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MINUTES - 03112014 - C.63
RECOMMENDATION(S): ACCEPT the Treasurer's Quarterly Investment Report as of December 31, 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 October 1, 2013 through December 31, 2013. As of December 31, 2013, the par value, cost, and market value of Contra Costa County Investment Pool were $2,418,959,136.32 APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 03/11/2014 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: March 11, 2014 David Twa, County Administrator and Clerk of the Board of Supervisors By: June McHuen, Deputy cc: C. 63 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:March 11, 2014 Contra Costa County Subject:Treasurer's Quarterly Investment Report BACKGROUND: (CONT'D) , $2,424,376,634.17, and $2,422,402,852.76, respectively. The weighted yield to maturity was 0.35% and the weighted average days to maturity were 165 days. As of December 31, 2013, The Treasurer’s investment portfolio was in compliance with Government Code 53600 et. seq. and with the Treasurer’s current investment policy. Historical activities combined with future cash flow projections indicate that the County 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 QuarterlyReport CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF DECEMBER 31, 2013 TABLE OF CONTENTS Page I. Executive Summary 1 II. Contra Costa County Investment Pool Summary 2 III. Appendix A. Investment Portfolio Detail—Managed by Treasurer’s Office 1. Portfolio Summary 4 2. Portfolio Detail 6 3. Market Valuation Sources 21 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 22 2. Asset Management Funds a. Wells Capital Management 23 b. CalTrust 41 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 45 4. Miscellaneous a. Statements 46 EXECUTIVE SUMMARY • The Treasurer's investment portfolio is in compliance with Government Code 53600 et. seq.. • The Treasurer's investment portfolio is in compliance with the Treasurer's current investment policy. • The Treasurer’s investment portfolio has no securities lending, reverse repurchase agreements or derivatives. • As of 12/31/13, the fair value of the Treasurer’s investment portfolio was 99.92% of the cost. More than 86 percent of the portfolio or over $2.09 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 $2,418,959,136.32 Cost $2,424,376,634.17 Market Value $2,422,402,852.76 Weighted Yield to Maturity 0.35% Weighted Average Days to Maturity 165 days Weighted Duration 0.45 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)$25,377,000.00 $26,734,835.31 $26,363,012.69 1.10% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 41,615,000.00 42,002,618.18 41,904,049.86 1.73% Federal National Mortgage Association 85,227,000.00 86,688,671.33 85,693,725.20 3.58% Federal Farm Credit Banks 44,480,000.00 44,562,992.91 44,540,643.69 1.84% Federal Home Loan Mortgage Corporation 72,180,000.00 73,898,497.87 72,994,173.09 3.05% Municipal Bonds 7,080,000.00 7,358,987.84 1 7,358,987.84 1 0.30% Subtotal 250,582,000.00 254,511,768.13 252,491,579.68 10.50% 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 745,242,000.00 744,624,023.67 744,813,939.99 30.71% Negotiable Certificates of Deposit 569,077,000.00 569,080,425.20 569,235,496.37 23.47% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 98,765,000.00 99,084,332.27 99,162,984.75 4.09% Money Market Accounts 565,318.32 565,318.32 565,318.32 0.02% Time Deposit 3,200.00 3,200.00 3,200.00 0.00% Subtotal 1,413,652,518.32 1,413,357,299.46 1,413,780,939.43 58.30% TOTAL (Section A.)1,689,611,518.32 1,694,603,902.90 1,692,635,531.80 69.90% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 222,883,568.71 222,883,568.71 222,947,674.39 2 9.19% 2. Other a. EBRCS Bond 2,455,113.76 2,455,113.76 2,455,113.76 0.10% b. Miscellaneous (BNY, CCFCU)111,568.72 111,568.72 111,568.72 0.00% c. Wells Capital Management 43,989,338.83 44,414,452.10 44,344,936.11 1.83% d. CalTRUST (Short-Term Fund)117,975,596.74 117,975,596.74 117,975,596.74 4.87% Subtotal 164,531,618.05 164,956,731.32 164,887,215.33 6.80% TOTAL (Section B.)387,415,186.76 387,840,300.03 387,834,889.72 16.00% C. Cash 341,932,431.24 341,932,431.24 341,932,431.24 14.10% 3GRAND TOTAL (FOR A , B, & C)$2,418,959,136.32 $2,424,376,634.17 $2,422,402,852.76 100.00% 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 December 31, 2013 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF DECEMBER 31, 2013 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF DECEMBER 31, 2013 1. All report information is unaudited but due diligence was utilized in its preparation. 2. There may be slight differences between the portfolio summary page and the attached exhibits and statements for investments managed by outside contractors or trustees. The variance is due to the timing difference in recording transactions associated with outside contracted parties during interim periods and later transmitted to the appropriate county agency and/or the Treasurer’s Office. In general, the Treasurer’s records reflect booked costs at the beginning of a period. 3. All securities and amounts included in the portfolio are denominated in United States Dollars. 4. The Contra Costa County investment portfolio maintains Standard & Poor's highest credit quality rating of AAAf and lowest volatility of S1+. The portfolio consists of a large portion of short-term investments with credit rating of A-1/P-1 or better. The majority of the long-term investments in the portfolio are rated AA or better. 5. In accordance with Contra Costa County's Investment Policy, the Treasurer's Office has constructed a portfolio that safeguard the principal, meet the liquidity needs and achieve a return. As a result, more than 86% of the portfolio will mature in less than a year with a weighted average maturity of 165 days. U.S. Treasuries 1.10% U.S.Agencies- Federal, State and Local 10.50% Money Market 58.30% Outside Contractors-LAIF 9.19% Outside Contractors-Other 6.80% Cash 14.10% PORTFOLIO BREAKDOWN BY INVESTMENT 86.70% 5.65%5.60% 1.03% 1.02% $0 $500,000,000 $1,000,000,000 $1,500,000,000 $2,000,000,000 $2,500,000,000 1 yr & less 1 to 2 yrs 2 to 3 yrs 3 to 4 yrs 4+ yrs MATURITY DISTRIBUTION AAA 0.32% AA+ 13.25% AA 14.61%AA‐ 1.59% A+ 0.79% A 0.66% A‐ 0.03% A‐1+ 2.54% A‐1 51.87% NR 14.35% PORTFOLIO CREDIT QUALITY 0.353%0.364% 0.260% 0.294% 0.400% 0.350% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐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% 3/11 6/11 9/11 12/11 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 35.82% School Dist. 45.73% Community College Dist. 11.95% Voluntary Participants 6.51% POOL BALANCE BY PARTICIPANTS Note: More than 53% 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: 01/06/14 13:51:07 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 1.56%(M) 2.5652 25,377,000.00 26,363,012.69 128,347.85 20,014.09 .4792 26,734,835.31 103.8854580000 -391,500.58 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 2.30%(M) 1.5935 38,610,000.00 38,899,846.90 82,121.38 140,411.55 1.3227 39,001,220.60 100.7507040000 -238,514.85 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 4.80%(M) 1.3304 80,699,000.00 81,167,020.97 229,440.35 23,444.41 .8307 82,165,269.26 100.5799590000 -1,021,234.21 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 2.63%(M) .7837 44,480,000.00 44,540,643.69 101,767.69 45,343.65 .7388 44,562,992.91 100.1363390000 -67,594.01 SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG .15%(M) .1523 2,608,000.00 2,605,192.30 478.71 551.56 .1525 2,604,162.03 99.89234300000 SUBTOTAL (Inv Type) 29 FHLMC NOTES 4.16%(M) 1.7400 69,572,000.00 70,388,980.79 482,050.58 54,969.68 .9265 71,294,335.84 101.1742950000 -957,630.56 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .43%(M) 2.6631 7,080,000.00 7,358,987.84 66,904.61 .00 1.1710 7,358,987.84 103.9405060000 SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .27%(M) .1167 4,528,000.00 4,526,704.23 2,502.77 799.39 .1168 4,523,402.07 99.97138300000 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .18%(M) .1217 3,005,000.00 3,004,202.96 2,231.21 574.17 .1218 3,001,397.58 99.97347600000 SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 1.17%(M) .1635 19,825,000.00 19,824,103.36 6,856.61 .00 .1635 19,825,000.00 99.99547700000 -896.64 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 42.83%(M) .2160 725,417,000.00 724,989,836.63 147,947.57 61,524.24 .2162 724,799,023.67 99.94111500000 -18,658.85 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 33.21%(M) .2180 561,927,000.00 562,091,714.20 133,716.04 161,250.57 .2161 561,930,767.85 100.0293120000 -304.22 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .75%(M) .5665 12,700,000.00 12,671,054.00 16,495.27 18,954.00 .7172 12,652,450.00 99.77207900000 -350.00 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.11%(M) 1.2536 86,065,000.00 86,491,930.75 344,899.04 215,371.46 1.0823 86,431,882.27 100.4960560000 -106,988.05 SUBTOTAL (Inv Type) 76 YCD / NCD DAILY FLOATER .14%(M) .5043 2,450,000.00 2,450,000.00 892.30 .00 .5043 2,450,000.00 100.0000000000 Page 4 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 01/06/14 13:51:07 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 77 NEG CERT OF DEP M FLTR .14%(M) .3275 2,450,000.00 2,449,689.67 980.69 .00 .3275 2,450,000.00 99.98733300000 -310.33 SUBTOTAL (Inv Type) 80 YCD / NCD QTR FLTR .13%(M) .4509 2,250,000.00 2,244,092.50 2,423.60 .00 .4631 2,249,657.35 99.73744400000 -5,564.85 SUBTOTAL (Inv Type) 99 MONEY MARKET ACCOUNTS .03%(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 3,200.00 118.60 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4843 1689611518.32 1692635531.80 1,750,174.87 743,208.77 .3709 1694603902.90 100.1789770000 -2,809,547.15 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS IF ANY. Page 5 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78717 CCCCD GOV TREASURY NOTE 912828NL0 14 7903 1.8750 527,000.00 539,763.94 4,967.93 13,237.42 07/14/10 06/30/15 37 000 1.8940 526,526.52 102.4220000000 SUNGARD 80191 AUHSD GOVT TREASURY NOTE 912828RL6 14 5007 .5000 40,000.00 40,112.40 42.86 01/03/12 10/15/14 49 000 .3842 40,128.00 100.2810000000 SUNGARD -15.60 80432 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 130,000.00 133,255.20 1,049.07 03/14/12 02/28/15 37 000 .5122 133,377.37 102.5040000000 SUNGARD -122.17 80457 CCCCD GOV US TREASURY NOTES 912828MR8 14 7903 2.3750 145,000.00 148,630.80 1,170.10 321.33 03/29/12 02/28/15 37 000 .5160 148,309.47 102.5040000000 SUNGARD 80684 CCCCD GOV US TREASURY NOTES 912828LU2 14 7903 3.1250 205,000.00 218,741.15 1,097.19 07/06/12 10/31/16 37 000 .5897 223,508.09 106.7030000000 SUNGARD -4,766.94 80730 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 1,565,000.00 1,648,258.00 8,381.61 465.80 07/31/12 05/15/15 37 000 .3280 1,647,792.20 105.3200000000 SUNGARD 80814 CCCSIG GOV US TREASURY NOTES 912828DV9 14 6911 4.1250 1,800,000.00 1,895,760.00 9,640.19 09/10/12 05/15/15 37 000 .3236 1,982,390.63 105.3200000000 SUNGARD -86,630.63 80903 CCCSIG US TREAS NTS 912828MZ0 14 6911 2.5000 360,000.00 370,868.40 1,541.44 10/09/12 04/30/15 37 000 .2941 375,833.05 103.0190000000 SUNGARD -4,964.65 80948 CCCSIG GOV US TREAS NTS 912828NF3 14 6911 2.1250 3,400,000.00 3,490,440.00 6,351.65 11/06/12 05/31/15 37 000 .3463 3,554,328.13 102.6600000000 SUNGARD -63,888.13 80949 CCCCD GOV US TREAS NTS 912828TG5 14 7903 .5000 225,000.00 220,270.50 470.79 11/06/12 07/31/17 37 000 .6915 223,144.53 97.89800000000 SUNGARD -2,874.03 81033 CCCSIG GOV US TREASURY NOTES 912828EN6 14 6911 4.5000 2,540,000.00 2,736,342.00 14,840.06 11/30/12 11/15/15 37 000 .3490 2,824,220.39 107.7300000000 SUNGARD -87,878.39 81318 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 2,400,000.00 2,482,872.00 8,220.99 03/28/13 04/30/16 22 000 .3815 2,517,771.26 103.4530000000 SUNGARD -34,899.26 81356 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 400,000.00 413,812.00 1,370.17 04/11/13 04/30/16 37 000 .3417 420,125.00 103.4530000000 SUNGARD -6,313.00 81441 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 700,000.00 746,816.00 11,437.85 05/15/13 06/30/16 37 000 .4000 761,933.59 106.6880000000 SUNGARD -15,117.59 81450 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 2,420,000.00 2,581,849.60 39,542.27 05/28/13 06/30/16 37 000 .4365 2,623,825.62 106.6880000000 SUNGARD -41,976.02 81453 CCCSIG GOV US TREAS NTS 912828QP8 14 6911 1.7500 525,000.00 540,214.50 807.69 05/31/13 05/31/16 37 000 .5214 542,040.38 102.8980000000 SUNGARD -1,825.88 81545 CCCCD GOV US TREASURY NOTES 912828NP1 14 7903 1.7500 615,000.00 629,341.80 4,503.87 08/02/13 07/31/15 37 000 .3379 632,307.32 102.3320000000 SUNGARD -2,907.03 81590 CCCSIG GOV US TREAS NTS 912828RF9 14 6911 1.0000 1,430,000.00 1,443,413.40 4,858.84 5,989.54 08/30/13 08/31/16 37 000 .8133 1,437,423.86 100.9380000000 SUNGARD 81667 CCCSIG GOV US TREASURY NOTES 912828MA5 14 6911 2.7500 2,100,000.00 2,219,931.00 5,076.92 11/01/13 11/30/16 37 000 .6317 2,235,433.59 105.7110000000 SUNGARD -15,502.59 81720 CCCSIG GOV US TREASURY NOTES 912828RU6 14 6911 .8750 3,850,000.00 3,862,320.00 2,976.36 12/03/13 11/30/16 37 000 .5735 3,884,416.31 100.3200000000 SUNGARD -21,818.67 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 1.56%(M) 2.5652 25,377,000.00 26,363,012.69 128,347.85 20,014.09 .4792 26,734,835.31 103.8854580000 -391,500.58 ------- --------------- --------------- --------------- --------------- 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 168,532.65 1,638.54 10/28/09 09/12/14 16 000 2.6754 169,296.60 102.1410000000 SUNGARD -763.95 Page 6 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 175,079.60 1,402.49 4,700.50 04/19/10 03/13/15 17 000 2.7001 170,379.10 102.9880000000 SUNGARD 78542 RM GOV FHLB NOTES 3133XWKV0 14 8169 2.3750 6,960,000.00 6,991,250.40 49,130.83 05/12/10 03/14/14 17 000 2.0650 7,039,135.20 100.4490000000 SUNGARD -47,884.80 78631 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 2,900,000.00 2,930,624.00 3,625.01 06/11/10 06/13/14 17 000 1.9802 2,957,768.00 101.0560000000 SUNGARD -27,144.00 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,130,343.25 4,007.85 133,589.25 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 100.9110000000 SUNGARD 79131 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 4,885,000.00 4,936,585.60 6,106.25 06/21/10 06/13/14 16 000 1.9189 4,993,202.75 101.0560000000 SUNGARD -56,617.15 80199 AUHSD GOVT FHLB 313373JR4 14 5033 1.3750 50,000.00 50,252.50 63.02 01/03/12 05/28/14 49 000 .5663 50,963.50 100.5050000000 SUNGARD -711.00 80648 RM GOV FHLB NOTES 313373SZ6 14 8167 2.1250 1,895,000.00 1,963,959.05 2,349.01 06/11/12 