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MINUTES - 06172014 - C.114
RECOMMENDATION(S): ACCEPT the Treasurer’s Quarterly Investment Report (the “Report”) as of March 31, 2014, as recommended by the County Treasurer-Tax Collector. The Report was reviewed but was not adopted by the Treasury Oversight Committee due to lack of quorum. FISCAL IMPACT: None. BACKGROUND: Government Code Section 53646 requires the County Treasurer to prepare quarterly reports to the Board of Supervisors describing County investments including type, par value, cost, and market value. Attached please find the report covering the period January 1, 2014 through March 31, 2014. As of March 31, 2014, the par value, cost, and market value of Contra Costa County Investment Pool were $2,460,404,314.68 , $2,465,325,113.22, and $2,463,436,550.71, respectively. The weighted yield to maturity was 0.35% and the weighted average days to maturity were 159 days. As of March 31, 2014, APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 06/17/2014 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: June 17, 2014 David Twa, County Administrator and Clerk of the Board of Supervisors By: June McHuen, Deputy cc: C.114 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:June 17, 2014 Contra Costa County Subject:Treasurer's Investment Report as of March 31, 2014 BACKGROUND: (CONT'D) 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. ATTACHMENTS Q3_TreasInvestRpt_2013-14 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF MARCH 31, 2014 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 23 2. Asset Management Funds a. Wells Capital Management 22 b. CalTRUST 42 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 46 4. Miscellaneous a. Statements 47 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 3/31/14, the fair value of the Treasurer’s investment portfolio was 99.80% of the cost. More than 87 percent of the portfolio or over $2.15 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 $2,460,404,314.68 Cost $2,465,325,113.22 Market Value $2,463,436,550.71 Weighted Yield to Maturity 0.35% Weighted Average Days to Maturity 159 days Weighted Duration 0.44 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)$26,785,000.00 $28,072,524.08 $27,752,042.90 1.14% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 70,740,000.00 71,054,510.62 70,802,872.88 2.88% Federal National Mortgage Association 67,957,000.00 69,425,518.04 68,485,112.10 2.82% Federal Farm Credit Banks 49,325,000.00 49,392,311.71 49,362,205.82 2.00% Federal Home Loan Mortgage Corporation 59,353,000.00 61,005,417.40 59,817,163.89 2.47% Municipal Bonds 6,620,000.00 6,888,245.85 1 6,888,245.85 1 0.28% Subtotal 253,995,000.00 257,766,003.62 255,355,600.54 10.46% 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 784,912,000.00 784,209,706.90 784,653,899.62 31.81% Negotiable Certificates of Deposit 603,337,000.00 603,339,843.00 603,485,280.93 24.47% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 101,327,000.00 101,554,432.40 101,770,943.14 4.12% 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 1,490,144,518.32 1,489,672,500.62 1,490,478,642.01 60.42% TOTAL (Section A.)1,770,924,518.32 1,775,511,028.32 1,773,586,285.45 72.02% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 232,333,236.58 232,333,236.58 232,406,913.63 2 9.42% 2. Other a. EBRCS Bond 2,455,113.76 2,455,113.76 2,455,113.76 0.10% b. Miscellaneous (BNY, CCFCU)112,754.84 112,754.84 112,754.84 0.00% c. Wells Capital Management 44,067,855.96 44,402,144.50 44,364,647.81 1.80% d. CalTRUST (Short-Term Fund)118,091,414.64 118,091,414.64 118,091,414.64 4.79% Subtotal 164,727,139.20 165,061,427.74 165,023,931.05 6.70% TOTAL (Section B.)397,060,375.78 397,394,664.32 397,430,844.68 16.12% C. Cash 292,419,420.58 292,419,420.58 292,419,420.58 11.86% 3GRAND TOTAL (FOR A , B, & C)$2,460,404,314.68 $2,465,325,113.22 $2,463,436,550.71 100.00% 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 March 31, 2014 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF MARCH 31, 2014 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF MARCH 31, 2014 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 87% of the portfolio will mature in less than a year with a weighted average maturity of 159 days. U.S. Treasuries 1.14% U.S.Agencies- Federal, State and Local 10.46% Money Market 60.42% Outside Contractors-LAIF 9.42% Outside Contractors-Other 6.70% Cash 11.86% PORTFOLIO BREAKDOWN BY INVESTMENT 87.65% 5.18%3.95% 1.59% 1.64% $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 1.27% AA+ 12.02% AA 14.77% AA‐ 1.60% A+ 0.94% A 0.68% A‐ 0.02% A‐1+ 5.78% A‐1 50.76% NR (CASH) 11.89% NR (Misc.) 0.27% PORTFOLIO CREDIT QUALITY 0.352%0.367% 0.240% 0.280% 0.370% 0.350% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐72%; LAIF‐9%; Wells Cap‐2%; CalTRUST‐5% and Cash‐12% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% 6/11 9/11 12/11 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 48.30% School Dist. 35.76% Community College Dist. 10.40% Voluntary Participants 5.54% POOL BALANCE BY PARTICIPANTS Note: More than 60% 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: 04/03/14 16:52:38 INVESTMENTS OUTSTANDING AS OF 03/31/14 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) 2.3316 26,785,000.00 27,752,042.90 135,703.89 5,929.01 .5461 28,072,524.08 103.6103900000 -325,824.72 SUBTOTAL (Inv Type) 19 FHLB FLOATING ACT/360 .86%(M) 1.0000 15,300,000.00 15,219,990.00 2,333.33 .00 1.0116 15,291,250.00 99.47705900000 -71,260.00 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 2.80%(M) 1.0900 49,435,000.00 49,578,023.15 159,586.96 128,629.46 .9265 49,762,154.71 100.2893160000 -293,997.20 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 3.61%(M) 1.4903 63,429,000.00 63,957,289.75 255,684.05 16,428.36 .8543 64,902,115.97 100.8328840000 -961,254.58 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 2.78%(M) .5851 49,325,000.00 49,362,205.82 49,901.29 41,855.67 .5529 49,392,311.71 100.0754300000 -71,862.70 SUBTOTAL (Inv Type) 28 FEDERAL HOME LOAN MORTG .15%(M) .1523 2,608,000.00 2,607,065.33 1,471.45 1,431.85 .1525 2,604,162.03 99.96416100000 SUBTOTAL (Inv Type) 29 FHLMC NOTES 3.23%(M) 2.0172 56,745,000.00 57,210,098.56 192,152.70 29,243.10 1.0466 58,401,255.37 100.8196290000 -1,219,179.48 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .39%(M) 2.5718 6,620,000.00 6,888,245.85 41,025.05 .00 1.2139 6,888,245.85 104.0520520000 SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .26%(M) .1167 4,528,000.00 4,527,822.35 3,823.51 596.77 .1168 4,523,402.07 99.99607700000 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .34%(M) .0859 6,005,000.00 6,004,859.73 3,307.86 445.96 .0859 6,001,105.91 99.99766400000 SUBTOTAL (Inv Type) 70 COMMERCIAL PAPER INT BE 1.21%(M) .1454 21,525,000.00 21,522,192.06 6,285.33 .00 .1454 21,525,000.00 99.98695500000 -2,807.94 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 43.03%(M) .2231 763,387,000.00 763,131,707.56 397,554.36 71,645.61 .2232 762,684,706.90 99.96655800000 -22,199.31 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 33.65%(M) .2366 596,687,000.00 596,838,350.93 321,697.90 148,053.89 .2352 596,690,553.15 100.0253650000 -256.11 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT-.75%(M) .5334 13,200,000.00 13,221,931.00 15,877.05 69,481.00 .6942 13,152,450.00 100.1661440000 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 4.99%(M) 1.2495 88,127,000.00 88,549,012.14 290,063.81 270,229.46 1.1004 88,401,982.40 100.4788680000 -98,089.88 Page 4 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT)RUN: 04/03/14 16:52:38 INVESTMENTS OUTSTANDING AS OF 03/31/14 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 80 YCD / NCD QTR FLTR .37%(M) .3894 6,650,000.00 6,646,930.00 5,584.83 .00 .3983 6,649,289.85 99.95383500000 -2,359.85 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 3,200.00 129.80 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4686 1770924518.32 1773586285.45 1,882,183.17 783,970.14 .3680 1775511028.32 100.1503040000 -3,069,091.77 ======= =============== =============== =============== =============== 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: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80191 AUHSD GOVT TREASURY NOTE 912828RL6 14 5007 .5000 40,000.00 40,089.20 92.31 01/03/12 10/15/14 49 000 .3842 40,128.00 100.2230000000 SUNGARD -38.80 80949 CCCCD GOV US TREAS NTS 912828TG5 14 7903 .5000 225,000.00 220,693.50 186.46 11/06/12 07/31/17 37 000 .6915 223,144.53 98.08600000000 SUNGARD -2,451.03 81033 CCCSIG GOV US TREASURY NOTES 912828EN6 14 6911 4.5000 2,540,000.00 2,712,948.60 43,257.18 11/30/12 11/15/15 37 000 .3490 2,824,220.39 106.8090000000 SUNGARD -111,271.79 81318 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 2,400,000.00 2,475,744.00 20,154.70 03/28/13 04/30/16 22 000 .3815 2,517,771.26 103.1560000000 SUNGARD -42,027.26 81356 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 400,000.00 412,624.00 3,359.12 04/11/13 04/30/16 37 000 .3417 420,125.00 103.1560000000 SUNGARD -7,501.00 81441 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 700,000.00 742,329.00 5,718.92 05/15/13 06/30/16 37 000 .4000 761,933.59 106.0470000000 SUNGARD -19,604.59 81450 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 2,420,000.00 2,566,337.40 19,771.13 05/28/13 06/30/16 37 000 .4365 2,623,825.62 106.0470000000 SUNGARD -57,488.22 81453 CCCSIG GOV US TREAS NTS 912828QP8 14 6911 1.7500 525,000.00 538,944.00 3,079.33 05/31/13 05/31/16 37 000 .5214 542,040.38 102.6560000000 SUNGARD -3,096.38 81590 CCCSIG GOV US TREAS NTS 912828RF9 14 6911 1.0000 1,430,000.00 1,442,626.90 1,243.48 5,203.04 08/30/13 08/31/16 37 000 .8133 1,437,423.86 100.8830000000 SUNGARD 81667 CCCSIG GOV US TREASURY NOTES 912828MA5 14 6911 2.7500 2,100,000.00 2,210,733.00 19,355.77 11/01/13 11/30/16 37 000 .6317 2,235,433.59 105.2730000000 SUNGARD -24,700.59 81720 CCCSIG GOV US TREASURY NOTES 912828RU6 14 6911 .8750 3,850,000.00 3,863,244.00 11,351.71 12/03/13 11/30/16 37 000 .5735 3,884,416.31 100.3440000000 SUNGARD -20,894.67 81763 CCCSIG GOV US TREASURY NOTES 912828PM6 14 6911 2.1250 1,045,000.00 1,077,489.05 5,582.23 01/03/14 12/31/15 37 000 .3849 1,081,228.37 103.1090000000 SUNGARD -3,555.29 81764 CCCCD GOV US TREASURY NOTES 912828PM6 14 7903 2.1250 250,000.00 257,772.50 1,335.47 01/03/14 12/31/15 37 000 .3849 258,667.08 103.1090000000 SUNGARD -850.55 81838 CCCCD GOV US TREASURY NOTES 912828QX1 14 7903 1.5000 275,000.00 280,821.75 683.71 02/07/14 07/31/16 37 000 .4724 282,008.48 102.1170000000 SUNGARD -1,106.96 81852 CCCCD GOV US TREASURY NOTES 912828SM3 14 7903 1.0000 480,000.00 481,200.00 13.11 02/28/14 03/31/17 37 100 .7306 483,937.50 100.2500000000 SUNGARD -2,737.50 81857 CCCSIG GOV US TREAS NOTES 912828LP3 14 6911 3.0000 5,450,000.00 5,766,808.50 446.72 02/28/14 09/30/16 37 000 .5290 5,795,308.59 105.8130000000 SUNGARD -28,500.09 81877 CCCSIG GOV US TREASURY NOTES 912828SM3 14 6911 1.0000 2,430,000.00 2,436,075.00 66.39 664.45 03/21/14 03/31/17 37 000 .9252 2,435,410.55 100.2500000000 SUNGARD 81878 CCCCD GOV US TREASURY NOTES 912828SM3 14 7903 1.0000 225,000.00 225,562.50 6.15 61.52 03/21/14 03/31/17 37 000 .9252 225,500.98 100.2500000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 1.56%(M) 2.3316 26,785,000.00 27,752,042.90 135,703.89 5,929.01 .5461 28,072,524.08 103.6103900000 -325,824.72 ------- --------------- --------------- --------------- --------------- 81881 GOV FHLB MULTI STEP CPN CALLABL 3130A15L8 14 8177 1.0000 5,000,000.00 4,960,700.00 833.33 03/26/14 03/26/19 51 000 1.0204 4,995,000.00 99.21400000000 SUNGARD -34,300.00 81882 GOV FHLB MULTI STEP CPN CALLABL 3130A15L8 14 8177 1.0000 2,500,000.00 2,480,350.00 416.67 03/26/14 03/26/19 51 000 1.0306 2,496,250.00 99.21400000000 SUNGARD -15,900.00 81884 GOV FHLB MULTI STEP CPN CALLABL 3130A1B98 14 8177 1.0000 5,000,000.00 4,986,500.00 694.44 03/27/14 03/27/19 51 000 1.0000 5,000,000.00 99.73000000000 SUNGARD -13,500.00Page 6 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81885 GOV FHLB MULTI STEP CPN CALLABL 3130A1B98 14 8177 1.0000 2,800,000.00 2,792,440.00 388.89 03/27/14 03/27/19 16 000 1.0000 2,800,000.00 99.73000000000 SUNGARD -7,560.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 19 FHLB FLOATING ACT/360 .86%(M) 1.0000 15,300,000.00 15,219,990.00 2,333.33 .00 1.0116 15,291,250.00 99.47705900000 -71,260.00 ------- --------------- --------------- --------------- --------------- 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 167,341.35 297.91 10/28/09 09/12/14 16 000 2.6754 169,296.60 101.4190000000 SUNGARD -1,955.25 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 174,165.00 233.74 3,785.90 04/19/10 03/13/15 17 000 2.7001 170,379.10 102.4500000000 SUNGARD 78631 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 2,900,000.00 2,914,007.00 21,750.01 06/11/10 06/13/14 17 000 1.9802 2,957,768.00 100.4830000000 SUNGARD -43,761.00 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,117,646.50 22,992.23 120,892.50 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 100.7020000000 SUNGARD 79131 RM GOV FHLB NOTES 3133XWE70 14 8169 2.5000 4,885,000.00 4,908,594.55 36,637.50 06/21/10 06/13/14 16 000 1.9189 4,993,202.75 100.4830000000 SUNGARD -84,608.20 80199 AUHSD GOVT FHLB 313373JR4 14 5033 1.3750 50,000.00 50,101.00 234.90 01/03/12 05/28/14 49 000 .5663 50,963.50 100.2020000000 SUNGARD -862.50 80648 RM GOV FHLB NOTES 313373SZ6 14 8167 2.1250 1,895,000.00 1,958,027.70 12,416.20 06/11/12 06/10/16 17 000 .7600 1,996,647.80 103.3260000000 SUNGARD -38,620.10 80662 RM GOV FHLB NOTES 313373SZ6 14 8169 2.1250 2,840,000.00 2,934,458.40 18,607.92 06/20/12 06/10/16 17 000 .7451 2,993,104.40 103.3260000000 SUNGARD -58,646.00 80907 WT GOV FHLB NOTES 313380EC7 14 8451 .7500 170,000.00 167,048.80 81.47 10/10/12 09/08/17 17 000 .7901 169,671.90 98.26400000000 SUNGARD -2,623.10 81500 GOV FHLB CALLABLE NOTES 313383EX5 14 8177 .8100 5,000,000.00 4,950,250.00 12,150.00 06/18/13 06/13/17 17 000 1.0024 4,962,500.00 99.00500000000 SUNGARD -12,250.00 81565 CCCSIG GOV FHLB GLOBAL NOTES 313383V81 14 6911 .3750 2,135,000.00 2,137,839.55 4,314.47 2,924.95 08/09/13 08/28/15 37 000 .3769 2,134,914.60 100.1330000000 SUNGARD 81612 DCD GOV FEDERAL HOME LOAN BANK 313383W56 14 4695 .1700 1,700,000.00 1,700,646.00 313.08 765.00 09/06/13 08/22/14 17 000 .1773 1,699,881.00 100.0380000000 SUNGARD 81758 CCCSIG GOV FHLB CALLABLE NOTES 3130A0GK0 14 6911 .3750 2,315,000.00 2,310,277.40 2,194.43 12/30/13 12/30/15 37 000 .3901 2,314,305.50 99.79600000000 SUNGARD -4,028.10 81761 CCCCD GOV FHLB CALLABLE NOTES 3130A0GK0 14 7903 .3750 355,000.00 354,275.80 336.51 12/30/13 12/30/15 7 000 .3901 354,893.50 99.79600000000 SUNGARD -617.70 81839 CCCSIG GOV FHLB GLOBAL NOTES 3130A0SD3 14 6911 .3750 2,785,000.00 2,783,551.80 1,218.45 02/07/14 02/19/16 37 000 .3720 2,785,167.10 99.94800000000 SUNGARD -1,615.30 81842 RM GOV FEDERAL HOME LOAN BANKS 3130A0WM8 14 8170 .1250 995,000.00 994,542.30 176.20 02/14/14 02/10/15 17 000 .1706 994,566.07 99.95400000000 SUNGARD -9.95 81856 GOV FHLB CALLABLE NOTES 3130A0Z45 14 8177 .7500 10,000,000.00 9,955,600.00 25,625.00 02/28/14 11/28/16 6 000 .7500 10,018,750.00 99.55600000000 SUNGARD -44,400.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 2.51%(M) 1.2062 44,435,000.00 44,578,373.15 159,580.02 128,368.35 1.0187 44,762,765.82 100.3226580000 -293,997.20 ------- --------------- --------------- --------------- --------------- 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,625,418.80 101,582.78 05/16/11 04/15/15 29 000 1.5552 4,980,101.80 104.9800000000 SUNGARD -354,683.00Page 7 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79869 RM GOV FNMA NOTES 3136FPBB2 14 8167 2.2500 898,000.00 922,317.84 2,020.50 09/09/11 08/25/15 17 000 .8502 946,860.18 102.7080000000 SUNGARD -24,542.34 79870 RM GOV FNMA NOTES 3136FPBB2 14 8169 2.2500 2,692,000.00 2,764,899.36 6,057.00 09/09/11 08/25/15 17 000 .8502 2,838,471.72 102.7080000000 SUNGARD -73,572.36 79947 RM GOV FNMA NOTES 31398A3T7 14 8169 2.0000 3,605,000.00 3,694,980.80 2,002.78 10/13/11 09/21/15 17 000 1.1400 3,724,073.15 102.4960000000 SUNGARD -29,092.35 80020 WT GOV FNMA NOTES 3135G0CM3 14 8451 1.2500 173,000.00 175,434.11 18.02 1,697.13 11/09/11 09/28/16 17 000 1.1600 173,736.98 101.4070000000 SUNGARD 80118 RM GOV FNMA NOTES 31398A4M1 14 8169 1.6250 6,000,000.00 6,122,880.00 41,979.17 12/09/11 10/26/15 29 000 .8931 6,167,100.00 102.0480000000 SUNGARD -44,220.00 80281 RM GOV FNMA NOTES 3135G0AL7 14 8169 2.2500 4,035,000.00 4,176,668.85 4,035.00 01/23/12 03/15/16 17 000 1.0002 4,239,211.35 103.5110000000 SUNGARD -62,542.50 80642 CCCCD GOV FNMA NOTES 3135G0ES8 14 7903 1.3750 295,000.00 299,590.20 1,532.35 06/07/12 11/15/16 37 000 .8541 301,678.80 101.5560000000 SUNGARD -2,088.60 80833 RM GOV FNMA NOTES 3135G0CM3 14 8169 1.2500 4,703,000.00 4,769,171.21 489.90 09/14/12 09/28/16 29 000 .6158 4,821,797.78 101.4070000000 SUNGARD -52,626.57 81224 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 145,000.00 145,097.15 4,830.14 250.69 02/15/13 03/30/16 37 000 .5368 144,846.46 100.0670000000 SUNGARD 81225 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 275,000.00 275,184.25 744.44 486.74 02/15/13 03/30/16 37 000 .5368 274,697.51 100.0670000000 SUNGARD 81230 WT GOV FNMA NOTES 3135G0TG8 14 8451 .8750 165,000.00 161,515.20 212.55 02/21/13 02/08/18 17 000 .9700 164,242.02 97.88800000000 SUNGARD -2,726.82 81361 RM GOV FEDERAL NATL MTG ASSN 3135G0JA2 14 8169 1.1250 3,900,000.00 3,919,539.00 18,768.75 04/15/13 04/27/17 17 000 .6002 3,981,432.00 100.5010000000 SUNGARD -61,893.00 81449 GOV FNMA CALLABLE MULTI-STEP UP 3136G1M63 14 8177 .7500 10,000,000.00 9,844,800.00 26,875.00 05/22/13 05/22/18 29 000 .7500 10,000,000.00 98.44800000000 SUNGARD -155,200.00 81478 AUHSD GOV FNMA NOTES 3135G0WJ8 14 5033 .8750 200,000.00 194,588.00 631.94 06/07/13 05/21/18 17 000 1.1901 196,976.00 97.29400000000 SUNGARD -2,388.00 81484 GOV FNMA CALLABLE MULTI-STEP UP 3136G1MU0 14 8177 .8000 5,000,000.00 4,953,800.00 12,111.11 06/12/13 06/12/18 16 000 .8084 4,997,950.00 99.07600000000 SUNGARD -44,150.00 81485 RM GOV FNMA NOTES 3135G0KM4 14 8167 .5000 2,888,000.00 2,898,079.12 4,973.78 06/14/13 05/27/15 22 000 .3062 2,898,887.76 100.3490000000 SUNGARD -808.64 81503 GOV FNMA CALLABLE NOTES 3136G1NU9 14 8177 1.0000 5,000,000.00 4,979,300.00 14,166.67 06/19/13 06/19/17 17 000 1.0128 4,997,500.00 99.58600000000 SUNGARD -18,200.00 81538 WT GOV FNMA NOTES 3135G0WJ8 14 8451 .8750 164,000.00 159,562.16 518.19 32.80 07/17/13 05/21/18 17 000 1.4598 159,529.36 97.29400000000 SUNGARD 81588 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 2,000,000.00 2,001,340.00 27.78 12,140.00 08/30/13 03/30/16 37 000 .7115 1,989,200.00 100.0670000000 SUNGARD 81589 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 300,000.00 300,201.00 4.17 1,821.00 08/30/13 03/30/16 37 000 .7113 298,380.00 100.0670000000 SUNGARD 81628 CCCSIG GOV FNMA NOTES 3135G0CM3 14 6911 1.2500 235,000.00 238,306.45 24.48 10/03/13 09/28/16 37 000 .7486 238,393.71 101.4070000000 SUNGARD -87.26 81629 CCCSIG GOV FNMA NOTES 3135G0CM3 14 6911 1.2500 975,000.00 988,718.25 101.56 10/03/13 09/28/16 37 000 .7409 989,630.95 101.4070000000 SUNGARD -912.70 81630 CCCCD GOV FNMA NOTES 3135G0CM3 14 7903 1.2500 110,000.00 111,547.70 11.46 10/03/13 09/28/16 37 000 .7409 111,612.84 101.4070000000 SUNGARD -65.14 81728 GOV FEDERAL NATL MORTGAGE ASSOC 3136G1Y78 14 8177 .7000 5,000,000.00 4,968,550.00 10,888.89 12/09/13 12/09/16 16 000 .7000 5,000,000.00 99.37100000000 SUNGARD -31,450.00Page 8 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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) 