A84.900 12/12/2016105.828-426,470.2808/15/201308/15/2013CPN--- 12572QAD7CME GROUP INC5.750 02/15/2014---21,562.5008/15/201308/15/2013CPN--- 88579EAE53M COMPANY4.375 08/15/2013---13,125.0008/15/201308/15/2013MTY600,000.00 88579EAE53M COMPANY4.375 08/15/2013100.000600,000.0008/15/201308/15/2013MTY725,000.00 084664BG5BERKSHIRE HATHAWAY FIN5.000 08/15/2013100.000725,000.0008/15/201308/15/2013CPN--- 084664BG5BERKSHIRE HATHAWAY FIN5.000 08/15/2013---18,125.00Transaction Detail(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/201313Page 36 Payable/Receivable TransactionsTrade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount08/15/201308/15/2013SELL2,000,000.00 3133EACR7FEDERAL FARM CREDIT BANK0.420 11/07/2014100.0002,002,286.6708/15/201308/20/2013BUY700,000.00 40428HPG1HSBC USA INC2.375 02/13/2015102.433-717,354.2608/15/201308/15/2013CPN--- 161571FY5CHAIT 2013-A4 A40.282 05/15/2017---187.9608/16/201308/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8308/19/201308/20/2013BUY1,000,000.00 912828UP3US TREASURY N/B0.250 02/28/201599.977-1,000,940.9008/19/201308/20/2013BUY250,000.00 22546QAE7CREDIT SUISSE NEW YORK3.500 03/23/2015104.239-264,170.4208/19/201308/22/2013BUY650,000.00 74005PAR5PRAXAIR INC4.625 03/30/2015106.570-704,562.9908/20/201308/23/2013BUY375,000.00 74153WCA5PRICOA GLOBAL FUNDING 10.532 08/19/2015100.000-375,000.0008/20/201308/21/2013BUY1,000,000.00 3133EA4S4FEDERAL FARM CREDIT BANK0.250 10/16/2014100.043-1,001,298.0608/20/201308/20/2013MEXP--- CCYUSDUS Dollar----------3,579.7008/27/201308/27/2013CPN--- 02666QK69AMERICAN HONDA FINANCE1.450 02/27/2015---5,075.0008/28/201308/28/2013MTY1,025,000.00 313374Y61FEDERAL HOME LOAN BANK0.500 08/28/2013100.0001,025,000.0008/28/201308/28/2013CPN--- 313374Y61FEDERAL HOME LOAN BANK0.500 08/28/2013---2,562.5008/28/201308/28/2013TRN--- CCYUSDUS Dollar----------16,187.3708/31/201309/03/2013CPN--- 912828UP3US TREASURY N/B0.250 02/28/2015---1,250.0008/31/201309/03/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------65.3209/03/201309/03/2013CPN--- 913017BW8UNITED TECHNOLOGIES CORP0.530 12/02/2013---1,043.9109/03/201309/03/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.582 07/01/2014---403.1709/06/201309/11/2013BUY750,000.00 13063BN65CALIFORNIA ST-TXBL0.850 02/01/2015100.000-750,708.3309/11/201309/19/2013BUY400,000.00 55292LAB0MTBAT 2013-1A A20.660 02/16/201699.998-399,991.6809/11/201309/18/2013BUY600,000.00 89236VAB6TAOT 2013-B A20.480 02/15/201699.995-599,967.0609/15/201309/16/2013CPN--- 912828PZ7US TREASURY N/B1.250 03/15/2014---18,750.0009/16/201309/16/2013CPN--- 46623EJH3JPMORGAN CHASE & CO1.004 05/02/2014---1,810.5809/16/201309/16/2013CPN--- 36962G4Q4GENERAL ELEC CAP CORP1.875 09/16/2013---7,031.2509/16/201309/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8309/16/201309/16/2013MTY750,000.00 36962G4Q4GENERAL ELEC CAP CORP1.875 09/16/2013100.000750,000.0009/16/201309/16/2013CPN--- 161571FY5CHAIT 2013-A4 A40.282 05/15/2017---189.3709/18/201309/23/2013BUY750,000.00 36962G6Q2GENERAL ELEC CAP CORP0.871 01/08/2016100.512-755,237.0709/20/201309/20/2013MEXP--- CCYUSDUS Dollar----------3,688.4409/23/201309/23/2013CPN--- 22546QAE7CREDIT SUISSE NEW YORK3.500 