06/10/16 17 000 .7600 1,996,647.80 103.6390000000 SUNGARD -32,688.75 80662 RM GOV FHLB NOTES 313373SZ6 14 8169 2.1250 2,840,000.00 2,943,347.60 3,520.42 06/20/12 06/10/16 17 000 .7451 2,993,104.40 103.6390000000 SUNGARD -49,756.80 80907 WT GOV FHLB NOTES 313380EC7 14 8451 .7500 170,000.00 166,758.10 400.22 10/10/12 09/08/17 17 000 .7901 169,671.90 98.09300000000 SUNGARD -2,913.80 81231 RM GOV FEDERAL HOME LOAN BANKS 313382BT9 14 8170 .1250 995,000.00 994,990.05 473.32 457.70 02/14/13 02/14/14 17 000 .1721 994,532.35 99.99900000000 SUNGARD 81500 GOV FHLB CALLABLE NOTES 313383EX5 14 8177 .8100 5,000,000.00 4,946,150.00 2,025.00 06/18/13 06/13/17 17 000 1.0024 4,962,500.00 98.92300000000 SUNGARD -16,350.00 81565 CCCSIG GOV FHLB NOTES 313383V81 14 6911 .3750 2,135,000.00 2,136,323.70 6,316.03 1,409.10 08/09/13 08/28/15 37 000 .3769 2,138,072.61 100.0620000000 SUNGARD 81612 DCD GOV FEDERAL HOME LOAN BANK 313383W56 14 4695 .1700 1,700,000.00 1,700,136.00 1,035.58 255.00 09/06/13 08/22/14 17 000 .1773 1,699,993.39 100.0080000000 SUNGARD 81758 CCCSIG GOV FHLB CALLABLE NOTES 3130A0GK0 14 6911 .3750 2,315,000.00 2,311,110.80 24.11 12/30/13 12/30/15 37 000 .3901 2,314,305.50 99.83200000000 SUNGARD -3,194.70 81761 CCCCD GOV FHLB CALLABLE NOTES 3130A0GK0 14 7903 .3750 355,000.00 354,403.60 3.70 12/30/13 12/30/15 7 000 .3901 354,893.50 99.83200000000 SUNGARD -489.90 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 2.30%(M) 1.5935 38,610,000.00 38,899,846.90 82,121.38 140,411.55 1.3227 39,001,220.60 100.7507040000 -238,514.85 ------- --------------- --------------- --------------- --------------- 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,673,003.60 46,507.78 05/16/11 04/15/15 29 000 1.5552 4,980,101.80 106.0600000000 SUNGARD -307,098.20 79869 RM GOV FNMA NOTES 3136FPBB2 14 8167 2.2500 898,000.00 925,308.18 7,071.75 09/09/11 08/25/15 17 000 .8502 946,860.18 103.0410000000 SUNGARD -21,552.00 79870 RM GOV FNMA NOTES 3136FPBB2 14 8169 2.2500 2,692,000.00 2,773,863.72 21,199.50 09/09/11 08/25/15 17 000 .8502 2,838,471.72 103.0410000000 SUNGARD -64,608.00 79947 RM GOV FNMA NOTES 31398A3T7 14 8169 2.0000 3,605,000.00 3,704,137.50 20,027.78 10/13/11 09/21/15 17 000 1.1400 3,724,073.15 102.7500000000 SUNGARD -19,935.65 80020 WT GOV FNMA NOTES 3135G0CM3 14 8451 1.2500 173,000.00 175,470.44 558.65 1,733.46 11/09/11 09/28/16 17 000 1.1600 173,736.98 101.4280000000 SUNGARD 80118 RM GOV FNMA NOTES 31398A4M1 14 8169 1.6250 6,000,000.00 6,131,100.00 17,604.17 12/09/11 10/26/15 29 000 .8931 6,167,100.00 102.1850000000 SUNGARD -36,000.00 Page 7 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80201 AUHSD GOVT FNMA 3135G0AP8 14 5033 1.2500 90,000.00 90,153.90 387.50 01/03/12 02/27/14 49 000 .5904 91,266.30 100.1710000000 SUNGARD -1,112.40 80281 RM GOV FNMA NOTES 3135G0AL7 14 8169 2.2500 4,035,000.00 4,184,658.15 26,731.88 01/23/12 03/15/16 17 000 1.0002 4,239,211.35 103.7090000000 SUNGARD -54,553.20 80538 CCCCD GOV FNMA BENCHMARK NOTES 3135G0KM4 14 7903 .5000 485,000.00 486,285.25 229.03 2,686.90 04/19/12 05/27/15 37 000 .5941 483,598.35 100.2650000000 SUNGARD 80642 CCCCD GOV FNMA NOTES 3135G0ES8 14 7903 1.3750 295,000.00 299,950.10 518.29 06/07/12 11/15/16 37 000 .8541 301,678.80 101.6780000000 SUNGARD -1,728.70 80833 RM GOV FNMA NOTES 3135G0CM3 14 8169 1.2500 4,703,000.00 4,770,158.84 15,186.77 09/14/12 09/28/16 29 000 .6158 4,821,797.78 101.4280000000 SUNGARD -51,638.94 80941 CCCCD GOV FNMA NOTES 3135G0PQ0 14 7903 .8750 95,000.00 93,384.05 150.09 10/31/12 10/26/17 37 000 .8988 94,910.01 98.29900000000 SUNGARD -1,525.96 81112 CCCSIG GOV FNMA NOTES 3135G0SB0 14 6911 .3750 1,085,000.00 1,083,339.95 113.04 460.83 11/16/12 12/21/15 37 000 .4509 1,082,879.12 99.84700000000 SUNGARD 81113 CCCCD GOV FNMA NOTES 3135G0SB0 14 7903 .3750 260,000.00 259,602.20 27.07 110.43 11/16/12 12/21/15 37 000 .4509 259,491.77 99.84700000000 SUNGARD 81224 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 145,000.00 144,843.40 5,011.39 02/15/13 03/30/16 37 000 .5368 144,846.46 99.89200000000 SUNGARD -3.06 81225 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 275,000.00 274,703.00 1,088.19 5.49 02/15/13 03/30/16 37 000 .5368 274,697.51 99.89200000000 SUNGARD 81230 WT GOV FNMA NOTES 3135G0TG8 14 8451 .8750 165,000.00 160,838.70 573.49 02/21/13 02/08/18 17 000 .9700 164,242.02 97.47800000000 SUNGARD -3,403.32 81237 GOV FNMA CALLABLE NOTES 3135G0UL5 14 8177 .5800 10,000,000.00 9,994,400.00 20,138.89 02/26/13 02/26/16 7 000 .5884 9,997,500.00 99.94400000000 SUNGARD -3,100.00 81361 RM GOV FEDERAL NATL MTG ASSN 3135G0JA2 14 8169 1.1250 3,900,000.00 3,915,171.00 7,800.00 04/15/13 04/27/17 17 000 .6002 3,981,432.00 100.3890000000 SUNGARD -66,261.00 81449 GOV FNMA CALLABLE MULTI-STEP UP 3136G1M63 14 8177 .7500 10,000,000.00 9,768,200.00 8,125.00 05/22/13 05/22/18 29 000 .7500 10,000,000.00 97.68200000000 SUNGARD -231,800.00 81478 AUHSD GOV FNMA NOTES 3135G0WJ8 14 5033 .8750 200,000.00 193,462.00 194.44 06/07/13 05/21/18 17 000 1.1901 196,976.00 96.73100000000 SUNGARD -3,514.00 81484 GOV FNMA CALLABLE MULTI-STEP UP 3136G1MU0 14 8177 .8000 5,000,000.00 4,913,250.00 2,111.11 06/12/13 06/12/18 16 000 .8084 4,997,950.00 98.26500000000 SUNGARD -84,700.00 81485 RM GOV FNMA NOTES 3135G0KM4 14 8167 .5000 2,888,000.00 2,895,653.20 1,363.78 06/14/13 05/27/15 22 000 .3062 2,898,887.76 100.2650000000 SUNGARD -3,234.56 81503 GOV FNMA CALLABLE NOTES 3136G1NU9 14 8177 1.0000 5,000,000.00 4,966,550.00 1,666.67 06/19/13 06/19/17 17 000 1.0128 4,997,500.00 99.33100000000 SUNGARD -30,950.00 81538 WT GOV FNMA NOTES 3135G0WJ8 14 8451 .8750 164,000.00 158,638.84 159.44 07/17/13 05/21/18 17 000 1.4598 159,529.36 96.73100000000 SUNGARD -890.52 81588 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 2,000,000.00 1,997,840.00 2,527.78 8,640.00 08/30/13 03/30/16 37 000 .7115 1,989,200.00 99.89200000000 SUNGARD 81589 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 300,000.00 299,676.00 379.17 1,296.00 08/30/13 03/30/16 37 000 .7113 298,380.00 99.89200000000 SUNGARD 81625 GOV FNMA CALLABLE NOTES 3136G1V71 14 8177 1.1250 5,000,000.00 5,008,400.00 14,687.50 8,400.00 09/27/13 09/27/16 16 000 1.1250 5,000,000.00 100.1680000000 SUNGARD 81628 CCCSIG GOV FNMA NOTES 3135G0CM3 14 6911 1.2500 235,000.00 238,355.80 758.85 10/03/13 09/28/16 37 000 .7486 238,434.51 101.4280000000 SUNGARD -37.91 81629 CCCSIG GOV FNMA NOTES 3135G0CM3 14 6911 1.2500 975,000.00 988,923.00 3,148.44 10/03/13 09/28/16 37 000 .7409 989,800.22 101.4280000000 SUNGARD -707.95 Page 8 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81630 CCCCD GOV FNMA NOTES 3135G0CM3 14 7903 1.2500 110,000.00 111,570.80 355.21 10/03/13 09/28/16 37 000 .7409 111,631.94 101.4280000000 SUNGARD -42.04 81634 CCCCD GOV FHLMC NOTES 3137EADS5 14 7903 .8750 265,000.00 265,916.90 495.95 111.30 10/03/13 10/14/16 37 000 .7733 265,805.60 100.3460000000 SUNGARD 81721 CCCCD GOV FNMA GOLBAL NOTES 3135G0PQ0 14 7903 .8750 255,000.00 250,662.45 402.86 12/03/13 10/26/17 37 000 1.0786 253,278.57 98.29900000000 SUNGARD -2,386.80 81728 GOV FEDERAL NATL MORTGAGE ASSOC 3136G1Y78 14 8177 .7000 5,000,000.00 4,969,550.00 2,138.89 12/09/13 12/09/16 16 000 .7000 5,000,000.00 99.39100000000 SUNGARD -30,450.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 4.80%(M) 1.3304 80,699,000.00 81,167,020.97 229,440.35 23,444.41 .8307 82,165,269.26 100.5799590000 -1,021,234.21 ------- --------------- --------------- --------------- --------------- 77421 WT GOV FFCB NOTES 31331TWZ0 14 8451 4.3000 155,000.00 156,255.50 2,018.01 04/15/09 03/12/14 16 000 2.4502 168,181.20 100.8100000000 SUNGARD -11,925.70 80522 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 4,040,000.00 4,092,924.00 10,958.50 15,271.20 04/13/12 03/28/16 17 000 .8103 4,077,652.80 101.3100000000 SUNGARD 80543 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 3,957,000.00 4,008,836.70 10,733.37 12,018.40 04/20/12 03/28/16 22 000 .7900 3,996,818.30 101.3100000000 SUNGARD 80718 RM GOV FFCB NOTES 3133EAXG8 14 8167 .6500 2,494,000.00 2,496,344.36 7,610.16 07/23/12 07/12/16 17 000 .6002 2,498,863.30 100.0940000000 SUNGARD -2,518.94 81102 GOV FFCB CALLABLE NOTES 3133EC5B6 14 8177 .6400 10,000,000.00 9,952,300.00 5,688.89 12/28/12 11/29/16 17 000 .6400 10,000,000.00 99.52300000000 SUNGARD -47,700.00 81281 RM GOV FEDERAL FARM CR BK NOTES 3133ECG81 14 8167 .3000 5,000,000.00 5,003,500.00 5,250.00 3,500.00 03/15/13 02/25/15 22 000 .3000 5,000,000.00 100.0700000000 SUNGARD 81321 RM GOV FEDERAL FARM CR BKS 3133EC5Q3 14 8171 .3300 1,995,000.00 1,996,795.50 1,920.19 04/01/13 03/16/15 17 000 .2803 1,996,935.15 100.0900000000 SUNGARD -139.65 81479 AUHSD GOV FFCB NOTES 3133ECPT5 14 5033 .6500 200,000.00 197,810.00 158.89 06/07/13 05/17/17 17 000 .7901 198,914.00 98.90500000000 SUNGARD -1,104.00 81480 AUHSD GOV FFCB NOTES 3133ECQF4 14 5033 .2500 100,000.00 99,903.00 22.92 06/07/13 05/28/15 17 000 .2805 99,940.00 99.90300000000 SUNGARD -37.00 81530 GOV FFCB CALLABLE NOTES 3133ECTK0 14 8177 2.2000 5,000,000.00 5,000,000.00 54,694.44 0.00 07/02/13 07/02/18 16 000 2.2000 5,000,000.00 100.0000000000 SUNGARD 81579 RM GOV FFCB NOTES 3133ECWV2 14 8169 .8750 2,505,000.00 2,511,688.35 1,461.24 14,554.05 08/20/13 12/07/16 11 000 .9720 2,497,134.30 100.2670000000 SUNGARD 81732 GOV FEDERAL FARM CREDIT BANK 3133EDBM3 14 8177 .2900 5,545,000.00 5,535,739.85 938.03 12/10/13 12/10/15 17 000 .3402 5,539,455.00 99.83300000000 SUNGARD -3,715.15 81746 RM GOV FFCB NOTES 3133EDBT8 14 8171 .1700 3,489,000.00 3,488,546.43 313.05 12/18/13 12/12/14 17 000 .1700 3,489,098.86 99.98700000000 SUNGARD -453.57 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 2.63%(M) .7837 44,480,000.00 44,540,643.69 101,767.69 45,343.65 .7388 44,562,992.91 100.1363390000 -67,594.01 ------- --------------- --------------- --------------- --------------- 81639 RM GOV FHLMC DISC 313397H79 14 8168 .1700 295,000.00 294,755.15 108.66 134.06 10/15/13 09/30/14 17 000 .1703 294,512.43 99.91700000000 SUNGARD 81704 RM GOV FHLMC DISCOUNT NOTE 313397N23 14 8167 .1500 1,942,000.00 1,939,863.80 323.67 347.94 11/22/13 11/04/14 11 000 .1502 1,939,192.19 99.89000000000 SUNGARD Page 9 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81710 RM GOV FHLMC DISC NOTES 313397P88 14 8168 .1500 371,000.00 370,573.35 46.38 69.56 12/02/13 11/18/14 17 000 .1502 370,457.41 99.88500000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG .15%(M) .1523 2,608,000.00 2,605,192.30 478.71 551.56 .1525 2,604,162.03 99.89234300000 ------- --------------- --------------- --------------- --------------- 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,810,854.70 40,693.06 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 102.5980000000 SUNGARD -185,554.45 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,532,779.64 101,859.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 102.5980000000 SUNGARD -501,663.90 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,377,440.00 29,835.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 101.6000000000 SUNGARD -109,962.71 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 173,964.40 917.29 3,316.70 09/14/10 09/10/15 29 000 1.6701 170,647.70 102.3320000000 SUNGARD 79289 RM GOV FHLMC NOTE 3137EACR8 14 8167 1.3750 3,915,000.00 3,922,164.45 18,840.94 22,080.60 02/07/11 02/25/14 29 000 1.5028 3,900,083.85 100.1830000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 5,969,592.00 65,773.61 02/18/11 02/09/15 17 000 2.0000 5,992,966.00 102.9240000000 SUNGARD -23,374.00 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 168,571.80 3,313.13 02/25/11 01/19/16 17 000 2.3306 172,267.00 108.7560000000 SUNGARD -3,695.20 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,152,375.44 56,769.43 03/11/11 02/09/15 29 000 1.8391 5,200,783.46 102.9240000000 SUNGARD -48,408.02 79501 MDUSD GOV FHLMC NOTES 3128X23A1 14 7530 4.5000 45,000.00 45,481.95 500.64 04/21/11 04/02/14 11 000 1.2700 49,191.30 101.0710000000 SUNGARD -3,709.35 79566 PW GOV FHLMC NOTES 3134G2CL4 14 1388 1.3500 1,610,000.00 1,616,375.60 3,743.25 05/13/11 04/29/14 29 000 1.0576 1,623,685.00 100.3960000000 SUNGARD -7,309.40 80183 AUHSD GOVT FHLMC NOTES 3134G2WG3 14 5007 .7500 500,000.00 502,105.00 1,031.25 655.00 01/03/12 09/22/14 49 000 .6422 501,450.00 100.4210000000 SUNGARD 80184 AUHSD GOVT FHLMC NOTES 3134G2YJ5 14 5007 .5000 190,000.00 190,452.20 269.17 1,176.10 01/03/12 09/19/14 49 000 .6419 189,276.10 100.2380000000 SUNGARD 80200 AUHSD GOVT FHLMC 3134G2YJ5 14 5033 .5000 110,000.00 110,261.80 155.83 680.90 01/03/12 09/19/14 49 000 .6419 109,580.90 100.2380000000 SUNGARD 80276 RM GOV FHLMC NOTES 3137EADA4 14 8169 .6250 4,473,000.00 4,492,323.36 14,133.46 5,635.98 01/18/12 12/29/14 17 000 .5202 4,486,687.38 100.4320000000 SUNGARD 80411 WT GOV FHLMC NOT 3137EADC0 14 8451 1.0000 170,000.00 170,277.10 533.61 1,264.80 03/12/12 03/08/17 17 000 1.1201 169,012.30 100.1630000000 SUNGARD 80732 CCCSIG GOV FHLMC NOTES 3134G3ZA1 14 6911 .5000 1,860,000.00 1,863,757.20 3,177.50 1,599.60 07/31/12 08/28/15 37 000 .4619 1,862,157.60 100.2020000000 SUNGARD 80900 CCCCD GOV FHLMC NOTES 3137EADL0 14 7903 1.0000 295,000.00 291,545.55 753.89 10/05/12 09/29/17 37 000 .7642 298,395.45 98.82900000000 SUNGARD -6,849.90 81152 GOV FEDERAL HOME LN MTG CORP 3134G33X6 14 8177 .5000 10,000,000.00 9,995,200.00 23,055.56 01/15/13 01/15/16 16 000 .5000 10,000,000.00 99.95200000000 SUNGARD -4,800.00 81241 GOV FHLMC CALLABLE NOTES 3134G36A3 14 8177 .6000 10,000,000.00 10,006,900.00 20,500.00 6,900.00 02/28/13 03/28/16 6 000 .6000 10,000,000.00 100.0690000000 SUNGARD 81293 GOV FHLMC CALLABLE NOTES 3134G36F2 14 8177 .4200 10,000,000.00 10,004,900.00 12,016.67 4,900.00 03/22/13 09/18/15 7 000 .4200 10,000,000.00 100.0490000000 SUNGARD Page 10 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81335 CCCSIG GOV FHLMC REF 3134A4VC5 14 6911 4.3750 3,955,000.00 4,203,848.60 78,825.35 04/04/13 07/17/15 37 000 .3389 4,260,269.23 106.2920000000 SUNGARD -56,420.63 81544 CCCSIG GOV FHLMC NOTES 3137EADQ9 14 6911 .5000 2,000,000.00 1,997,580.00 1,333.33 6,760.00 08/02/13 05/13/16 37 000 .6668 1,990,820.00 99.87900000000 SUNGARD 81722 CCCCD GOV FHLMC NOTES 3137EADH9 14 7903 1.0000 795,000.00 790,230.00 4,019.17 11/01/13 06/29/17 37 000 .9609 798,807.17 99.40000000000 SUNGARD -5,883.