23 FEDERAL NATIONAL MORTGA 3.59%(M) 1.4929 63,164,000.00 63,691,489.45 254,608.41 16,428.36 .8546 64,636,310.37 100.8351110000 -961,249.28 ------- --------------- --------------- --------------- --------------- 80522 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 4,040,000.00 4,091,388.80 353.50 13,736.00 04/13/12 03/28/16 17 000 .8103 4,077,652.80 101.2720000000 SUNGARD 80543 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 3,957,000.00 4,007,333.04 346.25 10,514.74 04/20/12 03/28/16 22 000 .7900 3,996,818.30 101.2720000000 SUNGARD 80718 RM GOV FFCB NOTES 3133EAXG8 14 8167 .6500 2,494,000.00 2,496,244.60 3,557.41 07/23/12 07/12/16 17 000 .6002 2,498,863.30 100.0900000000 SUNGARD -2,618.70 81102 GOV FFCB CALLABLE NOTES 3133EC5B6 14 8177 .6400 10,000,000.00 9,944,000.00 21,688.89 12/28/12 11/29/16 17 000 .6400 10,000,000.00 99.44000000000 SUNGARD -56,000.00 81281 RM GOV FEDERAL FARM CR BK NOTES 3133ECG81 14 8167 .3000 5,000,000.00 5,004,400.00 1,500.00 4,400.00 03/15/13 02/25/15 22 000 .3000 5,000,000.00 100.0880000000 SUNGARD 81321 RM GOV FEDERAL FARM CR BKS 3133EC5Q3 14 8171 .3300 1,995,000.00 1,998,291.75 274.31 1,356.60 04/01/13 03/16/15 17 000 .2803 1,996,935.15 100.1650000000 SUNGARD 81479 AUHSD GOV FFCB NOTES 3133ECPT5 14 5033 .6500 200,000.00 197,670.00 483.89 06/07/13 05/17/17 17 000 .7901 198,914.00 98.83500000000 SUNGARD -1,244.00 81480 AUHSD GOV FFCB NOTES 3133ECQF4 14 5033 .2500 100,000.00 100,041.00 85.42 101.00 06/07/13 05/28/15 17 000 .2805 99,940.00 100.0410000000 SUNGARD 81579 RM GOV FFCB NOTES 3133ECWV2 14 8169 .8750 2,505,000.00 2,507,329.65 6,940.93 10,195.35 08/20/13 12/07/16 11 000 .9720 2,497,134.30 100.0930000000 SUNGARD 81732 GOV FEDERAL FARM CREDIT BANK 3133EDBM3 14 8177 .2900 5,545,000.00 5,540,064.95 4,958.15 609.95 12/10/13 12/10/15 17 000 .3402 5,539,455.00 99.91100000000 SUNGARD 81746 RM GOV FFCB NOTES 3133EDBT8 14 8171 .1700 3,489,000.00 3,489,942.03 1,795.87 942.03 12/18/13 12/12/14 17 000 .1700 3,489,098.86 100.0270000000 SUNGARD 81841 GOV FEDERAL FARM CR BKS CALLABL 3133EDF31 14 8177 .5700 10,000,000.00 9,985,500.00 7,916.67 02/11/14 08/11/16 51 000 .5801 9,997,500.00 99.85500000000 SUNGARD -12,000.00 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 2.78%(M) .5851 49,325,000.00 49,362,205.82 49,901.29 41,855.67 .5529 49,392,311.71 100.0754300000 -71,862.70 ------- --------------- --------------- --------------- --------------- 81639 RM GOV FHLMC DISC 313397H79 14 8168 .1700 295,000.00 294,910.52 234.03 164.06 10/15/13 09/30/14 17 000 .1703 294,512.43 99.96966666667 SUNGARD 81704 RM GOV FHLMC DISCOUNT NOTE 313397N23 14 8167 .1500 1,942,000.00 1,941,297.64 1,051.92 1,053.53 11/22/13 11/04/14 11 000 .1502 1,939,192.19 99.96383333333 SUNGARD 81710 RM GOV FHLMC DISC NOTES 313397P88 14 8168 .1500 371,000.00 370,857.17 185.50 214.26 12/02/13 11/18/14 17 000 .1502 370,457.41 99.96150000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 28 FHLMC DISCOUNT NOTES .15%(M) .1523 2,608,000.00 2,607,065.33 1,471.45 1,431.85 .1525 2,604,162.03 99.96416100000 ------- --------------- --------------- --------------- --------------- 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,789,868.85 18,630.56 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 101.4090000000 SUNGARD -206,540.30Page 9 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,480,249.62 46,634.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 101.4090000000 SUNGARD -554,193.92 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,361,504.60 12,285.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 100.9190000000 SUNGARD -125,898.11 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 173,621.00 173.54 2,973.30 09/14/10 09/10/15 29 000 1.6701 170,647.70 102.1300000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 5,929,920.00 24,086.11 02/18/11 02/09/15 17 000 2.0000 5,992,966.00 102.2400000000 SUNGARD -63,046.00 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 167,248.10 1,472.50 02/25/11 01/19/16 17 000 2.3306 172,267.00 107.9020000000 SUNGARD -5,018.90 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,118,134.40 20,788.81 03/11/11 02/09/15 29 000 1.8391 5,200,783.46 102.2400000000 SUNGARD -82,649.06 79501 MDUSD GOV FHLMC NOTES 3128X23A1 14 7530 4.5000 45,000.00 45,005.40 1,006.89 04/21/11 04/02/14 11 000 1.2700 49,191.30 100.0120000000 SUNGARD -4,185.90 79566 PW GOV FHLMC NOTES 3134G2CL4 14 1388 1.3500 1,610,000.00 1,611,577.80 9,177.00 05/13/11 04/29/14 29 000 1.0576 1,623,685.00 100.0980000000 SUNGARD -12,107.20 80183 AUHSD GOVT FHLMC NOTES 3134G2WG3 14 5007 .7500 500,000.00 500,930.00 93.75 01/03/12 09/22/14 49 000 .6422 501,450.00 100.1860000000 SUNGARD -520.00 80184 AUHSD GOVT FHLMC NOTES 3134G2YJ5 14 5007 .5000 190,000.00 190,104.50 31.67 828.40 01/03/12 09/19/14 49 000 .6419 189,276.10 100.0550000000 SUNGARD 80200 AUHSD GOVT FHLMC 3134G2YJ5 14 5033 .5000 110,000.00 110,060.50 18.33 479.60 01/03/12 09/19/14 49 000 .6419 109,580.90 100.0550000000 SUNGARD 80276 RM GOV FHLMC NOTES 3137EADA4 14 8169 .6250 4,473,000.00 4,484,182.50 7,144.40 01/18/12 12/29/14 17 000 .5202 4,486,687.38 100.2500000000 SUNGARD -2,504.88 80411 WT GOV FHLMC NOT 3137EADC0 14 8451 1.0000 170,000.00 170,416.50 108.61 1,404.20 03/12/12 03/08/17 17 000 1.1201 169,012.30 100.2450000000 SUNGARD 80732 CCCSIG GOV FHLMC GLOBAL NOTES 3134G3ZA1 14 6911 .5000 1,860,000.00 1,864,315.20 852.50 2,157.60 07/31/12 08/28/15 37 000 .4619 1,862,157.60 100.2320000000 SUNGARD 80900 CCCCD GOV FHLMC GLOBAL NOTES 3137EADL0 14 7903 1.0000 295,000.00 292,625.25 16.39 10/05/12 09/29/17 37 000 .7642 298,395.45 99.19500000000 SUNGARD -5,770.20 81293 GOV FHLMC NOTES 3134G36F2 14 8177 .4200 10,000,000.00 10,012,500.00 1,516.67 12,500.00 03/22/13 09/18/15 7 000 .4200 10,000,000.00 100.1250000000 SUNGARD 81335 CCCSIG GOV FHLMC GLOBAL REF 3134A4VC5 14 6911 4.3750 3,955,000.00 4,166,632.05 35,567.53 04/04/13 07/17/15 37 000 .3389 4,260,269.23 105.3510000000 SUNGARD -93,637.18 81544 CCCSIG GOV FHLMC NOTES 3137EADQ9 14 6911 .5000 2,000,000.00 1,999,720.00 3,833.33 8,900.00 08/02/13 05/13/16 37 000 .6668 1,990,820.00 99.98600000000 SUNGARD 81634 CCCCD GOV FHLMC NOTES 3137EADS5 14 7903 .8750 265,000.00 265,800.30 1,075.64 10/03/13 10/14/16 37 000 .7733 265,805.60 100.3020000000 SUNGARD -5.30 81722 CCCCD GOV FHLMC GLOBAL NOTES 3137EADH9 14 7903 1.0000 795,000.00 792,114.15 2,031.67 11/01/13 06/29/17 37 000 .9609 796,113.00 99.63700000000 SUNGARD -3,998.85 81847 RM GOV FHLMC NOTE3S 3137EADC0 14 8167 1.0000 3,870,000.00 3,879,481.50 2,472.50 02/25/14 03/08/17 17 000 .7803 3,895,464.60 100.2450000000 SUNGARD -15,983.10 81869 RM GOV FEDERAL HOME LN MTG CORP 3137EADP1 14 8169 .8750 7,061,000.00 6,916,108.28 4,118.92 03/14/14 03/07/18 17 000 1.2500 6,959,675.63 97.94800000000 SUNGARD -42,366.00 81870 WT GOV FEDERAL HOME LN MTG CORP 3137EADP1 14 8451 .8750 157,000.00 153,778.36 91.58 03/12/14 03/07/18 50 000 1.2797 154,557.32 97.94800000000 SUNGARD -759.88 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 3.24%(M) 2.0121 57,010,000.00 57,475,898.86 193,228.34 29,243.10 1.0454 58,667,060.97 100.8172230000 -1,219,184.78 ------- --------------- --------------- --------------- ---------------Page 10 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 80198 AUHSD MUNI COMPTON CA CNTY REDE 204712FD0 14 5033 0.0000 10,000.00 7,453.00* .00 0.00 01/03/12 08/01/16 49 000 6.5258 7,453.00 74.53000000000 BOOK 80760 CCCCD MUNI PALO ALTO USD CA GOB 697379UA1 14 7903 1.4020 440,000.00 440,000.00* 1,028.13 0.00 08/14/12 08/01/17 37 000 1.4020 440,000.00 100.0000000000 BOOK 81277 CCCSIG MUNI UNIV OF CAL TX RV B 91412GPX7 14 6911 .6590 1,240,000.00 1,240,000.00* 3,087.05 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* 638.63 0.00 03/14/13 05/15/17 37 000 .9660 175,000.00 100.0000000000 BOOK 81314 CCCCD MUNI CA ST TXBL GO BONDS 13063BN73 14 7903 1.0500 120,000.00 120,405.60* 406.00 0.00 03/27/13 02/01/16 37 000 .9292 120,405.60 100.3380000000 BOOK 81319 CCCSIG MUNI CA ST TXBL GO BONDS 13063BN73 14 6911 1.0500 550,000.00 551,859.00* 1,860.83 0.00 03/27/13 02/01/16 37 000 .9292 551,859.00 100.3380000000 BOOK 81508 AUHSD MUNI CHICAGO PREREF CALL 167486JB6 14 5057 5.0000 170,000.00 189,542.34* 2,125.00 0.00 06/27/13 01/01/17 49 000 1.6188 189,542.34 111.4954941176 BOOK 81509 AUHSD MUNI CHICAGO UNREF CALL 167486JC4 14 5057 5.0000 390,000.00 421,318.77* 4,875.00 0.00 06/27/13 01/01/17 49 000 2.5923 421,318.77 108.0304538462 BOOK 81510 AUHSD MUNI WASHINGTON ST SER D 93974B3K6 14 5057 5.0000 600,000.00 696,925.06* 7,500.00 0.00 06/27/13 01/01/18 49 000 1.3012 696,925.06 116.1541766667 BOOK 81512 AUHSD MUNI SOUTH BEND IN CMNTY 836496NW5 14 5057 5.0000 505,000.00 547,506.38* 5,330.56 0.00 06/27/13 01/15/16 49 000 1.6170 547,506.38 108.4171049505 BOOK 81513 AUHSD MUNI PENNSYLVANIA ST FIRS 70914PHZ8 14 5057 5.0000 505,000.00 541,394.23* 1,122.22 0.00 06/27/13 03/15/15 49 000 .7655 541,394.23 107.2067782178 BOOK 81514 AUHSD MUNI WICOMICO CNTY MD 967545R89 14 5057 3.5000 390,000.00 427,550.12* 4,550.00 0.00 06/27/13 12/01/18 49 000 1.6386 427,550.12 109.6282358974 BOOK 81632 CCCSIG MUNI UNIV OF CAL TXBL RE 91412GSX4 14 6911 .9070 415,000.00 415,000.00* 1,871.57 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* 1,991.52 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* 633.68 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* 4,004.86 0.00 11/05/13 11/01/16 37 000 1.0901 793,705.10 100.4690000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .39%(M) 2.5718 6,620,000.00 6,888,245.85 41,025.05 .00 1.2139 6,888,245.85 104.0520520000 ------- --------------- --------------- --------------- --------------- 81486 RM GOV FNMA DISC NOTES 313589XP3 14 8167 .1400 2,903,000.00 2,902,854.85 3,285.23 554.79 06/14/13 06/02/14 22 000 .1402 2,899,014.83 99.99500000000 SUNGARD 81651 PW GOV FNMA DISCOUNT NOTES 313589VX8 14 1388 .0750 1,625,000.00 1,624,967.50 538.28 41.98 10/24/13 04/23/14 17 000 .0750 1,624,387.24 99.99800000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 41 FNMA DISCOUNT NOTES .26%(M) .1167 4,528,000.00 4,527,822.35 3,823.51 596.77 .1168 4,523,402.07 99.99607700000 ------- --------------- --------------- --------------- --------------- * MARKET = BOOK LESS PURCHASE INTEREST Page 11 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81400 RM GOV FHLB DISC 313385VN3 14 8168 .1200 250,000.00 249,998.19 279.17 9.02 05/01/13 04/14/14 17 000 .1201 249,710.00 99.99927777778 SUNGARD 81447 RM GOV FHLB DISC 313385WS1 14 8171 .1200 2,502,000.00 2,501,943.01 2,627.10 284.95 05/21/13 05/12/14 17 000 .1201 2,499,030.96 99.99772222222 SUNGARD 81543 CLT GOV FHLB DISC 313385ZK5 14 1207 .1400 253,000.00 252,970.20 239.09 74.49 08/01/13 07/16/14 17 000 .1402 252,656.62 99.98822222222 SUNGARD 81846 MTC GOV FHLB DISC 313385WG7 14 8138 .0500 3,000,000.00 2,999,948.33 162.50 77.50 02/21/14 05/02/14 17 000 .0500 2,999,708.33 99.99827777778 SUNGARD 81888 MTC GOV FHLB NOTES 313385YQ3 14 8138 .0500 5,000,000.00 4,999,637.50 6.94 241.67 03/31/14 06/27/14 17 000 .0500 4,999,388.89 99.99275000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .62%(M) .0696 11,005,000.00 11,004,497.23 3,314.80 687.63 .0696 11,000,494.80 99.99543200000 ------- --------------- --------------- --------------- --------------- 81796 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2505 .1401 1,000,000.00 999,953.06 303.44 01/13/14 04/14/14 48 000 .1401 1,000,000.00 99.99530555556 SUNGARD -46.94 81797 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2520 .1401 8,000,000.00 7,999,624.44 2,427.53 01/13/14 04/14/14 48 000 .1401 8,000,000.00 99.99530555556 SUNGARD -375.56 81798 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2521 .1401 500,000.00 499,976.53 151.72 01/13/14 04/14/14 48 000 .1401 500,000.00 99.99530555556 SUNGARD -23.47 81799 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2527 .1401 500,000.00 499,976.53 151.72 01/13/14 04/14/14 48 000 .1401 500,000.00 99.99530555556 SUNGARD -23.47 81800 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2546 .1401 325,000.00 324,984.74 98.62 01/13/14 04/14/14 48 000 .1401 325,000.00 99.99530555556 SUNGARD -15.26 81801 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2552 .1401 1,500,000.00 1,499,929.58 455.16 01/13/14 04/14/14 48 000 .1401 1,500,000.00 99.99530555556 SUNGARD -70.42 81802 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2554 .1401 1,200,000.00 1,199,943.67 364.13 01/13/14 04/14/14 48 000 .1401 1,200,000.00 99.99530555556 SUNGARD -56.33 81803 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2558 .1401 900,000.00 899,957.75 273.10 01/13/14 04/14/14 48 000 .1401 900,000.00 99.99530555556 SUNGARD -42.25 81804 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2566 .1401 3,700,000.00 3,699,826.31 1,122.73 01/13/14 04/14/14 48 000 .1401 3,700,000.00 99.99530555556 SUNGARD -173.69 81805 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2571 .1401 1,000,000.00 999,953.06 303.44 01/13/14 04/14/14 48 000 .1401 1,000,000.00 99.99530555556 SUNGARD -46.94 81806 PW CP TOYOTA MOTOR CREDIT CORP 89236BJ39 14 2579 .1401 1,000,000.00 999,953.06 303.44 01/13/14 04/14/14 48 000 .1401 1,000,000.00 99.99530555556 SUNGARD -46.94 81851 PW CP TOYOTA MOTOR INT BEAR 89236BK45 14 2519 .2002 1,500,000.00 1,498,540.00 283.62 02/26/14 08/25/14 48 000 .2002 1,500,000.00 99.90266666667 SUNGARD -1,460.00 81865 PW CP TOYOTA MOTOR CR CORP INT 89236BL36 14 1121 .2001 400,000.00 399,573.33 46.68 03/11/14 09/08/14 48 000 .2001 400,000.00 99.89333333333 SUNGARD -426.67 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMM PAPER INTEREST BEA 1.21%(M) .1454 21,525,000.00 21,522,192.06 6,285.33 .00 .1454 21,525,000.00 99.98695500000 -2,807.94 ------- --------------- --------------- --------------- --------------- 81705 CP ABBEY NATIONAL N AMERICA 0027A1DA4 14 8177 .2300 25,000,000.00 24,999,187.50 20,125.00 625.00 11/26/13 04/10/14 17 000 .2302 24,978,437.50 99.99675000000 SUNGARD Page 12 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81706 CP UNION BANK OF CALIFORNIA 90526NDB8 14 8177 .2000 20,000,000.00 19,999,277.78 14,000.00 388.89 11/26/13 04/11/14 16 000 .2002 19,984,888.89 99.99638888889 SUNGARD 81707 PW CP UNION BANK OF CALIFORNIA 90526NHN8 14 1122 .2600 2,000,000.00 1,998,093.33 1,820.00 158.89 11/26/13 08/22/14 16 000 .2605 1,996,114.44 99.90466666667 SUNGARD 81717 RM CP UNION BANK OF CALIFORNIA 90526NHV0 14 8170 .2700 1,007,000.00 1,005,993.00 898.75 125.87 12/03/13 08/29/14 16 000 .2705 1,004,968.38 99.90000000000 SUNGARD 81718 CP BNP PARIBAS 0556N1DF7 14 8177 .2500 25,000,000.00 24,998,736.11 20,659.72 1,166.67 12/03/13 04/15/14 10 000 .2502 24,976,909.72 99.99494444444 SUNGARD 81719 CP ABBEY NATIONAL NORTH AMERICA 0027A1DF3 14 8177 .2300 25,000,000.00 24,998,736.11 19,006.95 972.22 12/03/13 04/15/14 11 000 .2302 24,978,756.94 99.99494444444 SUNGARD 81724 CP BANK OF NOVA SCOTIA 06416KDF4 14 8177 .1700 25,000,000.00 24,998,736.11 13,930.55 388.89 12/04/13 04/15/14 11 000 .1701 24,984,416.67 99.99494444444 SUNGARD 81725 CP TOYOTA MOTOR CREDIT CORP 89233HDG6 14 8177 .1700 25,000,000.00 24,998,645.83 13,812.50 416.66 12/05/13 04/16/14 48 000 .1701 24,984,416.67 99.99458333333 SUNGARD 81726 CP UBS FINANCE DE 90262DDE2 14 8177 .1550 25,000,000.00 24,998,826.39 12,486.11 225.70 12/06/13 04/14/14 29 000 .1551 24,986,114.58 99.99530555556 SUNGARD 81729 CP ABBEY NATIONAL N AMERICA LLC 0027A1D89 14 8177 .2300 25,000,000.00 24,999,368.06 18,048.61 486.12 12/09/13 04/08/14 11 000 .2302 24,980,833.33 99.99747222222 SUNGARD 81733 CP CREDIT AGRICOLE NORTH AMERIC 22532CDR2 14 8177 .2500 25,000,000.00 24,997,833.33 19,444.44 2,000.00 12/10/13 04/25/14 11 000 .2502 24,976,388.89 99.99133333333 SUNGARD 81738 CP UBS FINANCE DE 90262DEK7 14 8177 .1950 15,000,000.00 14,997,400.00 9,018.75 1,300.00 12/11/13 05/19/14 29 000 .1952 14,987,081.25 99.98266666667 SUNGARD 81739 CP BANK OF NOVA SCOTIA 06416KDV9 14 8177 .1800 30,000,000.00 29,996,966.67 16,650.00 1,166.67 12/11/13 04/29/14 11 000 .1801 29,979,150.00 99.98988888889 SUNGARD 81741 CP BNP PARIBAS 0556N1EU3 14 8177 .2800 25,000,000.00 24,994,854.17 21,388.89 5,937.50 12/12/13 05/28/14 10 000 .2804 24,967,527.78 99.97941666667 SUNGARD 81742 CP SOCIETE GENERALE N AMERICA 83365SEM1 14 8177 .3000 25,000,000.00 24,995,486.11 22,916.66 5,902.78 12/12/13 05/21/14 11 000 .3004 24,966,666.67 99.98194444444 SUNGARD 81744 CP CREDIT AGRI NORTH AMERICA 22532CEV2 14 8177 .3000 30,000,000.00 29,993,716.67 26,250.00 8,216.67 12/17/13 05/29/14 11 000 .3004 29,959,250.00 99.97905555556 SUNGARD 81747 CP SOCIETE GENERALE N AMER 83365SEW9 14 8177 .3100 30,000,000.00 29,993,608.33 26,608.33 8,850.00 12/19/13 05/30/14 11 000 .3104 29,958,150.00 99.97869444444 SUNGARD 81749 CP TOYOTA MOTOR CREDIT CORP 89233HFA7 14 8177 .2300 25,000,000.00 24,991,736.11 16,291.67 2,916.66 12/20/13 06/10/14 48 000 .2303 24,972,527.78 99.96694444444 SUNGARD 81752 CCCSD CP ABBEY NATL N AMERICA 0027A1FK0 14 3407 .2900 5,000,000.00 4,998,134.72 3,987.50 1,316.67 12/23/13 06/19/14 11 000 .2904 4,992,830.55 99.96269444444 SUNGARD 81754 CP UNION BANK OF CALIFORNIA 90526NFB6 14 8177 .2100 20,000,000.00 19,993,294.44 11,200.00 1,577.77 12/26/13 06/11/14 16 000 .2102 19,980,516.67 99.96647222222 SUNGARD 81759 CP CREDIT AGRICOLE NORTH AMERIC 22532CFT6 14 8177 .3200 30,000,000.00 29,987,675.00 24,533.33 10,875.00 12/30/13 06/27/14 7 000 .3205 29,952,266.67 99.95891666667 SUNGARD 81766 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1115 .1500 5,100,000.00 5,099,429.08 1,891.25 87.83 01/02/14 05/02/14 16 000 .1501 5,097,450.00 99.98880555556 SUNGARD 81767 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1234 .1500 1,100,000.00 1,099,876.86 407.92 18.94 01/02/14 05/02/14 16 000 .1501 1,099,450.00 99.98880555556 SUNGARD 81768 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1240 .1500 2,200,000.00 2,199,753.72 815.83 37.89 01/02/14 05/02/14 16 000 .1501 2,198,900.00 99.98880555556 SUNGARD 81769 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1242 .1500 3,780,000.00 3,779,576.85 1,401.75 65.10 01/02/14 05/02/14 16 000 .1501 3,778,110.00 99.98880555556 SUNGARD Page 13 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81770 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1260 .1500 2,000,000.00 1,999,776.11 741.67 34.44 01/02/14 05/02/14 16 000 .1501 1,999,000.00 99.98880555556 SUNGARD 81771 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1270 .1500 3,000,000.00 2,999,664.17 1,112.50 51.67 01/02/14 05/02/14 16 000 .1501 2,998,500.00 99.98880555556 SUNGARD 81772 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1282 .1500 4,500,000.00 4,499,496.25 1,668.75 77.50 01/02/14 05/02/14 16 000 .1501 4,497,750.00 99.98880555556 SUNGARD 81773 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 1395 .1500 850,000.00 849,904.85 315.21 14.64 01/02/14 05/02/14 16 000 .1501 849,575.00 99.98880555556 SUNGARD 81774 PW CP UNION BANK OF CALIFORNIA 90526NE27 14 8214 .1500 3,200,000.00 3,199,641.78 1,186.67 55.11 01/02/14 05/02/14 16 000 .1501 3,198,400.00 99.98880555556 SUNGARD 81787 CP BNP PARIBAS 0556N1FS7 14 8177 .2400 25,000,000.00 24,989,847.22 13,833.33 4,180.56 01/08/14 06/26/14 10 000 .2403 24,971,833.33 99.95938888889 SUNGARD 81790 PW CP UNION BANK OF CALIFORNIA 90526NDA0 14 1401 .1300 400,000.00 399,987.00 117.00 0.00 01/10/14 04/10/14 16 000 .1300 399,870.00 99.99675000000 SUNGARD 81792 PW CP UBS FINANCE DISC 90262DGA7 14 2480 .2150 1,100,000.00 1,099,388.89 532.13 45.83 01/10/14 07/10/14 29 000 .2152 1,098,810.93 99.94444444444 SUNGARD 81793 PW CP UBS FINANCE DISC 90262DGA7 14 2758 .2150 2,000,000.00 1,998,888.89 