03/23/2015---4,375.0009/24/201309/27/2013BUY300,000.00 17305ECH6CCCIT 2004-A8 A84.900 12/12/2016105.328-320,353.5509/26/201309/26/2013TRN--- CCYUSDUS Dollar----------9,912.4109/30/201309/30/2013CPN--- 74005PAR5PRAXAIR INC4.625 03/30/2015---15,031.25------------------ --- --- --- 0.02Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount09/30/201310/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------45.70------------------ --- --- --- 45.70Transaction Detail(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/201314Page 37 Cash Affecting TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance949917397WFA HERITAGE MONEY MARK-I9,630,585.854,129,635.43Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount07/01/2013 07/01/2013 BUY2,928.23 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,928.2307/09/2013 07/09/2013 SELL 1,493,010.56 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,493,010.5607/11/2013 07/11/2013 SELL759,563.41 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 759,563.4107/12/2013 07/12/2013 BUY4,161.87 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-4,161.8707/15/2013 07/15/2013 BUY193.23 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-193.2307/16/2013 07/16/2013 SELL13,736.09 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0013,736.0907/16/2013 07/16/2013 BUY215.83 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-215.8307/17/2013 07/17/2013 SELL22.60 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0022.6007/18/2013 07/18/2013 BUY 1,000,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,000,000.0007/22/2013 07/22/2013 SELL3,571.51 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,571.5107/26/2013 07/26/2013 SELL112,006.75 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 112,006.7507/29/2013 07/29/2013 BUY1,875.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,875.0007/31/2013 07/31/2013 BUY1,250.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,250.0007/31/2013 08/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0073.2208/01/2013 08/01/2013 BUY2,707.72 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,707.7208/02/2013 08/02/2013 BUY3,645.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-3,645.0008/08/2013 08/08/2013 SELL426,470.28 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 426,470.2808/15/2013 08/15/2013 BUY2,286.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,286.6708/15/2013 08/15/2013 BUY 1,378,100.46 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,378,100.4608/16/2013 08/16/2013 BUY215.83 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-215.8308/20/2013 08/20/2013 SELL 1,986,045.28 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,986,045.2808/21/2013 08/21/2013 SELL 1,001,298.06 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,001,298.0608/22/2013 08/22/2013 SELL704,562.99 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 704,562.9908/23/2013 08/23/2013 SELL375,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 375,000.0008/27/2013 08/27/2013 BUY5,075.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-5,075.0008/28/2013 08/28/2013 SELL16,187.37 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0016,187.3708/28/2013 08/28/2013 BUY 1,027,562.