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 4.16%(M) 1.7400 69,572,000.00 70,388,980.79 482,050.58 54,969.68 .9265 71,294,335.84 101.1742950000 -957,630.56 ------- --------------- --------------- --------------- --------------- 80198 AUHSD MUNI COMPTON CA CNTY REDE 204712FD0 14 5033 0.0000 10,000.00 7,453.00* .00 0.00 01/03/12 08/01/16 49 000 6.5258 7,453.00 74.53000000000 BOOK 80760 CCCCD MUNI PALO ALTO USD CA GOB 697379UA1 14 7903 1.4020 440,000.00 440,000.00* 2,570.33 0.00 08/14/12 08/01/17 37 000 1.4020 440,000.00 100.0000000000 BOOK 81277 CCCSIG MUNI UNIV OF CAL TX RV B 91412GPX7 14 6911 .6590 1,240,000.00 1,240,000.00* 1,044.15 0.00 03/14/13 05/15/16 37 000 .6590 1,240,000.00 100.0000000000 BOOK 81278 CCCCD MUNI UNIV OF CAL TX RV BD 91412GPY5 14 7903 .9660 175,000.00 175,000.00* 216.01 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* 721.00 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* 3,304.58 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* 4,250.00 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* 9,750.00 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* 15,000.00 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* 6,133.33 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* 11,643.06 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* 7,434.72 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* 1,137.50 0.00 06/27/13 12/01/18 49 000 1.6386 427,550.12 109.6282358974 BOOK 81632 CCCSIG MUNI UNIV OF CAL TXBL RE 91412GSX4 14 6911 .9070 415,000.00 415,000.00* 930.56 0.00 10/02/13 05/15/16 37 000 .9070 415,000.00 100.0000000000 BOOK 81633 CCCCD MUNI UNIV OF CAL TXBL REV 91412GSZ9 14 7903 2.0540 195,000.00 195,000.00* 990.20 0.00 10/02/13 05/15/18 37 000 2.0540 195,000.00 100.0000000000 BOOK 81693 CCCCD MUNI CA ST TAXABLE GO BND 13063CFD7 14 7903 1.2500 125,000.00 125,586.25* 243.06 0.00 11/05/13 11/01/16 37 000 1.0901 125,586.25 100.4690000000 BOOK 81694 CCCSIG MUNI CA ST TAXABLE GO BD 13063CFD7 14 6911 1.2500 790,000.00 793,705.10* 1,536.11 0.00 11/05/13 11/01/16 37 000 1.0901 793,705.10 100.4690000000 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 11 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .43%(M) 2.6631 7,080,000.00 7,358,987.84 66,904.61 .00 1.1710 7,358,987.84 103.9405060000 ------- --------------- --------------- --------------- --------------- 81486 RM GOV FNMA DISC NOTES 313589XP3 14 8167 .1400 2,903,000.00 2,902,012.98 2,269.18 728.97 06/14/13 06/02/14 22 000 .1402 2,899,014.83 99.96600000000 SUNGARD 81651 PW GOV FNMA DISCOUNT NOTES 313589VX8 14 1388 .0750 1,625,000.00 1,624,691.25 233.59 70.42 10/24/13 04/23/14 17 000 .0750 1,624,387.24 99.98100000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .27%(M) .1167 4,528,000.00 4,526,704.23 2,502.77 799.39 .1168 4,523,402.07 99.97138300000 ------- --------------- --------------- --------------- --------------- 81400 RM GOV FHLB DISC 313385VN3 14 8168 .1200 250,000.00 249,964.24 204.17 50.07 05/01/13 04/14/14 17 000 .1201 249,710.00 99.98569444444 SUNGARD 81447 RM GOV FHLB DISC 313385WS1 14 8171 .1200 2,502,000.00 2,501,362.69 1,876.50 455.23 05/21/13 05/12/14 17 000 .1201 2,499,030.96 99.97452777778 SUNGARD 81543 CLT GOV FHLB DISC 313385ZK5 14 1207 .1400 253,000.00 252,876.03 150.54 68.87 08/01/13 07/16/14 17 000 .1402 252,656.62 99.95100000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .18%(M) .1217 3,005,000.00 3,004,202.96 2,231.21 574.17 .1218 3,001,397.58 99.97347600000 ------- --------------- --------------- --------------- --------------- 81640 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2505 .1701 1,000,000.00 999,956.67 368.49 10/15/13 01/13/14 48 000 .1701 1,000,000.00 99.99566666667 SUNGARD -43.33 81641 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2520 .1701 8,000,000.00 7,999,653.33 2,947.91 10/15/13 01/13/14 48 000 .1701 8,000,000.00 99.99566666667 SUNGARD -346.67 81642 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2527 .1701 400,000.00 399,982.67 147.40 10/15/13 01/13/14 48 000 .1701 400,000.00 99.99566666667 SUNGARD -17.33 81643 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2546 .1701 325,000.00 324,985.92 119.76 10/15/13 01/13/14 48 000 .1701 325,000.00 99.99566666667 SUNGARD -14.08 81644 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2552 .1701 1,400,000.00 1,399,939.33 515.89 10/15/13 01/13/14 48 000 .1701 1,400,000.00 99.99566666667 SUNGARD -60.67 81645 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2554 .1701 1,100,000.00 1,099,952.33 405.34 10/15/13 01/13/14 48 000 .1701 1,100,000.00 99.99566666667 SUNGARD -47.67 81646 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2558 .1701 800,000.00 799,965.33 294.79 10/15/13 01/13/14 48 000 .1701 800,000.00 99.99566666667 SUNGARD -34.67 81647 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2566 .1701 3,700,000.00 3,699,839.67 1,363.41 10/15/13 01/13/14 48 000 .1701 3,700,000.00 99.99566666667 SUNGARD -160.33 81648 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2571 .1701 900,000.00 899,961.00 331.64 10/15/13 01/13/14 48 000 .1701 900,000.00 99.99566666667 SUNGARD -39.00 81649 PW CP TOYOTA MOTOR CR CORP 89236BF33 14 2579 .1701 900,000.00 899,961.00 331.64 10/15/13 01/13/14 48 000 .1701 900,000.00 99.99566666667 SUNGARD -39.00 81748 PW CP TOYOTA MOTOR CREDIT CORP 89236BH56 14 1401 .0700 1,300,000.00 1,299,906.11 30.34 12/20/13 01/21/14 48 000 .0700 1,300,000.00 99.99277777778 SUNGARD -93.89 Page 12 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 1.17%(M) .1635 19,825,000.00 19,824,103.36 6,856.61 .00 .1635 19,825,000.00 99.99547700000 -896.64 ------- --------------- --------------- --------------- --------------- 81562 PW CP BNP PARIBAS 0556N1A86 14 2401 .2800 4,300,000.00 4,299,891.31 4,882.89 125.42 08/08/13 01/08/14 10 000 .2803 4,294,883.00 99.99747222222 SUNGARD 81563 PW CP BNP PARIBAS 0556N1A86 14 2480 .2800 1,100,000.00 1,099,972.19 1,249.11 32.08 08/08/13 01/08/14 10 000 .2803 1,098,691.00 99.99747222222 SUNGARD 81564 PW CP BNP PARIBAS 0556N1A86 14 2758 .2800 2,000,000.00 1,999,949.44 2,271.11 58.33 08/08/13 01/08/14 10 000 .2803 1,997,620.00 99.99747222222 SUNGARD 81587 PW CP UNION BANK OF CALIFORNIA 90526NBS3 14 2519 .2200 1,800,000.00 1,799,636.00 1,364.00 252.00 08/30/13 02/26/14 16 000 .2202 1,798,020.00 99.97977777778 SUNGARD 81595 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1115 .2000 5,100,000.00 5,099,981.58 3,400.00 9.91 09/03/13 01/02/14 16 000 .2001 5,096,571.67 99.99963888889 SUNGARD 81596 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1234 .2000 1,100,000.00 1,099,996.03 733.33 2.14 09/03/13 01/02/14 16 000 .2001 1,099,260.56 99.99963888889 SUNGARD 81597 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1240 .2000 2,200,000.00 2,199,992.06 1,466.67 4.28 09/03/13 01/02/14 16 000 .2001 2,198,521.11 99.99963888889 SUNGARD 81598 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1242 .2000 3,780,000.00 3,779,986.35 2,520.00 7.35 09/03/13 01/02/14 16 000 .2001 3,777,459.00 99.99963888889 SUNGARD 81599 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1260 .2000 2,100,000.00 2,099,992.42 1,400.00 4.09 09/03/13 01/02/14 16 000 .2001 2,098,588.33 99.99963888889 SUNGARD 81600 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1270 .2000 3,000,000.00 2,999,989.17 2,000.00 5.84 09/03/13 01/02/14 16 000 .2001 2,997,983.33 99.99963888889 SUNGARD 81601 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1282 .2000 4,500,000.00 4,499,983.75 3,000.00 8.75 09/03/13 01/02/14 16 000 .2001 4,496,975.00 99.99963888889 SUNGARD 81602 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 1395 .2000 850,000.00 849,996.93 566.67 1.65 09/03/13 01/02/14 16 000 .2001 849,428.61 99.99963888889 SUNGARD 81603 PW CP UNION BANK OF CALIFORNIA 90526NA21 14 8214 .2000 3,200,000.00 3,199,988.44 2,133.33 6.22 09/03/13 01/02/14 16 000 .2001 3,197,848.89 99.99963888889 SUNGARD 81614 PW CP UNION BANK OF CALIFORNIA 90526NCB9 14 1121 .2200 400,000.00 399,869.67 271.33 38.34 09/12/13 03/11/14 16 000 .2202 399,560.00 99.96741666667 SUNGARD 81636 PW CP TOYOTA MOTOR CREDIT CORP 89233HA87 14 1401 .1400 400,000.00 399,989.89 129.11 .78 10/10/13 01/08/14 48 000 .1400 399,860.00 99.99747222222 SUNGARD 81652 CP BNP PARIBAS 0556N1AV5 14 8177 .1800 25,000,000.00 24,997,472.22 8,125.00 972.22 10/28/13 01/29/14 10 000 .1801 24,988,375.00 99.98988888889 SUNGARD 81664 CP ABBEY NATIONAL N AMERICA 0027A1AA7 14 8177 .1600 25,000,000.00 24,999,187.50 6,888.89 187.50 10/31/13 01/10/14 7 000 .1601 24,992,111.11 99.99675000000 SUNGARD 81689 CP UBS FINANCIAL SERVICES 90262DCB9 14 8177 .1650 20,000,000.00 19,993,483.33 5,225.00 11/05/13 03/11/14 29 000 .1651 19,988,450.00 99.96741666667 SUNGARD -191.67 81690 CP NORDEA BANK AB 65558GBB8 14 8177 .1500 20,000,000.00 19,997,038.89 4,750.00 455.56 11/05/13 02/11/14 7 000 .1501 19,991,833.33 99.98519444444 SUNGARD 81691 CP BANK OF NOVA SCOTIA 06416KCT5 14 8177 .1600 25,000,000.00 24,989,965.28 6,222.22 11/06/13 03/27/14 17 000 .1601 24,984,333.33 99.95986111111 SUNGARD -590.27 81692 CP UBS FINANCE DISC 90262DCA1 14 8177 .1650 25,000,000.00 24,991,972.22 6,416.67 11/06/13 03/10/14 29 000 .1651 24,985,791.67 99.96788888889 SUNGARD -236.12 Page 13 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81695 CCCSIG CP BTMUFJ 06538CE72 14 6911 .2500 1,800,000.00 1,798,488.00 675.00 63.00 11/08/13 05/07/14 37 000 .2503 1,797,750.00 99.91600000000 SUNGARD 81696 CCCSIG CP PARFIN 0556N1DQ3 14 6911 .3000 1,800,000.00 1,798,870.00 810.00 565.00 11/08/13 04/24/14 37 000 .3004 1,797,495.00 99.93722222222 SUNGARD 81698 CP SOCIETE GENERALE N AMER 83365SCU5 14 8177 .2400 30,000,000.00 29,987,816.67 10,000.00 5,016.67 11/12/13 03/28/14 7 000 .2402 29,972,800.00 99.95938888889 SUNGARD 81700 CP TOYOTA MOTOR CREDIT CORP 89233HBS2 14 8177 .1400 25,000,000.00 24,994,944.44 4,763.85 388.92 11/13/13 02/26/14 48 000 .1401 24,989,791.67 99.97977777778 SUNGARD 81702 CP WELLS FARGO & CO 9497F1BT6 14 8177 .1400 30,000,000.00 29,993,825.00 5,483.33 475.00 11/15/13 02/27/14 17 000 .1401 29,987,866.67 99.97941666667 SUNGARD 81705 CP ABBEY NATIONAL N AMERICA 0027A1DA4 14 8177 .2300 25,000,000.00 24,986,250.00 5,750.00 2,062.50 11/26/13 04/10/14 17 000 .2302 24,978,437.50 99.94500000000 SUNGARD 81706 CP UNION BANK OF CALIFORNIA 90526NDB8 14 8177 .2000 20,000,000.00 19,988,888.89 4,000.00 0.00 11/26/13 04/11/14 16 000 .2002 19,984,888.89 99.94444444444 SUNGARD 81707 PW CP UNION BANK OF CALIFORNIA 90526NHN8 14 1122 .2600 2,000,000.00 1,995,987.22 520.00 11/26/13 08/22/14 16 000 .2605 1,996,114.44 99.79936111111 SUNGARD -647.22 81708 CCCSIG CP BK OF TOKYO MITSUBISH 06538CET4 14 6911 .2500 1,030,000.00 1,028,997.47 250.35 41.77 11/27/13 05/27/14 37 000 .2503 1,028,705.35 99.90266666667 SUNGARD 81717 RM CP UNION BANK OF CALIFORNIA 90526NHV0 14 8170 .2700 1,007,000.00 1,004,247.53 219.02 12/03/13 08/29/14 16 000 .2705 1,004,968.38 99.72666666667 SUNGARD -939.87 81718 CP BNP PARIBAS 0556N1DF7 14 8177 .2500 25,000,000.00 24,985,555.56 5,034.72 3,611.12 12/03/13 04/15/14 10 000 .2502 24,976,909.72 99.94222222222 SUNGARD 81719 CP ABBEY NATIONAL NORTH AMERICA 0027A1DF3 14 8177 .2300 25,000,000.00 24,985,555.56 4,631.95 2,166.67 12/03/13 04/15/14 11 000 .2302 24,978,756.94 99.94222222222 SUNGARD 81724 CP BANK OF NOVA SCOTIA 06416KDF4 14 8177 .1700 25,000,000.00 24,985,555.56 3,305.55 12/04/13 04/15/14 11 000 .1701 24,984,416.67 99.94222222222 SUNGARD -2,166.66 81725 CP TOYOTA MOTOR CREDIT CORP 89233HDG6 14 8177 .1700 25,000,000.00 24,985,416.67 3,187.50 12/05/13 04/16/14 48 000 .1701 24,984,416.67 99.94166666667 SUNGARD -2,187.50 81726 CP UBS FINANCE DE 90262DDE2 14 8177 .1550 25,000,000.00 24,985,694.44 2,798.61 12/06/13 04/14/14 29 000 .1551 24,986,114.58 99.94277777778 SUNGARD -3,218.75 81729 CP ABBEY NATIONAL N AMERICA LLC 0027A1D89 14 8177 .2300 25,000,000.00 24,986,527.78 3,673.61 2,020.84 12/09/13 04/08/14 11 000 .2302 24,980,833.33 99.94611111111 SUNGARD 81733 CP CREDIT AGRICOLE NORTH AMERIC 22532CDR2 14 8177 .2500 25,000,000.00 24,984,166.67 3,819.44 3,958.34 12/10/13 04/25/14 11 000 .2502 24,976,388.89 99.93666666667 SUNGARD 81735 CCCSIG CP JP MORGAN SECURITIES 46640QJ28 14 6911 .4000 1,950,000.00 1,944,581.17 476.67 12/10/13 09/02/14 7 000 .4012 1,944,236.66 99.72211111111 SUNGARD -132.16 81738 CP UBS FINANCE DE 90262DEK7 14 8177 .1950 15,000,000.00 14,986,200.00 1,706.25 12/11/13 05/19/14 29 000 .1952 14,987,081.25 99.90800000000 SUNGARD -2,587.50 81739 CP BANK OF NOVA SCOTIA 06416KDV9 14 8177 .1800 30,000,000.00 29,980,333.33 3,150.00 12/11/13 04/29/14 11 000 .1801 29,979,150.00 99.93444444444 SUNGARD -1,966.67 81741 CP BNP PARIBAS 0556N1EU3 14 8177 .2800 25,000,000.00 24,975,500.00 3,888.89 4,083.33 12/12/13 05/28/14 10 000 .2804 24,967,527.78 99.90200000000 SUNGARD 81742 CP SOCIETE GENERALE N AMERICA 83365SEM1 14 8177 .3000 25,000,000.00 24,976,666.67 4,166.67 5,833.33 12/12/13 05/21/14 11 000 .3004 24,966,666.67 99.90666666667 SUNGARD 81744 CP CREDIT AGRI NORTH AMERICA 22532CEV2 14 8177 .3000 30,000,000.00 29,970,400.00 3,750.00 7,400.00 12/17/13 05/29/14 11 000 .3004 29,959,250.00 99.90133333333 SUNGARD 81747 CP SOCIETE GENERALE N AMER 83365SEW9 14 8177 .3100 30,000,000.00 29,970,200.00 3,358.33 8,691.67 12/19/13 05/30/14 11 000 .3104 29,958,150.00 99.90066666667 SUNGARD Page 14 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81749 CP TOYOTA MOTOR CREDIT CORP 89233HFA7 14 8177 .2300 25,000,000.00 24,973,333.33 1,916.67 12/20/13 06/10/14 48 000 .2303 24,972,527.78 99.89333333333 SUNGARD -1,111.12 81752 CCCSD CP ABBEY NATL N AMERICA 0027A1FK0 14 3407 .2900 5,000,000.00 4,994,366.67 362.50 1,173.62 12/23/13 06/19/14 11 000 .2904 4,992,830.55 99.88733333333 SUNGARD 81754 CP UNION BANK OF CALIFORNIA 90526NFB6 14 8177 .2100 20,000,000.00 19,978,533.33 700.00 12/26/13 06/11/14 16 000 .2102 19,980,516.67 99.89266666667 SUNGARD -2,683.34 81759 CP CREDIT AGRICOLE NORTH AMERIC 22532CFT6 14 8177 .3200 30,000,000.00 29,964,600.00 533.33 11,800.00 12/30/13 06/27/14 7 000 .3205 29,952,266.67 99.88200000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 42.83%(M) .2160 725,417,000.00 724,989,836.63 147,947.57 61,524.24 .2162 724,799,023.67 99.94111500000 -18,658.85 ------- --------------- --------------- --------------- --------------- 81222 PW NCD UNION BANK NA 90527M5U6 14 1105 .3200 500,000.00 500,162.38 1,426.67 162.38 02/14/13 02/14/14 16 000 .3200 500,000.00 100.0324762309 SUNGARD 81261 PW NCD UNION BANK OF CALIFORNIA 90527M6J0 14 1401 .3500 500,000.00 500,277.72 1,463.19 277.72 03/06/13 03/10/14 16 000 .3500 500,000.00 100.0555434042 SUNGARD 81394 CCCSIG YCD RABOBANK NEDERLAND N 21684BEP5 14 6911 .6000 2,000,000.00 2,000,000.00* 2,133.33 0.00 04/29/13 04/29/15 37 000 .6000 2,000,000.00 100.0000000000 BOOK 81533 RM NCD UNION BANK 905269CW4 14 8170 .2900 1,020,000.00 1,020,268.41 1,446.13 268.41 07/09/13 07/10/14 16 000 .2900 1,020,000.00 100.0263147657 SUNGARD 81578 PW NCD UNION BANK NA 905269DX1 14 1401 .3000 500,000.00 500,182.18 608.33 182.18 08/08/13 08/08/14 16 000 .3000 500,000.00 100.0364360050 SUNGARD 81605 PW YCD UBS AG STAMFORD CT 90267RTS8 14 8215 .1850 