967.50 83.33 01/10/14 07/10/14 29 000 .2152 1,997,838.06 99.94444444444 SUNGARD 81795 PW CP UBS FINANCE DELAWARE LLC 90262DGA7 14 2401 .2150 4,300,000.00 4,297,611.11 2,080.12 179.17 01/10/14 07/10/14 29 000 .2152 4,295,351.82 99.94444444444 SUNGARD 81809 CP ABBEY NATIONAL N AMERICA LL 0027A1FS3 14 8177 .2700 20,000,000.00 19,991,877.78 11,100.00 4,777.78 01/17/14 06/26/14 11 000 .2703 19,976,000.00 99.95938888889 SUNGARD 81816 CP BNP PARIBAS 0556N1FW8 14 8177 .2500 25,000,000.00 24,987,500.00 10,763.89 3,125.00 01/29/14 06/30/14 10 000 .2503 24,973,611.11 99.95000000000 SUNGARD 81837 CCCSIG CP BNP PARIBAS FINANCE 0556N1L35 14 6911 .4483 1,850,000.00 1,846,559.00 1,225.62 1,554.00 02/07/14 11/03/14 37 000 .4515 1,843,779.38 99.81400000000 SUNGARD 81855 CP TOYOTA MOTOR CREDIT CORP DIS 89233HGV0 14 8177 .1600 25,000,000.00 24,983,472.22 3,000.00 03/05/14 07/29/14 48 000 .1601 24,983,777.78 99.93388888889 SUNGARD -3,305.56 81858 CP UNION BANK OF CALIFORNIA 90526NGR0 14 8177 .1600 25,000,000.00 24,984,027.78 2,777.78 03/07/14 07/25/14 16 000 .1601 24,984,444.44 99.93611111111 SUNGARD -3,194.44 81867 CP CREDIT AGRICOLE N AMER 22532CGW8 14 8177 .2400 15,000,000.00 14,988,000.00 1,900.00 0.00 03/13/14 07/30/14 50 000 .2402 14,986,100.00 99.92000000000 SUNGARD 81868 CP SOCIETE GENERALE N AMER 83365SGW7 14 8177 .2100 15,000,000.00 14,988,000.00 1,662.50 03/13/14 07/30/14 50 000 .2102 14,987,837.50 99.92000000000 SUNGARD -1,500.00 81874 CP BANK OF NOVA SCOTIA 06416KHB9 14 8177 .1700 20,000,000.00 19,982,400.00 1,227.78 03/19/14 08/11/14 50 000 .1701 19,986,305.56 99.91200000000 SUNGARD -5,133.34 81875 CP TOYOTA MOTOR CREDIT CORP 89233HH80 14 8177 .1700 25,000,000.00 24,978,500.00 1,534.72 03/19/14 08/08/14 48 000 .1701 24,983,236.11 99.91400000000 SUNGARD -6,270.83 81880 CP BNP PARIBAS 0556N1GQ0 14 8177 .2200 25,000,000.00 24,984,166.67 916.67 1,583.33 03/26/14 07/24/14 10 000 .2202 24,981,666.67 99.93666666667 SUNGARD 81883 CP BANK OF NOVA SCOTIA NY 06416KGR5 14 8177 .1650 25,000,000.00 24,984,027.78 572.92 03/27/14 07/25/14 17 000 .1651 24,986,250.00 99.93611111111 SUNGARD -2,795.14 81886 CP SOCIETE GENERALE N AMER 83365SGR8 14 8177 .2100 25,000,000.00 24,984,027.78 723.09 658.86 03/27/14 07/25/14 50 000 .2084 24,982,645.83 99.93611111111 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 43.03%(M) .2231 763,387,000.00 763,131,707.56 397,554.36 71,645.61 .2232 762,684,706.90 99.96655800000 -22,199.31 ------- --------------- --------------- --------------- ---------------Page 14 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81394 CCCSIG YCD RABOBANK NEDERLAND N 21684BEP5 14 6911 .6000 2,000,000.00 2,000,000.00* 5,133.33 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 1,020,456.91 2,185.63 456.91 07/09/13 07/10/14 16 000 .2900 1,020,000.00 100.0447946932 SUNGARD 81578 PW NCD UNION BANK NA 905269DX1 14 1401 .3000 500,000.00 500,306.34 983.33 306.34 08/08/13 08/08/14 16 000 .3000 500,000.00 100.0612681940 SUNGARD 81709 YCD SOCIETE GENERALE 83368NSG7 14 8177 .2500 30,000,000.00 30,002,532.58 26,041.67 1,367.00 11/27/13 04/16/14 7 000 .2400 30,001,165.58 100.0084419230 SUNGARD 81723 NCD UNION BANK OF CALIFORNIA 905269HU3 14 8177 .2000 25,000,000.00 25,001,555.08 16,388.89 1,555.08 12/04/13 04/16/14 16 000 .2000 25,000,000.00 100.0062203230 SUNGARD 81727 YCD ABBEY NATIONAL TREASURY SER 00279HQ25 14 8177 .2300 25,000,000.00 25,001,770.33 18,527.78 1,770.33 12/06/13 04/15/14 22 000 .2300 25,000,000.00 100.0070813195 SUNGARD 81730 CCCSIG YCD CREDIT SUISSE NY 22549TPN2 14 6911 .5000 1,900,000.00 1,903,537.92 2,981.94 3,537.92 12/09/13 12/05/14 37 000 .5000 1,900,000.00 100.1862063138 SUNGARD 81731 YCD SOCIETE GENERALE NY 83368NTD3 14 8177 .2500 25,000,000.00 25,001,187.19 19,618.06 1,187.19 12/09/13 04/09/14 7 000 .2500 25,000,000.00 100.0047487621 SUNGARD 81734 YCD CREDIT AGRICOLE CIB NY 22532U2L7 14 8177 .3000 25,000,000.00 25,006,498.07 23,333.33 6,498.07 12/10/13 05/09/14 22 000 .3000 25,000,000.00 100.0259922980 SUNGARD 81736 YCD BNP PARIBAS SF 05572NRU2 14 8177 .2500 25,000,000.00 25,003,693.38 19,270.83 3,693.38 12/11/13 04/28/14 10 000 .2500 25,000,000.00 100.0147735235 SUNGARD 81737 YCD STANDARD CHARTERED BK NY 85325BF90 14 8177 .2200 25,000,000.00 25,005,886.88 16,958.33 4,756.01 12/11/13 05/23/14 17 000 .2100 25,001,130.87 100.0235475376 SUNGARD 81740 YCD ABBEY NATL TREASURY SERV 00279HQ58 14 8177 .2600 25,000,000.00 25,006,942.23 19,861.11 6,942.23 12/12/13 05/20/14 22 000 .2600 25,000,000.00 100.0277689035 SUNGARD 81743 YCD BNP PARIBAS 05572NRY4 14 8177 .2500 10,000,000.00 10,002,216.01 7,291.67 2,216.01 12/17/13 05/12/14 10 000 .2500 10,000,000.00 100.0221600599 SUNGARD 81745 YCD SOCIETE GENERALE NY 83368NUB5 14 8177 .3100 30,000,000.00 30,012,496.09 26,866.67 12,496.09 12/18/13 05/30/14 11 000 .3100 30,000,000.00 100.0416536319 SUNGARD 81750 PW NCD UNION BANK OF CALIFORNIA 905269JM9 14 1401 .2800 500,000.00 500,183.74 396.67 183.74 12/20/13 12/22/14 16 000 .2800 500,000.00 100.0367484916 SUNGARD 81753 CCCSD NCD UNION BANK OF CALIF 905269JP2 14 3407 .2300 2,000,000.00 2,000,793.05 1,265.00 793.05 12/23/13 06/23/14 16 000 .2300 2,000,000.00 100.0396523498 SUNGARD 81762 YCD CREDIT AGRICOLE CIB NY 22532U3Q5 14 8177 .3300 25,000,000.00 25,016,119.73 20,854.17 16,119.73 12/31/13 06/25/14 22 000 .3300 25,000,000.00 100.0644789330 SUNGARD 81781 PW YCD NORDEA BANK FIN 65558EXC7 14 8215 .1750 5,200,000.00 5,200,597.84 2,148.61 597.84 01/06/14 05/06/14 11 000 .1750 5,200,000.00 100.0114968602 SUNGARD 81782 PW YCD NORDEA BANK FIN 65558EXC7 14 8216 .1750 4,000,000.00 4,000,459.87 1,652.78 459.87 01/06/14 05/06/14 11 000 .1750 4,000,000.00 100.0114968602 SUNGARD 81783 PW YCD NORDEA BANK FIN 65558EXC7 14 1392 .1750 20,000,000.00 20,002,299.37 8,263.89 2,299.37 01/06/14 05/06/14 11 000 .1750 20,000,000.00 100.0114968602 SUNGARD 81784 PW YCD NORDEA BANK FIN 65558EXC7 14 1114 .1750 6,000,000.00 6,000,689.81 2,479.17 689.81 01/06/14 05/06/14 11 000 .1750 6,000,000.00 100.0114968602 SUNGARD 81785 PW YCD NORDEA BANK FIN 65558EXC7 14 1290 .1750 400,000.00 400,045.99 165.28 45.99 01/06/14 05/06/14 11 000 .1750 400,000.00 100.0114968602 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST Page 15 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81786 PW YCD NORDEA BANK FIN 65558EXC7 14 1399 .1750 430,000.00 430,049.44 177.67 49.44 01/06/14 05/06/14 11 000 .1750 430,000.00 100.0114968602 SUNGARD 81788 YCD BANK OF NOVA SCOTIA HOUSTON 06417HDG8 14 8177 .2100 30,000,000.00 30,010,996.28 14,525.00 10,996.28 01/08/14 06/27/14 11 000 .2100 30,000,000.00 100.0366542752 SUNGARD 81811 YCD ABBEY NATIONAL TREASURY SER 00279HR73 14 8177 .2900 25,000,000.00 25,011,213.06 14,097.22 11,213.06 01/21/14 07/10/14 11 000 .2900 25,000,000.00 100.0448522578 SUNGARD 81815 YCD CREDIT AGRICOLE CIB NY 22532U5P5 14 8177 .3000 30,000,000.00 30,012,882.50 15,250.00 11,625.80 01/30/14 06/30/14 7 000 .2900 30,001,256.70 100.0429416806 SUNGARD 81817 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2505 .1400 750,000.00 750,053.32 166.25 53.32 02/03/14 05/02/14 16 000 .1400 750,000.00 100.0071095705 SUNGARD 81818 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2517 .1400 500,000.00 500,035.55 110.83 35.55 02/03/14 05/02/14 16 000 .1400 500,000.00 100.0071095705 SUNGARD 81819 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2520 .1400 7,000,000.00 7,000,497.67 1,551.67 497.67 02/03/14 05/02/14 16 000 .1400 7,000,000.00 100.0071095705 SUNGARD 81820 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2552 .1400 1,500,000.00 1,500,106.64 332.50 106.64 02/03/14 05/02/14 16 000 .1400 1,500,000.00 100.0071095705 SUNGARD 81821 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2554 .1400 1,200,000.00 1,200,085.31 266.00 85.31 02/03/14 05/02/14 16 000 .1400 1,200,000.00 100.0071095705 SUNGARD 81822 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2558 .1400 775,000.00 775,055.10 171.79 55.10 02/03/14 05/02/14 16 000 .1400 775,000.00 100.0071095705 SUNGARD 81823 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2566 .1400 3,300,000.00 3,300,234.62 731.50 234.62 02/03/14 05/02/14 16 000 .1400 3,300,000.00 100.0071095705 SUNGARD 81824 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2571 .1400 750,000.00 750,053.32 166.25 53.32 02/03/14 05/02/14 16 000 .1400 750,000.00 100.0071095705 SUNGARD 81825 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2572 .1400 450,000.00 450,031.99 99.75 31.99 02/03/14 05/02/14 16 000 .1400 450,000.00 100.0071095705 SUNGARD 81826 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2578 .1400 800,000.00 800,056.88 177.33 56.88 02/03/14 05/02/14 16 000 .1400 800,000.00 100.0071095705 SUNGARD 81827 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2579 .1400 1,150,000.00 1,150,081.76 254.92 81.76 02/03/14 05/02/14 16 000 .1400 1,150,000.00 100.0071095705 SUNGARD 81828 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2581 .1400 750,000.00 750,053.32 166.25 53.32 02/03/14 05/02/14 16 000 .1400 750,000.00 100.0071095705 SUNGARD 81829 PW NCD UNION BANK OF CALIFORNIA 905269KK1 14 2583 .1400 700,000.00 700,049.77 155.17 49.77 02/03/14 05/02/14 16 000 .1400 700,000.00 100.0071095705 SUNGARD 81830 YCD ABBEY NATL TREASURY SERV 00279HS31 14 8177 .2400 25,000,000.00 25,006,946.20 9,000.00 6,946.20 02/06/14 06/30/14 50 000 .2400 25,000,000.00 100.0277848142 SUNGARD 81840 YCD BNP PARIBAS 05572NSW7 14 8177 .2500 20,000,000.00 20,006,794.99 6,944.44 6,794.99 02/10/14 07/11/14 10 000 .2500 20,000,000.00 100.0339749523 SUNGARD 81843 CCCFPD YCD BNP PARIBAS 05572NSY3 14 2022 .2500 9,600,000.00 9,603,485.55 2,800.00 3,485.55 02/18/14 07/18/14 10 000 .2500 9,600,000.00 100.0363078352 SUNGARD 81844 CCCFPD YCD BNP PARIBAS 05572NSZ0 14 2024 .4400 3,900,000.00 3,905,244.63 2,002.00 5,244.63 02/18/14 11/17/14 10 000 .4400 3,900,000.00 100.1344775779 SUNGARD 81845 PW NCD UNION BANK OF CALIFORNIA 905269KR6 14 1105 .2100 500,000.00 500,149.87 119.58 149.87 02/19/14 08/13/14 16 000 .2100 500,000.00 100.0299740127 SUNGARD 81848 HR YCD BNP PARIBAS 05572NTE6 14 8165 .1700 2,990,000.00 2,990,228.37 494.18 228.37 02/25/14 04/25/14 10 000 .1700 2,990,000.00 100.0076379017 SUNGARD 81849 HR YCD BNP PARIBAS 05572NTE6 14 8166 .1700 2,844,000.00 2,844,217.22 470.05 217.22 02/25/14 04/25/14 10 000 .1700 2,844,000.00 100.0076379017 SUNGARD Page 16 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81850 HR YCD BNP PARIBAS 05572NTE6 14 8172 .1700 3,978,000.00 3,978,303.84 657.48 303.84 02/25/14 04/25/14 10 000 .1700 3,978,000.00 100.0076379017 SUNGARD 81854 YCD BNP PARIBAS 05572NTK2 14 8177 .2300 20,000,000.00 20,006,384.59 4,088.89 6,384.59 02/28/14 07/24/14 10 000 .2300 20,000,000.00 100.0319229627 SUNGARD 81859 SO NCD BANK OF AMERICA 06052TGP9 14 1056 .1000 2,100,000.00 2,100,021.00 128.33 21.00 03/10/14 04/09/14 11 000 .1000 2,100,000.00 100.0009998975 SUNGARD 81860 SO NCD BANK OF AMERICA 06052TGP9 14 1147 .1000 1,200,000.00 1,200,012.00 73.33 12.00 03/10/14 04/09/14 11 000 .1000 1,200,000.00 100.0009998975 SUNGARD 81861 SO NCD BANK OF AMERICA 06052TGP9 14 1334 .1000 1,200,000.00 1,200,012.00 73.33 12.00 03/10/14 04/09/14 11 000 .1000 1,200,000.00 100.0009998975 SUNGARD 81862 SO NCD BANK OF AMERICA 06052TGP9 14 1360 .1000 3,600,000.00 3,600,036.00 220.00 36.00 03/10/14 04/09/14 11 000 .1000 3,600,000.00 100.0009998975 SUNGARD 81863 SO NCD BANK OF AMERICA 06052TGP9 14 2629 .1000 5,800,000.00 5,800,057.99 354.44 57.99 03/10/14 04/09/14 11 000 .1000 5,800,000.00 100.0009998975 SUNGARD 81864 SO NCD BANK OF AMERICA 06052TGP9 14 2656 .1000 3,600,000.00 3,600,036.00 220.00 36.00 03/10/14 04/09/14 11 000 .1000 3,600,000.00 100.0009998975 SUNGARD 81871 PW NCD UNION BANK OF CALIFORNIA 905269LB0 14 1401 .1000 1,300,000.00 1,300,020.22 65.00 20.22 03/14/14 04/14/14 16 000 .1000 1,300,000.00 100.0015554091 SUNGARD 81872 PW NCD UNION BANK OF CALIFORNIA 905269LC8 14 1401 .2800 500,000.00 499,743.89 70.00 03/14/14 02/02/15 16 000 .2800 500,000.00 99.94877720611 SUNGARD -256.11 81873 YCD SVENSKA HANDELSBANKEN NY 86958C5V2 14 8177 .1550 25,000,000.00 25,005,672.60 1,506.94 5,672.60 03/18/14 06/25/14 29 000 .1550 25,000,000.00 100.0226903899 SUNGARD 81879 YCD STANDARD CHARTERED BK NY 85325BM68 14 8177 .1800 25,000,000.00 25,004,025.78 875.00 4,025.78 03/25/14 07/25/14 50 000 .1800 25,000,000.00 100.0161031090 SUNGARD 81887 NCD BANK OF AMERICA NA 06052THE3 14 8177 .2100 20,000,000.00 20,005,153.25 466.67 5,153.25 03/28/14 07/25/14 11 000 .2100 20,000,000.00 100.0257662515 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 33.65%(M) .2366 596,687,000.00 596,838,350.93 321,697.90 148,053.89 .2352 596,690,553.15 100.0253650000 -256.11 ------- --------------- --------------- --------------- --------------- 81269 CORP GENERAL ELEC CAP CORP FLTR 36962GU51 14 8177 .4394 10,000,000.00 9,996,600.00 10,129.59 44,150.00 03/08/13 01/08/16 16 000 .6789 9,952,450.00 99.96600000000 SUNGARD 81655 CCCSIG CORP GECC FLOATER 36962G7A6 14 6911 .8917 2,700,000.00 2,725,056.00 5,216.16 25,056.00 07/12/13 07/12/16 37 000 .8917 2,700,000.00 100.9280000000 SUNGARD 81794 CCCSIG CORP BERKSHIRE HATH FLTR 084664CA7 14 6911 .3904 500,000.00 500,275.00 439.20 275.00 01/10/14 01/10/17 37 000 .3904 500,000.00 100.0550000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .75%(M) .5303 13,200,000.00 13,221,931.00 15,784.95 69,481.00 .7116 13,152,450.00 100.1661440000 ------- --------------- --------------- --------------- --------------- 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 600,000.00 615,012.00 2,613.33 15,600.00 07/27/10 07/27/15 37 000 2.4710 599,412.00 102.5020000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 750,000.00 769,920.00 6,656.25 20,327.41 11/09/10 11/09/15 37 000 2.2660 749,592.59 102.6560000000 SUNGARD 79043 CCCCD CORP PROCTOR & GAMBLE CAL 742718DS5 14 7903 1.8000 200,000.00 204,180.00 1,360.00 5,816.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 102.0900000000 SUNGARD Page 17 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79582 CORP IBM CORPORATION 459200GW5 14 8177 1.2500 10,000,000.00 10,011,100.00 48,263.89 05/20/11 05/12/14 16 000 1.1852 10,018,900.00 100.1110000000 SUNGARD -7,800.00 80189 AUHSD CORP JOHNSON & JOHNSON 478160AX2 14 5007 1.2000 490,000.00 490,465.50 2,221.33 01/03/12 05/15/14 49 000 .5741 497,198.10 100.0950000000 SUNGARD -6,732.60 80435 CORP TOYOTA MOTOR CREDIT CORP 89233P5Z5 14 8177 1.0000 10,000,000.00 10,061,400.00 12,222.22 11,300.00 03/15/12 02/17/15 16 000 .8261 10,050,100.00 100.6140000000 SUNGARD 80448 CORP WALMART STORES INC 931142CX9 14 8177 1.5000 5,000,000.00 5,076,850.00 32,500.00 03/23/12 10/25/15 29 000 .9370 5,099,100.00 101.5370000000 SUNGARD -22,250.00 80450 CORP ROYAL BANK OF 78008T2C7 14 8177 1.1500 10,000,000.00 10,080,800.00 5,749.95 84,000.00 03/26/12 03/13/15 16 000 1.1610 9,996,800.00 100.8080000000 SUNGARD 80653 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 135,000.00 135,213.30 194.06 464.40 06/14/12 02/15/17 37 000 1.1660 134,748.90 100.1580000000 SUNGARD 80654 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 240,000.00 240,379.20 345.00 1,238.40 06/14/12 02/15/17 37 000 1.2040 239,140.80 100.1580000000 SUNGARD 80678 CCCCD CORP 3M COMPANY GLO 88579YAE1 14 7903 1.0000 315,000.00 313,714.80 831.25 06/29/12 06/26/17 37 000 1.0621 314,051.85 99.59200000000 SUNGARD -337.05 80809 CCCCD CORP JOHN DEERE CAP NTS 24422ERV3 14 7903 .7000 120,000.00 120,406.80 63.00 488.40 09/07/12 09/04/15 37 000 .7230 119,918.40 100.3390000000 SUNGARD 81054 CCCCD CORP CHEVRON CORP NEW 166764AA8 14 7903 1.1040 105,000.00 104,081.25 373.52 12/05/12 12/05/17 37 000 1.1040 105,000.00 99.12500000000 SUNGARD -918.75 81150 CCCCD CORP BERKSHIRE HATHAWAY 084664BS9 14 7903 1.6000 110,000.00 111,345.30 664.89 01/15/13 05/15/17 37 000 1.2609 111,567.50 101.2230000000 SUNGARD -222.20 81162 CCCCD CORP JP MORGAN CHASE & CO 46625HCE8 14 7903 4.7500 200,000.00 207,554.00 791.67 01/24/13 03/01/15 37 000 1.0542 215,330.00 103.7770000000 SUNGARD -7,776.00 81198 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,035,900.00 11,527.78 35,900.00 02/04/13 01/08/16 7 000 1.0000 5,000,000.00 100.7180000000 SUNGARD 81217 CCCCD CORP BERKSHIRE HATHAWAY 084670BH0 14 7903 1.5500 245,000.00 243,892.60 548.53 02/11/13 02/09/18 37 000 1.5791 244,659.45 99.54800000000 SUNGARD -766.85 81242 CCCSIG CORP PEPSICO INC NOTES 713448CE6 14 6911 .7000 515,000.00 514,222.35 350.54 02/28/13 02/26/16 37 000 .7118 514,819.75 99.84900000000 SUNGARD -597.40 81243 CCCCD CORP CATERPLLR FINL SVCS 14912L5N7 14 7903 .7000 100,000.00 100,000.00 68.07 124.00 02/28/13 02/26/16 37 000 .7420 99,876.00 100.0000000000 SUNGARD 81244 CCCCD CORP PEPSICO INC NOTES 713448CE6 14 7903 .7000 100,000.00 99,849.00 68.07 02/28/13 02/26/16 37 000 .7118 99,965.00 99.84900000000 SUNGARD -116.00 81412 CCCSIG CORP APPLE INC 037833AH3 14 6911 .4500 730,000.00 727,583.70 1,350.50 05/03/13 05/03/16 37 000 .5109 728,678.70 99.66900000000 SUNGARD -1,095.00 81413 CCCCD CORP APPLE INC 037833AJ9 14 7903 1.0000 175,000.00 169,636.25 719.44 05/03/13 05/03/18 37 000 1.0760 174,354.25 96.93500000000 SUNGARD -4,718.00 81425 CCCSIG CORP IBM GLOBAL NOTES 459200HL8 14 6911 .4500 1,880,000.00 1,872,968.80 3,407.50 05/07/13 05/06/16 37 000 .5450 1,874,698.40 99.62600000000 SUNGARD -1,729.60 81432 CORP JP MORGAN CHASE & CO 46623EJW0 14 8177 .8000 10,000,000.00 10,025,300.00 35,111.11 17,500.00 05/07/13 04/23/15 7 000 .7598 10,007,800.00 100.2530000000 SUNGARD 81444 CCCCD CORP TOYOTA MOTOR CRED 89236TAL9 14 7903 .8000 190,000.00 190,716.30 565.78 794.20 05/17/13 05/17/16 37 000 .8139 189,922.10 100.3770000000 SUNGARD 81445 CCCSIG CORP TOYOTA MOTOR CRED 89236TAL9 14 6911 .8000 810,000.00 813,053.70 2,412.00 3,385.80 05/17/13 05/17/16 37 000 .8139 809,667.90 100.3770000000 SUNGARD 81472 CCCSIG CORP PFIZER INC 717081DD2 14 6911 .9000 1,800,000.00 1,793,646.00 3,420.00 06/03/13 01/15/17 37 000 .9450 1,797,120.00 99.64700000000 SUNGARD -3,474.00Page 18 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81501 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,035,900.00 11,527.78 39,550.00 06/18/13 01/08/16 7 000 1.0290 4,996,350.00 100.7180000000 SUNGARD 81505 CCCSIG CORP CHEVRON 166764AC4 14 6911 .8890 940,000.00 944,953.80 2,251.64 4,953.80 06/24/13 06/24/16 37 000 .8890 940,000.00 100.5270000000 SUNGARD 81542 CCCSIG CORP WELLS FARGO & CO 94974BFL9 14 6911 1.2500 1,170,000.00 1,179,816.30 2,884.38 10,939.50 07/29/13 07/20/16 37 000 1.2830 1,168,876.80 100.8390000000 SUNGARD 81577 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 985,000.00 990,072.75 1,195.68 5,594.80 08/15/13 08/15/16 37 000 .9680 984,477.95 100.5150000000 SUNGARD 81650 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 355,000.00 356,828.25 430.93 2,502.75 10/15/13 08/15/16 37 000 1.0181 354,325.50 100.5150000000 SUNGARD 81668 CCCSIG CORP COCA COLA CO 191216BD1 14 6911 .7500 360,000.00 359,082.00 1,125.00 11/01/13 11/01/16 37 000 .7889 359,586.00 99.74500000000 SUNGARD -504.00 81703 CORP TOYOTA MTR CRD CORP MTN 89233P6S0 14 8177 1.2500 5,000,000.00 4,954,250.00 30,555.55 9,750.00 11/15/13 10/05/17 16 000 1.5451 4,951,444.44 99.08500000000 SUNGARD 81751 CCCSIG CORP CISCO SYSTMS INC GL 17275RAC6 14 6911 5.5000 1,900,000.00 2,075,085.00 11,320.83 12/20/13 02/22/16 37 000 .6166 2,099,880.00 109.2150000000 SUNGARD -24,795.00 81789 CORP MICROSOFT CORP 594918AV6 14 8177 1.6250 6,406,000.00 6,358,339.36 33,253.37 01/10/14 12/06/18 16 000 1.7501 6,378,292.27 99.25600000000 SUNGARD -10,121.48 81813 CORP INTEL STRUCTURD BND CALLBL 458140AL4 14 8177 1.3500 5,211,000.00 5,175,721.53 20,713.73 01/27/14 12/15/17 17 000 1.5101 5,187,837.11 99.32300000000 SUNGARD -3,908.25 