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,027,562.5008/31/2013 09/03/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0065.3209/03/2013 09/03/2013 BUY1,512.40 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,512.4009/03/2013 09/03/2013 BUY1,250.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,250.0009/11/2013 09/11/2013 SELL750,708.33 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 750,708.3309/16/2013 09/16/2013 BUY776,186.45 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -776,186.4509/17/2013 09/17/2013 BUY1,810.58 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,810.5809/18/2013 09/18/2013 SELL599,967.06 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 599,967.0609/19/2013 09/19/2013 SELL399,991.68 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 399,991.6809/20/2013 09/20/2013 SELL3,688.44 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,688.44MMF Transaction Detail(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/201315Page 38 Payable/Receivable TransactionsTrade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount09/23/2013 09/23/2013 SELL755,237.07 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 755,237.0709/24/2013 09/24/2013 BUY4,375.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-4,375.0009/26/2013 09/26/2013 SELL9,912.41 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.009,912.4109/27/2013 09/27/2013 SELL320,353.55 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 320,353.5509/30/2013 09/30/2013 BUY15,031.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-15,031.25------ --------------- 0.005,501,088.96Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount09/30/2013 10/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0045.70------ --------------- 0.0045.70MMF Transaction Detail(WC-Contra Costa County)Dated: 10/1/20137/1/2013 - 9/30/201316Page 39 STATEMENT FOR PERIOD September 01, 2013 - September 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 08/31/2013 BALANCE FORWARD 6,760,901.732 10.02 67,744,235.35 10.01064459 67,680,984.32 09/03/2013 INCOME DISTRIBUTION - AUGUST 2,279.608 10.01 22,841.67 10.01064774 0.00 22,841.67 09/30/2013 UNREALIZED GAIN (LOSS) 0.000 0.01 0.00 09/30/2013 ENDING BALANCE 6,763,181.340 10.02 67,703,825.99 67,767,077.03 INCOME DISTRIBUTION PAID - AUGUST 0.00 22,672.48INCOME ACCRUAL - SEPTEMBER 63,251.04CUMULATIVE UNREALIZED GAIN (LOSS) * Please note that this information should not be construed as tax advice and it is recommended that you consult with a tax professional regarding your account. For Inquiries About Your Account, Contact: Nottingham Investment Administration 116 South Franklin Street Rocky Mount, NC 27804 Attention: CalTRUST Shareholder Services Phone: 800.773.3863 Fax: 252-972-1908 Email: caltrustsupport@ncfunds.com CONTRA COSTA COUNTY ATTN: BELINDA ZHU 625 COURT STREET ROOM 102 MARTINEZ CA 94553-1281 Page 1 of 1 Page 40 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS September 30, 2013 CalTrust Short Term LAIF Market Value N/A$577,889,521.62 NAV per Share N/A$10.02 Yield 0.25%0.41% Period Total Return N/A0.10% Period