5,200,000.00 5,200,108.30 3,179.94 108.30 09/04/13 01/06/14 29 000 .1850 5,200,000.00 100.0020827061 SUNGARD 81606 PW YCD UBS AG STAMFORD CT 90267RTS8 14 8216 .1850 4,000,000.00 4,000,083.31 2,446.11 83.31 09/04/13 01/06/14 29 000 .1850 4,000,000.00 100.0020827061 SUNGARD 81607 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1392 .1850 19,000,000.00 19,000,395.71 11,619.03 395.71 09/04/13 01/06/14 29 000 .1850 19,000,000.00 100.0020827061 SUNGARD 81608 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1114 .1850 6,000,000.00 6,000,124.96 3,669.17 124.96 09/04/13 01/06/14 29 000 .1850 6,000,000.00 100.0020827061 SUNGARD 81609 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1290 .1850 400,000.00 400,008.33 244.61 8.33 09/04/13 01/06/14 29 000 .1850 400,000.00 100.0020827061 SUNGARD 81610 PW YCD UBS AG STAMFORD CT 90267RTS8 14 1399 .1850 430,000.00 430,008.96 262.96 8.96 09/04/13 01/06/14 29 000 .1850 430,000.00 100.0020827061 SUNGARD 81653 YCD ABBEY NATIONAL 00279HN69 14 8177 .2100 25,000,000.00 25,002,499.53 9,479.17 2,499.53 10/28/13 01/24/14 7 000 .2100 25,000,000.00 100.0099981067 SUNGARD 81663 YCD CREDIT AGRICOLE CIB NY 22532UT87 14 8177 .1700 30,000,000.00 30,002,749.42 8,925.00 2,749.42 10/30/13 01/30/14 22 000 .1700 30,000,000.00 100.0091647445 SUNGARD 81665 YCD ABBEY NATIONAL TREASURY SER 00279HN85 14 8177 .1500 25,000,000.00 25,000,812.35 6,354.17 305.56 11/01/13 01/13/14 17 000 .1400 25,000,506.79 100.0032493879 SUNGARD 81666 YCD BNP PARIBAS SF 05572NQX7 14 8177 .2000 25,000,000.00 25,003,985.27 8,472.22 3,985.27 11/01/13 02/10/14 10 000 .2000 25,000,000.00 100.0159410774 SUNGARD 81673 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2505 .1800 750,000.00 750,084.98 217.50 84.98 11/04/13 02/03/14 16 000 .1800 750,000.00 100.0113310762 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST Page 15 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81674 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2517 .1800 500,000.00 500,056.66 145.00 56.66 11/04/13 02/03/14 16 000 .1800 500,000.00 100.0113310762 SUNGARD 81675 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2520 .1800 5,000,000.00 5,000,566.55 1,450.00 566.55 11/04/13 02/03/14 16 000 .1800 5,000,000.00 100.0113310762 SUNGARD 81676 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2552 .1800 1,500,000.00 1,500,169.97 435.00 169.97 11/04/13 02/03/14 16 000 .1800 1,500,000.00 100.0113310762 SUNGARD 81677 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2554 .1800 1,100,000.00 1,100,124.64 319.00 124.64 11/04/13 02/03/14 16 000 .1800 1,100,000.00 100.0113310762 SUNGARD 81678 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2558 .1800 775,000.00 775,087.82 224.75 87.82 11/04/13 02/03/14 16 000 .1800 775,000.00 100.0113310762 SUNGARD 81679 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2566 .1800 3,500,000.00 3,500,396.59 1,015.00 396.59 11/04/13 02/03/14 16 000 .1800 3,500,000.00 100.0113310762 SUNGARD 81680 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2571 .1800 750,000.00 750,084.98 217.50 84.98 11/04/13 02/03/14 16 000 .1800 750,000.00 100.0113310762 SUNGARD 81681 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2572 .1800 450,000.00 450,050.99 130.50 50.99 11/04/13 02/03/14 16 000 .1800 450,000.00 100.0113310762 SUNGARD 81682 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2578 .1800 800,000.00 800,090.65 232.00 90.65 11/04/13 02/03/14 16 000 .1800 800,000.00 100.0113310762 SUNGARD 81683 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2579 .1800 1,150,000.00 1,150,130.31 333.50 130.31 11/04/13 02/03/14 16 000 .1800 1,150,000.00 100.0113310762 SUNGARD 81684 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2581 .1800 750,000.00 750,084.98 217.50 84.98 11/04/13 02/03/14 16 000 .1800 750,000.00 100.0113310762 SUNGARD 81685 PW NCD UNION BANK OF CALIFORNIA 905269GT7 14 2583 .1800 700,000.00 700,079.32 203.00 79.32 11/04/13 02/03/14 16 000 .1800 700,000.00 100.0113310762 SUNGARD 81686 YCD CREDIT AGRICOLE CIB NY 22532UU44 14 8177 .1600 25,000,000.00 25,002,152.34 6,444.44 2,152.34 11/04/13 01/31/14 22 000 .1600 25,000,000.00 100.0086093574 SUNGARD 81687 YCD BNP PARIBAS 05572NRA6 14 8177 .1600 25,000,000.00 25,002,152.34 6,444.44 2,152.34 11/04/13 01/31/14 10 000 .1600 25,000,000.00 100.0086093574 SUNGARD 81697 YCD STANDARD CHARTERED BK NY 85325BF33 14 8177 .1800 25,000,000.00 25,006,998.06 7,000.00 6,033.45 11/06/13 03/25/14 17 000 .1700 25,000,964.61 100.0279922311 SUNGARD 81699 NCD UNION BANK OF CALIFORNIA 905269GZ3 14 8177 .1800 25,000,000.00 25,004,665.68 6,000.00 4,665.68 11/14/13 02/25/14 16 000 .1800 25,000,000.00 100.0186627315 SUNGARD 81709 YCD SOCIETE GENERALE 83368NSG7 14 8177 .2500 30,000,000.00 30,010,593.23 7,291.67 9,427.65 11/27/13 04/16/14 7 000 .2400 30,001,165.58 100.0353107793 SUNGARD 81711 SO NCD UNION BANK OF CALIFORNIA 905269HQ2 14 1056 .0500 2,000,000.00 1,999,998.89 83.33 12/02/13 01/02/14 16 000 .0500 2,000,000.00 99.99994443120 SUNGARD -1.11 81712 SO NCD UNION BANK OF CALIFORNIA 905269HQ2 14 1147 .0500 1,100,000.00 1,099,999.39 45.83 12/02/13 01/02/14 16 000 .0500 1,100,000.00 99.99994443120 SUNGARD -.61 81713 SO NCD UNION BANK OF CALIFORNIA 905269HQ2 14 1334 .0500 1,250,000.00 1,249,999.31 52.08 12/02/13 01/02/14 16 000 .0500 1,250,000.00 99.99994443120 SUNGARD -.69 81714 SO NCD UNION BANK OF CALIFORNIA 905269HQ2 14 1360 .0500 3,470,000.00 3,469,998.07 144.58 12/02/13 01/02/14 16 000 .0500 3,470,000.00 99.99994443120 SUNGARD -1.93 81715 SO NCD UNION BANK OF CALIFORNIA 905269HQ2 14 2629 .0500 6,000,000.00 5,999,996.67 250.00 12/02/13 01/02/14 16 000 .0500 6,000,000.00 99.99994443120 SUNGARD -3.33 81716 SO NCD UNION BANK OF CALIFORNIA 905269HQ2 14 2656 .0500 1,320,000.00 1,319,999.27 55.00 12/02/13 01/02/14 16 000 .0500 1,320,000.00 99.99994443120 SUNGARD -.73 81723 NCD UNION BANK OF CALIFORNIA 905269HU3 14 8177 .2000 25,000,000.00 25,005,149.37 3,888.89 5,149.37 12/04/13 04/16/14 16 000 .2000 25,000,000.00 100.0205974852 SUNGARD Page 16 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81727 YCD ABBEY NATIONAL TREASURY SER 00279HQ25 14 8177 .2300 25,000,000.00 25,007,287.39 4,152.78 7,287.39 12/06/13 04/15/14 22 000 .2300 25,000,000.00 100.0291495580 SUNGARD 81730 CCCSIG YCD CREDIT SUISSE NY 22549TPN2 14 6911 .5000 1,900,000.00 1,902,851.68 606.94 2,851.68 12/09/13 12/05/14 37 000 .5000 1,900,000.00 100.1500883052 SUNGARD 81731 YCD SOCIETE GENERALE NY 83368NTD3 14 8177 .2500 25,000,000.00 25,008,245.69 3,993.06 8,245.69 12/09/13 04/09/14 7 000 .2500 25,000,000.00 100.0329827469 SUNGARD 81734 YCD CREDIT AGRICOLE CIB NY 22532U2L7 14 8177 .3000 25,000,000.00 25,015,220.04 4,583.33 15,220.04 12/10/13 05/09/14 22 000 .3000 25,000,000.00 100.0608801546 SUNGARD 81736 YCD BNP PARIBAS SF 05572NRU2 14 8177 .2500 25,000,000.00 25,009,827.67 3,645.83 9,827.67 12/11/13 04/28/14 10 000 .2500 25,000,000.00 100.0393106644 SUNGARD 81737 YCD STANDARD CHARTERED BK NY 85325BF90 14 8177 .2200 25,000,000.00 25,008,931.31 3,208.33 7,800.44 12/11/13 05/23/14 17 000 .2100 25,001,130.87 100.0357252405 SUNGARD 81740 YCD ABBEY NATL TREASURY SERV 00279HQ58 14 8177 .2600 25,000,000.00 25,012,630.77 3,611.11 12,630.77 12/12/13 05/20/14 22 000 .2600 25,000,000.00 100.0505230760 SUNGARD 81743 YCD BNP PARIBAS 05572NRY4 14 8177 .2500 10,000,000.00 10,004,397.44 1,041.67 4,397.44 12/17/13 05/12/14 10 000 .2500 10,000,000.00 100.0439744046 SUNGARD 81745 YCD SOCIETE GENERALE NY 83368NUB5 14 8177 .3100 30,000,000.00 30,022,486.00 3,616.67 22,486.00 12/18/13 05/30/14 11 000 .3100 30,000,000.00 100.0749533366 SUNGARD 81750 PW NCD UNION BANK OF CALIFORNIA 905269JM9 14 1401 .2800 500,000.00 499,704.18 46.67 12/20/13 12/22/14 16 000 .2800 500,000.00 99.94083682074 SUNGARD -295.82 81753 CCCSD NCD UNION BANK OF CALIF 905269JP2 14 3407 .2300 2,000,000.00 2,000,966.00 115.00 966.00 12/23/13 06/23/14 16 000 .2300 2,000,000.00 100.0482997735 SUNGARD 81755 HR YCD BNP PARIBAS 05572NSB3 14 8165 .2100 3,290,000.00 3,290,767.59 95.96 767.59 12/27/13 02/25/14 10 000 .2100 3,290,000.00 100.0233309380 SUNGARD 81756 HR YCD BNP PARIBAS 05572NSB3 14 8166 .2100 2,844,000.00 2,844,663.53 82.95 663.53 12/27/13 02/25/14 10 000 .2100 2,844,000.00 100.0233309380 SUNGARD 81757 HR YCD BNP PARIBAS 05572NSB3 14 8172 .2100 3,978,000.00 3,978,928.10 116.03 928.10 12/27/13 02/25/14 10 000 .2100 3,978,000.00 100.0233309380 SUNGARD 81762 YCD CREDIT AGRICOLE CIB NY 22532U3Q5 14 8177 .3300 25,000,000.00 25,024,428.92 229.17 24,428.92 12/31/13 06/25/14 22 000 .3300 25,000,000.00 100.0977156740 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 33.21%(M) .2180 561,927,000.00 562,091,714.20 133,716.04 161,250.57 .2161 561,930,767.85 100.0293120000 -304.22 ------- --------------- --------------- --------------- --------------- 81269 CORP GENERAL ELEC CAP CORP FLTR 36962GU51 14 8177 .4709 10,000,000.00 9,952,100.00 11,118.52 03/08/13 01/08/16 16 000 .6624 9,952,450.00 99.52100000000 SUNGARD -350.00 81655 CCCSIG CORP GECC FLOATER 36962G7A6 14 6911 .9191 2,700,000.00 2,718,954.00 5,376.75 18,954.00 07/12/13 07/12/16 37 000 .9191 2,700,000.00 100.7020000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .75%(M) .5665 12,700,000.00 12,671,054.00 16,495.27 18,954.00 .7172 12,652,450.00 99.77207900000 -350.00 ------- --------------- --------------- --------------- --------------- 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 600,000.00 616,866.00 6,288.33 17,454.00 07/27/10 07/27/15 37 000 2.4710 599,412.00 102.8110000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 750,000.00 772,957.50 2,437.50 23,364.91 11/09/10 11/09/15 37 000 2.2660 749,592.59 103.0610000000 SUNGARD Page 17 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79043 CCCCD CORP PROCTOR & GAMBLE CAL 742718DS5 14 7903 1.8000 200,000.00 204,622.00 460.00 6,258.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 102.3110000000 SUNGARD 79220 CORP BERKSHIRE HATHAWAY CALL 084664BR1 14 8177 1.5000 10,000,000.00 10,002,300.00 71,250.00 2,600.00 01/11/11 01/10/14 16 000 1.5010 9,999,700.00 100.0230000000 SUNGARD 79582 CORP IBM CORPORATION 459200GW5 14 8177 1.2500 10,000,000.00 10,031,000.00 17,013.89 12,100.00 05/20/11 05/12/14 16 000 1.1852 10,018,900.00 100.3100000000 SUNGARD 80188 AUHSD CORP JP MORGAN 46623EJE0 14 5007 2.0500 545,000.00 545,000.00 4,872.45 01/03/12 01/24/14 49 000 2.0437 545,065.40 100.0000000000 SUNGARD -65.40 80189 AUHSD CORP JOHNSON & JOHNSON 478160AX2 14 5007 1.2000 490,000.00 491,465.10 751.33 01/03/12 05/15/14 49 000 .5741 497,198.10 100.2990000000 SUNGARD -5,733.00 80435 CORP TOYOTA MOTOR CREDIT CORP 89233P5Z5 14 8177 1.0000 10,000,000.00 10,067,700.00 37,222.22 17,600.00 03/15/12 02/17/15 16 000 .8261 10,050,100.00 100.6770000000 SUNGARD 80448 CORP WALMART STORES INC 931142CX9 14 8177 1.5000 5,000,000.00 5,095,150.00 13,750.00 03/23/12 10/25/15 29 000 .9370 5,099,100.00 101.9030000000 SUNGARD -3,950.00 80450 CORP ROYAL BANK OF 78008T2C7 14 8177 1.1500 10,000,000.00 10,082,800.00 34,499.95 86,000.00 03/26/12 03/13/15 16 000 1.1610 9,996,800.00 100.8280000000 SUNGARD 80653 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 135,000.00 134,173.80 573.75 06/14/12 02/15/17 37 000 1.1660 134,748.90 99.38800000000 SUNGARD -575.10 80654 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 240,000.00 238,531.20 1,020.00 06/14/12 02/15/17 37 000 1.2040 239,140.80 99.38800000000 SUNGARD -609.60 80678 CCCCD CORP 3M COMPANY GLO 88579YAE1 14 7903 1.0000 315,000.00 311,012.10 1,618.75 06/29/12 06/26/17 37 000 1.0621 314,051.85 98.73400000000 SUNGARD -3,039.75 80809 CCCCD CORP JOHN DEERE CAP NTS 24422ERV3 14 7903 .7000 120,000.00 120,470.40 273.00 552.00 09/07/12 09/04/15 37 000 .7230 119,918.40 100.3920000000 SUNGARD 81054 CCCCD CORP CHEVRON CORP NEW 166764AA8 14 7903 1.1040 105,000.00 102,688.95 83.72 12/05/12 12/05/17 37 000 1.1040 105,000.00 97.79900000000 SUNGARD -2,311.05 81150 CCCCD CORP BERKSHIRE HATHAWAY 084664BS9 14 7903 1.6000 110,000.00 111,060.40 224.89 01/15/13 05/15/17 37 000 1.2609 111,567.50 100.9640000000 SUNGARD -507.10 81162 CCCCD CORP JP MORGAN CHASE & CO 46625HCE8 14 7903 4.7500 200,000.00 209,244.00 3,166.67 01/24/13 03/01/15 37 000 1.0542 215,330.00 104.6220000000 SUNGARD -6,086.00 81198 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,012,500.00 24,027.78 12,500.00 02/04/13 01/08/16 7 000 1.0000 5,000,000.00 100.2500000000 SUNGARD 81217 CCCCD CORP BERKSHIRE HATHAWAY 084670BH0 14 7903 1.5500 245,000.00 242,241.30 1,497.90 02/11/13 02/09/18 37 000 1.5791 244,659.45 98.87400000000 SUNGARD -2,418.15 81242 CCCSIG CORP PEPSICO INC NOTES 713448CE6 14 6911 .7000 515,000.00 512,327.15 1,251.79 02/28/13 02/26/16 37 000 .7118 514,819.75 99.48100000000 SUNGARD -2,492.60 81243 CCCCD CORP CATERPLLR FINL SVCS 14912L5N7 14 7903 .7000 100,000.00 99,842.00 243.07 02/28/13 02/26/16 37 000 .7420 99,876.00 99.84200000000 SUNGARD -34.00 81244 CCCCD CORP PEPSICO INC NOTES 713448CE6 14 7903 .7000 100,000.00 99,481.00 243.07 02/28/13 02/26/16 37 000 .7118 99,965.00 99.48100000000 SUNGARD -484.00 81412 CCCSIG CORP APPLE INC 037833AH3 14 6911 .4500 730,000.00 724,700.20 529.25 05/03/13 05/03/16 37 000 .5109 728,678.70 99.27400000000 SUNGARD -3,978.50 81413 CCCCD CORP APPLE INC 037833AJ9 14 7903 1.0000 175,000.00 169,216.25 281.94 05/03/13 05/03/18 37 000 1.0760 174,354.25 96.69500000000 SUNGARD -5,138.00 81425 CCCSIG CORP IBM GLOBAL NOTES 459200HL8 14 6911 .4500 1,880,000.00 1,864,132.80 1,292.50 05/07/13 05/06/16 37 000 .5450 1,874,698.40 99.15600000000 SUNGARD -10,565.60 81432 CORP JP MORGAN CHASE & CO 46623EJW0 14 8177 .8000 10,000,000.00 10,002,100.00 15,111.11 05/07/13 04/23/15 7 000 .7598 10,007,800.00 100.0210000000 SUNGARD -5,700.00 Page 18 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81444 CCCCD CORP TOYOTA MOTOR CRED 89236TAL9 14 7903 .8000 190,000.00 190,203.30 185.78 281.20 05/17/13 05/17/16 37 000 .8139 189,922.10 100.1070000000 SUNGARD 81445 CCCSIG CORP TOYOTA MOTOR CRED 89236TAL9 14 6911 .8000 810,000.00 810,866.70 792.00 1,198.80 05/17/13 05/17/16 37 000 .8139 809,667.90 100.1070000000 SUNGARD 81472 CCCSIG CORP PFIZER INC 717081DD2 14 6911 .9000 1,800,000.00 1,791,090.00 15,570.00 06/03/13 01/15/17 37 000 .9445 1,803,330.00 99.50500000000 SUNGARD -6,030.00 81501 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,012,500.00 24,027.78 16,150.00 06/18/13 01/08/16 7 000 1.0290 4,996,350.00 100.2500000000 SUNGARD 81505 CCCSIG CORP CHEVRON 166764AC4 14 6911 .8890 940,000.00 942,227.80 162.49 2,227.80 06/24/13 06/24/16 37 000 .8890 940,000.00 100.2370000000 SUNGARD 81542 CCCSIG CORP WELLS FARGO & CO 94974BFL9 14 6911 1.2500 1,170,000.00 1,178,681.40 6,540.63 9,804.60 07/29/13 07/20/16 37 000 1.2830 1,169,242.43 100.7420000000 SUNGARD 81577 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 985,000.00 989,471.90 3,535.06 4,993.95 08/15/13 08/15/16 37 000 .9680 984,477.95 100.4540000000 SUNGARD 81650 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 355,000.00 356,611.70 1,274.05 2,286.20 10/15/13 08/15/16 37 000 1.0181 354,887.58 100.4540000000 SUNGARD 81668 CCCSIG CORP COCA COLA CO 191216BD1 14 6911 .7500 360,000.00 358,048.80 450.00 11/01/13 11/01/16 37 000 .7889 359,586.00 99.45800000000 SUNGARD -1,537.20 81703 CORP TOYOTA MTR CRD CORP MTN 89233P6S0 14 8177 1.2500 5,000,000.00 4,908,400.00 14,930.55 11/15/13 10/05/17 16 000 1.5451 4,951,444.44 98.16800000000 SUNGARD -36,100.00 81751 CCCSIG CORP CISCO SYSTMS INC GL 17275RAC6 14 6911 5.5000 1,900,000.00 2,090,247.00 37,445.84 12/20/13 02/22/16 37 000 .6166 2,134,132.78 110.0130000000 SUNGARD -9,633.