81876 CCCSIG CORP EXXON MOBIL CORP NT 30231GAA0 14 6911 .9210 990,000.00 989,772.30 405.24 03/20/14 03/15/17 37 000 .9210 990,126.64 99.97700000000 SUNGARD -227.70 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 4.99%(M) 1.2495 88,127,000.00 88,549,012.14 290,063.81 270,229.46 1.1004 88,401,982.40 100.4788680000 -98,089.88 ------- --------------- --------------- --------------- --------------- 81567 CCCSIG YCD QTR FLTR SVENSKA HAN 86958CVF8 14 6911 .4229 2,250,000.00 2,247,297.50 2,220.26 04/05/13 10/06/14 37 000 .4430 2,249,657.35 99.87988888889 SUNGARD -2,359.85 81807 CCCSIG YCD NORDEA BANK FLOATER 65558EXP8 14 6911 .3579 1,950,000.00 1,950,000.00* 1,434.38 0.00 01/17/14 07/17/15 37 000 .3579 1,950,000.00 100.0000000000 BOOK 81808 CCCSIG YCD BANK OF NOVA SCOTIA 06417HDS2 14 6911 .3879 2,450,000.00 2,449,632.50* 1,953.26 0.00 01/17/14 07/17/15 37 000 .3979 2,449,632.50 99.98500000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 80 YCD / NCD QTR FLTR .37%(M) .3909 6,650,000.00 6,646,930.00 5,607.90 .00 .4014 6,649,289.85 99.95383500000 -2,359.85 ------- --------------- --------------- --------------- --------------- 81524 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 537,226.12 537,226.12* .00 0.00 06/27/13 04/01/14 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 04/01/14 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 ------- --------------- --------------- --------------- --------------- * MARKET = BOOK LESS PURCHASE INTEREST Page 19 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 15 (RPTMKT) RUN: 05/21/14 10:33:11 INVESTMENTS OUTSTANDING AS OF 03/31/14 MAJOR SORT KEY IS ICC# INVEST DESCRIPTION CUSIP BANK FUND CPN RATE PAR/SHARES MARKET VALUE CURR ACCR INT UNREALIZED GAIN NUMBER PURCHASE MATURITY DATE BROK SAFE YTM TR BOOK MARKET PRICE PRICE SOURCE UNREALIZED LOSS ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79591 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 1.4000 3,200.00 3,200.00 129.80 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 3,200.00 129.80 .00 1.4000 3,200.00 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4686 1770924518.32 1773586272.95 1,882,114.14 783,950.70 .3680 1775511028.32 100.1503030000 -3,069,091.77 ======= =============== =============== =============== ===============Page 20 Page 21 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF MARCH 31, 2014 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 944,091.65 944,391.04 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 23,771,609.37 23,779,147.78 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 7,250,651.89 7,252,951.20 BYRON UNION SCHOOL DISTRICT 75-07-017 164,679.47 164,731.69 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,506.11 191,566.84 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 31,500,000.00 31,509,989.22 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 612,797.94 612,992.27 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,015,855.90 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,275,865.54 1,276,270.14 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,221,085.16 2,221,789.51 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 1,851,712.94 1,852,300.15 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,242.71 72,265.62 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 954,538.20 954,840.90 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 17,162,021.64 17,167,464.03 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 3,463,100.70 3,464,198.91 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 890,607.88 890,890.31 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,368,139.08 6,370,158.53 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,289,763.64 7,292,075.36 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,920.96 23,928.55 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,570,475.06 14,575,095.62 MT VIEW SANITARY DISTRICT 70-07-008 7,761,945.94 7,764,407.39 OAKLEY UNION SCHOOL DISTRICT 75-07-009 246,037.40 246,115.42 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,371,736.83 7,374,074.54 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 1,415,699.57 1,416,148.51 RECLAMATION DISTRICT 800 60-07-003 4,666,670.10 4,668,149.99 REDEVELOPMENT AGENCY 65-07-015 6,951.14 6,953.34 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 110,248.89 110,283.85 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 281,309.05 281,398.26 WALNUT CREEK SCHOOL DISTRICT 75-07-003 0.00 0.00 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 39,893,827.72 39,906,478.77 TOTAL 232,333,236.58 232,406,913.63 Page 22 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.2. ASSET MANAGEMENT FUNDS a. WELLS CAPITAL MANAGEMENT b. CalTRUST WC-Contra Costa County131235Begin Date1/1/2014End Date3/31/2014The 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 SummaryPerf Summary TotIdxExc GrossOfFeesPerf Summary TotIdxExc NetOfFeesFinancialsIncome DetailBalance Sheet ClassificationTrading ActivityTransaction DetailMMF Transaction DetailTable of ContentsDated: 4/1/20141/1/2014 - 3/31/2014167911131645Page 24 SummaryCash2,030,065.53Fixed Income42,334,582.28Duration0.595Convexity---Weighted Avg Life0.745Weighted Avg Maturity1.003Weighted Avg Eff Maturity0.728Yield0.280%Purchase Yield0.381%Avg Credit RatingAA+/Aa1/AA+Security TypeAgency (32.3%)Corporate (27.1%)US Gov (18%)Asset Backed (11.8%)Muni (6.2%)MM Fund (4.6%)Currency (0%)MMF Asset Allocation1st Tier CP (e... (26%)Foreign Bank (22%)ABCP (21%)Time Deposits (13%)Repo (9%)FRNS (6%)Other (3%)Issuer ConcentrationGovernment of the United States18.0%Federal Home Loan Mortgage Corpor...15.9%Federal Farm Credit Banks Funding...9.5%MMF - WFA HERITAGE MONEY MARK-I4.6%Federal Home Loan Banks Office of...3.5%Federal National Mortgage Associa...3.4%California, State of3.4%The Bank of New York Mellon Corpo...1.7%Other40.0%CountryUnited States (98.3%)United Kingdom (1.7%)CurrencyUS Dollar (100%)Risk Summary (WC-Contra Costa County)Dated: 4/1/20143/31/20141Page 25 Market SectorsCash (4.6%)Government (18%)Agency (32.3%)Municipal (6.2%)Financial (21.7%)Industrial (5.4%)ABS (11.8%)Time to Maturity (Years)Effective MaturityFinal Maturity012301010202030304040PercentDuration0510101515202025253030Percent 0.0 - 0.25 0.0 - 0.250.0 - 0.250.0 - 0.250.0 - 0.250.25 - 0.50.25 - 0.50.5 - 0.750.5 - 0.750.75 - 10.75 - 11 - 21 - 22 - 32 - 33 - 44 - 5Credit Ratings0101020203030404050506060PercentAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAAA/Aaa/AAAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAAA/Aa/AAA/A/AA/A/AA/A/AA/A/AA/A/AA/A/AA/A/AA/A/AA/A/AA/A/AA-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1A-1 /P-1/F1Credit Duration 0.0 -0.25 0.25- 0.5 0.5 -0.75 0.75- 1 1 - 2 2 - 3 3 - 4 4 - 5AAA16.513.410.915.212.40.00.00.0AAAA1.72.80.01.41.70.00.00.0A10.80.01.710.41.20.00.00.0BBB0.00.00.00.00.00.00.00.0BBBB0.00.00.00.00.00.00.00.0B0.00.00.00.00.00.00.00.0CCC0.00.00.00.00.00.00.00.0CCCC0.00.00.00.00.00.00.00.0C0.00.00.00.00.00.00.00.0Industry SectorsSovereign (50.3%)Banks (10%)Automobile ABS (6.8%)Diversified Fin... (6.4%)US Municipals (6.2%)Insurance (5.3%)Credit Card ABS (5%)Cash (4.6%)Computers (1.7%)Other (3.7%)Risk Summary Risk Summary (WC-Contra Costa County)(WC-Contra Costa County)Dated: 4/1/20143/31/20142Page 26 Industry SubsectorsSovereign Agency (32.3%)Sovereign (18%)Automobile Sequ... (6.8%)Cash (4.6%)Education (3.4%)Credit Card Bul... (3.3%)Life/Health Ins... (2.7%)Commer Banks-Ea... (2.2%)Fiduciary Banks (1.7%)Other (24.9%)Risk Summary (WC-Contra Costa County)Dated: 4/1/20143/31/20143Page 27 TotalIndexExcessCMCMCQCQCYCYPMPMPQPQPYPYTMTMTQTQTYTY0.000.050.100.150.200.250.300.35Curr MonthCurr QuarterCurr YearPrev MonthPrev QuarterPrev YearTrailing MonthTrailing QuarterTrailing Year 3/1/14-3/31/14 1/1/14-3/31/14 1/1/14-3/31/14 2/1/14-2/28/14 10/1/13-12/31/13 1/1/13-12/31/13 3/1/14-3/31/14 1/1/14-3/31/14 4/1/13-3/31/14Total Return0.016%0.113%0.113%0.041%0.097%0.321%0.016%0.113%0.358%Index Return0.012%0.044%0.044%0.009%0.027%0.180%0.012%0.044%0.180%Excess Return0.004%0.069%0.069%0.032%0.071%0.141%0.004%0.069%0.178%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 Summary Performance (WC-Contra Costa County)(WC-Contra Costa County)Dated: 4/1/20143/31/20144Page 28 TotalIndexExcessCMCMCQCQCYCYPMPMPQPQPYPYTMTMTQTQTYTY0.0000.0250.0500.0750.1000.1250.1500.1750.2000.2250.250Curr MonthCurr QuarterCurr YearPrev MonthPrev QuarterPrev YearTrailing MonthTrailing QuarterTrailing Year 3/1/14-3/31/14 1/1/14-3/31/14 1/1/14-3/31/14 2/1/14-2/28/14 10/1/13-12/31/13 1/1/13-12/31/13 3/1/14-3/31/14 1/1/14-3/31/14 4/1/13-3/31/14Total Return0.006%0.084%0.084%0.031%0.070%0.218%0.006%0.084%0.250%Index Return0.012%0.044%0.044%0.009%0.027%0.180%0.012%0.044%0.180%Excess Return-0.006%0.040%0.040%0.022%0.043%0.038%-0.006%0.040%0.071%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 Summary Performance (WC-Contra Costa County)(WC-Contra Costa County)Dated: 4/1/20143/31/20145Page 29 Balance SheetWC-Contra Costa CountyAs of:12/31/20133/31/2014Original Cost44,414,452.10 44,402,144.50Amortization/Accretion-203,894.63 -164,035.96Realized Impairment Loss0.000.00Amortized Cost44,210,557.47 44,238,108.54Accrued Interest113,572.5697,262.86Ending Book Value44,324,130.03 44,335,371.40Unrealized Gain24,098.3730,845.55Unrealized Loss-3,292.28-1,569.14Net Unrealized Gain/Loss20,806.0929,276.41Total Market Value44,344,936.11 44,364,647.81Income StatementBegin Date1/1/2014End Date3/31/2014Net Transfers In/Out-17,618.01Amortization/Accretion-67,685.03Interest Income109,138.92Dividend Income0.00Other Income0.00Income Subtotal109,138.92Realized Gain51.72Realized Loss-0.01Realized Impairment Loss0.00Net Gain/Loss51.70Expenses-12,646.21Net Income28,859.38Statement of Cash FlowsBegin Date1/1/2014End Date3/31/2014Net Income28,859.38Amortization/Accretion67,685.03Change in MV on CE Securities0.00Change in Accrued22,078.19Net Gain/Loss-51.70Balance Sheet Reclassifications0.00Non Cash Adjustments89,711.52Purchases of Marketable Securities-7,926,667.26Purchased Accrued of Marketable Securities-5,768.49Sales of Marketable Securities2,269,744.49Sold Accrued of Marketable Securities0.00Maturities of Marketable Securities4,900,000.00Net Purchases/Sales-762,691.26Transfers of Cash & Cash Equivalents-17,618.01Net Change in Cash & Cash Equivalents-661,738.37Beginning Cash & Cash Equivalents2,691,803.90Ending Cash & Cash Equivalents2,030,065.53Financials (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/20146Page 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 -1,465.67 2,537.500.001,071.83 06/06/201305578XAB4315,000.00 BMWOT 2013-A A20.410 02/25/2016 04/25/20150.000.001.83322.890.00324.72 11/06/201306050TLU4500,000.00 BANK OF AMERICA NA0.706 02/14/2017 02/14/20170.000.000.00451.120.00451.12 02/14/201406406HBN8750,000.00 BANK OF NEW YORK MELLON3.100 01/15/2015 01/15/20150.000.00 -4,657.25 5,812.500.001,155.25 07/26/201307330NAE5750,000.00 BRANCH BANKING & TRUST0.565 10/28/2015 10/28/20140.000.00-153.71671.350.00517.64 02/03/201412572QAD70.00 CME GROUP INC5.750 02/15/2014 02/15/20140.000.00 -4,448.86 5,270.830.00821.97 06/20/201213063BN65750,000.00 CALIFORNIA ST-TXBL0.850 02/01/2015 02/01/20150.000.000.00 1,593.750.001,593.75 09/11/2013161571FY5750,000.00 CHAIT 2013-A4 A40.255 05/15/2017 04/25/20150.000.000.00484.780.00484.78 05/23/201317305ECH6400,000.00 CCCIT 2004-A8 A84.900 12/12/2016 12/10/20140.000.00 -4,290.64 4,900.000.00609.36 08/08/201317305ECH6300,000.00 CCCIT 2004-A8 A84.900 12/12/2016 12/10/20140.000.00 -3,276.98 3,675.000.00398.02 09/27/201322546QAE7250,000.00 CREDIT SUISSE NEW YORK3.500 03/23/2015 03/23/20150.000.00 -1,644.44 2,187.500.00543.06 08/20/2013235851AK8475,000.00 DANAHER CORP1.300 06/23/2014 06/23/20140.000.00 -1,076.63 1,543.750.00467.12 03/19/2013235851AK8250,000.00 DANAHER CORP1.300 06/23/2014 06/23/20140.000.00-543.10812.500.00269.40 07/11/201324422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.312 01/12/2015 01/12/20150.000.000.00514.650.00514.65 03/11/20133128X33E1500,000.00 FREDDIE MAC5.050 01/26/2015 01/26/20150.000.00-721.90701.390.00-20.51 03/21/2014313376UF00.00 FEDERAL HOME LOAN BANK0.375 01/29/2014 01/29/20140.000.00-109.26291.670.00182.40 10/05/2012313381MG71,560,000.00 FEDERAL HOME LOAN BANK0.500 01/08/2016 04/08/20140.000.000.00 1,950.000.001,950.00 12/23/2013313383UB50.00 FEDERAL HOME LOAN BANK0.200 08/29/2014 08/29/20140.0051.7211.61477.780.00541.10 08/15/2013313397A351,000,000.00 FREDDIE MAC DISCOUNT NT0.000 08/01/2014 08/01/20140.000.00475.000.000.00475.00 10/16/20133133EA4S41,000,000.00 FEDERAL FARM CREDIT BANK0.250 10/16/2014 10/16/20140.000.00-91.92625.000.00533.08 08/21/20133133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.270 11/05/2014 11/05/20140.000.00-13.85675.000.00661.15 01/24/20133133EDGC01,000,000.00 FEDERAL FARM CREDIT BANK0.250 11/04/2015 11/04/20150.000.0028.7548.610.0077.36 03/24/20143133EDGM81,000,000.00 FEDERAL FARM CREDIT BANK0.350 03/10/2016 03/10/20160.000.0044.57165.280.00209.84 03/14/20143133EDGM8200,000.00 FEDERAL FARM CREDIT BANK0.350 03/10/2016 03/10/20160.000.007.4113.610.0021.02 03/24/20143134G36G01,000,000.00 FREDDIE MAC0.350 03/18/2015 03/18/20150.000.00-265.05875.000.00609.95 12/18/20133134G3H781,000,000.00 FREDDIE MAC0.350 12/05/2014 12/05/20140.000.00-136.58875.000.00738.42 07/09/20133134G4DE51,500,000.00 FREDDIE MAC0.310 01/09/2015 01/09/20150.000.000.00 1,162.500.001,162.50 07/09/20133134G4TH11,000,000.00 FREDDIE MAC0.300 07/08/2015 07/08/20150.000.00-15.86650.000.00634.14 01/13/20143137EADD81,000,000.00 FREDDIE MAC0.500 04/17/2015 04/17/20150.000.00-506.69 1,125.000.00618.31 01/10/201431398AXJ61,500,000.00 FANNIE MAE2.500 05/15/2014 05/15/20140.000.00 -8,272.88 9,375.000.001,102.12 11/30/201236962G6Q2750,000.00 GENERAL ELEC CAP CORP0.839 01/08/2016 01/08/20160.000.00-412.90 1,574.290.001,161.39 09/23/201340428HPG1700,000.00 HSBC USA INC2.375 02/13/2015 02/13/20150.000.00 -2,828.03 4,156.250.001,328.22 08/20/201343814EAB1548,176.79 HAROT 2013-2 A20.370 10/16/2015 08/30/20140.00-0.0014.31590.330.00604.64 04/24/2013459200HD6750,000.00 IBM CORP0.750 05/11/2015 05/11/20150.000.00-455.82 1,406.250.00950.43 06/14/201346623EJH3700,000.00 JPMORGAN CHASE & CO0.983 05/02/2014 05/02/20140.000.00-401.53 1,734.710.001,333.19 07/23/201255292LAB0400,000.00 MTBAT 2013-1A A20.660 02/16/2016 09/18/20140.000.001.29660.000.00661.29 09/19/201359217GAM1610,000.00 MET LIFE GLOB FUNDING I2.000 01/09/2015 01/09/20150.000.00 -2,039.93 3,050.000.001,010.07 05/21/2013594918AB0250,000.00 MICROSOFT CORP2.950 06/01/2014 06/01/20140.000.00 -1,624.70 1,843.750.00219.05 01/10/2013637432MP7279,000.00 NATIONAL RURAL UTIL COOP1.000 02/02/2015 02/02/20150.000.00-433.65697.500.00263.85 05/02/2013637432MP7450,000.00 NATIONAL RURAL UTIL COOP1.000 02/02/2015 02/02/20150.000.00-479.32 1,125.000.00645.68 06/18/2013Income Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/20147Page 31 Cusip/ISINCurr Face DescriptionCoupon Maturity Eff Maturity Net TransfersNet G/L Amortization/AccretionIncome ExpensesNet Income Settle Date64952WBE2500,000.00 NEW YORK LIFE GLOBAL FDG1.300 01/12/2015 01/12/20150.000.00-666.82 1,625.000.00958.18 07/11/201370659PAE1750,000.00 PENAR 2013-1A A10.546 11/18/2017 11/19/20150.000.000.00 1,027.350.001,027.35 11/21/201374005PAR5650,000.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00 -6,570.00 7,515.620.00945.63 08/22/201374153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.505 08/19/2015 08/19/20150.000.000.00475.060.00475.06 08/23/201374153WCA5300,000.00 PRICOA GLOBAL FUNDING 10.505 08/19/2015 08/19/20150.000.00-88.27257.260.00168.99 01/30/201474254PYF3500,000.00 PRINCIPAL LIFE INC FDG5.550 04/27/2015 04/27/20150.000.00 -6,183.40 6,937.500.00754.10 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 11/29/20140.000.005.16720.000.00725.16 09/18/201390290KAB1660,000.00 USAOT 2014-1 A20.380 10/17/2016 03/27/20150.000.001.47215.970.00217.43 02/28/201490331HKP7700,000.00 US BANK NA4.950 10/30/2014 10/30/20140.000.00 -7,916.02 8,662.500.00746.48 10/11/2013912828B821,000,000.00 US TREASURY N/B0.250 02/29/2016 02/29/20160.000.0061.9781.520.00143.49 03/20/2014912828PZ70.00 US TREASURY N/B1.250 03/15/2014 03/15/20140.000.00 -5,988.28 7,562.150.001,573.87 10/31/2012912828SW12,000,000.00 US TREASURY N/B0.250 05/31/2014 05/31/20140.000.00-220.19 1,236.260.001,016.08 02/06/2013912828TA82,000,000.00 US TREASURY N/B0.250 06/30/2014 06/30/20140.000.00-61.57 1,243.090.001,181.52 12/06/2012912828TF72,000,000.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00541.88618.170.001,160.05 02/14/2013912828UP31,000,000.00 US TREASURY N/B0.250 02/28/2015 02/28/20150.000.0037.87617.940.00655.81 08/20/201391412GFA8750,000.00 CA UNI-FLTG-TXB-Y-20.556 07/01/2014 05/02/20140.000.000.00 1,050.900.001,050.90 03/16/201292867GAC7480,613.64 VALET 2012-1 A30.850 08/22/2016 11/26/20140.00-0.01-508.46 1,157.950.00649.48 10/08/2013931142CN10.00 WAL-MART STORES INC3.000 02/03/2014 02/03/20140.000.00-347.99400.000.0052.01 11/29/20129499173972,030,042.59 WFA HERITAGE MONEY MARK-I0.010 ------0.000.000.0050.740.0050.74 ---CCYUSD22.94 US Dollar--- -------17,618.010.000.000.00 -12,646.21-12,646.21 ----------------------17,618.0151.70-67,685.03109,138.92-12,646.2128,859.38---Income Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/20148Page 32 Cash Equivalent (3)4.58% 2,030,065.53Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value949917397WFA HERITAGE MONEY MARK-I2,030,042.59 CashAAAm/Aaa/NA 0.010 ------0.000 0.000 2,030,042.59 2,030,042.590.00 1.0000.00 2,030,042.59 2,030,042.59CCYUSDUS Dollar0.42 CashAAA/Aaa/AAA 0.000 ------0.000 0.0000.420.420.00 1.0000.000.420.42CCYUSDNet Receivables/Payables22.52 CashAAA/Aaa/AAA 0.000 ------0.000 0.00022.5222.520.00 1.0000.0022.5222.52------2,030,065.53 ---------------0.000 0.000 2,030,065.53 2,030,065.530.00 ---0.00 2,030,065.53 2,030,065.53Short Term (31)59.39%26,350,092.65Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value02666QK69 AMERICAN HONDA FINANCE700,000.00 FinancialA+/A1/NA 1.450 02/27/2015 02/27/2015 0.593 0.348 710,276.00705,406.711,505.09 100.987958.61706,911.80707,870.4106406HBN8 BANK OF NEW YORK MELLON750,000.00 Financial A+/A1/AA- 3.100 01/15/2015 01/15/2015 0.560 0.380 777,840.00764,954.941,117.56 102.1434,908.33766,072.50770,980.8313063BN65 CALIFORNIA ST-TXBL750,000.00 MunicipalA/A1/A0.850 02/01/2015 02/01/2015 0.850 0.495 750,000.00750,000.002,227.50 100.2971,062.50752,227.50753,290.0022546QAE7 CREDIT SUISSE NEW YORK250,000.00 FinancialA/A1/A3.500 03/23/2015 03/23/2015 0.814 0.562 260,597.50256,504.67743.08 102.899194.44257,247.75257,442.19235851AK8 DANAHER CORP475,000.00 Industrial A+/A2/NA 1.300 06/23/2014 06/23/2014 0.376 0.312 480,514.75475,992.89103.41 100.2311,680.97476,096.30477,777.27235851AK8 DANAHER CORP250,000.00 Industrial A+/A2/NA 1.300 06/23/2014 06/23/2014 0.416 0.312 252,093.97250,500.8676.14 100.231884.72250,577.00251,461.7224422ESA8 JOHN DEERE CAPITAL CORP660,000.00 FinancialA/A2/NA0.312 01/12/2015 01/12/2015 0.317 0.232 660,000.00660,000.00416.46 100.063445.66660,416.46660,862.123128X33E1 FREDDIE MAC500,000.00 Agency AA+/Aaa/AAA 5.050 01/26/2015 01/26/2015 0.224 0.254 520,410.00519,688.10-64.10 103.9254,559.03519,624.00524,183.03313397A35 FREDDIE MAC DISCOUNT NT1,000,000.00 AgencyA-1+*/P-1*/F1+*0.000 08/01/2014 08/01/2014 0.193 0.049 998,474.72999,356.11474.89 99.9830.00999,831.00999,831.003133EA4S4 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.250 10/16/2014 10/16/2014 0.213 0.121 1,000,430.00 1,000,202.23532.77 100.0741,145.83 1,000,735.00 1,001,880.833133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.270 