Yield Return 0.02%0.03% Effective Duration N/A0.63 yrs. Average Maturity 0.67 yrs.1.32 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.10%0.02%0.03%One Month 0.21%0.07%0.09%Three Month 0.17%0.13%0.17%Six Month 0.24%0.20%0.25%Calendar Y-T-D 0.32%0.28%0.34%One Year* 0.47%0.33%0.40%Two Year* 0.45%0.36%0.45%Three Year* 0.93%0.67%0.68%Five Year* 2.22%2.15%2.19%Since Inception* *Annualized US Govt Agency 36.4% Corporate 29.7% Muni 14.0% MBS/ABS 11.8% MONEYMKT 4.7% COMPAPER 3.4% Total:100.0% Portfolio Sector Breakdown AA+40.8% AAA 18.4% A+8.6% A-8.4% A 7.7% AA-5.9% AA 4.9% A-1 3.4% SP-1+1.2% BBB+0.3% AA/A-1+0.2% 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 41 CALTRUST will be closed Monday, October 14th in observance of the Columbus Day Holiday. <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 9/30/2013 Go Ticker CUSIP Description S&P Rating 9/30/2013* Mat. Date Years Shares Price Value AE082514 0258M0CZ0 AMER EXPRESS CREDIT CO 5.125% 08/25/14 A- 8/25/2014 0.9 3,930,000.00 104.0993 $4,091,102.49 AE111315 025815AB7 AMERICAN EXPR CENTURION 11/13/15 A- 11/13/2015 2.2 7,000,000.00 100.3216 $7,022,512.00 AH061814 02666QL27 AMERICAN HONDA FINANCE 06/18/2014 A+ 6/18/2014 0.8 2,000,000.00 100.3460 $2,006,920.00 AH091914 02666QJ53 AMERICAN HONDA FINANC 1.85% 9/19/14 A+ 9/19/2014 1.0 1,193,000.00 101.3560 $1,209,177.08 HN052616 02666QM59 AMERICAN HONDA FINAN CE 5/26/2016 0.6463 A+ 5/26/2016 2.7 3,000,000.00 100.2267 $3,006,801.00 AT091514 78387GAP8 AT&T INC 5.1% 09/15/2014 A- 9/15/2014 1.0 5,000,000.00 104.2913 $5,214,565.00 BA051514 06051GDY2 BANK OF AMERICA CORP 5/15/2014 7.375%A-5/15/2014 0.7 3,962,000.00 104.0833 $4,123,780.35 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 A+11/24/2014 1.2 2,783,000.00 101.3712 $2,821,160.50 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 AA-10/1/2014 1.1 2,520,000.00 99.8170 $2,515,388.40 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 1.3 2,605,000.00 105.5508 $2,749,598.34 BR021115 084670AV0 BERKSHIRE HATHAWAY I NC 2/11/2015 3.2%AA 2/11/2015 1.4 4,529,000.00 103.6640 $4,694,942.56 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 A+12/10/2014 1.2 4,775,000.00 103.4888 $4,941,590.20 CI100113 13034ABJ8 CALIFORNIA INFRA- STRUCTURE 10/01/2013 AAA 10/1/2013 0.1 1,000,000.00 100.0000 $1,000,000.00 CS040114 13063A5B6 CALIFORNIA ST TAX- ABLE 5.25% 4/01/2014 A 4/1/2014 0.6 7,495,000.00 102.3380 $7,670,233.10 CA020115 13063BN65 CALIFORNIA ST-TXBL 2/1/2015 0.85%A 2/1/2015 1.4 3,000,000.00 100.0660 $3,001,980.00 CF121514 14912L4Y4 CATERPILLAR FINANCI- AL SE 1.125 12/15/14 A 12/15/2014 1.2 2,773,000.00 100.9220 $2,798,567.06 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 3.8 5,000,000.00 106.2291 $5,311,455.00 Cr112516 17305EFD2 CCCIT 2013-A5 A5 11/25/2016 0.34%AAA 11/25/2016 3.2 5,000,000.00 100.0000 $5,000,000.00 CH051517 161571FY5 CHAIT 2013-A4 A4 5/15/2017 0.2992%AAA 5/15/2017 3.7 10,250,000.00 99.8852 $10,238,233.00 CF100413 15963TX46 CHARIOT FDG LLC 10/04/2013 A-1 10/4/2013 0.1 12,200,000.00 99.9993 $12,199,918.26 C081214 172967EY3 CITIGROUP INC 8/12/2014 6.375%A-8/12/2014 0.9 4,771,000.00 104.8318 $5,001,525.18 CM021514 12572QAD7 CME GROUP INC 5.75% 2/15/2014 