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.11%(M) 1.2536 86,065,000.00 86,491,930.75 344,899.04 215,371.46 1.0823 86,431,882.27 100.4960560000 -106,988.05 ------- --------------- --------------- --------------- --------------- 81264 CCCSIG YCD BANK OF NOVA SCOTIA 06417FPL8 14 6911 .5043 2,450,000.00 2,450,000.00* 892.30 0.00 03/06/13 03/06/15 37 000 .5043 2,450,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 76 YCD / NCD DAILY FLOATER .14%(M) .5043 2,450,000.00 2,450,000.00 892.30 .00 .5043 2,450,000.00 100.0000000000 ------- --------------- --------------- --------------- --------------- 81391 CCCSIG YCD STNDRD CHTR BK M FLT 85325BVS0 14 6911 .3275 2,450,000.00 2,449,689.67 980.69 03/18/13 03/18/14 37 000 .3275 2,450,000.00 99.98733333333 SUNGARD -310.33 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 77 NEG CERT OF DEP M FLTR .14%(M) .3275 2,450,000.00 2,449,689.67 980.69 .00 .3275 2,450,000.00 99.98733300000 -310.33 ------- --------------- --------------- --------------- --------------- 81567 CCCSIG YCD QTR FLTR SVENSKA HAN 86958CVF8 14 6911 .4509 2,250,000.00 2,244,092.50 2,423.60 04/05/13 10/06/14 37 000 .4631 2,249,657.35 99.73744444444 SUNGARD -5,564.85 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 80 YCD / NCD QTR FLTR .13%(M) .4509 2,250,000.00 2,244,092.50 2,423.60 .00 .4631 2,249,657.35 99.73744400000 -5,564.85 ------- --------------- --------------- --------------- --------------- * MARKET = BOOK LESS PURCHASE INTEREST Page 19 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 15 (RPTMKT) RUN: 01/06/14 13:36:50 INVESTMENTS OUTSTANDING AS OF 12/31/13 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81524 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 537,226.12 537,226.12* .00 0.00 06/27/13 01/01/14 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 01/01/14 49 000 .0000 28,092.20 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 99 MONEY MARKET ACCOUNTS .03%(M) 0.0000 565,318.32 565,318.32 .00 .00 .0000 565,318.32 100.0000000000 ------- --------------- --------------- --------------- --------------- 79591 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 1.4000 3,200.00 3,200.00 118.60 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 3,200.00 118.60 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4843 1689611518.32 1692635531.80 1,750,174.87 743,208.77 .3709 1694603902.90 100.1789770000 -2,809,547.15 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS IF ANY. Page 20 Page 21 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF DECEMBER 31, 2013 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 943,483.74 943,755.10 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 23,756,302.12 23,763,134.91 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 7,245,983.10 7,248,067.19 BYRON UNION SCHOOL DISTRICT 75-07-017 412,413.74 412,532.36 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,382.80 191,437.85 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 50,000,000.00 50,014,381.00 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 612,403.35 612,579.49 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,014,381.00 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,275,043.99 1,275,410.72 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,219,654.97 2,220,293.39 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,280,681.95 2,281,337.92 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,196.19 72,216.96 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 953,896.96 954,171.32 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 17,150,970.78 17,155,903.74 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 2,516,372.89 2,517,096.65 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 202,245.14 202,303.31 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,364,038.55 6,365,868.97 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,285,069.66 7,287,164.99 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,905.56 23,912.44 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,561,092.93 14,565,280.99 MT VIEW SANITARY DISTRICT 70-07-008 8,985,447.31 8,988,031.70 OAKLEY UNION SCHOOL DISTRICT 75-07-009 245,878.97 245,949.69 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,366,990.07 7,369,108.96 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 1,414,787.98 1,415,194.90 RECLAMATION DISTRICT 800 60-07-003 4,663,749.23 4,665,090.62 REDEVELOPMENT AGENCY 65-07-015 6,946.66 6,948.66 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 315,045.90 315,136.51 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 281,127.91 281,208.77 WALNUT CREEK SCHOOL DISTRICT 75-07-003 1,648,999.17 1,649,473.46 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 9,887,457.00 9,890,300.83 TOTAL 222,883,568.62 222,947,674.39 Page 22 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.2. ASSET MANAGEMENT FUNDS a. WELLS CAPITAL MANAGEMENT b. CalTRUST WC-Contra Costa County131235Begin Date10/1/2013End Date12/31/2013The information contained in this report represents estimated trade date investment calculations provided via Clearwater Analytics for Wells CapitalManagement clients. Certain calculations may not be available for all time periods. Please refer to your custody statement for official portfolio holdings andtransactions. Note that certain accounting methods may cause differences between this investment report and your custody statement.Page 23 WC-Contra Costa CountyRisk Summary1Perf Summary TotIdxExc GrossOfFees4Perf Summary TotIdxExc NetOfFees5Financials6Income Detail7Balance Sheet Classification9Trading Activity11Transaction Detail12MMF Transaction Detail15Table of ContentsDated: 1/2/201410/1/2013 - 12/31/2013145679111215Page 24 SummaryCash2,691,803.90Fixed Income41,653,132.21Duration0.621Convexity---Weighted Avg Life0.722Weighted Avg Maturity0.956Weighted Avg Eff Maturity0.674Yield0.294%Purchase Yield0.364%Avg Credit RatingAA+/Aa1/AA+Security TypeAgency (28.4%)Corporate (25.8%)US Gov (22.6%)Asset Backed (10.9%)Muni (6.2%)MM Fund (6.1%)Currency (0%)MMF Asset AllocationForeign Bank (24%)1st Tier CP (e... (23%)ABCP (20%)Time Deposits (18%)FRNS (7%)Repo (6%)Other (2%)Issuer ConcentrationGovernment of the United States22.6%Federal Home Loan Banks Office of...10.3%Federal Home Loan Mortgage Corpor...10.2%MMF - WFA HERITAGE MONEY MARK-I6.1%Federal Farm Credit Banks Funding...4.5%Federal National Mortgage Associa...3.4%California, State of3.4%The Bank of New York Mellon Corpo...1.8%Other37.8%CountryUnited States (98.3%)United Kingdom (1.7%)CurrencyUS Dollar (100%)Risk Summary(WC-Contra Costa County)Dated: 1/2/201412/31/20131Page 25 Market SectorsCash (6.1%)Government (22.6%)Agency (28.4%)Municipal (6.2%)Financial (20%)Industrial (5.8%)ABS (10.9%)Time to Maturity (Years)Effective MaturityFinal Maturity0123010203040PercentDuration0510152025Percent00 02500 025 - - Credit Ratings010203040506070PercentAAAAAAAAAAAAAaAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAACredit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA16.8 16.3 13.5 12.7 9.1 1.4 0.0 0.0AA3.8 1.1 1.7 0.0 3.1 0.0 0.0 0.0A4.8 2.5 0.0 1.7 11.7 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 (51%)Diversified Fin... (8.2%)Banks (7.2%)US Municipals (6.2%)Cash (6.1%)Automobile ABS (5.9%)Credit Card ABS (5%)Insurance (4.6%)Computers (1.7%)Other (4.1%)Risk Summary(WC-Contra Costa County)Dated: 1/2/201412/31/20132Page 26 Industry SubsectorsSovereign Agency (28.4%)Sovereign (22.6%)Cash (6.1%)Automobile Sequ... (5.9%)Finance-Other S... (3.4%)Education (3.4%)Credit Card Bul... (3.3%)Commer Banks-Ea... (2.2%)Life/Health Ins... (2.1%)Other (22.6%)Risk Summary(WC-Contra Costa County)Dated: 1/2/201412/31/20133Page 27 TotalIndexExcessCMCQCYPMPQPYTMTQTY0.000.050.100.150.200.250.300.350.40Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 12/1/13-12/31/13 10/1/13-12/31/13 1/1/13-12/31/13 11/1/13-11/30/13 7/1/13-9/30/13 1/1/12-12/31/12 12/1/13-12/31/13 10/1/13-12/31/13 1/1/13-12/31/13Total Return0.024%0.097%0.321%0.037%0.134%0.405%0.024%0.097%0.321%Index Return0.026%0.027%0.180%0.005%0.063%0.171%0.026%0.027%0.180%Excess Return-0.002%0.071%0.141%0.032%0.070%0.234% -0.002%0.071%0.141%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: 1/2/201412/31/20134Page 28 TotalIndexExcessCMCQCYPMPQPYTMTQTY0.000.050.100.150.200.250.30Curr Month Curr Quarter Curr Year Prev Month Prev Quarter Prev Year Trailing Month Trailing Quarter Trailing Year 12/1/13-12/31/13 10/1/13-12/31/13 1/1/13-12/31/13 11/1/13-11/30/13 7/1/13-9/30/13 1/1/12-12/31/12 12/1/13-12/31/13 10/1/13-12/31/13 1/1/13-12/31/13Total Return0.015%0.070%0.218%0.027%0.109%0.291%0.015%0.070%0.218%Index Return0.026%0.027%0.180%0.005%0.063%0.171%0.026%0.027%0.180%Excess Return-0.011%0.043%0.038%0.022%0.046%0.120% -0.011%0.043%0.038%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: 1/2/201412/31/20135Page 29 Balance SheetWC-Contra Costa CountyAs of: 9/30/2013 12/31/2013Original Cost 44,405,414.14 44,414,452.10Amortization/Accretion -155,158.40 -203,894.63Realized Impairment Loss 0.00 0.00Amortized Cost44,250,255.74 44,210,557.47Accrued Interest77,055.53 113,572.56Ending Book Value44,327,311.27 44,324,130.03Unrealized Gain24,988.7124,098.37Unrealized Loss-7,978.34-3,292.28Net Unrealized Gain/Loss17,010.3720,806.09Total Market Value44,344,321.65 44,344,936.11Income StatementBegin Date10/1/2013End Date12/31/2013Net Transfers In/Out-30,399.77Amortization/Accretion-73,146.90Interest Income112,488.79Dividend Income0.00Other Income0.00Income Subtotal112,488.79Realized Gain84.57Realized Loss-0.00Realized Impairment Loss0.00Net Gain/Loss84.57Expenses-12,207.94Net Income27,218.52Statement of Cash FlowsBegin Date10/1/2013End Date12/31/2013Net Income27,218.52Amortization/Accretion73,146.90Change in MV on CE Securities0.00Change in Accrued-14,762.23Net Gain/Loss-84.57Balance Sheet Reclassifications0.00Non Cash Adjustments58,300.10Purchases of Marketable Securities-7,122,427.95Purchased Accrued of Marketable Securities-22,223.54Sales of Marketable Securities627,436.02Sold Accrued of Marketable Securities468.75Maturities of Marketable Securities4,220,000.00Net Purchases/Sales-2,296,746.72Transfers of Cash & Cash Equivalents-30,399.77Net Change in Cash & Cash Equivalents-2,241,627.87Beginning Cash & Cash Equivalents4,933,431.77Ending Cash & Cash Equivalents2,691,803.90Financials(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/20136Page 30 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date02666QK69700,000.00 AMERICAN HONDA FINANCE1.450 02/27/2015 02/27/20150.000.00 -1,498.24 2,537.500.001,039.26 06/06/201305578XAB4315,000.00 BMWOT 2013-A A20.410 02/25/2016 10/19/20140.000.001.26197.320.00198.57 11/06/201306406HBN8750,000.00 BANK OF NEW YORK MELLON3.100 01/15/2015 01/15/20150.000.00 -4,760.74 5,812.500.001,051.76 07/26/201312572QAD7750,000.00 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 02/01/20150.000.000.00 1,593.750.001,593.75 09/11/201314912L4Q10.00 CATERPILLAR FINANCIAL SE1.550 12/20/2013 12/20/20130.000.00 -1,509.11 2,380.970.00871.86 03/21/2012161571FY5750,000.00 CHAIT 2013-A4 A40.267 05/15/2017 04/23/20150.000.000.00521.060.00521.06 05/23/201317305ECH6400,000.00 CCCIT 2004-A8 A84.900 12/12/2016 12/09/20140.000.00 -4,385.99 4,900.000.00514.01 08/08/201317305ECH6300,000.00 CCCIT 2004-A8 A84.900 12/12/2016 12/09/20140.000.00 -3,349.80 3,675.000.00325.20 09/27/2013191216AN00.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-248.51522.500.00273.99 05/18/2012191216AN00.00 COCA-COLA CO/THE0.750 11/15/2013 11/15/20130.000.00-86.21183.330.0097.12 05/18/201222546QAE7250,000.00 CREDIT SUISSE NEW YORK3.500 03/23/2015 03/23/20150.000.00 -1,680.98 2,187.500.00506.52 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 06/23/20140.000.00-555.17812.500.00257.33 07/11/201324422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.314 01/12/2015 01/12/20150.000.000.00535.480.00535.48 03/11/2013313376UF01,000,000.00 FEDERAL HOME LOAN BANK0.375 01/29/2014 01/29/20140.000.00-359.01937.500.00578.49 10/05/2012313379F870.00 FEDERAL HOME LOAN BANK0.280 11/14/2013 11/14/20130.000.00-31.36334.440.00303.08 08/08/2012313381MG71,560,000.00 FEDERAL HOME LOAN BANK0.500 01/08/2016 01/08/20140.000.000.00173.330.00173.33 12/23/2013313383UB52,000,000.00 FEDERAL HOME LOAN BANK0.200 08/29/2014 02/14/20140.000.0024.27 1,000.000.001,024.27 08/15/2013313397A351,000,000.00 FREDDIE MAC DISCOUNT NT0.000 08/01/2014 08/01/20140.000.00406.390.000.00406.39 10/16/20133133EA4S41,000,000.00 FEDERAL FARM CREDIT BANK0.250 10/16/2014 10/16/20140.000.00-93.97625.000.00531.03 08/21/20133133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.270 11/05/2014 11/05/20140.000.00-14.15675.000.00660.85 01/24/20133134G36G01,000,000.00 FREDDIE MAC0.350 03/18/2015 03/18/20150.000.00-41.23126.390.0085.16 12/18/20133134G3BF60.00 FREDDIE MAC0.625 12/23/2013 12/23/20130.000.00-709.54 1,423.610.00714.07 06/06/20123134G3H781,000,000.00 FREDDIE MAC0.350 12/05/2014 12/05/20140.000.00-139.61875.000.00735.39 07/09/20133134G4DE51,500,000.00 FREDDIE MAC0.310 01/09/2015 01/09/20150.000.000.00 1,162.500.001,162.50 07/09/20133135G0PE70.00 FANNIE MAE0.375 03/25/2015 03/25/20150.0084.5715.43427.080.00527.08 10/03/201331398AXJ61,500,000.00 FANNIE MAE2.500 05/15/2014 05/15/20140.000.00 -8,456.72 9,375.000.00918.28 11/30/201236962G6Q2750,000.00 GENERAL ELEC CAP CORP0.843 01/08/2016 01/08/20160.000.00-422.08 1,619.550.001,197.47 09/23/201340428HPG1700,000.00 HSBC USA INC2.375 02/13/2015 02/13/20150.000.00 -2,890.87 4,156.250.001,265.38 08/20/201343814EAB1700,000.00 HAROT 2013-2 A20.370 10/16/2015 07/01/20140.000.007.84647.490.00655.33 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 & CO0.993 05/02/2014 05/02/20140.000.00-410.45 1,793.170.001,382.72 07/23/201255292LAB0400,000.00 MTBAT 2013-1A A20.660 02/16/2016 09/19/20140.000.001.49660.000.00661.49 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 06/18/201364952WBE2500,000.00 NEW YORK LIFE GLOBAL FDG1.300 01/12/2015 01/12/20150.000.00-681.64 1,625.000.00943.36 07/11/201370659PAE1750,000.00 PENAR 2013-1A A10.555 11/18/2017 12/12/20150.000.000.00470.740.00470.74 11/21/2013Income Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/20137Page 31 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date74005PAR5650,000.