11/05/2014 11/05/2014 0.264 0.126 1,000,100.00 1,000,033.54858.46 100.0891,095.00 1,000,892.00 1,001,987.003134G36G0 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.350 03/18/2015 03/18/2015 0.243 0.203 1,001,340.00 1,001,033.71242.29 100.128126.39 1,001,276.00 1,001,402.393134G3H78 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA* 0.350 12/05/2014 12/05/2014 0.294 0.270 1,000,780.00 1,000,376.34-4.34 100.0371,127.78 1,000,372.00 1,001,499.783134G4DE5 FREDDIE MAC1,500,000.00 Agency AA+/Aaa/AAA 0.310 01/09/2015 01/09/2015 0.310 0.242 1,500,000.00 1,500,000.00474.00 100.0321,059.17 1,500,474.00 1,501,533.1731398AXJ6 FANNIE MAE1,500,000.00 Agency AA+/Aaa/AAA 2.500 05/15/2014 05/15/2014 0.263 0.253 1,548,810.00 1,504,044.52360.98 100.294 14,166.67 1,504,405.50 1,518,572.1740428HPG1 HSBC USA INC700,000.00 Financial A+/A2/AA- 2.375 02/13/2015 02/13/2015 0.720 0.486 717,031.00709,992.361,946.14 101.7062,216.67711,938.50714,155.1746623EJH3 JPMORGAN CHASE & CO700,000.00 FinancialA/A3/A+0.983 05/02/2014 05/02/2014 0.745 0.388 702,891.00700,138.30250.90 100.056286.81700,389.20700,676.0159217GAM1 MET LIFE GLOB FUNDING I610,000.00 Financial AA-/Aa3/NA 2.000 01/09/2015 01/09/2015 0.630 0.430 623,554.20616,414.45937.27 101.2052,778.89617,351.72620,130.61594918AB0 MICROSOFT CORP250,000.00 Industrial AAA/Aaa/AA+ 2.950 06/01/2014 06/01/2014 0.311 0.498 259,152.50251,101.19-55.94 100.4182,458.33251,045.25253,503.58637432MP7 NATIONAL RURAL UTIL COOP279,000.00 FinancialA+/A1/NA 1.000 02/02/2015 02/02/2015 0.365 0.365 282,088.53280,479.2225.43 100.539457.25280,504.65280,961.90637432MP7 NATIONAL RURAL UTIL COOP450,000.00 FinancialA+/A1/NA 1.000 02/02/2015 02/02/2015 0.564 0.365 453,163.50451,635.01791.84 100.539737.50452,426.85453,164.3564952WBE2 NEW YORK LIFE GLOBAL FDG500,000.00 Financial AA+/Aaa/AAA 1.300 01/12/2015 01/12/2015 0.754 0.437 504,075.00502,119.001,203.00 100.6641,426.39503,322.00504,748.3974005PAR5 PRAXAIR INC650,000.00 IndustrialA/A2/NA4.625 03/30/2015 03/30/2015 0.511 0.557 692,705.00676,499.00-207.80 104.04583.51676,291.20676,374.71797355R97 SAN DIEGO USD-A-TXBL750,000.00 Municipal AA-/Aa3/NA 0.342 07/01/2014 07/01/2014 0.342 0.268 750,000.00750,000.00142.50 100.019641.25750,142.50750,783.75842477TB7 STHRN CA PUB PWR-B475,000.00 Municipal AA-/NA/NA 0.350 07/01/2014 07/01/2014 0.350 0.637 475,000.00475,000.00-351.50 99.926415.62474,648.50475,064.1290331HKP7 US BANK NA700,000.00 FinancialA+/A1/A+4.950 10/30/2014 10/30/2014 0.354 0.379 733,775.00718,646.61-310.11 102.620 14,533.75718,336.50732,870.25912828SW1 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA 0.250 05/31/2014 05/31/2014 0.205 0.074 2,001,171.88 2,000,146.79477.21 100.0311,675.82 2,000,624.00 2,002,299.82912828TA8 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA 0.250 06/30/2014 06/30/2014 0.238 0.069 2,000,390.63 2,000,061.57876.43 100.0471,256.91 2,000,938.00 2,002,194.91912828TF7 US TREASURY N/B2,000,000.00 Government AA+*/Aaa/AAA 0.125 07/31/2014 07/31/2014 0.235 0.070 1,996,796.88 1,999,271.471,118.53 100.020414.36 2,000,390.00 2,000,804.36912828UP3 US TREASURY N/B1,000,000.00 Government AA+*/Aaa/AAA 0.250 02/28/2015 02/28/2015 0.265 0.139 999,765.63999,859.881,156.12 100.102217.39 1,001,016.00 1,001,233.3991412GFA8 CA UNI-FLTG-TXB-Y-2750,000.00 Municipal AA/Aa2/AA 0.556 07/01/2014 05/02/2014 0.565 0.255 750,000.00750,000.00217.50 100.029335.92750,217.50750,553.42------26,149,000.00 ---------------0.368 0.247 26,403,227.69 26,269,459.4917,281.68 ---63,351.48 26,286,741.18 26,350,092.65Long Term (24)36.03%15,984,489.62Balance Sheet Classification (WC-Contra Costa County)Dated: 4/1/20143/31/20149Page 33 Cusip/ISINDescriptionCurr Face SectorRating Coupon Maturity Eff Maturity PurYieldYield Orig CostAmort CostUnreal G/L PriceAccr IntFair ValueMkt Value05578XAB4 BMWOT 2013-A A2315,000.00 Asset Backed NA/Aaa/AAA 0.410 02/25/2016 04/25/2015 0.414 0.392 314,988.69314,991.7898.63 100.02921.52315,090.40315,111.9306050TLU4 BANK OF AMERICA NA500,000.00 FinancialA/A2/A0.706 02/14/2017 02/14/2017 0.717 0.706 500,000.00500,000.004.00 100.001451.12500,004.00500,455.1207330NAE5 BRANCH BANKING & TRUST750,000.00 FinancialA/A1/A+0.565 10/28/2015 10/28/2014 0.442 0.408 750,720.00750,566.29140.21 100.094742.02750,706.50751,448.52161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA/Aaa/AAA 0.255 05/15/2017 04/25/2015 0.256 0.316 750,000.00750,000.00-511.50 99.93279.69749,488.50749,568.1917305ECH6 CCCIT 2004-A8 A8400,000.00 Asset Backed AAA/Aaa/AAA 4.900 12/12/2016 12/10/2014 0.526 0.379 423,312.50412,061.48425.72 103.1226,043.33412,487.20418,530.5317305ECH6 CCCIT 2004-A8 A8300,000.00 Asset Backed AAA/Aaa/AAA 4.900 12/12/2016 12/10/2014 0.448 0.379 315,984.38309,211.96153.44 103.1224,532.50309,365.40313,897.90313381MG7 FEDERAL HOME LOAN BANK1,560,000.00 Agency AA+/Aaa/AAA* 0.500 01/08/2016 04/08/2014 0.500 0.212 1,560,000.00 1,560,000.00107.64 100.0071,798.33 1,560,107.64 1,561,905.973133EDGC0 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.250 11/04/2015 11/04/2015 0.382 0.345 997,880.00997,908.75815.25 99.872187.50998,724.00998,911.503133EDGM8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AA+/Aaa/AAA 0.350 03/10/2016 03/10/2016 0.441 0.507 998,200.00998,244.571,184.43 99.943204.17999,429.00999,633.173133EDGM8 FEDERAL FARM CREDIT BANK200,000.00 Agency AA+/Aaa/AAA 0.350 03/10/2016 03/10/2016 0.520 0.507 199,336.00199,343.41542.39 99.94340.83199,885.80199,926.633134G4TH1 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.300 07/08/2015 07/08/2015 0.293 0.272 1,000,110.00 1,000,094.14275.86 100.037691.67 1,000,370.00 1,001,061.673137EADD8 FREDDIE MAC1,000,000.00 Agency AA+/Aaa/AAA 0.500 04/17/2015 04/17/2015 0.272 0.167 1,002,890.00 1,002,383.31818.69 100.3202,277.78 1,003,202.00 1,005,479.7836962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+/A1/NR 0.839 01/08/2016 01/08/2016 0.627 0.452 753,840.00752,968.322,175.93 100.6861,451.38755,144.25756,595.6343814EAB1 HAROT 2013-2 A2548,176.79 Asset Backed NA/Aaa/AAA 0.370 10/16/2015 08/30/2014 0.381 0.352 548,130.46548,155.5362.37 100.00884.51548,217.90548,302.41459200HD6 IBM CORP750,000.00 Industrial AA-/Aa3/A+ 0.750 05/11/2015 05/11/2015 0.502 0.358 753,525.00752,051.191,504.56 100.4742,187.50753,555.75755,743.2555292LAB0 MTBAT 2013-1A A2400,000.00 Asset Backed AAA/Aaa/NA 0.660 02/16/2016 09/18/2014 0.663 0.420 399,991.68399,994.66458.14 100.113117.33400,452.80400,570.1370659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA/Aaa/AAA 0.546 11/18/2017 11/19/2015 0.550 0.462 750,000.00750,000.001,047.75 100.140159.38751,047.75751,207.1374153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA-/A1/A+ 0.505 08/19/2015 08/19/2015 0.512 0.325 375,000.00375,000.00941.62 100.251215.72375,941.62376,157.3474153WCA5 PRICOA GLOBAL FUNDING 1300,000.00 Financial AA-/A1/A+ 0.505 08/19/2015 08/19/2015 0.335 0.325 300,819.00300,730.7322.57 100.251172.58300,753.30300,925.8874254PYF3 PRINCIPAL LIFE INC FDG500,000.00 Financial A+/A1/AA- 5.550 04/27/2015 04/27/2015 0.520 0.534 535,795.00526,863.43-37.43 105.365 11,870.83526,826.00538,696.8389236VAB6 TAOT 2013-B A2600,000.00 Asset Backed AAA/Aaa/NA 0.480 02/15/2016 11/29/2014 0.487 0.359 599,967.06599,978.25512.55 100.082128.00600,490.80600,618.8090290KAB1 USAOT 2014-1 A2660,000.00 Asset Backed AAA/Aaa/NA 0.380 10/17/2016 03/27/2015 0.384 0.395 659,974.13659,975.60-26.42 99.992111.47659,949.18660,060.65912828B82 US TREASURY N/B1,000,000.00 Government AA+*/Aaa/AAA 0.250 02/29/2016 02/29/2016 0.440 0.413 996,328.13996,390.10953.90 99.734217.39997,344.00997,561.3992867GAC7 VALET 2012-1 A3480,613.64 Asset Backed AAA/NA/AAA 0.850 08/22/2016 11/26/2014 0.481 0.408 482,059.24481,670.04324.40 100.287124.83481,994.45482,119.27------15,888,790.43 ---------------0.449 0.371 15,968,851.28 15,938,583.5211,994.73 ---33,911.38 15,950,578.24 15,984,489.62Summary44,364,647.81Total Orig Face / Shares Total Curr Face / SharesYieldPurchase YieldTotal Orig CostTotal Book ValueTotal Amort CostTotal Unreal G/LTotal Accr IntTotal Fair ValueTotal Mkt Value44,489,065.5344,067,855.960.280.3844,402,144.5044,335,371.4044,238,108.5429,276.4197,262.8644,267,384.9544,364,647.81Balance Sheet Classification (WC-Contra Costa County)Dated: 4/1/20143/31/201410Page 34 PurchasesSalesMaturitiesCash Equivalents (<= 90 days)-6,582,307.937,244,045.510.00Marketable Securities Short Term-524,267.642,000,000.004,900,000.00 Long Term-7,408,168.11269,744.490.00 Equities0.000.000.00 Funds0.000.000.00Alternative Investments0.000.000.00Totals-14,514,743.689,513,790.004,900,000.00Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class01/09/2014 01/10/2014 BUY 3137EADD8 FREDDIE MAC0.500 04/17/2015 CitigroupGlobal Markets(AU)1,000,000.00 1,000,000.00 100.289 1,002,890.00 1,002,890.00 1,152.780.00 0.00 -1,004,042.78 LT01/10/2014 01/13/2014 BUY 3134G4TH1 FREDDIE MAC0.300 07/08/2015 APX Asset 1,000,000.00 1,000,000.00 100.011 1,000,110.00 1,000,110.0041.670.00 0.00 -1,000,151.67 LT01/16/2014 01/16/2014 PPD 43814EAB1 HAROT 2013-2 A20.370 10/16/2015 ---20,649.33 20,649.33 --- 20,647.59 20,649.330.00-0.00 0.00 20,649.33 LT01/20/2014 01/20/2014 PPD 92867GAC7 VALET 2012-1 A30.850 08/22/2016 ---36,054.30 36,054.30 --- 36,162.75 36,054.300.00-0.00 0.00 36,054.30 LT01/27/2014 01/30/2014 BUY 74153WCA5 PRICOA GLOBALFUNDING 10.505 08/19/2015 APX Asset 300,000.00 300,000.00 100.273 300,819.00 300,819.00 304.860.00 0.00 -301,123.86 LT01/29/2014 01/29/2014 MTY 313376UF0 FEDERAL HOME LOANBANK0.375 01/29/2014 --- 1,000,000.00 1,000,000.00 100.000 1,001,877.00 1,000,000.000.000.00 0.00 1,000,000.00 ST01/29/2014 02/03/2014 BUY 07330NAE5 BRANCH BANKING &TRUST0.565 10/28/2015 CastleOakSecurities LP750,000.00 750,000.00 100.096 750,720.00 750,720.0070.670.00 0.00 -750,790.67 LT02/03/2014 02/03/2014 MTY 931142CN1 WAL-MART STORES INC 3.000 02/03/2014 ---150,000.00 150,000.00 100.000 154,545.00 150,000.000.000.00 0.00 150,000.00 ST02/11/2014 02/14/2014 BUY 06050TLU4 BANK OF AMERICA NA 0.706 02/14/2017 Bank ofAmerica500,000.00 500,000.00 100.000 500,000.00 500,000.000.000.00 0.00 -500,000.00 LT02/14/2014 02/14/2014 SELL 313383UB5 FEDERAL HOME LOANBANK0.200 08/29/2014 Not Provided 2,000,000.00 2,000,000.00 100.000 1,999,900.00 2,000,000.000.0051.72 0.00 2,000,000.00 ST02/15/2014 02/15/2014 MTY 12572QAD7 CME GROUP INC5.750 02/15/2014 ---750,000.00 750,000.00 100.000 809,812.50 750,000.000.000.00 0.00 750,000.00 ST02/16/2014 02/16/2014 PPD 43814EAB1 HAROT 2013-2 A20.370 10/16/2015 ---68,200.02 68,200.02 --- 68,194.26 68,200.020.000.00 0.00 68,200.02 LT02/20/2014 02/20/2014 PPD 92867GAC7 VALET 2012-1 A30.850 08/22/2016 ---45,488.79 45,488.79 --- 45,625.62 45,488.790.00-0.00 0.00 45,488.79 LT02/25/2014 02/28/2014 BUY 90290KAB1 USAOT 2014-1 A20.380 10/17/2016 J.P. MorganSecurities Inc.(AU)660,000.00 660,000.00 99.996 659,974.13 659,974.130.000.00 0.00 -659,974.13 LT03/13/2014 03/14/2014 BUY 3133EDGM8 FEDERAL FARM CREDITBANK0.350 03/10/2016 FIRSTTENNESSEEBANK N ABOND1,000,000.00 1,000,000.00 99.820 998,200.00 998,200.0038.890.00 0.00 -998,238.89 LT03/15/2014 03/15/2014 MTY 912828PZ7 US TREASURY N/B1.250 03/15/2014 --- 3,000,000.00 3,000,000.00 100.000 3,041,015.63 3,000,000.000.000.00 0.00 3,000,000.00 ST03/16/2014 03/16/2014 PPD 43814EAB1 HAROT 2013-2 A20.370 10/16/2015 ---62,973.86 62,973.86 --- 62,968.54 62,973.860.00-0.00 0.00 62,973.86 LT03/19/2014 03/20/2014 BUY 912828B82 US TREASURY N/B0.250 02/29/2016 MORGANSTANLEY CO1,000,000.00 1,000,000.00 99.633 996,328.13 996,328.13 135.870.00 0.00 -996,464.00 LT03/20/2014 03/20/2014 PPD 92867GAC7 VALET 2012-1 A30.850 08/22/2016 ---36,378.19 36,378.19 --- 36,487.61 36,378.190.00-0.00 0.00 36,378.19 LT03/20/2014 03/21/2014 BUY 3128X33E1 FREDDIE MAC5.050 01/26/2015 CastleOakSecurities LP500,000.00 500,000.00 104.082 520,410.00 520,410.00 3,857.640.00 0.00 -524,267.64 ST03/21/2014 03/24/2014 BUY 3133EDGC0 FEDERAL FARM CREDITBANK0.250 11/04/2015 Deutsche Bank 1,000,000.00 1,000,000.00 99.788 997,880.00 997,880.00 138.890.00 0.00 -998,018.89 LT03/21/2014 03/24/2014 BUY 3133EDGM8 FEDERAL FARM CREDITBANK0.350 03/10/2016 FIRSTTENNESSEEBANK N ABOND200,000.00 200,000.00 99.668 199,336.00 199,336.0027.220.00 0.00 -199,363.22 LTTrading Activity (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201411Page 35 Trade Date Settle Date Type Cusip/ISIN DescriptionCoupon Maturity Broker/Dealer Orig Face Notional Price Original Cost Principal Accr Int Real G/L Comm Proceeds Class------ NMMF_BUY 949917397 WFA HERITAGE MONEYMARK-I--- --- Not Provided 6,582,307.93 6,582,307.93 1.000 6,582,307.93 6,582,307.930.000.00 0.00 -6,582,307.93 CE------ NMMF_SELL 949917397 WFA HERITAGE MONEYMARK-I--- --- Not Provided 7,244,045.51 7,244,045.51 1.000 7,244,045.51 7,244,045.510.000.00 0.00 7,244,045.51 CE--------------- --------- 28,906,097.94------ 29,030,257.19 28,922,765.195,768.4951.70 0.00 -100,953.68 ---Trading Activity (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201412Page 36 Summary Cash Affecting TransactionsCusip/ISINBeginning BalanceEnding BalanceCCYUSD0.450.42Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount------NMMF_BUY--- 949917397WFA HERITAGE MONEY MARK-I------1.000-6,582,307.93------NMMF_SELL--- 949917397WFA HERITAGE MONEY MARK-I------1.0007,244,045.5112/31/201301/02/2014MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------23.2801/01/201401/02/2014CPN--- 842477TB7STHRN CA PUB PWR-B0.350 07/01/2014---951.3201/01/201401/02/2014CPN--- 797355R97SAN DIEGO USD-A-TXBL0.342 07/01/2014---1,717.1301/02/201401/02/2014CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.556 07/01/2014---364.9001/08/201401/08/2014CPN--- 36962G6Q2GENERAL ELEC CAP CORP0.839 01/08/2016---1,615.4601/08/201401/08/2014CPN--- 313381MG7FEDERAL HOME LOAN BANK0.500 01/08/2016---3,900.0001/09/201401/09/2014CPN--- 3134G4DE5FREDDIE MAC0.310 01/09/2015---2,325.0001/09/201401/09/2014CPN--- 59217GAM1MET LIFE GLOB FUNDING I2.000 01/09/2015---6,100.0001/09/201401/10/2014BUY1,000,000.00 3137EADD8FREDDIE MAC0.500 04/17/2015100.289-1,004,042.7801/10/201401/13/2014BUY1,000,000.00 3134G4TH1FREDDIE MAC0.300 07/08/2015100.011-1,000,151.6701/12/201401/12/2014CPN--- 64952WBE2NEW YORK LIFE GLOBAL FDG1.300 01/12/2015---3,250.0001/13/201401/13/2014CPN--- 24422ESA8JOHN DEERE CAPITAL CORP0.312 01/12/2015---517.4401/15/201401/15/2014CPN--- 89236VAB6TAOT 2013-B A20.480 02/15/2016---240.0001/15/201401/15/2014CPN--- 55292LAB0MTBAT 2013-1A A20.660 02/16/2016---220.0001/15/201401/15/2014CPN--- 06406HBN8BANK OF NEW YORK MELLON3.100 01/15/2015---11,625.0001/15/201401/15/2014CPN--- 161571FY5CHAIT 2013-A4 A40.255 05/15/2017---166.6301/16/201401/16/2014CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---215.8301/16/201401/16/2014PPD--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---20,649.3301/20/201401/20/2014CPN--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---423.9601/20/201401/20/2014PPD--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---36,054.3001/21/201401/21/2014TRN--- CCYUSDUS Dollar----------17,618.0101/21/201401/21/2014MEXP--- CCYUSDUS Dollar----------4,149.6101/21/201401/21/2014CPN--- 70659PAE1PENAR 2013-1A A10.546 11/18/2017---393.1301/25/201401/25/2014CPN--- 05578XAB4BMWOT 2013-A A20.410 02/25/2016---107.6301/27/201401/30/2014BUY300,000.00 74153WCA5PRICOA GLOBAL FUNDING 10.505 08/19/2015100.273-301,123.8601/29/201401/29/2014MTY1,000,000.00 313376UF0FEDERAL HOME LOAN BANK0.375 01/29/2014100.0001,000,000.0001/29/201401/29/2014CPN--- 313376UF0FEDERAL HOME LOAN BANK0.375 01/29/2014---1,875.0001/29/201402/03/2014BUY750,000.00 07330NAE5BRANCH BANKING & TRUST0.565 10/28/2015100.096-750,790.6701/31/201401/31/2014CPN--- 912828TF7US TREASURY N/B0.125 07/31/2014---1,250.0001/31/201402/03/2014MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------12.5902/01/201402/03/2014CPN--- 13063BN65CALIFORNIA ST-TXBL0.850 02/01/2015---3,187.5002/02/201402/02/2014CPN--- 637432MP7NATIONAL RURAL UTIL COOP1.000 02/02/2015---3,645.00Transaction Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201413Page 37 Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount02/03/201402/03/2014CPN--- 931142CN1WAL-MART STORES INC3.000 02/03/2014---25.0002/03/201402/03/2014MTY150,000.00 931142CN1WAL-MART STORES INC3.000 02/03/2014100.000150,000.0002/03/201402/03/2014CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.556 07/01/2014---379.3302/03/201402/03/2014CPN--- 931142CN1WAL-MART STORES INC3.000 02/03/2014---2,250.0002/11/201402/14/2014BUY500,000.00 06050TLU4BANK OF AMERICA NA0.706 02/14/2017100.000-500,000.0002/13/201402/13/2014CPN--- 40428HPG1HSBC USA INC2.375 02/13/2015---8,312.5002/14/201402/14/2014CPN--- 313383UB5FEDERAL HOME LOAN BANK0.200 08/29/2014---1,988.8902/14/201402/14/2014SELL2,000,000.00 313383UB5FEDERAL HOME LOAN BANK0.200 08/29/2014100.0002,000,000.0002/15/201402/15/2014CPN--- 12572QAD7CME GROUP INC5.750 02/15/2014---21,562.5002/15/201402/15/2014CPN--- 89236VAB6TAOT 2013-B A20.480 02/15/2016---240.0002/15/201402/15/2014MTY750,000.00 12572QAD7CME GROUP INC5.750 02/15/2014100.000750,000.0002/15/201402/15/2014CPN--- 55292LAB0MTBAT 2013-1A A20.660 02/16/2016---220.0002/16/201402/16/2014CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---209.4702/16/201402/16/2014PPD--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---68,200.0202/18/201402/18/2014CPN--- 161571FY5CHAIT 2013-A4 A40.255 05/15/2017---184.1702/18/201402/18/2014CPN--- 70659PAE1PENAR 2013-1A A10.546 11/18/2017---319.0802/19/201402/19/2014CPN--- 74153WCA5PRICOA GLOBAL FUNDING 10.505 08/19/2015---876.4702/20/201402/20/2014PPD--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---45,488.7902/20/201402/20/2014CPN--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---398.4202/20/201402/20/2014MEXP--- CCYUSDUS Dollar----------4,275.8802/25/201402/25/2014CPN--- 05578XAB4BMWOT 2013-A A20.410 02/25/2016---107.6302/25/201402/28/2014BUY660,000.00 90290KAB1USAOT 2014-1 A20.380 10/17/201699.996-659,974.1302/27/201402/27/2014CPN--- 02666QK69AMERICAN HONDA FINANCE1.450 02/27/2015---5,075.0002/28/201402/28/2014CPN--- 912828UP3US TREASURY N/B0.250 02/28/2015---1,250.0002/28/201403/03/2014MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------15.6303/03/201403/03/2014CPN--- 91412GFA8CA UNI-FLTG-TXB-Y-20.556 07/01/2014---326.3803/13/201403/14/2014BUY1,000,000.00 3133EDGM8FEDERAL FARM CREDIT BANK0.350 03/10/201699.820-998,238.8903/15/201403/15/2014CPN--- 912828PZ7US TREASURY N/B1.250 03/15/2014---18,750.0003/15/201403/15/2014MTY3,000,000.00 912828PZ7US TREASURY N/B1.250 03/15/2014100.0003,000,000.0003/15/201403/15/2014CPN--- 89236VAB6TAOT 2013-B A20.480 02/15/2016---240.0003/15/201403/15/2014CPN--- 55292LAB0MTBAT 2013-1A A20.660 02/16/2016---220.0003/15/201403/15/2014CPN--- 90290KAB1USAOT 2014-1 A20.380 10/17/2016---104.5003/16/201403/16/2014PPD--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---62,973.8603/16/201403/16/2014CPN--- 43814EAB1HAROT 2013-2 A20.370 10/16/2015---188.4403/17/201403/17/2014CPN--- 46623EJH3JPMORGAN CHASE & CO0.983 05/02/2014---1,756.7903/17/201403/17/2014CPN--- 161571FY5CHAIT 2013-A4 A40.255 05/15/2017---143.1603/18/201403/18/2014CPN--- 3134G36G0FREDDIE MAC0.350 03/18/2015---1,750.0003/18/201403/18/2014CPN--- 70659PAE1PENAR 2013-1A A10.546 11/18/2017---317.6303/19/201403/20/2014BUY1,000,000.00 912828B82US TREASURY N/B0.250 02/29/201699.633-996,464.0003/20/201403/20/2014CPN--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---366.2003/20/201403/20/2014PPD--- 92867GAC7VALET 2012-1 A30.850 08/22/2016---36,378.19Transaction Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201414Page 38 Payable/Receivable TransactionsTrade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount03/20/201403/21/2014BUY500,000.00 3128X33E1FREDDIE MAC5.050 01/26/2015104.082-524,267.6403/20/201403/20/2014MEXP--- CCYUSDUS Dollar----------4,220.7203/21/201403/24/2014BUY1,000,000.00 3133EDGC0FEDERAL FARM CREDIT BANK0.250 11/04/201599.788-998,018.8903/21/201403/24/2014BUY200,000.00 3133EDGM8FEDERAL FARM CREDIT BANK0.350 03/10/201699.668-199,363.2203/23/201403/23/2014CPN--- 22546QAE7CREDIT SUISSE NEW YORK3.500 03/23/2015---4,375.0003/25/201403/25/2014CPN--- 05578XAB4BMWOT 2013-A A20.410 02/25/2016---107.6303/30/201403/30/2014CPN--- 74005PAR5PRAXAIR INC4.625 03/30/2015---15,031.25----------------------------0.03Trade DateSettle DateTypeNotional Cusip/ISINDescriptionCoupon MaturityPriceAmount03/31/201404/01/2014MMF--- 949917397WFA HERITAGE MONEY MARK-I0.010------22.52---------------------------22.52Transaction Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201415Page 39 Cash Affecting TransactionsCusip/ISINDescriptionBeginning BalanceEnding Balance949917397WFA HERITAGE MONEY MARK-I2,691,780.172,030,042.59Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount01/02/2014 01/02/2014 BUY3,056.