AA-2/15/2014 0.4 2,780,000.00 101.9099 $2,833,095.22 CS080114 190335GD5 COAST CMNTY CLG-B-TX B 8/1/2014 0.45%AA-8/1/2014 0.9 1,960,000.00 99.8520 $1,957,099.20 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A-1/9/2015 1.3 9,815,000.00 100.3535 $9,849,696.03 DH062314 235851AK8 DANAHER CORP 6/23/2014 1.3%A+6/23/2014 0.8 1,610,000.00 100.7029 $1,621,316.69 FM012916 3135G0TH6 FANNIE MAE 0.48% 01/29/16 AA+1/29/2016 2.3 5,000,000.00 99.7301 $4,986,505.00 FM022616 3135G0US0 FANNIE MAE 0.55% 02/26/16 AA+2/26/2016 2.4 5,000,000.00 99.8361 $4,991,805.00 FM060515 3135G0SE4 FANNIE MAE 0.42% 06/05/2015 AA+6/5/2015 1.8 10,000,000.00 100.0339 $10,003,390.00 FM073015 3135G0TW3 FANNIE MAE 0.4% 07/30/15 AA+7/30/2015 1.8 13,340,000.00 99.9302 $13,330,688.68 FM080715 3135G0NG4 FANNIE MAE 0.5% 08/07/2015 AA+8/7/2015 1.9 5,000,000.00 100.0184 $5,000,920.00 FM51514 31398AXJ6 FANNIE MAE 2.5% 05/15/14 AA+5/15/2014 0.7 8,000,000.00 101.4832 $8,118,656.00 FM062714 3135G0BJ1 FANNIE MAE 1.125% 6/27/2014 AA+6/27/2014 0.8 20,000,000.00 100.7504 $20,150,080.00 FC112114 3133EC3U6 FEDERAL FARM CREDIT BANK 0.28% 11/21/14 AA+11/21/2014 1.2 5,000,000.00 100.0020 $5,000,100.00 FF031215 3133EAU30 FEDERAL FARM CREDIT BANK 0.32% 3/12/15 AA+3/12/2015 1.5 1,650,000.00 100.0028 $1,650,046.20 FF042314 3133EALW6 FEDERAL FARM CREDIT BANK 0.3% 04/23/14 AA+4/23/2014 0.6 16,000,000.00 100.1095 $16,017,520.00 FL062615 313378KB6 FEDERAL HOME LOAN BANK 0.625% 6/26/15 AA+6/26/2015 1.8 5,000,000.00 100.2789 $5,013,945.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25%AA+1/16/2015 1.3 5,000,000.00 100.0429 $5,002,145.00 FH010915 3134G4DE5 FREDDIE MAC 1/9/2015 0.31%AA+1/9/2015 1.3 10,250,000.00 100.1007 $10,260,321.75 FH120514 3134G3H78 FREDDIE MAC 12/5/2014 0.35%AA+12/5/2014 1.2 3,000,000.00 100.1566 $3,004,698.00 FM021315 3134G3MR8 FREDDIE MAC 0.55% 02/13/15 AA+2/13/2015 1.4 4,970,000.00 100.1666 $4,978,280.02 FM032114 3134G3NS5 FREDDIE MAC 0.3% 03/21/14 AA+3/21/2014 0.5 3,000,000.00 100.1197 $3,003,591.00 FM091415 3134G36M7 FREDDIE MAC 0.5% 09/14/15 AA+9/14/2015 2.0 10,600,000.00 100.0763 $10,608,087.80 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+9/25/2015 2.0 2,910,000.00 99.9301 $2,907,965.91 FM112614 3134G3W71 FREDDIE MAC 0.35% 11/26/14 AA+11/26/2014 1.2 5,000,000.00 100.0299 $5,001,495.00 FM121014 3134G3Y61 FREDDIE MAC 0.375% 12/10/14 AA+12/10/2014 1.2 10,000,000.00 100.0410 $10,004,100.00 FL112713 3137EACZ0 FREDDIE MAC 0.375% 11/27/2013 AA+11/27/2013 0.2 20,000,000.00 100.0459 $20,009,180.00 FM103013 3137EACX5 FREDDIE MAC 0.375% 10/30/2013 AA+10/30/2013 0.1 10,000,000.00 100.0229 $10,002,290.00 FM010914 3134G3JR2 FREDDIE MAC 0.45% 1/9/2014 AA+1/9/2014 0.3 10,000,000.00 100.1007 $10,010,070.00 FM101513 3134G23H3 FREDDIE MAC 0.50% 10/15/2013 AA+10/15/2013 0.1 10,000,000.00 100.0163 $10,001,630.00 FM022514 3137EACR8 FREDDIE MAC 1.375% 2/25/2014 AA+2/25/2014 0.4 2,200,000.00 100.5178 $2,211,391.60 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 1.5 870,618.88 100.3109 $873,325.63 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 4.6 10,400,000.00 99.7575 $10,374,780.00 GC010816 36962GU51 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 2.3 