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00 -6,716.00 7,515.620.00799.62 08/22/201374153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.508 08/19/2015 08/19/20150.000.000.00499.180.00499.18 08/23/201374254PYF3500,000.00 PRINCIPAL LIFE INC FDG5.550 04/27/2015 04/27/20150.000.00 -2,748.18 3,006.250.00258.08 11/22/2013797355R97750,000.00 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 07/01/20140.000.000.00415.630.00415.63 06/06/201389236VAB6600,000.00 TAOT 2013-B A20.480 02/15/2016 04/15/20150.000.005.19720.000.00725.19 09/18/201390331HKP7700,000.00 US BANK NA4.950 10/30/2014 10/30/20140.000.00 -7,212.37 7,700.000.00487.63 10/11/2013912828PZ73,000,000.00 US TREASURY N/B1.250 03/15/2014 03/15/20140.000.00 -7,546.88 9,530.390.001,983.51 10/31/2012912828SW12,000,000.00 US TREASURY N/B0.250 05/31/2014 05/31/20140.000.00-225.08 1,259.230.001,034.15 02/06/2013912828TA82,000,000.00 US TREASURY N/B0.250 06/30/2014 06/30/20140.000.00-62.94 1,250.230.001,187.29 12/06/2012912828TF72,000,000.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00553.92625.000.001,178.92 02/14/2013912828UP31,000,000.00 US TREASURY N/B0.250 02/28/2015 02/28/20150.000.0038.71635.360.00674.07 08/20/2013913017BW80.00 UNITED TECHNOLOGIES CORP0.530 12/02/2013 12/02/20130.000.00-434.39683.940.00249.54 11/02/201291412GFA8750,000.00 CA UNI-FLTG-TXB-Y-20.569 07/01/2014 02/03/20140.000.000.00 1,096.750.001,096.75 03/16/201292867GAC7598,534.93 VALET 2012-1 A30.850 08/22/2016 09/27/20140.00-0.00-618.73 1,303.040.00684.32 10/08/2013931142CN1150,000.00 WAL-MART STORES INC3.000 02/03/2014 02/03/20140.000.00-970.16 1,125.000.00154.84 11/29/20129499173972,691,780.17 WFA HERITAGE MONEY MARK-I0.010 ------0.000.000.0067.960.0067.96 ---CCYUSD23.73 US Dollar--- -------30,399.770.000.000.00 -12,207.94-12,207.94 ----------------------30,399.7784.57-73,146.90112,488.79-12,207.9427,218.52---Income Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/20138Page 32 Cash Equivalent (3)6.07% 2,691,803.90Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value949917397WFA HERITAGE MONEY MARK-I2,691,780.17 CashAAAm/Aaa/NA 0.010 ------0.000 0.000 2,691,780.17 2,691,780.170.00 1.0000.00 2,691,780.17 2,691,780.17CCYUSDUS Dollar0.45 CashAAA/Aaa/AAA 0.000 ------0.000 0.0000.450.450.00 1.0000.000.450.45CCYUSDNet Receivables/Payables23.28 CashAAA/Aaa/AAA 0.000 ------0.000 0.00023.2823.280.00 1.0000.0023.2823.28------2,691,803.90 ---------------0.000 0.000 2,691,803.90 2,691,803.900.00 ---0.00 2,691,803.90 2,691,803.90Short Term (21)51.56% 22,863,969.11Cusip/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 0.926 809,812.50754,448.86-52.36 100.586 16,291.67754,396.50770,688.17235851AK8 DANAHER CORP475,000.00 IndustrialA+/A2/NA1.300 06/23/2014 06/23/2014 0.376 0.345 480,514.75477,069.5394.10 100.456137.22477,163.62477,300.85235851AK8 DANAHER CORP250,000.00 IndustrialA+/A2/NA1.300 06/23/2014 06/23/2014 0.416 0.345 252,093.97251,043.9794.78 100.45672.22251,138.75251,210.97313376UF0 FEDERAL HOME LOAN BANK1,000,000.00 Agency AA+/Aaa/AAA* 0.375 01/29/2014 01/29/2014 0.232 0.151 1,001,877.00 1,000,109.2674.74 100.0181,583.33 1,000,184.00 1,001,767.33313383UB5 FEDERAL HOME LOAN BANK2,000,000.00 Agency AA+/Aaa/F1+* 0.200 08/29/2014 02/14/2014 0.205 0.143 1,999,900.00 1,999,936.68209.32 100.0071,511.11 2,000,146.00 2,001,657.11313397A35FREDDIE MAC DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 08/01/2014 08/01/2014 0.190 0.102 998,474.72998,881.11532.89 99.9410.00999,414.00999,414.003133EA4S4 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.250 10/16/2014 10/16/2014 0.213 0.176 1,000,430.00 1,000,294.16296.84100.059520.83 1,000,591.00 1,001,111.833133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.270 11/05/2014 11/05/2014 0.264 0.180 1,000,100.00 1,000,047.38708.62100.076420.00 1,000,756.00 1,001,176.003134G3H78 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA* 0.350 12/05/2014 12/05/2014 0.294 0.182 1,000,780.00 1,000,512.921,045.08 100.156252.78 1,001,558.00 1,001,810.7831398AXJ6 FANNIE MAE1,500,000.00 Agency AA+/Aaa/AAA 2.500 05/15/2014 05/15/2014 0.263 0.165 1,548,810.00 1,512,317.40807.60 100.8754,791.67 1,513,125.00 1,517,916.6746623EJH3 JPMORGAN CHASE & CO700,000.00 FinancialA/A3/A+0.993 05/02/2014 05/02/2014 0.770 0.308 702,891.00700,539.831,082.77 100.232308.89701,622.60701,931.49594918AB0 MICROSOFT CORP250,000.00 Industrial AAA/Aaa/AA+ 2.950 06/01/2014 06/01/2014 0.311 0.427 259,152.50252,725.89-103.89 101.049614.58252,622.00253,236.58797355R97 SAN DIEGO USD-A-TXBL750,000.00 Municipal AA-/Aa3/NA 0.342 07/01/2014 07/01/2014 0.342 0.276 750,000.00750,000.00247.50 100.0331,717.13750,247.50751,964.62842477TB7 STHRN CA PUB PWR-B475,000.00 Municipal AA-/NA/NA 0.350 07/01/2014 07/01/2014 0.350 0.793 475,000.00475,000.00-1,054.50 99.778951.32473,945.50474,896.8290331HKP7 US BANK NA700,000.00 FinancialA+/A1/A+4.950 10/30/2014 10/30/2014 0.354 0.358 733,775.00726,562.6367.47 103.8045,871.25726,630.10732,501.35912828PZ7 US TREASURY N/B3,000,000.00 Government AA+*/Aaa/AAA 1.250 03/15/2014 03/15/2014 0.252 0.120 3,041,015.63 3,005,988.281,043.72 100.234 11,187.85 3,007,032.00 3,018,219.85912828SW1 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA 0.250 05/31/2014 05/31/2014 0.205 0.109 2,001,171.88 2,000,366.98805.02 100.059439.56 2,001,172.00 2,001,611.56912828TA8 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA 0.250 06/30/2014 06/30/2014 0.238 0.111 2,000,390.63 2,000,123.141,438.86 100.07813.81 2,001,562.00 2,001,575.81912828TF7US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA 0.125 07/31/2014 07/31/2014 0.235 0.105 1,996,796.88 1,998,729.591,504.41 100.0121,046.20 2,000,234.00 2,001,280.2091412GFA8 CA UNI-FLTG-TXB-Y-2750,000.00 Municipal AA/Aa1/AA+ 0.569 07/01/2014 02/03/2014 0.578 0.373 750,000.00750,000.00135.00 100.018355.62750,135.00750,490.62931142CN1 WAL-MART STORES INC150,000.00 Industrial AA/Aa2/AA 3.000 02/03/2014 02/03/2014 0.418 0.506 154,545.00150,347.99-16.49 100.2211,875.00150,331.50152,206.50------22,750,000.00 ---------------0.301 0.211 22,957,531.46 22,805,045.608,961.47 ---49,962.04 22,814,007.08 22,863,969.11Long Term (28)42.37% 18,789,163.10Cusip/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 0.637 710,276.00706,872.38-337.88 100.9343,496.11706,534.50710,030.6105578XAB4 BMWOT 2013-A A2315,000.00 Asset Backed NA/Aaa/AAA 0.410 02/25/2016 10/19/2014 0.414 0.410 314,988.69314,989.951.86 99.99721.52314,991.81315,013.3406406HBN8 BANK OF NEW YORK MELLON750,000.00 Financial A+/A1/AA- 3.100 01/15/2015 01/15/2015 0.560 0.497 777,840.00769,612.19587.56 102.693 10,720.83770,199.75780,920.5813063BN65 CALIFORNIA ST-TXBL750,000.00 MunicipalA/A1/A0.850 02/01/2015 02/01/2015 0.850 0.751 750,000.00750,000.00720.00 100.0962,656.25750,720.00753,376.25161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA/Aaa/AAA 0.267 05/15/2017 04/23/2015 0.270 0.337 750,000.00750,000.00-727.50 99.90388.87749,272.50749,361.3717305ECH6 CCCIT 2004-A8 A8400,000.00 Asset Backed AAA/Aaa/AAA 4.900 12/12/2016 12/09/2014 0.541 0.471 423,312.50416,352.12259.88 104.1531,143.33416,612.00417,755.3317305ECH6 CCCIT 2004-A8 A8300,000.00 Asset Backed AAA/Aaa/AAA 4.900 12/12/2016 12/09/2014 0.464 0.471 315,984.38312,488.94-29.94 104.153857.50312,459.00313,316.5022546QAE7 CREDIT SUISSE NEW YORK250,000.00 FinancialA/A1/A3.500 03/23/2015 03/23/2015 0.814 0.606 260,597.50258,149.11684.14 103.5332,381.94258,833.25261,215.1924422ESA8 JOHN DEERE CAPITAL CORP660,000.00 FinancialA/A2/NA0.314 01/12/2015 01/12/2015 0.318 0.248 660,000.00660,000.00447.48 100.068448.45660,447.48660,895.93Balance Sheet Classification(WC-Contra Costa County)Dated: 1/2/201412/31/20139Page 33 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value313381MG7 FEDERAL HOME LOAN BANK1,560,000.00 Agency AA+/Aaa/AAA* 0.500 01/08/2016 01/08/2014 0.500 0.501 1,560,000.00 1,560,000.001.56 100.0003,748.33 1,560,001.56 1,563,749.893134G36G0 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.350 03/18/2015 03/18/2015 0.243 0.284 1,001,340.00 1,001,298.77-489.77 100.0811,001.39 1,000,809.00 1,001,810.393134G4DE5 FREDDIE MAC1,500,000.00 Agency AA+/Aaa/AAA 0.310 01/09/2015 01/09/2015 0.310 0.198 1,500,000.00 1,500,000.001,737.00 100.1162,221.67 1,501,737.00 1,503,958.6736962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+/A1/NR 0.843 01/08/2016 01/08/2016 0.630 0.583 753,840.00753,381.221,128.53 100.6011,492.55754,509.75756,002.3040428HPG1 HSBC USA INC700,000.00 Financial A+/A2/AA- 2.375 02/13/2015 02/13/2015 0.720 0.543 717,031.00712,820.381,436.52 102.0376,372.92714,256.90720,629.8243814EAB1 HAROT 2013-2 A2700,000.00 Asset Backed NA/Aaa/AAA 0.370 10/16/2015 07/01/2014 0.380 0.353 699,940.85699,964.4494.36 100.008107.92700,058.80700,166.72459200HD6 IBM CORP750,000.00 Industrial AA-/Aa3/A+ 0.750 05/11/2015 05/11/2015 0.502 0.425 753,525.00752,507.00795.25 100.440781.25753,302.25754,083.5055292LAB0 MTBAT 2013-1A A2400,000.00 Asset Backed AAA/Aaa/NA 0.660 02/16/2016 09/19/2014 0.663 0.529 399,991.68399,993.36374.24 100.092117.33400,367.60400,484.9359217GAM1 MET LIFE GLOB FUNDING I610,000.00 Financial AA-/Aa3/NA 2.000 01/09/2015 01/09/2015 0.630 0.412 623,554.20618,454.381,414.20 101.6185,828.89619,868.58625,697.47637432MP7 NATIONAL RURAL UTIL COOP279,000.00 FinancialA+/A1/NA1.000 02/02/2015 02/02/2015 0.365 0.456 282,088.53280,912.86-272.34 100.5881,154.75280,640.52281,795.27637432MP7 NATIONAL RURAL UTIL COOP450,000.00 FinancialA+/A1/NA1.000 02/02/2015 02/02/2015 0.564 0.456 453,163.50452,114.33531.67 100.5881,862.50452,646.00454,508.5064952WBE2 NEW YORK LIFE GLOBAL FDG500,000.00 Financial AA+/Aaa/AAA 1.300 01/12/2015 01/12/2015 0.754 0.428 504,075.00502,785.821,690.18 100.8953,051.39504,476.00507,527.3970659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA/Aaa/AAA 0.555 11/18/2017 12/12/2015 0.557 0.555 750,000.00750,000.000.00 100.000161.88750,000.00750,161.8874005PAR5 PRAXAIR INC650,000.00 IndustrialA/A2/NA4.625 03/30/2015 03/30/2015 0.511 0.551 692,705.00683,069.00-207.60 105.0567,599.13682,861.40690,460.5374153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA-/A1/A+ 0.508 08/19/2015 08/19/2015 0.514 0.428 375,000.00375,000.00493.50 100.132227.59375,493.50375,721.0974254PYF3 PRINCIPAL LIFE INC FDG500,000.00 Financial A+/A1/AA- 5.550 04/27/2015 04/27/2015 0.520 0.514 535,795.00533,046.8287.18 106.6274,933.33533,134.00538,067.3389236VAB6 TAOT 2013-B A2600,000.00 Asset Backed AAA/Aaa/NA 0.480 02/15/2016 04/15/2015 0.486 0.441 599,967.06599,973.09512.31 100.081128.00600,485.40600,613.40912828UP3 US TREASURY N/B1,000,000.00 Government AA+*/Aaa/AAA 0.250 02/28/2015 02/28/2015 0.265 0.199 999,765.63999,822.01802.99 100.063849.45 1,000,625.00 1,001,474.4592867GAC7 VALET 2012-1 A3598,534.93 Asset Backed AAA/NA/AAA 0.850 08/22/2016 09/27/2014 0.478 0.468 600,335.22600,099.80109.24 100.280155.45600,209.03600,364.49------18,547,534.93 ---------------0.492 0.438 18,765,116.74 18,713,707.9711,844.62 ---63,610.52 18,725,552.58 18,789,163.10Summary44,344,936.11Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value44,140,803.9043,989,338.830.290.3644,414,452.1044,324,130.0344,210,557.4720,806.09113,572.5644,231,363.5644,344,936.11Balance Sheet Classification(WC-Contra Costa County)Dated: 1/2/201412/31/201310Page 34 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-4,648,429.046,086,284.300.00Marketable Securities Short Term-998,474.720.004,220,000.00 Long Term-6,146,176.77627,904.770.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-11,793,080.536,714,189.074,220,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class10/02/2013 10/03/2013 BUY 3135G0PE7 FANNIE MAE0.375 03/25/2015 KEYBANCCAPITALMARKETS INC500,000.00 500,000.00 99.980 499,900.00 499,900.0041.670.00 0.00 -499,941.67 LT10/03/2013 10/08/2013 BUY 92867GAC7 VALET 2012-1 A30.850 08/22/2016 MORGANSTANLEY CO750,000.00 725,970.95 100.301 728,154.54 728,154.54 308.540.00 0.00 -728,463.08 LT10/08/2013 10/11/2013 BUY 90331HKP7 US BANK NA4.950 10/30/2014 BrownstoneInvestmentGroup LLC700,000.00 700,000.00 104.825 733,775.00 733,775.00 15,496.250.00 0.00 -749,271.25 LT10/16/2013 10/16/2013 BUY 313397A35 FREDDIE MACDISCOUNT NT0.000 08/01/2014 APX Asset 1,000,000.00 1,000,000.00 99.847 998,474.72 998,474.720.000.00 0.00 -998,474.72 ST10/20/2013 10/20/2013 PPD 92867GAC7 VALET 2012-1 A30.850 08/22/2016 ---41,316.64 41,316.64 --- 41,440.91 41,316.640.000.00 0.00 41,316.64 LT10/29/2013 11/06/2013 BUY 05578XAB4 BMWOT 2013-A A20.410 02/25/2016 CS FirstBoston (BR)315,000.00 315,000.00 99.996 314,988.69 314,988.690.000.00 0.00 -314,988.69 LT11/14/2013 11/14/2013 MTY 313379F87 FEDERAL HOME LOANBANK0.280 11/14/2013 --- 1,000,000.00 1,000,000.00 100.000 1,000,330.00 1,000,000.000.000.00 0.00 1,000,000.00 ST11/14/2013 11/21/2013 BUY 70659PAE1 PENAR 2013-1A A10.555 11/18/2017 MORGANSTANLEY CO750,000.00 750,000.00 100.000 750,000.00 750,000.000.000.00 0.00 -750,000.00 LT11/15/2013 11/15/2013 MTY 191216AN0 COCA-COLA CO/THE 0.750 11/15/2013 ---200,000.00 200,000.00 100.000 201,058.00 200,000.000.000.00 0.00 200,000.00 ST11/15/2013 11/15/2013 MTY 191216AN0 COCA-COLA CO/THE 0.750 11/15/2013 ---570,000.00 570,000.00 100.000 573,003.30 570,000.000.000.00 0.00 570,000.00 ST11/19/2013 11/22/2013 BUY 74254PYF3 PRINCIPAL LIFE INC FDG 5.550 04/27/2015 Unknown 500,000.00 500,000.00 107.159 535,795.00 535,795.00 1,927.080.00 0.00 -537,722.08 LT11/20/2013 11/20/2013 PPD 92867GAC7 VALET 2012-1 A30.850 08/22/2016 ---39,568.84 39,568.84 --- 39,687.86 39,568.840.00-0.00 0.00 39,568.84 LT12/02/2013 12/02/2013 MTY 913017BW8 UNITED TECHNOLOGIESCORP0.530 12/02/2013 ---750,000.00 750,000.00 100.000 752,767.50 750,000.000.000.00 0.00 750,000.00 ST12/17/2013 12/18/2013 BUY 3134G36G0 FREDDIE MAC0.350 03/18/2015 APX Asset 1,000,000.00 1,000,000.00 100.134 1,001,340.00 1,001,340.00 875.000.00 0.00 -1,002,215.00 LT12/20/2013 12/20/2013 PPD 92867GAC7 VALET 2012-1 A30.850 08/22/2016 ---46,550.54 46,550.54 --- 46,690.56 46,550.540.00-0.00 0.00 46,550.54 LT12/20/2013 12/20/2013 MTY 14912L4Q1 CATERPILLARFINANCIAL SE1.550 12/20/2013 ---700,000.00 700,000.00 100.000 712,054.00 700,000.000.000.00 0.00 700,000.00 ST12/20/2013 12/23/2013 BUY 313381MG7 FEDERAL HOME LOANBANK0.500 01/08/2016 Unknown 