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-3,056.6301/08/2014 01/08/2014 BUY1,615.46 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,615.4601/08/2014 01/08/2014 BUY3,900.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-3,900.0001/09/2014 01/09/2014 BUY8,425.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-8,425.0001/10/2014 01/10/2014 SELL 1,004,042.78 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,004,042.7801/13/2014 01/13/2014 SELL996,901.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 996,901.6701/14/2014 01/14/2014 BUY517.44 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-517.4401/15/2014 01/15/2014 BUY11,791.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-11,791.6301/16/2014 01/16/2014 BUY460.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-460.0001/17/2014 01/17/2014 BUY20,865.17 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-20,865.1701/21/2014 01/21/2014 SELL4,149.61 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.004,149.6101/21/2014 01/21/2014 BUY18,860.26 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-18,860.2601/22/2014 01/22/2014 BUY393.13 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-393.1301/28/2014 01/28/2014 BUY107.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-107.6301/29/2014 01/29/2014 BUY 1,001,875.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,001,875.0001/30/2014 01/30/2014 SELL301,123.86 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 301,123.8601/31/2014 01/31/2014 BUY1,250.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,250.0001/31/2014 02/03/2014 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0012.5902/03/2014 02/03/2014 SELL591,316.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 591,316.2502/03/2014 02/03/2014 BUY25.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-25.0002/13/2014 02/13/2014 BUY8,312.50 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-8,312.5002/14/2014 02/14/2014 BUY 1,501,988.89 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -1,501,988.8902/18/2014 02/18/2014 BUY772,206.67 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -772,206.6702/19/2014 02/19/2014 BUY69,605.04 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-69,605.0402/20/2014 02/20/2014 SELL4,275.88 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.004,275.8802/20/2014 02/20/2014 BUY45,887.21 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-45,887.2102/26/2014 02/26/2014 BUY107.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-107.6302/27/2014 02/27/2014 BUY5,075.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-5,075.0002/28/2014 02/28/2014 SELL658,724.13 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 658,724.1302/28/2014 03/03/2014 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0015.6303/03/2014 03/03/2014 BUY15.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-15.6303/03/2014 03/03/2014 BUY326.38 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-326.3803/14/2014 03/14/2014 SELL998,238.89 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 998,238.8903/17/2014 03/17/2014 BUY 3,019,353.16 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 -3,019,353.1603/17/2014 03/17/2014 BUY1,756.79 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-1,756.7903/18/2014 03/18/2014 BUY65,016.80 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-65,016.80MMF Transaction Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201416Page 40 Payable/Receivable TransactionsTrade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount03/20/2014 03/20/2014 SELL 1,000,367.09 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,000,367.0903/21/2014 03/21/2014 SELL487,523.24 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 487,523.2403/24/2014 03/24/2014 SELL 1,197,382.11 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00 1,197,382.1103/25/2014 03/25/2014 BUY107.63 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-107.6303/26/2014 03/26/2014 BUY4,375.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-4,375.0003/31/2014 03/31/2014 BUY15,031.25 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.00-15,031.25------ --------------- 0.00661,765.80Trade Date Settle Date Type NotionalCusip/ISINTickerDescriptionReal G/LAmount03/31/2014 04/01/2014 MMF0.00 949917397 SHIXXWFA HERITAGE MONEY MARK-I0.0022.52------ --------------- 0.0022.52MMF Transaction Detail (WC-Contra Costa County)Dated: 4/1/20141/1/2014 - 3/31/201417Page 41 STATEMENT FOR PERIOD March 01, 2014 - March 31, 2014 CONTRA COSTA COUNTY Date Transaction Shares Price Per Share Amount 201-000004-10 Average Cost NAV Average Cost Amount Realized Gain/Loss* CalTrust Short Term Fund 02/28/2014 BALANCE FORWARD 11,769,656.606 10.03 118,049,655.76 10.01463531 117,868,818.58 03/03/2014 INCOME DISTRIBUTION - FEBRUARY 4,163.398 10.03 41,758.88 10.01464074 0.00 41,758.88 03/31/2014 UNREALIZED GAIN (LOSS) 0.000 0.00 0.00 03/31/2014 ENDING BALANCE 11,773,820.004 10.03 117,910,577.46 118,091,414.64 INCOME DISTRIBUTION PAID - FEBRUARY 0.00 38,786.39INCOME ACCRUAL - MARCH 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 42 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS March 31, 2014 CalTrust Short Term LAIF Market Value N/A$672,938,183.10 NAV per Share N/A$10.03 Yield 0.23%0.37% Period Total Return N/A0.01% Period Yield Return 0.02%0.03% Effective Duration N/A0.66 yrs. Average Maturity 0.55 yrs.1.34 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.01%0.02%0.03%One Month 0.11%0.06%0.10%Three Month 0.27%0.13%0.19%Six Month 0.11%0.06%0.10%Calendar Y-T-D 0.44%0.25%0.36%One Year* 0.43%0.30%0.37%Two Year* 0.46%0.33%0.42%Three Year* 0.82%0.47%0.51%Five Year* 2.13%2.04%2.09%Since Inception* *Annualized US Govt Agency 30.4% Corporate 29.2% MBS/ABS 18.7% Muni 13.0% MONEYMKT 5.1% COMPAPER 2.2% CD 1.5% Total:100.0% Portfolio Sector Breakdown AAA 30.9% AA+28.0% A+9.1% A 8.9% A-8.5% AA-4.8% AA 4.3% A-1 2.2% SP-1 1.5% SP-1+1.0% BBB+0.6% AA/A-1+0.1% 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 43 <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 3/31/2014 Go Ticker CUSIP Description S&P Rating 3/31/2014* Mat. Date Years Shares Price Value AE082514 0258M0CZ0 AMER EXPRESS CREDIT CO 5.125% 08/25/14 A- 8/25/2014 0.4 3,930,000.00 101.8658 $4,003,325.94 AE111315 025815AB7 AMERICAN EXPR CENTURION 11/13/15 A- 11/13/2015 1.7 7,000,000.00 100.4582 $7,032,074.00 AH022715 02666QK69 AMERICAN HONDA FINANCE 1.45 2/27/15 A+ 2/27/2015 0.9 1,100,000.00 100.9874 $1,110,861.40 AH091914 02666QJ53 AMERICAN HONDA FINANC 1.85% 9/19/14 A+ 9/19/2014 0.5 1,193,000.00 100.7090 $1,201,458.37 HN052616 02666QM59 AMERICAN HONDA FINAN CE 5/26/2016 0.6463 A+ 5/26/2016 2.2 5,300,000.00 100.4440 $5,323,532.00 HN092115 02666QG64 AMERICAN HONDA FINAN CE 9/21/2015 2.5% A+ 9/21/2015 1.5 2,000,000.00 102.8295 $2,056,590.00 HN100716 02665WAA9 AMERICAN HONDA FINAN CE 10/7/2016 0.7418 A+ 10/7/2016 2.6 1,250,000.00 100.7991 $1,259,988.75 BA051514 06051GDY2 BANK OF AMERICA CORP 5/15/2014 7.375% A- 5/15/2014 0.2 3,962,000.00 100.8048 $3,993,886.18 BA021417 06050TLU4 BANK OF AMERICA NA 2/14/2017 0.7061% A 2/14/2017 2.9 500,000.00 100.0008 $500,004.00 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089% A 11/14/2016 2.7 2,200,000.00 100.1562 $2,203,436.40 BM061815 06406HBQ1 BANK OF NEW YORK MELLO 2.95% 6/18/15 A+ 6/18/2015 1.2 750,000.00 102.8245 $771,183.75 BN022015 06406HCC1 BANK OF NEW YORK MELLON 1.2% 2/20/15 A+ 2/20/2015 0.9 7,260,000.00 100.7067 $7,311,306.42 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 A+ 11/24/2014 0.7 2,976,000.00 100.7791 $2,999,186.02 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 AA- 10/1/2014 0.6 2,520,000.00 99.8940 $2,517,328.80 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 0.8 2,605,000.00 103.5302 $2,696,961.71 BR021115 084670AV0 BERKSHIRE HATHAWAY I NC 2/11/2015 3.2%AA 2/11/2015 0.9 5,368,000.00 102.4615 $5,500,133.32 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 A+ 12/10/2014 0.8 4,775,000.00 102.1518 $4,877,748.45 Au022516 05578XAB4 BMWOT 2013-1 A2 02/25/2016 0.41% Aaa 2/25/2016 1.9 4,585,000.00 100.0287 $4,586,315.90 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 2.8 5,000,000.00 100.3693 $5,018,465.00 CS040114 13063A5B6 CALIFORNIA ST TAX- ABLE 5.25% 4/01/2014 A 4/1/2014 0.1 7,495,000.00 100.0000 $7,495,000.00 CA020115 13063BN65 CALIFORNIA ST-TXBL 2/1/2015 0.85% A 2/1/2015 0.9 3,000,000.00 100.2970 $3,008,910.00 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 3.3 5,000,000.00 104.6363 $5,231,815.00 Cr112516 17305EFD2 CCCIT 2013-A5 A5 11/25/2016 0.34% AAA 11/25/2016 2.7 5,000,000.00 100.0264 $5,001,320.00 CH051517 161571FY5 CHAIT 2013-A4 A4 5/15/2017 0.2992% AAA 5/15/2017 3.2 10,250,000.00 99.9318 $10,243,009.50 CS120415 808513AH8 CHARLES SCHWAB CORP 0.85% 12/04/15 A 12/4/2015 1.8 4,500,000.00 100.3628 $4,516,326.00 C031017 172967HL8 CITIGROUP INC 3/10/2017 0.7744% A- 3/10/2017 3.0 1,650,000.00 99.7695 $1,646,196.75 C081214 172967EY3 CITIGROUP INC 8/12/2014 6.375% A-8/12/2014 0.4 4,771,000.00 102.0996 $4,871,171.92 CS080114 190335GD5 COAST CMNTY CLG-B-TX B 8/1/2014 0.45% AA- 8/1/2014 0.4 1,960,000.00 99.9310 $1,958,647.60 CM011515 20030NAB7 COMCAST CORP 1/15/2015 6.5% A- 1/15/2015 0.8 4,000,000.00 104.5865 $4,183,460.00 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 1.8 10,000,000.00 100.1347 $10,013,470.00 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A- 1/9/2015 0.8 8,815,000.00 100.3678 $8,847,421.57 DA041015 233851AN4 DAIMLER FINANCE NA L LC 4/10/2015 1.65% A- 4/10/2015 1.1 1,402,000.00 100.8102 $1,413,359.00 FM012916 3135G0TH6 FANNIE MAE 0.48% 01/29/16 AA+ 1/29/2016 1.8 5,000,000.00 99.9855 $4,999,275.00 FM51514 31398AXJ6 FANNIE MAE 2.5% 05/15/14 AA+ 5/15/2014 0.2 8,000,000.00 100.2937 $8,023,496.00 FN022616 3135G0UV3 FANNIE MAE 2/26/2016 0.75% AA+ 2/26/2016 1.9 5,000,000.00 100.4825 $5,024,125.00 FN042516 3135G0WK5 FANNIE MAE 4/25/2016 0.5% AA+ 4/25/2016 2.1 5,000,000.00 99.8766 $4,993,830.00 FN042916 3135G0WG4 FANNIE MAE 4/29/2016 0.5% AA+ 4/29/2016 2.1 10,000,000.00 99.8080 $9,980,800.00 FN092115 31398A3T7 FANNIE MAE 9/21/2015 2% AA+ 9/21/2015 1.5 2,250,000.00 102.4959 $2,306,157.75 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+ 7/2/2015 1.3 10,000,000.00 100.3553 $10,035,530.00 FM062714 3135G0BJ1 FANNIE MAE 1.125% 6/27/2014 AA+ 6/27/2014 0.2 20,000,000.00 100.2482 $20,049,640.00 FF042314 3133EALW6 FEDERAL FARM CREDIT BANK 0.3% 04/23/14 AA+ 4/23/2014 0.1 16,000,000.00 100.0141 $16,002,256.00 FH010816 313381MG7 FEDERAL HOME LOAN BA NK 1/8/2016 0.5% AA+ 1/8/2016 1.8 5,000,000.00 100.0069 $5,000,345.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25% AA+ 1/16/2015 0.8 5,000,000.00 100.0870 $5,004,350.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+ 9/11/2015 1.5 10,000,000.00 102.0395 $10,203,950.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481% A- 11/18/2016 2.7 5,450,000.00 100.3750 $5,470,437.50 Au081516 31679JAB9 FITAT 2014-1 A2 8/15/2016 0.46% AAA 8/15/2016 2.4 11,100,000.00 100.0080 $11,100,888.00 FH010915 3134G4DE5 FREDDIE MAC 1/9/2015 0.31% AA+ 1/9/2015 0.8 10,250,000.00 100.0316 $10,253,239.00 FH012816 3134G34B3 FREDDIE MAC 1/28/2016 0.5% AA+ 1/28/2016 1.8 2,500,000.00 99.9676 $2,499,190.00 FH012916 3134G4TQ1 FREDDIE MAC 1/29/2016 0.5% AA+ 1/29/2016 1.8 2,500,000.00 100.0304 $2,500,760.00 FH060616 3134G46A1 FREDDIE MAC 6/6/2016 0.5% AA+ 6/6/2016 2.2 5,000,000.00 99.8845 $4,994,225.00 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42% AA+ 9/18/2015 1.5 2,150,000.00 100.1254 $2,152,696.10 FH103015 3134G4JH2 FREDDIE MAC 10/30/2015 0.5% AA+ 10/30/2015 1.6 5,000,000.00 100.0272 $5,001,360.00 FH111315 3134G4KC1 FREDDIE MAC 11/13/2015 0.4% AA+ 11/13/2015 1.7 3,000,000.00 100.0374 $3,001,122.00 FH120514 3134G3H78 FREDDIE MAC 12/5/2014 0.35% AA+ 12/5/2014 0.8 3,000,000.00 100.0372 $3,001,116.00 FM082815 3134G4FP8 FREDDIE MAC 8/28/2015 0.5% AA+ 8/28/2015 1.4 2,875,000.00 100.0783 $2,877,251.13 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+ 9/25/2015 1.5 12,910,000.00 100.2694 $12,944,779.54 FM041715 3137EADD8 FREDDIE MAC 0.50% 4/17/2015 AA+ 4/17/2015 1.1 5,000,000.00 100.3202 $5,016,010.00 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 1.0 484,703.35 100.0377 $484,886.09 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 4.1 10,400,000.00 100.2695 $10,428,028.00 GC010816 36962GU51 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 1.8 2,000,000.00 99.9658 $1,999,316.00 GE010816 36962G6Q2 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 1.8 2,000,000.00 100.6859 $2,013,718.00 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 2.2 6,000,000.00 99.8618 $5,991,708.00 GS080115 38141EA74 GOLDMAN SACHS GROUP INC 8/1/2015 3.7%A-8/1/2015 1.4 1,000,000.00 103.6999 $1,036,999.00 GS112114 38141EB40 GOLDMAN SACHS GROUP INC 11/21/14 A-11/21/2014 0.7 4,605,000.00 100.4783 $4,627,025.72 AH082216 43813JAB1 HAROT 2014-1 A2 8/22/2016 0.41%Aaa 9/21/2016 2.5 5,000,000.00 99.9353 $4,996,765.00 Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65%Aaa 7/16/2018 4.3 2,000,000.00 100.0731 $2,001,462.00 HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 Aaa 10/17/2015 1.6 3,993,859.42 100.0075 $3,994,158.96 HS040114 40428EJQ3 HSBC BANK USA 4.625% 04/01/14 A 4/1/2014 0.1 9,990,000.00 100.0000 $9,990,000.00 IL030115 452152HQ7 ILLINOIS ST 3/1/2015 4.511%A-3/1/2015 1.0 3,025,000.00 103.4160 $3,128,334.00 IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661%AA+1/15/2015 0.8 5,065,000.00 99.9690 $5,063,429.85 IN071514 4546246V4 IN BOND BANK-TXBL 7/15/2014 0.522%AA+7/15/2014 0.3 2,665,000.00 99.9380 $2,663,347.70 IS042914 45779QDV5 INSTITUTIONAL SECD 04/29/14 A-1 4/29/2014 0.1 15,000,000.00 99.9896 $14,998,441.50 Page 1 of 2CalTrust Portal 4/21/2014https://secure.ncfunds.com/CalTrust/App/CalTrust/portfolio/portfolioDet.asp?fund=N201... Page 44 *Security ratings are updated monthly at month-end. JA093015 46849LSF9 JACKSON NATL LIFE GL OBAL 9/30/2015 0.59 AA 9/30/2015 1.5 5,000,000.00 100.3437 $5,017,185.00 JA100114 469487HV7 JACKSONVILLE-B-TXBL 10/1/2014 0.54%AA-10/1/2014 0.6 960,000.00 99.9360 $959,385.60 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 A 6/13/2016 2.2 6,650,000.00 99.4876 $6,615,925.40 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7%A 1/20/2015 0.8 2,000,000.00 102.5172 $2,050,344.00 JP021517 46623EJZ3 JPMORGAN CHASE & CO 2/15/2017 0.750933% A 2/15/2017 2.9 1,000,000.00 100.0859 $1,000,859.00 JP092215 46623EJB6 JPMORGAN CHASE & CO 09/22/15 A 9/22/2015 1.5 2,000,000.00 101.1775 $2,023,550.00 MB021516 58768VAC5 MBALT 2013-A A3 2/15/2016 0.59%AAA 2/15/2016 1.9 2,350,000.00 100.0817 $2,351,919.95 Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62%Aaa 7/15/2016 2.3 6,070,000.00 100.0504 $6,073,059.28 ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 AA-1/9/2015 0.8 1,815,000.00 101.2052 $1,836,874.38 ML011116 59217GAD1 MET LIFE GLOB FUND- ING 3.125% 1/11/2016 AA-1/11/2016 1.8 1,000,000.00 104.1545 $1,041,545.00 ML061014 59217EBW3 MET LIFE GLOB FUND- ING 5.125% 6/10/2014 AA-6/10/2014 0.2 2,495,000.00 100.9118 $2,517,749.41 ME040215 59157BAH5 METLIFE INSTITUTIONA L FD 4/2/2015 1.625 AA-4/2/2015 1.1 2,000,000.00 101.1929 $2,023,858.00 MI101514 594615AS5 MICHIGAN ST-TXBL-I-B 10/15/2014 1%A+10/15/2014 0.6 10,250,000.00 100.2340 $10,273,985.00 MS022516 61746BDH6 MORGAN STANLEY 02/25/16 A-2/25/2016 1.9 6,000,000.00 101.4368 $6,086,208.00 MS042815 61747YCE3 MORGAN STANLEY 4/28/2015 6%A-4/28/2015 1.1 1,000,000.00 105.5593 $1,055,593.00 Ot021616 55292LAB0 MTBAT 2013-1A A2 2/16/2016 0.66%AAA 2/16/2016 1.9 4,100,000.00 100.1132 $4,104,641.20 Au111517 55292LAC8 MTBAT 2013-1A A3 11/15/2017 1.06%AAA 11/15/2017 3.7 4,000,000.00 100.7002 $4,028,008.00 Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45%Aaa 9/15/2015 1.5 9,355,102.57 100.0309 $9,357,993.30 NY011215 64952WBE2 NEW YORK LIFE GLOBAL FDG 1.3% 1/12/2015 AA+1/12/2015 0.8 4,875,000.00 100.6644 $4,907,389.50 NY072415 64952WBH5 NEW YORK LIFE GLOBAL FDG 0.75% 7/24/15 AA+7/24/2015 1.3 6,775,000.00 100.1559 $6,785,562.23 NS030317 654740AG4 NISSAN MOTOR ACCEPTA NCE 3/3/2017 0.7843 BBB+3/3/2017 3.0 2,000,000.00 100.1742 $2,003,484.00 NJ061515 645771WY8 NJ BLDG AUTH-B-REF 6/15/2015 0.748%A+6/15/2015 1.2 2,330,000.00 100.1050 $2,332,446.50 OC050114 68428LCY8 ORANGE CNTY CA PENSN OBLG 0.73% 5/1/14 AA-5/1/2014 0.2 3,250,000.00 100.0310 $3,251,007.50 Cr111817 70659PAE1 PENAR 2013-1A A1 11/18/2017 0%11/18/2017 3.7 9,250,000.00 100.1397 $9,262,922.25 AP082216 73328XAC3 PILOT 2013-1 A3 8/22/2016 0.7%AAA 8/22/2016 2.4 10,000,000.00 100.1865 $10,018,650.00 PB042916 69349LAL2 PNC BANK NA 04/29/16 A 4/29/2016 2.1 2,200,000.00 100.0446 $2,200,981.20 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 A 1/28/2016 1.8 3,650,000.00 100.0408 $3,651,489.20 PF052716 74256LAF6 PRINCIPAL LFE GLB FN D II 5/27/2016 0.64 A+5/27/2016 2.2 4,025,000.00 100.1556 $4,031,262.90 PL091815 74256LAB5 PRINCIPAL LIFE GLB FND 1.125% 9/18/15 A+9/18/2015 1.5 1,600,000.00 100.5572 $1,608,915.20 PL121115 74256LAC3 PRINCIPAL LIFE GLB FND II 1% 12/11/15 A+12/11/2015 1.8 4,000,000.00 100.0999 $4,003,996.00 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 AA 10/1/2015 1.6 5,600,000.00 99.8406 $5,591,073.60 SD070114 797355R97 SAN DIEGO CA UNIF SCH 0.342% 7/1/14 AA-7/1/2014 0.3 15,250,000.00 100.0190 $15,252,897.50 SJ080114 798186YJ5 SAN JOSE CA UNIF SCH DIST 8/1/14 AA 8/1/2014 0.4 2,925,000.00 100.8770 $2,950,652.25 SM090114 799017KN7 SAN MATEO CALIF 0.685% 9/1/14 AA+9/1/2014 0.5 500,000.00 100.0630 $500,315.00 SM080114 802385MC5 SANTA MONICA CCD-B 8/1/2014 0.486%AA 8/1/2014 0.4 4,295,000.00 99.9270 $4,291,864.65 SR090114 802626AQ4 SANTA ROSA-REF-TXBL 9/1/2014 1.663%AA-9/1/2014 0.5 1,310,000.00 99.9310 $1,309,096.10 SC060115 837151HT9 SC PUB SVC AUT-D-TXB L 6/1/2015 SP-1+6/1/2015 1.2 7,000,000.00 100.3940 $7,027,580.00 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 A+12/8/2015 1.8 3,000,000.00 99.8952 $2,996,856.00 SF081414 86476PLG1 SUFFOLK CO-I-TANS 8/14/2014 1.5%SP-1 8/14/2014 0.4 10,000,000.00 100.4240 $10,042,400.00 Au021516 89236VAB6 TAOT 2013-B A2 2/15/2016 0.48%AAA 2/15/2016 1.9 11,050,000.00 100.0818 $11,059,038.90 TV061515 880591DY5 TENN VALLEY AUTHORIT Y 6/15/2015 4.375%AA+6/15/2015 1.2 1,000,000.00 104.8027 $1,048,027.00 UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996%A+9/26/2016 2.5 2,160,000.00 100.9883 $2,181,347.28 UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528%AA 5/15/2015 1.2 2,855,000.00 100.1870 $2,860,338.85 UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 AA/A-1+7/1/2014 0.3 1,000,000.00 100.0290 $1,000,290.00 US030415 91159HGU8 US BANCORP 3/4/2015 3.15%A+3/4/2015 1.0 1,500,000.00 102.5817 $1,538,725.50 US103014 90331HKP7 US BANK NA 4.95% 10/30/2014 A+10/30/2014 0.6 5,700,000.00 102.6195 $5,849,311.50 T013116 912828B41 US TREASURY N/B 1/31/2016 0.375%Aaa 1/31/2016 1.8 8,000,000.00 100.0312 $8,002,496.00 T022916 912828B82 US TREASURY N/B 2/29/2016 0.25%Aaa 2/29/2016 1.9 5,000,000.00 99.7344 $4,986,720.