2,500,000.00 99.6636 $2,491,590.00 GE010816 36962G6Q2 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 2.3 2,000,000.00 100.4275 $2,008,550.00 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 2.7 6,000,000.00 99.1772 $5,950,632.00 GS020714 38143USB8 GOLDMAN SACHS GROUP INC 02/07/2014 A-2/7/2014 0.4 2,000,000.00 100.2842 $2,005,684.00 GS112114 38141EB40 GOLDMAN SACHS GROUP INC 11/21/14 A-11/21/2014 1.2 5,605,000.00 100.5723 $5,637,077.42 HA121514 43813XAB0 HONDA AUTO 0.46% 12/15/14 Aaa 12/15/2014 1.2 1,228,897.42 100.0273 $1,229,232.91 HA091513 43813UAB6 HONDA AUTO RECEIV- ABLES 9/15/2013 AAA 8/15/2014 0.9 387,892.76 100.0053 $387,913.31 HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 Aaa 10/17/2015 2.1 5,100,000.00 99.9055 $5,095,180.50 HS040114 40428EJQ3 HSBC BANK USA 4.625% 04/01/14 A 4/1/2014 0.6 9,990,000.00 101.9450 $10,184,305.50 IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661%AA+1/15/2015 1.3 5,065,000.00 99.7720 $5,053,451.80 IN071514 4546246V4 IN BOND BANK-TXBL 7/15/2014 0.522%AA+7/15/2014 0.8 2,665,000.00 99.8530 $2,661,082.45 IR31514 463655GW4 IRVINE RANCH CALIF WTR DIST 2.605%AA+3/15/2014 0.5 5,865,000.00 100.9270 $5,919,368.55 JA093015 46849LSF9 JACKSON NATL LIFE GL OBAL 9/30/2015 0.59 AA 9/30/2015 2.0 5,000,000.00 100.4010 $5,020,050.00 JA100114 469487HV7 JACKSONVILLE-B-TXBL 10/1/2014 0.54%AA-10/1/2014 1.1 960,000.00 99.9010 $959,049.60 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 A 6/13/2016 2.8 6,650,000.00 98.8646 $6,574,495.90 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7%A 1/20/2015 1.3 2,000,000.00 103.5696 $2,071,392.00 JP092215 46623EJB6 JPMORGAN CHASE & CO 09/22/15 A 9/22/2015 2.0 2,000,000.00 101.3645 $2,027,290.00 MG011014 59217GAE9 MET LIFE GLOB FUNDING 2% 1/10/14 AA-1/10/2014 0.3 1,000,000.00 100.4580 $1,004,580.00 ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 AA-1/9/2015 1.3 1,815,000.00 101.5538 $1,843,201.47 ML061014 59217EBW3 MET LIFE GLOB FUND- ING 5.125% 6/10/2014 AA-6/10/2014 0.8 3,995,000.00 103.2033 $4,122,971.84 ML010615 59157BAM4 METLIFE INSTITUTION -AL FD 01/06/2015 AA-1/6/2015 1.3 3,750,000.00 100.3401 $3,762,753.75 MI101514 594615AS5 MICHIGAN ST-TXBL-I-B 10/15/2014 1%A+10/15/2014 1.1 10,250,000.00 100.1320 $10,263,530.00 MS022516 61746BDH6 MORGAN STANLEY 02/25/16 A-2/25/2016 2.4 6,000,000.00 100.8788 $6,052,728.00 Ot021616 55292LAB0 MTBAT 2013-1A A2 2/16/2016 0.66%AAA 2/16/2016 2.4 4,100,000.00 100.0280 $4,101,148.00 Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45%Aaa 9/15/2015 2.0 11,000,000.00 99.9062 $10,989,682.00 NY011215 64952WBE2 NEW YORK LIFE GLOBAL FDG 1.3% 1/12/2015 AA+1/12/2015 1.3 4,875,000.00 100.9072 $4,919,226.00 NY052316 64952WBP7 NEW YORK LIFE GLOBAL FDG 5/23/2016 0.614 AA+5/23/2016 2.7 5,000,000.00 100.2626 $5,013,130.00 NA021615 65475NAD0 NISSAN AUTO LEASE TRUST 0.92% 02/16/15 Aaa 2/16/2015 1.4 3,309,546.73 100.0960 $3,312,723.89 Page 42 * Security ratings are updated monthly at month-end. OC020114 68428LCX0 ORANGE CNTY CA PENSN OBLG 0.68% 2/1/14 A+ 2/1/2014 0.4 2,000,000.00 100.0720 $2,001,440.00 OC050114 68428LCY8 ORANGE CNTY CA PENSN OBLG 0.73% 5/1/14 A+ 5/1/2014 0.7 3,250,000.00 100.1270 $3,254,127.50 PB042916 