1,560,000.00 1,560,000.00 100.000 1,560,000.00 1,560,000.00 3,575.000.00 0.00 -1,563,575.00 LT12/23/2013 12/23/2013 MTY 3134G3BF6 FREDDIE MAC0.625 12/23/2013 --- 1,000,000.00 1,000,000.00 100.000 1,004,830.00 1,000,000.000.000.00 0.00 1,000,000.00 ST12/25/2013 12/25/2013 SELL 3135G0PE7 FANNIE MAE0.375 03/25/2015 Not Provided 500,000.00 500,000.00 100.000 499,900.00 500,000.00 468.7584.57 0.00 500,468.75 LT------ NMMF_BUY 949917397 WFA HERITAGE MONEYMARK-I--- --- Not Provided 4,648,429.04 4,648,429.04 1.000 4,648,429.04 4,648,429.040.000.00 0.00 -4,648,429.04 CE------ NMMF_SELL 949917397 WFA HERITAGE MONEYMARK-I--- --- Not Provided 6,086,284.30 6,086,284.30 1.000 6,086,284.30 6,086,284.300.000.00 0.00 6,086,284.30 CE--------------- --------- 22,657,149.36------ 22,728,903.42 22,704,577.31 22,692.2984.57 0.00 -858,891.46 ---Trading Activity(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/201311Page 35 SummaryCash Affecting TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD803,750.640.45Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 949917397WFA HERITAGE MONEY MARK-I------1.000-4,648,429.04------NMMF_SELL--- 949917397WFA HERITAGE MONEY MARK-I------1.0006,086,284.3009/30/201310/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------45.7010/01/201310/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.569 07/01/2014---339.8310/02/201310/03/2013BUY500,000.00 3135G0PE7FANNIE MAE0.375 03/25/201599.980-499,941.6710/03/201310/08/2013BUY725,970.95 92867GAC7VALET 2012-1 A30.850 08/22/2016100.301-728,463.0810/08/201310/08/2013CPN--- 36962G6Q2GENERAL ELEC CAP CORP0.843 01/08/2016---1,669.2210/08/201310/11/2013BUY700,000.00 90331HKP7US BANK NA4.950 10/30/2014104.825-749,271.2510/15/201310/15/2013CPN--- 55292LAB0MTBAT 2013-1A A20.660 02/16/2016---190.6710/15/201310/15/2013CPN--- 89236VAB6TAOT 2013-B A20.480 02/15/2016---216.0010/15/201310/15/2013CPN--- 24422ESA8JOHN DEERE CAPITAL CORP0.314 01/12/2015---590.6010/15/201310/15/2013CPN--- 161571FY5CHAIT 2013-A4 A40.267 05/15/2017---170.5610/16/201310/16/2013CPN--- 3133EA4S4FEDERAL FARM CREDIT BANK0.250 10/16/2014---1,250.0010/16/201310/16/2013BUY1,000,000.00 313397A35FREDDIE MAC DISCOUNT NT0.000 08/01/201499.847-998,474.7210/16/201310/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8310/20/201310/20/2013PPD--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---41,316.6410/20/201310/20/2013CPN--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---514.2310/22/201310/22/2013TRN--- CCYUSDUS Dollar----------3,079.1410/22/201310/22/2013MEXP--- CCYUSDUS Dollar----------3,885.1410/29/201311/06/2013BUY315,000.00 05578XAB4BMWOT 2013-A A20.410 02/25/201699.996-314,988.6910/30/201310/30/2013CPN--- 90331HKP7US BANK NA4.950 10/30/2014---17,325.0010/31/201311/01/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------25.4211/01/201311/01/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.569 07/01/2014---373.9711/05/201311/05/2013CPN--- 3133EA6W3FEDERAL FARM CREDIT BANK0.270 11/05/2014---1,350.0011/11/201311/11/2013CPN--- 459200HD6IBM CORP0.750 05/11/2015---2,812.5011/14/201311/14/2013MTY1,000,000.00 313379F87FEDERAL HOME LOAN BANK0.280 11/14/2013100.0001,000,000.0011/14/201311/14/2013CPN--- 313379F87FEDERAL HOME LOAN BANK0.280 11/14/2013---1,400.0011/14/201311/21/2013BUY750,000.00 70659PAE1PENAR 2013-1A A10.555 11/18/2017100.000-750,000.0011/15/201311/15/2013CPN--- 89236VAB6TAOT 2013-B A20.480 02/15/2016---240.0011/15/201311/15/2013MTY200,000.00 191216AN0COCA-COLA CO/THE0.750 11/15/2013100.000200,000.0011/15/201311/15/2013CPN--- 31398AXJ6FANNIE MAE2.500 05/15/2014---18,750.0011/15/201311/15/2013MTY570,000.00 191216AN0COCA-COLA CO/THE0.750 11/15/2013100.000570,000.0011/15/201311/15/2013CPN--- 55292LAB0MTBAT 2013-1A A20.660 02/16/2016---220.0011/15/201311/15/2013CPN--- 191216AN0COCA-COLA CO/THE0.750 11/15/2013---2,887.50Transaction Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/201312Page 36 Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount11/15/201311/15/2013CPN--- 161571FY5CHAIT 2013-A4 A40.267 05/15/2017---176.9611/16/201311/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8311/19/201311/19/2013CPN--- 74153WCA5PRICOA GLOBAL FUNDING 10.508 08/19/2015---487.7611/19/201311/22/2013BUY500,000.00 74254PYF3PRINCIPAL LIFE INC FDG5.550 04/27/2015107.159-537,722.0811/20/201311/20/2013CPN--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---484.9611/20/201311/20/2013PPD--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---39,568.8411/20/201311/20/2013MEXP--- CCYUSDUS Dollar----------4,131.9111/25/201311/25/2013TRN--- CCYUSDUS Dollar----------12,909.3611/25/201311/25/2013CPN--- 05578XAB4BMWOT 2013-A A20.410 02/25/2016---68.1611/30/201312/02/2013CPN--- 912828SW1US TREASURY N/B0.250 05/31/2014---2,500.0011/30/201312/02/2013MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------19.2612/01/201312/02/2013CPN--- 594918AB0MICROSOFT CORP2.950 06/01/2014---3,687.5012/02/201312/02/2013CPN--- 913017BW8UNITED TECHNOLOGIES CORP0.530 12/02/2013---992.8112/02/201312/02/2013MTY750,000.00 913017BW8UNITED TECHNOLOGIES CORP0.530 12/02/2013100.000750,000.0012/02/201312/02/2013CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.569 07/01/2014---366.8312/05/201312/05/2013CPN--- 3134G3H78FREDDIE MAC0.350 12/05/2014---1,750.0012/10/201312/10/2013CPN--- 17305ECH6CCCIT 2004-A8 A84.900 12/12/2016---17,150.0012/13/201312/13/2013TRN--- CCYUSDUS Dollar----------14,411.2712/15/201312/15/2013CPN--- 55292LAB0MTBAT 2013-1A A20.660 02/16/2016---220.0012/15/201312/15/2013CPN--- 89236VAB6TAOT 2013-B A20.480 02/15/2016---240.0012/16/201312/16/2013CPN--- 46623EJH3JPMORGAN CHASE & CO0.993 05/02/2014---1,777.2312/16/201312/16/2013CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8312/16/201312/16/2013CPN--- 161571FY5CHAIT 2013-A4 A40.267 05/15/2017---172.8912/17/201312/18/2013BUY1,000,000.00 3134G36G0FREDDIE MAC0.350 03/18/2015100.134-1,002,215.0012/18/201312/18/2013CPN--- 70659PAE1PENAR 2013-1A A10.555 11/18/2017---308.8612/20/201312/20/2013CPN--- 14912L4Q1CATERPILLAR FINANCIAL SE1.550 12/20/2013---5,425.0012/20/201312/20/2013CPN--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---456.9412/20/201312/20/2013PPD--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---46,550.5412/20/201312/20/2013MTY700,000.00 14912L4Q1CATERPILLAR FINANCIAL SE1.550 12/20/2013100.000700,000.0012/20/201312/23/2013BUY1,560,000.00 313381MG7FEDERAL HOME LOAN BANK0.500 01/08/2016100.000-1,563,575.0012/20/201312/20/2013MEXP--- CCYUSDUS Dollar----------4,190.8912/23/201312/23/2013MTY1,000,000.00 3134G3BF6FREDDIE MAC0.625 12/23/2013100.0001,000,000.0012/23/201312/23/2013CPN--- 3134G3BF6FREDDIE MAC0.625 12/23/2013---3,125.0012/23/201312/23/2013CPN--- 235851AK8DANAHER CORP1.300 06/23/2014---4,712.5012/25/201312/25/2013CPN--- 05578XAB4BMWOT 2013-A A20.410 02/25/2016---107.6312/25/201312/25/2013SELL500,000.00 3135G0PE7FANNIE MAE0.375 03/25/2015100.000500,468.7512/31/201312/31/2013CPN--- 912828TA8US TREASURY N/B0.250 06/30/2014---2,500.00------------------ --- --- --- -803,750.19Transaction Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/201313Page 37 Payable/Receivable TransactionsTrade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount12/31/201301/02/2014MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------23.28------------------ --- --- --- 23.28Transaction Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/201314Page 38 Cash Affecting TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance949917397WFA HERITAGE MONEY MARK-I4,129,635.432,691,780.17Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount10/01/2013 10/01/2013 BUY385.53 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-385.5310/01/2013 10/01/2013 BUY803,750.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -803,750.0010/03/2013 10/03/2013 SELL499,941.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 499,941.6710/08/2013 10/08/2013 SELL726,793.85 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 726,793.8510/11/2013 10/11/2013 SELL749,271.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 749,271.2510/15/2013 10/15/2013 BUY590.60 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-590.6010/16/2013 10/16/2013 SELL998,258.72 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 998,258.7210/16/2013 10/16/2013 BUY1,420.56 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,420.5610/17/2013 10/17/2013 BUY406.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-406.5010/21/2013 10/21/2013 SELL3,885.14 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,885.1410/22/2013 10/22/2013 BUY41,830.87 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-41,830.8710/22/2013 10/22/2013 SELL3,079.14 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.003,079.1410/30/2013 10/30/2013 BUY17,325.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-17,325.0010/31/2013 11/01/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0025.4211/01/2013 11/01/2013 BUY399.39 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-399.3911/05/2013 11/05/2013 BUY1,350.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,350.0011/06/2013 11/06/2013 SELL314,988.69 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 314,988.6911/12/2013 11/12/2013 BUY2,812.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,812.5011/14/2013 11/14/2013 BUY 1,001,400.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,001,400.0011/15/2013 11/15/2013 BUY792,054.46 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -792,054.4611/18/2013 11/18/2013 BUY220.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-220.0011/19/2013 11/19/2013 BUY703.59 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-703.5911/20/2013 11/20/2013 SELL4,131.91 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.004,131.9111/21/2013 11/21/2013 SELL709,946.20 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 709,946.2011/22/2013 11/22/2013 SELL537,722.08 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 537,722.0811/25/2013 11/25/2013 SELL12,909.36 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0012,909.3611/27/2013 11/27/2013 BUY68.16 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-68.1611/30/2013 12/02/2013 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0019.2612/02/2013 12/02/2013 BUY756,206.76 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -756,206.7612/02/2013 12/02/2013 BUY1,359.64 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,359.6412/05/2013 12/05/2013 BUY1,750.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,750.0012/10/2013 12/10/2013 BUY17,150.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-17,150.0012/13/2013 12/13/2013 SELL14,411.27 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0014,411.2712/16/2013 12/16/2013 BUY2,625.95 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,625.9512/18/2013 12/18/2013 SELL 1,002,215.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,002,215.0012/19/2013 12/19/2013 BUY309.04 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-309.04MMF Transaction Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/201315Page 39 Payable/Receivable TransactionsTrade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount12/20/2013 12/20/2013 BUY701,234.11 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -701,234.1112/23/2013 12/23/2013 SELL508,730.02 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 508,730.0212/26/2013 12/26/2013 BUY500,000.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -500,000.0012/26/2013 12/26/2013 BUY468.75 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-468.7512/27/2013 12/27/2013 BUY107.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-107.6312/31/2013 12/31/2013 BUY2,500.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-2,500.00------ --------------- 0.001,437,899.94Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount12/31/2013 01/02/2014 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0023.28------ --------------- 0.0023.28MMF Transaction Detail(WC-Contra Costa County)Dated: 1/2/201410/1/2013 - 12/31/201316Page 40 STATEMENT FOR PERIOD December 01, 2013 - December 31, 2013 CONTRA COSTA COUNTY Date Transaction Shares Price Per Share Amount 201-000004-10 Average Cost NAV Average Cost Amount Realized Gain/Loss* CalTrust Short Term Fund 11/30/2013 BALANCE FORWARD 11,758,613.256 10.03 117,938,890.96 10.01462088 117,758,053.78 12/02/2013 INCOME DISTRIBUTION - NOVEMBER 3,659.599 10.03 36,705.78 10.01462566 0.00 36,705.78 12/31/2013 UNREALIZED GAIN (LOSS) 0.000 0.00 0.00 12/31/2013 ENDING BALANCE 11,762,272.855 10.03 117,794,759.56 117,975,596.74 INCOME DISTRIBUTION PAID - NOVEMBER 0.00 41,471.81INCOME ACCRUAL - DECEMBER 180,837.18CUMULATIVE UNREALIZED GAIN (LOSS) * Please note that this information should not be construed as tax advice and it is recommended that you consult with a tax professional regarding your account. For Inquiries About Your Account, Contact: Nottingham Investment Administration 116 South Franklin Street Rocky Mount, NC 27804 Attention: CalTRUST Shareholder Services Phone: 800.773.3863 Fax: 252-972-1908 Email: caltrustsupport@ncfunds.com CONTRA COSTA COUNTY ATTN: BELINDA ZHU 625 COURT STREET ROOM 102 MARTINEZ CA 94553-1281 Page 1 of 1 Page 41 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS December 31, 2013 CalTrust Short Term LAIF Market Value N/A$656,441,237.93 NAV per Share N/A$10.03 Yield 0.26%0.40% Period Total Return N/A0.04% Period Yield Return 0.02%0.03% Effective Duration N/A0.63 yrs. Average Maturity 0.57 yrs.1.30 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.04%0.02%0.03%One Month 0.16%0.07%0.10%Three Month 0.37%0.13%0.18%Six Month 0.41%0.27%0.35%Calendar Y-T-D 0.41%0.27%0.35%One Year* 0.51%0.32%0.38%Two Year* 0.46%0.35%0.43%Three Year* 0.88%0.56%0.56%Five Year* 2.18%2.10%2.14%Since Inception* *Annualized US Govt Agency 29.9% Corporate 27.2% MBS/ABS 15.1% Muni 14.1% MONEYMKT 8.5% COMPAPER 3.5% CD 1.5% Total:100.0% Portfolio Sector Breakdown AA+32.5% AAA 26.6% A+8.4% A 8.3% A-7.6% AA-5.7% AA 4.3% A-1 3.5% SP-1 1.5% SP-1+1.1% 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 42 CALTRUST will be closed Monday, January 20th in observance of the Dr. Martin Luther King Holiday. <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 12/31/2013 Go Ticker CUSIP Description S&P Rating 12/31/2013* Mat. Date Years Shares Price Value AE082514 0258M0CZ0 AMER EXPRESS CREDIT CO 5.125% 08/25/14 A-8/25/2014 0.7 3,930,000.00 103.0449 $4,049,664.57 AE111315 025815AB7 AMERICAN EXPR CENTURION 11/13/15 A-11/13/2015 1.9 7,000,000.00 100.4518 $7,031,626.00 AH022715 02666QK69 AMERICAN HONDA FINANCE 1.45 2/27/15 A+2/27/2015 1.2 1,000,000.00 100.9335 $1,009,335.00 