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%Aaa 8/31/2015 1.4 10,000,000.00 100.2461 $10,024,610.00 T103115 912828PE4 US TREASURY N/B 10/31/2015 1.25%Aaa 10/31/2015 1.6 5,015,000.00 101.5469 $5,092,577.04 T113015 912828A26 US TREASURY N/B 11/30/2015 0.25%Aaa 11/30/2015 1.7 10,000,000.00 99.9297 $9,992,970.00 T123115 912828A67 US TREASURY N/B 12/31/2015 0.25%Aaa 12/31/2015 1.8 10,000,000.00 99.8672 $9,986,720.00 US071714 90327QCS6 USAA CAPITAL CORP 3.5% 7/17/2014 AA+7/17/2014 0.3 1,882,000.00 100.8450 $1,897,902.90 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 2.4 1,922,454.57 100.2873 $1,927,977.78 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 2.3 4,875,000.00 99.9997 $4,874,985.38 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 2.5 1,925,000.00 102.8683 $1,980,214.78 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 1.8 5,055,602.28 100.1250 $5,061,921.78 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 4/1/2014 0.1 34,192,990.74 100.0000 $34,192,990.74 Grand Total $675,247,033.08 Page 2 of 2CalTrust Portal 4/21/2014https://secure.ncfunds.com/CalTrust/App/CalTrust/portfolio/portfolioDet.asp?fund=N201... ** **Mandatory put on 7/1/14. Page 45 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending March 31, 2014 FY 2013-2014 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 12/31/13 03/31/14 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 46 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 03/01/2014 Through 03/31/2014 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% 414,274.350 CALIFORNIA ARBITRAGE MGMT PROGRAM 1.00000 414,274.35 0.00 0.00% CAMP 1.00000 414,274.35 0.00 PRINCIPAL CUSIP: S86217350 148,749.680 WELLS FARGO ADV TRSRY PLUS M MKT #453 1.00000 148,749.68 0.00 0.00% CUSIP: S99998240 1.00000 148,749.68 14.87 Total Market Value Plus Total Accrued Income 590,606.99 03/04/14 Dividend 1.12 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 03/04/14 Cash Debit 1.12 -0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE 03/13/14 Purchase 0.00 21.93 -21.93 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL INTEREST POSTING FEBRUARY 2014 TRNIIJ1403122305500 21.93 SHARES 03/13/14 Dividend 21.93 0.00 0.00 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP INTEREST POSTING FEBRUARY 2014 TRNIIJ1403122305400 03/13/14 Cash Debit 21.93 -0.00 0.00 0.00 TRANSFERRED TO ACCOUNT 036111 FF 03/13/14 Cash Credit 0.00 21.93 0.00 0.00 TRANSFERRED FROM ACCOUNT 036111 FF FIXED INCOME Total FIXED INCOME 27,582.96 0.00 5.40% 27,582.96 1,489.48 OTHER Total OTHER 414,274.35 0.00 0.00% 414,274.35 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 148,749.68 0.00 0.00% 148,749.68 14.87 ACCOUNT TOTALS 590,606.99 0.00 0.25% 590,606.99 1,504.35 03/01/14 OPENING BALANCE 0.00 0.00 590,585.06 03/04/14 DAILY ENDING BALANCE 0.00 0.00 590,585.06 0.00 03/13/14 DAILY ENDING BALANCE 0.00 0.00 590,606.99 0.00 03/31/14 CLOSING BALANCE 0.00 0.00 590,606.99 0.00 Cumulative realized capital gain and loss position from 12/31/2013 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 2 of 3 c g 5768 m i WI s 440 Page 47 Page 48 Page 49 EXHIBITS Exhibit ICONTRA COSTA COUNTYPortfolio Summary ReportAS OF MARCH 31, 2014Portfolio CharacteristicsPar$2,460,404,314.68Cost$2,465,325,113.22Market Value$2,463,436,550.71Weighted Yield to Maturity0.35%Weighted Average Days to Maturity159Weighted Duration0.44yrPortfolio Breakdown by InvestmentInvestmentsPar Value Percent of TotalU.S. Treasuries$26,785,000.001.09%U.S.Agencies-Federal, State and Local253,995,000.0010.32%Money Market1,490,144,518.3260.57%Outside Contractors-LAIF232,333,236.589.44%Outside Contractors-Other 164,727,139.206.70%*Cash292,419,420.5811.89%TOTAL$2,460,404,314.68 100.00% **Maturity DistributionTimePar Value Percent of TotalLess 1 yr$2,156,610,410.4987.65%1 to 2 yrs127,359,176.795.18%2 to 3 yrs97,095,613.643.95%3 to 4 yrs39,054,000.001.59%4+ yrs40,285,113.761.64%TOTAL$2,460,404,314.68 100.00%*** Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority** May or may not total to 100% due to roundingU.S. Treasuries1.09%U.S.Agencies-Federal, State and Local10.32%Money Market60.57%Outside Contractors-LAIF9.44%Outside Contractors-Other 6.70%Cash11.89%PORTFOLIO BREAKDOWNBY INVESTMENTLess 1 yr87.65%1 to 2 yrs5.18%2 to 3 yrs3.95%3 to 4 yrs1.59%4+ yrs1.64%MATURITY DISTRIBUTION Exhibit IICONTRA COSTA COUNTY INVESTMENT POOLPERFORMANCE SUMMARYAS OF MARCH 31, 2014AVERAGE DAYS TO3 PERCENT OFMATURITY AT PARPORTFOLIOYTMEND-OF-QUARTERDURATION($)(%)(%)(day)(year)A. Investments Managed by Treasurer's Office$1,770,924,518.32 72.05% 0.3670%2110.571B. Investments Managed by Outside Contractors1. Local Agency Investment Fund $232,333,236.58 9.45%0.2400%1N/A2. Othera. Wells Capital Management$44,067,855.96 1.79%0.2800%3660.602b. CalTRUST (Short-Term Fund)$118,091,414.64 4.80%0.3700%1N/AC. Cash$292,419,420.58 11.90% 0.3500%41N/A3 Yield to Maturity on Portfolio at End-of-Quarter = 0.35%3 Weighted Average Days to Maturity on Portfolio at End-of-Quarter = 1593 Weighted Duration at End-of-Quarter =0.441. Data is provided by Sungard.2. Data is provided by Wells Cap Management.3. Excludes: Section B.2.a (EBRCS Bond), B.2.b (Misc.) of the Investment Pool Summary and Futuris Public Entity Trust4. Earnings Credit Rate on Investable BalanceLAIF and CalTRUST Short-Term are subject to a one day call of principal provision.WEIGHTED Exhibit III CONTRA COSTA COUNTY INVESTMENT POOL As of March 31, 2014 As of December 31, 2013 CHANGE IN VALUE TYPE PAR VALUE PAR VALUE FROM PREV. QTR.% CHANGE A. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes)$26,785,000.00 $25,377,000.00 $1,408,000.00 5.55% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 70,740,000.00 41,615,000.00 29,125,000.00 69.99% Federal National Mortgage Association 67,957,000.00 85,227,000.00 (17,270,000.00)-20.26% Federal Farm Credit Banks 49,325,000.00 44,480,000.00 4,845,000.00 10.89% Federal Home Loan Mortgage Corporation 59,353,000.00 72,180,000.00 (12,827,000.00)-17.77% Municipal Bonds 6,620,000.00 7,080,000.00 (460,000.00)-6.50% Subtotal 253,995,000.00 250,582,000.00 3,413,000.00 1.36% 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 784,912,000.00 745,242,000.00 39,670,000.00 5.32% Negotiable Certificates of Deposit 603,337,000.00 569,077,000.00 34,260,000.00 6.02% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 101,327,000.00 98,765,000.00 2,562,000.00 2.59% Money Market Accounts 565,318.32 565,318.32 0.00 0.00% Time Deposit 3,200.00 3,200.00 0.00 0.00% Subtotal 1,490,144,518.32 1,413,652,518.32 76,492,000.00 5.41% TOTAL 1,770,924,518.32 1,689,611,518.32 81,313,000.00 4.81% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 232,333,236.58 222,883,568.71 9,449,667.87 4.24% 2. Other a. EBRCS Bond 2,455,113.76 2,455,113.76 0.00 0.00% b. Miscellaneous (BNY, Mechanics, CCFCU)112,754.84 111,568.72 1,186.12 1.06% c. Wells Capital Management 44,067,855.96 43,989,338.83 78,517.13 0.18% d. CalTRUST (Short-Term Fund)118,091,414.64 117,975,596.74 115,817.90 0.10% Subtotal 164,727,139.20 164,531,618.05 195,521.15 0.12% TOTAL 397,060,375.78 387,415,186.76 9,645,189.02 2.49% C. Cash 292,419,420.58 341,932,431.24 (49,513,010.66)-14.48% * GRAND TOTAL (FOR A , B, & C)$2,460,404,314.68 $2,418,959,136.32 $41,445,178.36 1.71% * Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA INVESTMENT POOL INVESTMENTS MANAGED BY TREASURER'S OFFICE QUARTERLY COUPON RATES, YIELD TO MATURITY Exhibit IV Quarter Ending Fiscal Year September December March June 2013/14 Coupon Rate 0.6331%0.4843%0.4686% Yield to Maturity 0.4645%0.3709%0.3680% 2012/13 Coupon Rate 0.8304%0.5568%0.5829%0.5838% Yield to Maturity 0.6012%0.3947%0.4243%0.4229% 2011/12 Coupon Rate 0.8769%0.8385%0.8122%0.7426% Yield to Maturity 0.6842%0.6658%0.6739%0.6130% 2010/11 Coupon Rate 0.9802%0.7132%0.7326%0.6982% Yield to Maturity 0.7494%0.5866%0.6133%0.5612% 2009/10 Coupon Rate 1.2464%0.8931%0.8610%0.8212% Yield to Maturity 1.1095%0.7840%0.7373%0.6993% 2008/09 Coupon Rate 4.4019%1.7623%1.2918%1.2418% Yield to Maturity 4.2819%1.6574%1.1808%1.1231% 2007/08 Coupon Rate 5.1675%4.6491%3.3805%2.9712% Yield to Maturity 5.2022%4.6583%3.3454%2.9048% 2006/07 Coupon Rate 5.1683%5.1819%5.2384%5.2407% Yield to Maturity 5.2286%5.2229%5.2766%5.2705% 2005/06 Coupon Rate 3.6925%4.1660%4.6328%5.0427% Yield to Maturity 3.6818%4.1594%4.6358%5.0821% 2004/05 Coupon Rate 2.1109%2.3830%2.8425%3.2638% Yield to Maturity 1.9760%2.3120%2.7875%3.2291% 2003/04 Coupon Rate 1.6993%1.4465%1.4270%1.6099% Yield to Maturity 1.4752%1.2980%1.2963%1.5080% 2002/03 Coupon Rate 2.5929%1.9482%1.9069%1.6927% Yield to Maturity 2.3942%1.7569%1.7081%1.5407% Source: Contra Costa County Treasurer's Quarterly Investment Report - (RPTMKT) CONTRA COSTA INVESTMENT POOL INVESTMENTS MANAGED BY OUTSIDE CONTRACTOR LAIF QUARTERLY APPORTIONMENT RATES Exhibit IV (a) Quarter Ending Fiscal Year September December March June 2013/14 Apportionment Rate 0.26%0.26%0.23% 2012/13 Apportionment Rate 0.35%0.32%0.28%0.24% 2011/12 Apportionment Rate 0.38%0.38%0.38%0.36% 2010/11 Apportionment Rate 0.51%0.46%0.50%0.48% 2009/10 Apportionment Rate 0.90%0.60%0.56%0.56% 2008/09 Apportionment Rate 2.77%2.54%1.91%1.51% 2007/08 Apportionment Rate 5.24%4.96%4.18%3.11% 2006/07 Apportionment Rate 4.93%5.11%5.17%5.23% 2005/06 Apportionment Rate 3.18%3.63%4.03%4.53% 2004/05 Apportionment Rate 1.67%2.00%2.38%2.85% 2003/04 Apportionment Rate 1.63%1.56%1.47%1.44% 2002/03 Apportionment Rate 2.63%2.31%1.98%1.77% 2001/02 Apportionment Rate 4.47%3.52%2.96%2.75% Source: Contra Costa County Treasurer's Quarterly Investment Report - LAIF Statements Exhibit IV (b) 0.00% 0.50% 1.00% 1.50% 2.00% 2.50% 3.00% 3.50% 4.00% 4.50% 5.00% 5.50% Contra Costa County Investment Pool as of March 31, 2014 TTC "Coupon"TTC "YTM"LAIF Exhibit IV (c)-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%3/31/14 9/27/14 3/26/15 9/22/15 3/20/16 9/16/16 3/15/17 9/11/17 3/10/18 9/6/18 3/5/19Yield to Maturity Maturity DatesRisk Assessmentas of March 31, 2014CountyTreasurerWells CapitalMgmtUSTreasuriesYield Curve2 Standard Deviations1 Standard Deviation-1 Standard Deviation-2 Standard Deviations1 year2 years3 years5 years Risk Assessment(Securities Greater Than Two Standard Deviations) As of March 31, 2014Exhibit IV (d)CUSIPDESCRIPTIONPURCHASE DATEPARCOST MARKETCOUPON (%)MATURITY DATEYTM (%)204712FD0 AUHSD MUNI COMPTONCA CNTY REDEV1/3/12110,000.00 7,453.00 7,453.00 0.008/1/166.533133XWX95 WT GOV FHLB NOTES 4/19/10 170,000.00 170,379.10 174,165.00 2.75 3/13/15 2.703133XUMR1 WT GOV FHLB NOTES 10/28/09 165,000.00 169,296.60 167,341.35 3.25 9/12/14 2.68167486JC4 AUHSD MUNI CHICAGO UNREF CALL6/27/132390,000.00 430,852.10 421,318.77 5.00 1/1/17 2.5991159HGX2 CCCCD CORP US BANKCORP 7/27/10 600,000.00 599,412.00 615,012.00 2.45 7/27/15 2.473134A4ZT4 WT GOV FHLMC NOTES 2/25/11 155,000.00 172,267.00 167,248.10 4.75 1/19/16 2.3336962G4T8 CCCCD GENERAL ELECTRIC CAP CORP 11/9/10 750,000.00 749,592.59 769,920.00 2.25 11/9/15 2.273137EACH0 RM GOV FHLMC NOTES 2/18/11 5,800,000.00 5,969,592.00 5,929,920.00 2.88 2/19/15 2.003133XWE70 RM GOV FHLB NOTES 6/11/10 2,900,000.00 2,957,768.00 2,914,007.00 2.50 6/13/14 1.98742718DS5 CCCCD CORP PROCTOR & GAMBLE CALL 11/18/10 200,000.00 198,364.00 204,180.00 1.80 11/15/15 1.973133XWE70 RM GOV FHLB NOTES 6/21/10 4,885,000.00 4,993,202.75 4,908,594.55 2.50 6/13/14 1.923137EACH0 RM GOV FHLMC NOTES 3/11/11 5,006,000.00 5,200,783.46 5,118,134.40 2.88 2/9/15 1.841. Date when the security was transferred from AUHSD to Contra Costa County Investment Pool Managed by Treasurer's Office.2. Date when the security was transferred from AUHSD's Fund 5055 to Fund 5057 per District's request. Exhibit VCONTRA COSTA COUNTY INVESTMENT POOL AVERAGE INFORMATIONJanuary 1, 2014 through March 31, 2014AVERAGE DAYSAVERAGE DAILY TO MATURITY AVERAGE DAYS TOBALANCE PERCENT OF AVERAGE AS A PERCENT MATURITY FOR (PAR)PORTFOLIORETURNOF PORTFOLIOTHE QUARTERA. Investments Managed by Treasurer's Office$1,687,680,007.9273.69%0.3793%160.89218B. Investments Managed by Outside Contractors1. Local Agency Investment Fund$228,069,481.779.96%0.2387%0.1012.Othera.Wells Capital Management$44,024,020.101.92%0.2703%6.83355b.CalTRUST Short Term Fund$118,050,593.125.15%0.3967%0.051c.Cash$209,899,322.209.16%0.2583%0.091Total $2,287,723,425.1099.89%* Weighted Average Return of Portfolio =0.35%168*Excludes: Section B.2.a (EBRCS Bond), B.2.b (Misc.) of the Investment Pool Summary and Futuris Public Entity TrustLAIF and CalTRUST Short Term Fund are subject to a one day call of principal provision Exhibit V (a)CONTRA COSTA COUNTY INVESTMENT POOLSUMMARY OF POOL RATES AND BENCHMARKSAS OF MARCH 31, 2014AveragePool Rates:YTM as of Quarterly Days to3/31/14 Ave. MaturityTotal County Portfolio 0.35% 0.35% 212Investments Managed by Treasurer's Office 0.36% 0.38% 218Wells Capital Management 0.29% 0.27% 355CalTRUST Short Term Fund 0.40% 0.40% 507 *Quarterly PMIA Ave.Apportionment Effective RateYieldLocal Agency Investment Fund (LAIF) 0.23% 0.24% 185 *1/1/14 - 3/31/14Benchmarks:3/31/14High Ave.LowFederal Fund Rate 0.0300% 0.2700% 0.0727% 0.0300%Six Month Treasury Bill 0.0575% 0.0875% 0.0727% 0.0575%Six Month LIBOR 0.3289% 0.3363% 0.3311% 0.3289%Vanguard Prime Money Mkt Fund 0.0000%* Average days to maturity (with a one day call of principal provision) Exhibit V (b)0.0000%1.0000%2.0000%3.0000%4.0000%5.0000%6.0000%Contra Costa County Investment PoolAverage Quarterly Returnsas of March 31, 2014TreasurerLAIFWells CapitalMgmtCalTRUST Exhibit VICallable/Float Rate Par Coupon Yield Purchase Purchase SecurityCUSIPAmountRateat PurchasePrice (Incl. Int.)DateCallable/Step/Float Rate Note - ProvisionsFund #*Johnson & Johnson Callable 5/15/14478160AX2 $490,000 1.2000% 0.5741% $497,198.10 1/3/121Make-whole call +5 bps5007Svenska Handlsbk Float Rate 10/6/14 86958CVF8$2,250,000 0.4509% 0.4631%$2,249,657.35 4/5/13 Float quarterly: LIBOR +18 bps Next: 4/7/146911Bank of Nova Scotia Float Rate 7/17/15 06417HDS2$2,450,000 0.3880% 0.3980% $2,449,632.501/17/14 Float quartelry: LIBOR +15 bps Next: 4/17/14 6911Nordea Bank Float Rate 7/17/1565558EXP8$1,950,000 0.3580% 0.3580% $1,950,000.00 1/17/14 Float quarterly: LIBOR +12 bps Next: 4/17/146911Proctor & Gamble Callable Note 11/15/15 742718DS5$200,000 1.8000% 1.9729% $198,364.0011/18/10 Make-whole call +10 bps7903FHLB Callable Note 12/30/153130A0GK0$2,315,000 0.3750% 0.3901% $2,314,305.5012/30/13 One time: 9/30/146911FHLB Callable Note 12/30/153130A0GK0$355,000 0.3750% 0.3910% $354,893.50 12/30/13One time: 9/30/147903GECC Float Rate Note 1/8/1636962GU51$10,000,000 0.4429% 0.6554% $9,960,726.39 3/8/13 Float quarterly: LIBOR +20 bps Next: 4/8/148177GECC Float Rate Note 7/12/1636962G7A6$2,700,000 0.8936% 0.8936% $2,700,000.00 7/12/13 Float quarterly: LINBOR +65 bps Next: 4/14/14 6911FFCB Callable Note 8/11/163133EDF31$10,000,000 0.5700% 0.5801%$9,997,500.00 2/11/14Any time on or after 8/11/148177FHLB Callable Note 11/28/163130A0Z45$10,000,000 0.7500% 0.7500% $10,018,750.00 2/28/14 Quarterly; First 5/28/14; Last 8/28/168177FFCB Callable Note 11/29/163133EC5B6$10,000,000 0.6400% 0.6399%$10,005,155.56 12/28/12Anytime on or after 11/29/138177Chicago Unrefunded MUNI 1/1/17167486JC4$390,000 5.0000% 2.5514%$434,622.93 6/27/20132One time: 1/1/165057Chicago Prerefunded MUNI 1/1/17167486JB6$170,000 5.0000% 1.5845%$197,823.52 6/27/20132One time: 1/1/165057Berkshire Hath Float Rate 1/10/17084664CA7$500,000 0.3904% 0.3904% $500,000.00 1/10/14 Float quarterly: LIBOR +15 bps Next: 4/10/14 6911FHLB Callable Note 6/13/17313383EX5$5,000,000 0.8100% 1.0024% $4,963,062.50 6/18/13 Quarterly; First: 12/13/13; Last: 3/13/178177FNMA Callable Note 6/19/173136G1NU9$5,000,000 1.0000% 1.0121% $5,022,361.11 6/18/13 Quarterly; First: 12/19/13; Last: 3/19/178177Intel Structured Callable 12/15/17458140AL4$5,211,000 1.3500% 1.5101%$5,187,837.11 1/27/14 Make-whole call +12.5 bps until 12/15/178177FNMA Callable Multi-Step Up 5/22/183136G1M63$10,000,000 0.7500% 0.7500% $10,000,000.00 5/22/13 Quarterly; First: 11/22/13; Last: 2/22/18; 0.75% to 81775/22/16; 1% to 5/22/17; 2% to 11/22/17; 3% thereafterFNMA Callable Mult-Step Up 6/12/18 3136G1MU0$5,000,000 0.8000% 0.8084%$4,997,950.00 6/12/13 Quarterly; First: 12/12/13; Last: 3/12/18; 0.8% to 81776/12/14; 0.85% to 6/12/15; 1% to 6/12/16; 1.25% to6/12/17; 1.5% to 12/12/17; 3% to 6/12/18FHLB Callable Multi-Step Up 3/26/193130A15L8$5,000,000 1.0000% 1.0204%$4,995,000.00 3/26/14 Quarterly; First: 9/26/14; Last: 12/26/18; 1.0% to 81773/26/15; 1.25% to 3/26/16; 1.5% to 3/26/17; 2.0% to9/26/17; 3.0% to 3/26/18; 4.0% to 9/26/18; 5% to 3/26/19FHLB Callable Multi-Step Up 3/26/193130A15L8$2,500,000 1.0000% 1.0306%$2,496,250.00 3/26/14 Quarterly; First: 9/26/14; Last: 12/26/18; 1.0% to 81773/26/15; 1.25% to 3/26/16; 1.5% to 3/26/17; 2.0% to9/26/17; 3.0% to 3/26/18; 4.0% to 9/26/18; 5% to 3/26/19FHLB Callable Muti-Step Up 3/27/193130A1B98$5,000,000 1.0000% 1.0000%$5,000,000.00 3/27/14 Quarterly; First: 6/27/14; Last: 12/27/18; 1.0% to 81773/27/15; 1.125% to 6/27/15; 1.25% to 9/27/15; 1.375% to12/27/15; 1.5% to 3/27/16; 1.625% to 6/27/16; 1.75% to9/27/16; 2.0% to 12/27/16; 2.25% to 3/27/17; 2.5% to 6/27/17; 2.75% to 9/27/17; 3.0% to 12/27/17; 3.25% to3/27/18; 3.5% to 6/27/18FHLB Callable Muti-Step Up 3/27/193130A1B98$2,800,000 1.0000% 1.0000%$2,800,000.00 3/27/14 Quarterly; First: 6/27/14; Last: 12/27/18; 1.0% to 81773/27/15; 1.125% to 6/27/15; 1.25% to 9/27/15; 1.375% to12/27/15; 1.5% to 3/27/16; 1.625% to 6/27/16; 1.75% to9/27/16; 2.0% to 12/27/16; 2.25% to 3/27/17; 2.5% to 6/27/17; 2.75% to 9/27/17; 3.0% to 12/27/17; 3.25% to3/27/18; 3.5% to 6/27/18Total$99,281,000* Fund #5007 Acalanes Unified High School District5057 Acalanes Unified High School District6911 Contra Costa County Schools Insurance Group7903 Contra Costa Community College District Retiree Health Benefits8177 County (Pool)1. Date when the security was transferred from AUHSD to Contra Costa County Investment Pool managed by Treasurer's Office2. Date when the security was transferred from AUHSD's Fund 5055 to Fund 5057 per District's requestCONTRA COSTA COUNTYTREASURER'S INVESTMENT PORTFOLIOSTRUCTURED SECURITIESMarch 31, 2014 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSAMERICAN EXPR CENTURION 11/13/15 025815AB7 11/13/2015 7,000,000.00 7,032,074.007,000,000.00Float quarterly: LIBOR +45 bps Next: 5/13/14AMERICAN HONDA FINANCE 5/26/2016 0.6463 02666QM59 5/26/2016 5,300,000.00 5,323,532.005,304,761.00Float quarterly: LIBOR +37.5 bps Next: 5/27/14AMERICAN HONDA FINANCE 10/7/2016 0.7418 02665WAA9 10/7/2016 1,250,000.00 1,259,988.751,250,000.00Float quarterly: LIBOR +50 bps Next: 4/7/14BANK OF AMERICA NA 11/14/2016 0.7089% 06050TLS9 11/14/2016 2,200,000.00 2,203,436.402,200,000.00Float quarterly: LIBOR +47 bps Next: 5/14/14BANK OF AMERICA NA 2/14/2017 0.7061% 09247XAD3 2/14/2017 500,000.00 500,004.00500,000.00Float quarterly: LIBOR +47 bps Next: 5/14/14BANK OF NEW YORKMELLON 1.7% 11/24/1406406HBZ111/24/2014 2,976,000.00 2,999,186.02 3,033,920.89 Call anytime after 10/25/14BANK OF NEW YORKMELLON 1.2% 2/20/1506406HCC12/20/2015 7,260,000.00 7,311,306.42 7,322,133.60 One time