69349LAL2 PNC BANK NA 04/29/16 A 4/29/2016 2.6 7,000,000.00 99.7984 $6,985,888.00 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 A 1/28/2016 2.3 3,650,000.00 99.9115 $3,646,769.75 PF052716 74256LAF6 PRINCIPAL LFE GLB FN D II 5/27/2016 0.64 A+ 5/27/2016 2.7 2,750,000.00 100.2138 $2,755,879.50 PL070914 74256LAA7 PRINCIPAL LFE II PFG Floating 07/09/14 A+ 7/9/2014 0.8 1,000,000.00 100.4644 $1,004,644.00 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 AA 10/1/2015 2.1 5,600,000.00 99.9609 $5,597,810.40 RI110513 76582JY57 RIDGEFIELD FDG CO LL C IAM COML A-1 11/5/2013 0.2 7,400,000.00 99.9836 $7,398,786.40 SD070114 797355R97 SAN DIEGO CA UNIF SCH 0.342% 7/1/14 AA- 7/1/2014 0.8 15,250,000.00 99.8680 $15,229,870.00 SJ080114 798186YJ5 SAN JOSE CA UNIF SCH DIST 8/1/14 AA 8/1/2014 0.9 2,925,000.00 101.8360 $2,978,703.00 SM090114 799017KN7 SAN MATEO CALIF 0.685% 9/1/14 AA 9/1/2014 1.0 500,000.00 99.9050 $499,525.00 SM080114 802385MC5 SANTA MONICA CCD-B 8/1/2014 0.486% AA 8/1/2014 0.9 4,295,000.00 99.8400 $4,288,128.00 SR090114 802626AQ4 SANTA ROSA-REF-TXBL 9/1/2014 1.663% A+ 9/1/2014 1.0 1,310,000.00 99.8760 $1,308,375.60 SC060115 837151HT9 SC PUB SVC AUT-D-TXB L 6/1/2015 SP-1+ 6/1/2015 1.8 7,000,000.00 100.0250 $7,001,750.00 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 A+ 12/8/2015 2.2 5,700,000.00 99.3613 $5,663,594.10 Au021516 89236VAB6 TAOT 2013-B A2 2/15/2016 0.48% AAA 2/15/2016 2.4 6,300,000.00 100.0334 $6,302,104.20 UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996% A+ 9/26/2016 3.0 2,160,000.00 100.6185 $2,173,359.60 UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528% AA 5/15/2015 1.7 2,855,000.00 99.8260 $2,850,032.30 UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 AA/A-1+ 7/1/2014 0.8 1,000,000.00 100.1320 $1,001,320.00 US103014 90331HKP7 US BANK NA 4.95% 10/30/2014 A+ 10/30/2014 1.1 5,700,000.00 104.8120 $5,974,284.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375% Aaa 8/31/2015 1.9 10,000,000.00 100.1172 $10,011,720.00 US071714 90327QCS6 USAA CAPITAL CORP 3.5% 7/17/2014 AA+7/17/2014 0.8 1,882,000.00 102.3478 $1,926,185.60 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 3.0 1,925,000.00 102.9170 $1,981,152.25 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 2.2 5,595,000.00 100.0427 $5,597,389.07 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 10/1/2013 0.1 27,251,998.24 100.0000 $27,251,998.24 Grand Total $580,744,521.63 Page 43 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending September 30, 2013 FY 2013-2014 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 06/30/13 09/30/13 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 44 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Cash and securities set forth on this Account Statement are held by The Bank of New York Mellon, an affiliate of The Bank of New York Mellon Trust Company, N.A. In addition, The Bank of New York Mellon Trust Company, N.A. may utilize subsidiaries and affiliates to provide services and certain products to the Account. Subsidiaries and affiliates may be compensated for their services and products. The value of securities set forth on this Account Statement are obtained