AH091914 02666QJ53 AMERICAN HONDA FINANC 1.85% 9/19/14 A+9/19/2014 0.8 1,193,000.00 100.9827 $1,204,723.61 HN052616 02666QM59 AMERICAN HONDA FINAN CE 5/26/2016 0.6463 A+5/26/2016 2.4 5,300,000.00 100.2300 $5,312,190.00 HN100716 02665WAA9 AMERICAN HONDA FINAN CE 10/7/2016 0.7418 A+10/7/2016 2.8 1,250,000.00 100.5201 $1,256,501.25 BA051514 06051GDY2 BANK OF AMERICA CORP 5/15/2014 7.375%A-5/15/2014 0.4 3,962,000.00 102.4888 $4,060,606.26 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089%A 11/14/2016 2.9 2,200,000.00 100.1978 $2,204,351.60 BN022015 06406HCC1 BANK OF NEW YORK MELLON 1.2% 2/20/15 A+2/20/2015 1.2 7,260,000.00 100.7681 $7,315,764.06 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 A+11/24/2014 0.9 2,976,000.00 101.0812 $3,008,176.51 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 AA-10/1/2014 0.8 2,520,000.00 99.8330 $2,515,791.60 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 1.1 2,605,000.00 104.6719 $2,726,703.00 BR021115 084670AV0 BERKSHIRE HATHAWAY I NC 2/11/2015 3.2%AA 2/11/2015 1.2 4,529,000.00 103.0698 $4,668,031.24 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 A+12/10/2014 1.0 4,775,000.00 102.9223 $4,914,539.83 Au022516 05578XAB4 BMWOT 2013-1 A2 02/25/2016 0.41%Aaa 2/25/2016 2.2 4,585,000.00 99.9974 $4,584,880.79 BB102815 07330NAE5 BRANCH BANKING & TRU ST 10/28/2015 0.568 A 10/28/2015 1.8 2,150,000.00 100.1444 $2,153,104.60 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 3.0 3,000,000.00 100.0841 $3,002,523.00 CS040114 13063A5B6 CALIFORNIA ST TAX- ABLE 5.25% 4/01/2014 A 4/1/2014 0.3 7,495,000.00 101.1680 $7,582,541.60 CA020115 13063BN65 CALIFORNIA ST-TXBL 2/1/2015 0.85%A 2/1/2015 1.2 3,000,000.00 100.0960 $3,002,880.00 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 3.6 5,000,000.00 105.3847 $5,269,235.00 Cr112516 17305EFD2 CCCIT 2013-A5 A5 11/25/2016 0.34%AAA 11/25/2016 2.9 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 3.4 10,250,000.00 99.9030 $10,240,057.50 C081214 172967EY3 CITIGROUP INC 8/12/2014 6.375%A-8/12/2014 0.7 4,771,000.00 103.3622 $4,931,410.56 CM021514 12572QAD7 CME GROUP INC 5.75% 2/15/2014 AA-2/15/2014 0.2 2,780,000.00 100.5862 $2,796,296.36 CS080114 190335GD5 COAST CMNTY CLG-B-TX B 8/1/2014 0.45%AA-8/1/2014 0.7 1,960,000.00 99.8730 $1,957,510.80 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 2.0 10,000,000.00 99.9607 $9,996,070.00 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A-1/9/2015 1.1 8,815,000.00 100.3348 $8,844,512.62 DA041015 233851AN4 DAIMLER FINANCE NA L LC 4/10/2015 1.65%A-4/10/2015 1.3 1,402,000.00 100.7746 $1,412,859.89 FM012916 3135G0TH6 FANNIE MAE 0.48% 01/29/16 AA+1/29/2016 2.1 5,000,000.00 99.8508 $4,992,540.00 FM022616 3135G0US0 FANNIE MAE 0.55% 02/26/16 AA+2/26/2016 2.2 5,000,000.00 99.9664 $4,998,320.00 FM073015 3135G0TW3 FANNIE MAE 0.4% 07/30/15 AA+7/30/2015 1.6 23,340,000.00 99.9508 $23,328,516.72 FM51514 31398AXJ6 FANNIE MAE 2.5% 05/15/14 AA+5/15/2014 0.4 8,000,000.00 100.8750 $8,070,000.00 FN022616 3135G0UV3 FANNIE MAE 2/26/2016 0.75%AA+2/26/2016 2.2 5,000,000.00 100.4592 $5,022,960.00 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+7/2/2015 1.6 10,000,000.00 100.2391 $10,023,910.00 FM062714 3135G0BJ1 FANNIE MAE 1.125% 6/27/2014 AA+6/27/2014 0.5 20,000,000.00 100.4848 $20,096,960.00 FF031215 3133EAU30 FEDERAL FARM CREDIT BANK 0.32% 3/12/15 AA+3/12/2015 1.2 1,650,000.00 100.0014 $1,650,023.10 FF042314 3133EALW6 FEDERAL FARM CREDIT BANK 0.3% 04/23/14 AA+4/23/2014 0.3 16,000,000.00 100.0524 $16,008,384.00 FL062615 313378KB6 FEDERAL HOME LOAN BANK 0.625% 6/26/15 AA+6/26/2015 1.5 5,000,000.00 100.1265 $5,006,325.00 FH010816 313381MG7 FEDERAL HOME LOAN BA NK 1/8/2016 0.5%AA+1/8/2016 2.1 5,000,000.00 100.0001 $5,000,005.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25% AA+1/16/2015 1.1 5,000,000.00 100.0800 $5,004,000.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+9/11/2015 1.8 10,000,000.00 102.2963 $10,229,630.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481%A-11/18/2016 2.9 5,450,000.00 100.2642 $5,464,398.90 FH010915 3134G4DE5 FREDDIE MAC 1/9/2015 0.31%AA+1/9/2015 1.1 10,250,000.00 100.1158 $10,261,869.50 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42%AA+9/18/2015 1.8 2,150,000.00 100.0488 $2,151,049.20 FH103015 3134G4JH2 FREDDIE MAC 10/30/2015 0.5%AA+10/30/2015 1.8 5,000,000.00 100.0439 $5,002,195.00 FH120514 3134G3H78 FREDDIE MAC 12/5/2014 0.35%AA+12/5/2014 1.0 3,000,000.00 100.1558 $3,004,674.00 FM021315 3134G3MR8 FREDDIE MAC 0.55% 02/13/15 AA+2/13/2015 1.2 4,970,000.00 100.0535 $4,972,658.95 FM032114 3134G3NS5 FREDDIE MAC 0.3% 03/21/14 AA+3/21/2014 0.2 3,000,000.00 100.0461 $3,001,383.00 FM082815 3134G4FP8 FREDDIE MAC 8/28/2015 0.5%AA+8/28/2015 1.7 2,875,000.00 100.0510 $2,876,466.25 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+9/25/2015 1.8 12,910,000.00 100.1447 $12,928,680.77 FM010914 3134G3JR2 FREDDIE MAC 0.45% 1/9/2014 AA+1/9/2014 0.1 10,000,000.00 100.0062 $10,000,620.00 FM022514 3137EACR8 FREDDIE MAC 1.375% 2/25/2014 AA+2/25/2014 0.2 2,200,000.00 100.1832 $2,204,030.40 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 1.2 668,220.44 100.1750 $669,389.82 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 4.3 10,400,000.00 100.0696 $10,407,238.40 GC010816 36962GU51 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 2.1 2,500,000.00 99.5211 $2,488,027.50 GE010816 36962G6Q2 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 2.1 2,000,000.00 100.6013 $2,012,026.00 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 2.4 6,000,000.00 99.6306 $5,977,836.00 GS020714 38143USB8 GOLDMAN SACHS GROUP INC 02/07/2014 A-2/7/2014 0.2 2,000,000.00 100.0700 $2,001,400.00 GS112114 38141EB40 GOLDMAN SACHS GROUP INC 11/21/14 A-11/21/2014 0.9 4,605,000.00 100.5192 $4,628,909.16 Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65%Aaa 7/16/2018 4.6 2,000,000.00 99.8304 $1,996,608.00 HA121514 43813XAB0 HONDA AUTO 0.46% 12/15/14 Aaa 12/15/2014 1.0 434,210.65 100.0100 $434,254.07 HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 Aaa 10/17/2015 1.8 5,100,000.00 100.0084 $5,100,428.40 HS040114 40428EJQ3 HSBC BANK USA 4.625% 04/01/14 A 4/1/2014 0.3 9,990,000.00 101.0297 $10,092,867.03 IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661%AA+1/15/2015 1.1 5,065,000.00 99.7960 $5,054,667.40 IN071514 4546246V4 IN BOND BANK-TXBL 7/15/2014 0.522%AA+7/15/2014 0.6 2,665,000.00 99.8790 $2,661,775.35 1/16/2014 Page 43 * Security ratings are updated monthly at month-end. IS010914 45779QA97 INSTITUTIONAL SECD 01/09/14 A-1 1/9/2014 0.1 12,500,000.00 99.9973 $12,499,660.00 IR31514 463655GW4 IRVINE RANCH CALIF WTR DIST 2.605%AA+3/15/2014 0.2 5,865,000.00 100.4450 $5,891,099.25 JA093015 46849LSF9 JACKSON NATL LIFE GL OBAL 9/30/2015 0.59 AA 9/30/2015 1.8 5,000,000.00 100.2934 $5,014,670.00 JA100114 469487HV7 JACKSONVILLE-B-TXBL 10/1/2014 0.54%AA-10/1/2014 0.8 960,000.00 99.8960 $959,001.60 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 A 6/13/2016 2.5 6,650,000.00 99.4745 $6,615,054.25 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7%A 1/20/2015 1.1 2,000,000.00 103.1204 $2,062,408.00 JP092215 46623EJB6 JPMORGAN CHASE & CO 09/22/15 A 9/22/2015 1.8 2,000,000.00 101.2379 $2,024,758.00 Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62%Aaa 7/15/2016 2.6 6,070,000.00 99.9190 $6,065,083.30 MG011014 59217GAE9 MET LIFE GLOB FUNDING 2% 1/10/14 AA-1/10/2014 0.1 1,000,000.00 100.0342 $1,000,342.00 ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 AA-1/9/2015 1.1 1,815,000.00 101.6178 $1,844,363.07 ML061014 59217EBW3 MET LIFE GLOB FUND- ING 5.125% 6/10/2014 AA-6/10/2014 0.5 3,995,000.00 102.0725 $4,077,796.38 ME040215 59157BAH5 METLIFE INSTITUTIONA L FD 4/2/2015 1.625 AA-4/2/2015 1.3 2,000,000.00 101.1290 $2,022,580.00 MI101514 594615AS5 MICHIGAN ST-TXBL-I-B 10/15/2014 1%A+10/15/2014 0.8 10,250,000.00 100.3350 $10,284,337.50 MS022516 61746BDH6 MORGAN STANLEY 02/25/16 A-2/25/2016 2.2 6,000,000.00 101.3006 $6,078,036.00 MS042815 61747YCE3 MORGAN STANLEY 4/28/2015 6%A-4/28/2015 1.3 1,000,000.00 106.5034 $1,065,034.00 Ot021616 55292LAB0 MTBAT 2013-1A A2 2/16/2016 0.66%AAA 2/16/2016 2.2 4,100,000.00 100.0919 $4,103,767.90 Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45%Aaa 9/15/2015 1.8 11,000,000.00 99.9969 $10,999,659.00 NR020215 637432MP7 NATIONAL RURAL UTIL COOP 1.00% 2/2/2015 A+2/2/2015 1.2 1,166,000.00 100.5880 $1,172,856.08 NY011215 64952WBE2 NEW YORK LIFE GLOBAL FDG 1.3% 1/12/2015 AA+1/12/2015 1.1 4,875,000.00 100.8952 $4,918,641.00 NY072415 64952WBH5 NEW YORK LIFE GLOBAL FDG 0.75% 7/24/15 AA+7/24/2015 1.6 5,000,000.00 100.2108 $5,010,540.00 NA021615 65475NAD0 NISSAN AUTO LEASE TRUST 0.92% 02/16/15 Aaa 2/16/2015 1.2 1,179,847.16 100.0269 $1,180,164.54 NJ061515 645771WY8 NJ BLDG AUTH-B-REF 6/15/2015 0.748%A+6/15/2015 1.5 2,330,000.00 99.8960 $2,327,576.80 OC020114 68428LCX0 ORANGE CNTY CA PENSN OBLG 0.68% 2/1/14 AA-2/1/2014 0.2 2,000,000.00 100.0310 $2,000,620.00 OC050114 68428LCY8 ORANGE CNTY CA PENSN OBLG 0.73% 5/1/14 AA-5/1/2014 0.4 3,250,000.00 100.0950 $3,253,087.50 Cr111817 70659PAE1 PENAR 2013-1A A1 11/18/2017 0%AAA 11/18/2017 3.9 9,250,000.00 101.4743 $9,386,372.75 PB042916 69349LAL2 PNC BANK NA 04/29/16 A 4/29/2016 2.3 2,200,000.00 100.0486 $2,201,069.20 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 A 1/28/2016 2.1 3,650,000.00 100.1272 $3,654,642.80 PF052716 74256LAF6 PRINCIPAL LFE GLB FN D II 5/27/2016 0.64 A+5/27/2016 2.4 2,750,000.00 100.1707 $2,754,694.25 PF042715 74254PYF3 PRINCIPAL LIFE INC F DG 4/27/2015 5.55%A+4/27/2015 1.3 582,000.00 106.6268 $620,567.98 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 AA 10/1/2015 1.8 5,600,000.00 99.8108 $5,589,404.80 RF030414 76582KC41 RIDGEFIELD FDG CO 03/04/14 A-1 3/4/2014 0.2 10,800,000.00 99.9675 $10,796,486.76 SD070114 797355R97 SAN DIEGO CA UNIF SCH 0.342% 7/1/14 AA-7/1/2014 0.6 15,250,000.00 100.0330 $15,255,032.50 SJ080114 798186YJ5 SAN JOSE CA UNIF SCH DIST 8/1/14 AA 8/1/2014 0.7 2,925,000.00 101.2590 $2,961,825.75 SM090114 799017KN7 SAN MATEO CALIF 0.685% 9/1/14 AA+9/1/2014 0.8 500,000.00 99.9040 $499,520.00 SM080114 802385MC5 SANTA MONICA CCD-B 8/1/2014 0.486%AA 8/1/2014 0.7 4,295,000.00 99.8650 $4,289,201.75 SR090114 802626AQ4 SANTA ROSA-REF-TXBL 9/1/2014 1.663%A+9/1/2014 0.8 1,310,000.00 99.8830 $1,308,467.30 SC060115 837151HT9 SC PUB SVC AUT-D-TXB L 6/1/2015 SP-1+6/1/2015 1.5 7,000,000.00 100.3030 $7,021,210.00 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 A+12/8/2015 2.0 3,000,000.00 99.7988 $2,993,964.00 SF081414 86476PLG1 SUFFOLK CO-I-TANS 8/14/2014 1.5%SP-1 8/14/2014 0.7 10,000,000.00 100.4600 $10,046,000.00 Au021516 89236VAB6 TAOT 2013-B A2 2/15/2016 0.48%AAA 2/15/2016 2.2 11,050,000.00 100.0809 $11,058,939.45 TV061515 880591DY5 TENN VALLEY AUTHORIT Y 6/15/2015 4.375% AA+6/15/2015 1.5 1,000,000.00 105.6904 $1,056,904.00 UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996%A+9/26/2016 2.8 2,160,000.00 100.8931 $2,179,290.96 UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528%AA 5/15/2015 1.4 2,855,000.00 99.8590 $2,850,974.45 UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 AA/A-1+7/1/2014 0.6 1,000,000.00 100.0180 $1,000,180.00 US030415 91159HGU8 US BANCORP 3/4/2015 3.15%A+3/4/2015 1.2 1,500,000.00 103.0454 $1,545,681.00 US103014 90331HKP7 US BANK NA 4.95% 10/30/2014 A+10/30/2014 0.8 5,700,000.00 103.8043 $5,916,845.10 T053115 912828VD9 US TREASURY N/B 5/31/2015 0.25%Aaa 5/31/2015 1.4 9,500,000.00 100.0469 $9,504,455.50 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%Aaa 8/31/2015 1.7 10,000,000.00 100.1523 $10,015,230.00 US071714 90327QCS6 USAA CAPITAL CORP 3.5% 7/17/2014 AA+7/17/2014 0.6 1,882,000.00 101.5995 $1,912,102.59 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 2.7 2,394,139.74 100.2797 $2,400,836.15 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 2.6 4,875,000.00 99.9784 $4,873,947.00 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 2.8 1,925,000.00 103.0229 $1,983,190.83 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 2.0 5,595,000.00 100.0549 $5,598,071.66 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 1/1/2014 0.1 55,818,079.05 100.0000 $55,818,079.05 Grand Total $656,441,237.89 1/16/2014 Page 44 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending December 31, 2013 FY 2013-2014 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 09/30/13 12/31/13 100300 2,455,113.76 2,455,113.76 TOTALS 2,455,113.76 0.00 0.00 0.00 0.00 0.00 0.00 2,455,113.76 * East Bay Regional Communications System Authority Page 45 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2013 Through 12/31/2013 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% 414,233.200 CALIFORNIA ARBITRAGE MGMT PROGRAM 1.00000 414,233.20 0.00 0.00% CAMP 1.00000 414,233.20 0.00 PRINCIPAL CUSIP: S86217350 148,003.420 WELLS FARGO ADV TRSRY PLUS M MKT #453 1.00000 148,003.42 0.00 0.00% CUSIP: S99998240 1.00000 148,003.42 14.80 Total Market Value Plus Total Accrued Income 589,819.58 12/03/13 Dividend 1.20 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 12/03/13 Cash Debit 1.20 - 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE 12/24/13 Purchase 0.00 24.63 - 24.63 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF OCTOBER 2013 TRNIIJ1312202648800 24.63 SHARES 12/24/13 Purchase 0.00 24.63 - 24.63 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF NOVEMBER 2013 TRNIIJ1312242888400 24.63 SHARES 12/24/13 Dividend 24.63 0.00 0.00 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF OCTOBER 2013 TRNIIJ1312202648700 12/24/13 Dividend 24.63 0.00 0.00 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP ACCRUAL INCOME DIVIDENDS REINVESTMENT FO R THE MONTH OF NOVEMBER 2013 TRNIIJ1312242888300 12/24/13 Cash Debit 49.26 - 0.00 0.00 0.00 TRANSFERRED TO ACCOUNT 036111 FF FIXED INCOME Total FIXED INCOME 27,582.96 0.00 5.40% 27,582.96 1,489.48 OTHER Total OTHER 414,233.20 0.00 0.00% 414,233.20 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 148,003.42 0.00 0.00% 148,003.42 14.80 ACCOUNT TOTALS 589,819.58 0.00 0.25% 589,819.58 1,504.28 12/01/13 OPENING BALANCE 0.00 0.00 589,770.32 12/03/13 DAILY ENDING BALANCE 0.00 0.00 589,770.32 0.00 Page 2 of 3 c g 5689 m i WI s 482 Page 46 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. Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2013 Through 12/31/2013 Statement of Transactions - Continued Account 036111 CCC 91-1 PLEASANT HILL BART 98 RESER FD 12/24/13 Cash Credit 0.00 49.26 0.00 0.00 TRANSFERRED FROM ACCOUNT 036111 FF 12/24/13 DAILY ENDING BALANCE 0.00 0.00 589,819.58 0.00 12/31/13 CLOSING BALANCE 0.00 0.00 589,819.58 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. Page 3 of 3 c g 5689 m i WI s 483 Page 47 Page 48 Page 49