call: 1/20/15BAY AREA CA WTR SPLY& CONSV AGY 10/01/14 072031AA510/1/2014 2,520,000.00 2,517,328.80 2,520,000.00 Make‐whole call +20 bpsBERKSHIRE HATHAWAY INC 2/11/2015 3.2%084670AV02/11/2015 5,368,000.00 5,500,133.32 5,573,805.48 Make‐whole call +15 bpsBMWOT 2013‐1 A2 2/25/2016 0.41%05578XAB42/25/2016 4,585,000.00 4,586,315.90 4,584,835.40 5% clean up callBRANCH BANKING & TRUST 12/1/2016 0.6743 07330NAF212/1/2016 5,000,000.00 5,018,465.00 5,001,780.00 Float quarterly: LIBOR +43 bps Next: 6/3/14; Call after 11/1/16CCCIT 2003‐A7 A7 7/7/2017 4.15%17305EBU87/7/2017 5,000,000.00 5,231,815.00 5,336,718.75 5% clean up callCCCIT 2013‐A5 A5 11/25/2016 0.34%17305EFD211/25/2016 5,000,000.00 5,001,320.00 5,000,000.00 Float monthly: LIBOR +15 bps; 5% clean up callCHAIT 2013‐A4 A4 5/15/2017 0.2992%161571FY55/15/2017 10,250,000.00 10,243,009.50 10,250,000.00 Float monthly: LIBOR +10 bps; 10% clean up callCHARLES SCHWABCORP 0.85% 12/04/15808513AH812/4/2015 4,500,000.00 4,516,326.00 4,516,965.00 Make‐whole call +10 bp until 12/4/15CITIGROUP INC 3/10/2017 0.7744%172967HL83/10/2017 1,650,000.00 1,646,196.75 1,650,000.00 Float quarterly: LIBOR +54 bps Next: 6/10/14COMCAST CORP 1/15/2015 6.5%20030NAB71/15/2015 4,000,000.00 4,183,460.00 4,213,040.00 Make‐whole call +40 bps until 1/15/15CREDIT SUISSE NEW YORK 12/7/2015 0.651322549TNZ712/7/2015 10,000,000.00 10,013,470.00 10,000,000.00 Float quarterly: LIBOR +41 bps Next: 6/9/14DAIMLER FINANCE NA LLC 01/09/2015233851AS31/9/2015 8,815,000.00 8,847,421.57 8,830,805.70 Float quarterly: LIBOR +60 bps Next: 4/9/14DAIMLER FINANCE NA LLC 4/10/2015 1.65% 233851AN4 4/10/2015 1,402,000.00 1,413,359.00 1,420,856.90 Make‐whole call +20 bpsFANNIE MAE 0.48% 01/29/163135G0TH61/29/2016 5,000,000.00 4,999,275.00 4,994,050.00 Quarterly; First: 1/29/14; Last: 10/29/15FANNIE MAE 2/26/2016 0.75%3135G0UV32/26/2016 5,000,000.00 5,024,125.00 5,025,500.00 One time call: 2/26/15FANNIE MAE 4/25/2016 0.5%3135G0WK54/25/2016 5,000,000.00 4,993,830.00 4,995,500.00 Quarterly; First: 10/25/13; Last: 1/25/16FANNIE MAE 4/29/2016 0.5%3135G0WG44/29/2016 10,000,000.00 9,980,800.00 9,989,000.00 Quarterly; First: 10/29/13; Last: 10/29/15FEDERAL HOME LOAN BANK 1/8/2016 0.5%313381MG71/8/2016 5,000,000.00 5,000,345.00 5,001,420.00 Quarterly; First: 7/8/13; Last: 10/8/15FIFTH THIRD BANK 11/18/2016 0.7481%31677QAZ211/18/2016 5,450,000.00 5,470,437.50 5,450,000.00 Float quarterly: LIBOR +51 bps Next: 5/19/14; Call after 10/18/16FITAT 2014‐1 A2 8/15/2016 0.46%31679JAB98/15/2016 11,100,000.00 11,100,888.00 11,099,702.52 10% cleanup callFREDDIE MAC 3/15/1531398V2J43/15/2015 484,703.40 484,886.09489,550.401% cleanup callFREDDIE MAC 8/28/2015 0.5%3134G4FP88/28/2015 2,875,000.00 2,877,251.13 2,878,996.25 One time call: 8/28/14FREDDIE MAC 10/30/2015 0.5%3134G4JH210/30/2015 5,000,000.00 5,001,360.00 5,000,000.00 One time call: 4/30/14FREDDIE MAC 11/13/2015 0.4%3134G4KC111/13/2015 3,000,000.00 3,001,122.00 3,002,850.00 One time call: 11/13/14FREDDIE MAC 1/28/2016 0.5%3134G4DE51/9/2015 10,250,000.00 10,253,239.00 10,250,000.00 One time call: 12/8/15FREDDIE MAC 1/29/2016 0.5%3134G34B31/28/2016 2,500,000.00 2,499,190.00 2,504,950.00 Quarterly; First: 4/29/14; Last: 10/29/15FREDDIE MAC 6/6/2016 0.5%3134G4TQ11/29/2016 2,500,000.00 2,500,760.00 2,500,750.00 Quarterly; First: 12/6/13; Last: 3/6/16GE DEALER FLOORPLANMASTER NT 04/20/1836159LCF14/20/2018 10,400,000.00 10,428,028.00 10,400,000.00 Float monthly: LIBOR +40 bps; 10% clean up callGENERAL ELEC CAPCORP 05/11/201636962G2V55/11/2016 6,000,000.00 5,991,708.00 5,931,120.00 Float quarterly: LIBOR +20 bps Next: 5/12/14GENERAL ELEC CAPCORP 01/08/1636962GU511/8/2016 2,000,000.00 1,999,316.00 1,997,410.64 Float quarterly: LIBOR +20 bps Next: 4/8/14GENERAL ELEC CAPCORP 01/08/16 36962G6Q2 1/8/2016 2,000,000.00 2,013,718.00 2,011,120.00 Float quarterly: LIBOR +60 bps Next: 4/8/14GOLDMAN SACHS GROUPINC 11/21/1438141EB4011/21/2014 4,605,000.00 4,627,025.72 4,639,445.40 Float quarterly: LIBOR +100 bps Next: 5/21/14HAROT 2014‐1 A2 8/22/2016 0.41%43813JAB18/22/2016 5,000,000.00 4,996,765.00 4,999,622.00 10% cleanup callHDMOT 2013‐1 A3 7/16/2018 0.65%41283YAC17/16/2018 2,000,000.00 2,001,462.00 1,997,343.75 10% cleanup callHONDA AUTO RECEIV‐ABLES 10/17/15 43814EAB1 10/17/2015 3,993,859.00 3,994,158.96 3,993,521.94 10% cleanup callJACKSONVILLE‐B‐TXBL10/1/2014 0.54%469487HV710/1/2014 960,000.00 959,385.60959,990.40Make‐whole call +25 bpsJP MORGAN CHASE BANKNA 6/13/2016 0.6101 48121CJM96/13/2016 6,650,000.00 6,615,925.40 6,576,340.50 Float quarterly: LIBOR +33 bps Next: 6/13/14JPMORGAN CHASE & CO 09/22/1546623EJB69/22/2015 2,000,000.00 2,023,550.00 2,036,140.00 Float quarterly: LIBOR +112.5 bps Next: 6/23/14JPMORGAN CHASE & CO 2/15/2017 0.750933% 46623EJZ32/15/2017 1,000,000.00 1,000,859.00 1,000,000.00 Float quarterly: LIBOR +52 bps Next: 5/15/14MBALT 2013‐A A3 2/15/2016 0.59%58768VAC52/15/2016 2,350,000.00 2,351,919.95 2,353,029.30 10% cleanup callMBALT 2013‐B A3 7/15/2016 0.62%58768DAC57/15/2016 6,070,000.00 6,073,059.28 6,069,704.39 10% cleanup callMORGAN STANLEY 02/25/1661746BDH62/25/2016 6,000,000.00 6,086,208.00 6,042,000.00 Float quarterly: LIBOR +125 bps Next: 5/27/14MTBAT 2013‐1A A2 2/16/2016 0.66%55292LAB02/16/2016 4,100,000.00 4,104,641.20 4,099,914.72 10% cleanup callMTBAT 2013‐1A A311/15/2017 1.06% 55292LAC8 11/15/2017 4,000,000.00 4,028,008.00 4,024,687.50 10% cleanup callNALT 2013‐A A2A 9/15/2015 0.45%65476VAB59/15/2015 9,355,103.00 9,357,993.30 9,354,107.18 10% cleanup callNISSAN MOTOR ACCEPTANCE 3/3/2017 0.7843 654740AG43/3/20172,000,000.00 2,003,484.00 2,000,000.00 Float quarterly: LIBOR +55 bps Next: 6/3/14NJ BLDG AUTH‐B‐REF 6/15/2015 0.748%645771WY86/15/2015 2,330,000.00 2,332,446.50 2,330,000.00 Make‐whole call +15 bpsPENAR 2013‐1A A1 11/18/2017 0%70659PAE111/18/2017 9,250,000.00 9,386,372.75 9,250,000.00 Float monthly: LIBOR +39 bps Next: 4/18/14PNC BANK NA 01/28/201669349LAJ71/28/2016 3,650,000.00 3,651,489.20 3,650,000.00 Float quarterly: LIBOR +31 bps Next: 4/28/14PNC BANK NA 04/29/16 69349LAL2 4/29/2016 2,200,000.00 2,200,981.20 2,200,000.00 Float quarterly: LIBOR +32 bps Next: 4/29/14PILOT 2013‐1 A38/22/2016 0.7%73328XAC38/22/201610,000,000.00 10,018,650.00 10,027,343.75 10% cleanup callPRINCIPAL LFE GLB FND II 5/27/2016 0.6474256LAF65/27/2016 4,025,000.00 4,031,262.90 4,030,291.25 Float quarterly: LIBOR +37 bps Next: 5/27/14PRVDNC HLTH & SVC OBL GR 10/1/2015 0.80 743755AK610/1/2015 5,600,000.00 5,591,073.60 5,600,000.00 Float monthly: LIBOR +35 bps Next: 4/1/14SAN MATEO CALIF 0.685% 9/1/14799017KN79/1/2014 500,000.00 500,315.00500,000.00Make‐whole call +50 bpsSC PUB SVC AUT‐D‐TXBL 6/1/2015837151HT96/1/2015 7,000,000.00 7,027,580.00 7,000,000.00 Float monthly: LIBOR +87.5 bps Next: 4/1/14; call after 12/1/14STATE STREET BANK &TRST 12/08/1585744NAB712/8/2015 3,000,000.00 2,996,856.00 2,992,440.00 Float quarterly: LIBOR +20 bps Next: 6/9/14TAOT 2013‐B A2 2/15/2016 0.48%89236VAB62/15/2016 11,050,000.00 11,059,038.90 11,051,880.69 5% clean up callUNION BANK NA 9/26/2016 0.9996%90521APG79/26/2016 2,160,000.00 2,181,347.28 2,160,000.00 Float quarterly: LIBOR +75 bps Next: 6/26/14UNIV CA‐AJ‐TXBL 5/15/2015 0.528% 91412GSW6 5/15/2015 2,855,000.00 2,860,338.85 2,855,000.00 Make‐whole call +10 bpsUNIVERSITY CALIF REVS 07/01/2041191412GEZ47/1/2041 1,000,000.00 1,000,290.00 1,002,000.00 Float monthly: LIBOR +58 bps Next: 4/1/14VALET 2012‐1 A3 8/22/2016 0.85%92867GAC78/22/2016 1,922,455.00 1,927,977.78 1,928,236.82 10% cleanup callVALET 2013‐2 A2 7/20/2016 0.67%92867PAB97/20/2016 4,875,000.00 4,874,985.38 4,874,817.68 10% cleanup callVERIZON COMMUNICATIONS 9/15/2016 1.7823 92343VBL79/15/2016 1,925,000.00 1,980,214.78 1,925,000.00 Float quarterly: LIBOR +153 bps Next: 6/16/14VWALT 2013‐A A2A 12/21/2015 0.63%92867NAB412/21/2015 5,055,602.00 5,061,921.78 5,055,591.66 10% cleanup callTotal 326,617,722.40 327,876,014.46327,609,991.46Notes:1.The security has a mandatory put date of 7/1/2014.Contra Costa County invests approximately $118.0 million in the CalTRUST Short Term Fund which had assets of $675.2 million as of 3/31/14. The above data represents the information at the Short Term Fund level, not at the Contra Costa County account level.CONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESMarch 31, 2014 Exhibit VI (b)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSBMWOT 2013-A A2 05578XAB4 02/25/2016 $315,000.00 $315,111.93 $314,988.69 5% clean up callBANK OF AMERICA NA 06050TLU4 02/14/2017 $500,000.00 $500,455.12 $500,000.00 Float quarterly: LIBOR +47 bps Next: 5/14/14BRANCH BANKING & TRUST 07330NAE5 10/28/2015 $750,000.00 $770,980.83 $777,840.00 Float quarterly: LIBOR +33 bps Next: 4/28/14CA UNI-FLTG-TXB-Y-2 91412GFA8 07/01/2014 $750,000.00 $750,553.42 $750,000.00 Float monthly: LIBOR +40 bps Next: 4/2/14CHAIT 2013-A4 A4 161571FY5 05/15/2017 $750,000.00 $749,568.19 $750,000.00 Float monthly: LIBOR +10 bps Next: 4/15/14; 10% clean up callFEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $200,000.00 $199,336.00 $199,926.63 One time call on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $1,000,000.00 $999,633.17 $998,200.00 One time call on or after 6/10/14FEDERAL HOME LOAN BANK 313381MG7 01/08/2016 $1,560,000.00 $1,561,905.97 $1,560,000.00 Quarterly: first 7/8/13; last 10/8/15HAROT 2013-2 A2 43814EAB1 10/16/2015 $548,176.79 $548,302.41 $548,130.46 10% clean up callIBM CORP 459200HD6 05/11/2015 $750,000.00 $755,743.25 $753,525.00 Make-whole call +10 bpsJPMORGAN CHASE & CO 46623EJH3 05/02/2014 $700,000.00 $700,676.01 $702,891.00 Float quarterly: LIBOR +75 bps Next: 5/2/14JOHN DEERE CAPITAL CORP 24422ESA8 01/12/2015 $660,000.00 $660,862.12 $660,000.00 Float quarterly: LIBOR +7 bps Next: 4/14/14NATIONAL RURAL UTIL COOP 637432MP7 02/02/2015 $279,000.00 $280,961.90 $282,088.53 Make-whole call +15 bpsNATIONAL RURAL UTIL COOP 637432MP7 02/02/2015 $450,000.00 $453,164.35 $453,163.50 Make-whole call +15 bpsPENAR 2013-1A A1 70659PAE1 11/18/2017 $750,000.00 $751,207.13 $750,000.00Float monthly: LIBOR +39 bps Next: 4/18/14PRAXAIR INC 74005PAR5 03/30/2015 $650,000.00 $676,374.71 $692,705.00 Make-whole call +25 bps until 3/30/15PRICOA GLOBAL FUNDING 1 74153WCA5 08/19/2015 $375,000.00 $376,157.34 $375,000.00 Float quarterly: LIBOR +27 bps Next: 5/19/14TAOT 2013-B A2 89236VAB6 02/15/2016 $600,000.00 $600,618.80 $599,967.06 5% clean up callUSAOT 2014-1 A2 90290KAB1 10/17/2016 $660,000.00 $660,060.65 $659,974.13 10% clean up callVALET 2012-1 A3 92867GAC7 08/22/2016 $480,613.64 $482,119.27 $482,059.24 10% clean up callTotal: $12,727,790.43 $12,793,792.57 $12,810,459.24CONTRA COSTA COUNTYWELLS CAP MANAGEMENTSTRUCTURED SECURITIESMarch 31, 2014 Portfolio as of 03-31-14Pooled Money Investment AccountPAR VALUES MATURING BY DATE AND TYPEMaturities in Millions of Dollars 1 day 31 days 61 days 91 days 121 days 151 days 181 days 211 days 271 days 1 year 2 years 3 years 4 yearsto to to to to to to to to to to to toITEM30 days 60 days 90 days 120 days 150 days 180 days 210 days 270 days 1 year 2 years 3 years 4 years 5 year/outTREASURY1,000$3,600$2,800$1,000$1,000$3,100$600$6,250$5,600$4,200$1,700$REPOTDs1,286$ 560$1,006$760$659$333$10$AGENCY 551$ 398$600$850$250$483$802$448$BAsCP 1,700$ 950$550$900$100$ CDs + BNs 3,650$ 1,200$ 1,550$ 1,100$ 200$ 950$ 100$ 400$ 200$ CORP BNDTOTAL53,396$8,187$6,708$6,506$4,610$1,859$4,483$710$6,900$6,283$5,002$2,148$-$-$PERCENT 15.3% 12.6% 12.2% 8.6% 3.5% 8.4% 1.3% 12.9% 11.8% 9.4% 4.0% 0.0% 0.0%Notes:1.SBA Floating Rate Securities are represented at coupon change date.2.Mortgages are represented at current book value.3.Figures are rounded to the nearest million.4.Does not include AB55 and General Fund loans. State of California Pooled Money Investment Account Market Valuation 3/31/2014 Description Carrying Cost Plus Accrued Interest Purch.Amortized Cost Fair Value Accrued Interest United States Treasury: Bills 13,485,141,238.10$13,493,502,144.37$ 13,495,650,000.00$NA Notes 17,363,685,393.04$17,363,409,796.92$ 17,377,558,000.00$14,372,271.50$ Federal Agency: SBA 551,389,934.60$551,389,934.60$547,459,655.45$518,610.96$ MBS-REMICs 131,169,641.99$131,169,641.99$140,815,213.91$625,830.22$ Debentures 1,392,831,307.69$1,392,809,168.82$1,392,270,210.00$1,927,606.06$ Debentures FR -$-$-$-$ Discount Notes 1,199,075,083.36$1,199,675,666.66$1,199,896,000.00$NA GNMA -$-$-$-$ Supranational Debentures 149,906,515.88$149,906,515.88$149,775,500.00$156,597.50$ CDs and YCDs FR -$-$-$-$ Bank Notes 500,000,000.00$500,000,000.00$499,920,655.01$115,083.32$ CDs and YCDs 8,850,016,516.72$8,850,001,475.05$8,847,441,069.69$4,020,993.06$ Commercial Paper 4,198,403,930.58$4,199,185,444.41$4,198,506,736.10$NA Corporate: Bonds FR -$-$-$-$ Bonds -$-$-$-$ Repurchase Agreements -$-$-$-$ Reverse Repurchase -$-$-$-$ Time Deposits 4,612,640,000.00$4,612,640,000.00$4,612,640,000.00$NA AB 55 & GF Loans 5,084,511,416.02$5,084,511,416.02$5,084,511,416.02$NA TOTAL 57,518,770,977.98$57,528,201,204.72$ 57,546,444,456.18$21,736,992.62$ Fair Value Including Accrued Interest $57,568,181,448.80 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (1.000317118). As an example: if an agency has an account balance of $20,000,000.00, then the agency would report its participation in the LAIF valued at $20,006,342.37 or $20,000,000.00 x 1.000317118. State of California DISCLOSURE STATEMENT Portfolio Holdings: Structured Notes and Asset-Backed Securities The Treasury Investment Division has received a number of inquiries concerning our various portfolio holdings. Questions involving structured notes, derivative products*, and asset- backed securities are the most notable. In an effort to clarify the information provided in our monthly statements, we would like to share with you our investment positions in structured notes and asset-backed securities. Following are the State of California Treasurer’s holdings in each category as of March 31, 2014: *The Pooled Money Investment Account Portfolio has not invested in, nor will it invest in, Derivative Products as defined in FASB 133. 1.Structured Notes Structured notes are debt securities (other than asset-backed securities) whose cash flow characteristics (coupon rate, redemption amount, or stated maturity) depend upon one or more indices and/or that have embedded forwards or options. They are issued by corporations and by government-sponsored enterprises such as the Federal National Mortgage Association and the Federal Home Loan Bank System or an international agency such as the World Bank. Securities Accountability Structured Notes a.Callable Agency $0.000 million b.LIBOR Agency Floater $0.000 million c.3 month LIBOR Corporate Floater $0.000 million d.3 month LIBOR Bank Floater $0.000 million e.2 year CMT Corporate Floater $0.000 million f.3 month T-Bill Agency Floater $0.000 million g.3 month T-Bill Corporate Floater $0.000 million U.S. $0.000 million As of: 03/31/14 2.Asset-Backed Securities Asset-backed securities entitle the purchaser to receive a share of the cash flows from a pool of assets such as principal and interest repayments from a pool of mortgages (such as CMOs), small business loans, or credit card receivables (such as ABCP). Asset-Backed Securities a.Small Business Administration Pools $ 551.390 million b.Agency MBS-REMIC’S $ 131.170 million c.GNMA Pools $ 0.000 million (Medium term sub-total)$ 682.560 million d.Commercial Paper (Short term sub-total)$ 299.813 million U.S. $982.373 million As of: 03/31/14 Total Portfolio As of: 03/31/14 $57,518,770,977.98 Structured notes and Medium-term Asset-backed securities as a percent of portfolio: 1.19% Short-term Asset-Backed Commercial Paper (ABCP) as a percent of portfolio: 0.52% * Total Medium-term and Short-term Structured notes and Asset-backed securities as a percent of portfolio: 1.71% *ABCP purchased by the Pooled Money Investment Account (PMIA) does not include Structured Investment Vehicles (SIVs) nor do any of the approved ABCP programs include SIVs as underlying assets. Exhibit VIII Par Value 1,770,924,518.32 Book Price 100.256 Book Value 1,775,511,028.32 Average Days to Maturity 211.07 Market Value 1,773,586,285.45 Coupon 0.4686% Market Price 100.150 YTM 0.3680% Yield Change Market Value Market Price Gain/Loss2 (bps)($)($)(bps) -50 1,778,661,861.15 100.437 28.66 -25 1,776,115,830.62 100.293 14.28 -10 1,774,596,136.19 100.207 5.69 0 1,773,586,285.45 100.150 0.00 10 1,772,579,045.15 100.093 -5.69 25 1,771,073,055.79 100.008 -14.18 50 1,768,575,974.08 99.867 -28.26 Note: Stress Testing is a form of testing that is used to determine the stability of a given system or entity. It reveals how well a portfolio is positioned in the event the forecasts prove true. The stress test conducted on the portfolio managed by the Treasurer's Office identifies the sensitivity of our portfolio to the change in interest rate. The test result shows if the yield were to go down by 50 bps, the market value of the portfolio would increase by 28.66 bps. If the yield were to go up by 50 bps, the market value of the portfolio would decrease by 28.26 bps. 1. The stress test is conducted on the portfolio managed by the Treasurer's Office. Portfolios managed by outside contractors are excluded. All data is provided by Sungard. 2. Gain/Loss is calcuated based on the market value/price. Portfolio Stress Test1 as of 3/31/14 Exhibit IX Security Coupon Purchase Maturity Par Market Description CUSIP Rate YTM Date Date Value Value2 Fund4 Compton CA Community Redev Agy 204712FD0 0.0000%6.5258%1/3/20121 8/1/16 10,000.00 7,453.00 5033 Palo Alto USD Refunding Bond 697379UA1 1.4020%1.4020%8/14/12 8/1/17 440,000.00 440,000.00 7903 University of Cal Tax Revenue Bond 91412GPX7 0.6590%0.6590%3/14/13 5/15/16 1,240,000.00 1,240,000.00 6911 University of Cal Tax Revenue Bond 91412GPY5 0.9660%0.9660%3/14/13 5/15/17 175,000.00 175,000.00 7903 Cal State Taxable GO Bond 13063BN73 1.0500%0.9292%3/27/13 2/1/16 120,000.00 120,405.60 7903 Cal State Taxable GO Bond 13063BN73 1.0500%0.9292%3/27/13 2/1/16 550,000.00 551,859.00 6911 Chicago Prerefunded Proj & Refunding Bond 167486JB6 5.0000%1.6188%6/27/133 1/1/17 170,000.00 189,542.34 5057 Chicago Unrefunded Bal-Proj & Refunding Bd 167486JC4 5.0000%2.5923%6/27/133 1/1/17 390,000.00 421,318.77 5057 Washington State GO Bond 93974B3K6 5.0000%1.3012%6/27/133 1/1/18 600,000.00 696,925.06 5057 South Bend IN Refunding Revenue Bond 836496NW5 5.0000%1.6170%6/27/133 1/15/16 505,000.00 547,506.38 5057 Pennsylvania State GO Bond 70914PHZ8 5.0000%0.7655%6/27/133 3/15/15 505,000.00 541,394.23 5057 Wicomico County MD GO Bond 967545R89 3.5000%1.6386%6/27/133 12/1/18 390,000.00 427,550.12 5057 Univ of Cal Taxable Rev Bond 91412GSX4 0.9070%0.9070%10/2/13 5/15/16 415,000.00 415,000.00 6911 Univ of Cal Taxable Rev Bond 91412GSZ9 2.0540%2.0540%10/2/13 5/15/18 195,000.00 195,000.00 7903 Cal State Taxable GO Bond 13063CFD7 1.2500%1.0901%11/5/13 11/1/16 125,000.00 125,586.25 7903 Cal State Taxable GO Bond 13063CFD7 1.2500%1.0901%11/5/13 11/1/16 790,000.00 793,705.10 6911 Total $6,620,000.00 $6,888,245.85 1 Date when the security was transferred from AUHSD to Contra Costa County Investment Pool managed by Treasurer's Office 2 Market Value equals Cost less purchase interest 3 Date when the security was transferred from Fund 5055 to Fund 5057 per AUHSD's request 4 Fund # 5033 - Acalanes Unified High School District 5055 - Acalanes Unified High School District 6911 - Contra Costa County Schools Insurance Group 7903 - Contra Costa Community College District Retiree Health Benefits 8177 - County (Pool) CONTRA COSTA COUNTY TREASURER'S INVESTMENT PORTFOLIO MUNICIPAL SECURITIES March 31, 2014