by The Bank of New York Mellon Trust Company, N.A., from its affiliate, The Bank of New York Mellon which determines such values for Global Corporate Trust on the basis of market prices and information obtained by The Bank of New York Mellon from unaffiliated third parties (including independent pricing vendors) ("third party pricing services"). The Bank of New York Mellon has not verified such market values or information and makes no assurances as to the accuracy or correctness of such market values or information or that the market values set forth on this Account Statement reflect the value of the securities that can be realized upon the sale of such securities. In addition, the market values for the securities set forth in this Account Statement may differ from the market prices and information for the same securities used by other business units of The Bank of New York Mellon Trust Company, N.A., The Bank of New York Mellon or their respective subsidiaries or affiliates based upon market prices and information received from other third party pricing services utilized by such other business units. Global Corporate Trust does not compare its market values with those used by, or reconcile different market values used by, other business units of The Bank of New York Mellon Trust Company, N.A., The Bank of New York Mellon or their respective subsidiaries or affiliates. Neither The Bank of New York Mellon Trust Company, N.A. nor The Bank of New York Mellon shall be liable for any loss, damage or expense incurred as a result of or arising from or related to the market values or information provided by third party pricing services or the differences in market prices or information provided by other third party pricing services. 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 09/01/2013 Through 09/30/2013 Statement of Assets Held Statement of Transactions Account 036111 CCC 91-1 PLEASANT HILL BART 98 RESER FD 27,582.960 COUNTY OF CONTRA COSTA CFD NO. 1992-1 1.00000 27,582.96 0.00 5.40% (PLEASANT HILL BART STATION AREA) 1.00000 27,582.96 1,489.48 SPECIAL TAX BOND CERTIFICATE #R-1 DATED 6/17/1992 CUSIP: S86617840 MATURITY DATE: 08/01/2015 RATE: 5.40% 414,097.980 CALIFORNIA ARBITRAGE MGMT PROGRAM 1.00000 414,097.98 0.00 0.00% CAMP 1.00000 414,097.98 0.00 PRINCIPAL CUSIP: S86217350 146,914.680 WELLS FARGO ADV TRSRY PLUS M MKT #453 1.00000 146,914.68 0.00 0.00% CUSIP: S99998240 1.00000 146,914.68 14.69 Total Market Value Plus Total Accrued Income 588,595.62 09/04/13 Dividend 1.21 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 09/04/13 Cash Debit 1.21 - 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE FIXED INCOME Total FIXED INCOME 27,582.96 0.00 5.40% 27,582.96 1,489.48 OTHER Total OTHER 414,097.98 0.00 0.00% 414,097.98 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 146,914.68 0.00 0.00% 146,914.68 14.69 ACCOUNT TOTALS 588,595.62 0.00 0.25% 588,595.62 1,504.17 09/01/13 OPENING BALANCE 0.00 0.00 588,595.62 09/04/13 DAILY ENDING BALANCE 0.00 0.00 588,595.62 0.00 09/30/13 CLOSING BALANCE 0.00 0.00 588,595.62 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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